Initial commit: BTC 1h prediction model (53.10% accuracy)
🎯 项目成果: - 准确率: 53.10% (2026年测试集) - 任务类型: 二分类 (预测涨/跌) - 特征: OHLCV + RSI + MACD (9个特征) - 训练数据: 2020-2025年BTC小时数据 (52,351序列) - 测试数据: 2026年1-29日 (484序列) 📊 性能指标: - 精确率: 51.79% - 召回率: 49.36% - F1分数: 0.5054 - 预测分布: 非常平衡 (偏差仅-11个) 🔬 实验历史: - 尝试了5种方案 (回归/分类, 不同数据划分) - 分类任务优于回归任务 (53.10% vs 49.5%) - 全量训练避免了过拟合问题 📦 主要模型文件: - models/checkpoints/dlinear_classification_2026/ - best_model.pt (最佳模型) - preprocessor.pkl (预处理器) - test_2026_results.json (测试结果) Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
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# Binance API (public data - no keys needed)
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BINANCE_API_URL=https://api.binance.com
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# 代理配置 (SOCKS5)
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SOCKS5_PROXY=socks5://127.0.0.1:7890
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USE_PROXY=true
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# Data Configuration
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DATA_CACHE_DIR=./data/cache
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LOOKBACK_1H=168 # 1 week for 1h data
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LOOKBACK_15M=672 # 1 week for 15m data
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FORECAST_HORIZON=24 # Predict 24 periods ahead
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# Training Configuration
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BATCH_SIZE=64
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LEARNING_RATE=0.001
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MAX_EPOCHS=100
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EARLY_STOPPING_PATIENCE=10
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TRAIN_SPLIT=0.7
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VAL_SPLIT=0.15
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TEST_SPLIT=0.15
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# Model Paths
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MODEL_DIR=./models/checkpoints
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ONNX_DIR=./models/onnx
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# API Configuration
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API_PORT=5000
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API_HOST=0.0.0.0
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# Classification Threshold
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PRICE_CHANGE_THRESHOLD=0.015 # 1.5% threshold for binary labels
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