27 lines
830 B
Python
27 lines
830 B
Python
|
"""
|
||
|
|
ML V2 Package
|
||
|
|
==============
|
||
|
|
Full ML overhaul with better target variables, enhanced features, and ensemble models.
|
||
|
|
|
||
|
|
Components:
|
||
|
|
- ml_v2_target.py: Improved target variables (multi-bar + ATR threshold)
|
||
|
|
- ml_v2_feature_eng.py: 23 new features (H1 MTF, continuous SMC, regime, price action)
|
||
|
|
- ml_v2_model.py: Multi-model support (XGBoost, LightGBM, ensemble)
|
||
|
|
- ml_v2_train.py: Training pipeline with purged walk-forward CV
|
||
|
|
- backtest_36_ml_v2.py: Main backtest (configs A/B/C/D/E)
|
||
|
|
"""
|
||
|
|
|
||
|
|
from .ml_v2_target import TargetBuilder
|
||
|
|
from .ml_v2_feature_eng import MLV2FeatureEngineer
|
||
|
|
from .ml_v2_model import TradingModelV2, ModelType
|
||
|
|
from .ml_v2_train import ExperimentConfig, MLV2Trainer
|
||
|
|
|
||
|
|
__all__ = [
|
||
|
|
"TargetBuilder",
|
||
|
|
"MLV2FeatureEngineer",
|
||
|
|
"TradingModelV2",
|
||
|
|
"ModelType",
|
||
|
|
"ExperimentConfig",
|
||
|
|
"MLV2Trainer",
|
||
|
|
]
|