# DeepCoin — .env.example (비밀값 없음). 복사: cp .env.example .env

BITHUMB_ACCESS_KEY=
BITHUMB_SECRET_KEY=
COIN_TELEGRAM_BOT_TOKEN=
COIN_TELEGRAM_CHAT_ID=

SYMBOL=WLD
CHART_LOOKBACK_DAYS=365

# 02 Ground Truth
GT_MIN_ORDER_KRW=5000
GT_BUY_PCT_LARGE_LEG=1.0
GT_BUY_PCT_SMALL_LEG=0.05
GT_LARGE_LEG_TOP_PCT=0.2
# 시뮬·스캔: 1=인과적(운영 정합), 0=사후 ZigZag(정답 라벨용)
GT_SIGNAL_CAUSAL=1
SIM_CAUSAL_TIER=1
# 인과 GT leg 엔진 (scripts/04_causal_gt_calibrate.py)
CAUSAL_GT_PEAK_MODE=local
CAUSAL_GT_MIN_LEG_PCT=5.0
CAUSAL_GT_MIN_BARS_BETWEEN_LEGS=60
CAUSAL_GT_USE_LOCAL_TROUGH=1
CAUSAL_GT_DD_LARGE_PCT=8.0
CAUSAL_GT_DD_MEDIUM_PCT=4.0
GT_BUY_PCT_MEDIUM_LEG=0.25
SIM_TIER_CONVICTION_DD_PCT=10.0
# hybrid tier 승격 (auto=검증 통과 시 hybrid)
SIM_PRIMARY_SIZING=auto
SIM_HYBRID_MIN_HOLDOUT_PNL_PCT=0.0
SIM_HYBRID_MAX_MDD_PCT=30.0
SIM_OPTION_C_TARGET_PNL_PCT=300.0
SIM_OPTION_C_PHASE2_TARGET_PNL_PCT=1000.0
SIM_OPTION_C_PHASE2_FEE_STRESS_RATIO=0.85
SIM_OPTION_C_MIN_GT_CAPTURE=0.23
SIM_HYBRID_PORTFOLIO_WF_MIN_RATIO=0.5
GT_BUY_WEIGHT_RULE=inverse_price_normalized
GT_SELL_SPLIT_WEIGHTS=0.65,0.35

# 04 매칭
MATCH_LABEL_MODE=leg_gt
MATCH_HOLDOUT_RATIO=0.15
MATCH_MONITOR_MAX_PER_SIDE=1

# 1 시뮬레이션
SIM_GO_WF_POSITIVE_RATIO=0.5
SIM_FEE_STRESS_MULT=2.0

# 05 알림
MONITOR_ALERT_COOLDOWN_MIN=180
MONITOR_ALERT_KRW_AMOUNT=100000

# 3 실거래 (오픈 시에만 1) — 아래 한도는 06_live 전용, 시뮬(04)은 GT tier 복리 사용
LIVE_TRADING_ENABLED=0
LIVE_ORDER_KRW=100000
LIVE_BUY_PCT_LARGE=1.0
LIVE_BUY_PCT_SMALL=0.05
LIVE_DAILY_KRW_MAX=300000
LIVE_COOLDOWN_MIN=180
LIVE_MAX_TRADES_PER_DAY=10
LIVE_DAILY_LOSS_LIMIT_KRW=50000
