Commit Graph

5 Commits

Author SHA1 Message Date
582a43cd4a Remove deprecated training scripts and Systemd service files
- Deleted `install_cron.sh`, `setup_schedule.sh`, and `train_daily.sh` as part of the transition to a new scheduling mechanism.
- Removed associated Systemd service and timer files for daily model training.
- Updated `live_regime_strategy.py` and `main.py` to reflect changes in model training and scheduling logic.
- Adjusted `regime_strategy.py` to align with new target calculation methods and updated optimal parameters.
- Enhanced `regime_detection.py` to incorporate path-dependent labeling for target calculations.
2026-01-18 14:35:46 +08:00
b5550f4ff4 Add daily model training scripts and terminal UI for live trading
- Introduced `train_daily.sh` for automating daily model retraining, including data download and model training steps.
- Added `install_cron.sh` for setting up a cron job to run the daily training script.
- Created `setup_schedule.sh` for configuring Systemd timers for daily training tasks.
- Implemented a terminal UI using Rich for real-time monitoring of trading performance, including metrics display and log handling.
- Updated `pyproject.toml` to include the `rich` dependency for UI functionality.
- Enhanced `.gitignore` to exclude model and log files.
- Added database support for trade persistence and metrics calculation.
- Updated README with installation and usage instructions for the new features.
2026-01-18 11:08:57 +08:00
1e4cb87da3 Add check_symbols.py for ETH perpetuals filtering and enhance backtester with size handling
- Introduced `check_symbols.py` to load and filter ETH perpetual markets from the OKX exchange using CCXT.
- Updated the backtester to normalize signals to a 5-tuple format, incorporating size management for trades.
- Enhanced portfolio functions to support variable size and leverage adjustments based on initial capital.
- Added a new method in `CryptoQuantClient` for chunked historical data fetching to avoid API limits.
- Improved market symbol normalization in `market.py` to handle different formats.
- Updated regime strategy parameters based on recent research findings for optimal performance.
2026-01-14 09:46:51 +08:00
10bb371054 Implement Regime Reversion Strategy and remove regime_detection.py
- Introduced `RegimeReversionStrategy` for ML-based regime detection and mean reversion trading.
- Added feature engineering and model training logic within the new strategy.
- Removed the deprecated `regime_detection.py` file to streamline the codebase.
- Updated the strategy factory to include the new regime strategy configuration.
2026-01-13 21:55:34 +08:00
e6d69ed04d Add CryptoQuant client and regime detection analysis
- Introduced `CryptoQuantClient` for fetching data from the CryptoQuant API.
- Added `regime_detection.py` for advanced regime detection analysis using machine learning.
- Updated dependencies in `pyproject.toml` and `uv.lock` to include `scikit-learn`, `matplotlib`, `plotly`, `requests`, and `python-dotenv`.
- Enhanced `.gitignore` to exclude `regime_results.html` and CSV files.
- Created an interactive HTML plot for regime detection results and saved it as `regime_results.html`.
2026-01-13 16:13:57 +08:00