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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@@ -35,6 +35,19 @@ def sample_df():
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})
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def test_bot_uses_multi_symbol_stream(config):
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from src.data_stream import MultiSymbolStream
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with patch("src.bot.BinanceFuturesClient"):
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bot = TradingBot(config)
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assert isinstance(bot.stream, MultiSymbolStream)
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def test_bot_stream_has_btc_eth_buffers(config):
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with patch("src.bot.BinanceFuturesClient"):
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bot = TradingBot(config)
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assert "btcusdt" in bot.stream.buffers
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assert "ethusdt" in bot.stream.buffers
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@pytest.mark.asyncio
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async def test_bot_processes_signal(config, sample_df):
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with patch("src.bot.BinanceFuturesClient") as MockExchange:
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