21in7 c8a2c36bfb feat: add ADX calculation to indicators ...

Add ADX (Average Directional Index) with period 14 to calculate_all()
for sideways market filtering. Includes test verifying the adx column
exists and contains non-negative values.

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

2026-03-02 19:47:18 +09:00

..

__init__.py

chore: 프로젝트 초기 설정 및 의존성 추가

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

test_bot.py

fix: prevent OI API failure from corrupting _prev_oi state and ML features

2026-03-02 14:01:50 +09:00

test_config.py

feat: apply dynamic margin ratio in bot position sizing

2026-03-01 20:39:07 +09:00

test_data_stream.py

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

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

test_database.py

feat: Notion 거래 이력 저장 모듈 구현

2026-03-01 12:51:27 +09:00

test_dataset_builder.py

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

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

test_exchange.py

feat: add get_open_interest and get_funding_rate to BinanceFuturesClient

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

test_fetch_history.py

feat: add upsert_parquet to accumulate OI/funding data incrementally

2026-03-02 14:09:36 +09:00

test_indicators.py

feat: add ADX calculation to indicators

2026-03-02 19:47:18 +09:00

test_label_builder.py

feat: implement ML filter with LightGBM for trading signal validation

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

test_ml_features.py

feat: build_features accepts oi_change and funding_rate params

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

test_ml_filter.py

fix: test_reload_model 단언을 실제 동작(파일 없으면 폴백 상태)에 맞게 수정

2026-03-02 00:38:08 +09:00

test_mlx_filter.py

fix: test_mlx_filter _make_X를 FEATURE_COLS 기반으로 수정 — 피처 확장 후 input_dim 불일치 해소

2026-03-02 00:34:21 +09:00

test_risk_manager.py

feat: add get_dynamic_margin_ratio to RiskManager

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