Calibrate Torch forecast thresholds

2026-06-23 16:35:24 +03:00
parent 12f470e0a3
commit 13de641fe3
8 changed files with 778 additions and 9 deletions
@@ -72,7 +72,9 @@ def make_settings():
            time_series_forecast_enabled=True,
            time_series_min_candles=120,
            time_series_forecast_horizon=3,
-            time_series_min_edge_percent=0.04,
+            time_series_min_edge_percent=0.10,
+            time_series_min_probability_up=0.64,
+            time_series_min_confidence=0.72,
            time_series_max_adjustment=0.08,
            time_series_lstm_enabled=True,
            time_series_lstm_model_path=tmp_path / "lstm_forecaster.json",
@@ -252,8 +252,8 @@ def test_torch_forecast_buys_only_from_positive_torch_edge(make_settings, tmp_pa
        forecast={
            "usable": True,
            "model": "torch_gru",
-            "expected_return_percent": 0.24,
-            "probability_up": 0.63,
+            "expected_return_percent": 0.36,
+            "probability_up": 0.66,
            "skill": 0.22,
            "block_entry": False,
        },