# Bithumb — .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=1,3,5,10,15,30,60,240
HTS_API_RETRY_SLEEP_SEC=0.5

# --- 텔레그램 (매매 체결 알림) ---
COIN_TELEGRAM_BOT_TOKEN=
COIN_TELEGRAM_CHAT_ID=
# 토큰·chat_id 설정 시 자동 on. 명시 off: OPS_TELEGRAM_ENABLED=false
# OPS_TELEGRAM_ENABLED=true

# --- 거래 대상 ---
SYMBOL=BTC
COIN_NAME=비트코인

# --- 공통: 캔들 DB (현물·선물 공유) ---
DB_PATH=data/common/coins.db
DOWNLOAD_DAYS=3650
DOWNLOAD_INTERVALS=1,3,5,10,15,30,60,240,1440,10080,43200
API_REQUEST_SLEEP_SEC=0.35
API_REQUEST_RETRIES=3

# --- 0단계: GT 타점 (현물·선물 공통 파라미터) ---
GT_INTERVAL_MIN=3
GT_LOOKBACK_DAYS=3650
GT_INITIAL_CASH_KRW=200000
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
GT_SIM_LOOKBACK_DAYS=1095
GT_ALIGN_TOLERANCE_BARS=480

# --- 0단계: 현물 GT ---
GROUND_TRUTH_FILE=data/spot/ground_truth/ground_truth_trades_v3.json
GROUND_TRUTH_V1_FILE=data/spot/ground_truth/ground_truth_trades_v1.json
GROUND_TRUTH_V2_FILE=data/spot/ground_truth/ground_truth_trades_v2.json
GROUND_TRUTH_CHART_V1_FILE=docs/spot/0_ground_truth/ground_truth_chart_v1.html
GROUND_TRUTH_CHART_V2_FILE=docs/spot/0_ground_truth/ground_truth_chart_v2.html
GROUND_TRUTH_CHART_V3_FILE=docs/spot/0_ground_truth/ground_truth_chart_v3.html

# --- 현물 1단계: GT sim ---
GROUND_TRUTH_CHART_SIM_V1_FILE=docs/spot/1_simulation/ground_truth_chart_sim_v1.html
GROUND_TRUTH_CHART_SIM_V2_FILE=docs/spot/1_simulation/ground_truth_chart_sim_v2.html
GROUND_TRUTH_CHART_SIM_V3_FILE=docs/spot/1_simulation/ground_truth_chart_sim_v3.html

# --- 현물 2단계: 인과 기법 GT 정합 ---
TECHNIQUES_DIR=data/spot/techniques
ANALYSIS_REPORT_JSON=docs/spot/2_analysis/comparison_report.json
ANALYSIS_REPORT_HTML=docs/spot/2_analysis/comparison_report.html
SIGNAL_TYPE_REPORT_JSON=docs/spot/2_analysis/signal_type_report.json
SIGNAL_TYPE_REPORT_HTML=docs/spot/2_analysis/signal_type_report.html
MTF_REPORT_JSON=docs/spot/2_analysis/mtf_correlation_report.json
MTF_REPORT_HTML=docs/spot/2_analysis/mtf_correlation_report.html
MTF_RULES_JSON=data/spot/mtf/mtf_rules_v3.json
CAUSAL_SIM_REPORT_JSON=docs/spot/2_analysis/causal_sim_report.json
CAUSAL_SIM_REPORT_HTML=docs/spot/2_analysis/causal_sim_report.html

# --- 현물 3단계: 운영 (기본 paper) ---
# live 전환: OPS_MODE=live → bash scripts/3_run_fractal_live.sh
OPS_MODE=paper
OPS_TECHNIQUE_ID=fractal_swing
OPS_MTF_ENABLED=false
OPS_TREND_GATE_ENABLED=false
OPS_DAILY_MAX_TRADES=10000
OPS_MIN_ORDER_KRW=5000
# 튜닝 기준값 — 실제 비율은 1_tune_order_sizing.py → sizing_rules.json
OPS_BUY_CASH_PCT=0.10
OPS_SELL_COIN_PCT=0.10
OPS_SLIPPAGE_RATE=0.0005
# 빗썸 시장가 매수: 주문금액+예약수수료 lock (insufficient_funds 방지)
OPS_EXCHANGE_FEE_LOCK_RATE=0.0025
# live 매수 상한: floor(가용/(1+lock)) - N원 — N=최소 잔여 현금(수수료 lock 별도)
OPS_BUY_SAFETY_BUFFER_KRW=5000
OPS_ORDER_INTERVAL_SEC=0.35
OPS_SYNC_CANDLES=true
# 비우면 DOWNLOAD_INTERVALS 전체 증분 sync
# OPS_SYNC_INTERVALS=
OPS_SIGNAL_TAIL_BARS=800
# OPS_PERSIST_SIGNAL_CACHE=false
OPS_STATE_JSON=data/spot/operations/fractal_ops_state.json
OPS_REPORT_JSON=docs/spot/3_operations/fractal_ops_report.json
OPS_FILTERED_BACKTEST_JSON=docs/spot/3_operations/fractal_filtered_backtest_report.json
# 1_tune_order_sizing.py 학습 결과 (sim/live/backtest 공통)
OPS_SIZING_RULES_JSON=data/spot/operations/sizing_rules.json
# composite_v3 운영 시: OPS_TECHNIQUE_ID=composite_v3, OPS_MIN_SCORE=2.5, OPS_MTF_ENABLED=true

# 폴더 구조: data|docs / {common, spot}
#   common — coins.db 등 공유 리소스
#   spot   — 현물 GT·기법·분석·운영