Files
Bithumb/docs/04_matching/rule_candidates.json
xavis 7e305f480f docs 산출물(GT·분석·매칭·시뮬)을 Git 추적 대상에 포함한다.
.gitignore에서 docs 하위 제외 규칙을 제거하고 최신 HTML·CSV·JSON 리포트를 원격에 공유한다.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-05-31 19:56:17 +09:00

421 lines
9.3 KiB
JSON

{
"source": "/Users/xavis/workspace/ncue/DeepCoin/docs/03_analysis/general_analysis_trades.csv",
"profile_json": "/Users/xavis/workspace/ncue/DeepCoin/docs/03_analysis/gt_mtf_profile.json",
"calibration_json": "/Users/xavis/workspace/ncue/DeepCoin/docs/03_analysis/gt_calibration_report.json",
"buy_profile_features": [
"m3_ga_cci_20",
"m3_bb_pos",
"m3_ga_keltner_pos",
"m3_ga_mfi_14",
"m3_RSI",
"m3_ga_donchian_pos",
"m5_bb_pos",
"m5_ga_cci_20",
"m5_ga_mfi_14",
"m5_ga_keltner_pos",
"m5_ga_donchian_pos",
"m5_ga_cci_oversold",
"m10_bb_pos",
"m10_ga_cci_20",
"m10_ga_donchian_pos",
"m10_ga_keltner_pos",
"m10_stoch_k",
"m10_ga_ha_bull",
"m15_bb_pos",
"m15_ga_cci_20",
"m15_ga_ha_bull",
"m15_ga_keltner_pos",
"m15_ga_donchian_pos",
"m15_ga_williams_overbought",
"m30_ga_ha_bull",
"m30_ga_williams_overbought",
"m30_bb_pos",
"m30_ga_cci_20",
"m30_ga_donchian_pos",
"m30_ga_cci_overbought",
"m60_ga_ha_bull",
"m60_bb_pos",
"m60_ga_cci_20",
"m60_ga_williams_overbought",
"m60_ga_keltner_pos",
"m60_ga_cci_overbought",
"m240_ga_ha_bull",
"m240_ga_ha_trend_up",
"m240_ga_chart_ha_trend",
"m240_ga_cci_20",
"m240_bb_pos",
"m240_ga_keltner_pos",
"d1_ga_ha_bull",
"d1_ga_cci_20",
"d1_ga_hammer",
"d1_ga_cci_oversold",
"d1_bb_pos",
"d1_ga_ha_trend_up",
"m10_ga_williams_overbought",
"m10_ga_williams_r"
],
"sell_profile_features": [
"m3_ga_cci_20",
"m3_bb_pos",
"m3_ga_keltner_pos",
"m3_ga_mfi_14",
"m3_RSI",
"m3_ga_donchian_pos",
"m5_bb_pos",
"m5_ga_cci_20",
"m5_ga_mfi_14",
"m5_ga_keltner_pos",
"m5_ga_donchian_pos",
"m5_ga_cci_oversold",
"m10_bb_pos",
"m10_ga_cci_20",
"m10_ga_donchian_pos",
"m10_ga_keltner_pos",
"m10_stoch_k",
"m10_ga_ha_bull",
"m15_bb_pos",
"m15_ga_cci_20",
"m15_ga_ha_bull",
"m15_ga_keltner_pos",
"m15_ga_donchian_pos",
"m15_ga_williams_overbought",
"m30_ga_ha_bull",
"m30_ga_williams_overbought",
"m30_bb_pos",
"m30_ga_cci_20",
"m30_ga_donchian_pos",
"m30_ga_cci_overbought",
"m60_ga_ha_bull",
"m60_bb_pos",
"m60_ga_cci_20",
"m60_ga_williams_overbought",
"m60_ga_keltner_pos",
"m60_ga_cci_overbought",
"m240_ga_ha_bull",
"m240_ga_ha_trend_up",
"m240_ga_chart_ha_trend",
"m240_ga_cci_20",
"m240_bb_pos",
"m240_ga_keltner_pos",
"d1_ga_ha_bull",
"d1_ga_cci_20",
"d1_ga_hammer",
"d1_ga_cci_oversold",
"d1_bb_pos",
"d1_ga_ha_trend_up",
"m10_ga_williams_overbought",
"m10_ga_williams_r"
],
"buy_gt_count": 304,
"sell_gt_count": 150,
"rule_count": 12,
"rules": [
{
"rule_id": "buy_compound_top3",
"side": "buy",
"kind": "compound",
"conditions": [
{
"col": "m10_bb_pos",
"op": "between",
"lo": 0.0,
"hi": 0.20106701606099592
},
{
"col": "m60_ga_ha_bull",
"op": "eq_int",
"value": 0
},
{
"col": "m10_ga_cci_20",
"op": "between",
"lo": -196.75277202865237,
"hi": -118.66969390129654
}
],
"profile_cols": [
"m10_bb_pos",
"m60_ga_ha_bull",
"m10_ga_cci_20"
]
},
{
"rule_id": "buy_compound_tight",
"side": "buy",
"kind": "compound_tight",
"conditions": [
{
"col": "m10_bb_pos",
"op": "between",
"lo": 0.020269805294580265,
"hi": 0.1573047482613718
},
{
"col": "m10_ga_cci_20",
"op": "between",
"lo": -176.0610418573743,
"hi": -134.25322440673844
},
{
"col": "m5_bb_pos",
"op": "between",
"lo": 0.04935035261803711,
"hi": 0.1678449416858898
}
]
},
{
"rule_id": "buy_contrast_m10_bb_pos",
"side": "buy",
"kind": "contrast",
"conditions": [
{
"col": "m10_bb_pos",
"op": "between",
"lo": 0.020269805294580265,
"hi": 0.1573047482613718
},
{
"col": "m10_bb_pos",
"op": "lte",
"value": 0.8652920380018327
}
]
},
{
"rule_id": "buy_mtf_cross_all_tf",
"side": "buy",
"kind": "mtf_cross",
"conditions": [
{
"col": "m3_ga_cci_20",
"op": "between",
"lo": -165.63146997929448,
"hi": -94.58417734722393
},
{
"col": "m5_bb_pos",
"op": "between",
"lo": 0.0007919203113804,
"hi": 0.20459180244412847
},
{
"col": "m10_bb_pos",
"op": "between",
"lo": 0.0,
"hi": 0.20106701606099592
},
{
"col": "m15_bb_pos",
"op": "between",
"lo": 0.0,
"hi": 0.2273660357984182
},
{
"col": "m30_ga_ha_bull",
"op": "eq_int",
"value": 0
},
{
"col": "m60_ga_ha_bull",
"op": "eq_int",
"value": 0
},
{
"col": "m240_ga_ha_bull",
"op": "eq_int",
"value": 0
},
{
"col": "d1_ga_ha_bull",
"op": "eq_int",
"value": 0
}
]
},
{
"rule_id": "sell_compound_top3",
"side": "sell",
"kind": "compound",
"conditions": [
{
"col": "m10_bb_pos",
"op": "between",
"lo": 0.8052954063070535,
"hi": 1.0
},
{
"col": "m60_ga_ha_bull",
"op": "eq_int",
"value": 1
},
{
"col": "m10_ga_cci_20",
"op": "between",
"lo": 111.65828056686297,
"hi": 181.1790204647342
}
],
"profile_cols": [
"m10_bb_pos",
"m60_ga_ha_bull",
"m10_ga_cci_20"
]
},
{
"rule_id": "sell_compound_tight",
"side": "sell",
"kind": "compound_tight",
"conditions": [
{
"col": "m10_bb_pos",
"op": "between",
"lo": 0.8404304497544448,
"hi": 0.9835509404754346
},
{
"col": "m10_ga_cci_20",
"op": "between",
"lo": 121.46178461863994,
"hi": 162.4704293245592
},
{
"col": "m5_bb_pos",
"op": "between",
"lo": 0.8255534770185807,
"hi": 0.9360858121763327
}
]
},
{
"rule_id": "sell_contrast_m10_bb_pos",
"side": "sell",
"kind": "contrast",
"conditions": [
{
"col": "m10_bb_pos",
"op": "between",
"lo": 0.8404304497544448,
"hi": 0.9835509404754346
},
{
"col": "m10_bb_pos",
"op": "gte",
"value": 0.1345186926688078
}
]
},
{
"rule_id": "sell_mtf_cross_all_tf",
"side": "sell",
"kind": "mtf_cross",
"conditions": [
{
"col": "m3_ga_cci_20",
"op": "between",
"lo": 71.08020816708225,
"hi": 152.0239279574577
},
{
"col": "m5_bb_pos",
"op": "between",
"lo": 0.7812942210429725,
"hi": 0.979827466617936
},
{
"col": "m10_bb_pos",
"op": "between",
"lo": 0.8052954063070535,
"hi": 1.0
},
{
"col": "m15_bb_pos",
"op": "between",
"lo": 0.8266597207479214,
"hi": 1.0
},
{
"col": "m30_ga_ha_bull",
"op": "eq_int",
"value": 1
},
{
"col": "m60_ga_ha_bull",
"op": "eq_int",
"value": 1
},
{
"col": "m240_ga_ha_bull",
"op": "eq_int",
"value": 1
},
{
"col": "d1_ga_ha_bull",
"op": "eq_int",
"value": 1
}
]
},
{
"rule_id": "gt_model_buy_zigzag_bb",
"side": "buy",
"kind": "gt_model",
"logic": "and",
"conditions": [
{
"col": "gt_buy_signal",
"op": "eq_int",
"value": 1
}
],
"gt_spec": "trough_zigzag + bb_pos <= GT_BUY_BB_MAX"
},
{
"rule_id": "gt_model_buy_trough_local",
"side": "buy",
"kind": "gt_model",
"logic": "and",
"conditions": [
{
"col": "gt_trough_local",
"op": "eq_int",
"value": 1
},
{
"col": "bb_pos",
"op": "lte",
"value": 0.45
}
],
"gt_spec": "local trough + bb filter"
},
{
"rule_id": "gt_model_sell_zigzag_peak",
"side": "sell",
"kind": "gt_model",
"logic": "and",
"conditions": [
{
"col": "gt_sell_signal",
"op": "eq_int",
"value": 1
}
],
"gt_spec": "major swing peak (ZigZag)"
},
{
"rule_id": "gt_model_sell_peak_local",
"side": "sell",
"kind": "gt_model",
"logic": "and",
"conditions": [
{
"col": "gt_peak_local",
"op": "eq_int",
"value": 1
}
],
"gt_spec": "local high extremum"
}
]
}