3 Commits

Author	SHA1	Message	Date
21in7	2a767c35d4	feat(weekly-report): implement weekly report generation with live trade data and performance tracking ... - Added functionality to fetch live trade data from the dashboard API. - Implemented weekly report generation that includes backtest results, live trade statistics, and performance trends. - Enhanced error handling for API requests and improved logging for better traceability. - Updated tests to cover new features and ensure reliability of the report generation process.	2026-03-07 01:13:03 +09:00
21in7	771b357f28	feat: enhance strategy parameter sweep with new CLI tool and bug fixes ... - Added a new CLI tool `scripts/strategy_sweep.py` for executing parameter sweeps. - Updated `get_signal()` and `_calc_signals()` methods to accept `signal_threshold`, `adx_threshold`, and `volume_multiplier` parameters for improved signal processing. - Fixed a bug in `WalkForwardBacktester` that prevented proper propagation of signal parameters, ensuring accurate backtesting results. - Updated documentation to reflect changes in parameter sweeps and results. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>	2026-03-07 00:27:28 +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