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feat(spot): 2단계 인과 기법 분석 파이프라인 마무리

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common/spot/futures 경로 정비, 캔들 데이터 모듈 복원, MTF 규칙 자동 저장 및 2단계 설계·최종 정리 문서를 반영해 3단계 착수 기반을 확정한다.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
xavis
2026-06-12 16:09:32 +09:00
parent 741c949470
commit 2d515dd669
18 changed files with 2073 additions and 335 deletions
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25
.env.example
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@@ -16,8 +16,8 @@ COIN_TELEGRAM_CHAT_ID=
SYMBOL=BTC
COIN_NAME=비트코인
# --- 공유: 캔들 DB (현물·선물 유일한 공유 리소스) ---
DB_PATH=coins.db
# --- 공통: 캔들 DB (현물·선물 공유) ---
DB_PATH=data/common/coins.db
DOWNLOAD_DAYS=3650
DOWNLOAD_INTERVALS=1,3,5,10,15,30,60,240,1440,10080,43200
API_REQUEST_SLEEP_SEC=0.35
@@ -25,7 +25,7 @@ API_REQUEST_RETRIES=3
# --- 0단계: GT 타점 (현물·선물 공통 파라미터) ---
GT_INTERVAL_MIN=3
GT_LOOKBACK_DAYS=3447
GT_LOOKBACK_DAYS=3650
GT_INITIAL_CASH_KRW=200000
GT_TRADING_FEE_RATE=0.0005
GT_ZIGZAG_REVERSAL_PCT=5.0
@@ -46,17 +46,17 @@ GT_ALIGN_TOLERANCE_BARS=480
GROUND_TRUTH_FILE=data/spot/ground_truth/ground_truth_trades_v3.json
GROUND_TRUTH_V1_FILE=data/spot/ground_truth/ground_truth_trades_v1.json
GROUND_TRUTH_V2_FILE=data/spot/ground_truth/ground_truth_trades_v2.json
GROUND_TRUTH_CHART_V1_FILE=docs/0_ground_truth/spot/ground_truth_chart_v1.html
GROUND_TRUTH_CHART_V2_FILE=docs/0_ground_truth/spot/ground_truth_chart_v2.html
GROUND_TRUTH_CHART_V3_FILE=docs/0_ground_truth/spot/ground_truth_chart_v3.html
GROUND_TRUTH_CHART_V1_FILE=docs/spot/0_ground_truth/ground_truth_chart_v1.html
GROUND_TRUTH_CHART_V2_FILE=docs/spot/0_ground_truth/ground_truth_chart_v2.html
GROUND_TRUTH_CHART_V3_FILE=docs/spot/0_ground_truth/ground_truth_chart_v3.html
# --- 0단계: 선물 GT (0단계 공통, 차트·JSON 분리) ---
# --- 0단계: 선물 GT ---
GROUND_TRUTH_FUTURES_FILE=data/futures/ground_truth/ground_truth_trades_v3.json
GROUND_TRUTH_FUTURES_V1_FILE=data/futures/ground_truth/ground_truth_trades_v1.json
GROUND_TRUTH_FUTURES_V2_FILE=data/futures/ground_truth/ground_truth_trades_v2.json
GROUND_TRUTH_FUTURES_CHART_V1_FILE=docs/0_ground_truth/futures/ground_truth_chart_v1.html
GROUND_TRUTH_FUTURES_CHART_V2_FILE=docs/0_ground_truth/futures/ground_truth_chart_v2.html
GROUND_TRUTH_FUTURES_CHART_V3_FILE=docs/0_ground_truth/futures/ground_truth_chart_v3.html
GROUND_TRUTH_FUTURES_CHART_V1_FILE=docs/futures/0_ground_truth/ground_truth_chart_v1.html
GROUND_TRUTH_FUTURES_CHART_V2_FILE=docs/futures/0_ground_truth/ground_truth_chart_v2.html
GROUND_TRUTH_FUTURES_CHART_V3_FILE=docs/futures/0_ground_truth/ground_truth_chart_v3.html
# --- 현물 1단계: GT sim ---
GROUND_TRUTH_CHART_SIM_V1_FILE=docs/spot/1_simulation/ground_truth_chart_sim_v1.html
@@ -74,3 +74,8 @@ MTF_REPORT_HTML=docs/spot/2_analysis/mtf_correlation_report.html
MTF_RULES_JSON=data/spot/mtf/mtf_rules_v3.json
CAUSAL_SIM_REPORT_JSON=docs/spot/2_analysis/causal_sim_report.json
CAUSAL_SIM_REPORT_HTML=docs/spot/2_analysis/causal_sim_report.html
# 폴더 구조: data|docs / {common, spot, futures}
# common — coins.db 등 공유 리소스
# spot — 현물 GT·기법·분석·운영
# futures — 선물 GT·분석·운영