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:
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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@@ -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

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@@ -104,15 +104,22 @@ DeepCoin/
│ ├── 01_download.py
│ ├── 02_ground_truth.py
│ └── 03_run_techniques.py
├── data/ground_truth/
├── data/techniques/
├── docs/02_ground_truth/
├── docs/03_analysis/
├── data/
│ ├── ground_truth/
│ │ ├── spot/ # 현물 GT JSON
│ │ └── futures/ # 선물 GT JSON (예정)
│ └── techniques/
├── docs/
│ ├── 02_ground_truth/
│ │ ├── spot/ # 현물 GT·sim 차트 HTML
│ │ └── futures/ # 선물 GT·sim 차트 (예정)
│ └── 03_analysis/
└── coins.db
```
## 변경 이력
- 2026-06-09: Ground Truth 산출물 현물(spot)/선물(futures) 폴더 분리
- 2026-06-08: 2단계 매매 기법 8종 + GT 정합 비교 리포트 추가
- 2026-06-08: 1단계 Ground Truth (ZigZag 스윙 매수·매도 타점) 추가
- 2026-06-07: BTC 최대 2년 분·일·주·월봉 수집 지원

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@@ -108,39 +108,39 @@ def load_settings(env_path: Path | None = None) -> Settings:
db_path = _PROJECT_ROOT / db_path
gt_file = _resolve_project_path(
os.getenv("GROUND_TRUTH_FILE", "data/ground_truth/ground_truth_trades_v3.json")
os.getenv("GROUND_TRUTH_FILE", "data/ground_truth/spot/ground_truth_trades_v3.json")
)
gt_v1_file = _resolve_project_path(
os.getenv("GROUND_TRUTH_V1_FILE", "data/ground_truth/ground_truth_trades_v1.json")
os.getenv("GROUND_TRUTH_V1_FILE", "data/ground_truth/spot/ground_truth_trades_v1.json")
)
gt_v2_file = _resolve_project_path(
os.getenv("GROUND_TRUTH_V2_FILE", "data/ground_truth/ground_truth_trades_v2.json")
os.getenv("GROUND_TRUTH_V2_FILE", "data/ground_truth/spot/ground_truth_trades_v2.json")
)
gt_chart_v1 = _resolve_project_path(
os.getenv("GROUND_TRUTH_CHART_V1_FILE", "docs/02_ground_truth/ground_truth_chart_v1.html")
os.getenv("GROUND_TRUTH_CHART_V1_FILE", "docs/02_ground_truth/spot/ground_truth_chart_v1.html")
)
gt_chart_v2 = _resolve_project_path(
os.getenv("GROUND_TRUTH_CHART_V2_FILE", "docs/02_ground_truth/ground_truth_chart_v2.html")
os.getenv("GROUND_TRUTH_CHART_V2_FILE", "docs/02_ground_truth/spot/ground_truth_chart_v2.html")
)
gt_chart_v3 = _resolve_project_path(
os.getenv("GROUND_TRUTH_CHART_V3_FILE", "docs/02_ground_truth/ground_truth_chart_v3.html")
os.getenv("GROUND_TRUTH_CHART_V3_FILE", "docs/02_ground_truth/spot/ground_truth_chart_v3.html")
)
gt_chart_sim_v1 = _resolve_project_path(
os.getenv(
"GROUND_TRUTH_CHART_SIM_V1_FILE",
"docs/02_ground_truth/ground_truth_chart_sim_v1.html",
"docs/02_ground_truth/spot/ground_truth_chart_sim_v1.html",
)
)
gt_chart_sim_v2 = _resolve_project_path(
os.getenv(
"GROUND_TRUTH_CHART_SIM_V2_FILE",
"docs/02_ground_truth/ground_truth_chart_sim_v2.html",
"docs/02_ground_truth/spot/ground_truth_chart_sim_v2.html",
)
)
gt_chart_sim_v3 = _resolve_project_path(
os.getenv(
"GROUND_TRUTH_CHART_SIM_V3_FILE",
"docs/02_ground_truth/ground_truth_chart_sim_v3.html",
"docs/02_ground_truth/spot/ground_truth_chart_sim_v3.html",
)
)