154 lines
30 KiB
Plaintext
154 lines
30 KiB
Plaintext
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[32m2026-02-09 15:56:02.634[0m | [1mINFO [0m | [36msrc.mt5_connector[0m:[36mconnect[0m:[36m177[0m - [1mConnected to MT5: FinexBisnisSolusi-Demo (Account: 61045904)[0m
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[32m2026-02-09 15:56:03.344[0m | [34m[1mDEBUG [0m | [36msrc.mt5_connector[0m:[36mget_market_data[0m:[36m449[0m - [34m[1mFetched 50000 bars for XAUUSD M15[0m
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[32m2026-02-09 15:56:03.546[0m | [34m[1mDEBUG [0m | [36msrc.mt5_connector[0m:[36mget_market_data[0m:[36m449[0m - [34m[1mFetched 2000 bars for XAUUSD H1[0m
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[32m2026-02-09 15:56:03.551[0m | [34m[1mDEBUG [0m | [36msrc.feature_eng[0m:[36mcalculate_rsi[0m:[36m130[0m - [34m[1mRSI calculated (period=14)[0m
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[32m2026-02-09 15:56:03.558[0m | [34m[1mDEBUG [0m | [36msrc.feature_eng[0m:[36mcalculate_atr[0m:[36m185[0m - [34m[1mATR calculated (period=14)[0m
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[32m2026-02-09 15:56:03.560[0m | [34m[1mDEBUG [0m | [36msrc.feature_eng[0m:[36mcalculate_macd[0m:[36m243[0m - [34m[1mMACD calculated (12/26/9)[0m
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[32m2026-02-09 15:56:03.563[0m | [34m[1mDEBUG [0m | [36msrc.feature_eng[0m:[36mcalculate_bollinger_bands[0m:[36m301[0m - [34m[1mBollinger Bands calculated (period=20, std=2.0)[0m
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[32m2026-02-09 15:56:03.565[0m | [34m[1mDEBUG [0m | [36msrc.feature_eng[0m:[36mcalculate_ema_crossover[0m:[36m357[0m - [34m[1mEMA crossover calculated (9/21)[0m
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[32m2026-02-09 15:56:03.567[0m | [34m[1mDEBUG [0m | [36msrc.feature_eng[0m:[36mcalculate_volume_features[0m:[36m403[0m - [34m[1mVolume features calculated (period=20)[0m
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[32m2026-02-09 15:56:03.575[0m | [34m[1mDEBUG [0m | [36msrc.feature_eng[0m:[36mcalculate_ml_features[0m:[36m518[0m - [34m[1mML features calculated[0m
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[32m2026-02-09 15:56:03.579[0m | [34m[1mDEBUG [0m | [36msrc.smc_polars[0m:[36mcalculate_swing_points[0m:[36m401[0m - [34m[1mSwing points: 3062 highs, 3079 lows[0m
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[32m2026-02-09 15:56:03.582[0m | [34m[1mDEBUG [0m | [36msrc.smc_polars[0m:[36mcalculate_fvg[0m:[36m312[0m - [34m[1mFVG calculation complete. Bullish: 5696, Bearish: 4720[0m
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[32m2026-02-09 15:56:03.611[0m | [34m[1mDEBUG [0m | [36msrc.smc_polars[0m:[36mcalculate_order_blocks[0m:[36m511[0m - [34m[1mOrder Blocks: 2201 bullish, 2164 bearish[0m
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[32m2026-02-09 15:56:03.782[0m | [34m[1mDEBUG [0m | [36msrc.smc_polars[0m:[36mcalculate_bos_choch[0m:[36m599[0m - [34m[1mBOS: 702 bullish, 458 bearish[0m
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[32m2026-02-09 15:56:03.782[0m | [34m[1mDEBUG [0m | [36msrc.smc_polars[0m:[36mcalculate_bos_choch[0m:[36m600[0m - [34m[1mCHoCH: 616 bullish, 617 bearish[0m
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[32m2026-02-09 15:56:03.783[0m | [34m[1mDEBUG [0m | [36msrc.feature_eng[0m:[36mcalculate_rsi[0m:[36m130[0m - [34m[1mRSI calculated (period=14)[0m
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[32m2026-02-09 15:56:03.784[0m | [34m[1mDEBUG [0m | [36msrc.feature_eng[0m:[36mcalculate_atr[0m:[36m185[0m - [34m[1mATR calculated (period=14)[0m
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[32m2026-02-09 15:56:03.785[0m | [34m[1mDEBUG [0m | [36msrc.feature_eng[0m:[36mcalculate_macd[0m:[36m243[0m - [34m[1mMACD calculated (12/26/9)[0m
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[32m2026-02-09 15:56:03.786[0m | [34m[1mDEBUG [0m | [36msrc.feature_eng[0m:[36mcalculate_bollinger_bands[0m:[36m301[0m - [34m[1mBollinger Bands calculated (period=20, std=2.0)[0m
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[32m2026-02-09 15:56:03.787[0m | [34m[1mDEBUG [0m | [36msrc.feature_eng[0m:[36mcalculate_ema_crossover[0m:[36m357[0m - [34m[1mEMA crossover calculated (9/21)[0m
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[32m2026-02-09 15:56:03.788[0m | [34m[1mDEBUG [0m | [36msrc.feature_eng[0m:[36mcalculate_volume_features[0m:[36m403[0m - [34m[1mVolume features calculated (period=20)[0m
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[32m2026-02-09 15:56:03.789[0m | [34m[1mDEBUG [0m | [36msrc.smc_polars[0m:[36mcalculate_swing_points[0m:[36m401[0m - [34m[1mSwing points: 130 highs, 130 lows[0m
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[32m2026-02-09 15:56:03.790[0m | [34m[1mDEBUG [0m | [36msrc.smc_polars[0m:[36mcalculate_fvg[0m:[36m312[0m - [34m[1mFVG calculation complete. Bullish: 256, Bearish: 155[0m
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[32m2026-02-09 15:56:03.793[0m | [34m[1mDEBUG [0m | [36msrc.smc_polars[0m:[36mcalculate_order_blocks[0m:[36m511[0m - [34m[1mOrder Blocks: 90 bullish, 82 bearish[0m
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[32m2026-02-09 15:56:03.798[0m | [34m[1mDEBUG [0m | [36msrc.smc_polars[0m:[36mcalculate_bos_choch[0m:[36m599[0m - [34m[1mBOS: 39 bullish, 20 bearish[0m
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[32m2026-02-09 15:56:03.798[0m | [34m[1mDEBUG [0m | [36msrc.smc_polars[0m:[36mcalculate_bos_choch[0m:[36m600[0m - [34m[1mCHoCH: 19 bullish, 19 bearish[0m
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[I 2026-02-09 15:56:04,025] A new study created in memory with name: xgboost_opt
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================================================================================
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ML MODEL V3 TRAINING PIPELINE
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Bismillah - Building Exceptional Model
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================================================================================
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Fetching 50,000 bars of M15 data...
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Symbol: XAUUSD
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Timeframe: M15
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Fetched 50,000 bars
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Date range: 2023-12-27 08:45:00 to 2026-02-09 10:45:00
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Fetching 2,000 bars of H1 data...
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Fetched 2,000 H1 bars
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Engineering features...
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M15 technical indicators...
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SMC structure features...
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H1 higher timeframe features...
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Total features: 70
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Columns with nulls: 45
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rsi, atr, atr_percent, bb_middle, bb_upper, bb_lower, bb_width, bb_percent_b, volume_sma, volume_ratio
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Filling nulls with forward fill...
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Labeling data with Triple Barrier Method...
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Starting Triple Barrier Labeling...
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Profit target: 0.5 ATR
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Stop loss: 0.5 ATR
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Max holding: 20 bars
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Min move threshold: 0.25 ATR
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Target Distribution:
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BUY: 27556 (55.11%)
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SELL: 22409 (44.82%)
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HOLD: 35 ( 0.07%)
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Quality Metrics:
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Profit barriers hit: 0 ( 0.00%)
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Avg bars to profit: 0.0
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Avg return (ATR): 0.000
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Splitting train/test (stratified)...
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Train: 40,001 samples
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Test: 9,999 samples
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Train distribution: BUY=55.1%, SELL=44.8%, HOLD=0.1%
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Test distribution: BUY=55.1%, SELL=44.8%, HOLD=0.1%
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Balancing TRAINING set only...
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Balancing Classes...
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Target distribution: BUY=35%, SELL=35%, HOLD=30%
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Before: BUY=22045, SELL=17928, HOLD=28
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After: BUY=17927, SELL=17927, HOLD=28
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Total samples: 35882
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Selected 69 features
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Sample features: spread, rsi, atr, atr_percent, macd, macd_signal, macd_histogram, bb_middle, bb_upper, bb_lower...
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Training XGBoost model...
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Class weights: SELL=0.67, HOLD=427.17, BUY=0.67
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Running Optuna hyperparameter optimization...
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0%| | 0/30 [00:00<?, ?it/s]
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0%| | 0/30 [00:05<?, ?it/s]
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Best trial: 0. Best value: 0.449145: 0%| | 0/30 [00:05<?, ?it/s]
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Best trial: 0. Best value: 0.449145: 3%|3 | 1/30 [00:05<02:31, 5.23s/it]
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Best trial: 0. Best value: 0.449145: 3%|3 | 1/30 [00:08<02:31, 5.23s/it]
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Best trial: 0. Best value: 0.449145: 3%|3 | 1/30 [00:08<02:31, 5.23s/it]
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Best trial: 0. Best value: 0.449145: 7%|6 | 2/30 [00:08<01:53, 4.04s/it]
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Best trial: 0. Best value: 0.449145: 7%|6 | 2/30 [00:22<01:53, 4.04s/it]
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Best trial: 0. Best value: 0.449145: 7%|6 | 2/30 [00:22<01:53, 4.04s/it]
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Best trial: 0. Best value: 0.449145: 10%|# | 3/30 [00:22<03:51, 8.58s/it]
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Best trial: 0. Best value: 0.449145: 10%|# | 3/30 [00:45<03:51, 8.58s/it]
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Best trial: 0. Best value: 0.449145: 10%|# | 3/30 [00:45<03:51, 8.58s/it]
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Best trial: 0. Best value: 0.449145: 13%|#3 | 4/30 [00:45<06:12, 14.33s/it]
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Best trial: 0. Best value: 0.449145: 13%|#3 | 4/30 [00:55<06:12, 14.33s/it]
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Best trial: 0. Best value: 0.449145: 13%|#3 | 4/30 [00:55<06:12, 14.33s/it]
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Best trial: 0. Best value: 0.449145: 17%|#6 | 5/30 [00:55<05:19, 12.76s/it]
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Best trial: 0. Best value: 0.449145: 17%|#6 | 5/30 [01:04<05:19, 12.76s/it]
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Best trial: 0. Best value: 0.449145: 17%|#6 | 5/30 [01:04<05:19, 12.76s/it]
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Best trial: 0. Best value: 0.449145: 20%|## | 6/30 [01:04<04:38, 11.59s/it]
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Best trial: 0. Best value: 0.449145: 20%|## | 6/30 [01:13<04:38, 11.59s/it]
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Best trial: 0. Best value: 0.449145: 20%|## | 6/30 [01:13<04:38, 11.59s/it]
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Best trial: 0. Best value: 0.449145: 23%|##3 | 7/30 [01:13<04:03, 10.60s/it]
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Best trial: 0. Best value: 0.449145: 23%|##3 | 7/30 [01:22<04:03, 10.60s/it]
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Best trial: 0. Best value: 0.449145: 23%|##3 | 7/30 [01:22<04:03, 10.60s/it]
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Best trial: 0. Best value: 0.449145: 27%|##6 | 8/30 [01:22<03:39, 9.99s/it]
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Best trial: 0. Best value: 0.449145: 27%|##6 | 8/30 [01:29<03:39, 9.99s/it]
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Best trial: 0. Best value: 0.449145: 27%|##6 | 8/30 [01:29<03:39, 9.99s/it]
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Best trial: 0. Best value: 0.449145: 30%|### | 9/30 [01:29<03:11, 9.12s/it]
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Best trial: 0. Best value: 0.449145: 30%|### | 9/30 [01:39<03:11, 9.12s/it]
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Best trial: 0. Best value: 0.449145: 30%|### | 9/30 [01:39<03:11, 9.12s/it]
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Best trial: 0. Best value: 0.449145: 33%|###3 | 10/30 [01:39<03:06, 9.34s/it]
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Best trial: 0. Best value: 0.449145: 33%|###3 | 10/30 [01:44<03:06, 9.34s/it]
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Best trial: 0. Best value: 0.449145: 33%|###3 | 10/30 [01:44<03:06, 9.34s/it]
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Best trial: 0. Best value: 0.449145: 37%|###6 | 11/30 [01:44<02:31, 7.98s/it]
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Best trial: 0. Best value: 0.449145: 37%|###6 | 11/30 [01:49<02:31, 7.98s/it]
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Best trial: 0. Best value: 0.449145: 37%|###6 | 11/30 [01:49<02:31, 7.98s/it]
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Best trial: 0. Best value: 0.449145: 40%|#### | 12/30 [01:49<02:11, 7.32s/it]
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Best trial: 0.
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[I 2026-02-09 15:56:12,464] Trial 1 finished with value: 0.40574057405740577 and parameters: {'max_depth': 6, 'learning_rate': 0.014035786650788888, 'n_estimators': 100, 'min_child_weight': 6, 'gamma': 0.4520198942076511, 'subsample': 0.7117379418926268, 'colsample_bytree': 0.6855045453935482, 'reg_alpha': 0.516950503249026, 'reg_lambda': 0.041095146811625405}. Best is trial 0 with value: 0.44914491449144917.
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