ccxt requires aiohttp>=3.10.11, was pinned to ==3.9.3.
python-binance has no upper bound on aiohttp, so this is safe.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- scripts/tune_hyperparams.py: Optuna + Walk-Forward 5폴드 AUC 목적 함수
- 데이터셋 1회 캐싱으로 모든 trial 공유 (속도 최적화)
- num_leaves <= 2^max_depth - 1 제약 강제 (소규모 데이터 과적합 방지)
- MedianPruner로 저성능 trial 조기 종료
- 결과: 콘솔 리포트 + models/tune_results_YYYYMMDD_HHMMSS.json
- requirements.txt: optuna>=3.6.0 추가
- README.md: 하이퍼파라미터 자동 튜닝 사용법 섹션 추가
- docs/plans/: 설계 문서 및 구현 플랜 추가
Made-with: Cursor
- Changed python-binance version requirement from 1.0.19 to >=1.0.28 for better compatibility and features.
- Modified exception handling in the cancel_all_orders method to catch all exceptions instead of just BinanceAPIException, enhancing robustness.
- Updated `train_model.py` and `train_mlx_model.py` to include a time weight decay parameter for improved sample weighting during training.
- Modified dataset generation to incorporate sample weights based on time decay, enhancing model performance.
- Adjusted deployment scripts to support new backend options and improved error handling for model file transfers.
- Added new entries to the training log for better tracking of model performance metrics over time.
- Included ONNX model export functionality in the MLX filter for compatibility with Linux servers.
- Added MLFilter class to load and evaluate LightGBM model for trading signals.
- Introduced retraining mechanism to update the model daily based on new data.
- Created feature engineering and label building utilities for model training.
- Updated bot logic to incorporate ML filter for signal validation.
- Added scripts for data fetching and model training.
Made-with: Cursor
