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>
This commit is contained in:
xavis
2026-06-13 08:26:11 +09:00
parent 58802bdc5f
commit 2783826a03
20 changed files with 954 additions and 67 deletions

View File

@@ -77,16 +77,22 @@ CAUSAL_SIM_REPORT_HTML=docs/spot/2_analysis/causal_sim_report.html
# --- 현물 3단계: 운영 (기본 paper) ---
OPS_MODE=paper
OPS_TECHNIQUE_ID=composite_v3
# OPS_MIN_SCORE=3.5
OPS_MTF_ENABLED=true
OPS_TREND_GATE_ENABLED=true
OPS_DAILY_MAX_TRADES=20
OPS_TECHNIQUE_ID=fractal_swing
OPS_MTF_ENABLED=false
OPS_TREND_GATE_ENABLED=false
OPS_DAILY_MAX_TRADES=100
OPS_MIN_ORDER_KRW=5000
OPS_SLIPPAGE_RATE=0.0005
OPS_ORDER_INTERVAL_SEC=0.35
OPS_SYNC_CANDLES=true
OPS_STATE_JSON=data/spot/operations/ops_state.json
OPS_REPORT_JSON=docs/spot/3_operations/ops_report.json
OPS_FILTERED_BACKTEST_JSON=docs/spot/3_operations/filtered_backtest_report.json
# 비우면 DOWNLOAD_INTERVALS 전체 증분 sync
# OPS_SYNC_INTERVALS=
OPS_SIGNAL_TAIL_BARS=800
# OPS_PERSIST_SIGNAL_CACHE=false
OPS_STATE_JSON=data/spot/operations/fractal_ops_state.json
OPS_REPORT_JSON=docs/spot/3_operations/fractal_ops_report.json
OPS_FILTERED_BACKTEST_JSON=docs/spot/3_operations/fractal_filtered_backtest_report.json
# composite_v3 운영 시: OPS_TECHNIQUE_ID=composite_v3, OPS_MIN_SCORE=2.5, OPS_MTF_ENABLED=true
# 폴더 구조: data|docs / {common, spot, futures}
# common — coins.db 등 공유 리소스