Add ML prediction pipeline — LightGBM, calibration fix, ensemble disagreement
Tier 1 ML enhancements: - Feature engineering (37 features across 5 groups: thermal, dynamic, moisture, temporal, interaction) from NWP model output - 7 LightGBM probability models for rain/temp/wind thresholds - Temperature-scaled probabilities to prevent overconfidence on bootstrap data - MLPredictor: unified inference pipeline replacing heuristic sigmoids - Ensemble disagreement signals (composite spread → edge amplification) - Fixed calibration loop: update_calibration() now functional (EMA of errors) - record_outcome() wired for post-resolution feedback - Nautilus strategy updated: ML predictions take priority, heuristics as fallback - Historical backtest engine with Sharpe/ROI/max-DD simulation - Bootstrap training data generator from HK climate normals Run: python ml/train.py && python ml/backtest.py --edge 50
This commit is contained in:
+3
-1
@@ -4,6 +4,9 @@ __pycache__/
|
||||
*.pyo
|
||||
.env
|
||||
data/weights/*.npz
|
||||
data/models/*.lgb
|
||||
data/models/*_meta.json
|
||||
data/models/training_summary.json
|
||||
.opencache/
|
||||
.openmeteo_cache*
|
||||
.openmeteo_cache.sqlite
|
||||
@@ -12,4 +15,3 @@ logs/
|
||||
*.log
|
||||
.DS_Store
|
||||
*.sqlite
|
||||
|
||||
|
||||
Reference in New Issue
Block a user