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Best model: CFG_LTC_LONDON_V6/run_20260522_182456_v3

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Files changed (4) hide show
  1. workspaces/CFG_LTC_LONDON_V6/runs/run_20260522_182456_v3/config.json +87 -0
  2. workspaces/CFG_LTC_LONDON_V6/runs/run_20260522_182456_v3/results/config.json +87 -0
  3. workspaces/CFG_LTC_LONDON_V6/runs/run_20260522_182456_v3/results/train_v3.log +6 -0
  4. workspaces/CFG_LTC_LONDON_V6/runs/run_20260522_182456_v3/results/training_metrics_v3.json +86 -0
workspaces/CFG_LTC_LONDON_V6/runs/run_20260522_182456_v3/config.json ADDED
@@ -0,0 +1,87 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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_LONDON_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": 0.005,
17
+ "SL_PCT": 0.003,
18
+ "MAX_HOLD_BARS": 72,
19
+ "LABEL_MODE": "pct",
20
+ "PIP_SIZE": 0.01,
21
+ "lot_size": 0.1,
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+ "CRYPTO_MODE": true,
23
+ "MTF_INPUTS": [
24
+ {
25
+ "SYMBOL": "LTCUSDT",
26
+ "TIMEFRAME": "5min",
27
+ "WINDOW_SIZE": 72,
28
+ "FEATURES": [
29
+ "log_return_close",
30
+ "body_pct",
31
+ "bb_width",
32
+ "rsi_14_scaled",
33
+ "hour_sin",
34
+ "hour_cos"
35
+ ]
36
+ },
37
+ {
38
+ "SYMBOL": "BTCUSDT",
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+ "TIMEFRAME": "5min",
40
+ "WINDOW_SIZE": 72,
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+ "FEATURES": [
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+ "log_return_close"
43
+ ]
44
+ }
45
+ ],
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+ "VOL_REGIME": false,
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+ "ORDER_FLOW": false,
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+ "WINDOW_SIZE": 72
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+ },
50
+ "TRAINING": {
51
+ "D_MODEL": 128,
52
+ "N_HEAD": 8,
53
+ "NUM_LAYERS": 4,
54
+ "BATCH_SIZE": 64,
55
+ "WARMUP_EPOCHS": 10,
56
+ "FINETUNE_EPOCHS": 80,
57
+ "LEARNING_RATE": 2e-05,
58
+ "DROPOUT_RATE": 0.2,
59
+ "LR_SCHEDULER": "cosine_warm"
60
+ },
61
+ "MT5_PATHS": {
62
+ "BINANCE": "BINANCE"
63
+ },
64
+ "DATA_SOURCE": {
65
+ "RAW_LOCAL_DIR": "workspaces/CFG_LTC_LONDON_V6/data/raw",
66
+ "DATASET_SUFFIX": "2026",
67
+ "TIMEFRAME": "M1",
68
+ "BROKERS": {
69
+ "BINANCE": "BINANCE"
70
+ },
71
+ "ROUTING": {
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+ "LTCUSDT": "BINANCE",
73
+ "BTCUSDT": "BINANCE"
74
+ }
75
+ },
76
+ "LIVE_BOT": {
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+ "PAPER_TRADE": true,
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+ "TRADE_PLATFORM": "BINANCE",
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+ "MAX_ABSOLUTE_MSE": 0.8,
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+ "MIN_PROBABILITY_THRESH": 0.65
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+ },
82
+ "SESSION": "london",
83
+ "SESSION_UTC": {
84
+ "START": "07:00",
85
+ "END": "16:00"
86
+ }
87
+ }
workspaces/CFG_LTC_LONDON_V6/runs/run_20260522_182456_v3/results/config.json ADDED
@@ -0,0 +1,87 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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_LONDON_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": 0.005,
17
+ "SL_PCT": 0.003,
18
+ "MAX_HOLD_BARS": 72,
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": 72,
28
+ "FEATURES": [
29
+ "log_return_close",
30
+ "body_pct",
31
+ "bb_width",
32
+ "rsi_14_scaled",
33
+ "hour_sin",
34
+ "hour_cos"
35
+ ]
36
+ },
37
+ {
38
+ "SYMBOL": "BTCUSDT",
39
+ "TIMEFRAME": "5min",
40
+ "WINDOW_SIZE": 72,
41
+ "FEATURES": [
42
+ "log_return_close"
43
+ ]
44
+ }
45
+ ],
46
+ "VOL_REGIME": false,
47
+ "ORDER_FLOW": false,
48
+ "WINDOW_SIZE": 72
49
+ },
50
+ "TRAINING": {
51
+ "D_MODEL": 128,
52
+ "N_HEAD": 8,
53
+ "NUM_LAYERS": 4,
54
+ "BATCH_SIZE": 64,
55
+ "WARMUP_EPOCHS": 10,
56
+ "FINETUNE_EPOCHS": 80,
57
+ "LEARNING_RATE": 2e-05,
58
+ "DROPOUT_RATE": 0.2,
59
+ "LR_SCHEDULER": "cosine_warm"
60
+ },
61
+ "MT5_PATHS": {
62
+ "BINANCE": "BINANCE"
63
+ },
64
+ "DATA_SOURCE": {
65
+ "RAW_LOCAL_DIR": "workspaces/CFG_LTC_LONDON_V6/data/raw",
66
+ "DATASET_SUFFIX": "2026",
67
+ "TIMEFRAME": "M1",
68
+ "BROKERS": {
69
+ "BINANCE": "BINANCE"
70
+ },
71
+ "ROUTING": {
72
+ "LTCUSDT": "BINANCE",
73
+ "BTCUSDT": "BINANCE"
74
+ }
75
+ },
76
+ "LIVE_BOT": {
77
+ "PAPER_TRADE": true,
78
+ "TRADE_PLATFORM": "BINANCE",
79
+ "MAX_ABSOLUTE_MSE": 0.8,
80
+ "MIN_PROBABILITY_THRESH": 0.65
81
+ },
82
+ "SESSION": "london",
83
+ "SESSION_UTC": {
84
+ "START": "07:00",
85
+ "END": "16:00"
86
+ }
87
+ }
workspaces/CFG_LTC_LONDON_V6/runs/run_20260522_182456_v3/results/train_v3.log ADDED
@@ -0,0 +1,6 @@
 
 
 
 
 
 
 
1
+ [PACK] Kèm theo scaler file vào: d:\DungLA\client1\workspaces\CFG_LTC_LONDON_V6\runs\run_20260522_182456_v3\brains
2
+ --- 🚀 BẮT ĐẦU VÒNG LẶP FINE-TUNING ĐA NHIỆM (Infinite Loop) ---
3
+ [Epoch 1] Loss(MSE:0.0419/CE:0.9414) | LR=2.00e-05 | Val V3 Score [0.011] - Loss(MSE:0.0062/CE:0.5836) | >=53%: WR=67.9% | Score=0.020 | N=28 (14B/14S Bal:1.00) | >=54%: WR=76.2% | Score=0.016 | N=21 (11B/10S Bal:0.91) | >=55%: WR=75.0% | Score=0.012 | N=16 (7B/9S Bal:0.78) | >=56%: WR=81.8% | Score=0.009 | N=11 (5B/6S Bal:0.83)
4
+ 🏆 [ARGO2] ĐỈNH MỚI! Composite Score = 0.0110. Lưu model...
5
+ ☁️ Đang PUSH run run_20260522_182456_v3 lên HF (Background)...
6
+ [18:31:52] PUSH RUN: run_20260522_182456_v3 -> HF (new/changed files only)...
workspaces/CFG_LTC_LONDON_V6/runs/run_20260522_182456_v3/results/training_metrics_v3.json ADDED
@@ -0,0 +1,86 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {
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+ "target": "ltcusdt",
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+ "version": "Transformer_V3",
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+ "dimensions": {
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+ "num_features_target": 0,
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+ "num_features_macro": 38
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+ },
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+ "sessions": {
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+ "london": {
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+ "BEST_VLOSS": {
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+ "epoch": 1,
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+ "max_threshold": 0.56,
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+ "composite_score": 0.01104830421377184,
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+ "val_loss": 0.5898145249072653,
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+ "threshold_metrics": [
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+ {
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+ "threshold": 0.53,
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+ "total_signals": 28,
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+ "win_rate": 0.6785714285714286,
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+ "avg_win_return": 0.001,
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+ "avg_loss_return": 0.001,
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+ "ev_score": 0.019527235354573486,
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+ "sharpe_score": 0.0,
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+ "tus_score": 1.0,
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+ "total_buy": 14,
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+ "total_sell": 14
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+ },
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+ {
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+ "threshold": 0.54,
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+ "total_signals": 21,
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+ "win_rate": 0.7619047619047619,
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+ "avg_win_return": 0.001,
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+ "avg_loss_return": 0.001,
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+ "ev_score": 0.01644398766700925,
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+ "sharpe_score": 0.0,
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+ "tus_score": 0.9523809523809523,
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+ "total_buy": 11,
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+ "total_sell": 10
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+ },
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+ {
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+ "threshold": 0.55,
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+ "total_signals": 16,
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+ "win_rate": 0.75,
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+ "avg_win_return": 0.001,
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+ "avg_loss_return": 0.001,
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+ "ev_score": 0.012332990750256938,
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+ "sharpe_score": 0.0,
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+ "tus_score": 0.875,
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+ "total_buy": 7,
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+ "total_sell": 9
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+ },
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+ {
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+ "threshold": 0.56,
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+ "total_signals": 11,
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+ "win_rate": 0.8181818181818182,
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+ "avg_win_return": 0.001,
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+ "avg_loss_return": 0.001,
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+ "ev_score": 0.009249743062692703,
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+ "sharpe_score": 0.0,
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+ "tus_score": 0.9090909090909091,
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+ "total_buy": 5,
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+ "total_sell": 6
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+ }
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+ ],
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+ "win_rates": [
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+ 0.7619047619047619,
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+ 0.75,
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+ 0.8181818181818182
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+ ],
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+ "thresholds": [
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+ 0.53,
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+ 0.54,
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+ 0.55,
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+ 0.56
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+ ],
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+ "totals": [
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+ ]
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+ }
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+ }
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+ }
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+ }