JonusNattapong commited on
Commit
157d841
·
verified ·
1 Parent(s): 153cc16

Upload metadata.json with huggingface_hub

Browse files
Files changed (1) hide show
  1. metadata.json +36 -13
metadata.json CHANGED
@@ -1,27 +1,50 @@
1
  {
2
- "model_id": "romeo-v5",
3
  "owner": "JonusNattapong",
4
  "license": "mit",
5
- "tags": ["trading", "xauusd", "ensemble", "xgboost", "lightgbm", "keras"],
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
6
  "artifacts": [
7
  "trading_model_romeo_daily.pkl",
8
- "romeo_keras_daily.keras",
9
- "MODEL_CARD.md"
10
  ],
11
  "metrics": {
12
- "evaluation_data": "data_xauusd_v3/daily_data_v3_fresh.csv",
13
- "initial_capital": 100,
14
  "final_capital": 484.8199412897085,
15
  "cagr": 0.044435345346789834,
16
  "annual_volatility": 0.4118163868756299,
17
  "sharpe": 0.31192432046397695,
18
  "max_drawdown": -0.47656310794093215,
19
  "total_trades": 3610,
20
- "win_rate": 0.49473684210526314
 
 
21
  },
22
- "feature_list_path": "trading_model_romeo_daily.pkl (artifact['features'])",
23
- "usage": {
24
- "load": "joblib.load('trading_model_romeo_daily.pkl')",
25
- "predict": "model.predict_proba(X) or keras.models.load_model('romeo_keras_daily.keras')"
26
- }
27
- }
 
 
 
 
1
  {
2
+ "model_id": "JonusNattapong/romeo-v5",
3
  "owner": "JonusNattapong",
4
  "license": "mit",
5
+ "tags": [
6
+ "trading",
7
+ "finance",
8
+ "gold",
9
+ "xauusd",
10
+ "forex",
11
+ "algorithmic-trading",
12
+ "smart-money-concepts",
13
+ "smc",
14
+ "xgboost",
15
+ "lightgbm",
16
+ "machine-learning",
17
+ "backtesting",
18
+ "technical-analysis",
19
+ "multi-timeframe",
20
+ "intraday-trading",
21
+ "high-frequency-trading",
22
+ "ensemble-model",
23
+ "keras",
24
+ "tensorflow"
25
+ ],
26
  "artifacts": [
27
  "trading_model_romeo_daily.pkl",
28
+ "romeo_keras_daily.keras"
 
29
  ],
30
  "metrics": {
31
+ "initial_capital": 100.0,
 
32
  "final_capital": 484.8199412897085,
33
  "cagr": 0.044435345346789834,
34
  "annual_volatility": 0.4118163868756299,
35
  "sharpe": 0.31192432046397695,
36
  "max_drawdown": -0.47656310794093215,
37
  "total_trades": 3610,
38
+ "win_trades": 1786,
39
+ "win_rate": 0.49473684210526314,
40
+ "avg_pnl": 0.10659832168689985
41
  },
42
+ "feature_list": "artifact['features']",
43
+ "usage": "Load artifact with joblib.load(). Align data to artifact['features'], fill missing with 0. Predict with ensemble weights. Use v5/backtest_v5.py for backtesting.",
44
+ "training_data": "Yahoo Finance GC=F historical data with SMC and technical features",
45
+ "evaluation_data": "Unseen fresh daily data",
46
+ "frameworks": ["scikit-learn", "xgboost", "lightgbm", "tensorflow"],
47
+ "python_version": "3.8+",
48
+ "dependencies": ["joblib", "pandas", "numpy", "scipy"],
49
+ "caveats": "Simplified position sizing; historical backtests only; not financial advice"
50
+ }