GT MTF 프로필·캘리브레이션과 04 매칭/시뮬/실거래 파이프라인을 추가한다.

3분~일봉 GT 타점 분석(03c), leg 체결 순서 수정, 총자산 90% 검증 루프,
walk-forward Go/No-Go 시뮬, monitor·live_trader 및 reference 문서를 포함한다.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
2026-05-31 11:27:50 +09:00
parent b52d61b777
commit 2cb67c42b3
47 changed files with 5956 additions and 209 deletions

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"""
04단계 매칭 설정·메타 컬럼·프로필 피처 목록.
"""
from __future__ import annotations
from deepcoin.analysis.general_analysis_core import ga_col, interval_tf_prefix
from deepcoin.paths import (
ANALYSIS_TRADES_CSV,
MATCHING_BACKTEST_HTML,
MATCHING_FIRE_OUTCOMES,
MATCHING_GT_OVERLAP,
MATCHING_MATCHED_RULES,
MATCHING_RULE_CANDIDATES,
MATCHING_RULE_FIRES,
)
META_COLS: tuple[str, ...] = (
"trade_idx",
"dt",
"action",
"price",
"weight",
"leg_id",
"memo",
)
# 04-1 기본 폴백 (03c gt_mtf_profile.json 없을 때만 사용)
BUY_PROFILE_FEATURES: tuple[str, ...] = (
"m3_bb_pos",
"m3_RSI",
"m3_stoch_k",
"m3_macd_hist",
"m15_RSI",
"m30_RSI",
"m60_RSI",
"ga_align_timing_buy_score",
"ga_align_trend_score",
"ga_align_rsi_oversold_tf",
f"{interval_tf_prefix(60)}_{ga_col('struct_trend')}",
f"{interval_tf_prefix(1440)}_RSI",
)
SELL_PROFILE_FEATURES: tuple[str, ...] = (
"m3_bb_pos",
"m3_RSI",
"m3_stoch_k",
"m3_macd_hist",
"m15_RSI",
"m30_RSI",
"m60_RSI",
"ga_align_timing_sell_score",
"ga_align_trend_score",
"ga_align_rsi_overbought_tf",
f"{interval_tf_prefix(60)}_{ga_col('struct_trend')}",
f"{interval_tf_prefix(1440)}_RSI",
)
__all__ = [
"ANALYSIS_TRADES_CSV",
"META_COLS",
"BUY_PROFILE_FEATURES",
"SELL_PROFILE_FEATURES",
"MATCHING_RULE_CANDIDATES",
"MATCHING_RULE_FIRES",
"MATCHING_FIRE_OUTCOMES",
"MATCHING_MATCHED_RULES",
"MATCHING_BACKTEST_HTML",
"MATCHING_GT_OVERLAP",
]