fix: remove leakage from legacy ML evaluation

2026-07-26 22:59:21 +00:00
parent aef714d6c7
commit 81654b5743
6 changed files with 240 additions and 34 deletions
@@ -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"