Files
cointrader/tests/test_dataset_builder.py
21in7 8e56301d52 feat: add HOLD negative sampling to dataset_builder
Add negative_ratio parameter to generate_dataset_vectorized() that
samples HOLD candles as label=0 negatives alongside signal candles.
This increases training data from ~535 to ~3,200 samples when enabled.

- Split valid_rows into base_valid (shared) and sig_valid (signal-only)
- Add 'source' column ("signal" vs "hold_negative") for traceability
- HOLD samples get label=0 and random 50/50 side assignment
- Default negative_ratio=0 preserves backward compatibility
- Fix incorrect column count assertion in existing test

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-02 23:34:45 +09:00

8.6 KiB