WLD DeepCoin 단계별 구조 재편 및 설정·문서 통합
로고스/루트 레거시를 제거하고 deepcoin 패키지·scripts 01~05 CLI·docs/reference로 데이터·GT·분석·매칭·운영 단계를 정리했다. config와 .env 기반 설정, trade_anaysis.html 동기화 포함. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
300
config.py
300
config.py
@@ -1,92 +1,264 @@
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"""
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전역 설정 (WLD 월드코인, 3분 BB MTF 전략).
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전역 설정 (WLD). 값은 PROJECT_ROOT/.env → OS 환경 변수 순으로 읽습니다.
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"""
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from __future__ import annotations
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import os
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try:
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from dotenv import load_dotenv
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from deepcoin.env_loader import load_project_env
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load_project_env()
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def _getenv(key: str, default: str = "") -> str:
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return os.getenv(key, default)
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def _getenv_int(key: str, default: str) -> int:
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return int(_getenv(key, default))
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def _getenv_float(key: str, default: str) -> float:
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return float(_getenv(key, default))
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def _parse_int_tuple(env_key: str, default: str) -> tuple[int, ...]:
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raw = _getenv(env_key, default)
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return tuple(int(x.strip()) for x in raw.split(",") if x.strip())
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def _parse_int_set(env_key: str, default: str) -> frozenset[int]:
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return frozenset(_parse_int_tuple(env_key, default))
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def _parse_interval_map(env_key: str, default: str) -> dict[int, int]:
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"""
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'3:120,5:100' → {3: 120, 5: 100}.
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"""
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raw = _getenv(env_key, default)
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out: dict[int, int] = {}
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for part in raw.split(","):
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part = part.strip()
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if ":" not in part:
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continue
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k, v = part.split(":", 1)
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out[int(k.strip())] = int(v.strip())
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return out
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def _parse_str_map(env_key: str, default: str) -> dict[int, str]:
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"""'3:m3,1440:d1' → {3: 'm3', 1440: 'd1'}."""
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raw = _getenv(env_key, default)
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out: dict[int, str] = {}
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for part in raw.split(","):
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part = part.strip()
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if ":" not in part:
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continue
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k, v = part.split(":", 1)
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out[int(k.strip())] = v.strip()
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return out
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load_dotenv()
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except ImportError:
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pass
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# --- API / 알림 ---
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COIN_TELEGRAM_BOT_TOKEN = os.getenv("COIN_TELEGRAM_BOT_TOKEN", "")
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COIN_TELEGRAM_CHAT_ID = os.getenv("COIN_TELEGRAM_CHAT_ID", "")
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BITHUMB_ACCESS_KEY = _getenv("BITHUMB_ACCESS_KEY")
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BITHUMB_SECRET_KEY = _getenv("BITHUMB_SECRET_KEY")
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BITHUMB_API_URL = _getenv("BITHUMB_API_URL", "https://api.bithumb.com")
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BITHUMB_API_CANDLE_COUNT = _getenv_int("BITHUMB_API_CANDLE_COUNT", "200")
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BITHUMB_MINUTE_INTERVALS = _parse_int_set(
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"BITHUMB_MINUTE_INTERVALS", "1,3,5,10,15,30,60,240"
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)
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HTS_API_RETRY_SLEEP_SEC = _getenv_float("HTS_API_RETRY_SLEEP_SEC", "0.5")
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COIN_TELEGRAM_BOT_TOKEN = _getenv("COIN_TELEGRAM_BOT_TOKEN")
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COIN_TELEGRAM_CHAT_ID = _getenv("COIN_TELEGRAM_CHAT_ID")
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# --- 거래 대상 ---
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SYMBOL = "WLD"
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COIN_NAME = "월드코인"
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KR_COINS: dict[str, str] = {
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SYMBOL: COIN_NAME,
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}
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SYMBOL = _getenv("SYMBOL", "WLD")
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COIN_NAME = _getenv("COIN_NAME", "월드코인")
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KR_COINS: dict[str, str] = {SYMBOL: COIN_NAME}
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# --- 타임프레임 (분) ---
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TREND_INTERVAL_1H = 60
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TREND_INTERVAL_1D = 1440
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DAILY_INTERVAL_MIN = _getenv_int("DAILY_INTERVAL_MIN", "1440")
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ENTRY_INTERVAL = _getenv_int("ENTRY_INTERVAL", "3")
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TREND_INTERVAL_1H = _getenv_int("TREND_INTERVAL_1H", "60")
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TREND_INTERVAL_1D = _getenv_int("TREND_INTERVAL_1D", "1440")
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# --- 쿨다운(초) — 3분봉: 기본 30분/15분 (빈번 체결 완화) ---
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BUY_COOLDOWN_SEC = int(os.getenv("BUY_COOLDOWN_SEC", "1800"))
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SELL_COOLDOWN_SEC = int(os.getenv("SELL_COOLDOWN_SEC", "900"))
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BUY_MINUTE_LIMIT = BUY_COOLDOWN_SEC
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ALL_INTERVALS: tuple[int, ...] = _parse_int_tuple(
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"ALL_INTERVALS", "1,3,5,10,15,30,60,240,1440"
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)
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DOWNLOAD_INTERVALS: tuple[int, ...] = _parse_int_tuple(
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"DOWNLOAD_INTERVALS",
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",".join(str(x) for x in ALL_INTERVALS),
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)
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GENERAL_ANALYSIS_INTERVALS: tuple[int, ...] = _parse_int_tuple(
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"GENERAL_ANALYSIS_INTERVALS", "3,5,10,15,30,60,240,1440"
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)
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TIMING_INTERVALS: tuple[int, ...] = _parse_int_tuple(
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"TIMING_INTERVALS", "3,5,10,15"
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)
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TREND_INTERVALS: tuple[int, ...] = _parse_int_tuple(
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"TREND_INTERVALS", "60,240,1440"
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)
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# 매수·매도 신호는 조건이 False→True로 바뀐 봉에서만 (연속 참 방지)
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SIGNAL_EDGE_ONLY = os.getenv("SIGNAL_EDGE_ONLY", "true").lower() in ("1", "true", "yes")
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INTERVAL_PREFIX: dict[int, str] = _parse_str_map(
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"INTERVAL_PREFIX",
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"1:m1,3:m3,5:m5,10:m10,15:m15,30:m30,60:m60,240:m240,1440:d1",
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)
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# 체결(매수·매도 공통) 후 최소 대기 봉 수 (3분봉 5봉 = 15분)
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TRADE_MIN_GAP_BARS = int(os.getenv("TRADE_MIN_GAP_BARS", "5"))
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# --- 볼린저 / RSI ---
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BB_PERIOD = _getenv_int("BB_PERIOD", "20")
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BB_STD = _getenv_float("BB_STD", "2")
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BB_MIN_WIDTH_PCT = _getenv_float("BB_MIN_WIDTH_PCT", "0.8")
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RSI_PERIOD = _getenv_int("RSI_PERIOD", "14")
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# 규칙 탐색 시 거래 횟수 패널티 (학습 구간)
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DISCOVER_MAX_TRADES = int(os.getenv("DISCOVER_MAX_TRADES", "120"))
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DISCOVER_TRADE_PENALTY_PCT = float(os.getenv("DISCOVER_TRADE_PENALTY_PCT", "0.03"))
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# --- 이격도 ---
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DISPARITY_PERIODS: tuple[int, ...] = _parse_int_tuple("DISPARITY_PERIODS", "5,20,60")
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DISPARITY_OVERBOUGHT = _getenv_float("DISPARITY_OVERBOUGHT", "105")
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DISPARITY_OVERSOLD = _getenv_float("DISPARITY_OVERSOLD", "95")
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# 3분 BB 위치: 이 값 미만에서 상단돌파 매도 차단 (저점 익절 방지)
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SELL_MIN_BB_POS = float(os.getenv("SELL_MIN_BB_POS", "0.4"))
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# --- MACD / Stochastic ---
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MACD_FAST = _getenv_int("MACD_FAST", "12")
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MACD_SLOW = _getenv_int("MACD_SLOW", "26")
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MACD_SIGNAL = _getenv_int("MACD_SIGNAL", "9")
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STOCH_K_PERIOD = _getenv_int("STOCH_K_PERIOD", "14")
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STOCH_D_PERIOD = _getenv_int("STOCH_D_PERIOD", "3")
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STOCH_SMOOTH_K = _getenv_int("STOCH_SMOOTH_K", "3")
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STOCH_OVERSOLD = _getenv_float("STOCH_OVERSOLD", "20")
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STOCH_OVERBOUGHT = _getenv_float("STOCH_OVERBOUGHT", "80")
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# 3분 BB 위치: 이 값 이상이면 단독 상단구간 매수 차단 (고점 추격 방지)
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BUY_MAX_BB_POS_CHASE = float(os.getenv("BUY_MAX_BB_POS_CHASE", "0.55"))
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# --- 추세 ---
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TREND_RANGE_MA_GAP_PCT = _getenv_float("TREND_RANGE_MA_GAP_PCT", "0.5")
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# --- 볼린저 (3분봉, 20, 2σ) ---
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BB_PERIOD = 20
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BB_STD = 2
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BB_MIN_WIDTH_PCT = float(os.getenv("BB_MIN_WIDTH_PCT", "0.8"))
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# --- MTF 합성·정렬 ---
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ALIGN_RSI_OVERSOLD = _getenv_float("ALIGN_RSI_OVERSOLD", "35")
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ALIGN_RSI_OVERBOUGHT = _getenv_float("ALIGN_RSI_OVERBOUGHT", "65")
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ALIGN_RSI_CONFLICT_TIMING_LOW = _getenv_float("ALIGN_RSI_CONFLICT_TIMING_LOW", "40")
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ALIGN_RSI_CONFLICT_TIMING_HIGH = _getenv_float("ALIGN_RSI_CONFLICT_TIMING_HIGH", "65")
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ALIGN_RSI_CONFLICT_TREND_LOW = _getenv_float("ALIGN_RSI_CONFLICT_TREND_LOW", "40")
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ALIGN_RSI_CONFLICT_TREND_HIGH = _getenv_float("ALIGN_RSI_CONFLICT_TREND_HIGH", "65")
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ALIGN_BB_POS_LOW = _getenv_float("ALIGN_BB_POS_LOW", "0.2")
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ALIGN_BB_POS_HIGH = _getenv_float("ALIGN_BB_POS_HIGH", "0.8")
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# --- RSI / 거래량 (조합 필터) ---
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RSI_PERIOD = 14
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RSI_BUY_MAX = float(os.getenv("RSI_BUY_MAX", "42"))
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VOLUME_BUY_RATIO = float(os.getenv("VOLUME_BUY_RATIO", "1.0"))
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# --- 다운로드 / DB ---
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DOWNLOAD_MONTHS = _getenv_int("DOWNLOAD_MONTHS", "12")
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DOWNLOAD_MONTHS_1M = _getenv_int("DOWNLOAD_MONTHS_1M", "6")
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INCREMENTAL_OVERLAP_BARS = _getenv_int("INCREMENTAL_OVERLAP_BARS", "3")
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DOWNLOAD_BACKFILL_EXTRA_BARS = _getenv_int("DOWNLOAD_BACKFILL_EXTRA_BARS", "200")
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DOWNLOAD_MIN_INCREMENTAL_BARS = _getenv_int("DOWNLOAD_MIN_INCREMENTAL_BARS", "50")
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DOWNLOAD_DAILY_EXTRA_DAYS = _getenv_int("DOWNLOAD_DAILY_EXTRA_DAYS", "20")
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DB_READ_LIMIT_DEFAULT = _getenv_int("DB_READ_LIMIT_DEFAULT", "7000")
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DB_ROW_WARMUP_BARS = _getenv_int("DB_ROW_WARMUP_BARS", "200")
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DB_ROW_MIN_DAILY_BARS = _getenv_int("DB_ROW_MIN_DAILY_BARS", "100")
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DB_ROW_DAILY_PADDING_DAYS = _getenv_int("DB_ROW_DAILY_PADDING_DAYS", "30")
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# --- 추세 / 레짐 ---
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TREND_RANGE_MA_GAP_PCT = 0.5
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# --- 주문 ---
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DEFAULT_BUY_KRW = int(os.getenv("DEFAULT_BUY_KRW", "30000"))
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RANGE_BUY_KRW = int(os.getenv("RANGE_BUY_KRW", "15000"))
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def _paths():
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from deepcoin.paths import (
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ANALYSIS_CAPABILITY_HTML,
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ANALYSIS_LATEST_DIR,
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ANALYSIS_REPORT_HTML,
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ANALYSIS_TRADES_CSV,
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resolve_db_path,
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resolve_ground_truth_file,
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)
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# --- 수수료 (매수·매도 각각 적용, 시뮬레이션) ---
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TRADING_FEE_RATE = float(os.getenv("TRADING_FEE_RATE", "0.0005"))
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return (
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resolve_db_path(),
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resolve_ground_truth_file(),
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ANALYSIS_TRADES_CSV,
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ANALYSIS_REPORT_HTML,
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ANALYSIS_CAPABILITY_HTML,
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ANALYSIS_LATEST_DIR,
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)
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# --- coins.db (downloader.py 적재 간격, 분) ---
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# 빗썸 분봉 API: 1,3,5,10,15,30,60,240 / 일봉 1440
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ALL_INTERVALS: tuple[int, ...] = (1, 3, 5, 10, 15, 30, 60, 240, 1440)
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DOWNLOAD_INTERVALS: tuple[int, ...] = ALL_INTERVALS
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DOWNLOAD_MONTHS = int(os.getenv("DOWNLOAD_MONTHS", "6"))
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# 1분봉은 용량·API 부담으로 기본 2개월 (환경변수로 조정)
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DOWNLOAD_MONTHS_1M = int(os.getenv("DOWNLOAD_MONTHS_1M", "2"))
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DB_PATH = "coins.db"
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# 규칙 탐색·조합 분석 기준 타임라인
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ENTRY_INTERVAL = 3
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_db, _gt, _a_csv, _a_html, _a_cap, _a_latest = _paths()
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DB_PATH = _getenv("DB_PATH", str(_db))
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GROUND_TRUTH_PATH = _gt
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REPORTS_ANALYSIS_TRADES_CSV = _a_csv
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REPORTS_ANALYSIS_REPORT_HTML = _a_html
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REPORTS_ANALYSIS_CAPABILITY_HTML = _a_cap
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REPORTS_ANALYSIS_LATEST_DIR = _a_latest
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GROUND_TRUTH_FILE = _getenv("GROUND_TRUTH_FILE", str(_gt))
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# 실시간: discovered_rules + 전 봉 BB·일목 조합 (False면 mtf_bb_policy)
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USE_DISCOVERED_LIVE = os.getenv("USE_DISCOVERED_LIVE", "true").lower() in ("1", "true", "yes")
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# --- 차트 ---
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CHART_LOOKBACK_DAYS = _getenv_int("CHART_LOOKBACK_DAYS", "365")
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GT_UNLIMITED_CHRONOLOGICAL_DAYS = _getenv_int("GT_UNLIMITED_CHRONOLOGICAL_DAYS", "300")
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# --- 시뮬레이션 ---
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SIM_INITIAL_CASH_KRW = int(os.getenv("SIM_INITIAL_CASH_KRW", "200000"))
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SIM_MIN_ORDER_KRW = int(os.getenv("SIM_MIN_ORDER_KRW", "5000"))
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# --- Ground Truth ---
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GT_MIN_SWING_PCT = _getenv_float("GT_MIN_SWING_PCT", "4.0")
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GT_PIVOT_ORDER = _getenv_int("GT_PIVOT_ORDER", "20")
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GT_MIN_BARS_BETWEEN = _getenv_int("GT_MIN_BARS_BETWEEN", "30")
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GT_MAX_ROUND_TRIPS = _getenv_int("GT_MAX_ROUND_TRIPS", "24")
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GT_SELECTION_MODE = _getenv("GT_SELECTION_MODE", "split_buy_peak_sell")
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GT_MIN_LEG_PCT = _getenv_float("GT_MIN_LEG_PCT", "8.0")
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GT_BUY_MIN_SWING_PCT = _getenv_float("GT_BUY_MIN_SWING_PCT", "3.0")
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GT_BUY_BB_MAX = _getenv_float("GT_BUY_BB_MAX", "0.45")
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GT_BUY_MIN_BARS = _getenv_int("GT_BUY_MIN_BARS", "24")
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GT_MAX_BUYS_PER_LEG = _getenv_int("GT_MAX_BUYS_PER_LEG", "12")
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GT_MAX_SELLS_PER_LEG = _getenv_int("GT_MAX_SELLS_PER_LEG", "2")
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GT_SELL_SPLIT_GAP_PCT = _getenv_float("GT_SELL_SPLIT_GAP_PCT", "2.5")
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GT_MARKER_SIZE_MIN = _getenv_int("GT_MARKER_SIZE_MIN", "10")
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GT_MARKER_SIZE_MAX = _getenv_int("GT_MARKER_SIZE_MAX", "32")
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GT_INITIAL_CASH_KRW = _getenv_int("GT_INITIAL_CASH_KRW", "1000000")
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TRADING_FEE_RATE = _getenv_float("TRADING_FEE_RATE", "0.0005")
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# --- 실행 ---
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MONITOR_LOOP_SLEEP_SEC = 10
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COOLDOWN_FILE = "coins_buy_time.json"
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# --- 모니터 / API 수집 ---
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MONITOR_LOOP_SLEEP_SEC = _getenv_int("MONITOR_LOOP_SLEEP_SEC", "10")
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MONITOR_POOL_WORKERS = _getenv_int("MONITOR_POOL_WORKERS", "12")
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MONITOR_DEFAULT_INTERVAL = _getenv_int("MONITOR_DEFAULT_INTERVAL", "60")
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MONITOR_API_RETRIES = _getenv_int("MONITOR_API_RETRIES", "3")
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MONITOR_API_BONG_COUNT = _getenv_int("MONITOR_API_BONG_COUNT", "3000")
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MONITOR_SLEEP_AFTER_REQUEST_SEC = _getenv_float("MONITOR_SLEEP_AFTER_REQUEST_SEC", "0.5")
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MONITOR_SLEEP_RATE_LIMIT_SEC = _getenv_float("MONITOR_SLEEP_RATE_LIMIT_SEC", "5")
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MONITOR_SLEEP_BETWEEN_CHUNKS_SEC = _getenv_float("MONITOR_SLEEP_BETWEEN_CHUNKS_SEC", "0.3")
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MONITOR_API_CHUNK_BARS = _getenv_int("MONITOR_API_CHUNK_BARS", "200")
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MONITOR_MA_WINDOWS: tuple[int, ...] = _parse_int_tuple(
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"MONITOR_MA_WINDOWS", "5,20,40,120,200,240,720,1440"
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)
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MONITOR_NORM_WINDOW = _getenv_int("MONITOR_NORM_WINDOW", "20")
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MONITOR_TELEGRAM_BATCH_SIZE = _getenv_int("MONITOR_TELEGRAM_BATCH_SIZE", "20")
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# --- general_analysis ---
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GA_COL_PREFIX = _getenv("GA_COL_PREFIX", "ga_")
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LOOKBACK_BARS: dict[int, int] = _parse_interval_map(
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"LOOKBACK_BARS",
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"3:120,5:100,10:80,15:60,30:50,60:40,240:30,1440:60",
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)
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CONTEXT_TAIL_ROWS: dict[int, int] = _parse_interval_map(
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"CONTEXT_TAIL_ROWS",
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"3:6000,5:5000,10:4000,15:3000,30:2000,60:1500,240:800,1440:500",
|
||||
)
|
||||
GA_DEFAULT_TAIL_EXPORT = _getenv_int("GA_DEFAULT_TAIL_EXPORT", "200")
|
||||
GA_PATTERN_TOLERANCE_PCT = _getenv_float("GA_PATTERN_TOLERANCE_PCT", "2.5")
|
||||
GA_VP_BINS = _getenv_int("GA_VP_BINS", "30")
|
||||
GA_VP_VALUE_AREA_PCT = _getenv_float("GA_VP_VALUE_AREA_PCT", "0.70")
|
||||
GA_HV_ROLLING_BARS = _getenv_int("GA_HV_ROLLING_BARS", "20")
|
||||
GA_HV_PERCENTILE_WINDOW = _getenv_int("GA_HV_PERCENTILE_WINDOW", "120")
|
||||
GA_HV_ANNUALIZE_SQRT = _getenv_float("GA_HV_ANNUALIZE_SQRT", "339.41148133")
|
||||
GA_DIVERGENCE_LOOKBACK = _getenv_int("GA_DIVERGENCE_LOOKBACK", "10")
|
||||
GA_SMA_PERIODS: tuple[int, ...] = _parse_int_tuple("GA_SMA_PERIODS", "5,20,60,120")
|
||||
GA_EMA_SPANS: tuple[int, ...] = _parse_int_tuple("GA_EMA_SPANS", "12,26")
|
||||
GA_ATR_PERIOD = _getenv_int("GA_ATR_PERIOD", "14")
|
||||
GA_KELTNER_ATR_MULT = _getenv_float("GA_KELTNER_ATR_MULT", "2")
|
||||
GA_AO_FAST = _getenv_int("GA_AO_FAST", "5")
|
||||
GA_AO_SLOW = _getenv_int("GA_AO_SLOW", "34")
|
||||
GA_LINREG_WINDOW = _getenv_int("GA_LINREG_WINDOW", "20")
|
||||
GA_ADX_PERIOD = _getenv_int("GA_ADX_PERIOD", "14")
|
||||
GA_ADX_TREND_THRESHOLD = _getenv_float("GA_ADX_TREND_THRESHOLD", "25")
|
||||
GA_SUPERTREND_ATR_MULT = _getenv_float("GA_SUPERTREND_ATR_MULT", "3")
|
||||
GA_VOL_SPIKE_MULT = _getenv_float("GA_VOL_SPIKE_MULT", "1.8")
|
||||
GA_VOL_MA_WINDOW = _getenv_int("GA_VOL_MA_WINDOW", "20")
|
||||
GA_CCI_PERIOD = _getenv_int("GA_CCI_PERIOD", "20")
|
||||
GA_WILLIAMS_PERIOD = _getenv_int("GA_WILLIAMS_PERIOD", "14")
|
||||
GA_ROC_PERIOD = _getenv_int("GA_ROC_PERIOD", "10")
|
||||
GA_MFI_PERIOD = _getenv_int("GA_MFI_PERIOD", "14")
|
||||
GA_CMF_PERIOD = _getenv_int("GA_CMF_PERIOD", "20")
|
||||
GA_DONCHIAN_PERIOD = _getenv_int("GA_DONCHIAN_PERIOD", "20")
|
||||
GA_BB_SQUEEZE_WINDOW = _getenv_int("GA_BB_SQUEEZE_WINDOW", "50")
|
||||
GA_BB_SQUEEZE_QUANTILE = _getenv_float("GA_BB_SQUEEZE_QUANTILE", "0.2")
|
||||
GA_PIVOT_ORDER = _getenv_int("GA_PIVOT_ORDER", "3")
|
||||
GA_PSAR_AF_START = _getenv_float("GA_PSAR_AF_START", "0.02")
|
||||
GA_PSAR_AF_STEP = _getenv_float("GA_PSAR_AF_STEP", "0.02")
|
||||
GA_PSAR_AF_MAX = _getenv_float("GA_PSAR_AF_MAX", "0.2")
|
||||
|
||||
Reference in New Issue
Block a user