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feature/oi-nan-epsilon-precision-threshold

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• 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
• aa413f4d7c feat: LightGBM 임계값 탐색을 정밀도 우선(recall>=0.15 조건부)으로 변경 21in7 2026-03-01 23:54:13 +09:00
• 6ae0f9d81b fix: MLXFilter fit/predict에 nan-safe 정규화 적용 (nanmean + nan_to_num) 21in7 2026-03-01 23:53:49 +09:00
• 820d8e0213 refactor: 분모 연산을 1e-8 epsilon 패턴으로 통일 21in7 2026-03-01 23:52:59 +09:00
• 417b8e3c6a feat: OI/펀딩비 결측 구간을 np.nan으로 마스킹 (0.0 → nan) 21in7 2026-03-01 23:52:19 +09:00
• 3b7ee3e890 chore: .worktrees/ gitignore에 추가 21in7 2026-03-01 23:50:18 +09:00
• 24d3ba9411 feat: enhance data fetching and model training with OI and funding rate integration 21in7 2026-03-01 22:25:38 +09:00
• 4245d7cdbf feat: implement 15-minute timeframe upgrade for model training and data processing 21in7 2026-03-01 22:16:15 +09:00
• a6697e7cca feat: implement LightGBM model improvement plan with feature normalization and walk-forward validation 21in7 2026-03-01 22:02:32 +09:00
• c6428af64e feat: enhance Jenkins pipeline with Discord notifications and model hot-reload functionality 21in7 2026-03-01 21:46:36 +09:00
• d9238afaf9 feat: enhance MLX model training with combined data handling 21in7 2026-03-01 21:43:27 +09:00
• db144750a3 feat: enhance model training and deployment scripts with time-weighted sampling 21in7 2026-03-01 21:25:06 +09:00
• 301457ce57 chore: remove unused risk_per_trade references 21in7 2026-03-01 20:39:26 +09:00
• ab580b18af feat: apply dynamic margin ratio in bot position sizing 21in7 2026-03-01 20:39:07 +09:00
• 795689ac49 feat: replace risk_per_trade with margin_ratio in calculate_quantity 21in7 2026-03-01 20:38:18 +09:00
• fe9690698a feat: add get_dynamic_margin_ratio to RiskManager 21in7 2026-03-01 20:37:46 +09:00
• 95abac53a8 feat: add dynamic margin ratio config params 21in7 2026-03-01 20:37:04 +09:00
• ac84fafbd0 feat: update Jenkinsfile for improved CI/CD process 21in7 2026-03-01 19:51:17 +09:00
• 94d8cb352e docs: update README to include a motivational message for users 21in7 2026-03-01 19:37:16 +09:00
• d1af736bfc feat: implement BTC/ETH correlation features for improved model accuracy 21in7 2026-03-01 19:30:17 +09:00
• c4062c39d3 feat: add duplicate training log entry for model evaluation 21in7 2026-03-01 18:55:26 +09:00
• 6e73df196c chore: exclude mlx from container requirements (Apple Silicon only) 21in7 2026-03-01 18:54:38 +09:00
• de933b97cc feat: remove in-container retraining, training is now mac-only 21in7 2026-03-01 18:54:00 +09:00
• fd96055e73 perf: replace generate_dataset with vectorized version in train_mlx_model 21in7 2026-03-01 18:53:21 +09:00
• db134c032a perf: replace generate_dataset with vectorized version in train_model 21in7 2026-03-01 18:52:56 +09:00
• e1560f882b feat: add vectorized dataset builder (1x pandas_ta call) 21in7 2026-03-01 18:52:34 +09:00
• 8f834a1890 feat: implement training and deployment pipeline for LightGBM model on Mac to LXC 21in7 2026-03-01 18:30:01 +09:00
• 298d4ad95e feat: enhance train_model.py to dynamically determine CPU count for parallel processing 21in7 2026-03-01 17:46:40 +09:00
• b86c88a8d6 feat: add README and enhance scripts for data fetching and model training 21in7 2026-03-01 17:42:12 +09:00
• 7e4e9315c2 feat: implement ML filter with LightGBM for trading signal validation 21in7 2026-03-01 17:07:18 +09:00
• ce57479b93 ci: Jenkins pipeline + Gitea registry CI/CD 설정 21in7 2026-03-01 16:31:34 +09:00
• 86904dddf7 fix: upgrade to Python 3.12 to support pandas-ta>=0.4.67b0 21in7 2026-03-01 16:14:03 +09:00
• 60b32a978e chore: add Dockerfile, docker-compose.yml, .dockerignore 21in7 2026-03-01 16:07:20 +09:00
• 3d05806155 feat: Discord 알림, 포지션 복구, 설정 개선 및 docs 추가 21in7 2026-03-01 15:57:08 +09:00
• 117fd9e6bc fix: AsyncClient.futures_klines await 누락 수정 21in7 2026-03-01 13:04:02 +09:00
• 4940de16fc feat: 봇 시작 시 과거 캔들 200개 프리로드 (즉시 신호 계산 가능) 21in7 2026-03-01 13:02:42 +09:00
• 8e5ec82244 fix: BinanceSocketManager 메서드명 수정 (futures_kline_socket → kline_futures_socket) 21in7 2026-03-01 12:56:53 +09:00
• a90618896d feat: 엔트리포인트 및 로깅 설정 완료, 테스트 mock 개선 21in7 2026-03-01 12:54:21 +09:00
• 726e9cfd65 feat: TradingBot 메인 루프 구현 (진입/청산/손절/익절) 21in7 2026-03-01 12:53:40 +09:00
• 69b5675bfd feat: WebSocket 실시간 캔들 스트림 구현 21in7 2026-03-01 12:52:40 +09:00
• 4bab4cdba3 feat: 리스크 매니저 구현 (일일 손실 한도, 포지션 수 제한) 21in7 2026-03-01 12:52:05 +09:00
• 8bbf376425 feat: Notion 거래 이력 저장 모듈 구현 21in7 2026-03-01 12:51:27 +09:00
• 7a3dde2146 feat: 복합 기술 지표 모듈 구현 (RSI/MACD/BB/EMA/ATR/StochRSI) 21in7 2026-03-01 12:50:51 +09:00
• b1a7632bbe feat: BinanceFuturesClient 구현 21in7 2026-03-01 12:49:26 +09:00
• 81b7a7f714 feat: Config 모듈 추가 (Notion 연동 포함) 21in7 2026-03-01 12:48:34 +09:00
• 60b0e01a01 chore: 프로젝트 초기 설정 및 의존성 추가 21in7 2026-03-01 12:48:03 +09:00