21in7 02e41881ac feat: strategy parameter sweep and production param optimization ...

- Add independent backtest engine (backtester.py) with walk-forward support
- Add backtest sanity check validator (backtest_validator.py)
- Add CLI tools: run_backtest.py, strategy_sweep.py (with --combined mode)
- Fix train-serve skew: unify feature z-score normalization (ml_features.py)
- Add strategy params (SL/TP ATR mult, ADX filter, volume multiplier) to
  config.py, indicators.py, dataset_builder.py, bot.py, backtester.py
- Fix WalkForwardBacktester not propagating strategy params to test folds
- Update production defaults: SL=2.0x, TP=2.0x, ADX=25, Vol=2.5
  (3-symbol combined PF: 0.71 → 1.24, MDD: 65.9% → 17.1%)
- Retrain ML models with new strategy parameters

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

2026-03-06 23:39:43 +09:00

..

2026-03-01-15m-timeframe-upgrade.md

feat: implement 15-minute timeframe upgrade for model training and data processing

2026-03-01 22:16:15 +09:00

2026-03-01-btc-eth-correlation-features-design.md

feat: implement BTC/ETH correlation features for improved model accuracy

2026-03-01 19:30:17 +09:00

2026-03-01-btc-eth-correlation-features-plan.md

feat: implement BTC/ETH correlation features for improved model accuracy

2026-03-01 19:30:17 +09:00

2026-03-01-discord-notifier-and-position-recovery.md

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

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

2026-03-01-dockerfile-and-docker-compose.md

feat: implement ML filter with LightGBM for trading signal validation

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

2026-03-01-dynamic-margin-ratio-design.md

chore: remove unused risk_per_trade references

2026-03-01 20:39:26 +09:00

2026-03-01-dynamic-margin-ratio-plan.md

chore: remove unused risk_per_trade references

2026-03-01 20:39:26 +09:00

2026-03-01-fix-pandas-ta-python312.md

feat: implement ML filter with LightGBM for trading signal validation

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

2026-03-01-jenkins-gitea-registry-cicd.md

feat: implement ML filter with LightGBM for trading signal validation

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

2026-03-01-lgbm-improvement.md

feat: implement LightGBM model improvement plan with feature normalization and walk-forward validation

2026-03-01 22:02:32 +09:00

2026-03-01-m4-accelerated-training.md

feat: implement training and deployment pipeline for LightGBM model on Mac to LXC

2026-03-01 18:30:01 +09:00

2026-03-01-ml-filter-design.md

feat: implement ML filter with LightGBM for trading signal validation

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

2026-03-01-ml-filter-implementation.md

feat: implement ML filter with LightGBM for trading signal validation

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

2026-03-01-oi-nan-epsilon-precision-threshold.md

chore: .worktrees/ gitignore에 추가

2026-03-01 23:50:18 +09:00

2026-03-01-train-on-mac-deploy-to-lxc.md

feat: implement training and deployment pipeline for LightGBM model on Mac to LXC

2026-03-01 18:30:01 +09:00

2026-03-01-upload-to-gitea.md

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

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

2026-03-01-vectorized-dataset-builder.md

feat: remove in-container retraining, training is now mac-only

2026-03-01 18:54:00 +09:00

2026-03-01-xrp-futures-autotrader.md

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

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

2026-03-02-adx-filter-design.md

feat: add CLAUDE.md and settings.json for project documentation and plugin configuration

2026-03-02 20:01:18 +09:00

2026-03-02-hold-negative-sampling-design.md

feat: implement HOLD negative sampling and stratified undersampling in ML pipeline

2026-03-03 00:13:42 +09:00

2026-03-02-hold-negative-sampling-plan.md

feat: implement HOLD negative sampling and stratified undersampling in ML pipeline

2026-03-03 00:13:42 +09:00

2026-03-02-oi-funding-accumulation.md

feat: implement upsert functionality in fetch_history.py to accumulate OI/funding data

2026-03-02 14:16:09 +09:00

2026-03-02-optuna-hyperparam-tuning-design.md

feat: add Optuna Walk-Forward AUC hyperparameter tuning pipeline

2026-03-02 14:39:07 +09:00

2026-03-02-optuna-hyperparam-tuning-plan.md

feat: add Optuna Walk-Forward AUC hyperparameter tuning pipeline

2026-03-02 14:39:07 +09:00

2026-03-02-realtime-oi-funding-features.md

feat: implement upsert functionality in fetch_history.py to accumulate OI/funding data

2026-03-02 14:16:09 +09:00

2026-03-02-reverse-signal-reenter-design.md

feat: implement immediate re-entry after closing position on reverse signal

2026-03-02 01:34:36 +09:00

2026-03-02-reverse-signal-reenter-plan.md

feat: implement immediate re-entry after closing position on reverse signal

2026-03-02 01:34:36 +09:00

2026-03-02-rs-divide-mlx-nan-fix.md

chore: .gitignore에 .DS_Store 추가 및 MLXFilter 훈련 로그 업데이트

2026-03-02 00:41:34 +09:00

2026-03-02-user-data-stream-tp-sl-detection-design.md

feat: implement User Data Stream for real-time TP/SL detection and PnL tracking

2026-03-02 16:33:08 +09:00

2026-03-02-user-data-stream-tp-sl-detection-plan.md

feat: implement User Data Stream for real-time TP/SL detection and PnL tracking

2026-03-02 16:33:08 +09:00

2026-03-03-adx-ml-feature-migration-design.md

docs: add ADX ML migration design/plan and position monitor logging docs

2026-03-03 21:18:22 +09:00

2026-03-03-adx-ml-feature-migration-plan.md

docs: add ADX ML migration design/plan and position monitor logging docs

2026-03-03 21:18:22 +09:00

2026-03-03-optuna-precision-objective-plan.md

feat: enhance precision optimization in model training

2026-03-03 00:57:19 +09:00

2026-03-03-position-monitor-logging.md

docs: add ADX ML migration design/plan and position monitor logging docs

2026-03-03 21:18:22 +09:00

2026-03-03-testnet-1m-125x-design.md

feat: implement testnet and demo trading setup for XRPUSDT with 125x leverage

2026-03-04 20:43:05 +09:00

2026-03-03-testnet-1m-125x-plan.md

feat: implement testnet and demo trading setup for XRPUSDT with 125x leverage

2026-03-04 20:43:05 +09:00

2026-03-04-oi-derived-features-design.md

docs: add OI derived features design doc

2026-03-04 19:56:42 +09:00

2026-03-04-oi-derived-features-plan.md

docs: add OI derived features implementation plan

2026-03-04 20:00:36 +09:00

2026-03-05-multi-symbol-trading-design.md

feat: implement multi-symbol trading design and plan documentation

2026-03-05 23:34:01 +09:00

2026-03-05-multi-symbol-trading-plan.md

feat: implement multi-symbol trading design and plan documentation

2026-03-05 23:34:01 +09:00

2026-03-06-strategy-parameter-sweep-plan.md

feat: strategy parameter sweep and production param optimization

2026-03-06 23:39:43 +09:00