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docs: update for XRP-only operation — remove SOL/DOGE/TRX references

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- SOL/DOGE/TRX removed: all showed PF < 1.0 across all parameter combinations
  in strategy sweep (2026-03-17) and live trading (2026-03-21)
- ML filter disabled: Walk-Forward showed ML ON PF < ML OFF PF;
  ablation confirmed signal_strength/side dependency (A→C drop 0.08-0.09)
- XRP ADX threshold: 30 → 25 (ADX=30 blocked all trades in current market)
- Current production: XRPUSDT only, SL=1.5x TP=4.0x ADX≥25, NO_ML_FILTER=true

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
21in7
2026-03-21 20:47:30 +09:00
parent d8f5d4f1fb
commit dacefaa1ed
4 changed files with 19 additions and 35 deletions
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3
CLAUDE.md
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@@ -90,7 +90,7 @@ bash scripts/deploy_model.sh --symbol XRPUSDT
## Configuration
Environment variables via `.env` file (see `.env.example`). Key vars: `BINANCE_API_KEY`, `BINANCE_API_SECRET`, `SYMBOLS` (comma-separated, e.g. `XRPUSDT,TRXUSDT`), `CORRELATION_SYMBOLS` (default `BTCUSDT,ETHUSDT`), `LEVERAGE`, `DISCORD_WEBHOOK_URL`, `MARGIN_MAX_RATIO`, `MARGIN_MIN_RATIO`, `MAX_SAME_DIRECTION` (default 2), `NO_ML_FILTER`.
Environment variables via `.env` file (see `.env.example`). Key vars: `BINANCE_API_KEY`, `BINANCE_API_SECRET`, `SYMBOLS` (comma-separated, currently `XRPUSDT` only — SOL/DOGE/TRX removed due to PF < 1.0), `CORRELATION_SYMBOLS` (default `BTCUSDT,ETHUSDT`), `LEVERAGE`, `DISCORD_WEBHOOK_URL`, `MARGIN_MAX_RATIO`, `MARGIN_MIN_RATIO`, `MAX_SAME_DIRECTION` (default 2), `NO_ML_FILTER` (default `true` — ML disabled due to insufficient feature alpha).
`src/config.py` uses `@dataclass` with `__post_init__` to load and validate all env vars. Per-symbol strategy params supported via `SymbolStrategyParams` — override with `ATR_SL_MULT_{SYMBOL}`, `ATR_TP_MULT_{SYMBOL}`, `SIGNAL_THRESHOLD_{SYMBOL}`, `ADX_THRESHOLD_{SYMBOL}`, `VOL_MULTIPLIER_{SYMBOL}`. Access via `config.get_symbol_params(symbol)`.
@@ -147,4 +147,5 @@ All design documents and implementation plans are stored in `docs/plans/` with t
| 2026-03-21 | `ml-pipeline-fixes` (C1,C3,I1,I3,I4,I5) | Completed |
| 2026-03-21 | `training-threshold-relaxation` (plan) | Completed |
| 2026-03-21 | `purged-gap-and-ablation` (plan) | Completed |
| 2026-03-21 | `ml-validation-result` | ML OFF > ML ON 확정, SOL/DOGE/TRX 제외, XRP 단독 운영 |
| 2026-03-21 | `ml-validation-pipeline` (plan) | Completed |