""" 전역 설정 (WLD). 값은 PROJECT_ROOT/.env → OS 환경 변수 순으로 읽습니다. """ from __future__ import annotations import os from deepcoin.env_loader import load_project_env load_project_env(override=True) def _getenv(key: str, default: str = "") -> str: return os.getenv(key, default) def _getenv_int(key: str, default: str) -> int: return int(_getenv(key, default)) def _getenv_float(key: str, default: str) -> float: return float(_getenv(key, default)) def _parse_int_tuple(env_key: str, default: str) -> tuple[int, ...]: raw = _getenv(env_key, default) return tuple(int(x.strip()) for x in raw.split(",") if x.strip()) def _parse_int_set(env_key: str, default: str) -> frozenset[int]: return frozenset(_parse_int_tuple(env_key, default)) def _parse_interval_map(env_key: str, default: str) -> dict[int, int]: """ '3:120,5:100' → {3: 120, 5: 100}. """ raw = _getenv(env_key, default) out: dict[int, int] = {} for part in raw.split(","): part = part.strip() if ":" not in part: continue k, v = part.split(":", 1) out[int(k.strip())] = int(v.strip()) return out def _parse_str_map(env_key: str, default: str) -> dict[int, str]: """'3:m3,1440:d1' → {3: 'm3', 1440: 'd1'}.""" raw = _getenv(env_key, default) out: dict[int, str] = {} for part in raw.split(","): part = part.strip() if ":" not in part: continue k, v = part.split(":", 1) out[int(k.strip())] = v.strip() return out # --- API / 알림 --- BITHUMB_ACCESS_KEY = _getenv("BITHUMB_ACCESS_KEY") BITHUMB_SECRET_KEY = _getenv("BITHUMB_SECRET_KEY") BITHUMB_API_URL = _getenv("BITHUMB_API_URL", "https://api.bithumb.com") BITHUMB_API_CANDLE_COUNT = _getenv_int("BITHUMB_API_CANDLE_COUNT", "200") BITHUMB_MINUTE_INTERVALS = _parse_int_set( "BITHUMB_MINUTE_INTERVALS", "1,3,5,10,15,30,60,240" ) HTS_API_RETRY_SLEEP_SEC = _getenv_float("HTS_API_RETRY_SLEEP_SEC", "0.5") COIN_TELEGRAM_BOT_TOKEN = _getenv("COIN_TELEGRAM_BOT_TOKEN") COIN_TELEGRAM_CHAT_ID = _getenv("COIN_TELEGRAM_CHAT_ID") # --- 거래 대상 --- SYMBOL = _getenv("SYMBOL", "WLD") COIN_NAME = _getenv("COIN_NAME", "월드코인") KR_COINS: dict[str, str] = {SYMBOL: COIN_NAME} # --- 타임프레임 (분) --- DAILY_INTERVAL_MIN = _getenv_int("DAILY_INTERVAL_MIN", "1440") ENTRY_INTERVAL = _getenv_int("ENTRY_INTERVAL", "3") TREND_INTERVAL_1H = _getenv_int("TREND_INTERVAL_1H", "60") TREND_INTERVAL_1D = _getenv_int("TREND_INTERVAL_1D", "1440") ALL_INTERVALS: tuple[int, ...] = _parse_int_tuple( "ALL_INTERVALS", "3,5,10,15,30,60,240,1440" ) # 1분봉은 시뮬·MTF 분석 미사용. 실시간 모니터는 API로 최신 1봉만 조회. DOWNLOAD_INTERVALS: tuple[int, ...] = _parse_int_tuple( "DOWNLOAD_INTERVALS", "3,5,10,15,30,60,240,1440", ) GENERAL_ANALYSIS_INTERVALS: tuple[int, ...] = _parse_int_tuple( "GENERAL_ANALYSIS_INTERVALS", "3,5,10,15,30,60,240,1440" ) TIMING_INTERVALS: tuple[int, ...] = _parse_int_tuple( "TIMING_INTERVALS", "3,5,10,15" ) TREND_INTERVALS: tuple[int, ...] = _parse_int_tuple( "TREND_INTERVALS", "60,240,1440" ) INTERVAL_PREFIX: dict[int, str] = _parse_str_map( "INTERVAL_PREFIX", "1:m1,3:m3,5:m5,10:m10,15:m15,30:m30,60:m60,240:m240,1440:d1", ) # --- 볼린저 / RSI --- BB_PERIOD = _getenv_int("BB_PERIOD", "20") BB_STD = _getenv_float("BB_STD", "2") BB_MIN_WIDTH_PCT = _getenv_float("BB_MIN_WIDTH_PCT", "0.8") RSI_PERIOD = _getenv_int("RSI_PERIOD", "14") # --- 이격도 --- DISPARITY_PERIODS: tuple[int, ...] = _parse_int_tuple("DISPARITY_PERIODS", "5,20,60") DISPARITY_OVERBOUGHT = _getenv_float("DISPARITY_OVERBOUGHT", "105") DISPARITY_OVERSOLD = _getenv_float("DISPARITY_OVERSOLD", "95") # --- MACD / Stochastic --- MACD_FAST = _getenv_int("MACD_FAST", "12") MACD_SLOW = _getenv_int("MACD_SLOW", "26") MACD_SIGNAL = _getenv_int("MACD_SIGNAL", "9") STOCH_K_PERIOD = _getenv_int("STOCH_K_PERIOD", "14") STOCH_D_PERIOD = _getenv_int("STOCH_D_PERIOD", "3") STOCH_SMOOTH_K = _getenv_int("STOCH_SMOOTH_K", "3") STOCH_OVERSOLD = _getenv_float("STOCH_OVERSOLD", "20") STOCH_OVERBOUGHT = _getenv_float("STOCH_OVERBOUGHT", "80") # --- 추세 --- TREND_RANGE_MA_GAP_PCT = _getenv_float("TREND_RANGE_MA_GAP_PCT", "0.5") # --- MTF 합성·정렬 --- ALIGN_RSI_OVERSOLD = _getenv_float("ALIGN_RSI_OVERSOLD", "35") ALIGN_RSI_OVERBOUGHT = _getenv_float("ALIGN_RSI_OVERBOUGHT", "65") ALIGN_RSI_CONFLICT_TIMING_LOW = _getenv_float("ALIGN_RSI_CONFLICT_TIMING_LOW", "40") ALIGN_RSI_CONFLICT_TIMING_HIGH = _getenv_float("ALIGN_RSI_CONFLICT_TIMING_HIGH", "65") ALIGN_RSI_CONFLICT_TREND_LOW = _getenv_float("ALIGN_RSI_CONFLICT_TREND_LOW", "40") ALIGN_RSI_CONFLICT_TREND_HIGH = _getenv_float("ALIGN_RSI_CONFLICT_TREND_HIGH", "65") ALIGN_BB_POS_LOW = _getenv_float("ALIGN_BB_POS_LOW", "0.2") ALIGN_BB_POS_HIGH = _getenv_float("ALIGN_BB_POS_HIGH", "0.8") # --- 다운로드 / DB --- DOWNLOAD_MONTHS = _getenv_int("DOWNLOAD_MONTHS", "12") DOWNLOAD_MONTHS_1M = _getenv_int("DOWNLOAD_MONTHS_1M", "6") INCREMENTAL_OVERLAP_BARS = _getenv_int("INCREMENTAL_OVERLAP_BARS", "3") DOWNLOAD_BACKFILL_EXTRA_BARS = _getenv_int("DOWNLOAD_BACKFILL_EXTRA_BARS", "200") DOWNLOAD_MIN_INCREMENTAL_BARS = _getenv_int("DOWNLOAD_MIN_INCREMENTAL_BARS", "50") DOWNLOAD_DAILY_EXTRA_DAYS = _getenv_int("DOWNLOAD_DAILY_EXTRA_DAYS", "20") DB_READ_LIMIT_DEFAULT = _getenv_int("DB_READ_LIMIT_DEFAULT", "7000") DB_ROW_WARMUP_BARS = _getenv_int("DB_ROW_WARMUP_BARS", "200") DB_ROW_MIN_DAILY_BARS = _getenv_int("DB_ROW_MIN_DAILY_BARS", "100") DB_ROW_DAILY_PADDING_DAYS = _getenv_int("DB_ROW_DAILY_PADDING_DAYS", "30") def _paths(): from deepcoin.paths import ( ANALYSIS_CAPABILITY_HTML, ANALYSIS_LATEST_DIR, ANALYSIS_REPORT_HTML, ANALYSIS_TRADES_CSV, resolve_db_path, resolve_ground_truth_file, ) return ( resolve_db_path(), resolve_ground_truth_file(), ANALYSIS_TRADES_CSV, ANALYSIS_REPORT_HTML, ANALYSIS_CAPABILITY_HTML, ANALYSIS_LATEST_DIR, ) _db, _gt, _a_csv, _a_html, _a_cap, _a_latest = _paths() DB_PATH = _getenv("DB_PATH", str(_db)) GROUND_TRUTH_PATH = _gt REPORTS_ANALYSIS_TRADES_CSV = _a_csv REPORTS_ANALYSIS_REPORT_HTML = _a_html REPORTS_ANALYSIS_CAPABILITY_HTML = _a_cap REPORTS_ANALYSIS_LATEST_DIR = _a_latest GROUND_TRUTH_FILE = _getenv("GROUND_TRUTH_FILE", str(_gt)) # --- 차트 --- CHART_LOOKBACK_DAYS = _getenv_int("CHART_LOOKBACK_DAYS", "365") GT_UNLIMITED_CHRONOLOGICAL_DAYS = _getenv_int("GT_UNLIMITED_CHRONOLOGICAL_DAYS", "300") # --- Ground Truth --- GT_MIN_SWING_PCT = _getenv_float("GT_MIN_SWING_PCT", "4.0") GT_PIVOT_ORDER = _getenv_int("GT_PIVOT_ORDER", "20") GT_MIN_BARS_BETWEEN = _getenv_int("GT_MIN_BARS_BETWEEN", "30") GT_MAX_ROUND_TRIPS = _getenv_int("GT_MAX_ROUND_TRIPS", "24") GT_SELECTION_MODE = _getenv("GT_SELECTION_MODE", "split_buy_peak_sell") GT_MIN_LEG_PCT = _getenv_float("GT_MIN_LEG_PCT", "8.0") GT_BUY_MIN_SWING_PCT = _getenv_float("GT_BUY_MIN_SWING_PCT", "3.0") GT_BUY_BB_MAX = _getenv_float("GT_BUY_BB_MAX", "0.45") GT_BUY_MIN_BARS = _getenv_int("GT_BUY_MIN_BARS", "24") GT_MAX_BUYS_PER_LEG = _getenv_int("GT_MAX_BUYS_PER_LEG", "12") GT_MAX_SELLS_PER_LEG = _getenv_int("GT_MAX_SELLS_PER_LEG", "2") GT_SELL_SPLIT_GAP_PCT = _getenv_float("GT_SELL_SPLIT_GAP_PCT", "2.5") GT_SELL_SPLIT_WEIGHTS: tuple[float, ...] = tuple( float(x.strip()) for x in _getenv("GT_SELL_SPLIT_WEIGHTS", "0.65,0.35").split(",") if x.strip() ) or (0.65, 0.35) GT_BUY_WEIGHT_RULE = _getenv("GT_BUY_WEIGHT_RULE", "inverse_price_normalized") GT_MARKER_SIZE_MIN = _getenv_int("GT_MARKER_SIZE_MIN", "10") GT_MARKER_SIZE_MAX = _getenv_int("GT_MARKER_SIZE_MAX", "32") GT_INITIAL_CASH_KRW = _getenv_int("GT_INITIAL_CASH_KRW", "400000") GT_MIN_ORDER_KRW = _getenv_int("GT_MIN_ORDER_KRW", "5000") GT_BUY_PCT_LARGE_LEG = _getenv_float("GT_BUY_PCT_LARGE_LEG", "1.0") GT_BUY_PCT_SMALL_LEG = _getenv_float("GT_BUY_PCT_SMALL_LEG", "0.05") GT_LARGE_LEG_TOP_PCT = _getenv_float("GT_LARGE_LEG_TOP_PCT", "0.2") # 시뮬·스캔: 1=인과적 신호·tier (미래 데이터 미사용, 운영 정합) GT_SIGNAL_CAUSAL = _getenv("GT_SIGNAL_CAUSAL", "1").strip().lower() in ( "1", "true", "yes", ) SIM_CAUSAL_TIER = _getenv("SIM_CAUSAL_TIER", "1").strip().lower() in ( "1", "true", "yes", ) # 인과 GT leg 엔진 (Option C +300% 경로) CAUSAL_GT_PEAK_MODE = _getenv("CAUSAL_GT_PEAK_MODE", "local").strip().lower() if CAUSAL_GT_PEAK_MODE not in ("local", "zigzag"): CAUSAL_GT_PEAK_MODE = "local" CAUSAL_GT_MIN_LEG_PCT = _getenv_float("CAUSAL_GT_MIN_LEG_PCT", "5.0") CAUSAL_GT_MIN_BARS_BETWEEN_LEGS = _getenv_int("CAUSAL_GT_MIN_BARS_BETWEEN_LEGS", "60") CAUSAL_GT_USE_LOCAL_TROUGH = _getenv("CAUSAL_GT_USE_LOCAL_TROUGH", "1").strip().lower() in ( "1", "true", "yes", ) CAUSAL_GT_DD_LARGE_PCT = _getenv_float("CAUSAL_GT_DD_LARGE_PCT", "8.0") CAUSAL_GT_DD_MEDIUM_PCT = _getenv_float("CAUSAL_GT_DD_MEDIUM_PCT", "4.0") GT_BUY_PCT_MEDIUM_LEG = _getenv_float("GT_BUY_PCT_MEDIUM_LEG", "0.25") SIM_TIER_CONVICTION_DD_PCT = _getenv_float("SIM_TIER_CONVICTION_DD_PCT", "10.0") TRADING_FEE_RATE = _getenv_float("TRADING_FEE_RATE", "0.0005") # --- 모니터 / API 수집 --- MONITOR_LOOP_SLEEP_SEC = _getenv_int("MONITOR_LOOP_SLEEP_SEC", "180") MONITOR_POOL_WORKERS = _getenv_int("MONITOR_POOL_WORKERS", "12") MONITOR_DEFAULT_INTERVAL = _getenv_int("MONITOR_DEFAULT_INTERVAL", "60") MONITOR_API_RETRIES = _getenv_int("MONITOR_API_RETRIES", "3") MONITOR_API_BONG_COUNT = _getenv_int("MONITOR_API_BONG_COUNT", "3000") MONITOR_SLEEP_AFTER_REQUEST_SEC = _getenv_float("MONITOR_SLEEP_AFTER_REQUEST_SEC", "0.5") MONITOR_SLEEP_RATE_LIMIT_SEC = _getenv_float("MONITOR_SLEEP_RATE_LIMIT_SEC", "5") MONITOR_SLEEP_BETWEEN_CHUNKS_SEC = _getenv_float("MONITOR_SLEEP_BETWEEN_CHUNKS_SEC", "0.3") MONITOR_API_CHUNK_BARS = _getenv_int("MONITOR_API_CHUNK_BARS", "200") MONITOR_MA_WINDOWS: tuple[int, ...] = _parse_int_tuple( "MONITOR_MA_WINDOWS", "5,20,40,120,200,240,720,1440" ) MONITOR_NORM_WINDOW = _getenv_int("MONITOR_NORM_WINDOW", "20") MONITOR_TELEGRAM_BATCH_SIZE = _getenv_int("MONITOR_TELEGRAM_BATCH_SIZE", "20") # 규칙 알림 참고 금액(매수 시 수량=금액/가격). 매도 시에는 보유 수량 우선. MONITOR_ALERT_KRW_AMOUNT = _getenv_int("MONITOR_ALERT_KRW_AMOUNT", "40000") # 05/06·live_eval API 수집 시 coins.db 증분 INSERT (01_download와 동일 append_data) MONITOR_PERSIST_CANDLES = _getenv("MONITOR_PERSIST_CANDLES", "1").strip().lower() in ( "1", "true", "yes", ) # --- general_analysis --- GA_COL_PREFIX = _getenv("GA_COL_PREFIX", "ga_") LOOKBACK_BARS: dict[int, int] = _parse_interval_map( "LOOKBACK_BARS", "3:120,5:100,10:80,15:60,30:50,60:40,240:30,1440:60", ) CONTEXT_TAIL_ROWS: dict[int, int] = _parse_interval_map( "CONTEXT_TAIL_ROWS", "3:6000,5:5000,10:4000,15:3000,30:2000,60:1500,240:800,1440:500", ) GA_DEFAULT_TAIL_EXPORT = _getenv_int("GA_DEFAULT_TAIL_EXPORT", "200") GA_PATTERN_TOLERANCE_PCT = _getenv_float("GA_PATTERN_TOLERANCE_PCT", "2.5") GA_VP_BINS = _getenv_int("GA_VP_BINS", "30") GA_VP_VALUE_AREA_PCT = _getenv_float("GA_VP_VALUE_AREA_PCT", "0.70") GA_HV_ROLLING_BARS = _getenv_int("GA_HV_ROLLING_BARS", "20") GA_HV_PERCENTILE_WINDOW = _getenv_int("GA_HV_PERCENTILE_WINDOW", "120") GA_HV_ANNUALIZE_SQRT = _getenv_float("GA_HV_ANNUALIZE_SQRT", "339.41148133") GA_DIVERGENCE_LOOKBACK = _getenv_int("GA_DIVERGENCE_LOOKBACK", "10") GA_SMA_PERIODS: tuple[int, ...] = _parse_int_tuple("GA_SMA_PERIODS", "5,20,60,120") GA_EMA_SPANS: tuple[int, ...] = _parse_int_tuple("GA_EMA_SPANS", "12,26") GA_ATR_PERIOD = _getenv_int("GA_ATR_PERIOD", "14") GA_KELTNER_ATR_MULT = _getenv_float("GA_KELTNER_ATR_MULT", "2") GA_AO_FAST = _getenv_int("GA_AO_FAST", "5") GA_AO_SLOW = _getenv_int("GA_AO_SLOW", "34") GA_LINREG_WINDOW = _getenv_int("GA_LINREG_WINDOW", "20") GA_ADX_PERIOD = _getenv_int("GA_ADX_PERIOD", "14") GA_ADX_TREND_THRESHOLD = _getenv_float("GA_ADX_TREND_THRESHOLD", "25") GA_SUPERTREND_ATR_MULT = _getenv_float("GA_SUPERTREND_ATR_MULT", "3") GA_VOL_SPIKE_MULT = _getenv_float("GA_VOL_SPIKE_MULT", "1.8") GA_VOL_MA_WINDOW = _getenv_int("GA_VOL_MA_WINDOW", "20") GA_CCI_PERIOD = _getenv_int("GA_CCI_PERIOD", "20") GA_WILLIAMS_PERIOD = _getenv_int("GA_WILLIAMS_PERIOD", "14") GA_ROC_PERIOD = _getenv_int("GA_ROC_PERIOD", "10") GA_MFI_PERIOD = _getenv_int("GA_MFI_PERIOD", "14") GA_CMF_PERIOD = _getenv_int("GA_CMF_PERIOD", "20") GA_DONCHIAN_PERIOD = _getenv_int("GA_DONCHIAN_PERIOD", "20") GA_BB_SQUEEZE_WINDOW = _getenv_int("GA_BB_SQUEEZE_WINDOW", "50") GA_BB_SQUEEZE_QUANTILE = _getenv_float("GA_BB_SQUEEZE_QUANTILE", "0.2") GA_PIVOT_ORDER = _getenv_int("GA_PIVOT_ORDER", "3") GA_PSAR_AF_START = _getenv_float("GA_PSAR_AF_START", "0.02") GA_PSAR_AF_STEP = _getenv_float("GA_PSAR_AF_STEP", "0.02") GA_PSAR_AF_MAX = _getenv_float("GA_PSAR_AF_MAX", "0.2") # --- 04 매칭 (GT 프로필 + 전구간 EV) --- MATCH_PRIMARY_INTERVAL = _getenv_int("MATCH_PRIMARY_INTERVAL", "3") MATCH_GT_TOLERANCE_MIN = _getenv_int("MATCH_GT_TOLERANCE_MIN", "15") MATCH_FORWARD_BARS = _getenv_int("MATCH_FORWARD_BARS", "60") MATCH_FEE_RATE = _getenv_float("MATCH_FEE_RATE", "0.0005") MATCH_MIN_FIRES = _getenv_int("MATCH_MIN_FIRES", "10") MATCH_TRAIN_RATIO = _getenv_float("MATCH_TRAIN_RATIO", "0.7") MATCH_MAX_RULES_PER_SIDE = _getenv_int("MATCH_MAX_RULES_PER_SIDE", "5") MATCH_PROFILE_QUANTILE_LO = _getenv_float("MATCH_PROFILE_QUANTILE_LO", "0.25") MATCH_PROFILE_QUANTILE_HI = _getenv_float("MATCH_PROFILE_QUANTILE_HI", "0.75") MATCH_MIN_EV_VALID = _getenv_float("MATCH_MIN_EV_VALID", "0.0") MATCH_MIN_PROFIT_FACTOR = _getenv_float("MATCH_MIN_PROFIT_FACTOR", "1.0") MATCH_MAX_VALID_FIRE_RATE = _getenv_float("MATCH_MAX_VALID_FIRE_RATE", "0.35") MATCH_BEST_EFFORT_PER_SIDE = _getenv_int("MATCH_BEST_EFFORT_PER_SIDE", "3") MATCH_INCLUDE_WIDE_RULES = _getenv("MATCH_INCLUDE_WIDE_RULES", "0").strip() in ( "1", "true", "True", "yes", ) MATCH_PROFILE_TIGHT_LO = _getenv_float("MATCH_PROFILE_TIGHT_LO", "0.35") MATCH_PROFILE_TIGHT_HI = _getenv_float("MATCH_PROFILE_TIGHT_HI", "0.65") MATCH_PROFILE_TOP_PER_TF = _getenv_int("MATCH_PROFILE_TOP_PER_TF", "6") MATCH_PROFILE_TOP_GLOBAL = _getenv_int("MATCH_PROFILE_TOP_GLOBAL", "30") MATCH_PROFILE_MIN_SEPARATION = _getenv_float("MATCH_PROFILE_MIN_SEPARATION", "0.25") MATCH_PROFILE_MIN_SAMPLES = _getenv_int("MATCH_PROFILE_MIN_SAMPLES", "10") MATCH_INCLUDE_MTF_CROSS = _getenv("MATCH_INCLUDE_MTF_CROSS", "1").strip() in ( "1", "true", "True", "yes", ) MATCH_LIVE_LOOKBACK_DAYS = _getenv_int("MATCH_LIVE_LOOKBACK_DAYS", "14") MATCH_LIVE_CACHE_SEC = _getenv_int("MATCH_LIVE_CACHE_SEC", "180") MATCH_LABEL_MODE = _getenv("MATCH_LABEL_MODE", "leg_gt") MATCH_MAX_HOLD_DAYS = _getenv_int("MATCH_MAX_HOLD_DAYS", "45") MATCH_INCLUDE_ATOMIC = _getenv("MATCH_INCLUDE_ATOMIC", "0").strip() in ( "1", "true", "True", "yes", ) MATCH_HOLDOUT_RATIO = _getenv_float("MATCH_HOLDOUT_RATIO", "0.15") MATCH_MIN_FIRES_HOLDOUT = _getenv_int("MATCH_MIN_FIRES_HOLDOUT", "5") MATCH_MONITOR_MAX_PER_SIDE = _getenv_int("MATCH_MONITOR_MAX_PER_SIDE", "1") MONITOR_ALERT_COOLDOWN_MIN = _getenv_int("MONITOR_ALERT_COOLDOWN_MIN", "3") MATCH_KIND_PRIORITY: tuple[str, ...] = tuple( x.strip() for x in _getenv( "MATCH_KIND_PRIORITY", "mtf_cross,compound_tight,contrast,compound,atomic,wide", ).split(",") if x.strip() ) # --- 1단계 시뮬레이션 리포트 --- SIM_WALK_FORWARD_MIN_MONTHS = _getenv_int("SIM_WALK_FORWARD_MIN_MONTHS", "3") SIM_FEE_STRESS_MULT = _getenv_float("SIM_FEE_STRESS_MULT", "2.0") SIM_GO_MIN_HOLDOUT_EV = _getenv_float("SIM_GO_MIN_HOLDOUT_EV", "0.0") SIM_GO_MIN_HOLDOUT_PF = _getenv_float("SIM_GO_MIN_HOLDOUT_PF", "1.0") SIM_GO_WF_POSITIVE_RATIO = _getenv_float("SIM_GO_WF_POSITIVE_RATIO", "0.5") # hybrid DD tier 승격·검증 (Option C +300%) SIM_HYBRID_MIN_HOLDOUT_PNL_PCT = _getenv_float("SIM_HYBRID_MIN_HOLDOUT_PNL_PCT", "0.0") SIM_HYBRID_MAX_MDD_PCT = _getenv_float("SIM_HYBRID_MAX_MDD_PCT", "30.0") SIM_OPTION_C_TARGET_PNL_PCT = _getenv_float("SIM_OPTION_C_TARGET_PNL_PCT", "300.0") SIM_OPTION_C_PHASE2_TARGET_PNL_PCT = _getenv_float("SIM_OPTION_C_PHASE2_TARGET_PNL_PCT", "1000.0") SIM_OPTION_C_PHASE2_FEE_STRESS_RATIO = _getenv_float("SIM_OPTION_C_PHASE2_FEE_STRESS_RATIO", "0.85") SIM_OPTION_C_MIN_GT_CAPTURE = _getenv_float("SIM_OPTION_C_MIN_GT_CAPTURE", "0.23") SIM_HYBRID_PORTFOLIO_WF_MIN_RATIO = _getenv_float("SIM_HYBRID_PORTFOLIO_WF_MIN_RATIO", "0.5") SIM_PRIMARY_SIZING = _getenv("SIM_PRIMARY_SIZING", "auto").strip().lower() if SIM_PRIMARY_SIZING not in ("auto", "hybrid", "causal_tier"): SIM_PRIMARY_SIZING = "auto" # --- 3단계 실거래 (오픈 전 문서·시뮬 Go 필수) --- LIVE_TRADING_ENABLED = _getenv("LIVE_TRADING_ENABLED", "0").strip() in ( "1", "true", "True", "yes", ) LIVE_ORDER_KRW = _getenv_int("LIVE_ORDER_KRW", "40000") LIVE_BUY_PCT_LARGE = _getenv_float("LIVE_BUY_PCT_LARGE", "1.0") LIVE_BUY_PCT_SMALL = _getenv_float("LIVE_BUY_PCT_SMALL", "0.05") # Phase C dry-run: 초기자금×10 (hybrid full tier 여유). B-1은 .env에서 400000 권장. LIVE_DAILY_KRW_MAX = _getenv_int("LIVE_DAILY_KRW_MAX", "4000000") LIVE_COOLDOWN_MIN = _getenv_int("LIVE_COOLDOWN_MIN", "3") LIVE_MAX_TRADES_PER_DAY = _getenv_int("LIVE_MAX_TRADES_PER_DAY", "10") LIVE_DAILY_LOSS_LIMIT_KRW = _getenv_int("LIVE_DAILY_LOSS_LIMIT_KRW", "20000") LIVE_SLIPPAGE_PCT = _getenv_float("LIVE_SLIPPAGE_PCT", "0.05")