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Files changed (4) hide show
  1. data/models/xgb_HG_F_latest.features.json +60 -0
  2. data/models/xgb_HG_F_latest.importance.json +198 -0
  3. data/models/xgb_HG_F_latest.json +0 -0
  4. data/models/xgb_HG_F_latest.metrics.json +12 -0
data/models/xgb_HG_F_latest.features.json ADDED
@@ -0,0 +1,60 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ [
2
+ "DX_Y_NYB_ret1",
3
+ "DX_Y_NYB_lag_ret1_1",
4
+ "DX_Y_NYB_lag_ret1_2",
5
+ "DX_Y_NYB_lag_ret1_3",
6
+ "DX_Y_NYB_lag_ret1_5",
7
+ "DX_Y_NYB_SMA_5",
8
+ "DX_Y_NYB_EMA_5",
9
+ "DX_Y_NYB_SMA_10",
10
+ "DX_Y_NYB_EMA_10",
11
+ "DX_Y_NYB_SMA_20",
12
+ "DX_Y_NYB_EMA_20",
13
+ "DX_Y_NYB_RSI_14",
14
+ "DX_Y_NYB_vol_10",
15
+ "DX_Y_NYB_price_sma_ratio",
16
+ "CL_F_ret1",
17
+ "CL_F_lag_ret1_1",
18
+ "CL_F_lag_ret1_2",
19
+ "CL_F_lag_ret1_3",
20
+ "CL_F_lag_ret1_5",
21
+ "CL_F_SMA_5",
22
+ "CL_F_EMA_5",
23
+ "CL_F_SMA_10",
24
+ "CL_F_EMA_10",
25
+ "CL_F_SMA_20",
26
+ "CL_F_EMA_20",
27
+ "CL_F_RSI_14",
28
+ "CL_F_vol_10",
29
+ "CL_F_price_sma_ratio",
30
+ "HG_F_ret1",
31
+ "HG_F_lag_ret1_1",
32
+ "HG_F_lag_ret1_2",
33
+ "HG_F_lag_ret1_3",
34
+ "HG_F_lag_ret1_5",
35
+ "HG_F_SMA_5",
36
+ "HG_F_EMA_5",
37
+ "HG_F_SMA_10",
38
+ "HG_F_EMA_10",
39
+ "HG_F_SMA_20",
40
+ "HG_F_EMA_20",
41
+ "HG_F_RSI_14",
42
+ "HG_F_vol_10",
43
+ "HG_F_price_sma_ratio",
44
+ "FXI_ret1",
45
+ "FXI_lag_ret1_1",
46
+ "FXI_lag_ret1_2",
47
+ "FXI_lag_ret1_3",
48
+ "FXI_lag_ret1_5",
49
+ "FXI_SMA_5",
50
+ "FXI_EMA_5",
51
+ "FXI_SMA_10",
52
+ "FXI_EMA_10",
53
+ "FXI_SMA_20",
54
+ "FXI_EMA_20",
55
+ "FXI_RSI_14",
56
+ "FXI_vol_10",
57
+ "FXI_price_sma_ratio",
58
+ "sentiment__index",
59
+ "sentiment__news_count"
60
+ ]
data/models/xgb_HG_F_latest.importance.json ADDED
@@ -0,0 +1,198 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ [
2
+ {
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+ "feature": "DX_Y_NYB_price_sma_ratio",
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+ "importance": 0.08117015898495854
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+ },
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+ {
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+ "feature": "DX_Y_NYB_vol_10",
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+ "importance": 0.054404148445457434
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+ },
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+ {
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+ "feature": "HG_F_SMA_5",
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+ "importance": 0.05246593207838065
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+ },
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+ {
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+ "feature": "HG_F_EMA_10",
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+ "importance": 0.05207350149330083
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+ },
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+ {
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+ "feature": "HG_F_SMA_10",
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+ "importance": 0.04588700043104244
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+ },
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+ {
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+ "feature": "DX_Y_NYB_lag_ret1_3",
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+ "importance": 0.037062138670780155
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+ },
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+ {
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+ "feature": "FXI_SMA_5",
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+ "importance": 0.03539308830061651
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+ },
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+ {
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+ "feature": "DX_Y_NYB_lag_ret1_2",
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+ "importance": 0.03535502168853305
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+ },
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+ {
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+ "feature": "HG_F_EMA_20",
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+ "importance": 0.03495761601476788
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+ },
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+ {
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+ "feature": "HG_F_lag_ret1_2",
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+ "importance": 0.03287100568275976
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+ },
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+ {
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+ "feature": "DX_Y_NYB_RSI_14",
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+ "importance": 0.026314695820474753
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+ },
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+ {
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+ "feature": "CL_F_SMA_20",
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+ "importance": 0.024974631125047133
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+ },
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+ {
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+ "feature": "DX_Y_NYB_lag_ret1_5",
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+ "importance": 0.02347554234739304
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+ },
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+ {
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+ "feature": "HG_F_RSI_14",
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+ "importance": 0.022268238010477153
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+ },
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+ {
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+ "feature": "DX_Y_NYB_ret1",
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+ "importance": 0.02225182255667517
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+ },
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+ {
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+ "feature": "CL_F_lag_ret1_1",
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+ "importance": 0.02143278396397523
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+ },
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+ {
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+ "feature": "FXI_EMA_5",
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+ "importance": 0.02141116788858912
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+ },
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+ {
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+ "feature": "FXI_SMA_10",
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+ "importance": 0.019944552507129107
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+ },
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+ {
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+ "feature": "FXI_lag_ret1_3",
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+ "importance": 0.019919271104484545
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+ },
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+ {
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+ "feature": "CL_F_lag_ret1_5",
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+ "importance": 0.019627632007169993
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+ },
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+ {
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+ "feature": "HG_F_vol_10",
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+ "importance": 0.01958938830999565
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+ },
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+ {
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+ "feature": "FXI_lag_ret1_5",
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+ "importance": 0.019429094561079833
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+ },
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+ {
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+ "feature": "HG_F_SMA_20",
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+ "importance": 0.019130923362771408
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+ },
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+ {
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+ "feature": "HG_F_lag_ret1_5",
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+ "importance": 0.0179892791704494
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+ },
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+ {
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+ "feature": "CL_F_lag_ret1_2",
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+ "importance": 0.01788145773869892
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+ },
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+ {
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+ "feature": "CL_F_RSI_14",
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+ "importance": 0.017428370498149683
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+ },
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+ {
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+ "feature": "DX_Y_NYB_EMA_20",
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+ "importance": 0.016456256879908485
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+ },
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+ {
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+ "feature": "FXI_price_sma_ratio",
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+ "importance": 0.01580041556336921
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+ },
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+ {
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+ "feature": "DX_Y_NYB_SMA_10",
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+ "importance": 0.014418428478596278
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+ },
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+ {
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+ "feature": "HG_F_lag_ret1_1",
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+ "importance": 0.014221523222447553
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+ },
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+ {
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+ "feature": "FXI_RSI_14",
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+ "importance": 0.013158865663115363
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+ },
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+ {
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+ "feature": "HG_F_ret1",
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+ "importance": 0.012176845303469139
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+ },
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+ {
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+ "feature": "FXI_ret1",
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+ "importance": 0.011834159758093663
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+ },
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+ {
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+ "feature": "DX_Y_NYB_lag_ret1_1",
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+ "importance": 0.011789092437771122
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+ },
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+ {
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+ "feature": "CL_F_vol_10",
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+ "importance": 0.011703560338874916
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+ },
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+ {
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+ "feature": "CL_F_ret1",
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+ "importance": 0.010897069728416656
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+ },
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+ {
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+ "feature": "DX_Y_NYB_EMA_10",
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+ "importance": 0.010837714481303815
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+ },
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+ {
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+ "feature": "FXI_EMA_20",
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+ "importance": 0.010370182276242174
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+ },
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+ {
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+ "feature": "CL_F_lag_ret1_3",
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+ "importance": 0.008295374832602774
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+ },
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+ {
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+ "feature": "FXI_lag_ret1_2",
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+ "importance": 0.00808830723109709
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+ },
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+ {
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+ "feature": "DX_Y_NYB_SMA_5",
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+ "importance": 0.007479077717583383
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+ },
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+ {
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+ "feature": "CL_F_price_sma_ratio",
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+ "importance": 0.005835960707203135
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+ },
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+ {
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+ "feature": "FXI_vol_10",
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+ "importance": 0.005821065512200233
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+ },
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+ {
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+ "feature": "FXI_lag_ret1_1",
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+ "importance": 0.004868725282031527
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+ },
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+ {
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+ "feature": "CL_F_SMA_10",
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+ "importance": 0.004753110435668155
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+ },
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+ {
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+ "feature": "CL_F_SMA_5",
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+ "importance": 0.003012295288290618
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+ },
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+ {
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+ "feature": "DX_Y_NYB_EMA_5",
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+ "importance": 0.0017305786685214465
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+ },
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+ {
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+ "feature": "HG_F_price_sma_ratio",
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+ "importance": 0.0009708639989206329
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+ },
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+ {
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+ "feature": "HG_F_lag_ret1_3",
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+ "importance": 0.0007720634311152481
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+ }
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+ ]
data/models/xgb_HG_F_latest.json ADDED
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data/models/xgb_HG_F_latest.metrics.json ADDED
@@ -0,0 +1,12 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {
2
+ "target_symbol": "HG=F",
3
+ "trained_at": "2026-01-07T19:54:04.280282",
4
+ "train_samples": 226,
5
+ "val_samples": 19,
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+ "train_mae": 0.010141070943310525,
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+ "train_rmse": 0.018942173609435228,
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+ "val_mae": 0.018960426742294503,
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+ "val_rmse": 0.025158335651051987,
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+ "best_iteration": 4,
11
+ "feature_count": 58
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+ }