d385456867
인과 GT leg 엔진·drawdown tier·train 캘리브레이션, Phase 2 Go/No-Go 및 시뮬 리포트를 반영한다. Co-authored-by: Cursor <cursoragent@cursor.com>
62 lines
1.6 KiB
Plaintext
62 lines
1.6 KiB
Plaintext
# DeepCoin — .env.example (비밀값 없음). 복사: cp .env.example .env
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BITHUMB_ACCESS_KEY=
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BITHUMB_SECRET_KEY=
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COIN_TELEGRAM_BOT_TOKEN=
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COIN_TELEGRAM_CHAT_ID=
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SYMBOL=WLD
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CHART_LOOKBACK_DAYS=365
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# 02 Ground Truth
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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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# 시뮬·스캔: 1=인과적(운영 정합), 0=사후 ZigZag(정답 라벨용)
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GT_SIGNAL_CAUSAL=1
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SIM_CAUSAL_TIER=1
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# 인과 GT leg 엔진 (scripts/04_causal_gt_calibrate.py)
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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=8.0
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CAUSAL_GT_DD_MEDIUM_PCT=4.0
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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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# hybrid tier 승격 (auto=검증 통과 시 hybrid)
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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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# 04 매칭
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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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# 1 시뮬레이션
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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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# 05 알림
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MONITOR_ALERT_COOLDOWN_MIN=180
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MONITOR_ALERT_KRW_AMOUNT=100000
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# 3 실거래 (오픈 시에만 1) — 아래 한도는 06_live 전용, 시뮬(04)은 GT tier 복리 사용
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LIVE_TRADING_ENABLED=0
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LIVE_ORDER_KRW=100000
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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=300000
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LIVE_COOLDOWN_MIN=180
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LIVE_MAX_TRADES_PER_DAY=10
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LIVE_DAILY_LOSS_LIMIT_KRW=50000
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