feat(rsi_dca): 7종 RSI 정액 매수 라이브 전략·모니터 고도화·수집 안정화

RSI DCA 전략 (신규) - rsi_dca_engine/runner/control: 1분봉 RSI(14) 종목별 기준선 상향 돌파 시 정액 매수, 일 상한, 신호 45분 유효, 킬스위치, 인터벌 변경 시 커서 재초기화, 체결가 거래소 보정 - scripts: 3_run_rsi_dca(.py/_cron.sh), 백테스트·인터벌 비교, go-live 스위치 - 설정: RSI_DCA_* (모드·종목·기준선·종목별 오버라이드·일 상한 등) 모니터 (vol_live_monitor / vol_monitor_chart) - 분봉 탭(/api/candles), RSI(14) 패널·종목별 기준선, 3패널 시간축 정렬, KST 표기 - 자동매수 ON/OFF 패널(/api/rsi/status·toggle), 빌드 해시 기반 자동 새로고침, 지연 경고 - 요약표: 거래소 평균매입가 기준 보유원금·수익률, 총평가 손익, 수익률순 동적 정렬 - 잔고 스냅샷을 계좌 전체 조회 1회로 통합, 실시간 시세 반영 데이터·수집 - candle_store/loader: SQL 범위·LIMIT 조회로 대형 테이블 전량 스캔 제거 - 절전·재부팅 후 공백 자동 백필(gap_backfill, 00_backfill_gaps) 및 cron 연동 - 수집 cron 분할(매분 핵심 분봉·5분 전체), 프로젝트 한정 lock 패턴, exec 제거로 lock 정리 복구 - 모니터 종목(VOL_MONITOR_SYMBOLS)·수집 종목 7종 분리, 한글 코인명 추가 Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
2026-09-24 18:30:31 +09:00
parent 0d6c57db62
commit 48dcdd0ae8
27 changed files with 2727 additions and 84 deletions
--- a/scripts/00_backfill_gaps.py
+++ b/scripts/00_backfill_gaps.py
@@ -0,0 +1,100 @@
+#!/usr/bin/env python3
+"""절전·재부팅 후 캔들 공백 자동 백필 (cron 수집 전 단계).
+
+증분 수집(최신 200봉)으로 못 채우는 공백이 있는 (심볼, 인터벌)만 골라
+00_download_candles.py --full --days N 으로 채운다. 공백이 없으면 즉시 종료(약 0.1초).
+
+  python scripts/00_backfill_gaps.py              # 점검 후 필요 시 백필
+  python scripts/00_backfill_gaps.py --dry-run    # 계획만 출력
+  python scripts/00_backfill_gaps.py --dry-run --assume-now "2026-09-12 09:00:00"
+"""
+
+from __future__ import annotations
+
+import argparse
+import logging
+import subprocess
+import sys
+from datetime import datetime
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+SRC = ROOT / "src"
+if str(SRC) not in sys.path:
+    sys.path.insert(0, str(SRC))
+
+from bithumb.config import load_settings  # noqa: E402
+from bithumb.data.candle_store import CandleStore  # noqa: E402
+from bithumb.data.gap_backfill import plan_backfill  # noqa: E402
+
+logger = logging.getLogger("backfill")
+
+
+def main() -> int:
+    parser = argparse.ArgumentParser(description="캔들 공백 자동 백필")
+    parser.add_argument("--dry-run", action="store_true", help="계획만 출력")
+    parser.add_argument("--assume-now", default=None, help="테스트용 기준 시각 'YYYY-MM-DD HH:MM:SS'")
+    parser.add_argument("--max-days", type=int, default=30, help="백필 상한 일수 (기본 30)")
+    parser.add_argument("--safety", type=float, default=0.9, help="증분 커버리지 안전계수 (기본 0.9)")
+    parser.add_argument("-v", "--verbose", action="store_true")
+    args = parser.parse_args()
+    logging.basicConfig(
+        level=logging.DEBUG if args.verbose else logging.INFO,
+        format="%(asctime)s [%(levelname)s] %(name)s: %(message)s",
+        datefmt="%Y-%m-%d %H:%M:%S",
+    )
+
+    settings = load_settings()
+    now = datetime.strptime(args.assume_now, "%Y-%m-%d %H:%M:%S") if args.assume_now else datetime.now()
+    symbols = list(settings.download_symbols)
+    intervals = list(settings.download_intervals)
+
+    store = CandleStore(settings.db_path)
+    try:
+        db_max = {
+            sym: {iv: store.get_max_datetime(sym, iv) for iv in intervals}
+            for sym in symbols
+        }
+    finally:
+        store.close()
+
+    plan = plan_backfill(
+        db_max, now=now, intervals=intervals,
+        batch_size=settings.candle_count, safety=args.safety, max_days=args.max_days,
+    )
+    if plan.empty:
+        logger.info("공백 없음 (증분 수집 범위 내) — 백필 생략")
+        return 0
+
+    logger.warning("캔들 공백 감지 → 백필 계획: %s", plan.describe())
+    if args.dry_run:
+        return 0
+
+    # 인터벌별 필요 일수가 다르므로 일수별로 묶어 실행 (요청 수 최소화)
+    by_days: dict[int, dict[str, set[int]]] = {}
+    for sym, m in plan.needs.items():
+        for iv, days in m.items():
+            by_days.setdefault(days, {}).setdefault(sym, set()).add(iv)
+
+    python = sys.executable
+    rc_all = 0
+    for days in sorted(by_days):
+        sym_ivs = by_days[days]
+        syms = ",".join(sorted(sym_ivs))
+        ivs = ",".join(str(i) for i in sorted({iv for s in sym_ivs.values() for iv in s}))
+        cmd = [
+            python, str(ROOT / "scripts" / "00_download_candles.py"),
+            "--full", "--days", str(days), "--symbols", syms, "--intervals", ivs,
+        ]
+        logger.warning("백필 실행: --full --days %s --symbols %s --intervals %s", days, syms, ivs)
+        rc = subprocess.call(cmd, cwd=str(ROOT))
+        if rc != 0:
+            logger.error("백필 실패 rc=%s (days=%s)", rc, days)
+            rc_all = rc
+    if rc_all == 0:
+        logger.warning("백필 완료: %s", plan.describe())
+    return rc_all
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())
--- a/scripts/00_run_download_cron.sh
+++ b/scripts/00_run_download_cron.sh
@@ -6,10 +6,27 @@ source "$(dirname "$0")/_cron_env.sh"

 ensure_cron_log_dir "data/common"
 LOCKDIR="data/common/download.lock.d"
-# 3종목×11 TF 증분 — 20분 초과 시 hung 으로 간주
-if ! acquire_cron_lock "$LOCKDIR" "scripts/00_download.py" 1200; then
+DL_SCRIPT="${CRON_PROJECT_ROOT}/scripts/00_download.py"
+# 7종목 증분 — 20분 초과 시 hung 으로 간주. 패턴은 이 프로젝트의 절대 경로로 한정
+# (다른 프로젝트(Binance 등)의 scripts/00_download.py 와 pgrep/pkill 이 섞이지 않도록)
+if ! acquire_cron_lock "$LOCKDIR" "$DL_SCRIPT" 1200; then
  exit 0
 fi

 PYTHON="$(resolve_bithumb_python)" || exit 1
-"$PYTHON" scripts/00_download.py "$@"
+
+# 절전·재부팅 복귀 시: 증분 범위(200봉)를 넘는 공백이 있으면 필요한 분봉·일수만 먼저 백필 (공백 없으면 ~0.1초)
+"$PYTHON" "${CRON_PROJECT_ROOT}/scripts/00_backfill_gaps.py" || echo "$(date '+%Y-%m-%d %H:%M:%S') [WARN] 공백 백필 실패 — 증분 수집은 계속 진행" >&2
+
+# 인자가 없으면: 매분 핵심 분봉(1,3,5,15)만, 5분 배수 분에는 DOWNLOAD_INTERVALS 전체.
+# 1분봉 전략의 캔들 지연을 줄이기 위한 분할 (환경변수 DOWNLOAD_CORE_INTERVALS 로 조정)
+if [ "$#" -eq 0 ]; then
+  minute="$(date +%M)"
+  if [ $((10#$minute % 5)) -ne 0 ]; then
+    CORE="${DOWNLOAD_CORE_INTERVALS:-1,3,5,15}"
+    echo "$(date '+%Y-%m-%d %H:%M:%S') [INFO] core intervals only: ${CORE}"
+    "$PYTHON" "$DL_SCRIPT" --intervals "$CORE"
+    exit 0   # 핵심 분봉 회차 종료 (EXIT 트랩이 lock 정리)
+  fi
+fi
+"$PYTHON" "$DL_SCRIPT" "$@"
--- a/scripts/3_go_live_rsi_dca.sh
+++ b/scripts/3_go_live_rsi_dca.sh
@@ -0,0 +1,64 @@
+#!/usr/bin/env bash
+# RSI DCA 정액 매수 live 전환/복귀 — 사용자가 직접 실행하는 스위치.
+#   bash scripts/3_go_live_rsi_dca.sh            # live 전환: .env RSI_DCA_MODE=live + cron 줄 활성화 + crontab 적용
+#   bash scripts/3_go_live_rsi_dca.sh --paper    # paper 복귀 (cron 유지, 주문 없음)
+#   bash scripts/3_go_live_rsi_dca.sh --dry-run  # 변경 없이 수행 내용만 출력
+set -euo pipefail
+ROOT="$(cd "$(dirname "$0")/.." && pwd)"
+ENV="${ROOT}/.env"
+EXAMPLE="${ROOT}/scripts/crontab.bithumb.example"
+RSI_LINE_RE='3_run_rsi_dca_cron\.sh'
+
+MODE="live"
+DRY=0
+for a in "$@"; do
+  case "$a" in
+    --paper) MODE="paper" ;;
+    --live) MODE="live" ;;
+    --dry-run) DRY=1 ;;
+    -h|--help) sed -n 2,5p "$0"; exit 0 ;;
+    *) echo "unknown arg: $a" >&2; exit 1 ;;
+  esac
+done
+
+[ -f "$ENV" ] || { echo ".env 없음: $ENV" >&2; exit 1; }
+cur="$(grep -E '^RSI_DCA_MODE=' "$ENV" | tail -1 | cut -d= -f2 | tr -d '[:space:]' || true)"
+echo "현재 RSI_DCA_MODE=${cur:-<미설정>} → 목표 ${MODE}"
+echo "대상: $(grep -E '^RSI_DCA_SYMBOLS=' "$ENV" | cut -d= -f2) | 규칙: $(grep -E '^RSI_DCA_LEVELS=' "$ENV" | cut -d= -f2) | 일 상한: $(grep -E '^RSI_DCA_DAILY_MAX_KRW=' "$ENV" | cut -d= -f2)원"
+if [ "$MODE" = "live" ] && [ -f "${ROOT}/data/spot/operations/rsi.kill" ]; then
+  echo "주의: 킬스위치 파일(data/spot/operations/rsi.kill)이 있어 매수가 차단됩니다. 해제: rm data/spot/operations/rsi.kill"
+fi
+
+if [ "$DRY" = "1" ]; then
+  echo "[dry-run] 1) .env RSI_DCA_MODE=${MODE} 로 변경"
+  echo "[dry-run] 2) ${EXAMPLE} 의 RSI cron 줄 주석 해제"
+  echo "[dry-run] 3) bash scripts/install_crontab.sh --apply"
+  exit 0
+fi
+
+# 1) .env 모드
+if grep -qE '^RSI_DCA_MODE=' "$ENV"; then
+  sed -i '' -E "s/^RSI_DCA_MODE=.*/RSI_DCA_MODE=${MODE}/" "$ENV"
+else
+  printf '\nRSI_DCA_MODE=%s\n' "$MODE" >> "$ENV"
+fi
+echo "1) .env: $(grep -E '^RSI_DCA_MODE=' "$ENV")"
+
+# 2) cron 예시에서 RSI 줄 활성화 (이미 활성화면 그대로)
+if grep -qE "^# \* \* \* \* \* .*${RSI_LINE_RE}" "$EXAMPLE"; then
+  sed -i '' -E "s|^# (\* \* \* \* \* .*${RSI_LINE_RE}.*)$|\1|" "$EXAMPLE"
+fi
+echo "2) cron 예시: $(grep -E "${RSI_LINE_RE}" "$EXAMPLE" | grep -vE '^#' | head -1 | cut -c1-70)…"
+
+# 3) crontab 적용 (BITHUMB 블록 갱신 — 캔들 수집·모니터·RSI tick)
+bash "${ROOT}/scripts/install_crontab.sh" --apply
+echo "3) crontab RSI 줄:"; crontab -l | grep -E "${RSI_LINE_RE}" || echo "   (없음)"
+
+echo
+if [ "$MODE" = "live" ]; then
+  echo "완료: 다음 1분 tick부터 실거래 매수. 첫 tick은 미초기화 종목 커서 설정만 하고, 이후 봉부터 매수합니다."
+  echo "긴급 차단: touch ${ROOT}/data/spot/operations/rsi.kill   |   paper 복귀: bash scripts/3_go_live_rsi_dca.sh --paper"
+  echo "확인: python scripts/3_run_rsi_dca.py --status  /  tail -f data/spot/operations/rsi_dca_cron.log"
+else
+  echo "완료: paper 모드. cron은 유지되며 주문은 나가지 않습니다."
+fi
--- a/scripts/3_run_rsi_dca.py
+++ b/scripts/3_run_rsi_dca.py
@@ -0,0 +1,106 @@
+#!/usr/bin/env python3
+"""RSI DCA 현물 정액 매수 tick (15m RSI 30/35 상향 돌파, 매도 없음).
+
+  python scripts/3_run_rsi_dca.py                 # RSI_DCA_MODE(.env, 기본 paper) 1회 tick
+  python scripts/3_run_rsi_dca.py --mode paper --loop 60
+  python scripts/3_run_rsi_dca.py --mode live     # 실제 주문 — 사용자 직접 실행
+  python scripts/3_run_rsi_dca.py --status        # 상태만 출력
+"""
+
+from __future__ import annotations
+
+import argparse
+import json
+import logging
+import sys
+import time
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+SRC = ROOT / "src"
+if str(SRC) not in sys.path:
+    sys.path.insert(0, str(SRC))
+
+from bithumb.config import load_settings  # noqa: E402
+from bithumb.operations.rsi_dca_engine import load_state  # noqa: E402
+from bithumb.operations.rsi_dca_runner import RsiDcaRunner  # noqa: E402
+
+
+def _configure_logging(verbose: bool) -> None:
+    logging.basicConfig(
+        level=logging.DEBUG if verbose else logging.INFO,
+        format="%(asctime)s [%(levelname)s] %(message)s",
+        datefmt="%Y-%m-%d %H:%M:%S",
+    )
+
+
+def _print_status(settings, mode: str) -> None:
+    st = load_state(settings.rsi_dca_state_json, mode)
+    d = st.get("daily") or {}
+    t = st.get("totals") or {}
+    print(f"strategy={st.get('strategy')} mode={st.get('mode')} last_run={st.get('last_run_at')}")
+    print(f"daily {d.get('date')} spent={float(d.get('spent_krw') or 0):,.0f}/{settings.rsi_dca_daily_max_krw:,.0f} count={d.get('count')}")
+    print(f"totals spent={float(t.get('spent_krw') or 0):,.0f} count={t.get('count')} trades={len(st.get('trades') or [])}")
+    for sym, s in (st.get("symbols") or {}).items():
+        rsi = s.get("last_rsi")
+        print(f"  {sym:4s} init={s.get('initialized')} cursor={s.get('last_confirm_time')} "
+              f"rsi={rsi if rsi is None else round(rsi, 1)} buys={s.get('buy_count')} spent={float(s.get('spent_krw') or 0):,.0f}")
+
+
+def main() -> int:
+    parser = argparse.ArgumentParser(description="Bithumb RSI DCA 정액 매수 tick")
+    parser.add_argument("--mode", choices=("paper", "live"), default=None,
+                        help="기본: .env RSI_DCA_MODE (paper)")
+    parser.add_argument("--loop", type=int, default=0, metavar="SEC")
+    parser.add_argument("--status", action="store_true", help="상태 출력만")
+    parser.add_argument("-v", "--verbose", action="store_true")
+    args = parser.parse_args()
+    _configure_logging(args.verbose)
+
+    settings = load_settings()
+    mode = (args.mode or settings.rsi_dca_mode or "paper").lower()
+    if args.status:
+        _print_status(settings, mode)
+        return 0
+
+    if mode == "live":
+        print("경고: live — 실제 주문 발생 (RSI 정액 매수, 매도 없음)")
+    levels = ", ".join(f"RSI {lv:g}↑ {krw:,.0f}원" for lv, krw in settings.rsi_dca_levels)
+    print(
+        f"rsi_dca {mode} | symbols={settings.rsi_dca_symbols} | {settings.rsi_dca_interval_min}m "
+        f"RSI({settings.rsi_dca_period}) | {levels} | 일 상한 {settings.rsi_dca_daily_max_krw:,.0f}원"
+    )
+
+    def _once() -> dict:
+        runner = RsiDcaRunner(settings, mode=mode)
+        report = runner.tick()
+        if not report.get("ok"):
+            print(f"  skip: {report.get('note')}")
+            return report
+        d = report.get("daily") or {}
+        for row in report.get("results") or []:
+            if "error" in row:
+                print(f"  {row['symbol']}: ERROR {row['error']}")
+                continue
+            rsi = row.get("rsi")
+            print(f"  {row['symbol']:4s} rsi={'-' if rsi is None else f'{rsi:.1f}':>5s} fills={row['fills']} {row['note']}")
+        print(f"  daily {d.get('date')} spent={float(d.get('spent_krw') or 0):,.0f} "
+              f"remaining={float(d.get('remaining_krw') or 0):,.0f} kill_switch={report.get('kill_switch')}")
+        return report
+
+    if args.loop <= 0:
+        _once()
+        return 0
+    while True:
+        try:
+            _once()
+        except KeyboardInterrupt:
+            print("\n종료")
+            return 0
+        except Exception:  # noqa: BLE001
+            logging.exception("rsi_dca loop tick failed")
+        time.sleep(args.loop)
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())
--- a/scripts/3_run_rsi_dca_backtest.py
+++ b/scripts/3_run_rsi_dca_backtest.py
@@ -0,0 +1,86 @@
+#!/usr/bin/env python3
+"""RSI DCA 백테스트 — DB 15m 캔들로 최근 N일 신호·매수·평가 산출.
+
+  python scripts/3_run_rsi_dca_backtest.py --days 90
+  python scripts/3_run_rsi_dca_backtest.py --days 90 --levels 30:20000,35:10000 --daily-max 60000
+"""
+
+from __future__ import annotations
+
+import argparse
+import json
+import sys
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+SRC = ROOT / "src"
+if str(SRC) not in sys.path:
+    sys.path.insert(0, str(SRC))
+
+from bithumb.config import load_settings  # noqa: E402
+from bithumb.data.candle_loader import load_candles  # noqa: E402
+from bithumb.operations.rsi_dca_engine import (  # noqa: E402
+    RsiDcaConfig,
+    backtest_rsi_dca,
+    parse_levels,
+)
+from bithumb.operations.rsi_dca_runner import config_from_settings  # noqa: E402
+
+
+def main() -> int:
+    parser = argparse.ArgumentParser(description="RSI DCA 백테스트")
+    parser.add_argument("--days", type=int, default=90)
+    parser.add_argument("--symbols", default=None, help="쉼표 구분 (기본 RSI_DCA_SYMBOLS)")
+    parser.add_argument("--levels", default=None, help="예 30:20000,35:10000")
+    parser.add_argument("--daily-max", type=float, default=None)
+    parser.add_argument("--out", default="docs/spot/3_operations/rsi_dca_backtest.json")
+    args = parser.parse_args()
+
+    settings = load_settings()
+    base = config_from_settings(settings)
+    cfg = RsiDcaConfig(
+        symbols=[s.strip().upper() for s in args.symbols.split(",")] if args.symbols else base.symbols,
+        interval_min=base.interval_min,
+        period=base.period,
+        levels=parse_levels(args.levels) if args.levels else base.levels,
+        daily_max_krw=args.daily_max if args.daily_max is not None else base.daily_max_krw,
+        lookback_days=base.lookback_days,
+        max_bars_per_tick=base.max_bars_per_tick,
+        max_signal_age_min=base.max_signal_age_min,
+        min_order_krw=base.min_order_krw,
+        fee_rate=base.fee_rate,
+        slippage_rate=base.slippage_rate,
+        fee_lock_rate=base.fee_lock_rate,
+    )
+
+    candles = {}
+    for sym in cfg.symbols:
+        # RSI 워밍업을 위해 여유 있게 로드
+        df = load_candles(settings.db_path, sym, cfg.interval_min, lookback_days=args.days + 10)
+        candles[sym] = df
+    rep = backtest_rsi_dca(candles, cfg, days=args.days)
+
+    levels_txt = ", ".join(f"RSI {lv:g}↑ {krw:,.0f}원" for lv, krw in cfg.levels)
+    print(f"RSI DCA 백테스트 · 최근 {args.days}일 · {cfg.interval_min}m RSI({cfg.period}) · {levels_txt} · 일 상한 {cfg.daily_max_krw:,.0f}원")
+    print(f"수수료 {cfg.fee_rate*100:.3f}% · 슬리피지 {cfg.slippage_rate*100:.3f}% · 매도 없음(마지막 종가 평가)")
+    print()
+    print(f"{'종목':5s} {'신호':>5s} {'매수':>5s} {'투입(원)':>12s} {'평가(원)':>12s} {'손익%':>7s}")
+    for sym in cfg.symbols:
+        v = rep["per_symbol"].get(sym)
+        if not v:
+            print(f"{sym:5s} {'데이터없음':>5s}")
+            continue
+        print(f"{sym:5s} {int(v['signals']):5d} {int(v['buys']):5d} {v['spent_krw']:12,.0f} {v['value_krw']:12,.0f} {v['pnl_pct']:7.2f}")
+    print("-" * 52)
+    print(f"{'합계':5s} {rep['signals']:5d} {rep['buys']:5d} {rep['total_spent_krw']:12,.0f} {rep['total_value_krw']:12,.0f} {rep['total_pnl_pct']:7.2f}")
+    print(f"일 상한으로 스킵된 신호: {rep['skipped_daily_cap']}건 · 일평균 투입 {rep['avg_daily_spent_krw']:,.0f}원 (신호 구간 {rep['span_days']}일)")
+
+    out = ROOT / args.out
+    out.parent.mkdir(parents=True, exist_ok=True)
+    out.write_text(json.dumps(rep, ensure_ascii=False, indent=2, default=str), encoding="utf-8")
+    print(f"\n저장: {out}")
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())
--- a/scripts/3_run_rsi_dca_cron.sh
+++ b/scripts/3_run_rsi_dca_cron.sh
@@ -0,0 +1,18 @@
+#!/usr/bin/env bash
+# RSI DCA 정액 매수 tick (cron 1분). 모드는 .env RSI_DCA_MODE (기본 paper).
+set -euo pipefail
+# shellcheck source=scripts/_cron_env.sh
+source "$(dirname "$0")/_cron_env.sh"
+
+ensure_cron_log_dir "data/spot/operations"
+LOCKDIR="data/spot/operations/rsi.tick.lock.d"
+RSI_SCRIPT="${CRON_PROJECT_ROOT}/scripts/3_run_rsi_dca.py"
+if ! acquire_cron_lock "$LOCKDIR" "$RSI_SCRIPT" 600; then
+  exit 0
+fi
+
+PYTHON="$(resolve_bithumb_python)" || exit 1
+# 같은 분에 시작하는 캔들 수집(핵심 분봉 12~21초)이 끝난 뒤 판정하도록 지연 → 봉 마감 후 약 1.5분 내 매수
+sleep "${RSI_DCA_TICK_DELAY_SEC:-25}"
+echo "$(date '+%Y-%m-%d %H:%M:%S') tick"
+"$PYTHON" "$RSI_SCRIPT" "$@"
--- a/scripts/3_run_rsi_dca_interval_sweep.py
+++ b/scripts/3_run_rsi_dca_interval_sweep.py
@@ -0,0 +1,154 @@
+#!/usr/bin/env python3
+"""RSI DCA 인터벌 비교 실험 — 동일 규칙(30↑ 2만원, 35↑ 1만원, 일 상한)으로 분봉별 수익률 비교.
+
+  python scripts/3_run_rsi_dca_interval_sweep.py --days 90
+  python scripts/3_run_rsi_dca_interval_sweep.py --days 90 --intervals 1,3,5,10,15,30,60,240,1440
+"""
+
+from __future__ import annotations
+
+import argparse
+import json
+import math
+import sys
+from pathlib import Path
+
+import pandas as pd
+
+ROOT = Path(__file__).resolve().parents[1]
+SRC = ROOT / "src"
+if str(SRC) not in sys.path:
+    sys.path.insert(0, str(SRC))
+
+from bithumb.config import load_settings  # noqa: E402
+from bithumb.data.candle_loader import load_candles  # noqa: E402
+from bithumb.operations.rsi_dca_engine import (  # noqa: E402
+    RsiDcaConfig,
+    backtest_rsi_dca,
+    parse_levels,
+)
+from bithumb.operations.rsi_dca_runner import config_from_settings  # noqa: E402
+
+LABEL = {1: "1분", 3: "3분", 5: "5분", 10: "10분", 15: "15분", 30: "30분", 60: "1시간", 240: "4시간", 1440: "1일"}
+
+
+def _with(cfg: RsiDcaConfig, **kw) -> RsiDcaConfig:
+    d = {k: getattr(cfg, k) for k in cfg.__dataclass_fields__}
+    d.update(kw)
+    return RsiDcaConfig(**d)
+
+
+def daily_dca_benchmark(
+    daily_by_symbol: dict[str, pd.DataFrame],
+    *,
+    days: int,
+    daily_krw: float,
+    fee_rate: float,
+    slippage_rate: float,
+) -> dict:
+    """기준선: 매일 종가에 일 예산을 종목 수로 균등 분할 매수 (매도 없음)."""
+    syms = [s for s, df in daily_by_symbol.items() if df is not None and not df.empty]
+    if not syms:
+        return {}
+    per = daily_krw / len(syms)
+    spent = 0.0
+    value = 0.0
+    buys = 0
+    for sym in syms:
+        d = daily_by_symbol[sym].copy()
+        d["datetime"] = pd.to_datetime(d["datetime"])
+        d = d.sort_values("datetime")
+        start = d["datetime"].max() - pd.Timedelta(days=days)
+        w = d[d["datetime"] >= start]
+        last = float(d["close"].iloc[-1])
+        coin = 0.0
+        for px in w["close"].astype(float):
+            fill = px * (1.0 + slippage_rate)
+            coin += per * (1.0 - fee_rate) / fill
+            spent += per
+            buys += 1
+        value += coin * last
+    return {
+        "label": "매일 정액 분할(기준선)",
+        "buys": buys,
+        "total_spent_krw": spent,
+        "total_value_krw": value,
+        "total_pnl_pct": (value / spent - 1.0) * 100.0 if spent else 0.0,
+        "avg_daily_spent_krw": daily_krw,
+    }
+
+
+def main() -> int:
+    parser = argparse.ArgumentParser(description="RSI DCA 인터벌 비교")
+    parser.add_argument("--days", type=int, default=90)
+    parser.add_argument("--intervals", default="1,3,5,10,15,30,60,240,1440")
+    parser.add_argument("--levels", default=None)
+    parser.add_argument("--daily-max", type=float, default=None)
+    parser.add_argument("--out", default="docs/spot/3_operations/rsi_dca_interval_sweep.json")
+    args = parser.parse_args()
+
+    settings = load_settings()
+    base = config_from_settings(settings)
+    if args.levels:
+        base = _with(base, levels=parse_levels(args.levels))
+    if args.daily_max is not None:
+        base = _with(base, daily_max_krw=args.daily_max)
+    intervals = [int(x) for x in args.intervals.split(",") if x.strip()]
+
+    results = []
+    for iv in intervals:
+        cfg = _with(base, interval_min=iv)
+        warm_days = math.ceil(cfg.period * 3 * iv / 1440) + 2
+        candles = {}
+        for sym in cfg.symbols:
+            candles[sym] = load_candles(settings.db_path, sym, iv, lookback_days=args.days + warm_days)
+        rep = backtest_rsi_dca(candles, cfg, days=args.days)
+        bars = sum(len(df) for df in candles.values() if df is not None)
+        rep["interval_min"] = iv
+        rep["label"] = LABEL.get(iv, f"{iv}분")
+        rep["bars_loaded"] = bars
+        rep.pop("trades", None)
+        results.append(rep)
+        print(f"  {rep['label']:>4s} 완료 · 신호 {rep['signals']:,} · 매수 {rep['buys']} · 손익 {rep['total_pnl_pct']:+.2f}%", flush=True)
+
+    daily = {s: load_candles(settings.db_path, s, 1440, lookback_days=args.days + 5) for s in base.symbols}
+    bench = daily_dca_benchmark(
+        daily, days=args.days, daily_krw=base.daily_max_krw,
+        fee_rate=base.fee_rate, slippage_rate=base.slippage_rate,
+    )
+
+    levels_txt = ", ".join(f"RSI {lv:g}↑ {krw:,.0f}원" for lv, krw in base.levels)
+    print()
+    print(f"RSI DCA 인터벌 비교 · 최근 {args.days}일 · {len(base.symbols)}종 · RSI({base.period}) · {levels_txt} · 일 상한 {base.daily_max_krw:,.0f}원")
+    print(f"수수료 {base.fee_rate*100:.3f}% · 슬리피지 {base.slippage_rate*100:.3f}% · 매도 없음 · 마지막 종가 평가")
+    print()
+    hdr = f"{'인터벌':>6s} {'신호':>7s} {'매수':>5s} {'상한스킵':>7s} {'투입(원)':>11s} {'평가(원)':>11s} {'손익%':>7s} {'손익(원)':>10s} {'일평균투입':>9s}"
+    print(hdr)
+    for r in sorted(results, key=lambda x: -x["total_pnl_pct"]):
+        pnl = r["total_value_krw"] - r["total_spent_krw"]
+        print(f"{r['label']:>6s} {r['signals']:7,d} {r['buys']:5d} {r['skipped_daily_cap']:7,d} {r['total_spent_krw']:11,.0f} {r['total_value_krw']:11,.0f} {r['total_pnl_pct']:7.2f} {pnl:10,.0f} {r['avg_daily_spent_krw']:9,.0f}")
+    if bench:
+        pnl = bench["total_value_krw"] - bench["total_spent_krw"]
+        print("-" * len(hdr))
+        print(f"{'기준선':>6s} {'-':>7s} {bench['buys']:5d} {'-':>7s} {bench['total_spent_krw']:11,.0f} {bench['total_value_krw']:11,.0f} {bench['total_pnl_pct']:7.2f} {pnl:10,.0f} {bench['avg_daily_spent_krw']:9,.0f}   (매일 종가 6만원 균등 분할)")
+
+    best = max(results, key=lambda x: x["total_pnl_pct"])
+    print(f"\n최고 수익률: {best['label']} ({best['total_pnl_pct']:+.2f}%)")
+    print("종목별 (최고 인터벌):")
+    for sym in base.symbols:
+        v = best["per_symbol"].get(sym)
+        if v:
+            print(f"  {sym:4s} 신호 {int(v['signals']):5d} 매수 {int(v['buys']):4d} 투입 {v['spent_krw']:10,.0f} 평가 {v['value_krw']:10,.0f} {v['pnl_pct']:+7.2f}%")
+
+    out = ROOT / args.out
+    out.parent.mkdir(parents=True, exist_ok=True)
+    out.write_text(json.dumps({
+        "days": args.days, "levels": base.levels, "daily_max_krw": base.daily_max_krw,
+        "symbols": base.symbols, "results": results, "benchmark_daily_dca": bench,
+    }, ensure_ascii=False, indent=2, default=str), encoding="utf-8")
+    print(f"\n저장: {out}")
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())
--- a/scripts/3_run_vol_monitor.py
+++ b/scripts/3_run_vol_monitor.py
@@ -22,14 +22,16 @@ import threading
 import time
 from http.server import SimpleHTTPRequestHandler, ThreadingHTTPServer
 from pathlib import Path
-from urllib.parse import urlparse
+from urllib.parse import parse_qs, urlparse

 _ROOT = Path(__file__).resolve().parents[1]
 sys.path.insert(0, str(_ROOT / "src"))

 from bithumb.config import load_settings  # noqa: E402
+from bithumb.operations.rsi_dca_control import rsi_status, set_rsi_enabled  # noqa: E402
 from bithumb.operations.vol_breakout_engine import load_vol_state  # noqa: E402
 from bithumb.operations.vol_live_monitor import (  # noqa: E402
+    build_candles_api_payload,
    fetch_live_balance_snapshot,
    patch_vol_monitor_balance,
    write_vol_monitor,
@@ -58,6 +60,7 @@ def refresh_vol_live_monitor(*, write_html: bool = True) -> dict:
            positions = snap.setdefault("positions", {})
            for sym, qty in (bal.get("positions") or {}).items():
                positions[sym] = qty
+            snap["avg_prices"] = dict(bal.get("avg_prices") or {})
        except Exception as exc:  # noqa: BLE001
            logger.warning("live balance sync skipped: %s", exc)

@@ -108,8 +111,48 @@ def _api_balance() -> dict:
        return fetch_live_balance()


+_rsi_lock = threading.Lock()
+
+
+def _api_rsi_status() -> dict:
+    return rsi_status(load_settings())
+
+
+def _api_rsi_toggle(query: str) -> dict:
+    """/api/rsi/toggle[?enable=1|0] — 파라미터 없으면 반전."""
+    qs = parse_qs(query or "")
+    raw = (qs.get("enable") or [""])[0].strip().lower()
+    settings = load_settings()
+    with _rsi_lock:
+        if raw in ("1", "true", "on", "yes"):
+            target = True
+        elif raw in ("0", "false", "off", "no"):
+            target = False
+        else:
+            target = not rsi_status(settings)["enabled"]
+        out = set_rsi_enabled(settings, target)
+    logger.warning("RSI 자동매수 %s (mode=%s)", "ON" if target else "OFF", out.get("mode"))
+    return out
+
+
+def _api_candles(query: str) -> dict:
+    """/api/candles?symbol=TRX&interval=5[&bars=800] — DB 직접 조회."""
+    qs = parse_qs(query or "")
+    symbol = (qs.get("symbol") or [""])[0]
+    interval = (qs.get("interval") or ["15"])[0]
+    bars_raw = (qs.get("bars") or [""])[0]
+    settings = load_settings()
+    max_bars = None
+    if bars_raw:
+        try:
+            max_bars = max(10, min(int(bars_raw), 20000))
+        except ValueError:
+            max_bars = None
+    return build_candles_api_payload(settings, symbol, interval, max_bars=max_bars)
+
+
 class MonitorHandler(SimpleHTTPRequestHandler):
-    """vol_live 정적 파일 + /api/chart · /api/balance · /api/refresh."""
+    """vol_live 정적 파일 + /api/chart · /api/candles · /api/balance · /api/refresh · /api/rsi/status · /api/rsi/toggle."""

    _static_dir: str | None = None
    _access_log: bool = False
@@ -195,18 +238,32 @@ class MonitorHandler(SimpleHTTPRequestHandler):
                self._send_json({"ok": False, "error": str(exc)}, status=500)

    def end_headers(self) -> None:
-        if self.path.endswith(".json"):
+        p = urlparse(self.path).path
+        if p.endswith((".json", ".html")) or p in ("", "/"):
            self.send_header("Cache-Control", "no-store, must-revalidate")
        super().end_headers()

    def _request_path(self) -> str:
        return urlparse(self.path).path.rstrip("/")

+    def _handle_json_call(self, fn, *args) -> None:
+        try:
+            out = fn(*args)
+            self._send_json(out, status=200 if out.get("ok") else 400)
+        except _CLIENT_GONE:
+            pass
+        except Exception as exc:  # noqa: BLE001
+            if not _client_gone(exc):
+                self._send_json({"ok": False, "error": str(exc)}, status=500)
+
    def do_POST(self) -> None:
        path = self._request_path()
        if path == "/api/refresh":
            self._handle_refresh()
            return
+        if path == "/api/rsi/toggle":
+            self._handle_json_call(_api_rsi_toggle, urlparse(self.path).query)
+            return
        self.send_error(404, "not found")

    def do_GET(self) -> None:
@@ -214,6 +271,19 @@ class MonitorHandler(SimpleHTTPRequestHandler):
        if path == "/api/refresh":
            self._handle_refresh()
            return
+        if path == "/api/rsi/status":
+            self._handle_json_call(_api_rsi_status)
+            return
+        if path == "/api/candles":
+            try:
+                out = _api_candles(urlparse(self.path).query)
+                self._send_json(out, status=200 if out.get("ok") else 400)
+            except _CLIENT_GONE:
+                pass
+            except Exception as exc:  # noqa: BLE001
+                if not _client_gone(exc):
+                    self._send_json({"ok": False, "error": str(exc)}, status=500)
+            return
        if path == "/api/balance":
            self._handle_balance()
            return
--- a/scripts/3_run_vol_monitor_cron.sh
+++ b/scripts/3_run_vol_monitor_cron.sh
@@ -6,9 +6,10 @@ source "$(dirname "$0")/_cron_env.sh"

 ensure_cron_log_dir "docs/spot/3_operations"
 LOCKDIR="data/spot/operations/vol.monitor.lock.d"
-if ! acquire_cron_lock "$LOCKDIR" "scripts/3_run_vol_monitor.py" 300; then
+MON_SCRIPT="${CRON_PROJECT_ROOT}/scripts/3_run_vol_monitor.py"
+if ! acquire_cron_lock "$LOCKDIR" "$MON_SCRIPT --refresh-only" 300; then
  exit 0
 fi

 PYTHON="$(resolve_bithumb_python)" || exit 1
-"$PYTHON" scripts/3_run_vol_monitor.py --refresh-only "$@"
+"$PYTHON" "$MON_SCRIPT" --refresh-only "$@"
--- a/scripts/crontab.bithumb.example
+++ b/scripts/crontab.bithumb.example
@@ -7,17 +7,20 @@
 # 비활성화(주석): bash scripts/install_crontab.sh --disable
 # 제거: bash scripts/install_crontab.sh --remove

-# 캔들 증분 (TRX,NEAR,WLD × DOWNLOAD_INTERVALS) — 매 1분
-# * * * * * /Users/dsyoon/workspace/bithumb/scripts/00_run_download_cron.sh >> /Users/dsyoon/workspace/bithumb/data/common/download_cron.log 2>&1
+# 캔들 증분 (DOWNLOAD_SYMBOLS × DOWNLOAD_INTERVALS) — 매 1분
+* * * * * /Users/dsyoon/workspace/bithumb/scripts/00_run_download_cron.sh >> /Users/dsyoon/workspace/bithumb/data/common/download_cron.log 2>&1

 # vol_breakout 15m flip tick — 매 1분
 # * * * * * /Users/dsyoon/workspace/bithumb/scripts/3_run_vol_breakout_cron.sh >> /Users/dsyoon/workspace/bithumb/data/spot/operations/vol_breakout_cron.log 2>&1

+# RSI DCA 정액 매수 tick — 매 1분 (모드 .env RSI_DCA_MODE, 기본 paper). 활성화 시 # 제거
+* * * * * /Users/dsyoon/workspace/bithumb/scripts/3_run_rsi_dca_cron.sh >> /Users/dsyoon/workspace/bithumb/data/spot/operations/rsi_dca_cron.log 2>&1
+
 # vol_live 모니터 JSON/HTML 백업 갱신 — 5분마다
-# */5 * * * * /Users/dsyoon/workspace/bithumb/scripts/3_run_vol_monitor_cron.sh >> /Users/dsyoon/workspace/bithumb/data/spot/operations/vol_monitor_cron.log 2>&1
+*/5 * * * * /Users/dsyoon/workspace/bithumb/scripts/3_run_vol_monitor_cron.sh >> /Users/dsyoon/workspace/bithumb/data/spot/operations/vol_monitor_cron.log 2>&1

 # vol_live 모니터 HTTP 서버(8766) — 2분마다 미기동 시 nohup 기동
-# */2 * * * * /Users/dsyoon/workspace/bithumb/scripts/3_ensure_vol_monitor_serve.sh >> /Users/dsyoon/workspace/bithumb/data/spot/operations/vol_monitor_serve.log 2>&1
+*/2 * * * * /Users/dsyoon/workspace/bithumb/scripts/3_ensure_vol_monitor_serve.sh >> /Users/dsyoon/workspace/bithumb/data/spot/operations/vol_monitor_serve.log 2>&1

 # (선택) fractal 운영 감시 — vol 전용이면 주석 유지
 # */5 * * * * /Users/dsyoon/workspace/bithumb/scripts/3_run_watch_cron.sh >> /Users/dsyoon/workspace/bithumb/data/spot/operations/watch_cron.log 2>&1
--- a/scripts/install_crontab.sh
+++ b/scripts/install_crontab.sh
@@ -8,7 +8,7 @@ MARKER_END="# BITHUMB vol_breakout cron (end)"
 MARKER_BEGIN_ALT="# BITHUMB (begin)"
 MARKER_END_ALT="# BITHUMB (end)"
 EXAMPLE="${ROOT}/scripts/crontab.bithumb.example"
-BITHUMB_CRON_RE='bithumb/scripts/(00_run_download_cron|3_run_vol_breakout_cron|3_run_vol_monitor_cron|3_ensure_vol_monitor_serve|3_run_watch_cron)\.sh'
+BITHUMB_CRON_RE='bithumb/scripts/(00_run_download_cron|3_run_vol_breakout_cron|3_run_rsi_dca_cron|3_run_vol_monitor_cron|3_ensure_vol_monitor_serve|3_run_watch_cron)\.sh'

 usage() {
  cat <<EOF
@@ -26,6 +26,7 @@ Usage: $(basename "$0") [--show|--apply|--disable|--enable|--remove]
 로그:
  data/common/download_cron.log
  data/spot/operations/vol_breakout_cron.log
+  data/spot/operations/rsi_dca_cron.log
  data/spot/operations/vol_monitor_cron.log
  data/spot/operations/vol_monitor_serve.log
 EOF