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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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24
discovered_rules.json
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@@ -1,19 +1,21 @@
{
"name": "discovered_best",
"buy_all": [
"m240:above_upper",
"m3:bb_zone_bottom"
"m3:cross_up_lower",
"m60:ichi_tk_bull",
"d1:!ichi_below_cloud",
"m3:bb_zone_low",
"m3:ichi_above_cloud"
],
"buy_any": [],
"sell_all": [
"m3:cross_up_upper",
"m3:ichi_above_cloud",
"m3:ichi_cloud_bull",
"m3:ichi_tk_cross_up"
"m60:cross_up_upper"
],
"sell_stop": [],
"train_return_pct": 2.9835000000000003,
"test_return_pct": 1.45272321428571,
"full_return_pct": 4.43622321428571,
"trade_count": 3
"sell_stop": [
"m3:cross_down_lower"
],
"train_return_pct": 0.7385912698412721,
"test_return_pct": 0.0,
"full_return_pct": 0.7385912698412721,
"trade_count": 2
}