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/ops/live_trader.py

@@ -11,6 +11,7 @@ from pathlib import Path
 from typing import Any
 
 from config import (
+    CHART_LOOKBACK_DAYS,
     COIN_NAME,
     LIVE_COOLDOWN_MIN,
     LIVE_DAILY_KRW_MAX,
@@ -18,11 +19,14 @@ from config import (
     LIVE_MAX_TRADES_PER_DAY,
     LIVE_ORDER_KRW,
     LIVE_TRADING_ENABLED,
+    MATCH_PRIMARY_INTERVAL,
     SYMBOL,
     TRADING_FEE_RATE,
 )
+from deepcoin.data.mtf_bb import load_frames_from_db
 from deepcoin.ground_truth.ground_truth import load_ground_truth
 from deepcoin.matching.live_eval import evaluate_live_rules
+from deepcoin.matching.live_sizing import LivePositionState, live_sizing_enabled
 from deepcoin.matching.load_rules import load_monitor_rules
 from deepcoin.matching.position_sizing import (
     compute_buy_amount_krw,
@@ -52,6 +56,8 @@ class LiveTrader(Monitor):
         self._gt_trades: list[dict] = []
         self._large_legs: set[int] = set()
         self._approved_rules: set[str] = set()
+        self._position_state = LivePositionState.load()
+        self._ohlc_df = None
         self._load_sizing_context()
 
     def _load_sizing_context(self) -> None:
@@ -104,10 +110,20 @@ class LiveTrader(Monitor):
             return False, f"규칙 쿨다운({LIVE_COOLDOWN_MIN}분)"
         return True, ""
 
+    def _load_ohlc_df(self) -> None:
+        """drawdown tier용 3m OHLC 캐시."""
+        try:
+            frames = load_frames_from_db(self, SYMBOL, lookback_days=CHART_LOOKBACK_DAYS)
+            self._ohlc_df = frames.get(MATCH_PRIMARY_INTERVAL)
+        except Exception:
+            self._ohlc_df = None
+
     def _resolve_buy_amount_krw(self, hit: dict[str, Any]) -> float:
         """
         총자산·현금·EV/WF·leg 티어로 매수 원화 산출.
 
+        GT_SIGNAL_CAUSAL=1 이면 시뮬 sim_tier_enhanced와 동일 인과 tier·weight.
+
         Args:
             hit: evaluate_live_rules 항목.
 
@@ -127,6 +143,18 @@ class LiveTrader(Monitor):
             qty = float(sym.get("balance") or 0)
         except Exception:
             return 0.0
+        if live_sizing_enabled():
+            if self._ohlc_df is None:
+                self._load_ohlc_df()
+            return self._position_state.plan_buy_amount_krw(
+                hit["dt"],
+                price,
+                cash,
+                qty,
+                self._ohlc_df,
+                enhanced=False,
+                fee_rate=TRADING_FEE_RATE,
+            )
         scale = live_buy_asset_pct_scale(
             rid,
             hit["dt"],
@@ -200,18 +228,31 @@ class LiveTrader(Monitor):
                 if qty <= 0:
                     record["message"] = "보유 없음"
                 else:
+                    gross = qty * price
+                    record["amount_krw"] = round(gross, 0)
                     ok = self.sellCoinMarket(SYMBOL, int(price), qty)
                     record["ok"] = bool(ok)
                     record["message"] = f"sell qty={qty}" if ok else "sell failed"
+                    if record["ok"] and live_sizing_enabled():
+                        fee = gross * TRADING_FEE_RATE
+                        self._position_state.record_sell(
+                            gross, fee, full_close=True
+                        )
+                        self._position_state.save()
             else:
                 record["message"] = f"unknown side {side}"
         except Exception as exc:
             record["message"] = str(exc)
 
         if record["ok"]:
-            self._day_spent_krw += amount_krw
+            spent = float(record.get("amount_krw") or amount_krw)
+            self._day_spent_krw += spent
             self._day_trades += 1
             self._rule_last_unix[hit["rule_id"]] = time.time()
+            if live_sizing_enabled() and side == "buy":
+                fee = spent * TRADING_FEE_RATE
+                self._position_state.record_buy(hit["dt"], price, spent, fee)
+                self._position_state.save()
         return record
 
     def run_once(self) -> None: