102 lines
22 KiB
Plaintext
102 lines
22 KiB
Plaintext
|
€•øY }”(Œ
|
|||
|
|
model_type”Œbacktests.ml_v2.ml_v2_model”Œ ModelType”“”Œxgboost_binary”…”R”Œ xgb_model”Œ xgboost.core”ŒBooster”“”)�”}”Œhandle”Œbuiltins”Œ bytearray”“”BªR {L Config{L learner{L
|
|||
|
|
generic_param{L deviceSL cpuL fail_on_invalid_gpu_idSL 0L n_jobsSL 0L nthreadSL 0L random_stateSL 0L seedSL 0L seed_per_iterationSL 0L validate_parametersSL 1}L gradient_booster{L gbtree_model_param{L num_parallel_treeSL 1L num_treesSL 17}L gbtree_train_param{L process_typeSL defaultL tree_methodSL histL updaterSL grow_quantile_histmakerL updater_seqSL grow_quantile_histmaker}L nameSL gbtreeL specified_updaterFL tree_train_param{L alphaSL 1L cache_optSL 1L colsample_bylevelSL 1L colsample_bynodeSL 1L colsample_bytreeSL 0.600000024L etaSL 0.0500000007L gammaSL 1L grow_policySL depthwiseL interaction_constraintsSL L lambdaSL 5L
|
|||
|
|
learning_rateSL 0.0500000007L max_binSL 256L max_cat_thresholdSL 64L max_cat_to_onehotSL 4L max_delta_stepSL 1L max_depthSL 3L
|
|||
|
|
max_leavesSL 0L min_child_weightSL 10L min_split_lossSL 1L monotone_constraintsSL ()L refresh_leafSL 1L reg_alphaSL 1L
|
|||
|
|
reg_lambdaSL 5L sampling_methodSL uniformL sketch_ratioSL 2L sparse_thresholdSL 0.20000000000000001L subsampleSL 0.699999988}L updater[#L {L hist_train_param{L debug_synchronizeSL 0L extmem_single_pageSL 0L max_cached_hist_nodeSL 18446744073709551615}L nameSL grow_quantile_histmaker}}L learner_model_param{L
|
|||
|
|
base_scoreSL
|
|||
|
|
[5.215755E-1]L boost_from_averageSL 1L num_classSL 0L num_featureSL 53L
|
|||
|
|
num_targetSL 1}L learner_train_param{L boosterSL gbtreeL disable_default_eval_metricSL 0L multi_strategySL one_output_per_treeL objectiveSL binary:logistic}L metrics[#L {L nameSL auc}L objective{L nameSL binary:logisticL reg_loss_param{L scale_pos_weightSL 1}}}L version[#L iii}L Model{L learner{L
|
|||
|
|
attributes{L best_iterationSL 6L
|
|||
|
|
best_scoreSL 0.6263388538546487}L
|
|||
|
|
feature_names[#L 5SL rsiSL atrSL atr_percentSL macdSL macd_signalSL macd_histogramSL bb_middleSL bb_upperSL bb_lowerSL bb_widthSL bb_percent_bSL ema_9SL ema_21SL ema_cross_bullSL ema_cross_bearSL
|
|||
|
|
volume_smaSL volume_ratioSL volume_increasingSL high_volumeSL returns_1SL returns_5SL
|
|||
|
|
returns_20SL log_returnsSL price_positionSL dist_from_sma_20SL
|
|||
|
|
volatility_20SL normalized_rangeSL avg_normalized_rangeSL close_lag_1SL close_lag_2SL close_lag_3SL close_lag_5SL higher_highSL lower_lowSL
|
|||
|
|
hh_count_5SL
|
|||
|
|
ll_count_5SL hourSL weekdaySL london_sessionSL
|
|||
|
|
ny_sessionSL
|
|||
|
|
swing_highSL swing_lowSL is_fvg_bullSL is_fvg_bearSL
|
|||
|
|
fvg_signalSL obSL ob_mitigatedSL bosSL chochSL market_structureSL regimeSL regime_confidenceSL h1_ema20L
|
|||
|
|
feature_types[#L L gradient_booster{L model{L cats{L enc[#L L feature_segments[$l#L L
|
|||
|
|
sorted_idx[$l#L }L gbtree_model_param{L num_parallel_treeSL 1L num_treesSL 17}L iteration_indptr[#L i iiiiiiiii i
|
|||
|
|
i i i
|
|||
|
|
iiiiL tree_info[#L i i i i i i i i i i i i i i i i i L trees[#L {L base_weights[$d#L ;œ‚ó½LÌÍ=Øw˜<Is‘=LÌÍ»ùøR<
|
|||
|
|
ÓL
|
|||
|
|
categories[$l#L L categories_nodes[$l#L L categories_segments[$L#L L categories_sizes[$L#L L default_left[$U#L L idi L
|
|||
|
|
left_children[$l#L ÿÿÿÿ ÿÿÿÿÿÿÿÿÿÿÿÿL loss_changes[$d#L DuA÷ D>ߥC÷ L parents[$l#L ÿÿÿ L right_children[$l#L ÿÿÿÿ ÿÿÿÿÿÿÿÿÿÿÿÿL split_conditions[$d#L ½LÌÍ?€ ¶€•~=LÌÍ»ùøR<
|
|||
|
|
ÓL
|
|||
|
|
split_indices[$l#L - - L
|
|||
|
|
split_type[$U#L L sum_hessian[$d#L EÆ¥#C–÷çE½5¤E³¶-C—÷mE.¨—E8ÃÄL
|
|||
|
|
tree_param{L num_deletedSL 0L num_featureSL 53L num_nodesSL 7L size_leaf_vectorSL 1}}{L base_weights[$d#L »Ö– ½LÌÍ=· ¨»>�=LÌÍ»éð÷;Ô¨L
|
|||
|
|
categories[$l#L L categories_nodes[$l#L L categories_segments[$L#L L categories_sizes[$L#L L default_left[$U#L L idiL
|
|||
|
|
left_children[$l#L ÿÿÿÿ ÿÿÿÿÿÿÿÿÿÿÿÿL loss_changes[$d#L DdK~ D<¡�BÖÊ L parents[$l#L ÿÿÿ L right_children[$l#L ÿÿÿÿ ÿÿÿÿÿÿÿÿÿÿÿÿL split_conditions[$d#L ½LÌÍ?€ ¶€•n=LÌÍ»éð÷;Ô¨L
|
|||
|
|
split_indices[$l#L - - L
|
|||
|
|
split_type[$U#L L sum_hessian[$d#L EÆzC•óPE½ãE³œ4C—êòE.*áE9
|
|||
|
|
‡L
|
|||
|
|
tree_param{L num_deletedSL 0L num_featureSL 53L num_nodesSL 7L size_leaf_vectorSL 1}}{L base_weights[$d#L »ô –½LÌÍ=¶.ð:›Ð =LÌÍ»Îð_;Å,ßL
|
|||
|
|
categories[$l#L L categories_nodes[$l#L L categories_segments[$L#L L categories_sizes[$L#L L default_left[$U#L L idiL
|
|||
|
|
left_children[$l#L ÿÿÿÿ ÿÿÿÿÿÿÿÿÿÿÿÿL loss_changes[$d#L DcÓç D263B¯·Î L parents[$l#L ÿÿÿ L right_children[$l#L ÿÿÿÿ ÿÿÿÿÿÿÿÿÿÿÿÿL split_conditions[$d#L ½LÌÍ?€ ·0-=LÌÍ»Îð_;Å,ßL
|
|||
|
|
split_indices[$l#L - - L
|
|||
|
|
split_type[$U#L L sum_hessian[$d#L EÆ.(C˜~/E¼¦EE³jÙC“¶¼E-4E9¾~L
|
|||
|
|
tree_param{L num_deletedSL 0L num_featureSL 53L num_nodesSL 7L size_leaf_vectorSL 1}}{L base_weights[$d#L ¼zÕ¾½LÌÍ=Ÿ„¼‚é=LÌÍ»ïðÈ;½ÆL
|
|||
|
|
categories[$l#L L categories_nodes[$l#L L categories_segments[$L#L L categories_sizes[$L#L L default_left[$U#L L idiL
|
|||
|
|
left_children[$l#L ÿÿÿÿ ÿÿÿÿÿÿÿÿÿÿÿÿL loss_changes[$d#L DWi{ D-Ì^BÆ Y L parents[$l#L ÿÿÿ L right_children[$l#L ÿÿÿÿ ÿÿÿÿÿÿÿÿÿÿÿÿL split_conditions[$d#L ½LÌÍ?€ ·Ü“¼=LÌÍ»ïðÈ;½ÆL
|
|||
|
|
split_indices[$l#L - - L
|
|||
|
|
split_type[$U#L L sum_hessian[$d#L EÅð´C—ØŸE¼s*E³6YC“ÍE)MÒE= àL
|
|||
|
|
tree_param{L num_deletedSL 0L num_featureSL 53L num_nodesSL 7L size_leaf_vectorSL 1}}{L base_weights[$d#L ¹zPo½LÌÍ=¶.K;Œº=LÌÍ»Âb;ÂæýL
|
|||
|
|
categories[$l#L L categories_nodes[$l#L L categories_segments[$L#L L categories_sizes[$L#L L default_left[$U#L L idiL
|
|||
|
|
left_children[$l#L ÿÿÿÿ ÿÿÿÿÿÿÿÿÿÿÿÿL loss_changes[$d#L DOZç D( $B¢ à L parents[$l#L ÿÿÿ L right_children[$l#L ÿÿÿÿ ÿÿÿÿÿÿÿÿÿÿÿÿL split_conditions[$d#L ½LÌÍ?€ ·0[=LÌÍ»Âb;ÂæýL
|
|||
|
|
split_indices[$l#L - - L
|
|||
|
|
split_type[$U#L L sum_hessian[$d#L EÅØ>C“¥ÔE¼�áE³;wC–&�E,êhE9Œ‡L
|
|||
|
|
tree_param{L num_deletedSL 0L num_featureSL 53L num_nodesSL 7L size_leaf_vectorSL 1}}{L base_weights[$d#L º8¨½LÌÍ=¶n·;ãóˆ=LÌÍ»¾Ä;ÅÑ6L
|
|||
|
|
categories[$l#L L categories_nodes[$l#L L categories_segments[$L#L L categories_sizes[$L#L L default_left[$U#L L idiL
|
|||
|
|
left_children[$l#L ÿÿÿÿ ÿÿÿÿÿÿÿÿÿÿÿÿL loss_changes[$d#L DMÈ D ÃB¡â7 L parents[$l#L ÿÿÿ L right_children[$l#L ÿÿÿÿ ÿÿÿÿÿÿÿÿÿÿÿÿL split_conditions[$d#L ½LÌÍ?€ ·vQ¼=LÌÍ»¾Ä;ÅÑ6L
|
|||
|
|
split_indices[$l#L - - L
|
|||
|
|
split_type[$U#L L sum_hessian[$d#L EŲ¢C™E¼!E²Ñ#C”þ÷E+NE:T6L
|
|||
|
|
tree_param{L num_deletedSL 0L num_featureSL 53L num_nodesSL 7L size_leaf_vectorSL 1}}{L base_weights[$d#L
|
|||
|
|
»ìÞ{=`³°½²D½€çÌ?€ =–þŒ½LÌÍ»·é^<I &=LÌͽLÌÍ<`¤‹:ê ƒL
|
|||
|
|
categories[$l#L L categories_nodes[$l#L L categories_segments[$L#L L categories_sizes[$L#L L default_left[$U#L
|
|||
|
|
L idiL
|
|||
|
|
left_children[$l#L
|
|||
|
|
ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿL loss_changes[$d#L
|
|||
|
|
AþoCÞÊÝD BEÖÎC›éåA›ž0 L parents[$l#L
|
|||
|
|
ÿÿÿ L right_children[$l#L
|
|||
|
|
|
|||
|
|
ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿL split_conditions[$d#L
|
|||
|
|
8íU?€ ?€ ·0-6}ä¹?
|
|||
|
|
½x½LÌÍ»·é^<I &=LÌͽLÌÍ<`¤‹:ê ƒL
|
|||
|
|
split_indices[$l#L
|
|||
|
|
. . L
|
|||
|
|
split_type[$U#L
|
|||
|
|
L sum_hessian[$d#L
|
|||
|
|
EÆ�E^k&E-³óEH}C¯psE =eCwhäE-3ÞCÚIÐC•#BBRi‰CÅ:QE–L
|
|||
|
|
tree_param{L num_deletedSL 0L num_featureSL 53L num_nodesSL 13L size_leaf_vectorSL 1}}{L base_weights[$d#L <2Ñ=°Û½�iÞ=ü…ê¾Qí>_j½¨+<Í®;¤È:_µ¼d™²<¹09¼=ÊüŒ¢<»dÉ-L
|
|||
|
|
categories[$l#L L categories_nodes[$l#L L categories_segments[$L#L L categories_sizes[$L#L L default_left[$U#L L idiL
|
|||
|
|
left_children[$l#L
|
|||
|
|
ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿL loss_changes[$d#L B)¨AèS.A>”UAÇtÌA ejAwò9A ì L parents[$l#L ÿÿÿ L right_children[$l#L
|
|||
|
|
ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿL split_conditions[$d#L 8%
|
|||
|
|
EP’=DýZá>¯íкF«“?SÉUDÿH¤<Í®;¤È:_µ¼d™²<¹09¼=ÊüŒ¢<»dÉ-L
|
|||
|
|
split_indices[$l#L
|
|||
|
|
L
|
|||
|
|
split_type[$U#L L sum_hessian[$d#L Ež«EKÅzE?·ÜE0§CØó;Bü¨ÍE7Ò–CKE'bC:šHCwL.B© uB'²Bô%¬E01hL
|
|||
|
|
tree_param{L num_deletedSL 0L num_featureSL 53L num_nodesSL 15L size_leaf_vectorSL 1}}{L base_weights[$d#L º–VÔ=y²¡½£Ž±»µî?+uÝ<·Z¿€ »ž�{;°À=LÌͼöØ};“.—»_+�=
|
|||
|
|
gw½LÌÍL
|
|||
|
|
categories[$l#L L categories_nodes[$l#L L categories_segments[$L#L L categories_sizes[$L#L L default_left[$U#L L idiL
|
|||
|
|
left_children[$l#L
|
|||
|
|
ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿL loss_changes[$d#L Aú.oC"C–+ÎBÊCZ}åA|ÒàBÈ´Œ L parents[$l#L ÿÿÿ L right_children[$l#L
|
|||
|
|
ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿL split_conditions[$d#L ?Yf?€ ?€ ¸-¸i9µù@@ >›è»ž�{;°À=LÌͼöØ};“.—»_+�=
|
|||
|
|
gw½LÌÍL
|
|||
|
|
split_indices[$l#L . . #
|
|||
|
|
L
|
|||
|
|
split_type[$U#L L sum_hessian[$d#L EÅßE\–E.Å°EG üC¬P‹E ´CzÏÀDÝMªD°ÊNCyFÖB¾´D¹å“D„KÕAõyC\ žL
|
|||
|
|
tree_param{L num_deletedSL 0L num_featureSL 53L num_nodesSL 15L size_leaf_vectorSL 1}}{L base_weights[$d#L
|
|||
|
|
¼-óË=?™(½«ò½n…2?€ =�h¨½LÌÍ»§G<PãZ=LÌͽLÌÍ;ë�eº‚|L
|
|||
|
|
categories[$l#L L categories_nodes[$l#L L categories_segments[$L#L L categories_sizes[$L#L L default_left[$U#L
|
|||
|
|
L idi L
|
|||
|
|
left_children[$l#L
|
|||
|
|
ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿL loss_changes[$d#L
|
|||
|
|
AÖÔ*C·Û‡D8eB2’qC¦¤uAv¿K L parents[$l#L
|
|||
|
|
ÿÿÿ L right_children[$l#L
|
|||
|
|
|
|||
|
|
ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿL split_conditions[$d#L
|