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6fe2158511
feat: enhance precision optimization in model training
2026-03-03 00:57:19 +09:00
3613e3bf18
feat: update active LGBM parameters and training log with new metrics
2026-03-03 00:21:43 +09:00
fce4d536ea
feat: implement HOLD negative sampling and stratified undersampling in ML pipeline
2026-03-03 00:13:42 +09:00
74966590b5
feat: apply stratified undersampling to hyperparameter tuning
2026-03-03 00:09:43 +09:00
6cd54b46d9
feat: apply stratified undersampling to training pipeline
2026-03-03 00:03:09 +09:00
0af138d8ee
feat: add stratified_undersample helper function
2026-03-02 23:58:15 +09:00
b7ad358a0a
fix: make HOLD negative sampling tests non-vacuous
2026-03-02 23:45:10 +09:00
8e56301d52
feat: add HOLD negative sampling to dataset_builder
2026-03-02 23:34:45 +09:00
99fa508db7
feat: add CLAUDE.md and settings.json for project documentation and plugin configuration
2026-03-02 20:01:18 +09:00
eeb5e9d877
feat: add ADX filter to block sideways market entries
2026-03-02 19:55:12 +09:00
c8a2c36bfb
feat: add ADX calculation to indicators
2026-03-02 19:47:18 +09:00
b8b99da207
feat: update training log and enhance ML filter functionality
2026-03-02 18:24:38 +09:00
77590accf2
feat: add architecture documentation for CoinTrader
2026-03-02 18:02:05 +09:00
a8cba2cb4c
docs: enhance README with detailed listenKey auto-renewal process and error handling
2026-03-02 16:43:45 +09:00
52affb5532
feat: implement User Data Stream for real-time TP/SL detection and PnL tracking
2026-03-02 16:33:08 +09:00
05ae88dc61
fix: remove manual listenKey mgmt, add symbol filter, fix reenter race condition
2026-03-02 16:31:40 +09:00
6237efe4d3
docs: update README with User Data Stream TP/SL detection feature
2026-03-02 16:27:50 +09:00
4e8e61b5cf
fix: guard against None current_trade_side in _calc_estimated_pnl
2026-03-02 16:27:17 +09:00
4ffee0ae8b
feat: run UserDataStream in parallel with candle stream
2026-03-02 16:25:13 +09:00
7e7f0f4f22
fix: restore entry_price and entry_quantity on position recovery
2026-03-02 16:24:27 +09:00
c4f806fc35
feat: add entry state tracking and _on_position_closed callback
2026-03-02 16:21:59 +09:00
22f1debb3d
fix: re-raise CancelledError in UserDataStream for proper task cancellation
2026-03-02 16:20:37 +09:00
4f3183df47
feat: add UserDataStream with keepalive and reconnect loop
2026-03-02 16:17:38 +09:00
223608bec0
refactor: remove duplicate pnl/notify from _close_position (handled by callback)
2026-03-02 16:16:25 +09:00
e72126516b
feat: extend notify_close with close_reason, net_pnl, diff fields
2026-03-02 16:14:26 +09:00
63c2eb8927
feat: add listenKey create/keepalive/delete methods to exchange
2026-03-02 16:11:33 +09:00
dcdaf9f90a
chore: update active LGBM parameters and add new training log entry
2026-03-02 15:03:35 +09:00
6d82febab7
feat: implement Active Config pattern for automatic param promotion
2026-03-02 14:56:42 +09:00
d5f8ed4789
feat: update default LightGBM params to Optuna best (trial #46 , AUC=0.6002)
2026-03-02 14:52:41 +09:00
ce02f1335c
feat: add run_optuna.sh wrapper script for Optuna tuning
2026-03-02 14:50:50 +09:00
4afc7506d7
feat: connect Optuna tuning results to train_model.py via --tuned-params
2026-03-02 14:45:15 +09:00
caaa81f5f9
fix: add shebang and executable permission to tune_hyperparams.py
2026-03-02 14:41:13 +09:00
8dd1389b16
feat: add Optuna Walk-Forward AUC hyperparameter tuning pipeline
2026-03-02 14:39:07 +09:00
4c09d63505
feat: implement upsert functionality in fetch_history.py to accumulate OI/funding data
2026-03-02 14:16:09 +09:00
0fca14a1c2
feat: auto-detect first run in train_and_deploy.sh (365d full vs 35d upsert)
2026-03-02 14:15:00 +09:00
2f5227222b
docs: add initial data setup instructions and OI accumulation strategy
2026-03-02 14:13:45 +09:00
10b1ecd273
feat: fetch 35 days for daily upsert instead of overwriting 365 days
2026-03-02 14:13:16 +09:00
016b13a8f1
fix: fill NaN in oi_change/funding_rate after concat when columns missing in existing parquet
2026-03-02 14:13:00 +09:00
3c3c7fd56b
feat: add upsert_parquet to accumulate OI/funding data incrementally
2026-03-02 14:09:36 +09:00
aa52047f14
fix: prevent OI API failure from corrupting _prev_oi state and ML features
2026-03-02 14:01:50 +09:00
b57b00051a
fix: update test to force LONG signal so build_features is called
2026-03-02 13:57:08 +09:00
3f4e7910fd
docs: update README to reflect realtime OI/funding rate ML feature integration
2026-03-02 13:55:45 +09:00
dfd4990ae5
feat: fetch realtime OI and funding rate on candle close for ML features
2026-03-02 13:55:29 +09:00
4669d08cb4
feat: build_features accepts oi_change and funding_rate params
2026-03-02 13:50:39 +09:00
2b315ad6d7
feat: add get_open_interest and get_funding_rate to BinanceFuturesClient
2026-03-02 13:46:25 +09:00
7a1abc7b72
chore: update python-binance dependency and improve error handling in BinanceFuturesClient
2026-03-02 13:24:27 +09:00
de2a402bc1
feat: enhance cancel_all_orders method to include Algo order cancellation
2026-03-02 02:15:49 +09:00
684c8a32b9
feat: add Algo Order API support and update ML feature handling
2026-03-02 02:03:50 +09:00
c89374410e
feat: enhance trading bot functionality and documentation
2026-03-02 01:51:53 +09:00
9ec78d76bd
feat: implement immediate re-entry after closing position on reverse signal
2026-03-02 01:34:36 +09:00
725a4349ee
chore: Update MLXFilter model deployment and logging with new training results and ONNX file management
2026-03-02 01:08:12 +09:00
5e6cdcc358
fix: _on_candle_closed async 콜백 구조 수정 — asyncio.create_task 제거
2026-03-02 01:00:59 +09:00
361b0f4e00
fix: Update TradingBot signal processing to handle NaN values and improve MLFilter ONNX session configuration
2026-03-02 00:47:17 +09:00
031adac977
chore: .gitignore에 .DS_Store 추가 및 MLXFilter 훈련 로그 업데이트
2026-03-02 00:41:34 +09:00
747ab45bb0
fix: test_reload_model 단언을 실제 동작(파일 없으면 폴백 상태)에 맞게 수정
2026-03-02 00:38:08 +09:00
6fa6e854ca
fix: test_reload_model _model → _lgbm_model 주입 방식으로 수정
2026-03-02 00:36:47 +09:00
518f1846b8
fix: 기존 테스트를 현재 코드 구조에 맞게 수정 — MLFilter API, FEATURE_COLS 수, 버퍼 최솟값 반영
2026-03-02 00:36:13 +09:00
3bfd1ca5a3
fix: test_mlx_filter _make_X를 FEATURE_COLS 기반으로 수정 — 피처 확장 후 input_dim 불일치 해소
2026-03-02 00:34:21 +09:00
7fdd8bff94
fix: MLXFilter self._mean/std 저장 전 nan_to_num 적용 — 전체-NaN 컬럼 predict_proba 오염 차단
2026-03-02 00:31:08 +09:00
bcc717776d
fix: RS 계산을 np.divide(where=) 방식으로 교체 — epsilon 이상치 폭발 차단
2026-03-02 00:30:36 +09:00
9cac8a4afd
Merge pull request 'feat: OI nan 마스킹 / epsilon 통일 / 정밀도 우선 임계값' (#1 ) from feature/oi-nan-epsilon-precision-threshold into main
gihyeon
2026-03-01 23:57:32 +09:00
0f6a22fcb5
feat: MLX 임계값 탐색을 정밀도 우선(recall>=0.15 조건부)으로 변경
2026-03-01 23:54:38 +09:00
aa413f4d7c
feat: LightGBM 임계값 탐색을 정밀도 우선(recall>=0.15 조건부)으로 변경
2026-03-01 23:54:13 +09:00
6ae0f9d81b
fix: MLXFilter fit/predict에 nan-safe 정규화 적용 (nanmean + nan_to_num)
2026-03-01 23:53:49 +09:00
820d8e0213
refactor: 분모 연산을 1e-8 epsilon 패턴으로 통일
2026-03-01 23:52:59 +09:00
417b8e3c6a
feat: OI/펀딩비 결측 구간을 np.nan으로 마스킹 (0.0 → nan)
2026-03-01 23:52:19 +09:00
3b7ee3e890
chore: .worktrees/ gitignore에 추가
2026-03-01 23:50:18 +09:00
24d3ba9411
feat: enhance data fetching and model training with OI and funding rate integration
2026-03-01 22:25:38 +09:00
4245d7cdbf
feat: implement 15-minute timeframe upgrade for model training and data processing
2026-03-01 22:16:15 +09:00
a6697e7cca
feat: implement LightGBM model improvement plan with feature normalization and walk-forward validation
2026-03-01 22:02:32 +09:00
c6428af64e
feat: enhance Jenkins pipeline with Discord notifications and model hot-reload functionality
2026-03-01 21:46:36 +09:00
d9238afaf9
feat: enhance MLX model training with combined data handling
2026-03-01 21:43:27 +09:00
db144750a3
feat: enhance model training and deployment scripts with time-weighted sampling
2026-03-01 21:25:06 +09:00
301457ce57
chore: remove unused risk_per_trade references
2026-03-01 20:39:26 +09:00
ab580b18af
feat: apply dynamic margin ratio in bot position sizing
2026-03-01 20:39:07 +09:00
795689ac49
feat: replace risk_per_trade with margin_ratio in calculate_quantity
2026-03-01 20:38:18 +09:00
fe9690698a
feat: add get_dynamic_margin_ratio to RiskManager
2026-03-01 20:37:46 +09:00
95abac53a8
feat: add dynamic margin ratio config params
2026-03-01 20:37:04 +09:00
ac84fafbd0
feat: update Jenkinsfile for improved CI/CD process
2026-03-01 19:51:17 +09:00
94d8cb352e
docs: update README to include a motivational message for users
2026-03-01 19:37:16 +09:00
d1af736bfc
feat: implement BTC/ETH correlation features for improved model accuracy
2026-03-01 19:30:17 +09:00
c4062c39d3
feat: add duplicate training log entry for model evaluation
2026-03-01 18:55:26 +09:00
6e73df196c
chore: exclude mlx from container requirements (Apple Silicon only)
2026-03-01 18:54:38 +09:00
de933b97cc
feat: remove in-container retraining, training is now mac-only
2026-03-01 18:54:00 +09:00
fd96055e73
perf: replace generate_dataset with vectorized version in train_mlx_model
2026-03-01 18:53:21 +09:00
db134c032a
perf: replace generate_dataset with vectorized version in train_model
2026-03-01 18:52:56 +09:00
e1560f882b
feat: add vectorized dataset builder (1x pandas_ta call)
2026-03-01 18:52:34 +09:00
8f834a1890
feat: implement training and deployment pipeline for LightGBM model on Mac to LXC
2026-03-01 18:30:01 +09:00
298d4ad95e
feat: enhance train_model.py to dynamically determine CPU count for parallel processing
2026-03-01 17:46:40 +09:00
b86c88a8d6
feat: add README and enhance scripts for data fetching and model training
2026-03-01 17:42:12 +09:00
7e4e9315c2
feat: implement ML filter with LightGBM for trading signal validation
2026-03-01 17:07:18 +09:00
ce57479b93
ci: Jenkins pipeline + Gitea registry CI/CD 설정
2026-03-01 16:31:34 +09:00
86904dddf7
fix: upgrade to Python 3.12 to support pandas-ta>=0.4.67b0
2026-03-01 16:14:03 +09:00
60b32a978e
chore: add Dockerfile, docker-compose.yml, .dockerignore
2026-03-01 16:07:20 +09:00
3d05806155
feat: Discord 알림, 포지션 복구, 설정 개선 및 docs 추가
2026-03-01 15:57:08 +09:00
117fd9e6bc
fix: AsyncClient.futures_klines await 누락 수정
2026-03-01 13:04:02 +09:00
4940de16fc
feat: 봇 시작 시 과거 캔들 200개 프리로드 (즉시 신호 계산 가능)
2026-03-01 13:02:42 +09:00
8e5ec82244
fix: BinanceSocketManager 메서드명 수정 (futures_kline_socket → kline_futures_socket)
2026-03-01 12:56:53 +09:00
a90618896d
feat: 엔트리포인트 및 로깅 설정 완료, 테스트 mock 개선
2026-03-01 12:54:21 +09:00
726e9cfd65
feat: TradingBot 메인 루프 구현 (진입/청산/손절/익절)
2026-03-01 12:53:40 +09:00
21in7
gihyeon