hybrid DD tier와 Option C 2차(+1000%) 검증을 추가하고 실거래 사이징을 정합한다.

인과 GT leg 엔진·drawdown tier·train 캘리브레이션, Phase 2 Go/No-Go 및 시뮬 리포트를 반영한다.

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

deepcoin/ground_truth/gt_signal_causal.py

@@ -74,6 +74,7 @@ def _zigzag_filter_causal(
     prices: np.ndarray,
     min_swing_pct: float,
     kind: str,
+    pivot_order: int = GT_PIVOT_ORDER,
 ) -> np.ndarray:
     """
     확정 피벗에 ZigZag 최소 스윙% 필터 (인과적, 순차 갱신).
@@ -90,7 +91,7 @@ def _zigzag_filter_causal(
     """
     n = len(confirm)
     out = np.zeros(n, dtype=np.int8)
-    order = GT_PIVOT_ORDER
+    order = int(pivot_order)
     last_kind: str | None = None
     last_price = 0.0
     min_ratio = min_swing_pct / 100.0
@@ -158,10 +159,10 @@ def enrich_scan_frame_gt_signals_causal(
     peak_conf = _confirmed_peak_mask(high, pivot_order)
 
     trough_z = _zigzag_filter_causal(
-        trough_conf, low, buy_swing_pct, "trough"
+        trough_conf, low, buy_swing_pct, "trough", pivot_order=pivot_order
     )
     peak_z = _zigzag_filter_causal(
-        peak_conf, high, sell_swing_pct, "peak"
+        peak_conf, high, sell_swing_pct, "peak", pivot_order=pivot_order
     )
 
     out["gt_trough_local"] = trough_conf