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>

scripts/04_hybrid_dd_calibrate.py

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+#!/usr/bin/env python3
+"""Hybrid DD tier 임계값 train 캘리브레이션 (Option C 2차)."""
+import runpy
+from pathlib import Path
+
+runpy.run_path(str(Path(__file__).resolve().parent / "_bootstrap.py"))
+
+import pandas as pd
+
+from config import CHART_LOOKBACK_DAYS, MATCH_PRIMARY_INTERVAL, SYMBOL
+from deepcoin.data.mtf_bb import load_frames_from_db
+from deepcoin.ground_truth.ground_truth import load_ground_truth
+from deepcoin.ground_truth.hybrid_dd_calibrate import run_and_save_calibration
+from deepcoin.matching.load_rules import load_matched_rules
+from deepcoin.ops.monitor import Monitor
+from deepcoin.paths import MATCHING_FIRE_OUTCOMES, MATCHING_HYBRID_DD_CALIBRATION_JSON
+
+
+def main() -> None:
+    """monitor 발화 + OHLC로 DD tier 캘리브레이션."""
+    outcomes = pd.read_csv(MATCHING_FIRE_OUTCOMES)
+    matched = load_matched_rules()
+    monitor_ids = {r["rule_id"] for r in matched.get("monitor_rules", [])}
+    fires = outcomes[outcomes["rule_id"].isin(monitor_ids)]
+
+    mon = Monitor(cooldown_file=None)
+    ohlc = load_frames_from_db(mon, SYMBOL, lookback_days=CHART_LOOKBACK_DAYS)[
+        MATCH_PRIMARY_INTERVAL
+    ]
+    gt = load_ground_truth() or {}
+    mark = (gt.get("summary") or {}).get("mark_price")
+
+    result = run_and_save_calibration(
+        fires,
+        ohlc,
+        outcomes=outcomes,
+        last_price=float(mark) if mark else None,
+    )
+    best = result.get("best_params") or {}
+    metrics = result.get("best_metrics") or {}
+    print(f"[hybrid DD] 저장: {MATCHING_HYBRID_DD_CALIBRATION_JSON}")
+    print(
+        f"[hybrid DD] best dd_large={best.get('dd_large_pct')} "
+        f"dd_medium={best.get('dd_medium_pct')} "
+        f"train={metrics.get('train_pnl_pct')}% "
+        f"holdout={metrics.get('holdout_pnl_pct')}% "
+        f"full={metrics.get('full_pnl_pct')}%"
+    )
+
+
+if __name__ == "__main__":
+    main()