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refactor: Ground Truth 산출물을 spot/futures 폴더로 분리

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현물 GT JSON·차트를 spot/로 이동하고 선물 futures/ 디렉터리를 준비한다.

Co-authored-by: Cursor <cursoragent@cursor.com>
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dsyoon
2026-06-09 18:51:30 +09:00
parent 75399ce79c
commit 8d53d1c0b4
22 changed files with 31 additions and 22 deletions
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.env.example
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@@ -40,18 +40,20 @@ GT_DIV_LOCAL_ORDER=20
GT_DIV_MIN_BARS_BETWEEN=1500
GT_DIV_MIN_RSI_DIFF=5.0
GT_DIV_MIN_FUTURE_MOVE_PCT=4.0
GROUND_TRUTH_FILE=data/ground_truth/ground_truth_trades_v3.json
GROUND_TRUTH_V1_FILE=data/ground_truth/ground_truth_trades_v1.json
GROUND_TRUTH_V2_FILE=data/ground_truth/ground_truth_trades_v2.json
GROUND_TRUTH_CHART_V1_FILE=docs/02_ground_truth/ground_truth_chart_v1.html
GROUND_TRUTH_CHART_V2_FILE=docs/02_ground_truth/ground_truth_chart_v2.html
GROUND_TRUTH_CHART_V3_FILE=docs/02_ground_truth/ground_truth_chart_v3.html
GROUND_TRUTH_FILE=data/ground_truth/spot/ground_truth_trades_v3.json
GROUND_TRUTH_V1_FILE=data/ground_truth/spot/ground_truth_trades_v1.json
GROUND_TRUTH_V2_FILE=data/ground_truth/spot/ground_truth_trades_v2.json
GROUND_TRUTH_CHART_V1_FILE=docs/02_ground_truth/spot/ground_truth_chart_v1.html
GROUND_TRUTH_CHART_V2_FILE=docs/02_ground_truth/spot/ground_truth_chart_v2.html
GROUND_TRUTH_CHART_V3_FILE=docs/02_ground_truth/spot/ground_truth_chart_v3.html
# --- Ground Truth 2단계 (수익 시뮬, 최근 1년) ---
GT_SIM_LOOKBACK_DAYS=365
GROUND_TRUTH_CHART_SIM_V1_FILE=docs/02_ground_truth/ground_truth_chart_sim_v1.html
GROUND_TRUTH_CHART_SIM_V2_FILE=docs/02_ground_truth/ground_truth_chart_sim_v2.html
GROUND_TRUTH_CHART_SIM_V3_FILE=docs/02_ground_truth/ground_truth_chart_sim_v3.html
GROUND_TRUTH_CHART_SIM_V1_FILE=docs/02_ground_truth/spot/ground_truth_chart_sim_v1.html
GROUND_TRUTH_CHART_SIM_V2_FILE=docs/02_ground_truth/spot/ground_truth_chart_sim_v2.html
GROUND_TRUTH_CHART_SIM_V3_FILE=docs/02_ground_truth/spot/ground_truth_chart_sim_v3.html
# 선물(futures) GT·차트 경로는 docs/02_ground_truth/futures/, data/ground_truth/futures/ 사용 예정
# --- 매매 기법 (2단계) ---
TECHNIQUES_DIR=data/techniques