UpDATE

2026-05-02 15:55:04 +02:00
parent 0b4a70b843
commit b5acd37754
198 changed files with 18739 additions and 11364 deletions
@@ -0,0 +1,131 @@
+{
+  "symbol": "US500",
+  "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"
+  ],
+  "train_window": [
+    "2010-01-01",
+    "2020-01-01"
+  ],
+  "oos_window": [
+    "2020-01-01",
+    "2025-01-01"
+  ],
+  "scaler_fit_on": "train_only_rows_before_2020",
+  "clustering": "KMeans n=12 on forward returns (1,2,4,8,16) ATR-norm; sample reweight train",
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+  "scaler_scale": [
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+  "oos_val_accuracy": 0.293920636177063,
+  "oos_val_loss": 1.5438036918640137,
+  "notes": "ONNX for repo EAs; convert to ENKS externally if required."
+}