cbazzaandClaude Opus 4.5
7f2de4d227
- 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>