21in7 dfd4990ae5 feat: fetch realtime OI and funding rate on candle close for ML features ...

- Add asyncio import to bot.py
- Add _prev_oi state for OI change rate calculation
- Add _fetch_market_microstructure() for concurrent OI/funding rate fetch with exception fallback
- Add _calc_oi_change() for relative OI change calculation
- Always call build_features() before ML filter check in process_candle()
- Pass oi_change/funding_rate kwargs to build_features() in both process_candle() and _close_and_reenter()
- Update _close_and_reenter() signature to accept oi_change/funding_rate params

Made-with: Cursor

2026-03-02 13:55:29 +09:00

..

__init__.py

chore: 프로젝트 초기 설정 및 의존성 추가

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

bot.py

feat: fetch realtime OI and funding rate on candle close for ML features

2026-03-02 13:55:29 +09:00

config.py

feat: add dynamic margin ratio config params

2026-03-01 20:37:04 +09:00

data_stream.py

fix: _on_candle_closed async 콜백 구조 수정 — asyncio.create_task 제거

2026-03-02 01:00:59 +09:00

dataset_builder.py

fix: RS 계산을 np.divide(where=) 방식으로 교체 — epsilon 이상치 폭발 차단

2026-03-02 00:30:36 +09:00

exchange.py

feat: add get_open_interest and get_funding_rate to BinanceFuturesClient

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

indicators.py

feat: 복합 기술 지표 모듈 구현 (RSI/MACD/BB/EMA/ATR/StochRSI)

2026-03-01 12:50:51 +09:00

label_builder.py

feat: enhance model training and deployment scripts with time-weighted sampling

2026-03-01 21:25:06 +09:00

logger_setup.py

feat: 엔트리포인트 및 로깅 설정 완료, 테스트 mock 개선

2026-03-01 12:54:21 +09:00

ml_features.py

feat: build_features accepts oi_change and funding_rate params

2026-03-02 13:50:39 +09:00

ml_filter.py

fix: Update TradingBot signal processing to handle NaN values and improve MLFilter ONNX session configuration

2026-03-02 00:47:17 +09:00

mlx_filter.py

chore: Update MLXFilter model deployment and logging with new training results and ONNX file management

2026-03-02 01:08:12 +09:00

notifier.py

feat: Discord 알림, 포지션 복구, 설정 개선 및 docs 추가

2026-03-01 15:57:08 +09:00

risk_manager.py

feat: add get_dynamic_margin_ratio to RiskManager

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