manual close btn

2025-08-08 11:47:51 +03:00
parent 6214bc2e9f
commit c58ec789f2
5 changed files with 48 additions and 25 deletions
--- a/NN/utils/data_interface.py
+++ b/NN/utils/data_interface.py
@ -209,8 +209,8 @@ class DataInterface:
        curr_close = data[window_size-1:-1, 3]
        price_changes = (next_close - curr_close) / curr_close
        
-        # Define thresholds for price movement classification
-        threshold = 0.0005  # 0.05% threshold - smaller to encourage more signals
+    # Define thresholds for price movement classification
+    threshold = 0.001  # 0.10% threshold - prefer bigger moves to beat fees
        y = np.zeros(len(price_changes), dtype=int)
        y[price_changes > threshold] = 2  # Up
        y[price_changes < -threshold] = 0  # Down