feat: implement BTC/ETH correlation features for improved model accuracy
- Added a new design document outlining the integration of BTC/ETH candle data as additional features in the XRP ML filter, enhancing prediction accuracy. - Introduced `MultiSymbolStream` for combined WebSocket data retrieval of XRP, BTC, and ETH. - Expanded feature set from 13 to 21 by including 8 new BTC/ETH-related features. - Updated various scripts and modules to support the new feature set and data handling. - Enhanced training and deployment scripts to accommodate the new dataset structure. This commit lays the groundwork for improved model performance by leveraging the correlation between BTC and ETH with XRP.
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@@ -16,19 +16,24 @@ PROJECT_ROOT="$(cd "$SCRIPT_DIR/.." && pwd)"
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cd "$PROJECT_ROOT"
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echo "=== [1/3] 데이터 수집 ==="
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python scripts/fetch_history.py --symbol XRPUSDT --interval 1m --days 90 --output data/xrpusdt_1m.parquet
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echo "=== [1/3] 데이터 수집 (XRP + BTC + ETH 3심볼) ==="
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python scripts/fetch_history.py \
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--symbols XRPUSDT BTCUSDT ETHUSDT \
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--interval 1m \
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--days 90 \
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--output data/xrpusdt_1m.parquet
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# 결과: data/combined_1m.parquet (타임스탬프 기준 병합)
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echo ""
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echo "=== [2/3] 모델 학습 ==="
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echo "=== [2/3] 모델 학습 (21개 피처: XRP 13 + BTC/ETH 상관관계 8) ==="
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# TRAIN_BACKEND=mlx 로 설정하면 Apple Silicon GPU(Metal)를 사용한다 (기본: lgbm)
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BACKEND="${TRAIN_BACKEND:-lgbm}"
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if [ "$BACKEND" = "mlx" ]; then
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echo " 백엔드: MLX (Apple Silicon GPU)"
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python scripts/train_mlx_model.py --data data/xrpusdt_1m.parquet
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python scripts/train_mlx_model.py --data data/combined_1m.parquet
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else
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echo " 백엔드: LightGBM (CPU)"
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python scripts/train_model.py --data data/xrpusdt_1m.parquet
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python scripts/train_model.py --data data/combined_1m.parquet
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fi
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echo ""
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