4 Commits

Author SHA1 Message Date
21in7
031adac977 chore: .gitignore에 .DS_Store 추가 및 MLXFilter 훈련 로그 업데이트 2026-03-02 00:41:34 +09:00
21in7
3b7ee3e890 chore: .worktrees/ gitignore에 추가
Made-with: Cursor
2026-03-01 23:50:18 +09:00
21in7
24d3ba9411 feat: enhance data fetching and model training with OI and funding rate integration
- Updated `fetch_history.py` to collect open interest (OI) and funding rate data from Binance, improving the dataset for model training.
- Modified `train_and_deploy.sh` to include options for OI and funding rate collection during data fetching.
- Enhanced `dataset_builder.py` to incorporate OI change and funding rate features with rolling z-score normalization.
- Updated training logs to reflect new metrics and features, ensuring comprehensive tracking of model performance.
- Adjusted feature columns in `ml_features.py` to include OI and funding rate for improved model robustness.
2026-03-01 22:25:38 +09:00
21in7
4245d7cdbf feat: implement 15-minute timeframe upgrade for model training and data processing
- Introduced a new markdown document detailing the plan to transition the entire pipeline from a 1-minute to a 15-minute timeframe, aiming to improve model AUC from 0.49-0.50 to over 0.53.
- Updated key parameters across multiple scripts, including `LOOKAHEAD` adjustments and default data paths to reflect the new 15-minute interval.
- Modified data fetching and training scripts to ensure compatibility with the new timeframe, including changes in `fetch_history.py`, `train_model.py`, and `train_and_deploy.sh`.
- Enhanced the bot's data stream configuration to operate on a 15-minute interval, ensuring real-time data processing aligns with the new model training strategy.
- Updated training logs to capture new model performance metrics under the revised timeframe.
2026-03-01 22:16:15 +09:00