- Introduced a new markdown document detailing the plan to transition the entire pipeline from a 1-minute to a 15-minute timeframe, aiming to improve model AUC from 0.49-0.50 to over 0.53.
- Updated key parameters across multiple scripts, including `LOOKAHEAD` adjustments and default data paths to reflect the new 15-minute interval.
- Modified data fetching and training scripts to ensure compatibility with the new timeframe, including changes in `fetch_history.py`, `train_model.py`, and `train_and_deploy.sh`.
- Enhanced the bot's data stream configuration to operate on a 15-minute interval, ensuring real-time data processing aligns with the new model training strategy.
- Updated training logs to capture new model performance metrics under the revised timeframe.
- Added a new markdown document outlining the plan to enhance the LightGBM model's AUC from 0.54 to 0.57+ through feature normalization, strong time weighting, and walk-forward validation.
- Implemented rolling z-score normalization for absolute value features in `src/dataset_builder.py` to improve model robustness against regime changes.
- Introduced a walk-forward validation function in `scripts/train_model.py` to accurately measure future prediction performance.
- Updated training log to include new model performance metrics and added ONNX model export functionality for compatibility.
- Adjusted model training parameters for better performance and included detailed validation results in the training log.
