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>
This commit is contained in:
commit
9bbdc8d42b
82 files changed
+8742
No files matched your search
@@ -0,0 +1,13 @@
|
||||
{
|
||||
"mse": 2.1433252186398022e-05,
|
||||
"rmse": 0.004629606050885758,
|
||||
"mae": 0.00306295626796782,
|
||||
"mape": 180.17770385742188,
|
||||
"directional_accuracy": 0.4992360580595875,
|
||||
"backtest_total_return": 0.226644828915596,
|
||||
"backtest_final_capital": 12266.4482421875,
|
||||
"backtest_sharpe_ratio": 0.18486101832170032,
|
||||
"backtest_max_drawdown": -0.13858233392238617,
|
||||
"backtest_win_rate": 0.4977081741787624,
|
||||
"backtest_num_trades": 38
|
||||
}
|
||||
Reference in new issue
Block a user