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:
@@ -0,0 +1,20 @@
|
||||
"""ML prediction pipeline for HK weather.
|
||||
|
||||
Usage:
|
||||
from ml import MLPredictor
|
||||
predictor = MLPredictor()
|
||||
predictor.fetch_and_predict()
|
||||
signal = predictor.generate_signal("temp_gt_30c_24h", market_probability=45.0)
|
||||
"""
|
||||
|
||||
from ml.predictor import MLPredictor
|
||||
from ml.model import ModelEnsemble, WeatherModel, TARGET_DEFINITIONS
|
||||
from ml.features import FeatureEngine
|
||||
|
||||
__all__ = [
|
||||
"MLPredictor",
|
||||
"ModelEnsemble",
|
||||
"WeatherModel",
|
||||
"FeatureEngine",
|
||||
"TARGET_DEFINITIONS",
|
||||
]
|
||||
Reference in New Issue
Block a user