# DeepCoin 로컬 설정 (Git 제외). 설정 변경은 이 파일만 수정하세요. # --- 빗썸 API --- BITHUMB_ACCESS_KEY=4d8782eb50f40a9efe0fed9667e5a95286f69765c53d87 BITHUMB_SECRET_KEY=ZWVkYzU4OWM3NDkwNWZmNTg0ZWQ1NGY0MDQ5MzhiN2ZlYjk5NmZlMGFjNTM4NGY1OWU2NWM4M2M4NmMzNA== BITHUMB_API_URL=https://api.bithumb.com BITHUMB_API_CANDLE_COUNT=200 BITHUMB_MINUTE_INTERVALS=1,3,5,10,15,30,60,240 HTS_API_RETRY_SLEEP_SEC=0.5 # --- 텔레그램 (선택, 알림 미사용 시 비워도 됨) --- COIN_TELEGRAM_BOT_TOKEN=6435061393:AAHOh9wB5yGNGUdb3SfCYJrrWTBe7wgConM COIN_TELEGRAM_CHAT_ID=574661323 # --- 거래 대상 --- SYMBOL=WLD COIN_NAME=월드코인 # --- 경로 --- DB_PATH=data/coins.db GROUND_TRUTH_FILE=data/ground_truth/ground_truth_trades.json # --- 타임프레임 (분) --- DAILY_INTERVAL_MIN=1440 ENTRY_INTERVAL=3 TREND_INTERVAL_1H=60 TREND_INTERVAL_1D=1440 ALL_INTERVALS=3,5,10,15,30,60,240,1440 DOWNLOAD_INTERVALS=3,5,10,15,30,60,240,1440 GENERAL_ANALYSIS_INTERVALS=3,5,10,15,30,60,240,1440,10080,43200 TIMING_INTERVALS=3,5,10,15 TREND_INTERVALS=60,240,1440,10080,43200 INTERVAL_PREFIX=3:m3,5:m5,10:m10,15:m15,30:m30,60:m60,240:m240,1440:d1,10080:w1,43200:mo1 # --- 볼린저 / RSI --- BB_PERIOD=20 BB_STD=2 BB_MIN_WIDTH_PCT=0.8 RSI_PERIOD=14 DISPARITY_PERIODS=5,20,60 DISPARITY_OVERBOUGHT=105 DISPARITY_OVERSOLD=95 MACD_FAST=12 MACD_SLOW=26 MACD_SIGNAL=9 STOCH_K_PERIOD=14 STOCH_D_PERIOD=3 STOCH_SMOOTH_K=3 STOCH_OVERSOLD=20 STOCH_OVERBOUGHT=80 TREND_RANGE_MA_GAP_PCT=0.5 # --- MTF 정렬 --- ALIGN_RSI_OVERSOLD=35 ALIGN_RSI_OVERBOUGHT=65 ALIGN_RSI_CONFLICT_TIMING_LOW=40 ALIGN_RSI_CONFLICT_TIMING_HIGH=65 ALIGN_RSI_CONFLICT_TREND_LOW=40 ALIGN_RSI_CONFLICT_TREND_HIGH=65 ALIGN_BB_POS_LOW=0.2 ALIGN_BB_POS_HIGH=0.8 # --- 다운로드 / DB --- DOWNLOAD_MONTHS=12 INCREMENTAL_OVERLAP_BARS=3 DOWNLOAD_BACKFILL_EXTRA_BARS=200 DOWNLOAD_MIN_INCREMENTAL_BARS=50 DOWNLOAD_DAILY_EXTRA_DAYS=20 CHART_LOOKBACK_DAYS=365 DB_READ_LIMIT_DEFAULT=7000 DB_ROW_WARMUP_BARS=200 DB_ROW_MIN_DAILY_BARS=100 DB_ROW_DAILY_PADDING_DAYS=30 # --- Ground Truth --- GT_MIN_SWING_PCT=4.0 GT_PIVOT_ORDER=20 GT_MIN_BARS_BETWEEN=30 GT_MAX_ROUND_TRIPS=24 GT_SELECTION_MODE=split_buy_peak_sell GT_MIN_LEG_PCT=8.0 GT_BUY_MIN_SWING_PCT=3.0 GT_BUY_BB_MAX=0.45 GT_BUY_MIN_BARS=24 GT_MAX_BUYS_PER_LEG=12 GT_MAX_SELLS_PER_LEG=2 GT_SELL_SPLIT_GAP_PCT=2.5 GT_MARKER_SIZE_MIN=10 GT_MARKER_SIZE_MAX=32 GT_INITIAL_CASH_KRW=400000 TRADING_FEE_RATE=0.0005 GT_UNLIMITED_CHRONOLOGICAL_DAYS=300 # --- 모니터 --- MONITOR_LOOP_SLEEP_SEC=180 MONITOR_POOL_WORKERS=12 MONITOR_DEFAULT_INTERVAL=60 MONITOR_API_RETRIES=3 MONITOR_API_BONG_COUNT=3000 MONITOR_SLEEP_AFTER_REQUEST_SEC=0.5 MONITOR_SLEEP_RATE_LIMIT_SEC=5 MONITOR_SLEEP_BETWEEN_CHUNKS_SEC=0.3 MONITOR_API_CHUNK_BARS=200 MONITOR_MA_WINDOWS=5,20,40,120,200,240,720,1440 MONITOR_NORM_WINDOW=20 MONITOR_TELEGRAM_BATCH_SIZE=20 # --- general_analysis --- GA_COL_PREFIX=ga_ LOOKBACK_BARS=3:120,5:100,10:80,15:60,30:50,60:40,240:30,1440:60,10080:12,43200:6 CONTEXT_TAIL_ROWS=3:6000,5:5000,10:4000,15:3000,30:2000,60:1500,240:800,1440:500,10080:120,43200:48 GA_DEFAULT_TAIL_EXPORT=200 GA_PATTERN_TOLERANCE_PCT=2.5 GA_VP_BINS=30 GA_VP_VALUE_AREA_PCT=0.70 GA_HV_ROLLING_BARS=20 GA_HV_PERCENTILE_WINDOW=120 GA_HV_ANNUALIZE_SQRT=339.41148133 GA_DIVERGENCE_LOOKBACK=10 GA_SMA_PERIODS=5,20,60,120 GA_EMA_SPANS=12,26 GA_ATR_PERIOD=14 GA_KELTNER_ATR_MULT=2 GA_AO_FAST=5 GA_AO_SLOW=34 GA_LINREG_WINDOW=20 GA_ADX_PERIOD=14 GA_ADX_TREND_THRESHOLD=25 GA_SUPERTREND_ATR_MULT=3 GA_VOL_SPIKE_MULT=1.8 GA_VOL_MA_WINDOW=20 GA_CCI_PERIOD=20 GA_WILLIAMS_PERIOD=14 GA_ROC_PERIOD=10 GA_MFI_PERIOD=14 GA_CMF_PERIOD=20 GA_DONCHIAN_PERIOD=20 GA_BB_SQUEEZE_WINDOW=50 GA_BB_SQUEEZE_QUANTILE=0.2 GA_PIVOT_ORDER=3 GA_PSAR_AF_START=0.02 GA_PSAR_AF_STEP=0.02 GA_PSAR_AF_MAX=0.2 # --- .env.example 누락 키 추가 (2026-06-01) --- GT_MIN_ORDER_KRW=5000 GT_BUY_PCT_LARGE_LEG=1.0 GT_BUY_PCT_SMALL_LEG=0.05 GT_LARGE_LEG_TOP_PCT=0.2 GT_SIGNAL_CAUSAL=1 SIM_CAUSAL_TIER=1 CAUSAL_GT_PEAK_MODE=local CAUSAL_GT_MIN_LEG_PCT=5.0 CAUSAL_GT_MIN_BARS_BETWEEN_LEGS=60 CAUSAL_GT_USE_LOCAL_TROUGH=1 CAUSAL_GT_DD_LARGE_PCT=5.0 CAUSAL_GT_DD_MEDIUM_PCT=2.0 GT_BUY_PCT_MEDIUM_LEG=0.25 SIM_TIER_CONVICTION_DD_PCT=10.0 SIM_PRIMARY_SIZING=auto SIM_HYBRID_MIN_HOLDOUT_PNL_PCT=0.0 SIM_HYBRID_MAX_MDD_PCT=30.0 SIM_OPTION_C_TARGET_PNL_PCT=300.0 SIM_OPTION_C_PHASE2_TARGET_PNL_PCT=1000.0 SIM_OPTION_C_PHASE2_FEE_STRESS_RATIO=0.85 SIM_OPTION_C_MIN_GT_CAPTURE=0.23 SIM_HYBRID_PORTFOLIO_WF_MIN_RATIO=0.5 GT_BUY_WEIGHT_RULE=inverse_price_normalized GT_SELL_SPLIT_WEIGHTS=0.65,0.35 MATCH_LABEL_MODE=leg_gt MATCH_HOLDOUT_RATIO=0.15 MATCH_MONITOR_MAX_PER_SIDE=1 SIM_GO_WF_POSITIVE_RATIO=0.5 SIM_FEE_STRESS_MULT=2.0 # 3분봉(MATCH_PRIMARY_INTERVAL=3) — 규칙·알림 쿨다운 1봉 MONITOR_ALERT_COOLDOWN_MIN=3 MONITOR_ALERT_KRW_AMOUNT=40000 # Phase B-1: 실거래 (06_execute_live.py 만 빗썸 주문 — 05는 알림만) LIVE_TRADING_ENABLED=1 # LIVE_* 원화 한도: GT_INITIAL_CASH_KRW(40만) — B-1: 일한도 1배, 손실 10%, 1회참고 10% LIVE_ORDER_KRW=40000 LIVE_BUY_PCT_LARGE=1.0 LIVE_BUY_PCT_SMALL=0.05 LIVE_DAILY_KRW_MAX=400000 LIVE_COOLDOWN_MIN=3 LIVE_MAX_TRADES_PER_DAY=15 LIVE_DAILY_LOSS_LIMIT_KRW=40000 LIVE_SLIPPAGE_PCT=0.05 # 06: 시뮬 sim_causal_hybrid 정합 — fire_outcomes monitor 발화 부트스트랩 LIVE_HYBRID_BOOTSTRAP_FIRES=1 # 07 일일 24h 수익률 텔레그램 (scripts/07_daily_pnl_telegram.py) DAILY_PNL_REPORT_ENABLED=1 DAILY_PNL_REPORT_HOUR=19 DAILY_PNL_REPORT_MINUTE=0 DAILY_PNL_REPORT_TZ=Asia/Seoul DAILY_PNL_SNAPSHOT_ON_LIVE=1 DAILY_PNL_SNAPSHOT_RETENTION_DAYS=90 # 05/06 루프 시 봉 DB 증분 · live_eval 캐시(루프 주기와 동일) MONITOR_PERSIST_CANDLES=1 MATCH_LIVE_CACHE_SEC=180 # 05/06 시작·루프마다 지연 봉 자동 보완 (간격당 허용 지연 = 간격분×OPS_SYNC_MAX_LAG_BARS) OPS_SYNC_ON_START=1 OPS_SYNC_MAX_LAG_BARS=2 # --- 주·월봉 다운로드 (01_download) --- DOWNLOAD_INTERVALS_WM=10080,43200 DOWNLOAD_MONTHS_WM=24 WEEK_INTERVAL_MIN=10080 MONTH_INTERVAL_MIN=43200