148 lines
29 KiB
Plaintext
148 lines
29 KiB
Plaintext
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[32m2026-02-09 16:41:03.671[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 16:41:04.381[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 16:41:04.584[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 16:41:04.589[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 16:41:04.593[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 16:41:04.595[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 16:41:04.598[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 16:41:04.600[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 16:41:04.602[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 16:41:04.610[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 16:41:04.614[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 16:41:04.616[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 16:41:04.637[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 16:41:04.750[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 16:41:04.750[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 16:41:04.939[0m | [1mINFO [0m | [36mbacktests.ml_v2.ml_v2_feature_eng[0m:[36madd_all_v2_features[0m:[36m615[0m - [1mAdding all V2 features (23 new features)...[0m
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[32m2026-02-09 16:41:04.942[0m | [34m[1mDEBUG [0m | [36mbacktests.ml_v2.ml_v2_feature_eng[0m:[36madd_h1_features[0m:[36m233[0m - [34m[1mH1 features added (8 features)[0m
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[32m2026-02-09 16:41:04.949[0m | [34m[1mDEBUG [0m | [36mbacktests.ml_v2.ml_v2_feature_eng[0m:[36madd_continuous_smc_features[0m:[36m410[0m - [34m[1mContinuous SMC features added (7 features)[0m
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[32m2026-02-09 16:41:04.952[0m | [34m[1mDEBUG [0m | [36mbacktests.ml_v2.ml_v2_feature_eng[0m:[36madd_regime_features[0m:[36m497[0m - [34m[1mRegime features added (4 features)[0m
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[32m2026-02-09 16:41:04.963[0m | [34m[1mDEBUG [0m | [36mbacktests.ml_v2.ml_v2_feature_eng[0m:[36madd_price_action_features[0m:[36m593[0m - [34m[1mPrice action features added (4 features)[0m
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[32m2026-02-09 16:41:04.964[0m | [1mINFO [0m | [36mbacktests.ml_v2.ml_v2_feature_eng[0m:[36madd_all_v2_features[0m:[36m643[0m - [1mAll V2 features added (23 total)[0m
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[I 2026-02-09 16:41:05,171] 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 09:30:00 to 2026-02-09 11:30:00
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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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MLV2 features (H1 + derived)...
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Total features: 85 (MLV2 compatible)
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Columns with nulls: 38
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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 (BINARY)...
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Starting Triple Barrier Labeling (BINARY: BUY vs SELL)...
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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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Target Distribution (BINARY):
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BUY: 27557 (55.14%)
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SELL: 22423 (44.86%)
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Unlabeled: 20 (last 20 bars)
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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, BINARY)...
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Train: 39,985 samples
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Test: 9,995 samples
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Train distribution: BUY=55.1%, SELL=44.9%
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Test distribution: BUY=55.1%, SELL=44.9%
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Balancing TRAINING set only (BINARY)...
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Balancing Classes (BINARY)...
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Target distribution: BUY=50%, SELL=50%
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Before: BUY=22046, SELL=17939
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After: BUY=17939, SELL=17939
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Total samples: 35878
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Selected 81 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 (BINARY: BUY vs SELL)...
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Training classes: [0 1] (expected: [0, 1])
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Class weights: SELL=1.00, BUY=1.00
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Class distribution: SELL=17939 (50.0%), BUY=17939 (50.0%)
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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 [00:07<?, ?it/s]
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Best trial: 0. Best value: 0.529465: 0%| | 0/30 [00:07<?, ?it/s]
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Best trial: 0. Best value: 0.529465: 3%|3 | 1/30 [00:07<03:50, 7.94s/it]
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Best trial: 0. Best value: 0.529465: 3%|3 | 1/30 [00:10<03:50, 7.94s/it]
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Best trial: 1. Best value: 0.550675: 3%|3 | 1/30 [00:10<03:50, 7.94s/it]
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Best trial: 1. Best value: 0.550675: 7%|6 | 2/30 [00:10<02:18, 4.94s/it]
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Best trial: 1. Best value: 0.550675: 7%|6 | 2/30 [00:18<02:18, 4.94s/it]
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Best trial: 1. Best value: 0.550675: 7%|6 | 2/30 [00:18<02:18, 4.94s/it]
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Best trial: 1. Best value: 0.550675: 10%|# | 3/30 [00:18<02:42, 6.02s/it]
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Best trial: 1. Best value: 0.550675: 10%|# | 3/30 [00:21<02:42, 6.02s/it]
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Best trial: 1. Best value: 0.550675: 10%|# | 3/30 [00:21<02:42, 6.02s/it]
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Best trial: 1. Best value: 0.550675: 13%|#3 | 4/30 [00:21<02:14, 5.17s/it]
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Best trial: 1. Best value: 0.550675: 13%|#3 | 4/30 [00:27<02:14, 5.17s/it]
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Best trial: 1. Best value: 0.550675: 13%|#3 | 4/30 [00:27<02:14, 5.17s/it]
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Best trial: 1. Best value: 0.550675: 17%|#6 | 5/30 [00:27<02:13, 5.35s/it]
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Best trial: 1. Best value: 0.550675: 17%|#6 | 5/30 [00:31<02:13, 5.35s/it]
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Best trial: 1. Best value: 0.550675: 17%|#6 | 5/30 [00:31<02:13, 5.35s/it]
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Best trial: 1. Best value: 0.550675: 20%|## | 6/30 [00:31<01:56, 4.85s/it]
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Best trial: 1. Best value: 0.550675: 20%|## | 6/30 [00:39<01:56, 4.85s/it]
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Best trial: 1. Best value: 0.550675: 20%|## | 6/30 [00:39<01:56, 4.85s/it]
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Best trial: 1. Best value: 0.550675: 23%|##3 | 7/30 [00:39<02:17, 5.96s/it]
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Best trial: 1. Best value: 0.550675: 23%|##3 | 7/30 [00:44<02:17, 5.96s/it]
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Best trial: 1. Best value: 0.550675: 23%|##3 | 7/30 [00:44<02:17, 5.96s/it]
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Best trial: 1. Best value: 0.550675: 27%|##6 | 8/30 [00:44<02:01, 5.53s/it]
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Best trial: 1. Best value: 0.550675: 27%|##6 | 8/30 [00:49<02:01, 5.53s/it]
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Best trial: 1. Best value: 0.550675: 27%|##6 | 8/30 [00:49<02:01, 5.53s/it]
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Best trial: 1. Best value: 0.550675: 30%|### | 9/30 [00:49<01:55, 5.49s/it]
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Best trial: 1. Best value: 0.550675: 30%|### | 9/30 [00:57<01:55, 5.49s/it]
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Best trial: 1. Best value: 0.550675: 30%|### | 9/30 [00:57<01:55, 5.49s/it]
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Best trial: 1. Best value: 0.550675: 33%|###3 | 10/30 [00:57<02:02, 6.15s/it]
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Best trial: 1. Best value: 0.550675: 33%|###3 | 10/30 [00:59<02:02, 6.15s/it]
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Best trial: 1. Best value: 0.550675: 33%|###3 | 10/30 [00:59<02:02, 6.15s/it]
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Best trial: 1. Best value: 0.550675: 37%|###6 | 11/30 [00:59<01:33, 4.94s/it]
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Best trial: 1. Best value: 0.550675: 37%|###6 | 11/30 [01:01<01:33, 4.94s/it]
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Best trial: 11. Best value: 0.575788: 37%|###6 | 11/30 [01:01<01:33, 4.94s/it]
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Best trial: 11. Best value: 0.575788: 40%|#### | 12/30 [01:01<01:12, 4.02s/it]
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