Commit Graph

6 Commits

Author SHA1 Message Date
21in7
0a8748913e feat: add signal score detail to bot logs for HOLD reason debugging
get_signal() now returns (signal, detail) tuple with long/short scores,
ADX value, volume surge status, and HOLD reason for easier diagnosis.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-07 02:20:44 +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
21in7
0aeb15ecfb feat: remove ADX hard filter, delegate to ML
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-03 21:14:50 +09:00
21in7
eeb5e9d877 feat: add ADX filter to block sideways market entries
ADX < 25 now returns HOLD in get_signal(), preventing entries during
trendless (sideways) markets. NaN ADX values fall through to existing
weighted signal logic. Also syncs the vectorized dataset builder with
the same ADX filter to keep training data consistent.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-02 19:55:12 +09:00
21in7
c8a2c36bfb feat: add ADX calculation to indicators
Add ADX (Average Directional Index) with period 14 to calculate_all()
for sideways market filtering. Includes test verifying the adx column
exists and contains non-negative values.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-02 19:47:18 +09:00
21in7
7a3dde2146 feat: 복합 기술 지표 모듈 구현 (RSI/MACD/BB/EMA/ATR/StochRSI)
Made-with: Cursor
2026-03-01 12:50:51 +09:00