2025-10-06 15:36:38 - feature_selection - INFO - Логирование настроено: только файл + перехват всех выводов 2025-10-06 15:36:38 - feature_selection - INFO - === Загрузка данных === 2025-10-06 15:36:38 - feature_selection - INFO - 📊 Загружаем разметку markups_h1_tp5_sl2... 2025-10-06 15:36:38 - feature_selection - INFO - ✅ Загружено 15928 записей разметки 2025-10-06 15:36:38 - feature_selection - INFO - 🧠 Загружаем значения RUONIA из файла... 2025-10-06 15:36:38 - feature_selection - INFO - 🧠 Загружаем FinBERT эмбеддинги... 2025-10-06 15:36:40 - feature_selection - INFO - ✅ Загружено 16765 записей FinBERT эмбеддингов 2025-10-06 15:36:40 - feature_selection - INFO - ⏰ Загружаем chronos_embeddings_close_1min... 2025-10-06 15:36:41 - feature_selection - INFO - ✅ Загружено 17667 записей из chronos_embeddings_close_1min 2025-10-06 15:36:41 - feature_selection - INFO - ⏰ Загружаем chronos_embeddings_close_15min... 2025-10-06 15:36:42 - feature_selection - INFO - ✅ Загружено 17667 записей из chronos_embeddings_close_15min 2025-10-06 15:36:42 - feature_selection - INFO - ⏰ Загружаем chronos_embeddings_close_1h... 2025-10-06 15:36:44 - feature_selection - INFO - ✅ Загружено 17667 записей из chronos_embeddings_close_1h 2025-10-06 15:36:44 - feature_selection - INFO - ⏰ Загружаем chronos_embeddings_volume_1min... 2025-10-06 15:36:45 - feature_selection - INFO - ✅ Загружено 17667 записей из chronos_embeddings_volume_1min 2025-10-06 15:36:45 - feature_selection - INFO - ⏰ Загружаем chronos_embeddings_volume_15min... 2025-10-06 15:36:46 - feature_selection - INFO - ✅ Загружено 17667 записей из chronos_embeddings_volume_15min 2025-10-06 15:36:46 - feature_selection - INFO - ⏰ Загружаем chronos_embeddings_volume_1h... 2025-10-06 15:36:47 - feature_selection - INFO - ✅ Загружено 17667 записей из chronos_embeddings_volume_1h 2025-10-06 15:36:47 - feature_selection - INFO - 🔗 Объединяем данные... 2025-10-06 15:36:47 - feature_selection - INFO - После объединения с RUONIA: 15802 записей 2025-10-06 15:36:48 - feature_selection - INFO - После объединения с FinBERT: 14934 записей 2025-10-06 15:36:48 - feature_selection - INFO - После объединения с chronos_embeddings_close_1min: 14934 записей 2025-10-06 15:36:48 - feature_selection - INFO - После объединения с chronos_embeddings_close_15min: 14934 записей 2025-10-06 15:36:48 - feature_selection - INFO - После объединения с chronos_embeddings_close_1h: 14934 записей 2025-10-06 15:36:48 - feature_selection - INFO - После объединения с chronos_embeddings_volume_1min: 14934 записей 2025-10-06 15:36:49 - feature_selection - INFO - После объединения с chronos_embeddings_volume_15min: 14934 записей 2025-10-06 15:36:49 - feature_selection - INFO - После объединения с chronos_embeddings_volume_1h: 14934 записей 2025-10-06 15:36:49 - feature_selection - INFO - ✅ Итоговый датасет: 14934 строк, 7688 столбцов 2025-10-06 15:36:49 - feature_selection - INFO - Период данных: 2021-09-29 11:06:40 - 2025-07-15 18:41:41 2025-10-06 15:36:49 - feature_selection - INFO - Уникальных тикеров: 232 2025-10-06 15:36:49 - feature_selection - INFO - Распределение меток: label 0 5155 1 4535 2 5244 Name: count, dtype: int64 2025-10-06 15:36:49 - feature_selection - INFO - === Подготовка данных для обучения === 2025-10-06 15:36:49 - feature_selection - INFO - 🎯 Целевая переменная: label 2025-10-06 15:36:50 - feature_selection - INFO - 🔢 Числовых признаков: 7681 2025-10-06 15:36:50 - feature_selection - INFO - 📝 Категориальных признаков: 4 2025-10-06 15:36:50 - feature_selection - INFO - ✅ Итого признаков: 7685 2025-10-06 15:36:50 - feature_selection - INFO - ✅ Пропусков в данных нет 2025-10-06 15:36:50 - feature_selection - INFO - 📈 Распределение классов: 2025-10-06 15:36:50 - feature_selection - INFO - no_signal: 5155 (34.5%) 2025-10-06 15:36:50 - feature_selection - INFO - buy: 4535 (30.4%) 2025-10-06 15:36:50 - feature_selection - INFO - sell: 5244 (35.1%) 2025-10-06 15:36:51 - feature_selection - INFO - ************************************************** 2025-10-06 15:36:51 - feature_selection - INFO - Запуск номер [1] 2025-10-06 15:36:51 - feature_selection - INFO - ************************************************** 2025-10-06 15:36:51 - feature_selection - INFO - Период эксплуатации модели, сут.: 665 2025-10-06 15:36:51 - feature_selection - INFO - iterations: 726 2025-10-06 15:36:51 - feature_selection - INFO - learning_rate: 0.0014459730857119535 2025-10-06 15:36:51 - feature_selection - INFO - depth: 4 2025-10-06 15:36:51 - feature_selection - INFO - 2025-10-06 15:36:51 - feature_selection - INFO - 📊 Фолд 1/2 2025-10-06 15:37:20 - feature_selection - INFO - 2025-10-06 15:37:20 - feature_selection - INFO - 📊 Фолд 2/2 2025-10-06 15:37:50 - feature_selection - INFO - 2025-10-06 15:37:50 - feature_selection - INFO - ================================================== 2025-10-06 15:37:50 - feature_selection - INFO - 📈 ДЕТАЛЬНЫЕ РЕЗУЛЬТАТЫ КРОСС-ВАЛИДАЦИИ 2025-10-06 15:37:50 - feature_selection - INFO - ================================================== 2025-10-06 15:37:50 - feature_selection - INFO - 2025-10-06 15:37:50 - feature_selection - INFO - 🎯 Распределение предсказаний по фолдам: 2025-10-06 15:37:50 - feature_selection - INFO - y_pred no_signal buy sell 2025-10-06 15:37:50 - feature_selection - INFO - fold 2025-10-06 15:37:50 - feature_selection - INFO - 1 5025 243 2183 2025-10-06 15:37:50 - feature_selection - INFO - 2 301 0 148 2025-10-06 15:37:51 - feature_selection - INFO - 2025-10-06 15:37:51 - feature_selection - INFO - 🔍 Общая матрица ошибок (все фолды): 2025-10-06 15:37:51 - feature_selection - INFO - Классы: [no_signal, buy, sell] 2025-10-06 15:37:51 - feature_selection - INFO - [[2037 39 729] 2025-10-06 15:37:51 - feature_selection - INFO - [1532 99 695] 2025-10-06 15:37:51 - feature_selection - INFO - [1757 105 907]] 2025-10-06 15:37:51 - feature_selection - INFO - 2025-10-06 15:37:51 - feature_selection - INFO - 📋 Детальный отчет по классификации: 2025-10-06 15:37:51 - feature_selection - INFO - precision recall f1-score support 2025-10-06 15:37:51 - feature_selection - INFO - 2025-10-06 15:37:51 - feature_selection - INFO - no_signal 0.38 0.73 0.50 2805 2025-10-06 15:37:51 - feature_selection - INFO - buy 0.41 0.04 0.08 2326 2025-10-06 15:37:51 - feature_selection - INFO - sell 0.39 0.33 0.36 2769 2025-10-06 15:37:51 - feature_selection - INFO - 2025-10-06 15:37:51 - feature_selection - INFO - accuracy 0.39 7900 2025-10-06 15:37:51 - feature_selection - INFO - macro avg 0.39 0.37 0.31 7900 2025-10-06 15:37:51 - feature_selection - INFO - weighted avg 0.39 0.39 0.33 7900 2025-10-06 15:37:51 - feature_selection - INFO - Sharpe ratio: 0.05514200879803976 2025-10-06 15:37:51 - feature_selection - INFO - VaR.95: -0.006507007312029598 2025-10-06 15:37:51 - feature_selection - INFO - CVaR.95: -0.016225058981512167 2025-10-06 15:37:51 - feature_selection - INFO - Drawdown: -0.9894910417497158 2025-10-06 15:37:51 - feature_selection - INFO - Чистый доход: 1.5391808855565614 2025-10-06 15:37:51 - feature_selection - INFO - Доход с наименьшей комиссией .01%: -0.04081911444343775 2025-10-06 15:37:51 - feature_selection - INFO - Доход с обычной комиссией .03%: -3.2008191144434393 2025-10-06 15:37:51 - feature_selection - INFO - ************************************************** 2025-10-06 15:37:51 - feature_selection - INFO - Запуск номер [2] 2025-10-06 15:37:51 - feature_selection - INFO - ************************************************** 2025-10-06 15:37:51 - feature_selection - INFO - Период эксплуатации модели, сут.: 51 2025-10-06 15:37:51 - feature_selection - INFO - iterations: 741 2025-10-06 15:37:51 - feature_selection - INFO - learning_rate: 0.013681987190160496 2025-10-06 15:37:51 - feature_selection - INFO - depth: 2 2025-10-06 15:37:51 - feature_selection - INFO - 2025-10-06 15:37:51 - feature_selection - INFO - 📊 Фолд 1/27 2025-10-06 15:38:01 - feature_selection - INFO - 2025-10-06 15:38:01 - feature_selection - INFO - 📊 Фолд 2/27 2025-10-06 15:38:12 - feature_selection - INFO - 2025-10-06 15:38:12 - feature_selection - INFO - 📊 Фолд 3/27 2025-10-06 15:38:23 - feature_selection - INFO - 2025-10-06 15:38:23 - feature_selection - INFO - 📊 Фолд 4/27 2025-10-06 15:38:34 - feature_selection - INFO - 2025-10-06 15:38:34 - feature_selection - INFO - 📊 Фолд 5/27 2025-10-06 15:38:45 - feature_selection - INFO - 2025-10-06 15:38:45 - feature_selection - INFO - 📊 Фолд 6/27 2025-10-06 15:38:55 - feature_selection - INFO - 2025-10-06 15:38:55 - feature_selection - INFO - 📊 Фолд 7/27 2025-10-06 15:39:06 - feature_selection - INFO - 2025-10-06 15:39:06 - feature_selection - INFO - 📊 Фолд 8/27 2025-10-06 15:39:17 - feature_selection - INFO - 2025-10-06 15:39:17 - feature_selection - INFO - 📊 Фолд 9/27 2025-10-06 15:39:28 - feature_selection - INFO - 2025-10-06 15:39:28 - feature_selection - INFO - 📊 Фолд 10/27 2025-10-06 15:39:39 - feature_selection - INFO - 2025-10-06 15:39:39 - feature_selection - INFO - 📊 Фолд 11/27 2025-10-06 15:39:50 - feature_selection - INFO - 2025-10-06 15:39:50 - feature_selection - INFO - 📊 Фолд 12/27 2025-10-06 15:40:01 - feature_selection - INFO - 2025-10-06 15:40:01 - feature_selection - INFO - 📊 Фолд 13/27 2025-10-06 15:40:12 - feature_selection - INFO - 2025-10-06 15:40:12 - feature_selection - INFO - 📊 Фолд 14/27 2025-10-06 15:40:23 - feature_selection - INFO - 2025-10-06 15:40:23 - feature_selection - INFO - 📊 Фолд 15/27 2025-10-06 15:40:34 - feature_selection - INFO - 2025-10-06 15:40:34 - feature_selection - INFO - 📊 Фолд 16/27 2025-10-06 15:40:45 - feature_selection - INFO - 2025-10-06 15:40:45 - feature_selection - INFO - 📊 Фолд 17/27 2025-10-06 15:40:56 - feature_selection - INFO - 2025-10-06 15:40:56 - feature_selection - INFO - 📊 Фолд 18/27 2025-10-06 15:41:06 - feature_selection - INFO - 2025-10-06 15:41:06 - feature_selection - INFO - 📊 Фолд 19/27 2025-10-06 15:41:17 - feature_selection - INFO - 2025-10-06 15:41:17 - feature_selection - INFO - 📊 Фолд 20/27 2025-10-06 15:41:28 - feature_selection - INFO - 2025-10-06 15:41:28 - feature_selection - INFO - 📊 Фолд 21/27 2025-10-06 15:41:39 - feature_selection - INFO - 2025-10-06 15:41:39 - feature_selection - INFO - 📊 Фолд 22/27 2025-10-06 15:41:50 - feature_selection - INFO - 2025-10-06 15:41:50 - feature_selection - INFO - 📊 Фолд 23/27 2025-10-06 15:42:00 - feature_selection - INFO - 2025-10-06 15:42:00 - feature_selection - INFO - 📊 Фолд 24/27 2025-10-06 15:42:11 - feature_selection - INFO - 2025-10-06 15:42:11 - feature_selection - INFO - 📊 Фолд 25/27 2025-10-06 15:42:22 - feature_selection - INFO - 2025-10-06 15:42:22 - feature_selection - INFO - 📊 Фолд 26/27 2025-10-06 15:42:33 - feature_selection - INFO - 2025-10-06 15:42:33 - feature_selection - INFO - 📊 Фолд 27/27 2025-10-06 15:42:46 - feature_selection - INFO - 2025-10-06 15:42:46 - feature_selection - INFO - ================================================== 2025-10-06 15:42:46 - feature_selection - INFO - 📈 ДЕТАЛЬНЫЕ РЕЗУЛЬТАТЫ КРОСС-ВАЛИДАЦИИ 2025-10-06 15:42:46 - feature_selection - INFO - ================================================== 2025-10-06 15:42:46 - feature_selection - INFO - 2025-10-06 15:42:46 - feature_selection - INFO - 🎯 Распределение предсказаний по фолдам: 2025-10-06 15:42:46 - feature_selection - INFO - y_pred no_signal buy sell 2025-10-06 15:42:46 - feature_selection - INFO - fold 2025-10-06 15:42:46 - feature_selection - INFO - 1 251 127 191 2025-10-06 15:42:46 - feature_selection - INFO - 2 275 92 334 2025-10-06 15:42:46 - feature_selection - INFO - 3 83 31 163 2025-10-06 15:42:46 - feature_selection - INFO - 4 21 56 662 2025-10-06 15:42:46 - feature_selection - INFO - 5 26 361 206 2025-10-06 15:42:46 - feature_selection - INFO - 6 207 282 116 2025-10-06 15:42:46 - feature_selection - INFO - 7 116 108 275 2025-10-06 15:42:46 - feature_selection - INFO - 8 105 201 268 2025-10-06 15:42:46 - feature_selection - INFO - 9 195 15 232 2025-10-06 15:42:46 - feature_selection - INFO - 10 239 79 139 2025-10-06 15:42:46 - feature_selection - INFO - 11 154 136 112 2025-10-06 15:42:46 - feature_selection - INFO - 12 206 81 179 2025-10-06 15:42:46 - feature_selection - INFO - 13 348 132 161 2025-10-06 15:42:46 - feature_selection - INFO - 14 248 87 174 2025-10-06 15:42:46 - feature_selection - INFO - 15 356 127 187 2025-10-06 15:42:46 - feature_selection - INFO - 16 354 65 126 2025-10-06 15:42:46 - feature_selection - INFO - 17 227 24 494 2025-10-06 15:42:46 - feature_selection - INFO - 18 94 108 368 2025-10-06 15:42:46 - feature_selection - INFO - 19 168 36 80 2025-10-06 15:42:46 - feature_selection - INFO - 20 172 20 158 2025-10-06 15:42:46 - feature_selection - INFO - 21 158 79 148 2025-10-06 15:42:46 - feature_selection - INFO - 22 397 66 183 2025-10-06 15:42:46 - feature_selection - INFO - 23 209 23 262 2025-10-06 15:42:46 - feature_selection - INFO - 24 439 84 195 2025-10-06 15:42:46 - feature_selection - INFO - 25 222 575 71 2025-10-06 15:42:46 - feature_selection - INFO - 26 129 55 261 2025-10-06 15:42:46 - feature_selection - INFO - 27 7 1 60 2025-10-06 15:42:46 - feature_selection - INFO - 2025-10-06 15:42:46 - feature_selection - INFO - 🔍 Общая матрица ошибок (все фолды): 2025-10-06 15:42:46 - feature_selection - INFO - Классы: [no_signal, buy, sell] 2025-10-06 15:42:46 - feature_selection - INFO - [[2068 994 1856] 2025-10-06 15:42:46 - feature_selection - INFO - [1526 1000 1805] 2025-10-06 15:42:46 - feature_selection - INFO - [1812 1057 2144]] 2025-10-06 15:42:46 - feature_selection - INFO - 2025-10-06 15:42:46 - feature_selection - INFO - 📋 Детальный отчет по классификации: 2025-10-06 15:42:46 - feature_selection - INFO - precision recall f1-score support 2025-10-06 15:42:46 - feature_selection - INFO - 2025-10-06 15:42:46 - feature_selection - INFO - no_signal 0.38 0.42 0.40 4918 2025-10-06 15:42:46 - feature_selection - INFO - buy 0.33 0.23 0.27 4331 2025-10-06 15:42:46 - feature_selection - INFO - sell 0.37 0.43 0.40 5013 2025-10-06 15:42:46 - feature_selection - INFO - 2025-10-06 15:42:46 - feature_selection - INFO - accuracy 0.37 14262 2025-10-06 15:42:46 - feature_selection - INFO - macro avg 0.36 0.36 0.36 14262 2025-10-06 15:42:46 - feature_selection - INFO - weighted avg 0.36 0.37 0.36 14262 2025-10-06 15:42:46 - feature_selection - INFO - Sharpe ratio: 0.08234159251407937 2025-10-06 15:42:46 - feature_selection - INFO - VaR.95: -0.008240669826045632 2025-10-06 15:42:46 - feature_selection - INFO - CVaR.95: -0.018919359078677762 2025-10-06 15:42:46 - feature_selection - INFO - Drawdown: -0.9622644550981931 2025-10-06 15:42:46 - feature_selection - INFO - Чистый доход: 3.365860447062005 2025-10-06 15:42:46 - feature_selection - INFO - Доход с наименьшей комиссией .01%: 0.5134604470620061 2025-10-06 15:42:46 - feature_selection - INFO - Доход с обычной комиссией .03%: -5.191339552937997 2025-10-06 15:42:46 - feature_selection - INFO - ************************************************** 2025-10-06 15:42:46 - feature_selection - INFO - Запуск номер [3] 2025-10-06 15:42:46 - feature_selection - INFO - ************************************************** 2025-10-06 15:42:46 - feature_selection - INFO - Период эксплуатации модели, сут.: 393 2025-10-06 15:42:46 - feature_selection - INFO - iterations: 470 2025-10-06 15:42:46 - feature_selection - INFO - learning_rate: 0.007524275828156455 2025-10-06 15:42:46 - feature_selection - INFO - depth: 5 2025-10-06 15:42:46 - feature_selection - INFO - 2025-10-06 15:42:46 - feature_selection - INFO - 📊 Фолд 1/3 2025-10-06 15:43:19 - feature_selection - INFO - 2025-10-06 15:43:19 - feature_selection - INFO - 📊 Фолд 2/3 2025-10-06 15:43:50 - feature_selection - INFO - 2025-10-06 15:43:50 - feature_selection - INFO - 📊 Фолд 3/3 2025-10-06 15:44:23 - feature_selection - INFO - 2025-10-06 15:44:23 - feature_selection - INFO - ================================================== 2025-10-06 15:44:23 - feature_selection - INFO - 📈 ДЕТАЛЬНЫЕ РЕЗУЛЬТАТЫ КРОСС-ВАЛИДАЦИИ 2025-10-06 15:44:23 - feature_selection - INFO - ================================================== 2025-10-06 15:44:23 - feature_selection - INFO - 2025-10-06 15:44:23 - feature_selection - INFO - 🎯 Распределение предсказаний по фолдам: 2025-10-06 15:44:23 - feature_selection - INFO - y_pred no_signal buy sell 2025-10-06 15:44:23 - feature_selection - INFO - fold 2025-10-06 15:44:23 - feature_selection - INFO - 1 1595 440 1864 2025-10-06 15:44:23 - feature_selection - INFO - 2 2641 38 1340 2025-10-06 15:44:23 - feature_selection - INFO - 3 1758 10 742 2025-10-06 15:44:23 - feature_selection - INFO - 2025-10-06 15:44:23 - feature_selection - INFO - 🔍 Общая матрица ошибок (все фолды): 2025-10-06 15:44:23 - feature_selection - INFO - Классы: [no_signal, buy, sell] 2025-10-06 15:44:23 - feature_selection - INFO - [[2283 148 1276] 2025-10-06 15:44:23 - feature_selection - INFO - [1723 159 1178] 2025-10-06 15:44:23 - feature_selection - INFO - [1988 181 1492]] 2025-10-06 15:44:23 - feature_selection - INFO - 2025-10-06 15:44:23 - feature_selection - INFO - 📋 Детальный отчет по классификации: 2025-10-06 15:44:23 - feature_selection - INFO - precision recall f1-score support 2025-10-06 15:44:23 - feature_selection - INFO - 2025-10-06 15:44:23 - feature_selection - INFO - no_signal 0.38 0.62 0.47 3707 2025-10-06 15:44:23 - feature_selection - INFO - buy 0.33 0.05 0.09 3060 2025-10-06 15:44:23 - feature_selection - INFO - sell 0.38 0.41 0.39 3661 2025-10-06 15:44:23 - feature_selection - INFO - 2025-10-06 15:44:23 - feature_selection - INFO - accuracy 0.38 10428 2025-10-06 15:44:23 - feature_selection - INFO - macro avg 0.36 0.36 0.32 10428 2025-10-06 15:44:23 - feature_selection - INFO - weighted avg 0.36 0.38 0.33 10428 2025-10-06 15:44:23 - feature_selection - INFO - Sharpe ratio: 0.11482207344316574 2025-10-06 15:44:23 - feature_selection - INFO - VaR.95: -0.006520049739629029 2025-10-06 15:44:23 - feature_selection - INFO - CVaR.95: -0.01482100907616831 2025-10-06 15:44:23 - feature_selection - INFO - Drawdown: -0.9906275980174541 2025-10-06 15:44:23 - feature_selection - INFO - Чистый доход: 3.587757720375521 2025-10-06 15:44:23 - feature_selection - INFO - Доход с наименьшей комиссией .01%: 1.5021577203755223 2025-10-06 15:44:23 - feature_selection - INFO - Доход с обычной комиссией .03%: -2.66904227962448 2025-10-06 15:44:23 - feature_selection - INFO - ************************************************** 2025-10-06 15:44:23 - feature_selection - INFO - Запуск номер [4] 2025-10-06 15:44:23 - feature_selection - INFO - ************************************************** 2025-10-06 15:44:23 - feature_selection - INFO - Период эксплуатации модели, сут.: 228 2025-10-06 15:44:23 - feature_selection - INFO - iterations: 501 2025-10-06 15:44:23 - feature_selection - INFO - learning_rate: 0.005583443312268627 2025-10-06 15:44:23 - feature_selection - INFO - depth: 2 2025-10-06 15:44:23 - feature_selection - INFO - 2025-10-06 15:44:23 - feature_selection - INFO - 📊 Фолд 1/6 2025-10-06 15:44:31 - feature_selection - INFO - 2025-10-06 15:44:31 - feature_selection - INFO - 📊 Фолд 2/6 2025-10-06 15:44:39 - feature_selection - INFO - 2025-10-06 15:44:39 - feature_selection - INFO - 📊 Фолд 3/6 2025-10-06 15:44:46 - feature_selection - INFO - 2025-10-06 15:44:46 - feature_selection - INFO - 📊 Фолд 4/6 2025-10-06 15:44:54 - feature_selection - INFO - 2025-10-06 15:44:54 - feature_selection - INFO - 📊 Фолд 5/6 2025-10-06 15:45:02 - feature_selection - INFO - 2025-10-06 15:45:02 - feature_selection - INFO - 📊 Фолд 6/6 2025-10-06 15:45:11 - feature_selection - INFO - 2025-10-06 15:45:11 - feature_selection - INFO - ================================================== 2025-10-06 15:45:11 - feature_selection - INFO - 📈 ДЕТАЛЬНЫЕ РЕЗУЛЬТАТЫ КРОСС-ВАЛИДАЦИИ 2025-10-06 15:45:11 - feature_selection - INFO - ================================================== 2025-10-06 15:45:11 - feature_selection - INFO - 2025-10-06 15:45:11 - feature_selection - INFO - 🎯 Распределение предсказаний по фолдам: 2025-10-06 15:45:11 - feature_selection - INFO - y_pred no_signal buy sell 2025-10-06 15:45:11 - feature_selection - INFO - fold 2025-10-06 15:45:11 - feature_selection - INFO - 1 330 71 2304 2025-10-06 15:45:11 - feature_selection - INFO - 2 317 167 1587 2025-10-06 15:45:11 - feature_selection - INFO - 3 1981 21 711 2025-10-06 15:45:11 - feature_selection - INFO - 4 366 0 1494 2025-10-06 15:45:11 - feature_selection - INFO - 5 2411 6 584 2025-10-06 15:45:11 - feature_selection - INFO - 6 15 3 50 2025-10-06 15:45:11 - feature_selection - INFO - 2025-10-06 15:45:11 - feature_selection - INFO - 🔍 Общая матрица ошибок (все фолды): 2025-10-06 15:45:11 - feature_selection - INFO - Классы: [no_signal, buy, sell] 2025-10-06 15:45:11 - feature_selection - INFO - [[2025 64 2237] 2025-10-06 15:45:11 - feature_selection - INFO - [1558 107 2098] 2025-10-06 15:45:11 - feature_selection - INFO - [1837 97 2395]] 2025-10-06 15:45:11 - feature_selection - INFO - 2025-10-06 15:45:11 - feature_selection - INFO - 📋 Детальный отчет по классификации: 2025-10-06 15:45:11 - feature_selection - INFO - precision recall f1-score support 2025-10-06 15:45:11 - feature_selection - INFO - 2025-10-06 15:45:11 - feature_selection - INFO - no_signal 0.37 0.47 0.42 4326 2025-10-06 15:45:11 - feature_selection - INFO - buy 0.40 0.03 0.05 3763 2025-10-06 15:45:11 - feature_selection - INFO - sell 0.36 0.55 0.43 4329 2025-10-06 15:45:11 - feature_selection - INFO - 2025-10-06 15:45:11 - feature_selection - INFO - accuracy 0.36 12418 2025-10-06 15:45:11 - feature_selection - INFO - macro avg 0.38 0.35 0.30 12418 2025-10-06 15:45:11 - feature_selection - INFO - weighted avg 0.38 0.36 0.31 12418 2025-10-06 15:45:11 - feature_selection - INFO - Sharpe ratio: 0.08276544687137975 2025-10-06 15:45:11 - feature_selection - INFO - VaR.95: -0.0075221996055915945 2025-10-06 15:45:11 - feature_selection - INFO - CVaR.95: -0.01657372357731688 2025-10-06 15:45:11 - feature_selection - INFO - Drawdown: -0.9297314613941126 2025-10-06 15:45:11 - feature_selection - INFO - Чистый доход: 3.7491720997350058 2025-10-06 15:45:11 - feature_selection - INFO - Доход с наименьшей комиссией .01%: 1.265572099735007 2025-10-06 15:45:11 - feature_selection - INFO - Доход с обычной комиссией .03%: -3.7016279002649957 2025-10-06 15:45:11 - feature_selection - INFO - ************************************************** 2025-10-06 15:45:11 - feature_selection - INFO - Запуск номер [5] 2025-10-06 15:45:11 - feature_selection - INFO - ************************************************** 2025-10-06 15:45:11 - feature_selection - INFO - Период эксплуатации модели, сут.: 670 2025-10-06 15:45:11 - feature_selection - INFO - iterations: 114 2025-10-06 15:45:11 - feature_selection - INFO - learning_rate: 0.7446710041891302 2025-10-06 15:45:11 - feature_selection - INFO - depth: 7 2025-10-06 15:45:11 - feature_selection - INFO - 2025-10-06 15:45:11 - feature_selection - INFO - 📊 Фолд 1/2 2025-10-06 15:45:37 - feature_selection - INFO - 2025-10-06 15:45:37 - feature_selection - INFO - 📊 Фолд 2/2 2025-10-06 15:46:03 - feature_selection - INFO - 2025-10-06 15:46:03 - feature_selection - INFO - ================================================== 2025-10-06 15:46:03 - feature_selection - INFO - 📈 ДЕТАЛЬНЫЕ РЕЗУЛЬТАТЫ КРОСС-ВАЛИДАЦИИ 2025-10-06 15:46:03 - feature_selection - INFO - ================================================== 2025-10-06 15:46:03 - feature_selection - INFO - 2025-10-06 15:46:03 - feature_selection - INFO - 🎯 Распределение предсказаний по фолдам: 2025-10-06 15:46:03 - feature_selection - INFO - y_pred no_signal buy sell 2025-10-06 15:46:03 - feature_selection - INFO - fold 2025-10-06 15:46:03 - feature_selection - INFO - 1 2812 2115 2717 2025-10-06 15:46:03 - feature_selection - INFO - 2 52 65 58 2025-10-06 15:46:03 - feature_selection - INFO - 2025-10-06 15:46:03 - feature_selection - INFO - 🔍 Общая матрица ошибок (все фолды): 2025-10-06 15:46:03 - feature_selection - INFO - Классы: [no_signal, buy, sell] 2025-10-06 15:46:03 - feature_selection - INFO - [[1032 739 1006] 2025-10-06 15:46:03 - feature_selection - INFO - [ 826 671 798] 2025-10-06 15:46:03 - feature_selection - INFO - [1006 770 971]] 2025-10-06 15:46:03 - feature_selection - INFO - 2025-10-06 15:46:03 - feature_selection - INFO - 📋 Детальный отчет по классификации: 2025-10-06 15:46:03 - feature_selection - INFO - precision recall f1-score support 2025-10-06 15:46:03 - feature_selection - INFO - 2025-10-06 15:46:03 - feature_selection - INFO - no_signal 0.36 0.37 0.37 2777 2025-10-06 15:46:03 - feature_selection - INFO - buy 0.31 0.29 0.30 2295 2025-10-06 15:46:03 - feature_selection - INFO - sell 0.35 0.35 0.35 2747 2025-10-06 15:46:03 - feature_selection - INFO - 2025-10-06 15:46:03 - feature_selection - INFO - accuracy 0.34 7819 2025-10-06 15:46:03 - feature_selection - INFO - macro avg 0.34 0.34 0.34 7819 2025-10-06 15:46:03 - feature_selection - INFO - weighted avg 0.34 0.34 0.34 7819 2025-10-06 15:46:03 - feature_selection - INFO - Sharpe ratio: 0.05156598182938376 2025-10-06 15:46:03 - feature_selection - INFO - VaR.95: -0.0069032646715641004 2025-10-06 15:46:03 - feature_selection - INFO - CVaR.95: -0.016857880204582534 2025-10-06 15:46:03 - feature_selection - INFO - Drawdown: -0.5491985618427861 2025-10-06 15:46:03 - feature_selection - INFO - Чистый доход: 0.9726286466320744 2025-10-06 15:46:03 - feature_selection - INFO - Доход с наименьшей комиссией .01%: -0.591171353367925 2025-10-06 15:46:03 - feature_selection - INFO - Доход с обычной комиссией .03%: -3.7187713533679263 2025-10-06 15:46:03 - feature_selection - INFO - ************************************************** 2025-10-06 15:46:03 - feature_selection - INFO - Запуск номер [6] 2025-10-06 15:46:03 - feature_selection - INFO - ************************************************** 2025-10-06 15:46:03 - feature_selection - INFO - Период эксплуатации модели, сут.: 557 2025-10-06 15:46:03 - feature_selection - INFO - iterations: 91 2025-10-06 15:46:03 - feature_selection - INFO - learning_rate: 0.3678428155689036 2025-10-06 15:46:03 - feature_selection - INFO - depth: 3 2025-10-06 15:46:03 - feature_selection - INFO - 2025-10-06 15:46:03 - feature_selection - INFO - 📊 Фолд 1/2 2025-10-06 15:46:07 - feature_selection - INFO - 2025-10-06 15:46:07 - feature_selection - INFO - 📊 Фолд 2/2 2025-10-06 15:46:13 - feature_selection - INFO - 2025-10-06 15:46:13 - feature_selection - INFO - ================================================== 2025-10-06 15:46:13 - feature_selection - INFO - 📈 ДЕТАЛЬНЫЕ РЕЗУЛЬТАТЫ КРОСС-ВАЛИДАЦИИ 2025-10-06 15:46:13 - feature_selection - INFO - ================================================== 2025-10-06 15:46:13 - feature_selection - INFO - 2025-10-06 15:46:13 - feature_selection - INFO - 🎯 Распределение предсказаний по фолдам: 2025-10-06 15:46:13 - feature_selection - INFO - y_pred no_signal buy sell 2025-10-06 15:46:13 - feature_selection - INFO - fold 2025-10-06 15:46:13 - feature_selection - INFO - 1 2292 1164 2051 2025-10-06 15:46:13 - feature_selection - INFO - 2 1715 766 851 2025-10-06 15:46:13 - feature_selection - INFO - 2025-10-06 15:46:13 - feature_selection - INFO - 🔍 Общая матрица ошибок (все фолды): 2025-10-06 15:46:13 - feature_selection - INFO - Классы: [no_signal, buy, sell] 2025-10-06 15:46:13 - feature_selection - INFO - [[1483 646 1019] 2025-10-06 15:46:13 - feature_selection - INFO - [1137 596 861] 2025-10-06 15:46:13 - feature_selection - INFO - [1387 688 1022]] 2025-10-06 15:46:13 - feature_selection - INFO - 2025-10-06 15:46:13 - feature_selection - INFO - 📋 Детальный отчет по классификации: 2025-10-06 15:46:13 - feature_selection - INFO - precision recall f1-score support 2025-10-06 15:46:13 - feature_selection - INFO - 2025-10-06 15:46:13 - feature_selection - INFO - no_signal 0.37 0.47 0.41 3148 2025-10-06 15:46:13 - feature_selection - INFO - buy 0.31 0.23 0.26 2594 2025-10-06 15:46:13 - feature_selection - INFO - sell 0.35 0.33 0.34 3097 2025-10-06 15:46:13 - feature_selection - INFO - 2025-10-06 15:46:13 - feature_selection - INFO - accuracy 0.35 8839 2025-10-06 15:46:13 - feature_selection - INFO - macro avg 0.34 0.34 0.34 8839 2025-10-06 15:46:13 - feature_selection - INFO - weighted avg 0.35 0.35 0.34 8839 2025-10-06 15:46:13 - feature_selection - INFO - Sharpe ratio: 0.06640080762095853 2025-10-06 15:46:13 - feature_selection - INFO - VaR.95: -0.006861754832789302 2025-10-06 15:46:13 - feature_selection - INFO - CVaR.95: -0.015803785559540085 2025-10-06 15:46:13 - feature_selection - INFO - Drawdown: -0.6565397144004237 2025-10-06 15:46:13 - feature_selection - INFO - Чистый доход: 1.3515532336859906 2025-10-06 15:46:13 - feature_selection - INFO - Доход с наименьшей комиссией .01%: -0.41624676631400837 2025-10-06 15:46:13 - feature_selection - INFO - Доход с обычной комиссией .03%: -3.9518467663140098 2025-10-06 15:46:13 - feature_selection - INFO - ************************************************** 2025-10-06 15:46:13 - feature_selection - INFO - Запуск номер [7] 2025-10-06 15:46:13 - feature_selection - INFO - ************************************************** 2025-10-06 15:46:13 - feature_selection - INFO - Период эксплуатации модели, сут.: 639 2025-10-06 15:46:13 - feature_selection - INFO - iterations: 700 2025-10-06 15:46:13 - feature_selection - INFO - learning_rate: 0.31057496839373805 2025-10-06 15:46:13 - feature_selection - INFO - depth: 5 2025-10-06 15:46:13 - feature_selection - INFO - 2025-10-06 15:46:13 - feature_selection - INFO - 📊 Фолд 1/2 2025-10-06 15:46:59 - feature_selection - INFO - 2025-10-06 15:46:59 - feature_selection - INFO - 📊 Фолд 2/2 2025-10-06 15:47:47 - feature_selection - INFO - 2025-10-06 15:47:47 - feature_selection - INFO - ================================================== 2025-10-06 15:47:47 - feature_selection - INFO - 📈 ДЕТАЛЬНЫЕ РЕЗУЛЬТАТЫ КРОСС-ВАЛИДАЦИИ 2025-10-06 15:47:47 - feature_selection - INFO - ================================================== 2025-10-06 15:47:47 - feature_selection - INFO - 2025-10-06 15:47:47 - feature_selection - INFO - 🎯 Распределение предсказаний по фолдам: 2025-10-06 15:47:47 - feature_selection - INFO - y_pred no_signal buy sell 2025-10-06 15:47:47 - feature_selection - INFO - fold 2025-10-06 15:47:47 - feature_selection - INFO - 1 2877 1498 2463 2025-10-06 15:47:47 - feature_selection - INFO - 2 448 501 361 2025-10-06 15:47:47 - feature_selection - INFO - 2025-10-06 15:47:47 - feature_selection - INFO - 🔍 Общая матрица ошибок (все фолды): 2025-10-06 15:47:47 - feature_selection - INFO - Классы: [no_signal, buy, sell] 2025-10-06 15:47:47 - feature_selection - INFO - [[1279 655 956] 2025-10-06 15:47:47 - feature_selection - INFO - [ 931 641 826] 2025-10-06 15:47:47 - feature_selection - INFO - [1115 703 1042]] 2025-10-06 15:47:47 - feature_selection - INFO - 2025-10-06 15:47:47 - feature_selection - INFO - 📋 Детальный отчет по классификации: 2025-10-06 15:47:47 - feature_selection - INFO - precision recall f1-score support 2025-10-06 15:47:47 - feature_selection - INFO - 2025-10-06 15:47:47 - feature_selection - INFO - no_signal 0.38 0.44 0.41 2890 2025-10-06 15:47:47 - feature_selection - INFO - buy 0.32 0.27 0.29 2398 2025-10-06 15:47:47 - feature_selection - INFO - sell 0.37 0.36 0.37 2860 2025-10-06 15:47:47 - feature_selection - INFO - 2025-10-06 15:47:47 - feature_selection - INFO - accuracy 0.36 8148 2025-10-06 15:47:47 - feature_selection - INFO - macro avg 0.36 0.36 0.36 8148 2025-10-06 15:47:47 - feature_selection - INFO - weighted avg 0.36 0.36 0.36 8148 2025-10-06 15:47:47 - feature_selection - INFO - Sharpe ratio: 0.08576683124486277 2025-10-06 15:47:47 - feature_selection - INFO - VaR.95: -0.006861502910032868 2025-10-06 15:47:47 - feature_selection - INFO - CVaR.95: -0.015773404324564207 2025-10-06 15:47:47 - feature_selection - INFO - Drawdown: -0.6430198992602527 2025-10-06 15:47:47 - feature_selection - INFO - Чистый доход: 1.4265048804227263 2025-10-06 15:47:47 - feature_selection - INFO - Доход с наименьшей комиссией .01%: -0.2030951195772726 2025-10-06 15:47:47 - feature_selection - INFO - Доход с обычной комиссией .03%: -3.462295119577275 2025-10-06 15:47:47 - feature_selection - INFO - ************************************************** 2025-10-06 15:47:47 - feature_selection - INFO - Запуск номер [8] 2025-10-06 15:47:47 - feature_selection - INFO - ************************************************** 2025-10-06 15:47:47 - feature_selection - INFO - Период эксплуатации модели, сут.: 123 2025-10-06 15:47:47 - feature_selection - INFO - iterations: 642 2025-10-06 15:47:47 - feature_selection - INFO - learning_rate: 0.008095288778498117 2025-10-06 15:47:47 - feature_selection - INFO - depth: 5 2025-10-06 15:47:47 - feature_selection - INFO - 2025-10-06 15:47:47 - feature_selection - INFO - 📊 Фолд 1/11 2025-10-06 15:48:29 - feature_selection - INFO - 2025-10-06 15:48:29 - feature_selection - INFO - 📊 Фолд 2/11 2025-10-06 15:49:11 - feature_selection - INFO - 2025-10-06 15:49:11 - feature_selection - INFO - 📊 Фолд 3/11 2025-10-06 15:49:53 - feature_selection - INFO - 2025-10-06 15:49:53 - feature_selection - INFO - 📊 Фолд 4/11 2025-10-06 15:50:34 - feature_selection - INFO - 2025-10-06 15:50:34 - feature_selection - INFO - 📊 Фолд 5/11 2025-10-06 15:51:16 - feature_selection - INFO - 2025-10-06 15:51:16 - feature_selection - INFO - 📊 Фолд 6/11 2025-10-06 15:51:57 - feature_selection - INFO - 2025-10-06 15:51:57 - feature_selection - INFO - 📊 Фолд 7/11 2025-10-06 15:52:39 - feature_selection - INFO - 2025-10-06 15:52:39 - feature_selection - INFO - 📊 Фолд 8/11 2025-10-06 15:53:20 - feature_selection - INFO - 2025-10-06 15:53:20 - feature_selection - INFO - 📊 Фолд 9/11 2025-10-06 15:54:02 - feature_selection - INFO - 2025-10-06 15:54:02 - feature_selection - INFO - 📊 Фолд 10/11 2025-10-06 15:54:44 - feature_selection - INFO - 2025-10-06 15:54:44 - feature_selection - INFO - 📊 Фолд 11/11 2025-10-06 15:55:27 - feature_selection - INFO - 2025-10-06 15:55:27 - feature_selection - INFO - ================================================== 2025-10-06 15:55:27 - feature_selection - INFO - 📈 ДЕТАЛЬНЫЕ РЕЗУЛЬТАТЫ КРОСС-ВАЛИДАЦИИ 2025-10-06 15:55:27 - feature_selection - INFO - ================================================== 2025-10-06 15:55:27 - feature_selection - INFO - 2025-10-06 15:55:27 - feature_selection - INFO - 🎯 Распределение предсказаний по фолдам: 2025-10-06 15:55:27 - feature_selection - INFO - y_pred no_signal buy sell 2025-10-06 15:55:27 - feature_selection - INFO - fold 2025-10-06 15:55:27 - feature_selection - INFO - 1 302 216 811 2025-10-06 15:55:27 - feature_selection - INFO - 2 42 429 945 2025-10-06 15:55:27 - feature_selection - INFO - 3 401 304 508 2025-10-06 15:55:27 - feature_selection - INFO - 4 559 57 454 2025-10-06 15:55:27 - feature_selection - INFO - 5 732 124 437 2025-10-06 15:55:27 - feature_selection - INFO - 6 905 64 457 2025-10-06 15:55:27 - feature_selection - INFO - 7 611 62 845 2025-10-06 15:55:27 - feature_selection - INFO - 8 181 216 352 2025-10-06 15:55:27 - feature_selection - INFO - 9 987 48 326 2025-10-06 15:55:27 - feature_selection - INFO - 10 1392 174 407 2025-10-06 15:55:27 - feature_selection - INFO - 11 28 14 26 2025-10-06 15:55:27 - feature_selection - INFO - 2025-10-06 15:55:27 - feature_selection - INFO - 🔍 Общая матрица ошибок (все фолды): 2025-10-06 15:55:27 - feature_selection - INFO - Классы: [no_signal, buy, sell] 2025-10-06 15:55:27 - feature_selection - INFO - [[2297 498 1819] 2025-10-06 15:55:27 - feature_selection - INFO - [1787 593 1712] 2025-10-06 15:55:27 - feature_selection - INFO - [2056 617 2037]] 2025-10-06 15:55:27 - feature_selection - INFO - 2025-10-06 15:55:27 - feature_selection - INFO - 📋 Детальный отчет по классификации: 2025-10-06 15:55:28 - feature_selection - INFO - precision recall f1-score support 2025-10-06 15:55:28 - feature_selection - INFO - 2025-10-06 15:55:28 - feature_selection - INFO - no_signal 0.37 0.50 0.43 4614 2025-10-06 15:55:28 - feature_selection - INFO - buy 0.35 0.14 0.20 4092 2025-10-06 15:55:28 - feature_selection - INFO - sell 0.37 0.43 0.40 4710 2025-10-06 15:55:28 - feature_selection - INFO - 2025-10-06 15:55:28 - feature_selection - INFO - accuracy 0.37 13416 2025-10-06 15:55:28 - feature_selection - INFO - macro avg 0.36 0.36 0.34 13416 2025-10-06 15:55:28 - feature_selection - INFO - weighted avg 0.36 0.37 0.35 13416 2025-10-06 15:55:28 - feature_selection - INFO - Sharpe ratio: 0.10508361671508153 2025-10-06 15:55:28 - feature_selection - INFO - VaR.95: -0.008066524052992453 2025-10-06 15:55:28 - feature_selection - INFO - CVaR.95: -0.01937680027479564 2025-10-06 15:55:28 - feature_selection - INFO - Drawdown: -0.9621335149859078 2025-10-06 15:55:28 - feature_selection - INFO - Чистый доход: 4.265050949175929 2025-10-06 15:55:28 - feature_selection - INFO - Доход с наименьшей комиссией .01%: 1.5818509491759307 2025-10-06 15:55:28 - feature_selection - INFO - Доход с обычной комиссией .03%: -3.7845490508240722 2025-10-06 15:55:28 - feature_selection - INFO - ************************************************** 2025-10-06 15:55:28 - feature_selection - INFO - Запуск номер [9] 2025-10-06 15:55:28 - feature_selection - INFO - ************************************************** 2025-10-06 15:55:28 - feature_selection - INFO - Период эксплуатации модели, сут.: 688 2025-10-06 15:55:28 - feature_selection - INFO - iterations: 43 2025-10-06 15:55:28 - feature_selection - INFO - learning_rate: 0.01404001305575763 2025-10-06 15:55:28 - feature_selection - INFO - depth: 4 2025-10-06 15:55:28 - feature_selection - INFO - 2025-10-06 15:55:28 - feature_selection - INFO - 📊 Фолд 1/2 2025-10-06 15:55:32 - feature_selection - INFO - 2025-10-06 15:55:32 - feature_selection - INFO - 📊 Фолд 2/2 2025-10-06 15:55:36 - feature_selection - INFO - 2025-10-06 15:55:36 - feature_selection - INFO - ================================================== 2025-10-06 15:55:36 - feature_selection - INFO - 📈 ДЕТАЛЬНЫЕ РЕЗУЛЬТАТЫ КРОСС-ВАЛИДАЦИИ 2025-10-06 15:55:36 - feature_selection - INFO - ================================================== 2025-10-06 15:55:36 - feature_selection - INFO - 2025-10-06 15:55:36 - feature_selection - INFO - 🎯 Распределение предсказаний по фолдам: 2025-10-06 15:55:36 - feature_selection - INFO - y_pred no_signal buy sell 2025-10-06 15:55:36 - feature_selection - INFO - fold 2025-10-06 15:55:36 - feature_selection - INFO - 1 5254 257 2017 2025-10-06 15:55:36 - feature_selection - INFO - 2 1 0 67 2025-10-06 15:55:36 - feature_selection - INFO - 2025-10-06 15:55:36 - feature_selection - INFO - 🔍 Общая матрица ошибок (все фолды): 2025-10-06 15:55:36 - feature_selection - INFO - Классы: [no_signal, buy, sell] 2025-10-06 15:55:36 - feature_selection - INFO - [[1975 41 670] 2025-10-06 15:55:36 - feature_selection - INFO - [1530 103 600] 2025-10-06 15:55:36 - feature_selection - INFO - [1750 113 814]] 2025-10-06 15:55:36 - feature_selection - INFO - 2025-10-06 15:55:36 - feature_selection - INFO - 📋 Детальный отчет по классификации: 2025-10-06 15:55:36 - feature_selection - INFO - precision recall f1-score support 2025-10-06 15:55:36 - feature_selection - INFO - 2025-10-06 15:55:36 - feature_selection - INFO - no_signal 0.38 0.74 0.50 2686 2025-10-06 15:55:36 - feature_selection - INFO - buy 0.40 0.05 0.08 2233 2025-10-06 15:55:36 - feature_selection - INFO - sell 0.39 0.30 0.34 2677 2025-10-06 15:55:36 - feature_selection - INFO - 2025-10-06 15:55:36 - feature_selection - INFO - accuracy 0.38 7596 2025-10-06 15:55:36 - feature_selection - INFO - macro avg 0.39 0.36 0.31 7596 2025-10-06 15:55:36 - feature_selection - INFO - weighted avg 0.39 0.38 0.32 7596 2025-10-06 15:55:36 - feature_selection - INFO - Sharpe ratio: 0.04926826690211969 2025-10-06 15:55:36 - feature_selection - INFO - VaR.95: -0.0063348603434860646 2025-10-06 15:55:36 - feature_selection - INFO - CVaR.95: -0.015366560508693127 2025-10-06 15:55:36 - feature_selection - INFO - Drawdown: -0.7143304646233446 2025-10-06 15:55:36 - feature_selection - INFO - Чистый доход: 1.2035128456845996 2025-10-06 15:55:36 - feature_selection - INFO - Доход с наименьшей комиссией .01%: -0.31568715431539907 2025-10-06 15:55:36 - feature_selection - INFO - Доход с обычной комиссией .03%: -3.354087154315401 2025-10-06 15:55:36 - feature_selection - INFO - ************************************************** 2025-10-06 15:55:36 - feature_selection - INFO - Запуск номер [10] 2025-10-06 15:55:36 - feature_selection - INFO - ************************************************** 2025-10-06 15:55:36 - feature_selection - INFO - Период эксплуатации модели, сут.: 662 2025-10-06 15:55:36 - feature_selection - INFO - iterations: 18 2025-10-06 15:55:36 - feature_selection - INFO - learning_rate: 0.04482801722447077 2025-10-06 15:55:36 - feature_selection - INFO - depth: 5 2025-10-06 15:55:36 - feature_selection - INFO - 2025-10-06 15:55:36 - feature_selection - INFO - 📊 Фолд 1/2 2025-10-06 15:55:40 - feature_selection - INFO - 2025-10-06 15:55:40 - feature_selection - INFO - 📊 Фолд 2/2 2025-10-06 15:55:45 - feature_selection - INFO - 2025-10-06 15:55:45 - feature_selection - INFO - ================================================== 2025-10-06 15:55:45 - feature_selection - INFO - 📈 ДЕТАЛЬНЫЕ РЕЗУЛЬТАТЫ КРОСС-ВАЛИДАЦИИ 2025-10-06 15:55:45 - feature_selection - INFO - ================================================== 2025-10-06 15:55:45 - feature_selection - INFO - 2025-10-06 15:55:45 - feature_selection - INFO - 🎯 Распределение предсказаний по фолдам: 2025-10-06 15:55:45 - feature_selection - INFO - y_pred no_signal buy sell 2025-10-06 15:55:45 - feature_selection - INFO - fold 2025-10-06 15:55:45 - feature_selection - INFO - 1 4637 358 2377 2025-10-06 15:55:45 - feature_selection - INFO - 2 371 15 180 2025-10-06 15:55:45 - feature_selection - INFO - 2025-10-06 15:55:45 - feature_selection - INFO - 🔍 Общая матрица ошибок (все фолды): 2025-10-06 15:55:45 - feature_selection - INFO - Классы: [no_signal, buy, sell] 2025-10-06 15:55:45 - feature_selection - INFO - [[1900 86 830] 2025-10-06 15:55:45 - feature_selection - INFO - [1453 139 747] 2025-10-06 15:55:45 - feature_selection - INFO - [1655 148 980]] 2025-10-06 15:55:45 - feature_selection - INFO - 2025-10-06 15:55:45 - feature_selection - INFO - 📋 Детальный отчет по классификации: 2025-10-06 15:55:45 - feature_selection - INFO - precision recall f1-score support 2025-10-06 15:55:45 - feature_selection - INFO - 2025-10-06 15:55:45 - feature_selection - INFO - no_signal 0.38 0.67 0.49 2816 2025-10-06 15:55:45 - feature_selection - INFO - buy 0.37 0.06 0.10 2339 2025-10-06 15:55:45 - feature_selection - INFO - sell 0.38 0.35 0.37 2783 2025-10-06 15:55:45 - feature_selection - INFO - 2025-10-06 15:55:45 - feature_selection - INFO - accuracy 0.38 7938 2025-10-06 15:55:45 - feature_selection - INFO - macro avg 0.38 0.36 0.32 7938 2025-10-06 15:55:45 - feature_selection - INFO - weighted avg 0.38 0.38 0.33 7938 2025-10-06 15:55:45 - feature_selection - INFO - Sharpe ratio: 0.13031220912908797 2025-10-06 15:55:45 - feature_selection - INFO - VaR.95: -0.00645987873431295 2025-10-06 15:55:45 - feature_selection - INFO - CVaR.95: -0.01594343219979922 2025-10-06 15:55:45 - feature_selection - INFO - Drawdown: -0.87193819561071 2025-10-06 15:55:45 - feature_selection - INFO - Чистый доход: 2.2975278319136123 2025-10-06 15:55:45 - feature_selection - INFO - Доход с наименьшей комиссией .01%: 0.7099278319136129 2025-10-06 15:55:45 - feature_selection - INFO - Доход с обычной комиссией .03%: -2.465272168086388 2025-10-06 15:55:45 - feature_selection - INFO - ************************************************** 2025-10-06 15:55:45 - feature_selection - INFO - Запуск номер [11] 2025-10-06 15:55:45 - feature_selection - INFO - ************************************************** 2025-10-06 15:55:45 - feature_selection - INFO - Период эксплуатации модели, сут.: 462 2025-10-06 15:55:45 - feature_selection - INFO - iterations: 967 2025-10-06 15:55:45 - feature_selection - INFO - learning_rate: 0.0681661637108167 2025-10-06 15:55:45 - feature_selection - INFO - depth: 8 2025-10-06 15:55:45 - feature_selection - INFO - 2025-10-06 15:55:45 - feature_selection - INFO - 📊 Фолд 1/2 2025-10-06 16:01:49 - feature_selection - INFO - 2025-10-06 16:01:49 - feature_selection - INFO - 📊 Фолд 2/2 2025-10-06 16:07:52 - feature_selection - INFO - 2025-10-06 16:07:52 - feature_selection - INFO - ================================================== 2025-10-06 16:07:52 - feature_selection - INFO - 📈 ДЕТАЛЬНЫЕ РЕЗУЛЬТАТЫ КРОСС-ВАЛИДАЦИИ 2025-10-06 16:07:52 - feature_selection - INFO - ================================================== 2025-10-06 16:07:52 - feature_selection - INFO - 2025-10-06 16:07:52 - feature_selection - INFO - 🎯 Распределение предсказаний по фолдам: 2025-10-06 16:07:52 - feature_selection - INFO - y_pred no_signal buy sell 2025-10-06 16:07:52 - feature_selection - INFO - fold 2025-10-06 16:07:52 - feature_selection - INFO - 1 1689 745 2522 2025-10-06 16:07:52 - feature_selection - INFO - 2 1933 1275 1541 2025-10-06 16:07:52 - feature_selection - INFO - 2025-10-06 16:07:52 - feature_selection - INFO - 🔍 Общая матрица ошибок (все фолды): 2025-10-06 16:07:52 - feature_selection - INFO - Классы: [no_signal, buy, sell] 2025-10-06 16:07:52 - feature_selection - INFO - [[1358 685 1415] 2025-10-06 16:07:52 - feature_selection - INFO - [1041 611 1207] 2025-10-06 16:07:52 - feature_selection - INFO - [1223 724 1441]] 2025-10-06 16:07:52 - feature_selection - INFO - 2025-10-06 16:07:52 - feature_selection - INFO - 📋 Детальный отчет по классификации: 2025-10-06 16:07:52 - feature_selection - INFO - precision recall f1-score support 2025-10-06 16:07:52 - feature_selection - INFO - 2025-10-06 16:07:52 - feature_selection - INFO - no_signal 0.37 0.39 0.38 3458 2025-10-06 16:07:52 - feature_selection - INFO - buy 0.30 0.21 0.25 2859 2025-10-06 16:07:52 - feature_selection - INFO - sell 0.35 0.43 0.39 3388 2025-10-06 16:07:52 - feature_selection - INFO - 2025-10-06 16:07:52 - feature_selection - INFO - accuracy 0.35 9705 2025-10-06 16:07:52 - feature_selection - INFO - macro avg 0.34 0.34 0.34 9705 2025-10-06 16:07:52 - feature_selection - INFO - weighted avg 0.35 0.35 0.35 9705 2025-10-06 16:07:52 - feature_selection - INFO - Sharpe ratio: 0.0036163143787271506 2025-10-06 16:07:52 - feature_selection - INFO - VaR.95: -0.007175002619624137 2025-10-06 16:07:52 - feature_selection - INFO - CVaR.95: -0.016675102160362058 2025-10-06 16:07:52 - feature_selection - INFO - Drawdown: -1.0548025652751676 2025-10-06 16:07:52 - feature_selection - INFO - Чистый доход: 0.342057274767285 2025-10-06 16:07:52 - feature_selection - INFO - Доход с наименьшей комиссией .01%: -1.5989427252327135 2025-10-06 16:07:52 - feature_selection - INFO - Доход с обычной комиссией .03%: -5.480942725232715 2025-10-06 16:07:52 - feature_selection - INFO - ************************************************** 2025-10-06 16:07:52 - feature_selection - INFO - Запуск номер [12] 2025-10-06 16:07:52 - feature_selection - INFO - ************************************************** 2025-10-06 16:07:52 - feature_selection - INFO - Период эксплуатации модели, сут.: 324 2025-10-06 16:07:52 - feature_selection - INFO - iterations: 345 2025-10-06 16:07:52 - feature_selection - INFO - learning_rate: 0.06510607605024243 2025-10-06 16:07:52 - feature_selection - INFO - depth: 6 2025-10-06 16:07:52 - feature_selection - INFO - 2025-10-06 16:07:52 - feature_selection - INFO - 📊 Фолд 1/4 2025-10-06 16:08:33 - feature_selection - INFO - 2025-10-06 16:08:33 - feature_selection - INFO - 📊 Фолд 2/4 2025-10-06 16:09:13 - feature_selection - INFO - 2025-10-06 16:09:13 - feature_selection - INFO - 📊 Фолд 3/4 2025-10-06 16:09:53 - feature_selection - INFO - 2025-10-06 16:09:53 - feature_selection - INFO - 📊 Фолд 4/4 2025-10-06 16:10:35 - feature_selection - INFO - 2025-10-06 16:10:35 - feature_selection - INFO - ================================================== 2025-10-06 16:10:35 - feature_selection - INFO - 📈 ДЕТАЛЬНЫЕ РЕЗУЛЬТАТЫ КРОСС-ВАЛИДАЦИИ 2025-10-06 16:10:35 - feature_selection - INFO - ================================================== 2025-10-06 16:10:35 - feature_selection - INFO - 2025-10-06 16:10:35 - feature_selection - INFO - 🎯 Распределение предсказаний по фолдам: 2025-10-06 16:10:35 - feature_selection - INFO - y_pred no_signal buy sell 2025-10-06 16:10:35 - feature_selection - INFO - fold 2025-10-06 16:10:35 - feature_selection - INFO - 1 1229 812 1052 2025-10-06 16:10:35 - feature_selection - INFO - 2 1456 709 1658 2025-10-06 16:10:35 - feature_selection - INFO - 3 1100 875 1238 2025-10-06 16:10:35 - feature_selection - INFO - 4 347 385 298 2025-10-06 16:10:35 - feature_selection - INFO - 2025-10-06 16:10:35 - feature_selection - INFO - 🔍 Общая матрица ошибок (все фолды): 2025-10-06 16:10:35 - feature_selection - INFO - Классы: [no_signal, buy, sell] 2025-10-06 16:10:35 - feature_selection - INFO - [[1526 984 1421] 2025-10-06 16:10:35 - feature_selection - INFO - [1199 836 1272] 2025-10-06 16:10:35 - feature_selection - INFO - [1407 961 1553]] 2025-10-06 16:10:35 - feature_selection - INFO - 2025-10-06 16:10:35 - feature_selection - INFO - 📋 Детальный отчет по классификации: 2025-10-06 16:10:35 - feature_selection - INFO - precision recall f1-score support 2025-10-06 16:10:35 - feature_selection - INFO - 2025-10-06 16:10:35 - feature_selection - INFO - no_signal 0.37 0.39 0.38 3931 2025-10-06 16:10:35 - feature_selection - INFO - buy 0.30 0.25 0.27 3307 2025-10-06 16:10:35 - feature_selection - INFO - sell 0.37 0.40 0.38 3921 2025-10-06 16:10:35 - feature_selection - INFO - 2025-10-06 16:10:35 - feature_selection - INFO - accuracy 0.35 11159 2025-10-06 16:10:35 - feature_selection - INFO - macro avg 0.35 0.35 0.34 11159 2025-10-06 16:10:35 - feature_selection - INFO - weighted avg 0.35 0.35 0.35 11159 2025-10-06 16:10:35 - feature_selection - INFO - Sharpe ratio: 0.05151911820626749 2025-10-06 16:10:35 - feature_selection - INFO - VaR.95: -0.00726164910010993 2025-10-06 16:10:35 - feature_selection - INFO - CVaR.95: -0.015880355954430596 2025-10-06 16:10:35 - feature_selection - INFO - Drawdown: -0.7247333861887455 2025-10-06 16:10:35 - feature_selection - INFO - Чистый доход: 1.7236752347525908 2025-10-06 16:10:35 - feature_selection - INFO - Доход с наименьшей комиссией .01%: -0.508124765247407 2025-10-06 16:10:35 - feature_selection - INFO - Доход с обычной комиссией .03%: -4.97172476524741 2025-10-06 16:10:35 - feature_selection - INFO - ************************************************** 2025-10-06 16:10:35 - feature_selection - INFO - Запуск номер [13] 2025-10-06 16:10:35 - feature_selection - INFO - ************************************************** 2025-10-06 16:10:35 - feature_selection - INFO - Период эксплуатации модели, сут.: 436 2025-10-06 16:10:35 - feature_selection - INFO - iterations: 292 2025-10-06 16:10:35 - feature_selection - INFO - learning_rate: 0.0016145171073602025 2025-10-06 16:10:35 - feature_selection - INFO - depth: 6 2025-10-06 16:10:35 - feature_selection - INFO - 2025-10-06 16:10:35 - feature_selection - INFO - 📊 Фолд 1/3 2025-10-06 16:11:12 - feature_selection - INFO - 2025-10-06 16:11:12 - feature_selection - INFO - 📊 Фолд 2/3 2025-10-06 16:11:49 - feature_selection - INFO - 2025-10-06 16:11:49 - feature_selection - INFO - 📊 Фолд 3/3 2025-10-06 16:12:27 - feature_selection - INFO - 2025-10-06 16:12:27 - feature_selection - INFO - ================================================== 2025-10-06 16:12:27 - feature_selection - INFO - 📈 ДЕТАЛЬНЫЕ РЕЗУЛЬТАТЫ КРОСС-ВАЛИДАЦИИ 2025-10-06 16:12:27 - feature_selection - INFO - ================================================== 2025-10-06 16:12:27 - feature_selection - INFO - 2025-10-06 16:12:27 - feature_selection - INFO - 🎯 Распределение предсказаний по фолдам: 2025-10-06 16:12:27 - feature_selection - INFO - y_pred no_signal buy sell 2025-10-06 16:12:27 - feature_selection - INFO - fold 2025-10-06 16:12:27 - feature_selection - INFO - 1 1306 131 2987 2025-10-06 16:12:27 - feature_selection - INFO - 2 3131 7 1567 2025-10-06 16:12:27 - feature_selection - INFO - 3 586 0 205 2025-10-06 16:12:27 - feature_selection - INFO - 2025-10-06 16:12:27 - feature_selection - INFO - 🔍 Общая матрица ошибок (все фолды): 2025-10-06 16:12:27 - feature_selection - INFO - Классы: [no_signal, buy, sell] 2025-10-06 16:12:27 - feature_selection - INFO - [[1922 33 1586] 2025-10-06 16:12:27 - feature_selection - INFO - [1467 52 1394] 2025-10-06 16:12:27 - feature_selection - INFO - [1634 53 1779]] 2025-10-06 16:12:27 - feature_selection - INFO - 2025-10-06 16:12:27 - feature_selection - INFO - 📋 Детальный отчет по классификации: 2025-10-06 16:12:27 - feature_selection - INFO - precision recall f1-score support 2025-10-06 16:12:27 - feature_selection - INFO - 2025-10-06 16:12:27 - feature_selection - INFO - no_signal 0.38 0.54 0.45 3541 2025-10-06 16:12:27 - feature_selection - INFO - buy 0.38 0.02 0.03 2913 2025-10-06 16:12:27 - feature_selection - INFO - sell 0.37 0.51 0.43 3466 2025-10-06 16:12:27 - feature_selection - INFO - 2025-10-06 16:12:27 - feature_selection - INFO - accuracy 0.38 9920 2025-10-06 16:12:27 - feature_selection - INFO - macro avg 0.38 0.36 0.31 9920 2025-10-06 16:12:27 - feature_selection - INFO - weighted avg 0.38 0.38 0.32 9920 2025-10-06 16:12:27 - feature_selection - INFO - Sharpe ratio: 0.13019640654039308 2025-10-06 16:12:27 - feature_selection - INFO - VaR.95: -0.006671055383048947 2025-10-06 16:12:27 - feature_selection - INFO - CVaR.95: -0.015212806140733582 2025-10-06 16:12:27 - feature_selection - INFO - Drawdown: -0.963733074022457 2025-10-06 16:12:27 - feature_selection - INFO - Чистый доход: 3.1721215253710398 2025-10-06 16:12:27 - feature_selection - INFO - Доход с наименьшей комиссией .01%: 1.188121525371041 2025-10-06 16:12:27 - feature_selection - INFO - Доход с обычной комиссией .03%: -2.779878474628961 2025-10-06 16:12:27 - feature_selection - INFO - ************************************************** 2025-10-06 16:12:27 - feature_selection - INFO - Запуск номер [14] 2025-10-06 16:12:27 - feature_selection - INFO - ************************************************** 2025-10-06 16:12:27 - feature_selection - INFO - Период эксплуатации модели, сут.: 512 2025-10-06 16:12:27 - feature_selection - INFO - iterations: 256 2025-10-06 16:12:27 - feature_selection - INFO - learning_rate: 0.0013028347805970452 2025-10-06 16:12:27 - feature_selection - INFO - depth: 7 2025-10-06 16:12:27 - feature_selection - INFO - 2025-10-06 16:12:27 - feature_selection - INFO - 📊 Фолд 1/2