Commit graph

55 commits

Author SHA1 Message Date
Marko Djordjevic
f4c0f9a836 feat(ml): implement training stage with MLflow tracking and model wrappers
- Create RandomForestModel and XGBoostModel wrappers with class weight support
- Implement temporal and random train/val/test splitting
- Add MLflow experiment tracking with full parameter and metric logging
- Create evaluation module for confusion matrix, feature importance, and classification reports
- Implement model training with sklearn/xgboost flavor logging and optional registry registration
- Store training run metadata in PostgreSQL
- Wire training stage into pipeline.py orchestrator
- Support both RandomForest and XGBoost models with configurable hyperparameters
2026-02-15 14:22:19 +01:00
Marko Djordjevic
16763b967e feat(ml): implement annotation ingestion with windowed/BIO encoding and TA-Lib patterns 2026-02-15 12:28:58 +01:00
Marko Djordjevic
fd29ab91e0 feat(ml): implement feature engineering pipeline
- Create pipeline.py with CLI argument parsing for running stages
- Implement TA-Lib indicator computation with multi-output support
- Add candle feature extraction (body_size, wicks, ratios, etc.)
- Create custom feature loader with dynamic module import
- Wire all feature engineering stages with NaN handling
- Tasks completed: 2.2, 2.3, 3.1, 3.2, 3.3, 3.4, 3.5
2026-02-15 12:22:59 +01:00
Marko Djordjevic
ea339a54a7 feat(ml): add database schema, config parser, and DVC setup
- Initialize DVC with local storage backend (task 1.6)
- Create PostgreSQL schema for training_runs table (task 1.7)
- Add SQLAlchemy database connection setup (task 1.8)
- Create Pydantic config models for pipeline.yaml (task 2.1)
- Add migration runner for database setup
- Fix pyproject.toml package discovery config
2026-02-15 12:08:53 +01:00
Marko Djordjevic
1a653c5866 feat: add ML service scaffolding with Python FastAPI, Docker, and MLflow setup 2026-02-15 11:58:31 +01:00