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feature/oi-nan-epsilon-precision-threshold

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• 852d3a8265 feat: implement multi-symbol trading design and plan documentation 21in7 2026-03-05 23:34:01 +09:00
• 9ac839fd83 docs: update README and ARCHITECTURE for multi-symbol trading 21in7 2026-03-05 23:32:14 +09:00
• b03182691e docs: update architecture and commands for multi-symbol trading 21in7 2026-03-05 23:26:59 +09:00
• 2bb2bf2896 feat: add per-symbol model/data directories and update .env.example 21in7 2026-03-05 23:24:50 +09:00
• 909d6af944 feat: add --symbol/--all CLI to all training scripts for per-symbol pipeline 21in7 2026-03-05 23:21:32 +09:00
• ae5692cde4 feat: MLFilter falls back to models/ root if symbol-specific dir not found 21in7 2026-03-05 23:14:38 +09:00
• 7acbdca3f4 feat: main.py spawns per-symbol TradingBot instances with shared RiskManager 21in7 2026-03-05 23:13:52 +09:00
• e7620248c7 feat: TradingBot accepts symbol and shared RiskManager, removes config.symbol dependency 21in7 2026-03-05 23:13:04 +09:00
• 2e09f5340a feat: exchange client accepts explicit symbol parameter, removes config.symbol dependency 21in7 2026-03-05 23:07:44 +09:00
• 9318fb887e feat: shared RiskManager with async lock, same-direction limit, per-symbol tracking 21in7 2026-03-05 23:06:41 +09:00
• 7aef391b69 feat: add multi-symbol config (symbols list, correlation_symbols, max_same_direction) 21in7 2026-03-05 23:05:22 +09:00
• 39e55368fd feat: log technical indicators on entry and add dashboard docs to README 21in7 2026-03-05 21:08:16 +09:00
• aef161002d fix: filter non-numeric /proc entries in DB reset parser kill 21in7 2026-03-05 21:01:53 +09:00
• bfecf63f1c refactor: improve log parser termination method in DB reset 21in7 2026-03-05 20:59:48 +09:00
• 6f3ea44edb feat: add DB reset button to dashboard 21in7 2026-03-05 20:57:00 +09:00
• f75ad9f6b1 fix: log parser duplicate position bug and selective CI/CD deployment 21in7 2026-03-05 20:52:23 +09:00
• 07ba510fd8 chore: update Docker image references in docker-compose.yml 21in7 2026-03-05 20:27:43 +09:00
• 565414c5e0 feat: add trading dashboard with API and UI components 21in7 2026-03-05 20:25:45 +09:00
• c555afbddc chore: update .gitignore, CLAUDE.md, training_log.json, and ml_filter.py 21in7 2026-03-05 20:04:15 +09:00
• 2b92fd0dce feat: implement testnet and demo trading setup for XRPUSDT with 125x leverage 21in7 2026-03-04 20:43:05 +09:00
• 8a8c714a7c merge: resolve CLAUDE.md conflict, mark oi-derived-features as completed 21in7 2026-03-04 20:33:12 +09:00
• b55ddd8868 feat: add OI derived features (oi_change_ma5, oi_price_spread) 21in7 2026-03-04 20:32:51 +09:00
• d2773e4dbf docs: update CLAUDE.md with OI derived features plan status and 26-feature count 21in7 2026-03-04 20:24:18 +09:00
• f2303e1863 feat: add OI long-term collection script for cron-based data accumulation 21in7 2026-03-04 20:24:14 +09:00
• 448b3e016b feat: add OI history deque, cold start init, and derived features to bot runtime 21in7 2026-03-04 20:17:37 +09:00
• ffa6e443c1 feat: add --compare flag for OI derived features A/B comparison 21in7 2026-03-04 20:13:07 +09:00
• ff9e639142 feat: add OI derived features (oi_change_ma5, oi_price_spread) to dataset builder and ML features 21in7 2026-03-04 20:07:40 +09:00
• 676ec6ef5e docs: add OI derived features implementation plan 21in7 2026-03-04 20:00:36 +09:00
• 33271013d3 docs: add OI derived features design doc 21in7 2026-03-04 19:56:42 +09:00
• b50306d68b docs: update README with ML_THRESHOLD configuration and add new training log entry 21in7 2026-03-03 21:34:57 +09:00
• 4a2349bdbd Merge pull request 'claude/interesting-mcnulty' (#3) from claude/interesting-mcnulty into main gihyeon 2026-03-03 21:20:59 +09:00
• c39097bf70 docs: add ADX ML migration design/plan and position monitor logging docs 21in7 2026-03-03 21:18:22 +09:00
• 9c6f5dbd76 feat: remove ADX hard filter from dataset builder, add ADX as ML feature 21in7 2026-03-03 21:17:49 +09:00
• 0aeb15ecfb feat: remove ADX hard filter, delegate to ML 21in7 2026-03-03 21:14:50 +09:00
• 0b18a0b80d feat: add ADX as 24th ML feature for trend strength learning 21in7 2026-03-03 21:11:04 +09:00
• 038a1f84ec Merge pull request 'feat: add position monitor logging with real-time price tracking' (#2) from claude/intelligent-shtern into main gihyeon 2026-03-03 20:38:17 +09:00
• a33283ecb3 feat: add position monitor logging with real-time price tracking 21in7 2026-03-03 20:36:46 +09:00
• 292ecc3e33 feat: update ML threshold and configuration for improved model performance 21in7 2026-03-03 20:09:03 +09:00
• 6fe2158511 feat: enhance precision optimization in model training 21in7 2026-03-03 00:57:19 +09:00
• 3613e3bf18 feat: update active LGBM parameters and training log with new metrics 21in7 2026-03-03 00:21:43 +09:00
• fce4d536ea feat: implement HOLD negative sampling and stratified undersampling in ML pipeline 21in7 2026-03-03 00:13:42 +09:00
• 74966590b5 feat: apply stratified undersampling to hyperparameter tuning 21in7 2026-03-03 00:09:43 +09:00
• 6cd54b46d9 feat: apply stratified undersampling to training pipeline 21in7 2026-03-03 00:03:09 +09:00
• 0af138d8ee feat: add stratified_undersample helper function 21in7 2026-03-02 23:58:15 +09:00
• b7ad358a0a fix: make HOLD negative sampling tests non-vacuous 21in7 2026-03-02 23:45:10 +09:00
• 8e56301d52 feat: add HOLD negative sampling to dataset_builder 21in7 2026-03-02 23:34:45 +09:00
• 99fa508db7 feat: add CLAUDE.md and settings.json for project documentation and plugin configuration 21in7 2026-03-02 20:01:18 +09:00
• eeb5e9d877 feat: add ADX filter to block sideways market entries 21in7 2026-03-02 19:55:12 +09:00
• c8a2c36bfb feat: add ADX calculation to indicators 21in7 2026-03-02 19:47:18 +09:00
• b8b99da207 feat: update training log and enhance ML filter functionality 21in7 2026-03-02 18:24:38 +09:00
• 77590accf2 feat: add architecture documentation for CoinTrader 21in7 2026-03-02 18:02:05 +09:00
• a8cba2cb4c docs: enhance README with detailed listenKey auto-renewal process and error handling 21in7 2026-03-02 16:43:45 +09:00
• 52affb5532 feat: implement User Data Stream for real-time TP/SL detection and PnL tracking 21in7 2026-03-02 16:33:08 +09:00
• 05ae88dc61 fix: remove manual listenKey mgmt, add symbol filter, fix reenter race condition 21in7 2026-03-02 16:31:40 +09:00
• 6237efe4d3 docs: update README with User Data Stream TP/SL detection feature 21in7 2026-03-02 16:27:50 +09:00
• 4e8e61b5cf fix: guard against None current_trade_side in _calc_estimated_pnl 21in7 2026-03-02 16:27:17 +09:00
• 4ffee0ae8b feat: run UserDataStream in parallel with candle stream 21in7 2026-03-02 16:25:13 +09:00
• 7e7f0f4f22 fix: restore entry_price and entry_quantity on position recovery 21in7 2026-03-02 16:24:27 +09:00
• c4f806fc35 feat: add entry state tracking and _on_position_closed callback 21in7 2026-03-02 16:21:59 +09:00
• 22f1debb3d fix: re-raise CancelledError in UserDataStream for proper task cancellation 21in7 2026-03-02 16:20:37 +09:00
• 4f3183df47 feat: add UserDataStream with keepalive and reconnect loop 21in7 2026-03-02 16:17:38 +09:00
• 223608bec0 refactor: remove duplicate pnl/notify from _close_position (handled by callback) 21in7 2026-03-02 16:16:25 +09:00
• e72126516b feat: extend notify_close with close_reason, net_pnl, diff fields 21in7 2026-03-02 16:14:26 +09:00
• 63c2eb8927 feat: add listenKey create/keepalive/delete methods to exchange 21in7 2026-03-02 16:11:33 +09:00
• dcdaf9f90a chore: update active LGBM parameters and add new training log entry 21in7 2026-03-02 15:03:35 +09:00
• 6d82febab7 feat: implement Active Config pattern for automatic param promotion 21in7 2026-03-02 14:56:42 +09:00
• d5f8ed4789 feat: update default LightGBM params to Optuna best (trial #46, AUC=0.6002) 21in7 2026-03-02 14:52:41 +09:00
• ce02f1335c feat: add run_optuna.sh wrapper script for Optuna tuning 21in7 2026-03-02 14:50:50 +09:00
• 4afc7506d7 feat: connect Optuna tuning results to train_model.py via --tuned-params 21in7 2026-03-02 14:45:15 +09:00
• caaa81f5f9 fix: add shebang and executable permission to tune_hyperparams.py 21in7 2026-03-02 14:41:13 +09:00
• 8dd1389b16 feat: add Optuna Walk-Forward AUC hyperparameter tuning pipeline 21in7 2026-03-02 14:39:07 +09:00
• 4c09d63505 feat: implement upsert functionality in fetch_history.py to accumulate OI/funding data 21in7 2026-03-02 14:16:09 +09:00
• 0fca14a1c2 feat: auto-detect first run in train_and_deploy.sh (365d full vs 35d upsert) 21in7 2026-03-02 14:15:00 +09:00
• 2f5227222b docs: add initial data setup instructions and OI accumulation strategy 21in7 2026-03-02 14:13:45 +09:00
• 10b1ecd273 feat: fetch 35 days for daily upsert instead of overwriting 365 days 21in7 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 21in7 2026-03-02 14:13:00 +09:00
• 3c3c7fd56b feat: add upsert_parquet to accumulate OI/funding data incrementally 21in7 2026-03-02 14:09:36 +09:00
• aa52047f14 fix: prevent OI API failure from corrupting _prev_oi state and ML features 21in7 2026-03-02 14:01:50 +09:00
• b57b00051a fix: update test to force LONG signal so build_features is called 21in7 2026-03-02 13:57:08 +09:00
• 3f4e7910fd docs: update README to reflect realtime OI/funding rate ML feature integration 21in7 2026-03-02 13:55:45 +09:00
• dfd4990ae5 feat: fetch realtime OI and funding rate on candle close for ML features 21in7 2026-03-02 13:55:29 +09:00
• 4669d08cb4 feat: build_features accepts oi_change and funding_rate params 21in7 2026-03-02 13:50:39 +09:00
• 2b315ad6d7 feat: add get_open_interest and get_funding_rate to BinanceFuturesClient 21in7 2026-03-02 13:46:25 +09:00
• 7a1abc7b72 chore: update python-binance dependency and improve error handling in BinanceFuturesClient 21in7 2026-03-02 13:24:27 +09:00
• de2a402bc1 feat: enhance cancel_all_orders method to include Algo order cancellation 21in7 2026-03-02 02:15:49 +09:00
• 684c8a32b9 feat: add Algo Order API support and update ML feature handling 21in7 2026-03-02 02:03:50 +09:00
• c89374410e feat: enhance trading bot functionality and documentation 21in7 2026-03-02 01:51:53 +09:00
• 9ec78d76bd feat: implement immediate re-entry after closing position on reverse signal 21in7 2026-03-02 01:34:36 +09:00
• 725a4349ee chore: Update MLXFilter model deployment and logging with new training results and ONNX file management 21in7 2026-03-02 01:08:12 +09:00
• 5e6cdcc358 fix: _on_candle_closed async 콜백 구조 수정 — asyncio.create_task 제거 21in7 2026-03-02 01:00:59 +09:00
• 361b0f4e00 fix: Update TradingBot signal processing to handle NaN values and improve MLFilter ONNX session configuration 21in7 2026-03-02 00:47:17 +09:00
• 031adac977 chore: .gitignore에 .DS_Store 추가 및 MLXFilter 훈련 로그 업데이트 21in7 2026-03-02 00:41:34 +09:00
• 747ab45bb0 fix: test_reload_model 단언을 실제 동작(파일 없으면 폴백 상태)에 맞게 수정 21in7 2026-03-02 00:38:08 +09:00
• 6fa6e854ca fix: test_reload_model _model → _lgbm_model 주입 방식으로 수정 21in7 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 21in7 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 21in7 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 21in7 2026-03-02 00:31:08 +09:00
• bcc717776d fix: RS 계산을 np.divide(where=) 방식으로 교체 — epsilon 이상치 폭발 차단 21in7 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 feature/oi-nan-epsilon-precision-threshold 21in7 2026-03-01 23:54:38 +09:00