3 Commits

Author	SHA1	Message	Date
21in7	29e307d7b2	fix: evaluate_oos 판정 로직을 fees_only PF 기준으로 수정하고 MTF OOS 최종 결과 문서화 ... - 판정 기준을 Raw PF → fees_only PF로 변경 (Raw PF는 비현실적) - LONG/SHORT 대칭성 체크 추가 (양쪽 PF >= 0.8) - MTF OOS 최종 결과: FAIL 폐기 (30건, fees_only PF 0.84, SHORT PF 0.56) Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>	2026-05-04 09:01:40 +09:00
21in7	f488720ca2	fix: MTF bot code review — conditional slicing, caching, tests ... - Add _remove_incomplete_candle() for timestamp-based conditional slicing on both 15m and 1h data (replaces hardcoded [:-1]) - Add MetaFilter indicator caching to eliminate 3x duplicate calc - Fix notifier encapsulation (_send → notify_info public API) - Remove DataFetcher.poll_update() dead code - Fix evaluate_oos.py symbol typo (xrpusdtusdt → xrpusdt) - Add 20 pytest unit tests for MetaFilter, TriggerStrategy, ExecutionManager, and _remove_incomplete_candle Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>	2026-03-31 11:11:26 +09:00
21in7	930d4d2c7a	feat: add OOS dry-run evaluation script (evaluate_oos.py) ... Fetches MTF trade JSONL from prod server via scp, calculates win rate / PF / cumulative PnL / avg duration by Total/LONG/SHORT, and outputs LIVE deploy go/no-go verdict (trades >= 5 AND PF >= 1.0). Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>	2026-03-30 21:10:54 +09:00