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24f0faa54062ea46fa5a9d7fe49d359e7921c4db
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3 Commits

Author SHA1 Message Date
21in7
24f0faa540 fix(mlx): remove double normalization in walk-forward validation 
Add normalize=False parameter to MLXFilter.fit() so external callers
can skip internal normalization. Remove the external normalization +
manual _mean/_std reset hack from walk_forward_auc() in train_mlx_model.py.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-03-21 18:31:11 +09:00
21in7
0fe87bb366 fix(backtest): include unrealized PnL in equity curve for accurate MDD 
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-03-21 18:26:09 +09:00
21in7
75d1af7fcc feat(ml): parameterize SL/TP multipliers in dataset_builder 
Add atr_sl_mult and atr_tp_mult parameters to _calc_labels_vectorized
and generate_dataset_vectorized, defaulting to existing constants (1.5,
2.0) for full backward compatibility. Callers (train scripts, backtester)
can now pass symbol-specific multipliers without modifying module-level
constants.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-03-21 18:03:24 +09:00