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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name: crypto_pred
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channels:
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- pytorch
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- conda-forge
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- defaults
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dependencies:
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# Python
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- python=3.10
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# PyTorch (Mac M1 支持)
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- pytorch
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- torchvision
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- torchaudio
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# 数据处理
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- pandas>=2.0.0
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- numpy>=1.24.0
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- scikit-learn>=1.3.0
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# 开发工具
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- jupyter
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- ipython
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- tqdm
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# 可视化
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- matplotlib
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- seaborn
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# 通过pip安装的包
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- pip
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- pip:
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# Binance API
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- python-binance>=1.0.19
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# 环境变量
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- python-dotenv>=1.0.0
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# 时区处理
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- pytz
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# ONNX
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- onnx>=1.14.0
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- onnxruntime>=1.15.0
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# 技术指标
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- pandas-ta>=0.3.14b
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# 模型库
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- darts>=0.27.0
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- u8darts[torch]>=0.27.0
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- tsfm_public>=0.2.0
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- gluonts[torch]>=0.14.0
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# FastAPI
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- fastapi>=0.104.0
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- uvicorn[standard]>=0.24.0
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- pydantic>=2.0.0
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- python-multipart>=0.0.6
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# 测试
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- pytest>=7.4.0
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- black>=23.0.0
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- flake8>=6.0.0
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