Commit Graph

  • b6ba45f8de docs: add MTF bot motivation and background to ARCHITECTURE.md main 21in7 2026-04-07 17:57:27 +09:00
  • 295ed7db76 docs: add detailed MTF Pullback Bot operation guide to ARCHITECTURE.md 21in7 2026-04-07 17:42:15 +09:00
  • ec7a6e427c docs: sync ARCHITECTURE.md with current codebase 21in7 2026-04-03 16:40:34 +09:00
  • f488720ca2 fix: MTF bot code review — conditional slicing, caching, tests 21in7 2026-03-31 11:11:26 +09:00
  • 930d4d2c7a feat: add OOS dry-run evaluation script (evaluate_oos.py) 21in7 2026-03-30 21:10:54 +09:00
  • e31c4bf080 feat: add JSONL trade persistence + separate MTF deploy pipeline 21in7 2026-03-30 21:07:05 +09:00
  • b8a371992f docs: add MTF Pullback Bot to README, ARCHITECTURE, and CLAUDE.md 21in7 2026-03-30 20:53:23 +09:00
  • 1cfb1b322a feat: add ADX/EMA50/EMA200 values to heartbeat log for diagnosis 21in7 2026-03-30 20:22:44 +09:00
  • 75b5c5d7fe fix: increase kline buffer to 250 to prevent EMA 200 NaN on 1h candles 21in7 2026-03-30 19:59:07 +09:00
  • af865c3db2 fix: reduce loop interval to 1s and add heartbeat logging 21in7 2026-03-30 17:47:26 +09:00
  • c94c605f3e chore: add mtf-bot to Jenkins deploy service list 21in7 2026-03-30 16:41:17 +09:00
  • a0990c5fd5 feat: add Discord webhook notifications to MTF dry-run bot 21in7 2026-03-30 16:31:12 +09:00
  • 82f4977dff fix: upgrade aiohttp pin to resolve ccxt dependency conflict 21in7 2026-03-30 16:05:08 +09:00
  • 4c40516559 feat: add MTF pullback bot for OOS dry-run verification 21in7 2026-03-30 15:58:40 +09:00
  • 17742da6af feat: add algo order compatibility and orphan order cleanup 21in7 2026-03-23 20:46:59 +09:00
  • ff2566dfef docs: add algo order compatibility fix design spec 21in7 2026-03-23 17:59:28 +09:00
  • 0ddd1f6764 feat: add testnet mode support and fix UDS order type classification 21in7 2026-03-23 13:05:38 +09:00
  • 1135efc5be fix: update weekly report to XRP-only with production params 21in7 2026-03-22 22:30:39 +09:00
  • bd152a84e1 docs: add decision log for ML-off and XRP-only operation 21in7 2026-03-22 22:25:21 +09:00
  • e2b0454825 feat: add L/S ratio collector service for top_acct and global ratios 21in7 2026-03-22 22:20:30 +09:00
  • aa5c0afce6 fix: use isolated margin to prevent cross-position liquidation risk 21in7 2026-03-22 20:58:34 +09:00
  • 4fef073b0a fix: recreate AsyncClient on User Data Stream reconnect 21in7 2026-03-22 14:22:45 +09:00
  • dacefaa1ed docs: update for XRP-only operation — remove SOL/DOGE/TRX references 21in7 2026-03-21 20:47:30 +09:00
  • d8f5d4f1fb feat(backtest): add Kill Switch to BacktestRiskManager for fair ML comparison 21in7 2026-03-21 20:20:42 +09:00
  • b5a5510499 feat(backtest): add --compare-ml for ML on/off walk-forward comparison 21in7 2026-03-21 19:58:24 +09:00
  • c29d3e0569 feat(ml): add purged gap (embargo=24) to walk-forward + ablation CLI 21in7 2026-03-21 19:42:51 +09:00
  • 30ddb2fef4 feat(ml): relax training thresholds for 5-10x more training samples 21in7 2026-03-21 19:38:15 +09:00
  • 6830549fd6 fix: ML pipeline train-serve alignment and backtest accuracy 21in7 2026-03-21 18:44:07 +09:00
  • fe99885faa fix(ml): align dataset_builder default SL/TP with config (2.0/2.0) 21in7 2026-03-21 18:43:09 +09:00
  • 4533118aab docs: update plan history with ml-pipeline-fixes 21in7 2026-03-21 18:39:14 +09:00
  • c0da46c60a chore: deprecate legacy dataset generation, remove stale comparison test 21in7 2026-03-21 18:38:07 +09:00
  • 5bad7dd691 refactor(ml): add MLFilter.from_model(), fix validator initial_balance 21in7 2026-03-21 18:36:30 +09:00
  • a34fc6f996 fix(mlx): use stratified_undersample consistent with LightGBM 21in7 2026-03-21 18:33:36 +09:00
  • 24f0faa540 fix(mlx): remove double normalization in walk-forward validation 21in7 2026-03-21 18:31:11 +09:00
  • 0fe87bb366 fix(backtest): include unrealized PnL in equity curve for accurate MDD 21in7 2026-03-21 18:26:09 +09:00
  • 0cc5835b3a fix(ml): pass SL/TP multipliers to dataset generation — align train/serve 21in7 2026-03-21 18:16:50 +09:00
  • 75d1af7fcc feat(ml): parameterize SL/TP multipliers in dataset_builder 21in7 2026-03-21 18:03:24 +09:00
  • 41b0aa3f28 fix: address code review round 2 — 9 issues (2 critical, 3 important, 4 minor) 21in7 2026-03-21 17:26:15 +09:00
  • e3623293f7 fix(dashboard): trades pagination + reproducible Docker build 21in7 2026-03-21 17:15:48 +09:00
  • 13c2b95c8e docs: update README/ARCHITECTURE with critical bugfix features 21in7 2026-03-20 00:02:02 +09:00
  • 9f0057e29d fix(dashboard): address code review — auth, DB stability, idempotency, UI fixes 21in7 2026-03-20 00:00:16 +09:00
  • f14c521302 fix: critical bugs — double fee, SL/TP atomicity, PnL race, graceful shutdown 21in7 2026-03-19 23:55:14 +09:00
  • e648ae7ca0 fix: critical production issues — WebSocket reconnect, ghost positions, ONNX NaN 21in7 2026-03-19 23:37:47 +09:00
  • e3a78974b3 fix: address follow-up review findings 21in7 2026-03-19 23:10:02 +09:00
  • 181f82d3c0 fix: address critical code review issues (PnL double recording, sync HTTP, race conditions) 21in7 2026-03-19 23:03:52 +09:00
  • 24ed7ddec0 docs: add kill switch, SOL symbol swap, and analysis tools to docs 21in7 2026-03-19 00:04:06 +09:00
  • b86aa8b072 feat(weekly-report): add kill switch monitoring section 21in7 2026-03-18 23:58:22 +09:00
  • 42e53b9ae4 perf: optimize kill switch - tail-read only last N lines on boot 21in7 2026-03-18 23:50:17 +09:00
  • 4930140b19 feat: add dual-layer kill switch (Fast Kill + Slow Kill) 21in7 2026-03-18 23:48:52 +09:00
  • f890009a92 chore: replace TRXUSDT with SOLUSDT in trading symbols 21in7 2026-03-18 23:38:32 +09:00
  • 5b3f6af13c feat: add symbol comparison and position sizing analysis tools 21in7 2026-03-18 23:35:42 +09:00
  • 9d9f4960fc fix(dashboard): update signal regex to match new log format with extra fields 21in7 2026-03-18 12:57:51 +09:00
  • 8c1cd0422f fix(dashboard): use actual leverage from bot_status instead of hardcoded 10x 21in7 2026-03-18 11:07:54 +09:00
  • 4792b0f9cf fix(dashboard): clean up stale position cache on unmatched close events 21in7 2026-03-18 10:10:15 +09:00
  • 652990082d fix(weekly-report): calculate combined metrics directly from trades 21in7 2026-03-17 20:12:42 +09:00
  • 5e3a207af4 chore: update strategy parameters and add weekly report for 2026-03-15 21in7 2026-03-17 19:53:31 +09:00
  • ab032691d4 docs: update README/ARCHITECTURE with per-symbol strategy params 21in7 2026-03-17 17:31:47 +09:00
  • 55c20012a3 feat: add per-symbol strategy params with sweep-optimized values 21in7 2026-03-17 17:28:14 +09:00
  • 106eaf182b fix: accumulate partial fills in UserDataStream for accurate PnL 21in7 2026-03-17 13:47:34 +09:00
  • 64f56806d2 fix: resolve 6 warning issues from code review 21in7 2026-03-16 22:44:40 +09:00
  • 8803c71bf9 fix: resolve 4 critical bugs from code review 21in7 2026-03-16 22:39:51 +09:00
  • b188607d58 fix(dashboard): use dynamic DNS resolution for API proxy 21in7 2026-03-16 21:07:52 +09:00
  • 9644cf4ff0 fix(dashboard): prevent duplicate trades on container restart 21in7 2026-03-16 16:34:05 +09:00
  • 805f1b0528 fix: fetch actual PnL from Binance income API on SYNC close detection 21in7 2026-03-14 12:43:27 +09:00
  • 363234ac7c fix: add fallback position sync check to detect missed WebSocket closes 21in7 2026-03-14 12:41:23 +09:00
  • de27f85e6d chore: update .gitignore, modify log file pattern, and add package-lock.json 21in7 2026-03-09 22:57:23 +09:00
  • cdde1795db fix(dashboard): preserve DB data across log parser restarts 21in7 2026-03-09 22:55:04 +09:00
  • d03012bb04 fix(dashboard): detect symbols from any bot_status key, not just last_start 21in7 2026-03-09 22:52:21 +09:00
  • af91b36467 feat(dashboard): show unrealized PnL on position cards (5min update) 21in7 2026-03-09 20:55:53 +09:00
  • c6c60b274c fix: use dynamic quantity/price precision per symbol from exchange info 21in7 2026-03-08 13:07:23 +09:00
  • 97aef14d6c fix: add retry with exponential backoff to OI/funding API calls (#4) 21in7 2026-03-07 16:00:52 +09:00
  • afdbacaabd fix(dashboard): prevent infinite API polling loop 21in7 2026-03-07 14:31:28 +09:00
  • 9b76313500 feat: add quantstats HTML report to weekly strategy report 21in7 2026-03-07 03:14:30 +09:00
  • 60510c026b fix: resolve critical/important bugs from code review (#1,#2,#4,#5,#6,#8) 21in7 2026-03-07 03:06:48 +09:00
  • 0a8748913e feat: add signal score detail to bot logs for HOLD reason debugging 21in7 2026-03-07 02:20:44 +09:00
  • c577019793 docs: update architecture and README for improved clarity and structure 21in7 2026-03-07 02:12:48 +09:00
  • 2a767c35d4 feat(weekly-report): implement weekly report generation with live trade data and performance tracking 21in7 2026-03-07 01:13:03 +09:00
  • 6a6740d708 docs: update CLAUDE.md with weekly-report commands and plan status 21in7 2026-03-07 00:53:13 +09:00
  • f47ad26156 fix(weekly-report): handle numpy.bool_ in JSON serialization 21in7 2026-03-07 00:52:51 +09:00
  • 1b1542d51f feat(weekly-report): add main orchestration, CLI, JSON save 21in7 2026-03-07 00:49:16 +09:00
  • 90d99a1662 feat(weekly-report): add Discord report formatting and sending 21in7 2026-03-07 00:46:03 +09:00
  • 58596785aa feat(weekly-report): add ML trigger check and degradation sweep 21in7 2026-03-07 00:42:53 +09:00
  • 3b0335f57e feat(weekly-report): add trend tracking from previous reports 21in7 2026-03-07 00:40:39 +09:00
  • 35177bf345 feat(weekly-report): add live trade log parser 21in7 2026-03-07 00:39:03 +09:00
  • 9011344aab feat(weekly-report): add data fetch and WF backtest core 21in7 2026-03-07 00:34:48 +09:00
  • 2e788c0d0f docs: add weekly strategy report implementation plan 21in7 2026-03-07 00:28:28 +09:00
  • 771b357f28 feat: enhance strategy parameter sweep with new CLI tool and bug fixes 21in7 2026-03-07 00:27:28 +09:00
  • d8d4bf3e20 feat: add new walk-forward backtest results and strategy sweeps for XRPUSDT 21in7 2026-03-07 00:22:39 +09:00
  • 072910df39 fix: WalkForward ignores use_ml=False flag, always injecting trained models 21in7 2026-03-07 00:19:27 +09:00
  • 89f44c96af fix: resolve ML filter dtype error and missing BTC/ETH correlation features 21in7 2026-03-07 00:08:23 +09:00
  • dbc900d478 chore: trigger bot rebuild 21in7 2026-03-06 23:59:29 +09:00
  • 90a72e4c39 fix: improve change detection logic in Jenkinsfile 21in7 2026-03-06 23:57:53 +09:00
  • cd9d379bc2 feat: implement multi-symbol dashboard with updated data handling 21in7 2026-03-06 23:43:41 +09:00
  • 67692b3ebd chore: add strategy params to .env.example 21in7 2026-03-06 23:42:21 +09:00
  • 02e41881ac feat: strategy parameter sweep and production param optimization 21in7 2026-03-06 23:39:43 +09:00
  • 15fb9c158a feat: add multi-symbol dashboard support (parser, API, UI) 21in7 2026-03-06 16:19:16 +09:00
  • 2b3f39b5d1 feat: enhance data handling and model training features 21in7 2026-03-05 23:57:44 +09:00
  • d92fae13f8 Merge pull request 'feature/multi-symbol-trading' (#5) from feature/multi-symbol-trading into main gihyeon 2026-03-05 23:38:22 +09:00
  • dfcd803db5 Merge branch 'main' into feature/multi-symbol-trading 21in7 2026-03-05 23:37:12 +09:00
  • 9f4c22b5e6 feat: add virtual environment symlink for project dependencies 21in7 2026-03-05 23:34:32 +09:00