158 lines
30 KiB
Plaintext
158 lines
30 KiB
Plaintext
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[32m2026-02-09 16:24:05.125[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 16:24:05.837[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 16:24:06.039[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 16:24:06.045[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 16:24:06.049[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 16:24:06.051[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 16:24:06.054[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 16:24:06.056[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 16:24:06.058[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 16:24:06.068[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 16:24:06.072[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 16:24:06.074[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 16:24:06.100[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 16:24:06.237[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 16:24:06.238[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 16:24:06.239[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 16:24:06.241[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 16:24:06.242[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 16:24:06.242[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 16:24:06.244[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 16:24:06.244[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 16:24:06.246[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 16:24:06.247[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 16:24:06.249[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 16:24:06.256[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 16:24:06.256[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 16:24:06,480] 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 09:15:00 to 2026-02-09 11:15:00
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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 (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: 27558 (55.14%)
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SELL: 22422 (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=22047, SELL=17938
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After: BUY=17938, SELL=17938
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Total samples: 35876
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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 (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=17938 (50.0%), BUY=17938 (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 [00:04<?, ?it/s]
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Best trial: 0. Best value: 0.542971: 0%| | 0/30 [00:04<?, ?it/s]
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Best trial: 0. Best value: 0.542971: 3%|3 | 1/30 [00:04<02:10, 4.49s/it]
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Best trial: 0. Best value: 0.542971: 3%|3 | 1/30 [00:08<02:10, 4.49s/it]
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Best trial: 0. Best value: 0.542971: 3%|3 | 1/30 [00:08<02:10, 4.49s/it]
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Best trial: 0. Best value: 0.542971: 7%|6 | 2/30 [00:08<01:55, 4.11s/it]
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Best trial: 0. Best value: 0.542971: 7%|6 | 2/30 [00:13<01:55, 4.11s/it]
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Best trial: 0. Best value: 0.542971: 7%|6 | 2/30 [00:13<01:55, 4.11s/it]
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Best trial: 0. Best value: 0.542971: 10%|# | 3/30 [00:13<02:04, 4.61s/it]
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Best trial: 0. Best value: 0.542971: 10%|# | 3/30 [00:16<02:04, 4.61s/it]
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Best trial: 0. Best value: 0.542971: 10%|# | 3/30 [00:16<02:04, 4.61s/it]
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Best trial: 0. Best value: 0.542971: 13%|#3 | 4/30 [00:16<01:46, 4.08s/it]
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Best trial: 0. Best value: 0.542971: 13%|#3 | 4/30 [00:23<01:46, 4.08s/it]
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Best trial: 0. Best value: 0.542971: 13%|#3 | 4/30 [00:23<01:46, 4.08s/it]
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Best trial: 0. Best value: 0.542971: 17%|#6 | 5/30 [00:23<02:09, 5.19s/it]
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Best trial: 0. Best value: 0.542971: 17%|#6 | 5/30 [00:27<02:09, 5.19s/it]
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Best trial: 0. Best value: 0.542971: 17%|#6 | 5/30 [00:27<02:09, 5.19s/it]
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Best trial: 0. Best value: 0.542971: 20%|## | 6/30 [00:27<01:52, 4.68s/it]
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Best trial: 0. Best value: 0.542971: 20%|## | 6/30 [00:33<01:52, 4.68s/it]
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Best trial: 0. Best value: 0.542971: 20%|## | 6/30 [00:33<01:52, 4.68s/it]
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Best trial: 0. Best value: 0.542971: 23%|##3 | 7/30 [00:33<01:57, 5.10s/it]
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Best trial: 0. Best value: 0.542971: 23%|##3 | 7/30 [00:36<01:57, 5.10s/it]
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Best trial: 0. Best value: 0.542971: 23%|##3 | 7/30 [00:36<01:57, 5.10s/it]
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Best trial: 0. Best value: 0.542971: 27%|##6 | 8/30 [00:36<01:35, 4.33s/it]
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Best trial: 0. Best value: 0.542971: 27%|##6 | 8/30 [00:41<01:35, 4.33s/it]
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Best trial: 0. Best value: 0.542971: 27%|##6 | 8/30 [00:41<01:35, 4.33s/it]
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Best trial: 0. Best value: 0.542971: 30%|### | 9/30 [00:41<01:33, 4.45s/it]
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Best trial: 0. Best value: 0.542971: 30%|### | 9/30 [00:43<01:33, 4.45s/it]
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Best trial: 0. Best value: 0.542971: 30%|### | 9/30 [00:43<01:33, 4.45s/it]
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Best trial: 0. Best value: 0.542971: 33%|###3 | 10/30 [00:43<01:14, 3.73s/it]
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Best trial: 0. Best value: 0.542971: 33%|###3 | 10/30 [00:48<01:14, 3.73s/it]
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Best trial: 0. Best value: 0.542971: 33%|###3 | 10/30 [00:48<01:14, 3.73s/it]
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Best trial: 0. Best value: 0.542971: 37%|###6 | 11/30 [00:48<01:23, 4.38s/it]
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Best trial: 0. Best value: 0.542971: 37%|###6 | 11/30 [00:51<01:23, 4.38s/it]
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Best trial: 11. Best value: 0.550675: 37%|###6 | 11/30 [00:51<01:23, 4.38s/it]
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Best trial: 11. Best value: 0.550675: 40%|#### | 12/30 [00:51<01:07, 3.72s/it]
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Best trial:
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[I 2026-02-09 16:24:14,819] Trial 1 finished with value: 0.5340670335167583 and parameters: {'max_depth': 3, 'learning_rate': 0.030951475185603438, 'n_estimators': 500, 'min_child_weight': 3, 'gamma': 0.42182779857564306, 'subsample': 0.6023273499208519, 'colsample_bytree': 0.797533078753211, 'reg_alpha': 0.2814483439756449, 'reg_lambda': 0.6274701706370918}. Best is trial 0 with value: 0.5429714857428715.
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[I 2026-02-09 16:24:20,027] Trial 2 finished with value: 0.5392696348174087 and parameters: {'max_depth': 7, 'learning_rate': 0.06146636789212921, 'n_estimators': 300, 'min_child_weight': 6, 'gamma': 0.25558594382741123, 'subsample': 0.9945002687561844, 'colsample_bytree': 0.7954761585954819, 'reg_alpha': 0.11108714032211087, 'reg_lambda': 1.5745133319617501}. Best is trial 0 with value: 0.5429714857428715.
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[I 2026-02-09 16:24:23,283] Trial 3 finished with value: 0.5417708854427213 and parameters: {'max_depth': 3, 'learning_rate': 0.11961166529416824, 'n_estimators': 300, 'min_child_weight': 6, 'gamma': 0.4147872745884843, 'subsample': 0.7452828421445364, 'colsample_bytree': 0.7564990093583203, 'reg_alpha': 0.5128558926741038, 'reg_lambda': 1.7327246508227616}. Best is trial 0 with value: 0.5429714857428715.
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[I 2026-02-09 16:24:30,450] Trial 4 finished with value: 0.5281640820410205 and parameters: {'max_depth': 7, 'learning_rate': 0.04926402372255225, 'n_estimators': 400, 'min_child_weight': 6, 'gamma': 0.04586987849413138, 'subsample': 0.9239770916878041, 'colsample_bytree': 0.8138824487747949, 'reg_alpha': 0.12820212800374953, 'reg_lambda': 0.46647686049581494}. Best is trial 0 with value: 0.5429714857428715.
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