v3: accumulation signal optimizer - lower initial thresholds, disable PCA, simpler model start

config/initial_config.json

@@ -1,29 +1,44 @@
 {
-  "model_type": "hybrid",
+  "model_type": "xgboost",
   "features": {
     "use_price_position": true,
     "use_momentum": true,
     "use_volatility": true,
     "use_volume": true,
     "use_cycle": true,
-    "use_pca": true,
+    "use_pca": false,
     "pca_variance": 0.95,
     "use_scaler": true
   },
   "target": {
     "type": "regression",
-    "forward_periods_1h": [168, 720, 2160],
-    "forward_periods_4h": [42, 180, 540],
-    "weights": [0.2, 0.3, 0.5],
-    "score_range": [0, 100]
+    "forward_periods_1h": [
+      168,
+      720,
+      2160
+    ],
+    "forward_periods_4h": [
+      42,
+      180,
+      540
+    ],
+    "weights": [
+      0.2,
+      0.3,
+      0.5
+    ],
+    "score_range": [
+      0,
+      100
+    ]
   },
   "hyperparameters": {
     "learning_rate": 0.01,
-    "max_depth": 5,
-    "n_estimators": 500,
+    "max_depth": 4,
+    "n_estimators": 300,
     "subsample": 0.8,
     "colsample_bytree": 0.8,
-    "min_child_weight": 10,
+    "min_child_weight": 20,
     "gamma": 0.3,
     "reg_alpha": 0.5,
     "reg_lambda": 3.0,
@@ -36,9 +51,9 @@
     "lstm_patience": 10
   },
   "strategy": {
-    "strong_buy_threshold": 80,
-    "good_buy_threshold": 70,
-    "poor_threshold": 30
+    "strong_buy_threshold": 65,
+    "good_buy_threshold": 55,
+    "poor_threshold": 35
   },
   "training": {
     "rolling_window": true,