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로고스 전략 FSM을 simulation 기본 실행에 통합한다.

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수동 타점(logos_trades.json) 흐름에 맞춘 순차 매매 로직을 추가하고, python simulation.py 실행 시 로고스 백테스트·HTML을 생성한다. 규칙 탐색·BB 안전장치 개선과 함께 reports HTML은 gitignore로 제외한다.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dsyoon
2026-05-29 19:07:10 +09:00
parent e218a8ea32
commit e631a5701f
12 changed files with 1639 additions and 100 deletions
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combination_report.json Normal file
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{
"generated_at": "2026-05-29T13:55:17",
"intervals_loaded": [
1,
3,
5,
10,
15,
30,
60,
240,
1440
],
"latest_positions": [
{
"interval": 1,
"label": "1분",
"close": 425.0,
"bb_pos": 0.352,
"bb_zone": "mid",
"bb_state": "squeeze",
"ichi_position": "in_cloud",
"ichi_tk": "bear",
"ichi_cloud": "bull"
},
{
"interval": 3,
"label": "3분",
"close": 425.0,
"bb_pos": 0.638,
"bb_zone": "mid",
"bb_state": "inside_band",
"ichi_position": "above_cloud",
"ichi_tk": "bull",
"ichi_cloud": "bull"
},
{
"interval": 5,
"label": "5분",
"close": 425.0,
"bb_pos": 0.706,
"bb_zone": "high",
"bb_state": "inside_band",
"ichi_position": "above_cloud",
"ichi_tk": "bull",
"ichi_cloud": "bear"
},
{
"interval": 10,
"label": "10분",
"close": 425.0,
"bb_pos": 0.744,
"bb_zone": "high",
"bb_state": "inside_band",
"ichi_position": "in_cloud",
"ichi_tk": "bear",
"ichi_cloud": "bear"
},
{
"interval": 15,
"label": "15분",
"close": 425.0,
"bb_pos": 0.526,
"bb_zone": "mid",
"bb_state": "inside_band",
"ichi_position": "above_cloud",
"ichi_tk": "bear",
"ichi_cloud": "bear"
},
{
"interval": 30,
"label": "30분",
"close": 425.0,
"bb_pos": 0.448,
"bb_zone": "mid",
"bb_state": "inside_band",
"ichi_position": "above_cloud",
"ichi_tk": "bear",
"ichi_cloud": "bear"
},
{
"interval": 60,
"label": "60분",
"close": 425.0,
"bb_pos": 0.613,
"bb_zone": "mid",
"bb_state": "inside_band",
"ichi_position": "below_cloud",
"ichi_tk": "bull",
"ichi_cloud": "bear"
},
{
"interval": 240,
"label": "240분",
"close": 425.0,
"bb_pos": 0.317,
"bb_zone": "low",
"bb_state": "inside_band",
"ichi_position": "below_cloud",
"ichi_tk": "bear",
"ichi_cloud": "bear"
},
{
"interval": 1440,
"label": "일봉",
"close": 425.0,
"bb_pos": 0.417,
"bb_zone": "mid",
"bb_state": "inside_band",
"ichi_position": "below_cloud",
"ichi_tk": "bull",
"ichi_cloud": "bull"
}
],
"buy_recommendations": [
"m30:bullish — 410회, +1.08% (+1.04%p)",
"m60:above_upper — 480회, +1.00% (+0.96%p)",
"m60:cross_up_upper — 340회, +0.89% (+0.86%p)",
"m60:bullish — 960회, +0.76% (+0.72%p)",
"m240:hammer — 1588회, +0.70% (+0.66%p)",
"m240:cross_up_upper — 160회, +0.66% (+0.62%p)",
"m60:bb_zone_top — 1377회, +0.66% (+0.62%p)",
"m30:ichi_tk_cross_down — 148회, +0.62% (+0.59%p)",
"조합 m30:bullish + m60:above_upper — 50회, +2.48%p",
"조합 m60:above_upper + m30:body_strong — 50회, +2.44%p",
"조합 m30:bullish + d1:bb_zone_high — 130회, +2.39%p",
"조합 m30:bullish + m60:cross_up_upper — 30회, +2.26%p",
"조합 d1:bb_zone_high + m30:body_strong — 100회, +2.13%p"
],
"sell_recommendations": [],
"buy_avoid": [
"매수 회피: m240:cross_down_lower (-0.93%p)",
"매수 회피: m240:below_lower (-0.93%p)",
"매수 회피: m10:body_ratio (-0.63%p)",
"매수 회피: m15:cross_up_lower (-0.58%p)",
"매수 회피: m10:bullish (-0.54%p)",
"매수 회피: m240:cross_up_lower (-0.53%p)"
],
"top_buy_pairs": [
{
"keys": [
"m30:bullish",
"m60:above_upper"
],
"count": 50,
"avg_forward_pct": 2.5214,
"edge_vs_base": 2.4838
},
{
"keys": [
"m60:above_upper",
"m30:body_strong"
],
"count": 50,
"avg_forward_pct": 2.4777,
"edge_vs_base": 2.4401
},
{
"keys": [
"m30:bullish",
"d1:bb_zone_high"
],
"count": 130,
"avg_forward_pct": 2.4265,
"edge_vs_base": 2.3889
},
{
"keys": [
"m30:bullish",
"m60:cross_up_upper"
],
"count": 30,
"avg_forward_pct": 2.2987,
"edge_vs_base": 2.2611
},
{
"keys": [
"d1:bb_zone_high",
"m30:body_strong"
],
"count": 100,
"avg_forward_pct": 2.1672,
"edge_vs_base": 2.1296
},
{
"keys": [
"m60:bb_zone_top",
"m30:body_strong"
],
"count": 80,
"avg_forward_pct": 2.0742,
"edge_vs_base": 2.0366
},
{
"keys": [
"m240:hammer",
"m30:body_strong"
],
"count": 139,
"avg_forward_pct": 1.9833,
"edge_vs_base": 1.9457
},
{
"keys": [
"m30:bullish",
"m240:hammer"
],
"count": 190,
"avg_forward_pct": 1.932,
"edge_vs_base": 1.8944
},
{
"keys": [
"m30:bullish",
"m60:bb_zone_top"
],
"count": 140,
"avg_forward_pct": 1.924,
"edge_vs_base": 1.8864
},
{
"keys": [
"m30:bullish",
"m60:bb_pos_high"
],
"count": 140,
"avg_forward_pct": 1.924,
"edge_vs_base": 1.8864
},
{
"keys": [
"m30:body_strong",
"m60:bb_pos_high"
],
"count": 90,
"avg_forward_pct": 1.8966,
"edge_vs_base": 1.859
},
{
"keys": [
"m60:bullish",
"m240:cross_up_upper"
],
"count": 20,
"avg_forward_pct": 1.8701,
"edge_vs_base": 1.8324
},
{
"keys": [
"m60:cross_up_upper",
"m30:body_strong"
],
"count": 20,
"avg_forward_pct": 1.731,
"edge_vs_base": 1.6934
},
{
"keys": [
"m60:cross_up_upper",
"m240:hammer"
],
"count": 180,
"avg_forward_pct": 1.5455,
"edge_vs_base": 1.5079
},
{
"keys": [
"m60:above_upper",
"m240:hammer"
],
"count": 300,
"avg_forward_pct": 1.4981,
"edge_vs_base": 1.4605
},
{
"keys": [
"m30:bullish",
"m60:hammer"
],
"count": 210,
"avg_forward_pct": 1.4713,
"edge_vs_base": 1.4337
},
{
"keys": [
"m60:bullish",
"m240:hammer"
],
"count": 420,
"avg_forward_pct": 1.3974,
"edge_vs_base": 1.3598
},
{
"keys": [
"m240:hammer",
"m60:bb_zone_top"
],
"count": 480,
"avg_forward_pct": 1.3812,
"edge_vs_base": 1.3436
},
{
"keys": [
"m60:cross_up_upper",
"d1:bb_zone_high"
],
"count": 180,
"avg_forward_pct": 1.3333,
"edge_vs_base": 1.2956
},
{
"keys": [
"m60:bullish",
"m30:body_strong"
],
"count": 90,
"avg_forward_pct": 1.3228,
"edge_vs_base": 1.2852
}
],
"top_sell_pairs": [],
"suggested_rules": {
"buy_all": [
"m30:bullish",
"m60:above_upper"
],
"buy_any": [],
"sell_all": [],
"sell_stop": []
}
}