Phase C→B 배포 문서·dry-run 검증을 추가하고 운영 env를 동기화한다.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
xavis
2026-06-01 17:04:07 +09:00
parent d385456867
commit 3cbfa40aab
12 changed files with 830 additions and 12 deletions

42
.env
View File

@@ -142,3 +142,45 @@ GA_PIVOT_ORDER=3
GA_PSAR_AF_START=0.02
GA_PSAR_AF_STEP=0.02
GA_PSAR_AF_MAX=0.2
# --- .env.example 누락 키 추가 (2026-06-01) ---
GT_MIN_ORDER_KRW=5000
GT_BUY_PCT_LARGE_LEG=1.0
GT_BUY_PCT_SMALL_LEG=0.05
GT_LARGE_LEG_TOP_PCT=0.2
GT_SIGNAL_CAUSAL=1
SIM_CAUSAL_TIER=1
CAUSAL_GT_PEAK_MODE=local
CAUSAL_GT_MIN_LEG_PCT=5.0
CAUSAL_GT_MIN_BARS_BETWEEN_LEGS=60
CAUSAL_GT_USE_LOCAL_TROUGH=1
CAUSAL_GT_DD_LARGE_PCT=5.0
CAUSAL_GT_DD_MEDIUM_PCT=2.0
GT_BUY_PCT_MEDIUM_LEG=0.25
SIM_TIER_CONVICTION_DD_PCT=10.0
SIM_PRIMARY_SIZING=auto
SIM_HYBRID_MIN_HOLDOUT_PNL_PCT=0.0
SIM_HYBRID_MAX_MDD_PCT=30.0
SIM_OPTION_C_TARGET_PNL_PCT=300.0
SIM_OPTION_C_PHASE2_TARGET_PNL_PCT=1000.0
SIM_OPTION_C_PHASE2_FEE_STRESS_RATIO=0.85
SIM_OPTION_C_MIN_GT_CAPTURE=0.23
SIM_HYBRID_PORTFOLIO_WF_MIN_RATIO=0.5
GT_BUY_WEIGHT_RULE=inverse_price_normalized
GT_SELL_SPLIT_WEIGHTS=0.65,0.35
MATCH_LABEL_MODE=leg_gt
MATCH_HOLDOUT_RATIO=0.15
MATCH_MONITOR_MAX_PER_SIDE=1
SIM_GO_WF_POSITIVE_RATIO=0.5
SIM_FEE_STRESS_MULT=2.0
MONITOR_ALERT_COOLDOWN_MIN=180
MONITOR_ALERT_KRW_AMOUNT=100000
LIVE_TRADING_ENABLED=0
LIVE_ORDER_KRW=100000
LIVE_BUY_PCT_LARGE=1.0
LIVE_BUY_PCT_SMALL=0.05
LIVE_DAILY_KRW_MAX=300000
LIVE_COOLDOWN_MIN=180
LIVE_MAX_TRADES_PER_DAY=10
LIVE_DAILY_LOSS_LIMIT_KRW=50000
LIVE_SLIPPAGE_PCT=0.05