Phase C dry-run·문서화·DB 증분 저장 및 운영 env 동기화

- 1분봉 다운로드 제외, MONITOR_PERSIST로 05/06 수집 시 coins.db INSERT
- Phase C paper_fires 로그·07 모의 리포트, hybrid 시뮬 산출물·reference 문서 갱신
- .env Phase C(LIVE=0), bootstrap dotenv override=True

Co-authored-by: Cursor <cursoragent@cursor.com>

deepcoin/ops/live_trader.py

@@ -37,7 +37,7 @@ from deepcoin.matching.position_sizing import (
 from deepcoin.paths import resolve_ground_truth_file
 from deepcoin.ops.alert_message import build_rule_alert_message
 from deepcoin.ops.monitor import Monitor
-from deepcoin.paths import LIVE_TRADES_LOG
+from deepcoin.paths import LIVE_TRADES_LOG, PAPER_FIRES_LOG
 
 
 class LiveTrader(Monitor):
@@ -87,6 +87,35 @@ class LiveTrader(Monitor):
         with LIVE_TRADES_LOG.open("a", encoding="utf-8") as f:
             f.write(json.dumps(record, ensure_ascii=False) + "\n")
 
+    def _append_paper_fire(
+        self,
+        hit: dict[str, Any],
+        planned_krw: float,
+        would_trade: bool,
+        skip_reason: str = "",
+        order_log: dict[str, Any] | None = None,
+    ) -> None:
+        """
+        Phase C dry-run: 모든 발화·스킵 사유·모의 금액을 paper_fires.jsonl에 기록.
+
+        금요일 `07_phase_c_paper_report.py`로 forward 수익률(참고) 집계.
+        """
+        PAPER_FIRES_LOG.parent.mkdir(parents=True, exist_ok=True)
+        row = {
+            "ts": datetime.now().isoformat(timespec="seconds"),
+            "signal_dt": hit.get("dt"),
+            "rule_id": hit.get("rule_id"),
+            "side": hit.get("side"),
+            "close": float(hit.get("close") or 0),
+            "planned_krw": round(float(planned_krw), 0),
+            "would_trade": bool(would_trade),
+            "skip_reason": skip_reason or "",
+            "live_enabled": bool(LIVE_TRADING_ENABLED),
+            "order_message": (order_log or {}).get("message", ""),
+        }
+        with PAPER_FIRES_LOG.open("a", encoding="utf-8") as f:
+            f.write(json.dumps(row, ensure_ascii=False) + "\n")
+
     def _can_trade(self, rule_id: str, planned_krw: float | None = None) -> tuple[bool, str]:
         """
         일·쿨다운·손실 한도 검사.
@@ -283,6 +312,9 @@ class LiveTrader(Monitor):
             if hit["side"] == "buy" and hit["rule_id"] not in self._approved_rules:
                 print(f"  [{hit['side']}] {rid} @ {hit['dt']}")
                 print("    skip: EV/WF 미통과 규칙")
+                self._append_paper_fire(
+                    hit, 0.0, False, "EV/WF 미통과 규칙"
+                )
                 continue
             planned = (
                 self._resolve_buy_amount_krw(hit)
@@ -293,11 +325,14 @@ class LiveTrader(Monitor):
             print(f"  [{hit['side']}] {rid} @ {hit['dt']}")
             if not ok:
                 print(f"    skip: {reason}")
+                self._append_paper_fire(hit, planned, False, reason)
                 continue
             if hit["side"] == "buy" and planned <= 0:
                 print("    skip: 매수금액 0")
+                self._append_paper_fire(hit, 0.0, False, "매수금액 0")
                 continue
             log = self._execute_order(hit)
+            self._append_paper_fire(hit, planned, True, "", log)
             self._append_log(log)
             print(f"    order: {log['message']} ok={log['ok']}")
             msg = build_rule_alert_message(hit, balances)