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fix: remove leakage from legacy ML evaluation

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This commit is contained in:
Hermes Agent
2026-07-26 22:59:21 +00:00
parent aef714d6c7
commit 81654b5743
6 changed files with 240 additions and 34 deletions
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config/best_config.json
+6 -1
View File
@@ -27,6 +27,11 @@
0.3,
0.5
],
"return_scales_pct": [
10.0,
30.0,
60.0
],
"score_range": [
0,
100
@@ -61,7 +66,7 @@
"rolling_test_size": 300,
"walk_forward_windows": 5,
"train_pct": 0.7,
"validation_pct": 0.15,
"validation_pct": 0.3,
"test_pct": 0.15
},
"timeframe": "4h"
config/current_config.json
+6 -1
View File
@@ -27,6 +27,11 @@
0.3,
0.5
],
"return_scales_pct": [
10.0,
30.0,
60.0
],
"score_range": [
0,
100
@@ -61,7 +66,7 @@
"rolling_test_size": 300,
"walk_forward_windows": 5,
"train_pct": 0.7,
"validation_pct": 0.15,
"validation_pct": 0.3,
"test_pct": 0.15
},
"timeframe": "4h"
config/initial_config.json
+6 -1
View File
@@ -27,6 +27,11 @@
0.3,
0.5
],
"return_scales_pct": [
10.0,
30.0,
60.0
],
"score_range": [
0,
100
@@ -61,7 +66,7 @@
"rolling_test_size": 300,
"walk_forward_windows": 5,
"train_pct": 0.7,
"validation_pct": 0.15,
"validation_pct": 0.3,
"test_pct": 0.15
},
"timeframe": "4h"