21in7 0b18a0b80d feat: add ADX as 24th ML feature for trend strength learning ...

Migrate ADX from hard filter (ADX < 25 blocks entry) to ML feature so
the model can learn optimal ADX thresholds from data. Updates FEATURE_COLS,
build_features(), and corresponding tests from 23 to 24 features.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-03-03 21:11:04 +09:00

..

__init__.py

chore: 프로젝트 초기 설정 및 의존성 추가

2026-03-01 12:48:03 +09:00

test_bot.py

feat: add position monitor logging with real-time price tracking

2026-03-03 20:36:46 +09:00

test_config.py

feat: apply dynamic margin ratio in bot position sizing

2026-03-01 20:39:07 +09:00

test_data_stream.py

feat: add position monitor logging with real-time price tracking

2026-03-03 20:36:46 +09:00

test_dataset_builder.py

feat: add stratified_undersample helper function

2026-03-02 23:58:15 +09:00

test_exchange.py

feat: add get_open_interest and get_funding_rate to BinanceFuturesClient

2026-03-02 13:46:25 +09:00

test_fetch_history.py

feat: add upsert_parquet to accumulate OI/funding data incrementally

2026-03-02 14:09:36 +09:00

test_indicators.py

feat: add ADX filter to block sideways market entries

2026-03-02 19:55:12 +09:00

test_label_builder.py

feat: implement ML filter with LightGBM for trading signal validation

2026-03-01 17:07:18 +09:00

test_ml_features.py

feat: add ADX as 24th ML feature for trend strength learning

2026-03-03 21:11:04 +09:00

test_ml_filter.py

fix: test_reload_model 단언을 실제 동작(파일 없으면 폴백 상태)에 맞게 수정

2026-03-02 00:38:08 +09:00

test_mlx_filter.py

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

test_risk_manager.py

feat: add get_dynamic_margin_ratio to RiskManager

2026-03-01 20:37:46 +09:00