21in7 ff9e639142 feat: add OI derived features (oi_change_ma5, oi_price_spread) to dataset builder and ML features ...

Add two new OI-derived features to improve ML model's market microstructure
understanding:
- oi_change_ma5: 5-candle moving average of OI change rate (short-term trend)
- oi_price_spread: z-scored OI minus z-scored price return (divergence signal)

Both features use 96-candle rolling z-score window. FEATURE_COLS expanded from
24 to 26. Existing tests updated to reflect new feature counts.

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

2026-03-04 20:07:40 +09:00

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