Commit Graph

3 Commits

Author SHA1 Message Date
21in7
d1af736bfc feat: implement BTC/ETH correlation features for improved model accuracy
- Added a new design document outlining the integration of BTC/ETH candle data as additional features in the XRP ML filter, enhancing prediction accuracy.
- Introduced `MultiSymbolStream` for combined WebSocket data retrieval of XRP, BTC, and ETH.
- Expanded feature set from 13 to 21 by including 8 new BTC/ETH-related features.
- Updated various scripts and modules to support the new feature set and data handling.
- Enhanced training and deployment scripts to accommodate the new dataset structure.

This commit lays the groundwork for improved model performance by leveraging the correlation between BTC and ETH with XRP.
2026-03-01 19:30:17 +09:00
21in7
b86c88a8d6 feat: add README and enhance scripts for data fetching and model training
- 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
2026-03-01 17:42:12 +09:00
21in7
7e4e9315c2 feat: implement ML filter with LightGBM for trading signal validation
- 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
2026-03-01 17:07:18 +09:00