fix(ml): complete ML pipeline fixes and setup

- Fix CCI indicator to use HLC prices instead of close only
- Parse datetime column when loading enriched CSV
- Strip timezone from annotation timestamps
- Fix TA-Lib pattern names (CDL3WHITESOLDIERS, CDL3BLACKCROWS)
- Exclude programmatic label columns from training features
- Fix classification report to handle missing classes
- Update MLflow tracking to use localhost:5000
- Grant PostgreSQL permissions to ml_user

Pipeline now runs successfully end-to-end:
- Feature engineering: 2543 rows, 31 columns
- Annotation ingestion: 286 samples
- Training: 89.47% test accuracy with Random Forest
This commit is contained in:
Marko Djordjevic 2026-02-15 21:29:54 +01:00
parent ceb4103ec4
commit aa81d4f3d0
348 changed files with 1327 additions and 11 deletions

View file

@ -15,6 +15,11 @@ from sqlalchemy.orm import sessionmaker, Session
from sqlalchemy.sql import func
# CREATE DATABASE ml_service;
# CREATE USER ml_user WITH ENCRYPTED PASSWORD 'ml_password';
# GRANT ALL PRIVILEGES ON DATABASE ml_service TO ml_user;
# Database connection configuration from environment
DATABASE_URL = os.getenv(
"DATABASE_URL",
@ -43,9 +48,9 @@ Base = declarative_base()
# Training runs model
class TrainingRun(Base):
"""Model for tracking ML training runs."""
__tablename__ = "training_runs"
id = Column(Integer, primary_key=True, index=True)
run_id = Column(String(255), unique=True, nullable=False, index=True)
model_type = Column(String(100), nullable=False)
@ -56,7 +61,7 @@ class TrainingRun(Base):
status = Column(String(50), nullable=False, default="running", index=True)
created_at = Column(DateTime(timezone=True), server_default=func.now(), index=True)
completed_at = Column(DateTime(timezone=True))
def __repr__(self):
return f"<TrainingRun(run_id='{self.run_id}', status='{self.status}')>"
@ -73,14 +78,14 @@ def init_db():
def get_db() -> Generator[Session, None, None]:
"""
Context manager for database sessions.
Usage:
with get_db() as db:
# Use db session here
training_run = TrainingRun(run_id="123", ...)
db.add(training_run)
db.commit()
Yields:
Database session
"""
@ -94,12 +99,12 @@ def get_db() -> Generator[Session, None, None]:
def get_db_session() -> Session:
"""
Get a database session (for dependency injection).
Usage with FastAPI:
@app.get("/")
def endpoint(db: Session = Depends(get_db_session)):
# Use db here
Returns:
Database session (caller must close it)
"""