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>

deepcoin/matching/gt_schedule.py

@@ -0,0 +1,64 @@
+"""
+Ground Truth 매수·매도 시각표 (04-3 leg 라벨링용).
+"""
+
+from __future__ import annotations
+
+from pathlib import Path
+from typing import Any
+
+import numpy as np
+import pandas as pd
+
+from deepcoin.ground_truth.ground_truth import load_ground_truth
+from deepcoin.paths import resolve_ground_truth_file
+
+
+def load_gt_trade_events(
+    gt_path: Path | str | None = None,
+) -> tuple[np.ndarray, np.ndarray, np.ndarray, np.ndarray]:
+    """
+    GT trades에서 매수·매도 이벤트 시각(ns)·가격 배열을 만듭니다.
+
+    Args:
+        gt_path: ground_truth JSON 경로. None이면 기본 경로.
+
+    Returns:
+        (buy_ts_ns, buy_px, sell_ts_ns, sell_px) 오름차순 정렬.
+    """
+    path = (
+        resolve_ground_truth_file()
+        if gt_path is None
+        else Path(gt_path)
+    )
+    data = load_ground_truth(path) or {}
+    trades: list[dict[str, Any]] = data.get("trades") or []
+
+    buys: list[tuple[pd.Timestamp, float]] = []
+    sells: list[tuple[pd.Timestamp, float]] = []
+    for t in trades:
+        ts = pd.Timestamp(t["dt"])
+        px = float(t["price"])
+        if t.get("action") == "buy":
+            buys.append((ts, px))
+        elif t.get("action") == "sell":
+            sells.append((ts, px))
+
+    buys.sort(key=lambda x: x[0])
+    sells.sort(key=lambda x: x[0])
+
+    if buys:
+        buy_ts = np.array([x[0].value for x in buys], dtype=np.int64)
+        buy_px = np.array([x[1] for x in buys], dtype=float)
+    else:
+        buy_ts = np.array([], dtype=np.int64)
+        buy_px = np.array([], dtype=float)
+
+    if sells:
+        sell_ts = np.array([x[0].value for x in sells], dtype=np.int64)
+        sell_px = np.array([x[1] for x in sells], dtype=float)
+    else:
+        sell_ts = np.array([], dtype=np.int64)
+        sell_px = np.array([], dtype=float)
+
+    return buy_ts, buy_px, sell_ts, sell_px