- 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
- _fetch_market_microstructure: oi_val > 0 체크 후에만 _calc_oi_change 호출하여
API 실패(None/Exception) 시 0.0으로 폴백하고 _prev_oi 상태 오염 방지
- README: ML 피처 수 오기재 수정 (25개 → 23개)
- tests: _calc_oi_change 첫 캔들 및 API 실패 시 상태 보존 유닛 테스트 추가
Made-with: Cursor
- Introduced support for Algo Order API, allowing automatic sending of STOP_MARKET and TAKE_PROFIT_MARKET orders.
- Updated README.md to include new features related to Algo Order API and real-time handling of ML features.
- Enhanced ML feature processing to fill missing OI and funding rate values with zeros for consistency in training data.
- Added new training log entries for the lgbm model with updated metrics.
- Updated README.md to reflect new features including dynamic margin ratio, model hot-reload, and multi-symbol streaming.
- Modified bot logic to ensure raw signals are passed to the `_close_and_reenter` method, even when the ML filter is loaded.
- Introduced a new script `run_tests.sh` for streamlined test execution.
- Improved test coverage for signal processing and re-entry logic, ensuring correct behavior under various conditions.
- Created README.md to document project features, structure, and setup instructions.
- Updated fetch_history.py to include path adjustments for module imports.
- Enhanced train_model.py for parallel processing of dataset generation and added command-line argument for specifying worker count.
Made-with: Cursor
