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Merged
MoaazEmam merged 2 commits into from
May 4, 2026
Merged

800% will work #45

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99cac17
fix entry point command, run evaluation
MoaazEmam May 4, 2026
dab9174
Merge pull request #44 from MoaazEmam/39-add-mlflow-and-polish-ui
MoaazEmam May 4, 2026
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3 changes: 2 additions & 1 deletion Dockerfile.prod
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Expand Up @@ -31,6 +31,7 @@ RUN az storage blob download-batch \
--source mlruns \
--destination /app/mlruns/ || echo "No mlruns/ in storage yet, skipping"
EXPOSE 8000 8501

COPY docker/entrypoint.sh /entrypoint.sh
RUN chmod +x /entrypoint.sh
CMD ["/entrypoint.sh"]
CMD ["/bin/bash", "/entrypoint.sh"]
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82 changes: 41 additions & 41 deletions models/artifacts/backtest_results.json
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Expand Up @@ -2,85 +2,85 @@
"logistic_regression": {
"model_name": "logistic_regression",
"initial_capital": 500000.0,
"final_capital": 493204.1575020498,
"total_trades": 136738,
"final_capital": 492705.5220935263,
"total_trades": 136657,
"metrics": {
"total_return_pct": -0.7007231456740204,
"sharpe_ratio": 0.009860509042075846,
"win_rate": 0.49995612046395294,
"profit_factor": 0.9927246230177307
"total_return_pct": -0.8011159236488097,
"sharpe_ratio": 0.0027096238618928097,
"win_rate": 0.49990121252478836,
"profit_factor": 0.9921891798679353
}
},
"decision_tree": {
"model_name": "decision_tree",
"initial_capital": 500000.0,
"final_capital": 578881.831804675,
"total_trades": 131809,
"final_capital": 535574.7952353342,
"total_trades": 139347,
"metrics": {
"total_return_pct": 15.009130022201145,
"sharpe_ratio": 1.106539644244743,
"win_rate": 0.5029929670963288,
"profit_factor": 1.0827461283809072
"total_return_pct": 6.638419192753875,
"sharpe_ratio": 0.4680495126617511,
"win_rate": 0.5132295636073974,
"profit_factor": 1.0388947831273074
}
},
"adaboost": {
"model_name": "adaboost",
"initial_capital": 500000.0,
"final_capital": 527884.436830822,
"total_trades": 138862,
"final_capital": 497490.2428801132,
"total_trades": 139963,
"metrics": {
"total_return_pct": 6.16692067536555,
"sharpe_ratio": 0.5479899310298146,
"win_rate": 0.5121199464216273,
"profit_factor": 1.0302239065896193
"total_return_pct": -0.12140197236132355,
"sharpe_ratio": 0.03631951202318103,
"win_rate": 0.5066767645734944,
"profit_factor": 0.9972326441488291
}
},
"random_forest": {
"model_name": "random_forest",
"initial_capital": 500000.0,
"final_capital": 535141.0293030565,
"total_trades": 137898,
"final_capital": 567910.5106008762,
"total_trades": 137675,
"metrics": {
"total_return_pct": 6.959293080633122,
"sharpe_ratio": 0.5176854615114458,
"win_rate": 0.5085715528869165,
"profit_factor": 1.0360523930337522
"total_return_pct": 14.323199716288414,
"sharpe_ratio": 1.029771534052213,
"win_rate": 0.5054512438714364,
"profit_factor": 1.06602984774183
}
},
"lightgbm": {
"model_name": "lightgbm",
"initial_capital": 500000.0,
"final_capital": 502976.41332192585,
"total_trades": 133002,
"final_capital": 504583.0645151714,
"total_trades": 133377,
"metrics": {
"total_return_pct": 1.2614237556337615,
"sharpe_ratio": 0.14759871549408887,
"win_rate": 0.49972932737853565,
"profit_factor": 1.0030046186448662
"total_return_pct": 1.6038144528949472,
"sharpe_ratio": 0.17137856645149313,
"win_rate": 0.5027628451682075,
"profit_factor": 1.0046778475452267
}
},
"voting_classifier": {
"model_name": "voting_classifier",
"initial_capital": 500000.0,
"final_capital": 511678.2427597648,
"total_trades": 135828,
"final_capital": 508977.30249215994,
"total_trades": 136029,
"metrics": {
"total_return_pct": 3.0150256782757623,
"sharpe_ratio": 0.2756268746125455,
"win_rate": 0.5035338810849015,
"profit_factor": 1.0119298707075866
"total_return_pct": 2.4780097080419727,
"sharpe_ratio": 0.24514815714230245,
"win_rate": 0.5021943850208411,
"profit_factor": 1.0091277291482916
}
},
"naive_buy_baseline": {
"model_name": "naive_buy_baseline",
"initial_capital": 500000.0,
"final_capital": 583926.7224497921,
"final_capital": 583902.3325100574,
"total_trades": 151524,
"metrics": {
"total_return_pct": 17.606993973683593,
"sharpe_ratio": 0.9842788949006163,
"win_rate": 0.5174163828832397,
"profit_factor": 1.0829189840007805
"total_return_pct": 17.602081666393786,
"sharpe_ratio": 0.9840903604306787,
"win_rate": 0.5174097832686572,
"profit_factor": 1.0828999784672162
}
}
}
12 changes: 6 additions & 6 deletions models/artifacts/best_model.json
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@@ -1,10 +1,10 @@
{
"model_name": "lightgbm",
"model_path": "models/lightgbm.pkl",
"test_f1_macro": 0.0,
"test_accuracy": 0.0,
"test_precision_macro": 0.0,
"test_recall_macro": 0.0,
"test_mcc": 0.1183,
"selected_at": "2026-05-04T15:21:09.345798+00:00Z"
"test_f1_macro": 0.4073584602583696,
"test_accuracy": 0.417024663986895,
"test_precision_macro": 0.43576849537949297,
"test_recall_macro": 0.417024663986895,
"test_mcc": 0.10451422641901091,
"selected_at": "2026-05-04T21:13:44.737894+00:00Z"
}
6 changes: 3 additions & 3 deletions models/artifacts/confusion_matrix_adaboost.csv
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@@ -1,4 +1,4 @@
,Pred Hold,Pred Buy,Pred Sell
Hold,46820,3038,12092
Buy,28556,5761,5404
Sell,37832,2923,9577
Hold,45241,3032,13678
Buy,28304,5669,5747
Sell,36772,2938,10622
6 changes: 3 additions & 3 deletions models/artifacts/confusion_matrix_decision_tree.csv
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@@ -1,4 +1,4 @@
,Pred Hold,Pred Buy,Pred Sell
Hold,34039,5565,22346
Buy,21613,7929,10179
Sell,26686,5034,18612
Hold,33257,3765,24929
Buy,21340,5300,13080
Sell,26159,3149,21024
6 changes: 3 additions & 3 deletions models/artifacts/confusion_matrix_lightgbm.csv
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@@ -1,4 +1,4 @@
,Pred Hold,Pred Buy,Pred Sell
Hold,27783,5582,28585
Buy,13376,9794,16551
Sell,19146,3892,27294
Hold,26473,5541,29937
Buy,13067,8926,17727
Sell,18492,3850,27990
6 changes: 3 additions & 3 deletions models/artifacts/confusion_matrix_logistic_regression.csv
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@@ -1,4 +1,4 @@
,Pred Hold,Pred Buy,Pred Sell
Hold,29952,4493,27505
Buy,17248,8002,14471
Sell,23531,2611,24190
Hold,37905,4572,19474
Buy,22756,7745,9219
Sell,30309,2657,17366
6 changes: 3 additions & 3 deletions models/artifacts/confusion_matrix_random_forest.csv
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@@ -1,4 +1,4 @@
,Pred Hold,Pred Buy,Pred Sell
Hold,39225,4054,18671
Buy,21213,7325,11183
Sell,29766,2836,17730
Hold,34209,4077,23665
Buy,17679,7300,14741
Sell,24995,2680,22657
6 changes: 3 additions & 3 deletions models/artifacts/confusion_matrix_voting_classifier.csv
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@@ -1,4 +1,4 @@
,Pred Hold,Pred Buy,Pred Sell
Hold,31878,4486,25586
Buy,16279,8415,15027
Sell,22826,3114,24392
Hold,29621,4591,27739
Buy,14984,7937,16799
Sell,20986,3146,26200
14 changes: 7 additions & 7 deletions models/artifacts/model_comparison.csv
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@@ -1,7 +1,7 @@
model,train_accuracy,test_accuracy,cv_accuracy,overfit_gap,train_time_s
logistic_regression,0.4483937946341601,0.40883014697175035,0.3877766233304916,0.03956364766240977,1360.18
decision_tree,0.4823761149694377,0.39855396639517904,0.3804392227905655,0.08382214857425868,13.56
adaboost,0.4685643972379895,0.4089551453270352,0.3916595623756749,0.059609251910954286,4792.6
random_forest,0.5800421927579644,0.4231457480822621,0.39460562304631996,0.15689644467570235,683.38
lightgbm,0.6146572379561654,0.42779042381021304,0.4080615942028986,0.1868668141459524,479.19
voting_classifier,0.6056908606223682,0.4261654451915106,,0.1795254154308576,1994.97
Model,Train Acc,Test Acc,Overfit Gap,Weighted F1,MCC,Signal Precision (B),Hold Recall (B)
logistic_regression,0.4393,0.4146,0.0248,0.3954,0.0749,0.4471,0.6119
decision_tree,0.4798,0.392,0.0878,0.3706,0.0426,0.395,0.5368
adaboost,0.4664,0.4048,0.0616,0.3593,0.0444,0.4203,0.7303
random_forest,0.5792,0.4221,0.157,0.4065,0.0958,0.4452,0.5522
lightgbm,0.5989,0.417,0.1818,0.4074,0.1045,0.4286,0.4273
voting_classifier,0.5931,0.4195,0.1736,0.4075,0.1008,0.4384,0.4781
48 changes: 24 additions & 24 deletions models/artifacts/training_results.json
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@@ -1,37 +1,37 @@
{
"generated_at": "2026-05-03T16:58:59.199060+00:00",
"generated_at": "2026-05-04T21:02:49.210784+00:00",
"models": {
"logistic_regression": {
"best_params": {
"C": 0.1,
"l1_ratio": 0.1
},
"cv_accuracy": 0.3877766233304916,
"train_accuracy": 0.4483937946341601,
"test_accuracy": 0.40883014697175035,
"train_time_s": 1360.18,
"cv_accuracy": 0.3884759519749929,
"train_accuracy": 0.43933157502131287,
"test_accuracy": 0.4145707650506898,
"train_time_s": 97.81,
"artifact_path": "models/logistic_regression.pkl"
},
"decision_tree": {
"best_params": {
"max_depth": 8,
"min_samples_leaf": 200
},
"cv_accuracy": 0.3804392227905655,
"train_accuracy": 0.4823761149694377,
"test_accuracy": 0.39855396639517904,
"train_time_s": 13.56,
"cv_accuracy": 0.4016943734015345,
"train_accuracy": 0.4797877371057119,
"test_accuracy": 0.39197252685802253,
"train_time_s": 3.23,
"artifact_path": "models/decision_tree.pkl"
},
"adaboost": {
"best_params": {
"learning_rate": 0.1,
"n_estimators": 200
},
"cv_accuracy": 0.3916595623756749,
"train_accuracy": 0.4685643972379895,
"test_accuracy": 0.4089551453270352,
"train_time_s": 4792.6,
"cv_accuracy": 0.39465668513782326,
"train_accuracy": 0.4663806079497016,
"test_accuracy": 0.4048077998460557,
"train_time_s": 754.96,
"artifact_path": "models/adaboost.pkl"
},
"random_forest": {
Expand All @@ -40,10 +40,10 @@
"max_samples": 0.7,
"min_samples_leaf": 100
},
"cv_accuracy": 0.39460562304631996,
"train_accuracy": 0.5800421927579644,
"test_accuracy": 0.4231457480822621,
"train_time_s": 683.38,
"cv_accuracy": 0.3956046639670361,
"train_accuracy": 0.5791756580349531,
"test_accuracy": 0.4221364052025289,
"train_time_s": 204.96,
"artifact_path": "models/random_forest.pkl"
},
"lightgbm": {
Expand All @@ -54,10 +54,10 @@
"num_leaves": 48,
"reg_lambda": 1.0
},
"cv_accuracy": 0.4080615942028986,
"train_accuracy": 0.6146572379561654,
"test_accuracy": 0.42779042381021304,
"train_time_s": 479.19,
"cv_accuracy": 0.3952450092355783,
"train_accuracy": 0.5988517689684569,
"test_accuracy": 0.417024663986895,
"train_time_s": 1833.6,
"artifact_path": "models/lightgbm.pkl"
},
"voting_classifier": {
Expand All @@ -70,9 +70,9 @@
"voting": "soft"
},
"cv_accuracy": null,
"train_accuracy": 0.6056908606223682,
"test_accuracy": 0.4261654451915106,
"train_time_s": 1994.97,
"train_accuracy": 0.5930540014919011,
"test_accuracy": 0.41945224765300687,
"train_time_s": 469.87,
"artifact_path": "models/voting_classifier.pkl"
}
}
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