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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Traceback (most recent call last):
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File "/Users/xxz/miniforge3/envs/crypto_pred_312/lib/python3.12/site-packages/pandas/core/indexes/base.py", line 3641, in get_loc
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return self._engine.get_loc(casted_key)
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^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
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File "pandas/_libs/index.pyx", line 168, in pandas._libs.index.IndexEngine.get_loc
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File "pandas/_libs/index.pyx", line 197, in pandas._libs.index.IndexEngine.get_loc
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File "pandas/_libs/hashtable_class_helper.pxi", line 7668, in pandas._libs.hashtable.PyObjectHashTable.get_item
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File "pandas/_libs/hashtable_class_helper.pxi", line 7676, in pandas._libs.hashtable.PyObjectHashTable.get_item
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KeyError: 'BBU_20_2.0'
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The above exception was the direct cause of the following exception:
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Traceback (most recent call last):
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File "/Users/xxz/PycharmProjects/crypto_predictor/train_dlinear_real.py", line 163, in <module>
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main()
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File "/Users/xxz/PycharmProjects/crypto_predictor/train_dlinear_real.py", line 30, in main
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X, y, processed_df = preprocessor.preprocess_pipeline(df, task='classification', fit=True)
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^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
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File "/Users/xxz/PycharmProjects/crypto_predictor/data/preprocessor.py", line 225, in preprocess_pipeline
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df = self.add_technical_indicators(df)
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^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
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File "/Users/xxz/PycharmProjects/crypto_predictor/data/preprocessor.py", line 58, in add_technical_indicators
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df['bb_upper'] = bbands['BBU_20_2.0']
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~~~~~~^^^^^^^^^^^^^^
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File "/Users/xxz/miniforge3/envs/crypto_pred_312/lib/python3.12/site-packages/pandas/core/frame.py", line 4378, in __getitem__
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indexer = self.columns.get_loc(key)
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^^^^^^^^^^^^^^^^^^^^^^^^^
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File "/Users/xxz/miniforge3/envs/crypto_pred_312/lib/python3.12/site-packages/pandas/core/indexes/base.py", line 3648, in get_loc
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raise KeyError(key) from err
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KeyError: 'BBU_20_2.0'
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ERROR conda.cli.main_run:execute(127): `conda run python train_dlinear_real.py` failed. (See above for error)
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================================================================================
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DLinear模型训练 - 真实Binance数据
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================================================================================
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[1/7] 从Binance获取BTC 1h真实数据...
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✓ 使用SOCKS5代理: socks5://127.0.0.1:7890
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✓ 已成功连接到Binance API
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从缓存加载数据:data/cache/BTC_1h_1y_now.csv
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✓ 已获取 8760 行真实数据
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✓ 时间范围:2025-01-28 15:00:00 至 2026-01-28 14:00:00
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[2/7] 数据预处理(技术指标 + 特征工程)...
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