refactor: Ground Truth 산출물을 spot/futures 폴더로 분리
현물 GT JSON·차트를 spot/로 이동하고 선물 futures/ 디렉터리를 준비한다. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
20
.env.example
20
.env.example
@@ -40,18 +40,20 @@ GT_DIV_LOCAL_ORDER=20
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GT_DIV_MIN_BARS_BETWEEN=1500
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GT_DIV_MIN_BARS_BETWEEN=1500
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GT_DIV_MIN_RSI_DIFF=5.0
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GT_DIV_MIN_RSI_DIFF=5.0
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GT_DIV_MIN_FUTURE_MOVE_PCT=4.0
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GT_DIV_MIN_FUTURE_MOVE_PCT=4.0
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GROUND_TRUTH_FILE=data/ground_truth/ground_truth_trades_v3.json
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GROUND_TRUTH_FILE=data/ground_truth/spot/ground_truth_trades_v3.json
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GROUND_TRUTH_V1_FILE=data/ground_truth/ground_truth_trades_v1.json
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GROUND_TRUTH_V1_FILE=data/ground_truth/spot/ground_truth_trades_v1.json
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GROUND_TRUTH_V2_FILE=data/ground_truth/ground_truth_trades_v2.json
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GROUND_TRUTH_V2_FILE=data/ground_truth/spot/ground_truth_trades_v2.json
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GROUND_TRUTH_CHART_V1_FILE=docs/02_ground_truth/ground_truth_chart_v1.html
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GROUND_TRUTH_CHART_V1_FILE=docs/02_ground_truth/spot/ground_truth_chart_v1.html
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GROUND_TRUTH_CHART_V2_FILE=docs/02_ground_truth/ground_truth_chart_v2.html
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GROUND_TRUTH_CHART_V2_FILE=docs/02_ground_truth/spot/ground_truth_chart_v2.html
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GROUND_TRUTH_CHART_V3_FILE=docs/02_ground_truth/ground_truth_chart_v3.html
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GROUND_TRUTH_CHART_V3_FILE=docs/02_ground_truth/spot/ground_truth_chart_v3.html
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# --- Ground Truth 2단계 (수익 시뮬, 최근 1년) ---
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# --- Ground Truth 2단계 (수익 시뮬, 최근 1년) ---
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GT_SIM_LOOKBACK_DAYS=365
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GT_SIM_LOOKBACK_DAYS=365
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GROUND_TRUTH_CHART_SIM_V1_FILE=docs/02_ground_truth/ground_truth_chart_sim_v1.html
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GROUND_TRUTH_CHART_SIM_V1_FILE=docs/02_ground_truth/spot/ground_truth_chart_sim_v1.html
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GROUND_TRUTH_CHART_SIM_V2_FILE=docs/02_ground_truth/ground_truth_chart_sim_v2.html
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GROUND_TRUTH_CHART_SIM_V2_FILE=docs/02_ground_truth/spot/ground_truth_chart_sim_v2.html
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GROUND_TRUTH_CHART_SIM_V3_FILE=docs/02_ground_truth/ground_truth_chart_sim_v3.html
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GROUND_TRUTH_CHART_SIM_V3_FILE=docs/02_ground_truth/spot/ground_truth_chart_sim_v3.html
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# 선물(futures) GT·차트 경로는 docs/02_ground_truth/futures/, data/ground_truth/futures/ 사용 예정
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# --- 매매 기법 (2단계) ---
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# --- 매매 기법 (2단계) ---
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TECHNIQUES_DIR=data/techniques
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TECHNIQUES_DIR=data/techniques
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15
README.md
15
README.md
@@ -104,15 +104,22 @@ DeepCoin/
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│ ├── 01_download.py
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│ ├── 01_download.py
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│ ├── 02_ground_truth.py
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│ ├── 02_ground_truth.py
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│ └── 03_run_techniques.py
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│ └── 03_run_techniques.py
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├── data/ground_truth/
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├── data/
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├── data/techniques/
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│ ├── ground_truth/
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├── docs/02_ground_truth/
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│ │ ├── spot/ # 현물 GT JSON
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├── docs/03_analysis/
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│ │ └── futures/ # 선물 GT JSON (예정)
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│ └── techniques/
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├── docs/
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│ ├── 02_ground_truth/
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│ │ ├── spot/ # 현물 GT·sim 차트 HTML
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│ │ └── futures/ # 선물 GT·sim 차트 (예정)
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│ └── 03_analysis/
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└── coins.db
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└── coins.db
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```
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```
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## 변경 이력
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## 변경 이력
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- 2026-06-09: Ground Truth 산출물 현물(spot)/선물(futures) 폴더 분리
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- 2026-06-08: 2단계 매매 기법 8종 + GT 정합 비교 리포트 추가
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- 2026-06-08: 2단계 매매 기법 8종 + GT 정합 비교 리포트 추가
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- 2026-06-08: 1단계 Ground Truth (ZigZag 스윙 매수·매도 타점) 추가
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- 2026-06-08: 1단계 Ground Truth (ZigZag 스윙 매수·매도 타점) 추가
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- 2026-06-07: BTC 최대 2년 분·일·주·월봉 수집 지원
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- 2026-06-07: BTC 최대 2년 분·일·주·월봉 수집 지원
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0
data/ground_truth/futures/.gitkeep
Normal file
0
data/ground_truth/futures/.gitkeep
Normal file
0
docs/02_ground_truth/futures/.gitkeep
Normal file
0
docs/02_ground_truth/futures/.gitkeep
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@@ -108,39 +108,39 @@ def load_settings(env_path: Path | None = None) -> Settings:
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db_path = _PROJECT_ROOT / db_path
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db_path = _PROJECT_ROOT / db_path
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gt_file = _resolve_project_path(
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gt_file = _resolve_project_path(
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os.getenv("GROUND_TRUTH_FILE", "data/ground_truth/ground_truth_trades_v3.json")
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os.getenv("GROUND_TRUTH_FILE", "data/ground_truth/spot/ground_truth_trades_v3.json")
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)
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)
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gt_v1_file = _resolve_project_path(
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gt_v1_file = _resolve_project_path(
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os.getenv("GROUND_TRUTH_V1_FILE", "data/ground_truth/ground_truth_trades_v1.json")
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os.getenv("GROUND_TRUTH_V1_FILE", "data/ground_truth/spot/ground_truth_trades_v1.json")
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)
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)
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gt_v2_file = _resolve_project_path(
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gt_v2_file = _resolve_project_path(
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os.getenv("GROUND_TRUTH_V2_FILE", "data/ground_truth/ground_truth_trades_v2.json")
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os.getenv("GROUND_TRUTH_V2_FILE", "data/ground_truth/spot/ground_truth_trades_v2.json")
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)
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)
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gt_chart_v1 = _resolve_project_path(
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gt_chart_v1 = _resolve_project_path(
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os.getenv("GROUND_TRUTH_CHART_V1_FILE", "docs/02_ground_truth/ground_truth_chart_v1.html")
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os.getenv("GROUND_TRUTH_CHART_V1_FILE", "docs/02_ground_truth/spot/ground_truth_chart_v1.html")
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)
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)
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gt_chart_v2 = _resolve_project_path(
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gt_chart_v2 = _resolve_project_path(
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os.getenv("GROUND_TRUTH_CHART_V2_FILE", "docs/02_ground_truth/ground_truth_chart_v2.html")
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os.getenv("GROUND_TRUTH_CHART_V2_FILE", "docs/02_ground_truth/spot/ground_truth_chart_v2.html")
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)
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)
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gt_chart_v3 = _resolve_project_path(
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gt_chart_v3 = _resolve_project_path(
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os.getenv("GROUND_TRUTH_CHART_V3_FILE", "docs/02_ground_truth/ground_truth_chart_v3.html")
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os.getenv("GROUND_TRUTH_CHART_V3_FILE", "docs/02_ground_truth/spot/ground_truth_chart_v3.html")
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)
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)
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gt_chart_sim_v1 = _resolve_project_path(
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gt_chart_sim_v1 = _resolve_project_path(
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os.getenv(
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os.getenv(
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"GROUND_TRUTH_CHART_SIM_V1_FILE",
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"GROUND_TRUTH_CHART_SIM_V1_FILE",
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"docs/02_ground_truth/ground_truth_chart_sim_v1.html",
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"docs/02_ground_truth/spot/ground_truth_chart_sim_v1.html",
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)
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)
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)
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)
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gt_chart_sim_v2 = _resolve_project_path(
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gt_chart_sim_v2 = _resolve_project_path(
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os.getenv(
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os.getenv(
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"GROUND_TRUTH_CHART_SIM_V2_FILE",
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"GROUND_TRUTH_CHART_SIM_V2_FILE",
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"docs/02_ground_truth/ground_truth_chart_sim_v2.html",
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"docs/02_ground_truth/spot/ground_truth_chart_sim_v2.html",
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)
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)
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)
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)
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gt_chart_sim_v3 = _resolve_project_path(
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gt_chart_sim_v3 = _resolve_project_path(
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os.getenv(
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os.getenv(
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"GROUND_TRUTH_CHART_SIM_V3_FILE",
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"GROUND_TRUTH_CHART_SIM_V3_FILE",
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"docs/02_ground_truth/ground_truth_chart_sim_v3.html",
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"docs/02_ground_truth/spot/ground_truth_chart_sim_v3.html",
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)
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)
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)
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)
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