dsyoon
2cb67c42b3
3분~일봉 GT 타점 분석(03c), leg 체결 순서 수정, 총자산 90% 검증 루프, walk-forward Go/No-Go 시뮬, monitor·live_trader 및 reference 문서를 포함한다. Co-authored-by: Cursor <cursoragent@cursor.com>
71 lines
1.6 KiB
Python
71 lines
1.6 KiB
Python
"""
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04단계 매칭 설정·메타 컬럼·프로필 피처 목록.
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"""
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from __future__ import annotations
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from deepcoin.analysis.general_analysis_core import ga_col, interval_tf_prefix
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from deepcoin.paths import (
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ANALYSIS_TRADES_CSV,
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MATCHING_BACKTEST_HTML,
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MATCHING_FIRE_OUTCOMES,
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MATCHING_GT_OVERLAP,
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MATCHING_MATCHED_RULES,
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MATCHING_RULE_CANDIDATES,
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MATCHING_RULE_FIRES,
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)
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META_COLS: tuple[str, ...] = (
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"trade_idx",
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"dt",
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"action",
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"price",
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"weight",
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"leg_id",
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"memo",
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)
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# 04-1 기본 폴백 (03c gt_mtf_profile.json 없을 때만 사용)
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BUY_PROFILE_FEATURES: tuple[str, ...] = (
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"m3_bb_pos",
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"m3_RSI",
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"m3_stoch_k",
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"m3_macd_hist",
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"m15_RSI",
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"m30_RSI",
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"m60_RSI",
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"ga_align_timing_buy_score",
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"ga_align_trend_score",
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"ga_align_rsi_oversold_tf",
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f"{interval_tf_prefix(60)}_{ga_col('struct_trend')}",
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f"{interval_tf_prefix(1440)}_RSI",
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)
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SELL_PROFILE_FEATURES: tuple[str, ...] = (
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"m3_bb_pos",
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"m3_RSI",
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"m3_stoch_k",
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"m3_macd_hist",
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"m15_RSI",
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"m30_RSI",
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"m60_RSI",
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"ga_align_timing_sell_score",
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"ga_align_trend_score",
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"ga_align_rsi_overbought_tf",
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f"{interval_tf_prefix(60)}_{ga_col('struct_trend')}",
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f"{interval_tf_prefix(1440)}_RSI",
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)
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__all__ = [
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"ANALYSIS_TRADES_CSV",
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"META_COLS",
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"BUY_PROFILE_FEATURES",
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"SELL_PROFILE_FEATURES",
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"MATCHING_RULE_CANDIDATES",
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"MATCHING_RULE_FIRES",
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"MATCHING_FIRE_OUTCOMES",
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"MATCHING_MATCHED_RULES",
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"MATCHING_BACKTEST_HTML",
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"MATCHING_GT_OVERLAP",
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]
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