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.gitignore에서 docs 하위 제외 규칙을 제거하고 최신 HTML·CSV·JSON 리포트를 원격에 공유한다. Co-authored-by: Cursor <cursoragent@cursor.com>
29 lines
7.3 KiB
HTML
29 lines
7.3 KiB
HTML
<!DOCTYPE html>
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<html lang="ko"><head><meta charset="utf-8"/>
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<title>GT MTF 프로필 (3분~일봉)</title>
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<style>
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body { font-family: "Malgun Gothic", Arial, sans-serif; margin: 24px; background: #f5f5f5; color: #1e293b; }
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h1, h2 { color: #0f172a; }
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table { border-collapse: collapse; width: 100%; background: #fff; margin-bottom: 20px; font-size: 0.85rem; }
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th, td { border: 1px solid #e2e8f0; padding: 8px; text-align: left; }
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th { background: #e2e8f0; }
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p.note { font-size: 0.9rem; color: #475569; }
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code { font-size: 0.8rem; word-break: break-all; }
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</style></head><body>
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<h1>Ground Truth MTF 타점 프로필</h1>
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<p>매수 GT 304건 · 매도 GT 150건 ·
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분석 컬럼 1060개 (3,5,10,15,30,60,240,1440분 + MTF 합성)</p>
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<p class="note">분리도 = |mean_buy − mean_sell| / pooled_std. TF별·글로벌 상위 피처로 04 규칙 후보를 생성합니다.</p>
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<h2>간격별 분리도 상위 (요약)</h2>
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<table><thead><tr><th>TF</th><th>숫자 피처 수</th><th>상위 5 (분리도)</th></tr></thead>
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<tbody><tr><td>m3</td><td>124</td><td>ga_cci_20(3.19), bb_pos(3.17), ga_keltner_pos(3.09), ga_mfi_14(3.00), RSI(2.68)</td></tr><tr><td>m5</td><td>124</td><td>bb_pos(4.28), ga_cci_20(4.15), ga_mfi_14(3.75), ga_keltner_pos(3.67), ga_donchian_pos(3.48)</td></tr><tr><td>m10</td><td>124</td><td>bb_pos(4.86), ga_cci_20(4.29), ga_donchian_pos(3.93), ga_keltner_pos(3.81), stoch_k(3.76)</td></tr><tr><td>m15</td><td>124</td><td>bb_pos(4.26), ga_cci_20(3.89), ga_ha_bull(3.79), ga_keltner_pos(3.62), ga_donchian_pos(3.57)</td></tr><tr><td>m30</td><td>124</td><td>ga_ha_bull(4.14), ga_williams_overboug(4.13), bb_pos(3.79), ga_cci_20(3.51), ga_donchian_pos(3.33)</td></tr><tr><td>m60</td><td>124</td><td>ga_ha_bull(4.63), bb_pos(2.85), ga_cci_20(2.79), ga_williams_overboug(2.72), ga_keltner_pos(2.56)</td></tr><tr><td>m240</td><td>124</td><td>ga_ha_bull(2.26), ga_ha_trend_up(1.60), ga_chart_ha_trend(1.60), ga_cci_20(1.55), bb_pos(1.34)</td></tr><tr><td>d1</td><td>124</td><td>ga_ha_bull(0.79), ga_cci_20(0.45), ga_hammer(0.41), ga_cci_oversold(0.41), bb_pos(0.40)</td></tr></tbody></table>
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<h2>글로벌 분리도 Top 40</h2>
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<table><thead><tr><th>컬럼</th><th>TF</th><th>기법군</th><th>분리도</th><th>매수 median</th><th>매도 median</th></tr></thead>
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<tbody><tr><td>m10_bb_pos</td><td>m10</td><td>legacy</td><td>4.862</td><td>0.0965</td><td>0.9122</td></tr><tr><td>m60_ga_ha_bull</td><td>m60</td><td>indicator</td><td>4.631</td><td>0.0</td><td>1.0</td></tr><tr><td>m10_ga_cci_20</td><td>m10</td><td>indicator</td><td>4.286</td><td>-155.264</td><td>138.6096</td></tr><tr><td>m5_bb_pos</td><td>m5</td><td>legacy</td><td>4.281</td><td>0.1092</td><td>0.8803</td></tr><tr><td>m15_bb_pos</td><td>m15</td><td>legacy</td><td>4.263</td><td>0.0993</td><td>0.9253</td></tr><tr><td>m5_ga_cci_20</td><td>m5</td><td>indicator</td><td>4.146</td><td>-148.8619</td><td>131.386</td></tr><tr><td>m30_ga_ha_bull</td><td>m30</td><td>indicator</td><td>4.136</td><td>0.0</td><td>1.0</td></tr><tr><td>m30_ga_williams_overbought</td><td>m30</td><td>indicator</td><td>4.132</td><td>0.0</td><td>1.0</td></tr><tr><td>m10_ga_donchian_pos</td><td>m10</td><td>indicator</td><td>3.926</td><td>0.164</td><td>1.0459</td></tr><tr><td>m15_ga_cci_20</td><td>m15</td><td>indicator</td><td>3.894</td><td>-155.0009</td><td>146.0705</td></tr><tr><td>m10_ga_keltner_pos</td><td>m10</td><td>indicator</td><td>3.814</td><td>0.1004</td><td>1.0505</td></tr><tr><td>m15_ga_ha_bull</td><td>m15</td><td>indicator</td><td>3.792</td><td>0.0</td><td>1.0</td></tr><tr><td>m30_bb_pos</td><td>m30</td><td>legacy</td><td>3.785</td><td>0.1125</td><td>0.9835</td></tr><tr><td>m10_stoch_k</td><td>m10</td><td>legacy</td><td>3.759</td><td>21.0633</td><td>106.6667</td></tr><tr><td>m5_ga_mfi_14</td><td>m5</td><td>indicator</td><td>3.753</td><td>19.5225</td><td>77.5999</td></tr><tr><td>m10_ga_ha_bull</td><td>m10</td><td>indicator</td><td>3.722</td><td>0.0</td><td>1.0</td></tr><tr><td>m5_ga_keltner_pos</td><td>m5</td><td>indicator</td><td>3.666</td><td>0.0759</td><td>0.994</td></tr><tr><td>m10_ga_williams_overbought</td><td>m10</td><td>indicator</td><td>3.663</td><td>0.0</td><td>1.0</td></tr><tr><td>m15_ga_keltner_pos</td><td>m15</td><td>indicator</td><td>3.624</td><td>0.106</td><td>1.1093</td></tr><tr><td>m15_ga_donchian_pos</td><td>m15</td><td>indicator</td><td>3.568</td><td>0.1818</td><td>1.0656</td></tr><tr><td>m15_ga_williams_overbought</td><td>m15</td><td>indicator</td><td>3.541</td><td>0.0</td><td>1.0</td></tr><tr><td>m10_ga_williams_r</td><td>m10</td><td>indicator</td><td>3.521</td><td>-80.9524</td><td>5.6975</td></tr><tr><td>m30_ga_cci_20</td><td>m30</td><td>indicator</td><td>3.507</td><td>-141.1485</td><td>158.8046</td></tr><tr><td>m5_ga_donchian_pos</td><td>m5</td><td>indicator</td><td>3.483</td><td>0.1765</td><td>1.0083</td></tr><tr><td>m10_ga_mfi_14</td><td>m10</td><td>indicator</td><td>3.414</td><td>20.6936</td><td>75.6397</td></tr><tr><td>m5_ga_cci_oversold</td><td>m5</td><td>indicator</td><td>3.387</td><td>1.0</td><td>0.0</td></tr><tr><td>m15_stoch_k</td><td>m15</td><td>legacy</td><td>3.383</td><td>23.5511</td><td>108.3007</td></tr><tr><td>m30_ga_donchian_pos</td><td>m30</td><td>indicator</td><td>3.327</td><td>0.1682</td><td>1.0714</td></tr><tr><td>m5_RSI</td><td>m5</td><td>legacy</td><td>3.326</td><td>30.7692</td><td>71.3465</td></tr><tr><td>m30_ga_cci_overbought</td><td>m30</td><td>indicator</td><td>3.323</td><td>0.0</td><td>1.0</td></tr><tr><td>m15_ga_williams_r</td><td>m15</td><td>indicator</td><td>3.288</td><td>-80.0</td><td>8.554</td></tr><tr><td>m30_ga_keltner_pos</td><td>m30</td><td>indicator</td><td>3.266</td><td>0.1521</td><td>1.1214</td></tr><tr><td>m10_ga_cci_oversold</td><td>m10</td><td>indicator</td><td>3.221</td><td>1.0</td><td>0.0</td></tr><tr><td>m10_stoch_d</td><td>m10</td><td>legacy</td><td>3.209</td><td>23.6995</td><td>106.2051</td></tr><tr><td>m3_ga_cci_20</td><td>m3</td><td>indicator</td><td>3.187</td><td>-126.499</td><td>108.8001</td></tr><tr><td>m3_bb_pos</td><td>m3</td><td>legacy</td><td>3.166</td><td>0.1371</td><td>0.8159</td></tr><tr><td>m3_ga_keltner_pos</td><td>m3</td><td>indicator</td><td>3.088</td><td>0.0793</td><td>0.9532</td></tr><tr><td>m10_RSI</td><td>m10</td><td>legacy</td><td>3.070</td><td>31.455</td><td>70.9677</td></tr><tr><td>m30_ga_williams_r</td><td>m30</td><td>indicator</td><td>3.031</td><td>-82.0856</td><td>9.5696</td></tr><tr><td>m3_ga_mfi_14</td><td>m3</td><td>indicator</td><td>2.999</td><td>21.5038</td><td>76.1927</td></tr></tbody></table>
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<h2>04 규칙 선별용 피처 (발췌)</h2>
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<p><strong>매수</strong><br/><code>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</code></p>
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<p><strong>매도</strong><br/><code>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</code></p>
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