feat: add orderbook shadow training pipeline

2026-07-15 09:44:29 +03:00
parent f7a625586e
commit 5d8ad1437e
19 changed files with 1486 additions and 23 deletions
@@ -122,6 +122,19 @@ STORAGE_PRUNE_INTERVAL_SECONDS=3600

 # Windows trainer keeps this final tail untouched by training and early stopping.
 TORCH_RETRAIN_HOLDOUT_WINDOW=1000
+TORCH_ORDERBOOK_DB=runtime/orderbook_observations.sqlite3
+TORCH_ORDERBOOK_MIN_SAMPLES_PER_BUCKET=20
+TORCH_ORDERBOOK_MIN_COVERED_BUCKETS=240
+TORCH_ORDERBOOK_MIN_SYMBOLS=2
+
+# Forward-only gate for an offline-approved shadow model. Promotion remains an
+# explicit authenticated API action after every check has passed.
+SHADOW_GATE_MIN_SETTLED=300
+SHADOW_GATE_MIN_ELIGIBLE=30
+SHADOW_GATE_MIN_SYMBOLS=2
+SHADOW_GATE_MIN_PROFIT_FACTOR=1.10
+SHADOW_GATE_MIN_DIRECTION_ACCURACY=0.52
+SHADOW_GATE_MAX_BRIER=0.25

 DATABASE_PATH=runtime/tradebot.sqlite3
 LOG_PATH=runtime/tradebot.log