diff --git a/.env b/.env new file mode 100644 index 0000000..3d0c60e --- /dev/null +++ b/.env @@ -0,0 +1,183 @@ +# DeepCoin 로컬 설정 (Git 제외). 설정 변경은 이 파일만 수정하세요. + +# --- 빗썸 API --- +BITHUMB_ACCESS_KEY=d3e9676ef70b91df515eff02f5d0c7009ce390ce455aea +BITHUMB_SECRET_KEY=M2E4ZWQxYmQ3YThhYzE5YjYxNjhmMzBiOWZkMjI0MmVmOTBkZmRkNWMxMDE5N2VmOTVjODQyNTJlNmU1NQ== +BITHUMB_API_URL=https://api.bithumb.com +BITHUMB_API_CANDLE_COUNT=200 +BITHUMB_MINUTE_INTERVALS=1,3,5,10,15,30,60,240 +HTS_API_RETRY_SLEEP_SEC=0.5 + +# --- 텔레그램 (선택, 알림 미사용 시 비워도 됨) --- +COIN_TELEGRAM_BOT_TOKEN=6435061393:AAHOh9wB5yGNGUdb3SfCYJrrWTBe7wgConM +COIN_TELEGRAM_CHAT_ID=574661323 + +# --- 거래 대상 --- +SYMBOL=WLD +COIN_NAME=월드코인 + +# --- 경로 --- +DB_PATH=data/coins.db +GROUND_TRUTH_FILE=data/ground_truth/ground_truth_trades.json + +# --- 타임프레임 (분) --- +DAILY_INTERVAL_MIN=1440 +ENTRY_INTERVAL=3 +TREND_INTERVAL_1H=60 +TREND_INTERVAL_1D=1440 +ALL_INTERVALS=3,5,10,15,30,60,240,1440 +DOWNLOAD_INTERVALS=3,5,10,15,30,60,240,1440 +GENERAL_ANALYSIS_INTERVALS=3,5,10,15,30,60,240,1440 +TIMING_INTERVALS=3,5,10,15 +TREND_INTERVALS=60,240,1440 +INTERVAL_PREFIX=1:m1,3:m3,5:m5,10:m10,15:m15,30:m30,60:m60,240:m240,1440:d1 + +# --- 볼린저 / RSI --- +BB_PERIOD=20 +BB_STD=2 +BB_MIN_WIDTH_PCT=0.8 +RSI_PERIOD=14 +DISPARITY_PERIODS=5,20,60 +DISPARITY_OVERBOUGHT=105 +DISPARITY_OVERSOLD=95 +MACD_FAST=12 +MACD_SLOW=26 +MACD_SIGNAL=9 +STOCH_K_PERIOD=14 +STOCH_D_PERIOD=3 +STOCH_SMOOTH_K=3 +STOCH_OVERSOLD=20 +STOCH_OVERBOUGHT=80 +TREND_RANGE_MA_GAP_PCT=0.5 + +# --- MTF 정렬 --- +ALIGN_RSI_OVERSOLD=35 +ALIGN_RSI_OVERBOUGHT=65 +ALIGN_RSI_CONFLICT_TIMING_LOW=40 +ALIGN_RSI_CONFLICT_TIMING_HIGH=65 +ALIGN_RSI_CONFLICT_TREND_LOW=40 +ALIGN_RSI_CONFLICT_TREND_HIGH=65 +ALIGN_BB_POS_LOW=0.2 +ALIGN_BB_POS_HIGH=0.8 + +# --- 다운로드 / DB --- +DOWNLOAD_MONTHS=12 +DOWNLOAD_MONTHS_1M=6 +INCREMENTAL_OVERLAP_BARS=3 +DOWNLOAD_BACKFILL_EXTRA_BARS=200 +DOWNLOAD_MIN_INCREMENTAL_BARS=50 +DOWNLOAD_DAILY_EXTRA_DAYS=20 +CHART_LOOKBACK_DAYS=365 +DB_READ_LIMIT_DEFAULT=7000 +DB_ROW_WARMUP_BARS=200 +DB_ROW_MIN_DAILY_BARS=100 +DB_ROW_DAILY_PADDING_DAYS=30 + +# --- Ground Truth --_MIN_LEG_PCT=8.0 +GT_BUY_MIN_SWING_PCT=3.0 +GT_BUY_BB_MAX=0.45 +GT_BUY_MIN_BARS=24 +GT_MAX_BUYS_PER_LEG=12 +GT_MAX_SELLS_PER_LEG=2 +GT_SELL_SPLIT_GAP_PCT=2.5 +GT_MARKER_SIZE_MIN=10 +GT_MARKER_SIZE_MAX=32 +GT_INITIAL_CASH_KRW=400000 +TRADING_FEE_RATE=0.0005 +GT_UNLIMITED_CHRONOLOGICAL_DAYS=300 + +# --- 모니터 --- +MONITOR_LOOP_SLEEP_SEC=180 +MONITOR_POOL_WORKERS=12 +MONITOR_DEFAULT_INTERVAL=60 +MONITOR_API_RETRIES=3 +MONITOR_API_BONG_COUNT=3000 +MONITOR_SLEEP_AFTER_REQUEST_SEC=0.5 +MONITOR_SLEEP_RATE_LIMIT_SEC=5 +MONITOR_SLEEP_BETWEEN_CHUNKS_SEC=0.3 +MONITOR_API_CHUNK_BARS=200 +MONITOR_MA_WINDOWS=5,20,40,120,200,240,720,1440 +MONITOR_NORM_WINDOW=20 +MONITOR_TELEGRAM_BATCH_SIZE=20 + +# --- general_analysis --- +GA_COL_PREFIX=ga_ +LOOKBACK_BARS=3:120,5:100,10:80,15:60,30:50,60:40,240:30,1440:60 +CONTEXT_TAIL_ROWS=3:6000,5:5000,10:4000,15:3000,30:2000,60:1500,240:800,1440:500 +GA_DEFAULT_TAIL_EXPORT=200 +GA_PATTERN_TOLERANCE_PCT=2.5 +GA_VP_BINS=30 +GA_VP_VALUE_AREA_PCT=0.70 +GA_HV_ROLLING_BARS=20 +GA_HV_PERCENTILE_WINDOW=120 +GA_HV_ANNUALIZE_SQ.41148133 +GA_DIVERGENCE_LOOKBACK=10 +GA_SMA_PERIODS=5,20,60,120 +GA_EMA_SPANS=12,26 +GA_ATR_PERIOD=14 +GA_KELTNER_ATR_MULT=2 +GA_AO_FAST=5 +GA_AO_SLOW=34 +GA_LINREG_WINDOW=20 +GA_ADX_PERIOD=14 +GA_ADX_TREND_THRESHOLD=25 +GA_SUPERTREND_ATR_MULT=3 +GA_VOL_SPIKE_MULT=1.8 +GA_VOL_MA_WINDOW=20 +GA_CCI_PERIOD=20 +GA_WILLIAMS_PERIOD=14 +GA_ROC_PERIOD=10 +GA_MFI_PERIOD=14 +GA_CMF_PERIOD=20 +GA_DONCHIAN_PERIOD=20 +GA_BB_SQUEEZE_WINDOW=50 +GA_BB_SQUEEZE_QUANTILE=0.2 +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 +# === Phase B-1 운영 (설정 변경 후 06_execute_live 반드시 재기동) === +MATCH_LIVE_CACHE_SEC=180 +MONITOR_ALERT_COOLDOWN_MIN=3 +MONITOR_ALERT_KRW_AMOUNT=40000 +LIVE_TRADING_ENABLED=1 +LIVE_ORDER_KRW=40000 +LIVE_BUY_PCT_LARGE=1.0 +LIVE_BUY_PCT_SMALL=0.05 +LIVE_DAILY_KRW_MAX=400000 +LIVE_COOLDOWN_MIN=3 +LIVE_MAX_TRADES_PER_DAY=15 +LIVE_DAILY_LOSS_LIMIT_KRW=40000 +LIVE_SLIPPAGE_PCT=0.05 + diff --git a/.gitignore b/.gitignore index 38b97dd..7679e98 100644 --- a/.gitignore +++ b/.gitignore @@ -1,5 +1,4 @@ -# ---> Python -.env +# ---> Python.env .idea *.db