dsyoon/Bithumb
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

40만 원 기준 시뮬·dry-run 정합 및 hybrid 체결 엔진 통합.

Browse Source 
초기 자금 GT_INITIAL_CASH_KRW=400000과 원화 한도 비율(알림·LIVE_ORDER·일한도·손실한도)을 맞추고, dry-run/live 체결을 sim_causal_hybrid(replay)와 동일 경로로 통합한다. 시뮬 리포트 갱신, Phase C 슈퍼바이저·매수매도 리허설 스크립트를 추가한다.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dsyoon
2026-06-03 11:31:24 +09:00
parent b9ee241d14
commit c6888c9228
24 changed files with 7707 additions and 6253 deletions
Download Patch File Download Diff File Expand all files Collapse all files

19
config.py
View File

@@ -208,7 +208,7 @@ GT_SELL_SPLIT_WEIGHTS: tuple[float, ...] = tuple(
GT_BUY_WEIGHT_RULE = _getenv("GT_BUY_WEIGHT_RULE", "inverse_price_normalized")
GT_MARKER_SIZE_MIN = _getenv_int("GT_MARKER_SIZE_MIN", "10")
GT_MARKER_SIZE_MAX = _getenv_int("GT_MARKER_SIZE_MAX", "32")
GT_INITIAL_CASH_KRW = _getenv_int("GT_INITIAL_CASH_KRW", "1000000")
GT_INITIAL_CASH_KRW = _getenv_int("GT_INITIAL_CASH_KRW", "400000")
GT_MIN_ORDER_KRW = _getenv_int("GT_MIN_ORDER_KRW", "5000")
GT_BUY_PCT_LARGE_LEG = _getenv_float("GT_BUY_PCT_LARGE_LEG", "1.0")
GT_BUY_PCT_SMALL_LEG = _getenv_float("GT_BUY_PCT_SMALL_LEG", "0.05")
@@ -242,7 +242,7 @@ SIM_TIER_CONVICTION_DD_PCT = _getenv_float("SIM_TIER_CONVICTION_DD_PCT", "10.0")
TRADING_FEE_RATE = _getenv_float("TRADING_FEE_RATE", "0.0005")
# --- 모니터 / API 수집 ---
MONITOR_LOOP_SLEEP_SEC = _getenv_int("MONITOR_LOOP_SLEEP_SEC", "10")
MONITOR_LOOP_SLEEP_SEC = _getenv_int("MONITOR_LOOP_SLEEP_SEC", "180")
MONITOR_POOL_WORKERS = _getenv_int("MONITOR_POOL_WORKERS", "12")
MONITOR_DEFAULT_INTERVAL = _getenv_int("MONITOR_DEFAULT_INTERVAL", "60")
MONITOR_API_RETRIES = _getenv_int("MONITOR_API_RETRIES", "3")
@@ -257,7 +257,7 @@ MONITOR_MA_WINDOWS: tuple[int, ...] = _parse_int_tuple(
MONITOR_NORM_WINDOW = _getenv_int("MONITOR_NORM_WINDOW", "20")
MONITOR_TELEGRAM_BATCH_SIZE = _getenv_int("MONITOR_TELEGRAM_BATCH_SIZE", "20")
# 규칙 알림 참고 금액(매수 시 수량=금액/가격). 매도 시에는 보유 수량 우선.
MONITOR_ALERT_KRW_AMOUNT = _getenv_int("MONITOR_ALERT_KRW_AMOUNT", "100000")
MONITOR_ALERT_KRW_AMOUNT = _getenv_int("MONITOR_ALERT_KRW_AMOUNT", "40000")
# 05/06·live_eval API 수집 시 coins.db 증분 INSERT (01_download와 동일 append_data)
MONITOR_PERSIST_CANDLES = _getenv("MONITOR_PERSIST_CANDLES", "1").strip().lower() in (
"1",
@@ -341,7 +341,7 @@ MATCH_INCLUDE_MTF_CROSS = _getenv("MATCH_INCLUDE_MTF_CROSS", "1").strip() in (
"yes",
)
MATCH_LIVE_LOOKBACK_DAYS = _getenv_int("MATCH_LIVE_LOOKBACK_DAYS", "14")
MATCH_LIVE_CACHE_SEC = _getenv_int("MATCH_LIVE_CACHE_SEC", "300")
MATCH_LIVE_CACHE_SEC = _getenv_int("MATCH_LIVE_CACHE_SEC", "180")
MATCH_LABEL_MODE = _getenv("MATCH_LABEL_MODE", "leg_gt")
MATCH_MAX_HOLD_DAYS = _getenv_int("MATCH_MAX_HOLD_DAYS", "45")
MATCH_INCLUDE_ATOMIC = _getenv("MATCH_INCLUDE_ATOMIC", "0").strip() in (
@@ -353,7 +353,7 @@ MATCH_INCLUDE_ATOMIC = _getenv("MATCH_INCLUDE_ATOMIC", "0").strip() in (
MATCH_HOLDOUT_RATIO = _getenv_float("MATCH_HOLDOUT_RATIO", "0.15")
MATCH_MIN_FIRES_HOLDOUT = _getenv_int("MATCH_MIN_FIRES_HOLDOUT", "5")
MATCH_MONITOR_MAX_PER_SIDE = _getenv_int("MATCH_MONITOR_MAX_PER_SIDE", "1")
MONITOR_ALERT_COOLDOWN_MIN = _getenv_int("MONITOR_ALERT_COOLDOWN_MIN", "180")
MONITOR_ALERT_COOLDOWN_MIN = _getenv_int("MONITOR_ALERT_COOLDOWN_MIN", "3")
MATCH_KIND_PRIORITY: tuple[str, ...] = tuple(
x.strip()
for x in _getenv(
@@ -388,11 +388,12 @@ LIVE_TRADING_ENABLED = _getenv("LIVE_TRADING_ENABLED", "0").strip() in (
"True",
"yes",
)
LIVE_ORDER_KRW = _getenv_int("LIVE_ORDER_KRW", "100000")
LIVE_ORDER_KRW = _getenv_int("LIVE_ORDER_KRW", "40000")
LIVE_BUY_PCT_LARGE = _getenv_float("LIVE_BUY_PCT_LARGE", "1.0")
LIVE_BUY_PCT_SMALL = _getenv_float("LIVE_BUY_PCT_SMALL", "0.05")
LIVE_DAILY_KRW_MAX = _getenv_int("LIVE_DAILY_KRW_MAX", "300000")
LIVE_COOLDOWN_MIN = _getenv_int("LIVE_COOLDOWN_MIN", "180")
# Phase C dry-run: 초기자금×10 (hybrid full tier 여유). B-1은 .env에서 400000 권장.
LIVE_DAILY_KRW_MAX = _getenv_int("LIVE_DAILY_KRW_MAX", "4000000")
LIVE_COOLDOWN_MIN = _getenv_int("LIVE_COOLDOWN_MIN", "3")
LIVE_MAX_TRADES_PER_DAY = _getenv_int("LIVE_MAX_TRADES_PER_DAY", "10")
LIVE_DAILY_LOSS_LIMIT_KRW = _getenv_int("LIVE_DAILY_LOSS_LIMIT_KRW", "50000")
LIVE_DAILY_LOSS_LIMIT_KRW = _getenv_int("LIVE_DAILY_LOSS_LIMIT_KRW", "20000")
LIVE_SLIPPAGE_PCT = _getenv_float("LIVE_SLIPPAGE_PCT", "0.05")