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fd285a2
feat: v3.20.0 — 3 critical bugfixes + adaptive thresholds + retune
Iosif2321 Mar 13, 2026
a5af0d9
fix: устранён Multi-TF lookahead bias — shift(1) в merge_to_base()
Iosif2321 Mar 14, 2026
2d19c81
feat: v4.00.00.DEV — перезагрузка проекта, ModelInspector, version tr…
Iosif2321 Mar 14, 2026
86bdc54
fix: version_tracker.py Unicode для Windows cp1251
Iosif2321 Mar 14, 2026
92d6c7e
4.00.01.DEV
Iosif2321 Mar 15, 2026
c325416
fix: integrate ModelInspector into PredictorV3 and fix legacy imports
Iosif2321 Mar 15, 2026
a98f1e4
feat: phase 1 baseline evaluation and feature importance report
Iosif2321 Mar 15, 2026
32e5b5a
feat: phase 2 L2 orderbook collector implementation
Iosif2321 Mar 15, 2026
ca5b4f7
feat: phase 2 L2 feature engineering logic
Iosif2321 Mar 16, 2026
322d113
feat: phase 2 Bybit market data long/short ratio integration
Iosif2321 Mar 16, 2026
8a62657
feat: phase 2 integrate Long/Short ratio into feature pipeline
Iosif2321 Mar 16, 2026
a0506c2
feat: v4.01.00 - Order Flow Imbalance (OFI) extraction, multiclass ta…
Iosif2321 Mar 17, 2026
460b7d6
docs: Update docs and scripts after OFI features extraction and featu…
Iosif2321 Mar 17, 2026
bba2c22
chore: Update .gitignore rules to properly ignore data, logs, and tem…
Iosif2321 Mar 17, 2026
0f80e22
experiment: OHLCV baseline — hypothesis confirmed, accuracy=50.63%
Iosif2321 Mar 19, 2026
b382ba6
analysis: MI+TE+Hurst feature signal analysis v4.02
Iosif2321 Mar 19, 2026
7f5e659
feat: add unified analysis_suite.py
Iosif2321 Mar 19, 2026
c18d876
fix: train-serving skew fix for L2 orderbook features in predict_v3.py
Iosif2321 Mar 19, 2026
2decc5f
feat: add spread_ofi compound feature to training dataset
Iosif2321 Mar 19, 2026
ff64b96
V4.01.01.DEV Feature Analysis
Iosif2321 Mar 19, 2026
fc46f3b
V4.01.02.DEV
Iosif2321 Mar 21, 2026
f0e0140
Data
Iosif2321 Mar 21, 2026
df13243
refactor: нормализация feature pipeline и хранения данных
Iosif2321 Mar 22, 2026
3db3118
fix: UTF-8 кодировка feature_verdicts.json и FeatureStore
Iosif2321 Mar 22, 2026
adcd761
feat: add LS/OI and trades data collectors and features
Iosif2321 Mar 22, 2026
27954b4
feat: unified data pipeline v4.1 - Binance OHLCV + Bybit OI/Funding/L…
Iosif2321 Mar 23, 2026
ef10bb1
feat: add orderbook features extraction and training dataset v4.1
Iosif2321 Mar 23, 2026
3beb251
test: add dataset validation tests and baseline metrics
Iosif2321 Mar 23, 2026
72d5196
docs: update AGENTS.md with v4.03.01 metrics and commands
Iosif2321 Mar 23, 2026
4757cbd
Crypto Predictor v4: major refactoring
Iosif2321 Mar 28, 2026
7ca4bdc
Remove deprecated data files and legacy scripts
Iosif2321 Mar 28, 2026
d12d15f
lob_microstructure.py: remove 10x subsampling + add micro-price
Iosif2321 Mar 28, 2026
0b7db83
prepare.py: add cyclical time features + micro-price to LOB fill list
Iosif2321 Mar 28, 2026
fbb3731
walkforward.py: add accuracy trend analysis + per-regime trends
Iosif2321 Mar 28, 2026
aa517c8
lob_microstructure.py: microprice on every tick, deep_metrics every 2…
Iosif2321 Mar 28, 2026
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1 change: 1 addition & 0 deletions .claude/plugins/marketplaces/claude-plugins-official
Submodule claude-plugins-official added at 00f13a
81 changes: 42 additions & 39 deletions .claude/settings.local.json
Original file line number Diff line number Diff line change
Expand Up @@ -2,52 +2,55 @@
"permissions": {
"allow": [
"Bash(systeminfo)",
"Bash(findstr /C:\"Total Physical Memory\" /C:\"Processor\")",
"Bash(wmic cpu get Name,NumberOfCores,NumberOfLogicalProcessors /format:list)",
"Bash(wmic memorychip get Capacity /format:list)",
"Bash(nvidia-smi --query-gpu=name,memory.total --format=csv,noheader)",
"Bash(pip --version)",
"Bash(python -c \":*)",
"Bash(ls -la data/*.csv)",
"Bash(python train_v2.py --no-walk-forward)",
"Bash(python train_v2.py)",
"Bash(python fetch_data.py --days 730)",
"Bash(python deep_analysis.py)",
"Bash(python -c \"import catboost; print\\(''catboost OK''\\)\")",
"Bash(python -c \"import torch; print\\(f''torch OK, CUDA={torch.cuda.is_available\\(\\)}''\\)\")",
"Bash(python main.py train3 --no-walk-forward)",
"Bash(wc -l /c/Users/Ded/Documents/Projects/CP/crypto_predictor/src/*.py)",
"Bash(python -W ignore main.py train3 --no-walk-forward)",
"Bash(python -u -W ignore main.py train3 --no-walk-forward)",
"Bash(python -c \"import train_v3; print\\(''OK''\\)\")",
"Bash(tasklist)",
"Bash(python -c \"import ast; ast.parse\\(open\\(''src/two_stage_model.py''\\).read\\(\\)\\); print\\(''OK''\\)\")",
"Bash(python -c \"import ast; ast.parse\\(open\\(''src/two_stage_model.py'', encoding=''utf-8''\\).read\\(\\)\\); print\\(''OK''\\)\")",
"Bash(python -c \"import ast; ast.parse\\(open\\(''train_v3.py'', encoding=''utf-8''\\).read\\(\\)\\); print\\(''OK''\\)\")",
"Bash(python -c \"import ast; ast.parse\\(open\\(''config_v3.py'', encoding=''utf-8''\\).read\\(\\)\\); print\\(''OK''\\)\")",
"Bash(python -c \"import py_compile; py_compile.compile\\(''train_v3.py'', doraise=True\\); print\\(''OK''\\)\")",
"Bash(git add crypto_predictor/config_v3.py crypto_predictor/train_v3.py crypto_predictor/src/two_stage_model.py crypto_predictor/src/features_advanced.py crypto_predictor/src/cross_horizon_meta.py crypto_predictor/predict_v3.py)",
"Bash(git commit:*)",
"Bash(python -c \"import torch; print\\(f''PyTorch {torch.__version__}''\\); print\\(f''CUDA available: {torch.cuda.is_available\\(\\)}''\\); print\\(f''Device: {torch.cuda.get_device_name\\(0\\)}'' if torch.cuda.is_available\\(\\) else ''No CUDA''\\)\")",
"Bash(python -c \"from src.tcn_model import TCNTrainer, TCNEmbedder; t = TCNTrainer\\(\\); print\\(f''OK: device={t.device}, emb_dim={t.embedding_dim}''\\)\")",
"Bash(python -c \"import train_v3; print\\(''train_v3.py: OK''\\)\")",
"Bash(python -c \"import predict_v3; print\\(''predict_v3.py: OK''\\)\")",
"Bash(git add crypto_predictor/.gitignore crypto_predictor/config_v3.py crypto_predictor/src/tcn_model.py crypto_predictor/src/cross_horizon_meta.py crypto_predictor/train_v3.py crypto_predictor/predict_v3.py)",
"Bash(cd \"C:\\\\Users\\\\Ded\\\\Documents\\\\Projects\\\\CP\" && python -c \"import crypto_predictor.config_v3; import crypto_predictor.src.cross_horizon_meta; import crypto_predictor.src.two_stage_model; import crypto_predictor.src.horizon_model; print\\('All imports OK'\\)\" 2>&1)",
"Bash(cd \"C:\\\\Users\\\\Ded\\\\Documents\\\\Projects\\\\CP\\\\crypto_predictor\" && python -c \"import config_v3; from src.cross_horizon_meta import CrossHorizonMeta; from src.two_stage_model import TwoStageHorizonModel; from src.horizon_model import HorizonModelTrainer; print\\('All imports OK'\\)\" 2>&1)",
"Bash(cd \"C:\\\\Users\\\\Ded\\\\Documents\\\\Projects\\\\CP\\\\crypto_predictor\" && python -c \"import config_v3; from src.cross_horizon_meta import CrossHorizonMeta; from src.two_stage_model import TwoStageHorizonModel; print\\('OK'\\)\" 2>&1)",
"Bash(cd \"C:\\\\Users\\\\Ded\\\\Documents\\\\Projects\\\\CP\\\\crypto_predictor\" && python -c \"import py_compile; py_compile.compile\\('train_v3.py', doraise=True\\); py_compile.compile\\('predict_v3.py', doraise=True\\); print\\('Syntax OK'\\)\" 2>&1)",
"Bash(python -c \"import ast; ast.parse\\(open\\(''train_v3.py''\\).read\\(\\)\\); print\\(''OK''\\)\")",
"Bash(python -c \"import ast; ast.parse\\(open\\(''src/cross_horizon_meta.py'', encoding=''utf-8''\\).read\\(\\)\\); print\\(''OK''\\)\")",
"Bash(cd:*)",
"Bash(pip install:*)",
"Bash(tail:*)",
"Bash(git add:*)",
"Bash(git commit:*)",
"Bash(git checkout:*)",
"Bash(python:*)",
"Bash(powershell:*)",
"Bash(ls:*)",
"Bash(grep:*)",
"Bash(rm:*)"
"Bash(rm:*)",
"Read(//dev/**)",
"Bash(dir)",
"Bash(iconv -f utf-8 -t ascii//TRANSLIT)",
"Bash(__NEW_LINE_595b5b8b13779296__ git:*)",
"Bash(tee analysis_full_output.txt)",
"Bash(tee audit_move_output.txt)",
"Bash(tee audit_move_new.txt)",
"Bash(dir:*)",
"Bash(copy datatraining_dataset.csv datatraining_dataset.csv.backup)",
"Bash(find crypto_predictor/data -type f ! -path */__pycache__/*)",
"Bash(wc -l crypto_predictor/*.py)",
"Bash(find crypto_predictor -maxdepth 3 -type d ! -path */venv/* ! -path */.claude/* ! -path */__pycache__/*)",
"Bash(xargs -I{} basename {})",
"Bash(wc -l C:UsersDedDocumentsProjectsCPcrypto_predictor*.py)",
"Bash(for f:*)",
"Bash(do echo:*)",
"Read(//c/Users/Ded/Documents/Projects/CP/**)",
"Bash(done)",
"Bash(cp train_v4_2stage.py scripts/train/v4_2stage.py)",
"Bash(cp train_v4_baseline.py scripts/train/v4_baseline.py)",
"Bash(cp train_v3.py scripts/train/v3_legacy.py)",
"Bash(cp walkforward_eval.py scripts/eval/walkforward.py)",
"Bash(cp validate_micro_wf.py scripts/eval/micro_wf.py)",
"Bash(cp baseline_eval.py scripts/eval/baseline.py)",
"Bash(cp prepare_training_data.py scripts/data/prepare.py)",
"Bash(cp fetch_historical_data.py scripts/data/fetch_historical.py)",
"Bash(cp download_binance_data.py scripts/data/download_binance.py)",
"Bash(cp download_ls_ratio.py scripts/data/download_ls_ratio.py)",
"Bash(cp extract_orderbook_features.py scripts/data/extract_orderbook.py)",
"Bash(cp analysis_suite.py scripts/analysis/suite.py)",
"Bash(cp feature_audit_runner.py scripts/analysis/feature_audit.py)",
"Bash(cp quick_inspect.py scripts/analysis/inspect.py)",
"Bash(cp benchmark_candle.py scripts/analysis/benchmark.py)",
"Bash(cp analyze_features.py scripts/analysis/archive/analyze_features.py)",
"Bash(cp analyze_orderbook.py scripts/analysis/archive/analyze_orderbook.py)",
"Bash(cp check_orderbook_quality.py scripts/analysis/archive/check_orderbook.py)",
"Bash(cp deep_analysis_v4.py scripts/analysis/archive/deep_analysis_v4.py)",
"Bash(cp deep_feature_analysis.py scripts/analysis/archive/deep_feature.py)"
]
}
}
}
84 changes: 78 additions & 6 deletions .gitignore
Original file line number Diff line number Diff line change
@@ -1,9 +1,81 @@
Мусорка/
.obsidian/
# Python
__pycache__/
*.pyc
*.pyo
.env
*.py[cod]
*$py.class
*.so
.Python
env/
venv/
ENV/
build/
develop-eggs/
dist/
downloads/
eggs/
.eggs/
lib/
lib64/
parts/
sdist/
var/
wheels/
*.egg-info/
.installed.cfg
*.egg

# IDE
.idea/
.vscode/
*.swp
*.swo
*~

# Claude Code
.claude/settings.local.json

# Models (all binary files)
models/
*.pkl
2026-*.txt
*.joblib
*.h5
*.pt
*.pth
*.onnx

# Data
*.data
crypto_predictor/data/orderbook

# CatBoost
catboost_info/

# Jupyter
notebooks/.ipynb_checkpoints/
.ipynb_checkpoints/

# Logs / Output
# logs/
output.txt

# OS
.DS_Store
Thumbs.db
desktop.ini

# Secrets
.env
*.key
credentials.*

# Temporary Files
*.txt
# *.csv

# Мусорка

/Мусорка
/.claude
/.obsidian
/.vscode
/.idea
/.minimax
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