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Bithumb/data/techniques/rsi_swing.json
dsyoon 8c05f6bdd5 refactor: GT 차트 폴더 구조 정리 및 2단계 산출물 추가 
현물 GT 차트를 docs/02_ground_truth/gt로 통일하고, 선물 GT는 futures/gt로 이동하며 매매 기법 JSON을 추가한다.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-09 21:21:26 +09:00

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{
"technique_id": "rsi_swing",
"technique_name": "RSI 스윙",
"category": "indicator",
"causal": true,
"description": "RSI(14) 과매도 반등 매수·과매수 하락 매도",
"params": {
"interval_min": 3,
"lookback_days": 365,
"min_leg_pct": 3.0,
"initial_cash_krw": 400000.0,
"fee_rate": 0.0005,
"period": 14,
"oversold": 30.0,
"overbought": 70.0,
"reversal_pct": 5.0
},
"signals": [
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"bar_index": 24,
"price": 146099000.0,
"datetime": "2025-06-08 22:51:00",
"pivot_bar_index": null,
"confidence": 0.65,
"reason": "rsi_overbought_exit"
},
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"datetime": "2025-06-09 00:15:00",
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{
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{
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{
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},
{
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{
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},
{
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},
{
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},
{
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{
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},
{
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},
{
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},
{
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]
},
"gt_return_pct": 1240.94,
"tech_return_pct": 2015.17,
"return_capture_ratio": 1.6239,
"score": 0.818
},
"meta": {
"generated_at": "2026-06-08 23:21:02",
"interval_label": "3분"
}
}
Reference in New Issue View Git Blame Copy Permalink