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 +1,40 @@
|
||||
# Core dependencies
|
||||
torch>=2.0.0
|
||||
torchvision
|
||||
torchaudio
|
||||
python-binance>=1.0.19
|
||||
pandas>=2.0.0
|
||||
numpy>=1.24.0
|
||||
scikit-learn>=1.3.0
|
||||
pytz
|
||||
python-dotenv>=1.0.0
|
||||
|
||||
# ONNX
|
||||
onnx>=1.14.0
|
||||
onnxruntime>=1.15.0
|
||||
|
||||
# Model-specific dependencies
|
||||
darts>=0.27.0
|
||||
u8darts[torch]>=0.27.0
|
||||
tsfm_public>=0.2.0
|
||||
gluonts[torch]>=0.14.0
|
||||
|
||||
# API dependencies
|
||||
fastapi>=0.104.0
|
||||
uvicorn[standard]>=0.24.0
|
||||
pydantic>=2.0.0
|
||||
python-multipart>=0.0.6
|
||||
|
||||
# Technical indicators
|
||||
pandas-ta>=0.3.14b
|
||||
|
||||
# Development tools
|
||||
jupyter>=1.0.0
|
||||
matplotlib>=3.7.0
|
||||
seaborn>=0.12.0
|
||||
pytest>=7.4.0
|
||||
black>=23.0.0
|
||||
flake8>=6.0.0
|
||||
|
||||
# Utilities
|
||||
tqdm>=4.66.0
|
||||
Reference in new issue
Block a user