2783826a03
운영 백테스트(+1,873,140%)과 live/paper 체결 규칙을 맞추고, 캔들 증분 sync· tail 신호 갱신·일일 체결 상한·슬리피지를 반영한다. docs/live 차트 생성 스크립트와 .env.example·README를 갱신한다. Co-authored-by: Cursor <cursoragent@cursor.com>
101 lines
4.0 KiB
Plaintext
101 lines
4.0 KiB
Plaintext
# DeepCoin — .env.example (비밀값 없음). 복사: cp .env.example .env
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# --- 빗썸 API (캔들 수집은 Public API, 키 선택) ---
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BITHUMB_ACCESS_KEY=
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BITHUMB_SECRET_KEY=
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BITHUMB_API_URL=https://api.bithumb.com
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BITHUMB_API_CANDLE_COUNT=200
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BITHUMB_MINUTE_INTERVALS=1,3,5,10,15,30,60,240
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HTS_API_RETRY_SLEEP_SEC=0.5
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# --- 텔레그램 (선택) ---
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COIN_TELEGRAM_BOT_TOKEN=
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COIN_TELEGRAM_CHAT_ID=
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# --- 거래 대상 ---
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SYMBOL=BTC
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COIN_NAME=비트코인
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# --- 공통: 캔들 DB (현물·선물 공유) ---
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DB_PATH=data/common/coins.db
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DOWNLOAD_DAYS=3650
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DOWNLOAD_INTERVALS=1,3,5,10,15,30,60,240,1440,10080,43200
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API_REQUEST_SLEEP_SEC=0.35
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API_REQUEST_RETRIES=3
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# --- 0단계: GT 타점 (현물·선물 공통 파라미터) ---
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GT_INTERVAL_MIN=3
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GT_LOOKBACK_DAYS=3650
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GT_INITIAL_CASH_KRW=200000
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GT_TRADING_FEE_RATE=0.0005
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GT_ZIGZAG_REVERSAL_PCT=5.0
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GT_MIN_LEG_PCT=3.0
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GT_PULLBACK_MIN_PCT=1.5
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GT_PULLBACK_LOCAL_ORDER=10
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GT_BREAKOUT_BUFFER_PCT=0.1
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GT_BREAKOUT_CONSOLIDATION_BARS=200
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GT_BREAKOUT_MIN_RALLY_PCT=2.0
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GT_DIV_LOCAL_ORDER=20
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GT_DIV_MIN_BARS_BETWEEN=1500
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GT_DIV_MIN_RSI_DIFF=5.0
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GT_DIV_MIN_FUTURE_MOVE_PCT=4.0
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GT_SIM_LOOKBACK_DAYS=1095
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GT_ALIGN_TOLERANCE_BARS=480
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# --- 0단계: 현물 GT ---
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GROUND_TRUTH_FILE=data/spot/ground_truth/ground_truth_trades_v3.json
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GROUND_TRUTH_V1_FILE=data/spot/ground_truth/ground_truth_trades_v1.json
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GROUND_TRUTH_V2_FILE=data/spot/ground_truth/ground_truth_trades_v2.json
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GROUND_TRUTH_CHART_V1_FILE=docs/spot/0_ground_truth/ground_truth_chart_v1.html
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GROUND_TRUTH_CHART_V2_FILE=docs/spot/0_ground_truth/ground_truth_chart_v2.html
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GROUND_TRUTH_CHART_V3_FILE=docs/spot/0_ground_truth/ground_truth_chart_v3.html
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# --- 0단계: 선물 GT ---
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GROUND_TRUTH_FUTURES_FILE=data/futures/ground_truth/ground_truth_trades_v3.json
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GROUND_TRUTH_FUTURES_V1_FILE=data/futures/ground_truth/ground_truth_trades_v1.json
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GROUND_TRUTH_FUTURES_V2_FILE=data/futures/ground_truth/ground_truth_trades_v2.json
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GROUND_TRUTH_FUTURES_CHART_V1_FILE=docs/futures/0_ground_truth/ground_truth_chart_v1.html
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GROUND_TRUTH_FUTURES_CHART_V2_FILE=docs/futures/0_ground_truth/ground_truth_chart_v2.html
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GROUND_TRUTH_FUTURES_CHART_V3_FILE=docs/futures/0_ground_truth/ground_truth_chart_v3.html
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# --- 현물 1단계: GT sim ---
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GROUND_TRUTH_CHART_SIM_V1_FILE=docs/spot/1_simulation/ground_truth_chart_sim_v1.html
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GROUND_TRUTH_CHART_SIM_V2_FILE=docs/spot/1_simulation/ground_truth_chart_sim_v2.html
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GROUND_TRUTH_CHART_SIM_V3_FILE=docs/spot/1_simulation/ground_truth_chart_sim_v3.html
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# --- 현물 2단계: 인과 기법 GT 정합 ---
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TECHNIQUES_DIR=data/spot/techniques
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ANALYSIS_REPORT_JSON=docs/spot/2_analysis/comparison_report.json
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ANALYSIS_REPORT_HTML=docs/spot/2_analysis/comparison_report.html
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SIGNAL_TYPE_REPORT_JSON=docs/spot/2_analysis/signal_type_report.json
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SIGNAL_TYPE_REPORT_HTML=docs/spot/2_analysis/signal_type_report.html
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MTF_REPORT_JSON=docs/spot/2_analysis/mtf_correlation_report.json
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MTF_REPORT_HTML=docs/spot/2_analysis/mtf_correlation_report.html
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MTF_RULES_JSON=data/spot/mtf/mtf_rules_v3.json
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CAUSAL_SIM_REPORT_JSON=docs/spot/2_analysis/causal_sim_report.json
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CAUSAL_SIM_REPORT_HTML=docs/spot/2_analysis/causal_sim_report.html
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# --- 현물 3단계: 운영 (기본 paper) ---
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OPS_MODE=paper
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OPS_TECHNIQUE_ID=fractal_swing
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OPS_MTF_ENABLED=false
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OPS_TREND_GATE_ENABLED=false
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OPS_DAILY_MAX_TRADES=100
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OPS_MIN_ORDER_KRW=5000
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OPS_SLIPPAGE_RATE=0.0005
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OPS_ORDER_INTERVAL_SEC=0.35
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OPS_SYNC_CANDLES=true
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# 비우면 DOWNLOAD_INTERVALS 전체 증분 sync
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# OPS_SYNC_INTERVALS=
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OPS_SIGNAL_TAIL_BARS=800
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# OPS_PERSIST_SIGNAL_CACHE=false
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OPS_STATE_JSON=data/spot/operations/fractal_ops_state.json
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OPS_REPORT_JSON=docs/spot/3_operations/fractal_ops_report.json
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OPS_FILTERED_BACKTEST_JSON=docs/spot/3_operations/fractal_filtered_backtest_report.json
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# composite_v3 운영 시: OPS_TECHNIQUE_ID=composite_v3, OPS_MIN_SCORE=2.5, OPS_MTF_ENABLED=true
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# 폴더 구조: data|docs / {common, spot, futures}
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# common — coins.db 등 공유 리소스
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# spot — 현물 GT·기법·분석·운영
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# futures — 선물 GT·분석·운영
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