211 lines
5.8 KiB
Plaintext
211 lines
5.8 KiB
Plaintext
# DeepCoin — .env.example (비밀값 없음). 복사: cp .env.example .env 후 키만 채우세요.
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# Python: conda activate ncue && pip install -r requirements.txt
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# --- 빗썸 API ---
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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=1,3,5,10,15,30,60,240
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HTS_API_RETRY_SLEEP_SEC=0.5
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# --- 텔레그램 (선택, 알림 미사용 시 비워도 됨) ---
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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=WLD
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COIN_NAME=월드코인
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# --- 경로 ---
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DB_PATH=data/coins.db
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GROUND_TRUTH_FILE=data/ground_truth/ground_truth_trades.json
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# --- 타임프레임 (분) ---
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DAILY_INTERVAL_MIN=1440
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ENTRY_INTERVAL=3
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TREND_INTERVAL_1H=60
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TREND_INTERVAL_1D=1440
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ALL_INTERVALS=3,5,10,15,30,60,240,1440
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DOWNLOAD_INTERVALS=3,5,10,15,30,60,240,1440
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GENERAL_ANALYSIS_INTERVALS=3,5,10,15,30,60,240,1440,10080,43200
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TIMING_INTERVALS=3,5,10,15
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TREND_INTERVALS=60,240,1440,10080,43200
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INTERVAL_PREFIX=3:m3,5:m5,10:m10,15:m15,30:m30,60:m60,240:m240,1440:d1,10080:w1,43200:mo1
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# --- 볼린저 / RSI ---
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BB_PERIOD=20
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BB_STD=2
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BB_MIN_WIDTH_PCT=0.8
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RSI_PERIOD=14
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DISPARITY_PERIODS=5,20,60
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DISPARITY_OVERBOUGHT=105
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DISPARITY_OVERSOLD=95
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MACD_FAST=12
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MACD_SLOW=26
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MACD_SIGNAL=9
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STOCH_K_PERIOD=14
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STOCH_D_PERIOD=3
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STOCH_SMOOTH_K=3
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STOCH_OVERSOLD=20
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STOCH_OVERBOUGHT=80
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TREND_RANGE_MA_GAP_PCT=0.5
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# --- MTF 정렬 ---
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ALIGN_RSI_OVERSOLD=35
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ALIGN_RSI_OVERBOUGHT=65
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ALIGN_RSI_CONFLICT_TIMING_LOW=40
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ALIGN_RSI_CONFLICT_TIMING_HIGH=65
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ALIGN_RSI_CONFLICT_TREND_LOW=40
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ALIGN_RSI_CONFLICT_TREND_HIGH=65
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ALIGN_BB_POS_LOW=0.2
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ALIGN_BB_POS_HIGH=0.8
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# --- 다운로드 / DB ---
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DOWNLOAD_MONTHS=12
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INCREMENTAL_OVERLAP_BARS=3
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DOWNLOAD_BACKFILL_EXTRA_BARS=200
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DOWNLOAD_MIN_INCREMENTAL_BARS=50
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DOWNLOAD_DAILY_EXTRA_DAYS=20
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CHART_LOOKBACK_DAYS=365
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DB_READ_LIMIT_DEFAULT=7000
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DB_ROW_WARMUP_BARS=200
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DB_ROW_MIN_DAILY_BARS=100
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DB_ROW_DAILY_PADDING_DAYS=30
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# --- Ground Truth ---
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GT_MIN_SWING_PCT=4.0
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GT_PIVOT_ORDER=20
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GT_MIN_BARS_BETWEEN=30
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GT_MAX_ROUND_TRIPS=24
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GT_SELECTION_MODE=split_buy_peak_sell
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GT_MIN_LEG_PCT=8.0
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GT_BUY_MIN_SWING_PCT=3.0
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GT_BUY_BB_MAX=0.45
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GT_BUY_MIN_BARS=24
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GT_MAX_BUYS_PER_LEG=12
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GT_MAX_SELLS_PER_LEG=2
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GT_SELL_SPLIT_GAP_PCT=2.5
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GT_MARKER_SIZE_MIN=10
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GT_MARKER_SIZE_MAX=32
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GT_INITIAL_CASH_KRW=400000
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TRADING_FEE_RATE=0.0005
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GT_UNLIMITED_CHRONOLOGICAL_DAYS=300
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# --- 모니터 ---
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MONITOR_LOOP_SLEEP_SEC=180
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MONITOR_POOL_WORKERS=12
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MONITOR_DEFAULT_INTERVAL=60
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MONITOR_API_RETRIES=3
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MONITOR_API_BONG_COUNT=3000
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MONITOR_SLEEP_AFTER_REQUEST_SEC=0.5
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MONITOR_SLEEP_RATE_LIMIT_SEC=5
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MONITOR_SLEEP_BETWEEN_CHUNKS_SEC=0.3
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MONITOR_API_CHUNK_BARS=200
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MONITOR_MA_WINDOWS=5,20,40,120,200,240,720,1440
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MONITOR_NORM_WINDOW=20
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MONITOR_TELEGRAM_BATCH_SIZE=20
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# --- general_analysis ---
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GA_COL_PREFIX=ga_
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LOOKBACK_BARS=3:120,5:100,10:80,15:60,30:50,60:40,240:30,1440:60,10080:12,43200:6
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CONTEXT_TAIL_ROWS=3:6000,5:5000,10:4000,15:3000,30:2000,60:1500,240:800,1440:500,10080:120,43200:48
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GA_DEFAULT_TAIL_EXPORT=200
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GA_PATTERN_TOLERANCE_PCT=2.5
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GA_VP_BINS=30
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GA_VP_VALUE_AREA_PCT=0.70
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GA_HV_ROLLING_BARS=20
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GA_HV_PERCENTILE_WINDOW=120
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GA_HV_ANNUALIZE_SQRT=339.41148133
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GA_DIVERGENCE_LOOKBACK=10
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GA_SMA_PERIODS=5,20,60,120
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GA_EMA_SPANS=12,26
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GA_ATR_PERIOD=14
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GA_KELTNER_ATR_MULT=2
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GA_AO_FAST=5
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GA_AO_SLOW=34
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GA_LINREG_WINDOW=20
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GA_ADX_PERIOD=14
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GA_ADX_TREND_THRESHOLD=25
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GA_SUPERTREND_ATR_MULT=3
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GA_VOL_SPIKE_MULT=1.8
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GA_VOL_MA_WINDOW=20
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GA_CCI_PERIOD=20
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GA_WILLIAMS_PERIOD=14
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GA_ROC_PERIOD=10
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GA_MFI_PERIOD=14
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GA_CMF_PERIOD=20
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GA_DONCHIAN_PERIOD=20
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GA_BB_SQUEEZE_WINDOW=50
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GA_BB_SQUEEZE_QUANTILE=0.2
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GA_PIVOT_ORDER=3
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GA_PSAR_AF_START=0.02
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GA_PSAR_AF_STEP=0.02
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GA_PSAR_AF_MAX=0.2
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# --- .env.example 누락 키 추가 (2026-06-01) ---
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GT_MIN_ORDER_KRW=5000
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GT_BUY_PCT_LARGE_LEG=1.0
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GT_BUY_PCT_SMALL_LEG=0.05
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GT_LARGE_LEG_TOP_PCT=0.2
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GT_SIGNAL_CAUSAL=1
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SIM_CAUSAL_TIER=1
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CAUSAL_GT_PEAK_MODE=local
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CAUSAL_GT_MIN_LEG_PCT=5.0
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CAUSAL_GT_MIN_BARS_BETWEEN_LEGS=60
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CAUSAL_GT_USE_LOCAL_TROUGH=1
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CAUSAL_GT_DD_LARGE_PCT=5.0
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CAUSAL_GT_DD_MEDIUM_PCT=2.0
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GT_BUY_PCT_MEDIUM_LEG=0.25
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SIM_TIER_CONVICTION_DD_PCT=10.0
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SIM_PRIMARY_SIZING=auto
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SIM_HYBRID_MIN_HOLDOUT_PNL_PCT=0.0
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SIM_HYBRID_MAX_MDD_PCT=30.0
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SIM_OPTION_C_TARGET_PNL_PCT=300.0
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SIM_OPTION_C_PHASE2_TARGET_PNL_PCT=1000.0
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SIM_OPTION_C_PHASE2_FEE_STRESS_RATIO=0.85
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SIM_OPTION_C_MIN_GT_CAPTURE=0.23
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SIM_HYBRID_PORTFOLIO_WF_MIN_RATIO=0.5
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GT_BUY_WEIGHT_RULE=inverse_price_normalized
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GT_SELL_SPLIT_WEIGHTS=0.65,0.35
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MATCH_LABEL_MODE=leg_gt
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MATCH_HOLDOUT_RATIO=0.15
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MATCH_MONITOR_MAX_PER_SIDE=1
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SIM_GO_WF_POSITIVE_RATIO=0.5
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SIM_FEE_STRESS_MULT=2.0
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# 3분봉(MATCH_PRIMARY_INTERVAL=3) — 규칙·알림 쿨다운 1봉
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MONITOR_ALERT_COOLDOWN_MIN=3
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MONITOR_ALERT_KRW_AMOUNT=40000
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# Phase B-1: 실거래 (06_execute_live.py 만 빗썸 주문 — 05는 알림만)
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LIVE_TRADING_ENABLED=1
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# LIVE_* 원화 한도: GT_INITIAL_CASH_KRW(40만) — B-1: 일한도 1배, 손실 10%, 1회참고 10%
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LIVE_ORDER_KRW=40000
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LIVE_BUY_PCT_LARGE=1.0
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LIVE_BUY_PCT_SMALL=0.05
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LIVE_DAILY_KRW_MAX=400000
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LIVE_COOLDOWN_MIN=3
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LIVE_MAX_TRADES_PER_DAY=15
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LIVE_DAILY_LOSS_LIMIT_KRW=40000
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LIVE_SLIPPAGE_PCT=0.05
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# 06: 시뮬 sim_causal_hybrid 정합 — fire_outcomes monitor 발화 부트스트랩
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LIVE_HYBRID_BOOTSTRAP_FIRES=1
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# 07 일일 24h 수익률 텔레그램 (scripts/07_daily_pnl_telegram.py)
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DAILY_PNL_REPORT_ENABLED=1
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DAILY_PNL_REPORT_HOUR=19
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DAILY_PNL_REPORT_MINUTE=0
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DAILY_PNL_REPORT_TZ=Asia/Seoul
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DAILY_PNL_SNAPSHOT_ON_LIVE=1
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DAILY_PNL_SNAPSHOT_RETENTION_DAYS=90
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# 05/06 루프 시 봉 DB 증분 · live_eval 캐시(루프 주기와 동일)
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MONITOR_PERSIST_CANDLES=1
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MATCH_LIVE_CACHE_SEC=180
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# 05/06 시작·루프마다 지연 봉 자동 보완 (간격당 허용 지연 = 간격분×OPS_SYNC_MAX_LAG_BARS)
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OPS_SYNC_ON_START=1
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OPS_SYNC_MAX_LAG_BARS=2
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# --- 주·월봉 다운로드 (01_download) ---
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DOWNLOAD_INTERVALS_WM=10080,43200
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DOWNLOAD_MONTHS_WM=24
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WEEK_INTERVAL_MIN=10080
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MONTH_INTERVAL_MIN=43200
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