Best model: CFG_LTC_NY_V6/run_20260522_221359_v3
Browse files- workspaces/CFG_LTC_NY_V6/runs/run_20260522_221359_v3/config.json +111 -0
- workspaces/CFG_LTC_NY_V6/runs/run_20260522_221359_v3/results/config.json +111 -0
- workspaces/CFG_LTC_NY_V6/runs/run_20260522_221359_v3/results/train_v3.log +6 -0
- workspaces/CFG_LTC_NY_V6/runs/run_20260522_221359_v3/results/training_metrics_v3.json +86 -0
workspaces/CFG_LTC_NY_V6/runs/run_20260522_221359_v3/config.json
ADDED
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| 1 |
+
{
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| 2 |
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"HF_RUN_ID": "",
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| 3 |
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"MT5_PATH": "C:\\Program Files\\MetaTrader 5 EXNESS\\terminal64.exe",
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| 4 |
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"TARGET_SYMBOL": "LTCUSDT",
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| 5 |
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"EXECUTION_SYMBOL": "LTCUSDm",
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| 6 |
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"TARGET_PREFIX": "LTCUSDT",
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| 7 |
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"CONFIG_ID": "CFG_LTC_NY_V6",
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| 8 |
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"VERSION": "6.0",
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| 9 |
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"HF_CLOUD": {
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| 10 |
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"DATASET_REPO": "dung5k/argo_workspaces",
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| 11 |
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"MODEL_REPO": "dung5k/argo_workspaces",
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| 12 |
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"SYNC_CHUNKS": true
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| 13 |
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},
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| 14 |
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"FEATURE_ENGINEERING": {
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| 15 |
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"⚠️_STRICT_WARNING_⚠️": "TẤT CẢ MODULE MACRO_FEATURES LÀ BẮT BUỘC.",
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| 16 |
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"TP_PCT": 0.006,
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| 17 |
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"SL_PCT": 0.003,
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| 18 |
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"MAX_HOLD_BARS": 180,
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| 19 |
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"LABEL_MODE": "pct",
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| 20 |
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"PIP_SIZE": 0.01,
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| 21 |
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"lot_size": 0.1,
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| 22 |
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"CRYPTO_MODE": true,
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| 23 |
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"MTF_INPUTS": [
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| 24 |
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{
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| 25 |
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"SYMBOL": "LTCUSDT",
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| 26 |
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"TIMEFRAME": "5min",
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| 27 |
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"WINDOW_SIZE": 180,
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| 28 |
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"FEATURES": [
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| 29 |
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"log_return_close",
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| 30 |
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"body_pct",
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| 31 |
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"bb_width",
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| 32 |
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"rsi_14_scaled",
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| 33 |
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"hour_sin",
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| 34 |
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"hour_cos",
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| 35 |
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"volatility_index",
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| 36 |
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"order_flow_imbalance",
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| 37 |
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"atr_14_scaled"
|
| 38 |
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]
|
| 39 |
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},
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| 40 |
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{
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| 41 |
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"SYMBOL": "BTCUSDT",
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| 42 |
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"TIMEFRAME": "5min",
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| 43 |
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"WINDOW_SIZE": 180,
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| 44 |
+
"FEATURES": [
|
| 45 |
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"log_return_close",
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| 46 |
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"volatility_index",
|
| 47 |
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"order_flow_imbalance"
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| 48 |
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]
|
| 49 |
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},
|
| 50 |
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{
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| 51 |
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"SYMBOL": "ETHUSDT",
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| 52 |
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"TIMEFRAME": "5min",
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| 53 |
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"WINDOW_SIZE": 180,
|
| 54 |
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"FEATURES": [
|
| 55 |
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"log_return_close",
|
| 56 |
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"volatility_index",
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| 57 |
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"order_flow_imbalance"
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| 58 |
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]
|
| 59 |
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},
|
| 60 |
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{
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| 61 |
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"SYMBOL": "DOGEUSDT",
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| 62 |
+
"TIMEFRAME": "5min",
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| 63 |
+
"WINDOW_SIZE": 180,
|
| 64 |
+
"FEATURES": [
|
| 65 |
+
"log_return_close",
|
| 66 |
+
"volatility_index",
|
| 67 |
+
"order_flow_imbalance"
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| 68 |
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]
|
| 69 |
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}
|
| 70 |
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],
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| 71 |
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"VOL_REGIME": true,
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| 72 |
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"ORDER_FLOW": true,
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| 73 |
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"WINDOW_SIZE": 180
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| 74 |
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},
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| 75 |
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"TRAINING": {
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| 76 |
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"D_MODEL": 128,
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| 77 |
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"N_HEAD": 8,
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| 78 |
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"NUM_LAYERS": 4,
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| 79 |
+
"BATCH_SIZE": 64,
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| 80 |
+
"WARMUP_EPOCHS": 10,
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| 81 |
+
"FINETUNE_EPOCHS": 80,
|
| 82 |
+
"LEARNING_RATE": 1e-05,
|
| 83 |
+
"DROPOUT_RATE": 0.3,
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| 84 |
+
"LR_SCHEDULER": "cosine_warm"
|
| 85 |
+
},
|
| 86 |
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"MT5_PATHS": {
|
| 87 |
+
"BINANCE": "BINANCE"
|
| 88 |
+
},
|
| 89 |
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"DATA_SOURCE": {
|
| 90 |
+
"RAW_LOCAL_DIR": "workspaces/CFG_LTC_NY_V6/data/raw",
|
| 91 |
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"DATASET_SUFFIX": "2026",
|
| 92 |
+
"TIMEFRAME": "M5",
|
| 93 |
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"ROUTING": {
|
| 94 |
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"LTCUSDT": "BINANCE",
|
| 95 |
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"BTCUSDT": "BINANCE",
|
| 96 |
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"ETHUSDT": "BINANCE",
|
| 97 |
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"DOGEUSDT": "BINANCE"
|
| 98 |
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}
|
| 99 |
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},
|
| 100 |
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"LIVE_BOT": {
|
| 101 |
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"PAPER_TRADE": true,
|
| 102 |
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"TRADE_PLATFORM": "BINANCE",
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| 103 |
+
"MAX_ABSOLUTE_MSE": 0.8,
|
| 104 |
+
"MIN_PROBABILITY_THRESH": 0.59
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| 105 |
+
},
|
| 106 |
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"SESSION": "ny",
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| 107 |
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"SESSION_UTC": {
|
| 108 |
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"START": "13:00",
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| 109 |
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"END": "21:00"
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| 110 |
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}
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| 111 |
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}
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workspaces/CFG_LTC_NY_V6/runs/run_20260522_221359_v3/results/config.json
ADDED
|
@@ -0,0 +1,111 @@
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|
| 1 |
+
{
|
| 2 |
+
"HF_RUN_ID": "",
|
| 3 |
+
"MT5_PATH": "C:\\Program Files\\MetaTrader 5 EXNESS\\terminal64.exe",
|
| 4 |
+
"TARGET_SYMBOL": "LTCUSDT",
|
| 5 |
+
"EXECUTION_SYMBOL": "LTCUSDm",
|
| 6 |
+
"TARGET_PREFIX": "LTCUSDT",
|
| 7 |
+
"CONFIG_ID": "CFG_LTC_NY_V6",
|
| 8 |
+
"VERSION": "6.0",
|
| 9 |
+
"HF_CLOUD": {
|
| 10 |
+
"DATASET_REPO": "dung5k/argo_workspaces",
|
| 11 |
+
"MODEL_REPO": "dung5k/argo_workspaces",
|
| 12 |
+
"SYNC_CHUNKS": true
|
| 13 |
+
},
|
| 14 |
+
"FEATURE_ENGINEERING": {
|
| 15 |
+
"⚠️_STRICT_WARNING_⚠️": "TẤT CẢ MODULE MACRO_FEATURES LÀ BẮT BUỘC.",
|
| 16 |
+
"TP_PCT": 0.006,
|
| 17 |
+
"SL_PCT": 0.003,
|
| 18 |
+
"MAX_HOLD_BARS": 180,
|
| 19 |
+
"LABEL_MODE": "pct",
|
| 20 |
+
"PIP_SIZE": 0.01,
|
| 21 |
+
"lot_size": 0.1,
|
| 22 |
+
"CRYPTO_MODE": true,
|
| 23 |
+
"MTF_INPUTS": [
|
| 24 |
+
{
|
| 25 |
+
"SYMBOL": "LTCUSDT",
|
| 26 |
+
"TIMEFRAME": "5min",
|
| 27 |
+
"WINDOW_SIZE": 180,
|
| 28 |
+
"FEATURES": [
|
| 29 |
+
"log_return_close",
|
| 30 |
+
"body_pct",
|
| 31 |
+
"bb_width",
|
| 32 |
+
"rsi_14_scaled",
|
| 33 |
+
"hour_sin",
|
| 34 |
+
"hour_cos",
|
| 35 |
+
"volatility_index",
|
| 36 |
+
"order_flow_imbalance",
|
| 37 |
+
"atr_14_scaled"
|
| 38 |
+
]
|
| 39 |
+
},
|
| 40 |
+
{
|
| 41 |
+
"SYMBOL": "BTCUSDT",
|
| 42 |
+
"TIMEFRAME": "5min",
|
| 43 |
+
"WINDOW_SIZE": 180,
|
| 44 |
+
"FEATURES": [
|
| 45 |
+
"log_return_close",
|
| 46 |
+
"volatility_index",
|
| 47 |
+
"order_flow_imbalance"
|
| 48 |
+
]
|
| 49 |
+
},
|
| 50 |
+
{
|
| 51 |
+
"SYMBOL": "ETHUSDT",
|
| 52 |
+
"TIMEFRAME": "5min",
|
| 53 |
+
"WINDOW_SIZE": 180,
|
| 54 |
+
"FEATURES": [
|
| 55 |
+
"log_return_close",
|
| 56 |
+
"volatility_index",
|
| 57 |
+
"order_flow_imbalance"
|
| 58 |
+
]
|
| 59 |
+
},
|
| 60 |
+
{
|
| 61 |
+
"SYMBOL": "DOGEUSDT",
|
| 62 |
+
"TIMEFRAME": "5min",
|
| 63 |
+
"WINDOW_SIZE": 180,
|
| 64 |
+
"FEATURES": [
|
| 65 |
+
"log_return_close",
|
| 66 |
+
"volatility_index",
|
| 67 |
+
"order_flow_imbalance"
|
| 68 |
+
]
|
| 69 |
+
}
|
| 70 |
+
],
|
| 71 |
+
"VOL_REGIME": true,
|
| 72 |
+
"ORDER_FLOW": true,
|
| 73 |
+
"WINDOW_SIZE": 180
|
| 74 |
+
},
|
| 75 |
+
"TRAINING": {
|
| 76 |
+
"D_MODEL": 128,
|
| 77 |
+
"N_HEAD": 8,
|
| 78 |
+
"NUM_LAYERS": 4,
|
| 79 |
+
"BATCH_SIZE": 64,
|
| 80 |
+
"WARMUP_EPOCHS": 10,
|
| 81 |
+
"FINETUNE_EPOCHS": 80,
|
| 82 |
+
"LEARNING_RATE": 1e-05,
|
| 83 |
+
"DROPOUT_RATE": 0.3,
|
| 84 |
+
"LR_SCHEDULER": "cosine_warm"
|
| 85 |
+
},
|
| 86 |
+
"MT5_PATHS": {
|
| 87 |
+
"BINANCE": "BINANCE"
|
| 88 |
+
},
|
| 89 |
+
"DATA_SOURCE": {
|
| 90 |
+
"RAW_LOCAL_DIR": "workspaces/CFG_LTC_NY_V6/data/raw",
|
| 91 |
+
"DATASET_SUFFIX": "2026",
|
| 92 |
+
"TIMEFRAME": "M5",
|
| 93 |
+
"ROUTING": {
|
| 94 |
+
"LTCUSDT": "BINANCE",
|
| 95 |
+
"BTCUSDT": "BINANCE",
|
| 96 |
+
"ETHUSDT": "BINANCE",
|
| 97 |
+
"DOGEUSDT": "BINANCE"
|
| 98 |
+
}
|
| 99 |
+
},
|
| 100 |
+
"LIVE_BOT": {
|
| 101 |
+
"PAPER_TRADE": true,
|
| 102 |
+
"TRADE_PLATFORM": "BINANCE",
|
| 103 |
+
"MAX_ABSOLUTE_MSE": 0.8,
|
| 104 |
+
"MIN_PROBABILITY_THRESH": 0.59
|
| 105 |
+
},
|
| 106 |
+
"SESSION": "ny",
|
| 107 |
+
"SESSION_UTC": {
|
| 108 |
+
"START": "13:00",
|
| 109 |
+
"END": "21:00"
|
| 110 |
+
}
|
| 111 |
+
}
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workspaces/CFG_LTC_NY_V6/runs/run_20260522_221359_v3/results/train_v3.log
ADDED
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@@ -0,0 +1,6 @@
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| 1 |
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[PACK] Kèm theo scaler file vào: d:\DungLA\client1\workspaces\CFG_LTC_NY_V6\runs\run_20260522_221359_v3\brains
|
| 2 |
+
--- 🚀 BẮT ĐẦU VÒNG LẶP FINE-TUNING ĐA NHIỆM (Infinite Loop) ---
|
| 3 |
+
[Epoch 1] Loss(MSE:0.0238/CE:0.7826) | LR=1.00e-05 | Val V3 Score [0.024] - Loss(MSE:0.0010/CE:0.5910) | >=53%: WR=24.7% | Score=0.024 | N=81 (36B/45S Bal:0.80) | >=59%: WR=30.6% | Score=0.026 | N=72 (31B/41S Bal:0.76) | >=66%: WR=39.2% | Score=0.024 | N=51 (22B/29S Bal:0.76) | >=72%: WR=62.5% | Score=0.024 | N=32 (17B/15S Bal:0.88)
|
| 4 |
+
🏆 [ARGO2] ĐỈNH MỚI! Composite Score = 0.0237. Lưu model...
|
| 5 |
+
☁️ Đang PUSH run run_20260522_221359_v3 lên HF (Background)...
|
| 6 |
+
[22:17:58] PUSH RUN: run_20260522_221359_v3 -> HF (new/changed files only)...
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workspaces/CFG_LTC_NY_V6/runs/run_20260522_221359_v3/results/training_metrics_v3.json
ADDED
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@@ -0,0 +1,86 @@
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| 1 |
+
{
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| 2 |
+
"target": "ltcusdt",
|
| 3 |
+
"version": "Transformer_V3",
|
| 4 |
+
"dimensions": {
|
| 5 |
+
"num_features_target": 0,
|
| 6 |
+
"num_features_macro": 38
|
| 7 |
+
},
|
| 8 |
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"sessions": {
|
| 9 |
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"ny": {
|
| 10 |
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|
| 11 |
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|
| 12 |
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|
| 13 |
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"composite_score": 0.023696682464454975,
|
| 14 |
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"val_loss": 0.5919206141955469,
|
| 15 |
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"threshold_metrics": [
|
| 16 |
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{
|
| 17 |
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"threshold": 0.53,
|
| 18 |
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"total_signals": 81,
|
| 19 |
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"win_rate": 0.24691358024691357,
|
| 20 |
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"avg_win_return": 0.001,
|
| 21 |
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"avg_loss_return": 0.001,
|
| 22 |
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"ev_score": 0.023696682464454975,
|
| 23 |
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"sharpe_score": 0.0,
|
| 24 |
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"tus_score": 0.8888888888888888,
|
| 25 |
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"total_buy": 36,
|
| 26 |
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"total_sell": 45
|
| 27 |
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},
|
| 28 |
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{
|
| 29 |
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"threshold": 0.5933,
|
| 30 |
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"total_signals": 72,
|
| 31 |
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"win_rate": 0.3055555555555556,
|
| 32 |
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"avg_win_return": 0.001,
|
| 33 |
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|
| 34 |
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|
| 35 |
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|
| 36 |
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|
| 37 |
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"total_buy": 31,
|
| 38 |
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|
| 39 |
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},
|
| 40 |
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{
|
| 41 |
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"threshold": 0.6567,
|
| 42 |
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|
| 43 |
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|
| 44 |
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|
| 45 |
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|
| 46 |
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"ev_score": 0.023696682464454975,
|
| 47 |
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"sharpe_score": 0.0,
|
| 48 |
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"tus_score": 0.8627450980392157,
|
| 49 |
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"total_buy": 22,
|
| 50 |
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"total_sell": 29
|
| 51 |
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},
|
| 52 |
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{
|
| 53 |
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"threshold": 0.72,
|
| 54 |
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"total_signals": 32,
|
| 55 |
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"win_rate": 0.625,
|
| 56 |
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"avg_win_return": 0.001,
|
| 57 |
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"avg_loss_return": 0.001,
|
| 58 |
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"ev_score": 0.023696682464454978,
|
| 59 |
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"sharpe_score": 0.0,
|
| 60 |
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"tus_score": 0.9375,
|
| 61 |
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"total_buy": 17,
|
| 62 |
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"total_sell": 15
|
| 63 |
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}
|
| 64 |
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],
|
| 65 |
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"win_rates": [
|
| 66 |
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0.24691358024691357,
|
| 67 |
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0.3055555555555556,
|
| 68 |
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0.39215686274509803,
|
| 69 |
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0.625
|
| 70 |
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],
|
| 71 |
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"thresholds": [
|
| 72 |
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0.53,
|
| 73 |
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0.5933,
|
| 74 |
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0.6567,
|
| 75 |
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0.72
|
| 76 |
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],
|
| 77 |
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"totals": [
|
| 78 |
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81,
|
| 79 |
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72,
|
| 80 |
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51,
|
| 81 |
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32
|
| 82 |
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]
|
| 83 |
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}
|
| 84 |
+
}
|
| 85 |
+
}
|
| 86 |
+
}
|