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

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

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
xavis
2026-06-01 16:09:18 +09:00
parent 9b00ef34c6
commit d385456867
21 changed files with 3315 additions and 1178 deletions
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2
deepcoin/paths.py
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@@ -47,6 +47,8 @@ MATCHING_BACKTEST_HTML = DOCS_MATCHING / "backtest_summary.html"
MATCHING_GT_OVERLAP = DOCS_MATCHING / "gt_overlap_report.json"
MATCHING_SIMULATION_JSON = DOCS_MATCHING / "simulation_report.json"
MATCHING_SIMULATION_HTML = DOCS_MATCHING / "simulation_report.html"
MATCHING_CAUSAL_GT_CALIBRATION_JSON = DOCS_MATCHING / "causal_gt_calibration.json"
MATCHING_HYBRID_DD_CALIBRATION_JSON = DOCS_MATCHING / "hybrid_dd_calibration.json"
MATCHING_GT_COMPARISON_JSON = DOCS_MATCHING / "gt_comparison_report.json"
MATCHING_GT_COMPARISON_HTML = DOCS_MATCHING / "gt_comparison_report.html"