- 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>
- Added functionality to fetch live trade data from the dashboard API.
- Implemented weekly report generation that includes backtest results, live trade statistics, and performance trends.
- Enhanced error handling for API requests and improved logging for better traceability.
- Updated tests to cover new features and ensure reliability of the report generation process.
- Fix LightGBM predict_proba ValueError by filtering FEATURE_COLS and casting to float64
- Extract BTC/ETH correlation data from embedded parquet columns instead of missing separate files
- Disable ONNX priority in ML filter tests to use mocked LightGBM correctly
- Add NO_ML_FILTER=true to .env.example (ML adds no value with current signal thresholds)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Added ML_THRESHOLD to .env.example and updated Config class to include ml_threshold with a default value of 0.55.
- Modified MLFilter initialization in bot.py to utilize the new ml_threshold configuration.
- Updated Jenkinsfile to change the registry URL for Docker image management.
These changes enhance the model's adaptability by allowing for a configurable machine learning threshold, improving overall performance.
