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GT 총자산 비율 매수·leg 티어 배분과 시뮬/실거래 포지션 사이징을 통합한다.

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타점·비중을 gt_model로 일반화하고, amount_krw 시각순 배분·EV/WF·상위 leg 대형 매수를
position_sizing과 시뮬 HTML(고정 ₩/회 비교)에 반영한다.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dsyoon
2026-05-31 16:11:49 +09:00
parent 2cb67c42b3
commit 5842cc9fa3
14 changed files with 2073 additions and 182 deletions
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7
config.py
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@@ -202,6 +202,11 @@ GT_SELL_SPLIT_GAP_PCT = _getenv_float("GT_SELL_SPLIT_GAP_PCT", "2.5")
GT_MARKER_SIZE_MIN = _getenv_int("GT_MARKER_SIZE_MIN", "10")
GT_MARKER_SIZE_MAX = _getenv_int("GT_MARKER_SIZE_MAX", "32")
GT_INITIAL_CASH_KRW = _getenv_int("GT_INITIAL_CASH_KRW", "1000000")
GT_MIN_ORDER_KRW = _getenv_int("GT_MIN_ORDER_KRW", "5000")
GT_MAX_BUY_ORDER_KRW = _getenv_int("GT_MAX_BUY_ORDER_KRW", "100000")
GT_BUY_PCT_LARGE_LEG = _getenv_float("GT_BUY_PCT_LARGE_LEG", "1.0")
GT_BUY_PCT_SMALL_LEG = _getenv_float("GT_BUY_PCT_SMALL_LEG", "0.05")
GT_LARGE_LEG_TOP_PCT = _getenv_float("GT_LARGE_LEG_TOP_PCT", "0.2")
TRADING_FEE_RATE = _getenv_float("TRADING_FEE_RATE", "0.0005")
# --- 모니터 / API 수집 ---
@@ -335,6 +340,8 @@ LIVE_TRADING_ENABLED = _getenv("LIVE_TRADING_ENABLED", "0").strip() in (
"yes",
)
LIVE_ORDER_KRW = _getenv_int("LIVE_ORDER_KRW", "100000")
LIVE_BUY_PCT_LARGE = _getenv_float("LIVE_BUY_PCT_LARGE", "1.0")
LIVE_BUY_PCT_SMALL = _getenv_float("LIVE_BUY_PCT_SMALL", "0.05")
LIVE_DAILY_KRW_MAX = _getenv_int("LIVE_DAILY_KRW_MAX", "300000")
LIVE_COOLDOWN_MIN = _getenv_int("LIVE_COOLDOWN_MIN", "180")
LIVE_MAX_TRADES_PER_DAY = _getenv_int("LIVE_MAX_TRADES_PER_DAY", "10")