cointrader

gihyeon/cointrader

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Author	SHA1	Message	Date
21in7	02e41881ac	feat: strategy parameter sweep and production param optimization - Add independent backtest engine (backtester.py) with walk-forward support - Add backtest sanity check validator (backtest_validator.py) - Add CLI tools: run_backtest.py, strategy_sweep.py (with --combined mode) - Fix train-serve skew: unify feature z-score normalization (ml_features.py) - Add strategy params (SL/TP ATR mult, ADX filter, volume multiplier) to config.py, indicators.py, dataset_builder.py, bot.py, backtester.py - Fix WalkForwardBacktester not propagating strategy params to test folds - Update production defaults: SL=2.0x, TP=2.0x, ADX=25, Vol=2.5 (3-symbol combined PF: 0.71 → 1.24, MDD: 65.9% → 17.1%) - Retrain ML models with new strategy parameters Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>	2026-03-06 23:39:43 +09:00
21in7	2b3f39b5d1	feat: enhance data handling and model training features - Updated .gitignore to include .venv and .worktrees. - Removed symlink for the virtual environment. - Added new parquet files for dogeusdt, trxusdt, and xrpusdt datasets. - Introduced model files and training logs for dogeusdt, trxusdt, and xrpusdt. - Enhanced fetch_history.py to support caching of correlation symbols. - Updated train_and_deploy.sh to manage correlation cache directory.	2026-03-05 23:57:44 +09:00

Author

SHA1

Message

Date

21in7

02e41881ac

feat: strategy parameter sweep and production param optimization

- Add independent backtest engine (backtester.py) with walk-forward support
- Add backtest sanity check validator (backtest_validator.py)
- Add CLI tools: run_backtest.py, strategy_sweep.py (with --combined mode)
- Fix train-serve skew: unify feature z-score normalization (ml_features.py)
- Add strategy params (SL/TP ATR mult, ADX filter, volume multiplier) to
  config.py, indicators.py, dataset_builder.py, bot.py, backtester.py
- Fix WalkForwardBacktester not propagating strategy params to test folds
- Update production defaults: SL=2.0x, TP=2.0x, ADX=25, Vol=2.5
  (3-symbol combined PF: 0.71 → 1.24, MDD: 65.9% → 17.1%)
- Retrain ML models with new strategy parameters

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-03-06 23:39:43 +09:00

21in7

2b3f39b5d1

feat: enhance data handling and model training features

- Updated .gitignore to include .venv and .worktrees.
- Removed symlink for the virtual environment.
- Added new parquet files for dogeusdt, trxusdt, and xrpusdt datasets.
- Introduced model files and training logs for dogeusdt, trxusdt, and xrpusdt.
- Enhanced fetch_history.py to support caching of correlation symbols.
- Updated train_and_deploy.sh to manage correlation cache directory.

2026-03-05 23:57:44 +09:00

2 Commits