Commit Graph
2 Commits
Author SHA1 Message Date
cbazzaandClaude Sonnet 4.6 4e45db967b fix: core module review fixes (signal scoring, ML, session filter, telegram, MT filter)
enhanced_signal_scoring.py:
- mt -> mt5, add logging module, replace print() with logger
- Remove no-op df['tick_volume'] = df['tick_volume'] line
- Fix RSI division-by-zero: loss.replace(0, nan) + fillna(100)

ml_signal_predictor.py:
- Remove global warnings.filterwarnings('ignore') suppression
- Fix bare except -> except Exception with logger.warning
- Add note: default data files excluded from git, need manual export
- Add pickle security warning comment

session_confidence_filter.py:
- Move imports to file top, add logging + functools.wraps
- Remove repeated AdaptiveRhythmManager() per-call instantiation
- Add functools.wraps to preserve wrapped function metadata
- Document that extended_top_down_v2_adaptive is notebook-only
- Replace print() with logger, pass **kwargs through wrapper

telegram_notifier.py:
- Remove network call from __init__ -> explicit test_connection() method
- Add logging module, replace all print() with logger calls
- Narrow exception type: Exception -> requests.RequestException
- Remove unused imports (timedelta)
- notify_trade_entry/exit now return bool from send_message

multi_timeframe_regime_filter.py:
- Change debug default from True to False in wrapper to avoid verbose production output

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-05-12 10:12:25 +02:00
cbazzaandClaude Opus 4.5 7f2de4d227 feat: Add XGBoost ML Signal Quality Predictor
- New ml_signal_predictor.py with XGBoost model
- Feature extraction from historical trades (17 features)
- 5-fold cross-validation for robust training
- Integrated into enhanced_trading_check_wrapper as optional layer
- Disabled by default until model improves (AUC: 0.508)
- Key insight: Asian session is strongest predictor of success

Features used:
- Signal: confidence, threshold, regime_strength
- Session: asian/london/ny/overlap (one-hot)
- Time: hour (cyclical), day_of_week
- Quality: signal_quality score
- Direction: long/short

Usage:
- train_ml_model() to train
- enable_ml_predictor() to activate
- get_ml_status() for info

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-02-02 10:37:32 +01:00