Lower Torch confidence threshold
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@@ -63,7 +63,7 @@ TIME_SERIES_MIN_CANDLES=120
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TIME_SERIES_FORECAST_HORIZON=3
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TIME_SERIES_MIN_EDGE_PERCENT=0.10
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TIME_SERIES_MIN_PROBABILITY_UP=0.52
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TIME_SERIES_MIN_CONFIDENCE=0.72
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TIME_SERIES_MIN_CONFIDENCE=0.4
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TIME_SERIES_MAX_ADJUSTMENT=0.08
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TIME_SERIES_LSTM_ENABLED=true
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TIME_SERIES_LSTM_MODEL_PATH=runtime/lstm_forecaster.json
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+1
-1
@@ -63,7 +63,7 @@ TIME_SERIES_MIN_CANDLES=120
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TIME_SERIES_FORECAST_HORIZON=3
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TIME_SERIES_MIN_EDGE_PERCENT=0.08
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TIME_SERIES_MIN_PROBABILITY_UP=0.58
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TIME_SERIES_MIN_CONFIDENCE=0.72
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TIME_SERIES_MIN_CONFIDENCE=0.4
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TIME_SERIES_MAX_ADJUSTMENT=0.08
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TIME_SERIES_LSTM_ENABLED=true
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TIME_SERIES_LSTM_MODEL_PATH=runtime/lstm_forecaster.json
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@@ -161,7 +161,7 @@ TIME_SERIES_MIN_CANDLES=120
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TIME_SERIES_FORECAST_HORIZON=3
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TIME_SERIES_MIN_EDGE_PERCENT=0.08
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TIME_SERIES_MIN_PROBABILITY_UP=0.58
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TIME_SERIES_MIN_CONFIDENCE=0.72
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TIME_SERIES_MIN_CONFIDENCE=0.4
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TIME_SERIES_MAX_ADJUSTMENT=0.08
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TIME_SERIES_LSTM_ENABLED=true
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TIME_SERIES_LSTM_MODEL_PATH=runtime/lstm_forecaster.json
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@@ -262,7 +262,7 @@ def load_settings(env_file: str | Path | None = None) -> Settings:
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time_series_forecast_horizon=_int_env("TIME_SERIES_FORECAST_HORIZON", 3),
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time_series_min_edge_percent=_float_env("TIME_SERIES_MIN_EDGE_PERCENT", 0.08),
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time_series_min_probability_up=_float_env("TIME_SERIES_MIN_PROBABILITY_UP", 0.58),
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time_series_min_confidence=_float_env("TIME_SERIES_MIN_CONFIDENCE", 0.72),
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time_series_min_confidence=_float_env("TIME_SERIES_MIN_CONFIDENCE", 0.4),
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time_series_max_adjustment=_float_env("TIME_SERIES_MAX_ADJUSTMENT", 0.08),
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time_series_lstm_enabled=_bool_env("TIME_SERIES_LSTM_ENABLED", True),
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time_series_lstm_model_path=Path(os.getenv("TIME_SERIES_LSTM_MODEL_PATH", "runtime/lstm_forecaster.json")),
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@@ -698,6 +698,8 @@ HTML = r"""
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const forecast = market.forecast || {};
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const quality = market.quality || {};
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const signal = latestSignals[symbol] || {};
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const minEdge = state.data.config?.time_series_min_edge_percent ?? 0;
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const minConfidence = state.data.config?.time_series_min_confidence ?? 0;
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const diagnostics = parseDiagnostics(signal);
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const failed = Object.entries(diagnostics.checks || {}).filter(([, ok]) => !ok).map(([key]) => key);
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return panel(
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@@ -712,8 +714,9 @@ HTML = r"""
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])}
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${kvTable([
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['Model', modelName(forecast.model)],
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['Expected', signed(forecast.expected_return_percent, 4) + '%'],
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['Edge', `${signed(forecast.expected_return_percent, 4)}% / min ${num(minEdge, 3)}%`],
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['P(up)', num((forecast.probability_up || 0) * 100, 2) + '%'],
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['Confidence', `${num(signal.confidence, 4)} / min ${num(minConfidence, 2)}`],
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['Q10/Q50/Q90', `${signed(forecast.quantile_10_percent, 2)} / ${signed(forecast.quantile_50_percent, 2)} / ${signed(forecast.quantile_90_percent, 2)}`],
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['Blocked', forecast.block_entry ? 'yes' : 'no']
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])}
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+1
-1
@@ -79,7 +79,7 @@ def make_settings():
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time_series_forecast_horizon=3,
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time_series_min_edge_percent=0.08,
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time_series_min_probability_up=0.58,
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time_series_min_confidence=0.72,
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time_series_min_confidence=0.4,
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time_series_max_adjustment=0.08,
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time_series_lstm_enabled=True,
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time_series_lstm_model_path=tmp_path / "lstm_forecaster.json",
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