로고스 전략 FSM을 simulation 기본 실행에 통합한다.

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>

strategy.py

@@ -489,29 +489,44 @@ def evaluate_discovered_live(
     최신 3분 봉 시점에서 discovered_rules + 전 봉 BB·일목 조합으로 신호 1건.
     """
     from candle_features import build_master_feature_matrix
-    from rule_discovery import buy_mask, load_rules, rules_have_buy, sell_mask
+    from rule_discovery import (
+        _trigger_at,
+        buy_mask,
+        load_rules,
+        rules_have_buy,
+        sell_mask,
+    )
 
     rules = load_rules()
     if rules is None or not rules_have_buy(rules):
         return None
 
     matrix = build_master_feature_matrix(frames)
-    if len(matrix) < 22:
+    if len(matrix) < 23:
         return None
-    last = matrix.iloc[[-1]]
-    ts = last.index[-1]
-    close = float(last["Close"].iloc[-1])
+    tail = matrix.iloc[-2:]
+    i = 1
+    ts = tail.index[-1]
+    close = float(tail["Close"].iloc[-1])
     trend = get_trend_at(df_1d, df_1h, ts)
 
+    b_m = buy_mask(tail, rules)
+    s_m = sell_mask(tail, rules, stop=False)
+    st_m = (
+        sell_mask(tail, rules, stop=True)
+        if rules.sell_stop
+        else np.zeros(len(tail), dtype=bool)
+    )
+
     position = float(balances.get(symbol, {}).get("balance", 0) or 0)
     if position >= 1.0:
-        if rules.sell_stop and sell_mask(last, rules, stop=True)[0]:
+        if rules.sell_stop and _trigger_at(st_m, i):
             return TradeSignal("sell", SIGNAL_SELL_STOP, close, trend)
-        if sell_mask(last, rules, stop=False)[0]:
+        if _trigger_at(s_m, i):
             return TradeSignal("sell", SIGNAL_SELL_UPPER, close, trend)
         return None
 
-    if buy_mask(last, rules)[0]:
+    if _trigger_at(b_m, i):
         return TradeSignal("buy", SIGNAL_BUY_LOWER, close, trend)
     return None