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gihyeon
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gihyeon
pushed to
main
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gihyeon/cointrader
2026-03-03 00:57:24 +09:00
6fe2158511
feat: enhance precision optimization in model training
gihyeon
pushed to
main
at
gihyeon/cointrader
2026-03-03 00:21:46 +09:00
3613e3bf18
feat: update active LGBM parameters and training log with new metrics
gihyeon
pushed to
main
at
gihyeon/cointrader
2026-03-03 00:13:45 +09:00
fce4d536ea
feat: implement HOLD negative sampling and stratified undersampling in ML pipeline
74966590b5
feat: apply stratified undersampling to hyperparameter tuning
6cd54b46d9
feat: apply stratified undersampling to training pipeline
0af138d8ee
feat: add stratified_undersample helper function
b7ad358a0a
fix: make HOLD negative sampling tests non-vacuous
Compare 6 commits »
gihyeon
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gihyeon/cointrader
2026-03-02 20:01:22 +09:00
99fa508db7
feat: add CLAUDE.md and settings.json for project documentation and plugin configuration
eeb5e9d877
feat: add ADX filter to block sideways market entries
c8a2c36bfb
feat: add ADX calculation to indicators
Compare 3 commits »
gihyeon
pushed to
main
at
gihyeon/cointrader
2026-03-02 18:24:42 +09:00
b8b99da207
feat: update training log and enhance ML filter functionality
gihyeon
pushed to
main
at
gihyeon/cointrader
2026-03-02 18:02:09 +09:00
77590accf2
feat: add architecture documentation for CoinTrader
gihyeon
pushed to
main
at
gihyeon/cointrader
2026-03-02 16:43:50 +09:00
a8cba2cb4c
docs: enhance README with detailed listenKey auto-renewal process and error handling
gihyeon
pushed to
main
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gihyeon/cointrader
2026-03-02 16:33:13 +09:00
52affb5532
feat: implement User Data Stream for real-time TP/SL detection and PnL tracking
05ae88dc61
fix: remove manual listenKey mgmt, add symbol filter, fix reenter race condition
6237efe4d3
docs: update README with User Data Stream TP/SL detection feature
4e8e61b5cf
fix: guard against None current_trade_side in _calc_estimated_pnl
4ffee0ae8b
feat: run UserDataStream in parallel with candle stream
Compare 12 commits »
gihyeon
pushed to
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gihyeon/cointrader
2026-03-02 15:03:38 +09:00
dcdaf9f90a
chore: update active LGBM parameters and add new training log entry
6d82febab7
feat: implement Active Config pattern for automatic param promotion
d5f8ed4789
feat: update default LightGBM params to Optuna best (trial
#46
, AUC=0.6002)
ce02f1335c
feat: add run_optuna.sh wrapper script for Optuna tuning
4afc7506d7
feat: connect Optuna tuning results to train_model.py via --tuned-params
Compare 7 commits »
gihyeon
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gihyeon/cointrader
2026-03-02 14:16:12 +09:00
4c09d63505
feat: implement upsert functionality in fetch_history.py to accumulate OI/funding data
0fca14a1c2
feat: auto-detect first run in train_and_deploy.sh (365d full vs 35d upsert)
2f5227222b
docs: add initial data setup instructions and OI accumulation strategy
10b1ecd273
feat: fetch 35 days for daily upsert instead of overwriting 365 days
016b13a8f1
fix: fill NaN in oi_change/funding_rate after concat when columns missing in existing parquet
Compare 12 commits »
gihyeon
pushed to
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gihyeon/cointrader
2026-03-02 13:24:30 +09:00
7a1abc7b72
chore: update python-binance dependency and improve error handling in BinanceFuturesClient
gihyeon
pushed to
main
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gihyeon/cointrader
2026-03-02 02:15:53 +09:00
de2a402bc1
feat: enhance cancel_all_orders method to include Algo order cancellation
gihyeon
pushed to
main
at
gihyeon/cointrader
2026-03-02 02:03:54 +09:00
684c8a32b9
feat: add Algo Order API support and update ML feature handling
gihyeon
pushed to
main
at
gihyeon/cointrader
2026-03-02 01:51:57 +09:00
c89374410e
feat: enhance trading bot functionality and documentation
gihyeon
pushed to
main
at
gihyeon/cointrader
2026-03-02 01:34:39 +09:00
9ec78d76bd
feat: implement immediate re-entry after closing position on reverse signal
gihyeon
pushed to
main
at
gihyeon/cointrader
2026-03-02 01:08:17 +09:00
725a4349ee
chore: Update MLXFilter model deployment and logging with new training results and ONNX file management
gihyeon
pushed to
main
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gihyeon/cointrader
2026-03-02 01:01:04 +09:00
5e6cdcc358
fix: _on_candle_closed async 콜백 구조 수정 — asyncio.create_task 제거
gihyeon
pushed to
main
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gihyeon/cointrader
2026-03-02 00:47:21 +09:00
361b0f4e00
fix: Update TradingBot signal processing to handle NaN values and improve MLFilter ONNX session configuration
gihyeon
pushed to
main
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gihyeon/cointrader
2026-03-02 00:41:37 +09:00
031adac977
chore: .gitignore에 .DS_Store 추가 및 MLXFilter 훈련 로그 업데이트
747ab45bb0
fix: test_reload_model 단언을 실제 동작(파일 없으면 폴백 상태)에 맞게 수정
6fa6e854ca
fix: test_reload_model _model → _lgbm_model 주입 방식으로 수정
518f1846b8
fix: 기존 테스트를 현재 코드 구조에 맞게 수정 — MLFilter API, FEATURE_COLS 수, 버퍼 최솟값 반영
3bfd1ca5a3
fix: test_mlx_filter _make_X를 FEATURE_COLS 기반으로 수정 — 피처 확장 후 input_dim 불일치 해소
Compare 7 commits »
gihyeon
pushed to
main
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gihyeon/cointrader
2026-03-01 23:57:33 +09:00
9cac8a4afd
Merge pull request 'feat: OI nan 마스킹 / epsilon 통일 / 정밀도 우선 임계값' (
#1
) from feature/oi-nan-epsilon-precision-threshold into main
0f6a22fcb5
feat: MLX 임계값 탐색을 정밀도 우선(recall>=0.15 조건부)으로 변경
aa413f4d7c
feat: LightGBM 임계값 탐색을 정밀도 우선(recall>=0.15 조건부)으로 변경
6ae0f9d81b
fix: MLXFilter fit/predict에 nan-safe 정규화 적용 (nanmean + nan_to_num)
820d8e0213
refactor: 분모 연산을 1e-8 epsilon 패턴으로 통일
Compare 6 commits »
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