21in7 30ddb2fef4 feat(ml): relax training thresholds for 5-10x more training samples ...

Add TRAIN_* constants (signal_threshold=2, adx=15, vol_mult=1.5, neg_ratio=3)
as dataset_builder defaults. Remove hardcoded negative_ratio=5 from all callers.
Bot entry conditions unchanged (config.py strict values).

WF 5-fold results (all symbols AUC 0.91+):
- XRPUSDT: 0.9216 ± 0.0052
- SOLUSDT:  0.9174 ± 0.0063
- DOGEUSDT: 0.9222 ± 0.0085

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

2026-03-21 19:38:15 +09:00

..

__init__.py

chore: 프로젝트 초기 설정 및 의존성 추가

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

backtest_validator.py

refactor(ml): add MLFilter.from_model(), fix validator initial_balance

2026-03-21 18:36:30 +09:00

backtester.py

feat(ml): relax training thresholds for 5-10x more training samples

2026-03-21 19:38:15 +09:00

bot.py

fix: address code review round 2 — 9 issues (2 critical, 3 important, 4 minor)

2026-03-21 17:26:15 +09:00

config.py

fix: address code review round 2 — 9 issues (2 critical, 3 important, 4 minor)

2026-03-21 17:26:15 +09:00

data_stream.py

fix: critical production issues — WebSocket reconnect, ghost positions, ONNX NaN

2026-03-19 23:37:47 +09:00

dataset_builder.py

feat(ml): relax training thresholds for 5-10x more training samples

2026-03-21 19:38:15 +09:00

exchange.py

fix: address code review round 2 — 9 issues (2 critical, 3 important, 4 minor)

2026-03-21 17:26:15 +09:00

indicators.py

feat: add signal score detail to bot logs for HOLD reason debugging

2026-03-07 02:20:44 +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: add trading dashboard with API and UI components

2026-03-05 20:25:45 +09:00

ml_features.py

fix: address follow-up review findings

2026-03-19 23:10:02 +09:00

ml_filter.py

refactor(ml): add MLFilter.from_model(), fix validator initial_balance

2026-03-21 18:36:30 +09:00

mlx_filter.py

fix(mlx): remove double normalization in walk-forward validation

2026-03-21 18:31:11 +09:00

notifier.py

fix: address follow-up review findings

2026-03-19 23:10:02 +09:00

risk_manager.py

fix: address code review round 2 — 9 issues (2 critical, 3 important, 4 minor)

2026-03-21 17:26:15 +09:00

user_data_stream.py

fix: accumulate partial fills in UserDataStream for accurate PnL

2026-03-17 13:47:34 +09:00