2d515dd669
common/spot/futures 경로 정비, 캔들 데이터 모듈 복원, MTF 규칙 자동 저장 및 2단계 설계·최종 정리 문서를 반영해 3단계 착수 기반을 확정한다. Co-authored-by: Cursor <cursoragent@cursor.com>
82 lines
3.3 KiB
Plaintext
82 lines
3.3 KiB
Plaintext
# 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=1,3,5,10,15,30,60,240
|
|
HTS_API_RETRY_SLEEP_SEC=0.5
|
|
|
|
# --- 텔레그램 (선택) ---
|
|
COIN_TELEGRAM_BOT_TOKEN=
|
|
COIN_TELEGRAM_CHAT_ID=
|
|
|
|
# --- 거래 대상 ---
|
|
SYMBOL=BTC
|
|
COIN_NAME=비트코인
|
|
|
|
# --- 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
|
|
|
|
# --- 0단계: 선물 GT ---
|
|
GROUND_TRUTH_FUTURES_FILE=data/futures/ground_truth/ground_truth_trades_v3.json
|
|
GROUND_TRUTH_FUTURES_V1_FILE=data/futures/ground_truth/ground_truth_trades_v1.json
|
|
GROUND_TRUTH_FUTURES_V2_FILE=data/futures/ground_truth/ground_truth_trades_v2.json
|
|
GROUND_TRUTH_FUTURES_CHART_V1_FILE=docs/futures/0_ground_truth/ground_truth_chart_v1.html
|
|
GROUND_TRUTH_FUTURES_CHART_V2_FILE=docs/futures/0_ground_truth/ground_truth_chart_v2.html
|
|
GROUND_TRUTH_FUTURES_CHART_V3_FILE=docs/futures/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
|
|
|
|
# 폴더 구조: data|docs / {common, spot, futures}
|
|
# common — coins.db 등 공유 리소스
|
|
# spot — 현물 GT·기법·분석·운영
|
|
# futures — 선물 GT·분석·운영
|