feat(spot): fractal_swing live 운영 — 슬리피지·증분 sync·신호 tail 갱신
운영 백테스트(+1,873,140%)과 live/paper 체결 규칙을 맞추고, 캔들 증분 sync· tail 신호 갱신·일일 체결 상한·슬리피지를 반영한다. docs/live 차트 생성 스크립트와 .env.example·README를 갱신한다. Co-authored-by: Cursor <cursoragent@cursor.com>
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.env.example
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.env.example
@@ -77,16 +77,22 @@ CAUSAL_SIM_REPORT_HTML=docs/spot/2_analysis/causal_sim_report.html
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# --- 현물 3단계: 운영 (기본 paper) ---
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OPS_MODE=paper
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OPS_TECHNIQUE_ID=composite_v3
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# OPS_MIN_SCORE=3.5
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OPS_MTF_ENABLED=true
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OPS_TREND_GATE_ENABLED=true
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OPS_DAILY_MAX_TRADES=20
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OPS_TECHNIQUE_ID=fractal_swing
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OPS_MTF_ENABLED=false
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OPS_TREND_GATE_ENABLED=false
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OPS_DAILY_MAX_TRADES=100
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OPS_MIN_ORDER_KRW=5000
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OPS_SLIPPAGE_RATE=0.0005
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OPS_ORDER_INTERVAL_SEC=0.35
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OPS_SYNC_CANDLES=true
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OPS_STATE_JSON=data/spot/operations/ops_state.json
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OPS_REPORT_JSON=docs/spot/3_operations/ops_report.json
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OPS_FILTERED_BACKTEST_JSON=docs/spot/3_operations/filtered_backtest_report.json
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# 비우면 DOWNLOAD_INTERVALS 전체 증분 sync
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# OPS_SYNC_INTERVALS=
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OPS_SIGNAL_TAIL_BARS=800
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# OPS_PERSIST_SIGNAL_CACHE=false
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OPS_STATE_JSON=data/spot/operations/fractal_ops_state.json
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OPS_REPORT_JSON=docs/spot/3_operations/fractal_ops_report.json
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OPS_FILTERED_BACKTEST_JSON=docs/spot/3_operations/fractal_filtered_backtest_report.json
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# composite_v3 운영 시: OPS_TECHNIQUE_ID=composite_v3, OPS_MIN_SCORE=2.5, OPS_MTF_ENABLED=true
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# 폴더 구조: data|docs / {common, spot, futures}
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# common — coins.db 등 공유 리소스
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