cointrader

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21in7 d5f8ed4789 feat: update default LightGBM params to Optuna best (trial #46 , AUC=0.6002)

Optuna 50 trials Walk-Forward 5폴드 탐색 결과 (tune_results_20260302_144749.json):
- Baseline AUC: 0.5803 → Best AUC: 0.6002 (+0.0199, +3.4%)
- n_estimators: 500 → 434
- learning_rate: 0.05 → 0.123659
- max_depth: (미설정) → 6
- num_leaves: 31 → 14
- min_child_samples: 15 → 10
- subsample: 0.8 → 0.929062
- colsample_bytree: 0.8 → 0.946330
- reg_alpha: 0.05 → 0.573971
- reg_lambda: 0.1 → 0.000157
- weight_scale: 1.0 → 1.783105

Made-with: Cursor

2026-03-02 14:52:41 +09:00

__init__.py

feat: implement ML filter with LightGBM for trading signal validation

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

deploy_model.sh

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

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

fetch_history.py

fix: fill NaN in oi_change/funding_rate after concat when columns missing in existing parquet

2026-03-02 14:13:00 +09:00

profile_training.py

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