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feat(spot): 3단계 운영 파이프라인 — composite_v3 + MTF paper/live

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MTF 필터 백테스트, paper/live 체결, 빗썸 Private API 연동 및 운영 스크립트·설계 문서를 추가해 2단계 전략을 실거래 단계에 연결한다.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
xavis
2026-06-12 18:27:34 +09:00
parent 2d515dd669
commit 58802bdc5f
19 changed files with 1485 additions and 10 deletions
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13
.env.example
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@@ -75,6 +75,19 @@ 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
# --- 현물 3단계: 운영 (기본 paper) ---
OPS_MODE=paper
OPS_TECHNIQUE_ID=composite_v3
# OPS_MIN_SCORE=3.5
OPS_MTF_ENABLED=true
OPS_TREND_GATE_ENABLED=true
OPS_DAILY_MAX_TRADES=20
OPS_MIN_ORDER_KRW=5000
OPS_SYNC_CANDLES=true
OPS_STATE_JSON=data/spot/operations/ops_state.json
OPS_REPORT_JSON=docs/spot/3_operations/ops_report.json
OPS_FILTERED_BACKTEST_JSON=docs/spot/3_operations/filtered_backtest_report.json
# 폴더 구조: data|docs / {common, spot, futures}
# common — coins.db 등 공유 리소스
# spot — 현물 GT·기법·분석·운영