refactor: 프로젝트명 bithumb으로 변경 및 futures 파이프라인 제거

deepcoin 패키지를 bithumb으로 rename하고, 3단계 live 운영·사이징 튜닝·텔레그램 알림을 통합한다.

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

scripts/00_download_candles.py

@@ -16,10 +16,10 @@ if str(SRC) not in sys.path:
 
 from dataclasses import replace
 
-from deepcoin.config import load_settings
-from deepcoin.data.candle_store import CandleStore
-from deepcoin.data.downloader import CandleDownloader
-from deepcoin.data.intervals import INTERVAL_1MIN, estimate_download_requests, interval_label
+from bithumb.config import load_settings
+from bithumb.data.candle_store import CandleStore
+from bithumb.data.downloader import CandleDownloader
+from bithumb.data.intervals import INTERVAL_1MIN, estimate_download_requests, interval_label
 
 
 def _configure_logging(verbose: bool) -> None:

scripts/0_ground_truth.py

@@ -15,10 +15,10 @@ SRC = ROOT / "src"
 if str(SRC) not in sys.path:
     sys.path.insert(0, str(SRC))
 
-from deepcoin.config import Settings, load_settings
-from deepcoin.data.intervals import interval_label
-from deepcoin.ground_truth.chart import render_ground_truth_chart
-from deepcoin.ground_truth.ground_truth import GtParams, build_ground_truth, save_ground_truth
+from bithumb.config import Settings, load_settings
+from bithumb.data.intervals import interval_label
+from bithumb.ground_truth.chart import render_ground_truth_chart
+from bithumb.ground_truth.ground_truth import GtParams, build_ground_truth, save_ground_truth
 
 TIER_DESCRIPTIONS = {
     "v1": "스윙만 (최소 매수·매도)",

scripts/0_ground_truth_futures.py

@@ -1,153 +0,0 @@
-#!/usr/bin/env python3
-"""0단계: 선물 GT 타점 차트 (현물 GT → 롱·숏 4색 마커)."""
-
-from __future__ import annotations
-
-import argparse
-import json
-import logging
-import sys
-from copy import deepcopy
-from pathlib import Path
-from typing import Any
-
-ROOT = Path(__file__).resolve().parents[1]
-SRC = ROOT / "src"
-if str(SRC) not in sys.path:
-    sys.path.insert(0, str(SRC))
-
-from deepcoin.config import Settings, load_settings
-from deepcoin.ground_truth.futures import futures_events_from_gt_signals
-from deepcoin.ground_truth.futures_chart import render_futures_ground_truth_chart
-from deepcoin.ground_truth.ground_truth import save_ground_truth
-
-TIER_DESCRIPTIONS = {
-    "v1": "스윙만 (최소 매수·매도)",
-    "v2": "스윙 + 눌림목",
-    "v3": "스윙 + 눌림목 + 돌파 + 다이버전스",
-}
-
-
-def _configure_logging(verbose: bool) -> None:
-    """로깅 레벨을 설정한다."""
-    level = logging.DEBUG if verbose else logging.INFO
-    logging.basicConfig(
-        level=level,
-        format="%(asctime)s [%(levelname)s] %(message)s",
-        datefmt="%Y-%m-%d %H:%M:%S",
-    )
-
-
-def _tier_targets(
-    settings: Settings,
-    tier_arg: str,
-) -> list[tuple[str, Path, Path, Path]]:
-    """생성할 티어 목록 (tier, spot_json, futures_json, futures_chart)."""
-    all_tiers: dict[str, tuple[Path, Path, Path]] = {
-        "v1": (
-            settings.ground_truth_v1_file,
-            settings.ground_truth_futures_v1_file,
-            settings.ground_truth_futures_chart_v1_file,
-        ),
-        "v2": (
-            settings.ground_truth_v2_file,
-            settings.ground_truth_futures_v2_file,
-            settings.ground_truth_futures_chart_v2_file,
-        ),
-        "v3": (
-            settings.ground_truth_file,
-            settings.ground_truth_futures_file,
-            settings.ground_truth_futures_chart_v3_file,
-        ),
-    }
-    if tier_arg == "all":
-        return [(t, *paths) for t, paths in all_tiers.items()]
-    return [(tier_arg, *all_tiers[tier_arg])]
-
-
-def _load_gt(json_path: Path) -> dict[str, Any]:
-    """GT JSON을 로드한다."""
-    with json_path.open(encoding="utf-8") as fp:
-        return json.load(fp)
-
-
-def _build_futures_gt(spot_gt: dict[str, Any]) -> dict[str, Any]:
-    """현물 GT JSON을 선물 GT JSON으로 변환한다."""
-    signals = spot_gt.get("signals") or []
-    futures_gt = deepcopy(spot_gt)
-    futures_gt["meta"] = {
-        **spot_gt.get("meta", {}),
-        "market_type": "futures",
-        "source": "spot_ground_truth",
-    }
-    futures_gt["futures_events"] = futures_events_from_gt_signals(signals)
-    return futures_gt
-
-
-def _print_summary(
-    tier: str,
-    gt_result: dict[str, Any],
-    json_path: Path,
-    chart_path: Path,
-) -> None:
-    """티어별 선물 GT 요약을 출력한다."""
-    meta = gt_result["meta"]
-    summary = gt_result["summary"]
-    print(f"\n=== 선물 GT {tier.upper()} ({TIER_DESCRIPTIONS[tier]}) ===")
-    print(f"대상: {meta['symbol']} ({meta['interval_label']})")
-    print(f"GT 기간: {meta['data_from']} ~ {meta['data_to']}")
-    print(
-        f"선물 GT 타점: 매수 {summary['buy_count']} / 매도 {summary['sell_count']} "
-        f"→ 선물 상방·하방 각 {summary['buy_count']}/{summary['sell_count']} 마커"
-    )
-    print(f"JSON: {json_path}")
-    print(f"차트: {chart_path}")
-
-
-def main() -> int:
-    """CLI 진입점."""
-    parser = argparse.ArgumentParser(
-        description="선물 GT JSON·차트 생성 (현물 GT → 롱·숏 4색)"
-    )
-    parser.add_argument(
-        "--tier",
-        choices=("v1", "v2", "v3", "all"),
-        default="all",
-        help="대상 GT 버전",
-    )
-    parser.add_argument("-v", "--verbose", action="store_true")
-    args = parser.parse_args()
-
-    _configure_logging(args.verbose)
-    settings = load_settings()
-    tiers = _tier_targets(settings, args.tier)
-
-    print("\n=== 선물 Ground Truth 생성 ===")
-    print("현물 GT 타점 → L↑상방매수 L↓상방매도 S↓하방매수 S↑하방매도")
-
-    for tier, spot_json_path, futures_json_path, chart_path in tiers:
-        if not spot_json_path.exists():
-            logging.error(
-                "현물 GT JSON 없음: %s — 먼저 0_ground_truth.py 실행",
-                spot_json_path,
-            )
-            return 1
-
-        spot_gt = _load_gt(spot_json_path)
-        futures_gt = _build_futures_gt(spot_gt)
-        save_ground_truth(futures_gt, futures_json_path)
-
-        render_futures_ground_truth_chart(
-            db_path=settings.db_path,
-            symbol=settings.symbol,
-            gt_result=spot_gt,
-            output_path=chart_path,
-            chart_lookback_days=settings.download_days,
-        )
-        _print_summary(tier, futures_gt, futures_json_path, chart_path)
-
-    return 0
-
-
-if __name__ == "__main__":
-    raise SystemExit(main())

scripts/1_ground_truth_sim.py

@@ -16,12 +16,12 @@ SRC = ROOT / "src"
 if str(SRC) not in sys.path:
     sys.path.insert(0, str(SRC))
 
-from deepcoin.config import Settings, load_settings
-from deepcoin.data.candle_loader import load_candles
-from deepcoin.data.intervals import interval_label
-from deepcoin.ground_truth.chart import render_ground_truth_sim_chart
-from deepcoin.ground_truth.ground_truth import GtParams, build_ground_truth, save_ground_truth
-from deepcoin.ground_truth.pnl import simulate_gt_signals_pnl
+from bithumb.config import Settings, load_settings
+from bithumb.data.candle_loader import load_candles
+from bithumb.data.intervals import interval_label
+from bithumb.ground_truth.chart import render_ground_truth_sim_chart
+from bithumb.ground_truth.ground_truth import GtParams, build_ground_truth, save_ground_truth
+from bithumb.ground_truth.pnl import simulate_gt_signals_pnl
 
 TIER_DESCRIPTIONS = {
     "v1": "스윙만 (최소 매수·매도)",

scripts/1_tune_order_sizing.py

@@ -0,0 +1,96 @@
+#!/usr/bin/env python3
+"""1단계: 연속 매수·매도 클러스터별 매수·매도 비율 튜닝 (타점 고정)."""
+
+from __future__ import annotations
+
+import argparse
+import json
+import logging
+import sys
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+SRC = ROOT / "src"
+if str(SRC) not in sys.path:
+    sys.path.insert(0, str(SRC))
+
+from bithumb.config import load_settings
+from bithumb.ground_truth.sizing_rules import save_sizing_rules
+from bithumb.ground_truth.sizing_tune import tune_sizing_rules
+from bithumb.operations.signal_pipeline import run_signal_pipeline
+
+
+def _configure_logging(verbose: bool) -> None:
+    level = logging.DEBUG if verbose else logging.INFO
+    logging.basicConfig(
+        level=level,
+        format="%(asctime)s [%(levelname)s] %(message)s",
+        datefmt="%Y-%m-%d %H:%M:%S",
+    )
+
+
+def main() -> int:
+    """CLI 진입점."""
+    parser = argparse.ArgumentParser(
+        description="연속 매수·매도 클러스터 상태별 사이징 비율 학습",
+    )
+    parser.add_argument(
+        "-o",
+        "--output",
+        type=str,
+        default=None,
+        help="규칙 JSON 경로 (기본: OPS_SIZING_RULES_JSON)",
+    )
+    parser.add_argument(
+        "--min-bucket-samples",
+        type=int,
+        default=5,
+        help="클러스터 버킷별 최소 샘플 수",
+    )
+    parser.add_argument("-v", "--verbose", action="store_true")
+    args = parser.parse_args()
+    _configure_logging(args.verbose)
+
+    settings = load_settings()
+    output_path = Path(args.output) if args.output else settings.ops_sizing_rules_json
+    if not output_path.is_absolute():
+        output_path = ROOT / output_path
+
+    print("\n=== 매수·매도 비율 튜닝 (타점 고정) ===", flush=True)
+    print(
+        f"기법: {settings.ops_technique_id} · sim {settings.gt_sim_lookback_days}일 · "
+        f"기본 {settings.ops_buy_cash_pct:.0%}/{settings.ops_sell_coin_pct:.0%}",
+        flush=True,
+    )
+
+    pipeline = run_signal_pipeline(settings, use_cache=True)
+    rules, final_sim = tune_sizing_rules(
+        settings,
+        pipeline["kept"],
+        data_end=pipeline["data_end"],
+        last_mark_price=pipeline["last_price"],
+        technique_id=pipeline["technique_id"],
+        min_bucket_samples=args.min_bucket_samples,
+    )
+    save_sizing_rules(rules, output_path)
+
+    tuning = rules.get("tuning") or {}
+    print(f"\n기준(고정 10%): {tuning.get('baseline_return_pct'):+.2f}%")
+    print(
+        f"학습 후: {final_sim.get('total_return_pct'):+.2f}% · "
+        f"매수/매도 {final_sim.get('buys_executed')}/{final_sim.get('sells_executed')}"
+    )
+    print(
+        f"전역 비율: 매수 {rules.get('default_buy_cash_pct', 0):.0%} · "
+        f"매도 {rules.get('default_sell_coin_pct', 0):.0%}"
+    )
+    by_cluster = rules.get("by_cluster") or {}
+    if by_cluster.get("buy") or by_cluster.get("sell"):
+        print("클러스터별:")
+        print(json.dumps(by_cluster, ensure_ascii=False, indent=2))
+    print(f"\n규칙 JSON: {output_path}")
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())

scripts/2_render_best_technique_chart.py

@@ -14,15 +14,15 @@ SRC = ROOT / "src"
 if str(SRC) not in sys.path:
     sys.path.insert(0, str(SRC))
 
-from deepcoin.config import load_settings
-from deepcoin.data.candle_loader import load_candles
-from deepcoin.evaluation.causal_sim import (
+from bithumb.config import load_settings
+from bithumb.data.candle_loader import load_candles
+from bithumb.evaluation.causal_sim import (
     best_technique_chart_path,
     pick_best_technique_row,
     render_best_technique_comparison_chart,
     run_technique_causal_sim,
 )
-from deepcoin.techniques.runner import load_ground_truth, load_technique_result
+from bithumb.techniques.runner import load_ground_truth, load_technique_result
 
 
 def _configure_logging(verbose: bool) -> None:

scripts/2_run_causal_sim.py

@@ -14,10 +14,10 @@ SRC = ROOT / "src"
 if str(SRC) not in sys.path:
     sys.path.insert(0, str(SRC))
 
-from deepcoin.config import load_settings
-from deepcoin.data.candle_loader import load_candles
-from deepcoin.data.intervals import interval_label
-from deepcoin.evaluation.causal_sim import (
+from bithumb.config import load_settings
+from bithumb.data.candle_loader import load_candles
+from bithumb.data.intervals import interval_label
+from bithumb.evaluation.causal_sim import (
     best_technique_chart_path,
     build_causal_sim_report,
     pick_best_technique_row,
@@ -28,7 +28,7 @@ from deepcoin.evaluation.causal_sim import (
     save_causal_sim_report,
     technique_sim_chart_path,
 )
-from deepcoin.techniques.runner import load_ground_truth, load_technique_results
+from bithumb.techniques.runner import load_ground_truth, load_technique_results
 
 
 def _configure_logging(verbose: bool) -> None:

scripts/2_run_mtf_analysis.py

@@ -13,16 +13,16 @@ SRC = ROOT / "src"
 if str(SRC) not in sys.path:
     sys.path.insert(0, str(SRC))
 
-from deepcoin.config import load_settings
-from deepcoin.evaluation.mtf_report import (
+from bithumb.config import load_settings
+from bithumb.evaluation.mtf_report import (
     build_mtf_correlation_report,
     render_mtf_html,
     save_mtf_report,
 )
-from deepcoin.mtf.extractor import MtfFeatureExtractor
-from deepcoin.mtf.rules import derive_rules_from_report, save_mtf_rules
-from deepcoin.mtf.store import MultiTimeframeStore
-from deepcoin.techniques.runner import load_ground_truth
+from bithumb.mtf.extractor import MtfFeatureExtractor
+from bithumb.mtf.rules import derive_rules_from_report, save_mtf_rules
+from bithumb.mtf.store import MultiTimeframeStore
+from bithumb.techniques.runner import load_ground_truth
 
 
 def _configure_logging(verbose: bool) -> None:

scripts/2_run_signal_type_align.py

@@ -13,21 +13,21 @@ SRC = ROOT / "src"
 if str(SRC) not in sys.path:
     sys.path.insert(0, str(SRC))
 
-from deepcoin.config import load_settings
-from deepcoin.data.intervals import interval_label
-from deepcoin.evaluation.report import (
+from bithumb.config import load_settings
+from bithumb.data.intervals import interval_label
+from bithumb.evaluation.report import (
     build_comparison_report,
     render_comparison_html,
     save_comparison_report,
 )
-from deepcoin.evaluation.signal_type_report import (
+from bithumb.evaluation.signal_type_report import (
     build_signal_type_report,
     render_signal_type_html,
     save_signal_type_report,
 )
-from deepcoin.techniques.base import TechniqueParams
-from deepcoin.techniques.registry import list_technique_ids
-from deepcoin.techniques.runner import (
+from bithumb.techniques.base import TechniqueParams
+from bithumb.techniques.registry import list_technique_ids
+from bithumb.techniques.runner import (
     load_ground_truth,
     load_technique_results,
     run_all_techniques,

scripts/2_run_stage2_all.sh

@@ -4,7 +4,7 @@ set -euo pipefail
 cd "$(dirname "$0")/.."
 export PYTHONPATH=src
 PY="${PY:-/opt/anaconda3/envs/ncue/bin/python}"
-LOG="${LOG:-/tmp/deepcoin_stage2.log}"
+LOG="${LOG:-/tmp/bithumb_stage2.log}"
 
 echo "=== 현물 2단계 파이프라인 시작 $(date '+%Y-%m-%d %H:%M:%S') ===" | tee "$LOG"
 

scripts/2_run_techniques.py

@@ -13,16 +13,16 @@ SRC = ROOT / "src"
 if str(SRC) not in sys.path:
     sys.path.insert(0, str(SRC))
 
-from deepcoin.config import load_settings
-from deepcoin.data.intervals import interval_label
-from deepcoin.evaluation.report import (
+from bithumb.config import load_settings
+from bithumb.data.intervals import interval_label
+from bithumb.evaluation.report import (
     build_comparison_report,
     render_comparison_html,
     save_comparison_report,
 )
-from deepcoin.techniques.base import TechniqueParams
-from deepcoin.techniques.registry import list_technique_ids
-from deepcoin.techniques.runner import (
+from bithumb.techniques.base import TechniqueParams
+from bithumb.techniques.registry import list_technique_ids
+from bithumb.techniques.runner import (
     load_ground_truth,
     run_all_techniques,
     save_technique_result,

scripts/3_init_live_state.py

@@ -0,0 +1,90 @@
+#!/usr/bin/env python3
+"""paper → live 상태 전환 — 거래소 잔고 동기화."""
+
+from __future__ import annotations
+
+import argparse
+import sys
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+SRC = ROOT / "src"
+if str(SRC) not in sys.path:
+    sys.path.insert(0, str(SRC))
+
+from bithumb.config import load_settings
+from bithumb.notifications.telegram import create_telegram_notifier
+from bithumb.operations.live_bootstrap import init_live_state
+
+
+def main() -> int:
+    """CLI 진입점."""
+    parser = argparse.ArgumentParser(description="Bithumb live 상태 초기화")
+    parser.add_argument(
+        "--no-backup",
+        action="store_true",
+        help="기존 state JSON 백업 생략",
+    )
+    parser.add_argument(
+        "--reset-bar-cursor",
+        action="store_true",
+        help="last_processed_bar_index 를 -1 로 초기화",
+    )
+    parser.add_argument(
+        "--yes",
+        action="store_true",
+        help="확인 프롬프트 생략",
+    )
+    args = parser.parse_args()
+
+    settings = load_settings()
+    if settings.ops_mode != "live":
+        print(f"OPS_MODE={settings.ops_mode} — .env 에 OPS_MODE=live 설정 후 실행하세요.", file=sys.stderr)
+        return 1
+    if not settings.bithumb_access_key or not settings.bithumb_secret_key:
+        print("BITHUMB API 키가 필요합니다.", file=sys.stderr)
+        return 1
+
+    if not args.yes:
+        print("경고: live 상태 초기화 — 거래소 잔고가 state JSON에 반영됩니다.")
+        print(f"state: {settings.ops_state_json}")
+        answer = input("계속하시겠습니까? [y/N]: ").strip().lower()
+        if answer not in ("y", "yes"):
+            print("취소됨.")
+            return 1
+
+    result = init_live_state(
+        settings,
+        backup=not args.no_backup,
+        preserve_bar_cursor=not args.reset_bar_cursor,
+    )
+    bal = result["balances"]
+
+    print("=== live 상태 초기화 완료 ===")
+    if result["backup_path"]:
+        print(f"백업: {result['backup_path']}")
+    print(f"state: {result['state_path']}")
+    print(
+        f"잔고: KRW {bal['cash_krw']:,.0f}원 · "
+        f"{settings.symbol} {bal['coin_qty']:.8f}"
+    )
+    print(f"bar cursor: {result['last_processed_bar_index']}")
+
+    telegram = create_telegram_notifier(
+        settings.telegram_bot_token,
+        settings.telegram_chat_id,
+        enabled=settings.ops_telegram_enabled,
+    )
+    if telegram.is_active:
+        telegram.send_message(
+            "[Bithumb] LIVE 세션 시작\n"
+            f"{settings.coin_name} ({settings.symbol}) | {settings.ops_technique_id}\n"
+            f"KRW {bal['cash_krw']:,.0f} · {settings.symbol} {bal['coin_qty']:.8f}\n"
+            f"일 체결 상한 {settings.ops_daily_max_trades} · 슬리피지 {settings.ops_slippage_rate * 100:.2f}%"
+        )
+
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())

scripts/3_preflight_live.py

@@ -0,0 +1,70 @@
+#!/usr/bin/env python3
+"""live 운영 전 사전 점검 — API·잔고·캐시·텔레그램."""
+
+from __future__ import annotations
+
+import argparse
+import json
+import sys
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+SRC = ROOT / "src"
+if str(SRC) not in sys.path:
+    sys.path.insert(0, str(SRC))
+
+from bithumb.config import load_settings
+from bithumb.operations.live_bootstrap import run_preflight, save_preflight_report
+
+
+def main() -> int:
+    """CLI 진입점."""
+    parser = argparse.ArgumentParser(description="Bithumb live 사전 점검")
+    parser.add_argument(
+        "--report",
+        default="docs/spot/3_operations/live_preflight_report.json",
+        help="점검 결과 JSON 경로",
+    )
+    parser.add_argument(
+        "--require-live",
+        action="store_true",
+        help="OPS_MODE=live 가 아니면 실패",
+    )
+    args = parser.parse_args()
+
+    settings = load_settings()
+    if args.require_live and settings.ops_mode != "live":
+        print(f"OPS_MODE={settings.ops_mode} — live 전환 후 다시 실행하세요.", file=sys.stderr)
+        return 1
+
+    report = run_preflight(settings)
+    report_path = save_preflight_report(
+        ROOT / args.report if not Path(args.report).is_absolute() else Path(args.report),
+        report,
+    )
+
+    print("=== Bithumb live 사전 점검 ===")
+    print(f"기법: {report['technique_id']} · 마켓: {report['market']} · 모드: {report['mode']}")
+    if report.get("balances"):
+        bal = report["balances"]
+        print(
+            f"잔고: KRW {bal['cash_krw']:,.0f}원 · "
+            f"{report['symbol']} {bal['coin_qty']:.8f}"
+        )
+    print()
+    for row in report["checks"]:
+        mark = "OK" if row["passed"] else "NG"
+        req = "필수" if row["required"] else "선택"
+        print(f"[{mark}] ({req}) {row['name']}: {row['detail']}")
+    print(f"\n리포트: {report_path}")
+
+    if report["ok"]:
+        print("\n사전 점검 통과 — live 운영을 시작할 수 있습니다.")
+        return 0
+
+    print("\n사전 점검 실패 — live 시작 전 위 항목을 해결하세요.", file=sys.stderr)
+    return 1
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())

scripts/3_render_live_chart.py

@@ -13,8 +13,8 @@ SRC = ROOT / "src"
 if str(SRC) not in sys.path:
     sys.path.insert(0, str(SRC))
 
-from deepcoin.config import load_settings
-from deepcoin.operations.chart import render_ops_live_chart
+from bithumb.config import load_settings
+from bithumb.operations.chart import render_ops_live_chart
 
 
 def _configure_logging(verbose: bool) -> None:
@@ -34,12 +34,21 @@ def _write_index_html(
     """docs/live 인덱스 HTML을 생성한다."""
     sim = report["filtered_sim"]
     ret = sim.get("total_return_pct", 0)
+    sizing_line = ""
+    if sim.get("sizing_rules_applied"):
+        lb = sim.get("learned_default_buy_cash_pct")
+        ls = sim.get("learned_default_sell_coin_pct")
+        if lb is not None and ls is not None:
+            sizing_line = (
+                f"<br>학습 비율: 매수 {float(lb) * 100:.0f}% · 매도 {float(ls) * 100:.0f}%"
+                f" (클러스터별 규칙 적용)"
+            )
     index_path.parent.mkdir(parents=True, exist_ok=True)
     html = f"""<!DOCTYPE html>
 <html lang="ko">
 <head>
   <meta charset="UTF-8">
-  <title>DeepCoin Live — 운영 백테스트 차트</title>
+  <title>Bithumb Live — 운영 백테스트 차트</title>
   <style>
     body {{ font-family: "Malgun Gothic", Arial, sans-serif; margin: 32px; color: #333; background: #f5f5f5; }}
     h1 {{ font-size: 22px; margin-bottom: 8px; }}
@@ -52,13 +61,13 @@ def _write_index_html(
   </style>
 </head>
 <body>
-  <h1>DeepCoin Live — 운영 백테스트</h1>
+  <h1>Bithumb Live — 운영 백테스트</h1>
   <p class="meta">
     {report.get("symbol", "BTC")} · {report.get("technique_name", "")} ({report.get("technique_id", "")})<br>
     sim 기간: 최근 {report.get("sim_lookback_days", 1095)}일 ·
     슬리피지 {report.get("slippage_rate", 0) * 100:.2f}% ·
     일 체결 상한 {report.get("daily_max_trades", "-")} ·
-    MTF {"on" if report.get("mtf_enabled") else "off"}
+    MTF {"on" if report.get("mtf_enabled") else "off"}{sizing_line}
   </p>
   <div class="card">
     <div>3년 수익률 (운영 규칙 sim)</div>

scripts/3_run_filtered_backtest.py

@@ -13,8 +13,8 @@ SRC = ROOT / "src"
 if str(SRC) not in sys.path:
     sys.path.insert(0, str(SRC))
 
-from deepcoin.config import load_settings
-from deepcoin.operations.backtest import run_filtered_backtest, save_backtest_report
+from bithumb.config import load_settings
+from bithumb.operations.backtest import run_filtered_backtest, save_backtest_report
 
 
 def _configure_logging(verbose: bool) -> None:

scripts/3_run_fractal_live.sh

@@ -0,0 +1,26 @@
+#!/usr/bin/env bash
+# fractal_swing LIVE 운영 — 사전 점검 → 상태 초기화 → 180초 tick loop
+set -euo pipefail
+cd "$(dirname "$0")/.."
+export PYTHONPATH=src
+
+if [[ "${OPS_MODE:-}" != "live" ]]; then
+  if grep -q '^OPS_MODE=live' .env 2>/dev/null; then
+    :
+  else
+    echo "오류: .env 에 OPS_MODE=live 가 필요합니다." >&2
+    exit 1
+  fi
+fi
+
+echo "=== 1/3 live 사전 점검 ==="
+python scripts/3_preflight_live.py --require-live
+
+echo ""
+echo "=== 2/3 live 상태 초기화 (거래소 잔고 동기화) ==="
+python scripts/3_init_live_state.py --yes
+
+echo ""
+echo "=== 3/3 LIVE 운영 (180초 loop) — Ctrl+C 종료 ==="
+echo "경고: 실제 빗썸 시장가 주문이 발생합니다."
+python scripts/3_run_operations.py --mode live --loop 180

scripts/3_run_fractal_realistic_backtest.py

@@ -14,10 +14,10 @@ SRC = ROOT / "src"
 if str(SRC) not in sys.path:
     sys.path.insert(0, str(SRC))
 
-from deepcoin.config import load_settings
-from deepcoin.evaluation.causal_sim import normalize_signals_for_sim
-from deepcoin.ground_truth.pnl import simulate_gt_signals_pnl
-from deepcoin.operations.signal_pipeline import (
+from bithumb.config import load_settings
+from bithumb.evaluation.causal_sim import normalize_signals_for_sim
+from bithumb.ground_truth.pnl import simulate_gt_signals_pnl
+from bithumb.operations.signal_pipeline import (
     _signals_in_lookback,
     generate_raw_signals,
     load_ops_candles,
@@ -64,6 +64,8 @@ def main() -> int:
             min_order_krw=settings.ops_min_order_krw,
             slippage_rate=sc["slippage_rate"],
             daily_max_trades=sc["daily_max_trades"],
+            buy_cash_pct=settings.ops_buy_cash_pct,
+            sell_coin_pct=settings.ops_sell_coin_pct,
             sim_lookback_days=settings.gt_sim_lookback_days,
             data_end=end,
             last_mark_price=price,

scripts/3_run_operations.py

@@ -14,8 +14,8 @@ SRC = ROOT / "src"
 if str(SRC) not in sys.path:
     sys.path.insert(0, str(SRC))
 
-from deepcoin.config import load_settings
-from deepcoin.operations.runner import OperationsRunner
+from bithumb.config import load_settings
+from bithumb.operations.runner import OperationsRunner
 
 
 def _configure_logging(verbose: bool) -> None:
@@ -29,7 +29,7 @@ def _configure_logging(verbose: bool) -> None:
 
 def main() -> int:
     """CLI 진입점."""
-    parser = argparse.ArgumentParser(description="3단계: DeepCoin 운영 tick")
+    parser = argparse.ArgumentParser(description="3단계: Bithumb 운영 tick")
     parser.add_argument(
         "--mode",
         choices=("paper", "live"),
@@ -67,19 +67,37 @@ def main() -> int:
     sync = not args.no_sync
 
     while True:
-        report = runner.tick(sync_candles=sync)
-        port = report["portfolio"]
+        try:
+            report = runner.tick(sync_candles=sync)
+        except Exception as exc:
+            logging.exception("운영 tick 예외 (복구 후 계속)")
+            if runner.telegram.is_active:
+                runner.telegram.notify_ops_error(
+                    mode=settings.ops_mode,
+                    symbol=settings.symbol,
+                    technique_id=settings.ops_technique_id,
+                    stage="main_loop",
+                    error=str(exc),
+                )
+            if args.loop <= 0:
+                break
+            time.sleep(args.loop)
+            continue
+
+        port = report.get("portfolio") or {}
         print("\n=== 3단계 운영 tick ===")
-        print(f"모드: {report['mode']}")
+        if report.get("error"):
+            print(f"오류: [{report.get('error_stage')}] {report.get('error_message')}")
+        print(f"모드: {report.get('mode', settings.ops_mode)}")
         print(
             f"최신 봉 후보: {report.get('latest_bar_candidates', 0)} · "
-            f"필터 통과: {report['filtered_signals']} · "
+            f"필터 통과: {report.get('filtered_signals', 0)} · "
             f"처리 bar: {report.get('pending_bars', [])}"
         )
-        print(f"이번 체결: {len(report['executions'])}건")
+        print(f"이번 체결: {len(report.get('executions', []))}건")
         print(
-            f"포트폴리오: 현금 {port['cash_krw']:,.0f}원 · "
-            f"코인 {port['coin_qty']:.8f} {settings.symbol}"
+            f"포트폴리오: 현금 {port.get('cash_krw', 0):,.0f}원 · "
+            f"코인 {port.get('coin_qty', 0):.8f} {settings.symbol}"
         )
         print(f"리포트: {settings.ops_report_json}")