# DeepCoin — .env.example (비밀값 없음). 복사: cp .env.example .env # --- 빗썸 API (캔들 수집은 Public API, 키 선택) --- BITHUMB_ACCESS_KEY= BITHUMB_SECRET_KEY= BITHUMB_API_URL=https://api.bithumb.com BITHUMB_API_CANDLE_COUNT=200 BITHUMB_MINUTE_INTERVALS=3,5,10,15,30,60,240 HTS_API_RETRY_SLEEP_SEC=0.5 # --- 텔레그램 (선택) --- COIN_TELEGRAM_BOT_TOKEN= COIN_TELEGRAM_CHAT_ID= # --- 거래 대상 --- SYMBOL=BTC COIN_NAME=비트코인 # --- 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=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, 2017~) — DOWNLOAD_DAYS와 동일 권장 --- GT_INTERVAL_MIN=3 GT_LOOKBACK_DAYS=3447 GT_INITIAL_CASH_KRW=1000000 GT_MAX_BUY_ORDER_KRW=20000000 GT_TRADING_FEE_RATE=0.0005 GT_ZIGZAG_REVERSAL_PCT=5.0 GT_MIN_LEG_PCT=3.0 GT_PULLBACK_MIN_PCT=1.5 GT_PULLBACK_LOCAL_ORDER=10 GT_BREAKOUT_BUFFER_PCT=0.1 GT_BREAKOUT_CONSOLIDATION_BARS=200 GT_BREAKOUT_MIN_RALLY_PCT=2.0 GT_DIV_LOCAL_ORDER=20 GT_DIV_MIN_BARS_BETWEEN=1500 GT_DIV_MIN_RSI_DIFF=5.0 GT_DIV_MIN_FUTURE_MOVE_PCT=4.0 GROUND_TRUTH_FILE=data/ground_truth/spot/ground_truth_trades_v3.json GROUND_TRUTH_V1_FILE=data/ground_truth/spot/ground_truth_trades_v1.json GROUND_TRUTH_V2_FILE=data/ground_truth/spot/ground_truth_trades_v2.json GROUND_TRUTH_CHART_V1_FILE=docs/02_ground_truth/spot/gt/ground_truth_chart_v1.html GROUND_TRUTH_CHART_V2_FILE=docs/02_ground_truth/spot/gt/ground_truth_chart_v2.html GROUND_TRUTH_CHART_V3_FILE=docs/02_ground_truth/spot/gt/ground_truth_chart_v3.html # --- 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 # --- 선물 Ground Truth 차트 (현물 GT 타점 기반, 롱·숏 4색) --- GROUND_TRUTH_FUTURES_CHART_V1_FILE=docs/02_ground_truth/futures/gt/ground_truth_chart_v1.html 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 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 # 현물 GT 타점 차트: docs/02_ground_truth/spot/gt/ # 현물 sim 차트: docs/02_ground_truth/spot/ # 선물 GT 타점 차트: docs/02_ground_truth/futures/gt/ # 선물 sim 차트: docs/02_ground_truth/futures/ # 0단계 선물 벤치마크 sim: docs/02_ground_truth/futures/ground_truth_chart_sim_v3.html # 3단계 인과 sim 차트: docs/02_ground_truth/futures/causal_chart_sim_v3.html # --- 2단계: 인과 기법 GT 정합 --- TECHNIQUES_DIR=data/techniques ANALYSIS_REPORT_JSON=docs/03_analysis/comparison_report.json ANALYSIS_REPORT_HTML=docs/03_analysis/comparison_report.html SIGNAL_TYPE_REPORT_JSON=docs/03_analysis/signal_type_report.json SIGNAL_TYPE_REPORT_HTML=docs/03_analysis/signal_type_report.html GT_ALIGN_TOLERANCE_BARS=480 # --- 3단계: 인과 시뮬 (0단계 벤치마크 대비) --- CAUSAL_DIR=data/causal CAUSAL_FUTURES_REPORT_JSON=docs/03_simulation/causal_futures_report.json CAUSAL_FUTURES_REPORT_HTML=docs/03_simulation/causal_futures_report.html CAUSAL_FUTURES_CHART_HTML=docs/02_ground_truth/futures/causal_chart_sim_v3.html STRATEGY_ATR_PERIOD=14 STRATEGY_ATR_MULT=2.0 STRATEGY_MIN_SCORE=2.0 STRATEGY_MIN_BARS_BETWEEN=1440