aa81d4f3d0
- 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
97 lines
2.1 KiB
YAML
97 lines
2.1 KiB
YAML
data:
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annotations_path: data/annotations/export.json
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enriched_path: data/enriched/features.csv
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labeled_path: data/labeled/dataset.csv
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raw_path: data/raw/OHLCV.csv
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stages:
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annotation_ingestion:
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context_padding: 20
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enabled: true
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label_encoding: window
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merge_strategy: human_priority
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min_confidence: 1
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programmatic_labels:
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enabled: true
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talib_patterns:
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- CDLENGULFING
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- CDLHAMMER
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- CDLINVERTEDHAMMER
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- CDLSHOOTINGSTAR
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- CDLDOJI
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- CDLDOJISTAR
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- CDLMORNINGSTAR
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- CDLEVENINGSTAR
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- CDLHARAMI
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- CDLPIERCING
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- CDLDARKCLOUDCOVER
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- CDL3WHITESOLDIERS
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- CDL3BLACKCROWS
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window_size: 30
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feature_engineering:
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candle_features: true
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custom_features: []
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enabled: true
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talib_indicators:
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- name: RSI
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params:
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timeperiod: 14
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- name: EMA
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params:
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timeperiod: 20
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- name: EMA
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params:
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timeperiod: 50
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- name: MACD
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params:
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fastperiod: 12
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signalperiod: 9
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slowperiod: 26
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- name: BBANDS
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params:
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nbdevdn: 2
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nbdevup: 2
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timeperiod: 20
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- name: ATR
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params:
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timeperiod: 14
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- name: ADX
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params:
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timeperiod: 14
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- name: CCI
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params:
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timeperiod: 14
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- name: MFI
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params:
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timeperiod: 14
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- name: STOCH
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params:
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fastk_period: 14
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slowd_period: 3
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slowk_period: 3
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inference:
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batch_size: 1000
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enabled: true
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local_model_path: models/best_model.pkl
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mlflow_model_name: candlestick_pattern_v1
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mlflow_model_stage: Production
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model_source: local
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use_training_config: true
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training:
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class_weights: balanced
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enabled: true
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hyperparameters:
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max_depth: 15
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min_samples_leaf: 2
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min_samples_split: 5
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n_estimators: 200
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n_jobs: -1
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random_state: 42
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mlflow:
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experiment_name: candlestick_patterns
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log_artifacts: true
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register_model: false
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tracking_uri: http://localhost:5000
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model_type: random_forest
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split_method: temporal
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test_split: 0.2
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validation_split: 0.1
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