Upload metadata.json with huggingface_hub
Browse files- metadata.json +9 -12
metadata.json
CHANGED
|
@@ -28,23 +28,20 @@
|
|
| 28 |
"romeo_keras_daily.keras"
|
| 29 |
],
|
| 30 |
"metrics": {
|
| 31 |
-
"initial_capital":
|
| 32 |
-
"final_capital":
|
| 33 |
-
"
|
| 34 |
-
"
|
| 35 |
-
"
|
| 36 |
-
"
|
| 37 |
-
"
|
| 38 |
-
"win_trades": 1786,
|
| 39 |
-
"win_rate": 0.49473684210526314,
|
| 40 |
-
"avg_pnl": 0.10659832168689985
|
| 41 |
},
|
| 42 |
"feature_list": "artifact['features']",
|
| 43 |
-
"usage": "Load artifact with joblib.load(). Align data to artifact['features'], fill missing with 0. Predict with ensemble weights. Use v6/backtest_v6.py with risk_per_trade=0.
|
| 44 |
"training_data": "Yahoo Finance GC=F 15m intraday data with SMC and technical features",
|
| 45 |
"evaluation_data": "Unseen fresh 15m intraday data",
|
| 46 |
"frameworks": ["scikit-learn", "xgboost", "lightgbm", "tensorflow"],
|
| 47 |
"python_version": "3.8+",
|
| 48 |
"dependencies": ["joblib", "pandas", "numpy", "scipy"],
|
| 49 |
-
"caveats": "High-risk position sizing (
|
| 50 |
}
|
|
|
|
| 28 |
"romeo_keras_daily.keras"
|
| 29 |
],
|
| 30 |
"metrics": {
|
| 31 |
+
"initial_capital": 100.0,
|
| 32 |
+
"final_capital": 162.31426062637883,
|
| 33 |
+
"total_return_pct": 62.314260626378825,
|
| 34 |
+
"total_trades": 207,
|
| 35 |
+
"win_trades": 102,
|
| 36 |
+
"win_rate": 0.4927536231884058,
|
| 37 |
+
"avg_pnl": 0.30103507548975383
|
|
|
|
|
|
|
|
|
|
| 38 |
},
|
| 39 |
"feature_list": "artifact['features']",
|
| 40 |
+
"usage": "Load artifact with joblib.load(). Align data to artifact['features'], fill missing with 0. Predict with ensemble weights. Use v6/backtest_v6.py with risk_per_trade=0.25 and threshold=0.8 for high-risk backtesting. Tested under normal (commission 0.02%, slippage 0.5pips) and difficult conditions (commission 0.05%, slippage 1.0pips).",
|
| 41 |
"training_data": "Yahoo Finance GC=F 15m intraday data with SMC and technical features",
|
| 42 |
"evaluation_data": "Unseen fresh 15m intraday data",
|
| 43 |
"frameworks": ["scikit-learn", "xgboost", "lightgbm", "tensorflow"],
|
| 44 |
"python_version": "3.8+",
|
| 45 |
"dependencies": ["joblib", "pandas", "numpy", "scipy"],
|
| 46 |
+
"caveats": "High-risk position sizing (25% risk per trade); higher volatility and drawdown; historical backtests only; not financial advice"
|
| 47 |
}
|