dsyoon
8d53d1c0b4
현물 GT JSON·차트를 spot/로 이동하고 선물 futures/ 디렉터리를 준비한다. Co-authored-by: Cursor <cursoragent@cursor.com>
63 lines
2.3 KiB
Plaintext
63 lines
2.3 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=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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# --- 데이터 수집 (최대 2년) ---
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# 인터벌 코드: 분봉=분, 일봉=1440, 주봉=10080, 월봉=43200
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DB_PATH=coins.db
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DOWNLOAD_DAYS=730
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DOWNLOAD_INTERVALS=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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# --- Ground Truth (1단계, 2년) — DOWNLOAD_DAYS와 동일 권장 ---
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GT_INTERVAL_MIN=3
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GT_LOOKBACK_DAYS=730
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GT_INITIAL_CASH_KRW=400000
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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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GROUND_TRUTH_FILE=data/ground_truth/spot/ground_truth_trades_v3.json
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GROUND_TRUTH_V1_FILE=data/ground_truth/spot/ground_truth_trades_v1.json
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GROUND_TRUTH_V2_FILE=data/ground_truth/spot/ground_truth_trades_v2.json
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GROUND_TRUTH_CHART_V1_FILE=docs/02_ground_truth/spot/ground_truth_chart_v1.html
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GROUND_TRUTH_CHART_V2_FILE=docs/02_ground_truth/spot/ground_truth_chart_v2.html
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GROUND_TRUTH_CHART_V3_FILE=docs/02_ground_truth/spot/ground_truth_chart_v3.html
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# --- Ground Truth 2단계 (수익 시뮬, 최근 1년) ---
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GT_SIM_LOOKBACK_DAYS=365
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GROUND_TRUTH_CHART_SIM_V1_FILE=docs/02_ground_truth/spot/ground_truth_chart_sim_v1.html
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GROUND_TRUTH_CHART_SIM_V2_FILE=docs/02_ground_truth/spot/ground_truth_chart_sim_v2.html
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GROUND_TRUTH_CHART_SIM_V3_FILE=docs/02_ground_truth/spot/ground_truth_chart_sim_v3.html
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# 선물(futures) GT·차트 경로는 docs/02_ground_truth/futures/, data/ground_truth/futures/ 사용 예정
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# --- 매매 기법 (2단계) ---
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TECHNIQUES_DIR=data/techniques
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ANALYSIS_REPORT_JSON=docs/03_analysis/comparison_report.json
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ANALYSIS_REPORT_HTML=docs/03_analysis/comparison_report.html
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GT_ALIGN_TOLERANCE_BARS=480
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