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/live_eval.py

@@ -0,0 +1,86 @@
+"""
+05 연동: 최신 봉에서 matched 규칙 평가.
+"""
+
+from __future__ import annotations
+
+import time
+from typing import Any
+
+import pandas as pd
+
+from config import CHART_LOOKBACK_DAYS, MATCH_LIVE_CACHE_SEC, MATCH_LIVE_LOOKBACK_DAYS, SYMBOL
+from deepcoin.data.mtf_bb import load_frames_from_db
+from deepcoin.matching.load_rules import load_monitor_rules
+from deepcoin.matching.rule_eval import (
+    build_mtf_scan_frame,
+    conditions_columns,
+    eval_conditions,
+)
+from deepcoin.ops.monitor import Monitor
+
+_cache: dict[str, Any] = {"ts": 0.0, "frame": None, "rules_key": ""}
+
+
+def evaluate_live_rules(
+    rules: list[dict[str, Any]] | None = None,
+    *,
+    lookback_days: int | None = None,
+    force_refresh: bool = False,
+) -> list[dict[str, Any]]:
+    """
+    최신 완성 3분봉에서 활성 규칙 발화 여부를 검사합니다.
+
+    Args:
+        rules: 규칙 목록. None이면 matched_rules에서 로드.
+        lookback_days: DB 조회 일수(기본 MATCH_LIVE_LOOKBACK_DAYS).
+        force_refresh: 캐시 무시.
+
+    Returns:
+        발화한 규칙 정보 리스트 (rule_id, side, dt, close).
+    """
+    active = rules if rules is not None else load_monitor_rules()
+    if not active:
+        return []
+
+    lb = lookback_days if lookback_days is not None else MATCH_LIVE_LOOKBACK_DAYS
+    rules_key = ",".join(r["rule_id"] for r in active)
+    now = time.time()
+    global _cache
+    if (
+        not force_refresh
+        and _cache.get("frame") is not None
+        and now - float(_cache.get("ts", 0)) < MATCH_LIVE_CACHE_SEC
+        and _cache.get("rules_key") == rules_key
+    ):
+        frame = _cache["frame"]
+    else:
+        mon = Monitor(cooldown_file=None)
+        days = min(lb, CHART_LOOKBACK_DAYS)
+        frames = load_frames_from_db(mon, SYMBOL, lookback_days=days)
+        needed = conditions_columns(active)
+        frame = build_mtf_scan_frame(frames, needed)
+        _cache["ts"] = now
+        _cache["frame"] = frame
+        _cache["rules_key"] = rules_key
+
+    if frame.empty:
+        return []
+
+    ts = frame.index[-1]
+    row_frame = frame.iloc[[-1]]
+    fired: list[dict[str, Any]] = []
+    close_col = "close"
+    for rule in active:
+        if not eval_conditions(row_frame, rule["conditions"]).iloc[0]:
+            continue
+        fired.append(
+            {
+                "rule_id": rule["rule_id"],
+                "side": rule["side"],
+                "kind": rule.get("kind", ""),
+                "dt": ts.strftime("%Y-%m-%d %H:%M:%S"),
+                "close": float(row_frame[close_col].iloc[0]),
+            }
+        )
+    return fired