3 Commits

Author	SHA1	Message	Date
21in7	0ddd1f6764	feat: add testnet mode support and fix UDS order type classification ... - Add BINANCE_TESTNET env var to switch between live/demo API keys - Add KLINE_INTERVAL env var (default 15m) for configurable candle interval - Pass testnet flag through to Exchange, DataStream, UDS, Notifier - Add demo mode in bot: forced LONG entry with fixed 0.5% SL / 2% TP - Fix UDS close_reason: use ot (original order type) field to correctly classify STOP_MARKET/TAKE_PROFIT_MARKET triggers (was MANUAL) - Add UDS raw event logging with ot field for debugging - Add backtest market context (BTC/ETH regime, L/S ratio per fold) - Separate testnet trade history to data/trade_history/testnet/ Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>	2026-03-23 13:05:38 +09:00
21in7	b5a5510499	feat(backtest): add --compare-ml for ML on/off walk-forward comparison ... Runs WalkForwardBacktester twice (use_ml=True/False), prints side-by-side comparison of PF, win rate, MDD, Sharpe, and auto-judges ML filter value. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>	2026-03-21 19:58:24 +09:00
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