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GifariKemal a240d974f6 docs: add architecture documentation for remaining 8 components (16-23)

New documentation files:
- 16-MT5-Connector: Broker bridge with auto-reconnect & Polars native
- 17-Configuration: 6 sub-configs with capital mode auto-adjustment
- 18-Trade-Logger: Dual storage (PostgreSQL + CSV), thread-safe
- 19-Position-Manager: 7 action conditions, trailing SL, market close handler
- 20-Risk-Engine: Kelly Criterion sizing, circuit breaker, order validation
- 21-Database: PostgreSQL integration with 6 repositories
- 22-Train-Models: Initial training script (HMM + XGBoost)
- 23-Main-Live-Orchestrator: Main loop coordinating 15+ components

Updated README.md with complete index of all 23 components.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-02-06 09:17:20 +07:00

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Train Models — Script Training Awal

File: train_models.py Tipe: Script CLI (bukan modul) Output: models/xgboost_model.pkl, models/hmm_regime.pkl

Apa Itu Train Models?

Train Models adalah script pelatihan awal yang dijalankan sekali sebelum bot mulai trading. Mengambil data historis dari MT5, melatih HMM dan XGBoost, lalu menyimpan model ke file .pkl.

Analogi: Train Models seperti sekolah penerbangan — melatih pilot (model AI) sebelum terbang pertama kali. Setelah itu, pelatihan rutin dilakukan oleh Auto Trainer (13).

Cara Penggunaan

python train_models.py

Pipeline Training

1. LOAD CONFIG
   ├── get_config() dari .env
   └── Symbol, capital, mode

2. CONNECT MT5
   ├── Login, password, server
   └── Verifikasi: balance, equity

3. FETCH DATA
   ├── 10.000 bar XAUUSD M15
   └── ~104 hari data historis

4. FEATURE ENGINEERING
   ├── FeatureEngineer.calculate_all()  → 40+ fitur teknikal
   ├── SMCAnalyzer.calculate_all()      → Struktur pasar
   └── create_target(lookahead=1)       → Label UP/DOWN

5. SAVE DATA
   └── data/training_data.parquet

6. TRAIN HMM
   ├── MarketRegimeDetector(n_regimes=3, lookback=500)
   ├── fit(df)
   ├── Log: distribusi regime, transition matrix
   └── Save → models/hmm_regime.pkl

7. TRAIN XGBOOST
   ├── TradingModel(confidence_threshold=0.60)
   ├── fit(train_ratio=0.7, boost_rounds=50, early_stop=5)
   ├── Log: top 10 feature importance
   ├── Walk-forward validation (train=500, test=50, step=50)
   ├── Log: avg train/test AUC, overfitting ratio
   └── Save → models/xgboost_model.pkl

8. DISCONNECT

Parameter Training

Parameter	Nilai	Keterangan
Data	10.000 bar M15	~104 hari
Train/Test Split	70% / 30%	Lebih banyak test data
XGBoost Rounds	50	Anti-overfitting
Early Stopping	5 rounds	Stop lebih awal
HMM Regimes	3	Low/Medium/High volatility
HMM Lookback	500 bar	Window training
Walk-forward Window	500 train / 50 test	Validasi robustness

Output

models/
├── xgboost_model.pkl    # Model XGBoost (binary classifier)
└── hmm_regime.pkl       # Model HMM (regime detector)

data/
└── training_data.parquet  # Data training (untuk referensi)

logs/
└── training_YYYY-MM-DD.log  # Log training detail

Contoh Output Log

[08:00] ============================================================
[08:00] SMART TRADING BOT - MODEL TRAINING
[08:00] ============================================================
[08:00] Symbol: XAUUSD
[08:00] Capital: $5,000.00
[08:00] Mode: small
[08:00] Connecting to MT5...
[08:00] MT5 connected successfully!
[08:00] Account Balance: $5,094.68
[08:00] Fetching 10000 bars of XAUUSD M15 data...
[08:01] Received 10000 bars
[08:01] Date range: 2024-10-25 to 2025-02-06
[08:01] Applying feature engineering...
[08:01] Total features created: 52
[08:01] ============================================================
[08:01] Training HMM Regime Model
[08:01] ============================================================
[08:01] Regime Distribution:
[08:01]   low_volatility: 3200 bars
[08:01]   medium_volatility: 4500 bars
[08:01]   high_volatility: 2300 bars
[08:02] ============================================================
[08:02] Training XGBoost Model (Anti-Overfit Config)
[08:02] ============================================================
[08:02] Available features: 37/40
[08:02] Top 10 Feature Importance:
[08:02]   rsi: 0.0842
[08:02]   macd_histogram: 0.0756
[08:02]   atr: 0.0689
[08:02]   ...
[08:03] Walk-forward Results:
[08:03]   Avg Train AUC: 0.7234
[08:03]   Avg Test AUC: 0.6891
[08:03]   Overfitting ratio: 1.05
[08:03] ============================================================
[08:03] TRAINING COMPLETE
[08:03] ============================================================
[08:03] HMM Model: SAVED
[08:03] XGBoost Model: SAVED

Kapan Dijalankan?

Situasi	Script
Pertama kali setup	`train_models.py` (wajib)
Setelah update kode	`train_models.py` (opsional)
Rutin harian	Auto Trainer (otomatis)
Model buruk	`train_models.py` (manual retrain)

Perbedaan dengan Auto Trainer

Aspek	train_models.py	Auto Trainer
Kapan	Manual, 1x	Otomatis, harian
Data	10K bar	8K (daily) / 15K (weekend)
Backup	Tidak	Ya (5 terakhir)
Rollback	Tidak	Ya (AUC < 0.52)
Database	Tidak	Ya (PostgreSQL)
Walk-forward	Ya	Tidak
Tujuan	Setup awal	Maintenance rutin

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