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results/feature_importance_v4.csv

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+,importance
+price_from_open,325
+vol_acceleration,248
+secs_norm,201
+prev_open_mid_delta,150
+vol_imbalance,139
+vol_sell_rate,132
+btc_mom_30s,120
+btc_delta_norm,105
+vol_delta_rate,87
+mom_5s,86
+spread,79
+bid_ask_slope,77
+depth_ratio,63
+mid,61
+top_bid_size,55
+vol_buy_rate,52
+mom_30s,49
+size_imbalance,42
+alt_streak,32
+up_ratio_last10,31
+ob_imbalance,30
+total_ask_size,25
+top_ask_size,23
+total_bid_size,23
+up_ratio_last5,22
+wall_side,21
+streak_len,20
+btc_aligned,18
+mom_accel,6
+streak_dir,5
+is_first_tick,4
+dist_from_low,0

results/training_metrics_v4.csv

@@ -0,0 +1,52 @@
+iter,train_loss,val_loss,auc,prauc
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