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

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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:
dsyoon
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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16
deepcoin/paths.py
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@@ -32,10 +32,26 @@ DOCS_MATCHING = DOCS_DIR / "04_matching"
DOCS_OPS = DOCS_DIR / "05_ops"
ANALYSIS_TRADES_CSV = DOCS_ANALYSIS / "general_analysis_trades.csv"
ANALYSIS_GT_MTF_PROFILE_JSON = DOCS_ANALYSIS / "gt_mtf_profile.json"
ANALYSIS_GT_MTF_PROFILE_HTML = DOCS_ANALYSIS / "gt_mtf_profile_report.html"
ANALYSIS_GT_CALIBRATION_JSON = DOCS_ANALYSIS / "gt_calibration_report.json"
ANALYSIS_REPORT_HTML = DOCS_ANALYSIS / "general_analysis_report.html"
ANALYSIS_CAPABILITY_HTML = DOCS_ANALYSIS / "general_analysis_capability.html"
ANALYSIS_LATEST_DIR = DOCS_ANALYSIS / "latest"
MATCHING_RULE_CANDIDATES = DOCS_MATCHING / "rule_candidates.json"
MATCHING_RULE_FIRES = DOCS_MATCHING / "rule_fires.csv"
MATCHING_FIRE_OUTCOMES = DOCS_MATCHING / "fire_outcomes.csv"
MATCHING_MATCHED_RULES = DOCS_MATCHING / "matched_rules.json"
MATCHING_BACKTEST_HTML = DOCS_MATCHING / "backtest_summary.html"
MATCHING_GT_OVERLAP = DOCS_MATCHING / "gt_overlap_report.json"
MATCHING_SIMULATION_JSON = DOCS_MATCHING / "simulation_report.json"
MATCHING_SIMULATION_HTML = DOCS_MATCHING / "simulation_report.html"
MATCHING_GT_COMPARISON_JSON = DOCS_MATCHING / "gt_comparison_report.json"
MATCHING_GT_COMPARISON_HTML = DOCS_MATCHING / "gt_comparison_report.html"
LIVE_TRADES_LOG = OPS_STATE_DIR / "live_trades.jsonl"
CHART_BB_HTML = DOCS_CHARTS / "wld_bb_chart.html"
CHART_TRUTH_HTML = DOCS_GROUND_TRUTH / "wld_ground_truth_chart.html"