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FIX: [sentinel] Modify detection logic #1884

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merged 4 commits into from
Jan 21, 2025
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@narumiruna narumiruna commented Jan 16, 2025

This pull request includes significant changes to the anomaly detection strategy and configuration. The most important changes involve updating the configuration settings, modifying the detection logic, and improving the handling of historical data and notifications.

Configuration Updates:

  • config/sentinel.yaml: Removed the persistence settings and added multiple new exchange strategies with consistent parameters for different symbols.

Detection Logic Modifications:

Strategy Enhancements:

  • pkg/strategy/sentinel/strategy.go: Updated the Strategy struct to include new fields (Proportion, NumSamples), added validation for these fields, and modified the Defaults method to set new default values. [1] [2] [3]
  • Improved the handling of new K-lines and the training of the isolation forest, including the calculation of volumes and sample generation. [1] [2] [3]
  • Enhanced the notification mechanism to check thresholds and quantiles before sending notifications.

These changes collectively improve the robustness and flexibility of the anomaly detection strategy.

@narumiruna narumiruna force-pushed the narumi/sentinel-fix-kline branch from 703818f to 4dc8ae3 Compare January 16, 2025 15:14
@narumiruna narumiruna force-pushed the narumi/sentinel-fix-kline branch 3 times, most recently from d60018c to 245ae85 Compare January 16, 2025 18:44
@narumiruna narumiruna force-pushed the narumi/sentinel-fix-kline branch from 245ae85 to 3d743bc Compare January 16, 2025 20:15
@narumiruna narumiruna changed the title FIX: [sentinel] detect when the kline is closed FIX: [sentinel] Modify detection logic Jan 17, 2025
@narumiruna narumiruna merged commit 17088aa into main Jan 21, 2025
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@narumiruna narumiruna deleted the narumi/sentinel-fix-kline branch January 21, 2025 07:07
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2 participants