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b6ba45f8de
docs: add MTF bot motivation and background to ARCHITECTURE.md
main
21in7
2026-04-07 17:57:27 +09:00
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295ed7db76
docs: add detailed MTF Pullback Bot operation guide to ARCHITECTURE.md
21in7
2026-04-07 17:42:15 +09:00
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ec7a6e427c
docs: sync ARCHITECTURE.md with current codebase
21in7
2026-04-03 16:40:34 +09:00
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f488720ca2
fix: MTF bot code review — conditional slicing, caching, tests
21in7
2026-03-31 11:11:26 +09:00
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930d4d2c7a
feat: add OOS dry-run evaluation script (evaluate_oos.py)
21in7
2026-03-30 21:10:54 +09:00
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e31c4bf080
feat: add JSONL trade persistence + separate MTF deploy pipeline
21in7
2026-03-30 21:07:05 +09:00
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b8a371992f
docs: add MTF Pullback Bot to README, ARCHITECTURE, and CLAUDE.md
21in7
2026-03-30 20:53:23 +09:00
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1cfb1b322a
feat: add ADX/EMA50/EMA200 values to heartbeat log for diagnosis
21in7
2026-03-30 20:22:44 +09:00
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75b5c5d7fe
fix: increase kline buffer to 250 to prevent EMA 200 NaN on 1h candles
21in7
2026-03-30 19:59:07 +09:00
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af865c3db2
fix: reduce loop interval to 1s and add heartbeat logging
21in7
2026-03-30 17:47:26 +09:00
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c94c605f3e
chore: add mtf-bot to Jenkins deploy service list
21in7
2026-03-30 16:41:17 +09:00
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a0990c5fd5
feat: add Discord webhook notifications to MTF dry-run bot
21in7
2026-03-30 16:31:12 +09:00
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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
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17742da6af
feat: add algo order compatibility and orphan order cleanup
21in7
2026-03-23 20:46:59 +09:00
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ff2566dfef
docs: add algo order compatibility fix design spec
21in7
2026-03-23 17:59:28 +09:00
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0ddd1f6764
feat: add testnet mode support and fix UDS order type classification
21in7
2026-03-23 13:05:38 +09:00
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1135efc5be
fix: update weekly report to XRP-only with production params
21in7
2026-03-22 22:30:39 +09:00
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bd152a84e1
docs: add decision log for ML-off and XRP-only operation
21in7
2026-03-22 22:25:21 +09:00
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e2b0454825
feat: add L/S ratio collector service for top_acct and global ratios
21in7
2026-03-22 22:20:30 +09:00
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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
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d8f5d4f1fb
feat(backtest): add Kill Switch to BacktestRiskManager for fair ML comparison
21in7
2026-03-21 20:20:42 +09:00
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b5a5510499
feat(backtest): add --compare-ml for ML on/off walk-forward comparison
21in7
2026-03-21 19:58:24 +09:00
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c29d3e0569
feat(ml): add purged gap (embargo=24) to walk-forward + ablation CLI
21in7
2026-03-21 19:42:51 +09:00
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30ddb2fef4
feat(ml): relax training thresholds for 5-10x more training samples
21in7
2026-03-21 19:38:15 +09:00
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6830549fd6
fix: ML pipeline train-serve alignment and backtest accuracy
21in7
2026-03-21 18:44:07 +09:00
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-
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
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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
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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
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9f0057e29d
fix(dashboard): address code review — auth, DB stability, idempotency, UI fixes
21in7
2026-03-20 00:00:16 +09:00
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f14c521302
fix: critical bugs — double fee, SL/TP atomicity, PnL race, graceful shutdown
21in7
2026-03-19 23:55:14 +09:00
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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
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b86aa8b072
feat(weekly-report): add kill switch monitoring section
21in7
2026-03-18 23:58:22 +09:00
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42e53b9ae4
perf: optimize kill switch - tail-read only last N lines on boot
21in7
2026-03-18 23:50:17 +09:00
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4930140b19
feat: add dual-layer kill switch (Fast Kill + Slow Kill)
21in7
2026-03-18 23:48:52 +09:00
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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
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652990082d
fix(weekly-report): calculate combined metrics directly from trades
21in7
2026-03-17 20:12:42 +09:00
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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
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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
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9b76313500
feat: add quantstats HTML report to weekly strategy report
21in7
2026-03-07 03:14:30 +09:00
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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
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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
-
-
-
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9f4c22b5e6
feat: add virtual environment symlink for project dependencies
21in7
2026-03-05 23:34:32 +09:00