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feat: GT·차트 2017~ 확장 및 sim 기간 3년으로 변경

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DB 2017년 데이터에 맞춰 lookback 3447일로 GT·현물·선물 차트를 재생성하고, 2단계 sim은 최근 1095일(3년) 매매만 적용한다.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dsyoon
2026-06-10 09:02:34 +09:00
parent e8390f3096
commit ff131cca4a
39 changed files with 136286 additions and 5792 deletions
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14
.env.example
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@@ -16,17 +16,17 @@ COIN_TELEGRAM_CHAT_ID=
SYMBOL=BTC
COIN_NAME=비트코인
# --- 데이터 수집 (최대 2년) ---
# --- 데이터 수집 (2017-01-01~, DB 최신 기준 약 3447일) ---
# 인터벌 코드: 분봉=분, 일봉=1440, 주봉=10080, 월봉=43200
DB_PATH=coins.db
DOWNLOAD_DAYS=730
DOWNLOAD_DAYS=3447
DOWNLOAD_INTERVALS=3,5,10,15,30,60,240,1440,10080,43200
API_REQUEST_SLEEP_SEC=0.35
API_REQUEST_RETRIES=3
# --- Ground Truth (1단계, 2년) — DOWNLOAD_DAYS와 동일 권장 ---
# --- Ground Truth (1단계, 2017~) — DOWNLOAD_DAYS와 동일 권장 ---
GT_INTERVAL_MIN=3
GT_LOOKBACK_DAYS=730
GT_LOOKBACK_DAYS=3447
GT_INITIAL_CASH_KRW=400000
GT_TRADING_FEE_RATE=0.0005
GT_ZIGZAG_REVERSAL_PCT=5.0
@@ -47,8 +47,8 @@ GROUND_TRUTH_CHART_V1_FILE=docs/02_ground_truth/gt/ground_truth_chart_v1.html
GROUND_TRUTH_CHART_V2_FILE=docs/02_ground_truth/gt/ground_truth_chart_v2.html
GROUND_TRUTH_CHART_V3_FILE=docs/02_ground_truth/gt/ground_truth_chart_v3.html
# --- Ground Truth 2단계 (수익 시뮬, 최근 1년) ---
GT_SIM_LOOKBACK_DAYS=365
# --- Ground Truth 2단계 (수익 시뮬, 최근 3년) ---
GT_SIM_LOOKBACK_DAYS=1095
GROUND_TRUTH_CHART_SIM_V1_FILE=docs/02_ground_truth/spot/ground_truth_chart_sim_v1.html
GROUND_TRUTH_CHART_SIM_V2_FILE=docs/02_ground_truth/spot/ground_truth_chart_sim_v2.html
GROUND_TRUTH_CHART_SIM_V3_FILE=docs/02_ground_truth/spot/ground_truth_chart_sim_v3.html
@@ -58,7 +58,7 @@ GROUND_TRUTH_FUTURES_CHART_V1_FILE=docs/02_ground_truth/futures/gt/ground_truth_
GROUND_TRUTH_FUTURES_CHART_V2_FILE=docs/02_ground_truth/futures/gt/ground_truth_chart_v2.html
GROUND_TRUTH_FUTURES_CHART_V3_FILE=docs/02_ground_truth/futures/gt/ground_truth_chart_v3.html
# --- 선물 2단계 sim 차트 (최근 1년 · 40만원) ---
# --- 선물 2단계 sim 차트 (최근 3년 · 40만원) ---
GROUND_TRUTH_FUTURES_CHART_SIM_V1_FILE=docs/02_ground_truth/futures/ground_truth_chart_sim_v1.html
GROUND_TRUTH_FUTURES_CHART_SIM_V2_FILE=docs/02_ground_truth/futures/ground_truth_chart_sim_v2.html
GROUND_TRUTH_FUTURES_CHART_SIM_V3_FILE=docs/02_ground_truth/futures/ground_truth_chart_sim_v3.html