UpDATE

2026-05-02 15:55:04 +02:00
parent 0b4a70b843
commit b5acd37754
198 changed files with 18739 additions and 11364 deletions
@@ -0,0 +1,133 @@
+{
+  "symbol": "EURUSD",
+  "timeframe": "H1",
+  "lookback": 48,
+  "num_features": 24,
+  "feature_columns": [
+    "open",
+    "high",
+    "low",
+    "close",
+    "tick_volume",
+    "rsi",
+    "ema20_n",
+    "ema50_n",
+    "atr_n",
+    "price_change",
+    "high_low_ratio",
+    "volume_ma",
+    "volume_ratio",
+    "rsi7_n",
+    "rsi21_n",
+    "rsi_fast_slow_spread",
+    "rsi_velocity",
+    "rsi_accel",
+    "rsi_dist_mid_50",
+    "rsi_cross_overbought",
+    "rsi_cross_oversold",
+    "rsi_cross_50_up",
+    "rsi_cross_50_down",
+    "session_asian_utc"
+  ],
+  "num_classes": 5,
+  "class_names": [
+    "HOLD",
+    "BUY",
+    "SELL_SHORT",
+    "CLOSE_LONG",
+    "CLOSE_SHORT"
+  ],
+  "mt5_bar_range": [
+    "2010-03-17 23:00:00",
+    "2026-04-24 23:00:00"
+  ],
+  "scaler_fit_on": "all_valid_feature_rows_full_mt5_range",
+  "validation_split": {
+    "mode": "chronological_tail_fraction",
+    "val_fraction": 0.12,
+    "train_sequences": 87914,
+    "val_sequences": 11989
+  },
+  "clustering": "KMeans n=12 on forward returns (1,2,4,8,16); train-only fit",
+  "scaler_feature_min": [
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+    0.9559400081634521,
+    0.9536200165748596,
+    0.9538999795913696,
+    9.999999974752427e-07,
+    0.07019035518169403,
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+    -0.028110405430197716,
+    0.0002704667276702821,
+    -0.02017582766711712,
+    1.0,
+    0.0004555500054266304,
+    0.0002461568801663816,
+    0.022001149132847786,
+    0.11231997609138489,
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+    -1.623793125152588,
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+    6.83732741890708e-06,
+    0.0,
+    0.0,
+    0.0,
+    0.0,
+    0.0
+  ],
+  "scaler_feature_max": [
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+    1.4938499927520752,
+    1.4904999732971191,
+    1.493190050125122,
+    0.06699500232934952,
+    0.9350273013114929,
+    0.028008731082081795,
+    0.03147505968809128,
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+    1.0232577323913574,
+    0.02111775055527687,
+    7.801275253295898,
+    0.9864169955253601,
+    0.8837512731552124,
+    0.49708572030067444,
+    1.8055412769317627,
+    1.927569031715393,
+    0.8700546026229858,
+    1.0,
+    1.0,
+    1.0,
+    1.0,
+    1.0
+  ],
+  "scaler_scale": [
+    1.854564905166626,
+    1.8590470552444458,
+    1.8626137971878052,
+    1.8542896509170532,
+    14.926709175109863,
+    1.1562873125076294,
+    20.226085662841797,
+    16.782615661621094,
+    111.3717041015625,
+    26.5926570892334,
+    42.99645233154297,
+    48.39755630493164,
+    0.12818820774555206,
+    1.03689706325531,
+    1.296291708946228,
+    0.969919741153717,
+    0.2916017770767212,
+    0.2655946612358093,
+    1.1493622064590454,
+    1.0,
+    1.0,
+    1.0,
+    1.0,
+    1.0
+  ],
+  "tail_val_accuracy": 0.2594878673553467,
+  "tail_val_loss": 1.5548540353775024,
+  "ea_note": "Copy ai/yt/US500_H1_ArticleEA.mq5 pattern: #resource ONNX + paste scaler from meta."
+}