# DeepCoin — .env.example (비밀값 없음). 복사: cp .env.example .env BITHUMB_ACCESS_KEY= BITHUMB_SECRET_KEY= COIN_TELEGRAM_BOT_TOKEN= COIN_TELEGRAM_CHAT_ID= SYMBOL=WLD CHART_LOOKBACK_DAYS=365 # 01 다운로드 (1분봉 제외 — 시뮬·MTF는 3분 이상만 사용) DOWNLOAD_INTERVALS=3,5,10,15,30,60,240,1440 DOWNLOAD_MONTHS=12 # 05/06 루프마다 API 봉을 coins.db에 증분 저장 (01과 동일 append_data) MONITOR_PERSIST_CANDLES=1 # 02 Ground Truth 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 # 시뮬·스캔: 1=인과적(운영 정합), 0=사후 ZigZag(정답 라벨용) GT_SIGNAL_CAUSAL=1 SIM_CAUSAL_TIER=1 # 인과 GT leg 엔진 (scripts/04_causal_gt_calibrate.py) 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 # hybrid tier 승격 (auto=검증 통과 시 hybrid) 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 # 04 매칭 MATCH_LABEL_MODE=leg_gt MATCH_HOLDOUT_RATIO=0.15 MATCH_MONITOR_MAX_PER_SIDE=1 # 1 시뮬레이션 SIM_GO_WF_POSITIVE_RATIO=0.5 SIM_FEE_STRESS_MULT=2.0 # 05 알림 (Phase C: MONITOR_LOOP_SLEEP_SEC=180 권장) MONITOR_ALERT_COOLDOWN_MIN=180 MONITOR_ALERT_KRW_AMOUNT=100000 MONITOR_LOOP_SLEEP_SEC=180 # 3 실거래 — Phase별 권장값: docs/05_ops/env.recommended.md # Phase C (알림만): LIVE_TRADING_ENABLED=0 # Phase B-1 (소액 live): LIVE_TRADING_ENABLED=1, LIVE_DAILY_KRW_MAX=1000000 # Phase B-2 (sim 근접): LIVE_DAILY_KRW_MAX=5000000 LIVE_TRADING_ENABLED=0 LIVE_ORDER_KRW=100000 LIVE_BUY_PCT_LARGE=1.0 LIVE_BUY_PCT_SMALL=0.05 LIVE_DAILY_KRW_MAX=300000 LIVE_COOLDOWN_MIN=180 LIVE_MAX_TRADES_PER_DAY=10 LIVE_DAILY_LOSS_LIMIT_KRW=50000 LIVE_SLIPPAGE_PCT=0.05