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Use Torch as the only forecast model

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Codex
2026-06-21 08:37:09 +03:00
parent 25651d7fa7
commit f19856ca6e
7 changed files with 129 additions and 278 deletions
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crypto_spot_bot/config.py
-4
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@@ -98,9 +98,7 @@ class Settings:
kelly_max_fraction: float
time_series_forecast_enabled: bool
time_series_min_candles: int
time_series_validation_window: int
time_series_forecast_horizon: int
time_series_ewma_lambda: float
time_series_min_edge_percent: float
time_series_max_adjustment: float
time_series_lstm_enabled: bool
@@ -222,9 +220,7 @@ def load_settings(env_file: str | Path | None = None) -> Settings:
kelly_max_fraction=_float_env("KELLY_MAX_FRACTION", 0.20),
time_series_forecast_enabled=_bool_env("TIME_SERIES_FORECAST_ENABLED", True),
time_series_min_candles=_int_env("TIME_SERIES_MIN_CANDLES", 120),
time_series_validation_window=_int_env("TIME_SERIES_VALIDATION_WINDOW", 30),
time_series_forecast_horizon=_int_env("TIME_SERIES_FORECAST_HORIZON", 3),
time_series_ewma_lambda=_float_env("TIME_SERIES_EWMA_LAMBDA", 0.94),
time_series_min_edge_percent=_float_env("TIME_SERIES_MIN_EDGE_PERCENT", 0.04),
time_series_max_adjustment=_float_env("TIME_SERIES_MAX_ADJUSTMENT", 0.08),
time_series_lstm_enabled=_bool_env("TIME_SERIES_LSTM_ENABLED", True),