refactor: GT·시뮬·운영 3축 정리 및 hybrid 실거래 정합
Phase C/dry-run·미사용 모듈·재생성 HTML을 제거하고, 운영 체결을 sim_causal_hybrid와 동일한 hybrid 로직으로 통합한다. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
xavis
@@ -1,24 +0,0 @@
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<!DOCTYPE html>
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<html lang="ko"><head><meta charset="utf-8"/>
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<title>04 Backtest Summary</title>
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<style>
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body { font-family: "Malgun Gothic", Arial, sans-serif; margin: 24px; }
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table { border-collapse: collapse; width: 100%; }
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th, td { border: 1px solid #ccc; padding: 8px; text-align: left; }
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th { background: #e2e8f0; }
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</style></head><body>
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<h1>04 매칭 — 05 monitor_rules (holdout 우선) (valid 구간)</h1>
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<p>방법: gt_profile_plus_full_bar_ev_filter</p>
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<p></p>
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<h2>선별 규칙</h2>
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<table>
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<thead><tr><th>rule_id</th><th>side</th><th>valid_n</th><th>valid_ev</th>
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<th>holdout_n</th><th>holdout_ev</th><th>holdout_pf</th></tr></thead>
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<tbody><tr><td>buy_compound_tight</td><td>buy</td><td>620</td><td>6.6782</td><td>221</td><td>5.6633</td><td>3.1592</td></tr><tr><td>sell_mtf_cross_all_tf</td><td>sell</td><td>565</td><td>7.4984</td><td>624</td><td>7.1322</td><td>4450.4872</td></tr></tbody>
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</table>
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<h2>GT recall (±15분, 전체 발화 기준)</h2>
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<ul>
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<li>매수: {'gt_count': 306, 'matched': 266, 'recall': 0.8693}</li>
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<li>매도: {'gt_count': 150, 'matched': 134, 'recall': 0.8933}</li>
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</ul>
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</body></html>
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@@ -1,12 +0,0 @@
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{
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"buy": {
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"gt_count": 306,
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"matched": 266,
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"recall": 0.8693
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},
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"sell": {
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"gt_count": 150,
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"matched": 134,
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"recall": 0.8933
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}
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}
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@@ -3,42 +3,42 @@
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"profile_json": "/Users/xavis/workspace/ncue/DeepCoin/docs/03_analysis/gt_mtf_profile.json",
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"calibration_json": "/Users/xavis/workspace/ncue/DeepCoin/docs/03_analysis/gt_calibration_report.json",
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"buy_profile_features": [
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"m3_ga_cci_20",
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"m3_bb_pos",
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"m3_ga_cci_20",
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"m3_ga_keltner_pos",
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"m3_ga_mfi_14",
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"m3_RSI",
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"m3_ga_donchian_pos",
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"m3_RSI",
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"m5_bb_pos",
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"m5_ga_cci_20",
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"m5_ga_mfi_14",
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"m5_ga_keltner_pos",
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"m5_ga_mfi_14",
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"m5_ga_donchian_pos",
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"m5_ga_cci_oversold",
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"m5_RSI",
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"m10_bb_pos",
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"m10_ga_cci_20",
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"m10_ga_ha_bull",
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"m10_ga_donchian_pos",
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"m10_ga_keltner_pos",
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"m10_stoch_k",
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"m10_ga_ha_bull",
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"m15_bb_pos",
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"m15_ga_cci_20",
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"m15_ga_ha_bull",
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"m15_ga_keltner_pos",
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"m15_ga_donchian_pos",
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"m15_ga_williams_overbought",
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"m15_stoch_k",
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"m30_ga_ha_bull",
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"m30_ga_williams_overbought",
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"m30_bb_pos",
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"m30_ga_cci_20",
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"m30_ga_williams_overbought",
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"m30_ga_donchian_pos",
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"m30_ga_cci_overbought",
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"m30_ga_keltner_pos",
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"m60_ga_ha_bull",
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"m60_bb_pos",
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"m60_ga_cci_20",
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"m60_ga_williams_overbought",
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"m60_ga_keltner_pos",
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"m60_ga_cci_20",
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"m60_ga_cci_overbought",
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"m60_ga_keltner_pos",
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"m240_ga_ha_bull",
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"m240_ga_ha_trend_up",
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"m240_ga_chart_ha_trend",
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@@ -47,50 +47,50 @@
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"m240_ga_keltner_pos",
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"d1_ga_ha_bull",
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"d1_ga_cci_20",
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"d1_ga_hammer",
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"d1_ga_cci_oversold",
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"d1_bb_pos",
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"d1_ga_cci_overbought",
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"d1_ga_ha_trend_up",
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"m10_ga_williams_overbought",
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"m10_ga_williams_r"
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"w1_ga_three_black_crows",
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"w1_ga_pattern_wedge_rising"
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],
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"sell_profile_features": [
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"m3_ga_cci_20",
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"m3_bb_pos",
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"m3_ga_cci_20",
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"m3_ga_keltner_pos",
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"m3_ga_mfi_14",
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"m3_RSI",
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"m3_ga_donchian_pos",
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"m3_RSI",
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"m5_bb_pos",
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"m5_ga_cci_20",
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"m5_ga_mfi_14",
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"m5_ga_keltner_pos",
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"m5_ga_mfi_14",
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"m5_ga_donchian_pos",
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"m5_ga_cci_oversold",
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"m5_RSI",
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"m10_bb_pos",
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"m10_ga_cci_20",
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"m10_ga_ha_bull",
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"m10_ga_donchian_pos",
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"m10_ga_keltner_pos",
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"m10_stoch_k",
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"m10_ga_ha_bull",
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"m15_bb_pos",
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"m15_ga_cci_20",
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"m15_ga_ha_bull",
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"m15_ga_keltner_pos",
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"m15_ga_donchian_pos",
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"m15_ga_williams_overbought",
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"m15_stoch_k",
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"m30_ga_ha_bull",
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"m30_ga_williams_overbought",
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"m30_bb_pos",
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"m30_ga_cci_20",
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"m30_ga_williams_overbought",
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"m30_ga_donchian_pos",
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"m30_ga_cci_overbought",
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"m30_ga_keltner_pos",
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"m60_ga_ha_bull",
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"m60_bb_pos",
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"m60_ga_cci_20",
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"m60_ga_williams_overbought",
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"m60_ga_keltner_pos",
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"m60_ga_cci_20",
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"m60_ga_cci_overbought",
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"m60_ga_keltner_pos",
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"m240_ga_ha_bull",
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"m240_ga_ha_trend_up",
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"m240_ga_chart_ha_trend",
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@@ -99,15 +99,15 @@
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"m240_ga_keltner_pos",
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"d1_ga_ha_bull",
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"d1_ga_cci_20",
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"d1_ga_hammer",
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"d1_ga_cci_oversold",
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"d1_bb_pos",
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"d1_ga_cci_overbought",
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"d1_ga_ha_trend_up",
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"m10_ga_williams_overbought",
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"m10_ga_williams_r"
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"w1_ga_three_black_crows",
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"w1_ga_pattern_wedge_rising"
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],
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"buy_gt_count": 304,
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"sell_gt_count": 150,
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"buy_gt_count": 318,
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"sell_gt_count": 158,
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"rule_count": 12,
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"rules": [
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{
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@@ -119,23 +119,24 @@
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"col": "m10_bb_pos",
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"op": "between",
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"lo": 0.0,
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"hi": 0.20106701606099592
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"hi": 0.20698250741759133
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},
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{
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"col": "m60_ga_ha_bull",
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"op": "eq_int",
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"value": 0
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"col": "m5_bb_pos",
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"op": "between",
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"lo": 0.0002639734376405,
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"hi": 0.2055391802948894
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},
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{
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"col": "m10_ga_cci_20",
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"op": "between",
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"lo": -196.75277202865237,
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"hi": -118.66969390129654
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"lo": -196.53481289151543,
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"hi": -118.19602423726946
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}
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],
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"profile_cols": [
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"m10_bb_pos",
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"m60_ga_ha_bull",
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"m5_bb_pos",
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"m10_ga_cci_20"
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]
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},
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@@ -147,20 +148,20 @@
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{
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"col": "m10_bb_pos",
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"op": "between",
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"lo": 0.020269805294580265,
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"hi": 0.1573047482613718
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},
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{
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"col": "m10_ga_cci_20",
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"op": "between",
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"lo": -176.0610418573743,
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"hi": -134.25322440673844
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"lo": 0.021172207503886126,
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"hi": 0.16409846055318933
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},
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{
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"col": "m5_bb_pos",
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"op": "between",
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"lo": 0.04935035261803711,
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"hi": 0.1678449416858898
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"lo": 0.04926406505452075,
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"hi": 0.17056205475779587
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},
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{
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"col": "m10_ga_cci_20",
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"op": "between",
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"lo": -176.08366788851922,
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"hi": -133.4800557108608
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}
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]
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},
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@@ -172,13 +173,13 @@
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{
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"col": "m10_bb_pos",
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"op": "between",
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"lo": 0.020269805294580265,
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"hi": 0.1573047482613718
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"lo": 0.021172207503886126,
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"hi": 0.16409846055318933
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},
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{
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"col": "m10_bb_pos",
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"op": "lte",
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"value": 0.8652920380018327
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"value": 0.8588208478908868
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}
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]
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},
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@@ -188,28 +189,28 @@
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"kind": "mtf_cross",
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"conditions": [
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{
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"col": "m3_ga_cci_20",
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"col": "m3_bb_pos",
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"op": "between",
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"lo": -165.63146997929448,
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"hi": -94.58417734722393
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"lo": 0.02225009472391165,
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"hi": 0.24829322108487767
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},
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{
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"col": "m5_bb_pos",
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"op": "between",
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"lo": 0.0007919203113804,
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"hi": 0.20459180244412847
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"lo": 0.0002639734376405,
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"hi": 0.2055391802948894
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},
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{
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"col": "m10_bb_pos",
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"op": "between",
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"lo": 0.0,
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"hi": 0.20106701606099592
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"hi": 0.20698250741759133
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},
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{
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"col": "m15_bb_pos",
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"op": "between",
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"lo": 0.0,
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"hi": 0.2273660357984182
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"hi": 0.2400835423107455
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},
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{
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"col": "m30_ga_ha_bull",
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@@ -230,6 +231,11 @@
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"col": "d1_ga_ha_bull",
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"op": "eq_int",
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"value": 0
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},
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{
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"col": "w1_ga_three_black_crows",
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"op": "eq_int",
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"value": 0
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}
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]
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},
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@@ -241,24 +247,25 @@
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{
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"col": "m10_bb_pos",
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"op": "between",
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"lo": 0.8052954063070535,
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"lo": 0.7941295136276819,
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"hi": 1.0
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},
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{
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"col": "m60_ga_ha_bull",
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"op": "eq_int",
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"value": 1
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"col": "m5_bb_pos",
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"op": "between",
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"lo": 0.7821369534082708,
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"hi": 0.9843377974456614
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},
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{
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"col": "m10_ga_cci_20",
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"op": "between",
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"lo": 111.65828056686297,
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"hi": 181.1790204647342
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"lo": 111.04253803255844,
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"hi": 180.08898611506828
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}
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],
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"profile_cols": [
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"m10_bb_pos",
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"m60_ga_ha_bull",
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"m5_bb_pos",
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"m10_ga_cci_20"
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]
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},
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@@ -270,20 +277,20 @@
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{
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"col": "m10_bb_pos",
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"op": "between",
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"lo": 0.8404304497544448,
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"hi": 0.9835509404754346
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},
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{
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"col": "m10_ga_cci_20",
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"op": "between",
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"lo": 121.46178461863994,
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"hi": 162.4704293245592
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"lo": 0.8370267885275882,
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"hi": 0.9796418765981115
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},
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{
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"col": "m5_bb_pos",
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"op": "between",
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"lo": 0.8255534770185807,
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"hi": 0.9360858121763327
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"lo": 0.8252236664366895,
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"hi": 0.9364576511584775
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},
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{
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"col": "m10_ga_cci_20",
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"op": "between",
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"lo": 119.31363996378025,
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"hi": 158.95227481534286
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}
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]
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},
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@@ -295,13 +302,13 @@
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{
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"col": "m10_bb_pos",
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"op": "between",
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"lo": 0.8404304497544448,
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"hi": 0.9835509404754346
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"lo": 0.8370267885275882,
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"hi": 0.9796418765981115
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},
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{
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"col": "m10_bb_pos",
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"op": "gte",
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"value": 0.1345186926688078
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"value": 0.14589043491619427
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}
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]
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},
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"kind": "mtf_cross",
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"conditions": [
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{
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"col": "m3_ga_cci_20",
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"col": "m3_bb_pos",
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"op": "between",
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"lo": 71.08020816708225,
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"hi": 152.0239279574577
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"lo": 0.6750785337434262,
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"hi": 0.9593012516978001
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},
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{
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"col": "m5_bb_pos",
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"op": "between",
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"lo": 0.7812942210429725,
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"hi": 0.979827466617936
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"lo": 0.7821369534082708,
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"hi": 0.9843377974456614
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},
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{
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"col": "m10_bb_pos",
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"op": "between",
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"lo": 0.8052954063070535,
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"lo": 0.7941295136276819,
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"hi": 1.0
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},
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{
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"col": "m15_bb_pos",
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"op": "between",
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"lo": 0.8266597207479214,
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"lo": 0.8206164588850927,
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"hi": 1.0
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},
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{
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"col": "d1_ga_ha_bull",
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"op": "eq_int",
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"value": 1
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},
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{
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"col": "w1_ga_three_black_crows",
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"op": "eq_int",
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"value": 0
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}
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]
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},
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Load Diff
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Load Diff
Reference in New Issue
Block a user