21in7 eeb5e9d877 feat: add ADX filter to block sideways market entries ...

ADX < 25 now returns HOLD in get_signal(), preventing entries during
trendless (sideways) markets. NaN ADX values fall through to existing
weighted signal logic. Also syncs the vectorized dataset builder with
the same ADX filter to keep training data consistent.

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

2026-03-02 19:55:12 +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 filter to block sideways market entries

2026-03-02 19:55:12 +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