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ef8fc774f8cd01951a2ac466fb6305c2733d5607
Bithumb/docs/04_matching/rule_candidates.json
xavis d7848df6f7 refactor: GT·시뮬·운영 3축 정리 및 hybrid 실거래 정합 
Phase C/dry-run·미사용 모듈·재생성 HTML을 제거하고, 운영 체결을
sim_causal_hybrid와 동일한 hybrid 로직으로 통합한다.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-03 23:50:28 +09:00

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{
"source": "/Users/xavis/workspace/ncue/DeepCoin/docs/03_analysis/general_analysis_trades.csv",
"profile_json": "/Users/xavis/workspace/ncue/DeepCoin/docs/03_analysis/gt_mtf_profile.json",
"calibration_json": "/Users/xavis/workspace/ncue/DeepCoin/docs/03_analysis/gt_calibration_report.json",
"buy_profile_features": [
"m3_bb_pos",
"m3_ga_cci_20",
"m3_ga_keltner_pos",
"m3_ga_mfi_14",
"m3_ga_donchian_pos",
"m3_RSI",
"m5_bb_pos",
"m5_ga_cci_20",
"m5_ga_keltner_pos",
"m5_ga_mfi_14",
"m5_ga_donchian_pos",
"m5_RSI",
"m10_bb_pos",
"m10_ga_cci_20",
"m10_ga_ha_bull",
"m10_ga_donchian_pos",
"m10_ga_keltner_pos",
"m10_stoch_k",
"m15_bb_pos",
"m15_ga_cci_20",
"m15_ga_ha_bull",
"m15_ga_keltner_pos",
"m15_ga_donchian_pos",
"m15_stoch_k",
"m30_ga_ha_bull",
"m30_bb_pos",
"m30_ga_cci_20",
"m30_ga_williams_overbought",
"m30_ga_donchian_pos",
"m30_ga_keltner_pos",
"m60_ga_ha_bull",
"m60_bb_pos",
"m60_ga_williams_overbought",
"m60_ga_cci_20",
"m60_ga_cci_overbought",
"m60_ga_keltner_pos",
"m240_ga_ha_bull",
"m240_ga_ha_trend_up",
"m240_ga_chart_ha_trend",
"m240_ga_cci_20",
"m240_bb_pos",
"m240_ga_keltner_pos",
"d1_ga_ha_bull",
"d1_ga_cci_20",
"d1_ga_cci_oversold",
"d1_bb_pos",
"d1_ga_cci_overbought",
"d1_ga_ha_trend_up",
"w1_ga_three_black_crows",
"w1_ga_pattern_wedge_rising"
],
"sell_profile_features": [
"m3_bb_pos",
"m3_ga_cci_20",
"m3_ga_keltner_pos",
"m3_ga_mfi_14",
"m3_ga_donchian_pos",
"m3_RSI",
"m5_bb_pos",
"m5_ga_cci_20",
"m5_ga_keltner_pos",
"m5_ga_mfi_14",
"m5_ga_donchian_pos",
"m5_RSI",
"m10_bb_pos",
"m10_ga_cci_20",
"m10_ga_ha_bull",
"m10_ga_donchian_pos",
"m10_ga_keltner_pos",
"m10_stoch_k",
"m15_bb_pos",
"m15_ga_cci_20",
"m15_ga_ha_bull",
"m15_ga_keltner_pos",
"m15_ga_donchian_pos",
"m15_stoch_k",
"m30_ga_ha_bull",
"m30_bb_pos",
"m30_ga_cci_20",
"m30_ga_williams_overbought",
"m30_ga_donchian_pos",
"m30_ga_keltner_pos",
"m60_ga_ha_bull",
"m60_bb_pos",
"m60_ga_williams_overbought",
"m60_ga_cci_20",
"m60_ga_cci_overbought",
"m60_ga_keltner_pos",
"m240_ga_ha_bull",
"m240_ga_ha_trend_up",
"m240_ga_chart_ha_trend",
"m240_ga_cci_20",
"m240_bb_pos",
"m240_ga_keltner_pos",
"d1_ga_ha_bull",
"d1_ga_cci_20",
"d1_ga_cci_oversold",
"d1_bb_pos",
"d1_ga_cci_overbought",
"d1_ga_ha_trend_up",
"w1_ga_three_black_crows",
"w1_ga_pattern_wedge_rising"
],
"buy_gt_count": 318,
"sell_gt_count": 158,
"rule_count": 12,
"rules": [
{
"rule_id": "buy_compound_top3",
"side": "buy",
"kind": "compound",
"conditions": [
{
"col": "m10_bb_pos",
"op": "between",
"lo": 0.0,
"hi": 0.20698250741759133
},
{
"col": "m5_bb_pos",
"op": "between",
"lo": 0.0002639734376405,
"hi": 0.2055391802948894
},
{
"col": "m10_ga_cci_20",
"op": "between",
"lo": -196.53481289151543,
"hi": -118.19602423726946
}
],
"profile_cols": [
"m10_bb_pos",
"m5_bb_pos",
"m10_ga_cci_20"
]
},
{
"rule_id": "buy_compound_tight",
"side": "buy",
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"conditions": [
{
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},
{
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"lo": 0.04926406505452075,
"hi": 0.17056205475779587
},
{
"col": "m10_ga_cci_20",
"op": "between",
"lo": -176.08366788851922,
"hi": -133.4800557108608
}
]
},
{
"rule_id": "buy_contrast_m10_bb_pos",
"side": "buy",
"kind": "contrast",
"conditions": [
{
"col": "m10_bb_pos",
"op": "between",
"lo": 0.021172207503886126,
"hi": 0.16409846055318933
},
{
"col": "m10_bb_pos",
"op": "lte",
"value": 0.8588208478908868
}
]
},
{
"rule_id": "buy_mtf_cross_all_tf",
"side": "buy",
"kind": "mtf_cross",
"conditions": [
{
"col": "m3_bb_pos",
"op": "between",
"lo": 0.02225009472391165,
"hi": 0.24829322108487767
},
{
"col": "m5_bb_pos",
"op": "between",
"lo": 0.0002639734376405,
"hi": 0.2055391802948894
},
{
"col": "m10_bb_pos",
"op": "between",
"lo": 0.0,
"hi": 0.20698250741759133
},
{
"col": "m15_bb_pos",
"op": "between",
"lo": 0.0,
"hi": 0.2400835423107455
},
{
"col": "m30_ga_ha_bull",
"op": "eq_int",
"value": 0
},
{
"col": "m60_ga_ha_bull",
"op": "eq_int",
"value": 0
},
{
"col": "m240_ga_ha_bull",
"op": "eq_int",
"value": 0
},
{
"col": "d1_ga_ha_bull",
"op": "eq_int",
"value": 0
},
{
"col": "w1_ga_three_black_crows",
"op": "eq_int",
"value": 0
}
]
},
{
"rule_id": "sell_compound_top3",
"side": "sell",
"kind": "compound",
"conditions": [
{
"col": "m10_bb_pos",
"op": "between",
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"hi": 1.0
},
{
"col": "m5_bb_pos",
"op": "between",
"lo": 0.7821369534082708,
"hi": 0.9843377974456614
},
{
"col": "m10_ga_cci_20",
"op": "between",
"lo": 111.04253803255844,
"hi": 180.08898611506828
}
],
"profile_cols": [
"m10_bb_pos",
"m5_bb_pos",
"m10_ga_cci_20"
]
},
{
"rule_id": "sell_compound_tight",
"side": "sell",
"kind": "compound_tight",
"conditions": [
{
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},
{
"col": "m10_ga_cci_20",
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"lo": 119.31363996378025,
"hi": 158.95227481534286
}
]
},
{
"rule_id": "sell_contrast_m10_bb_pos",
"side": "sell",
"kind": "contrast",
"conditions": [
{
"col": "m10_bb_pos",
"op": "between",
"lo": 0.8370267885275882,
"hi": 0.9796418765981115
},
{
"col": "m10_bb_pos",
"op": "gte",
"value": 0.14589043491619427
}
]
},
{
"rule_id": "sell_mtf_cross_all_tf",
"side": "sell",
"kind": "mtf_cross",
"conditions": [
{
"col": "m3_bb_pos",
"op": "between",
"lo": 0.6750785337434262,
"hi": 0.9593012516978001
},
{
"col": "m5_bb_pos",
"op": "between",
"lo": 0.7821369534082708,
"hi": 0.9843377974456614
},
{
"col": "m10_bb_pos",
"op": "between",
"lo": 0.7941295136276819,
"hi": 1.0
},
{
"col": "m15_bb_pos",
"op": "between",
"lo": 0.8206164588850927,
"hi": 1.0
},
{
"col": "m30_ga_ha_bull",
"op": "eq_int",
"value": 1
},
{
"col": "m60_ga_ha_bull",
"op": "eq_int",
"value": 1
},
{
"col": "m240_ga_ha_bull",
"op": "eq_int",
"value": 1
},
{
"col": "d1_ga_ha_bull",
"op": "eq_int",
"value": 1
},
{
"col": "w1_ga_three_black_crows",
"op": "eq_int",
"value": 0
}
]
},
{
"rule_id": "gt_model_buy_zigzag_bb",
"side": "buy",
"kind": "gt_model",
"logic": "and",
"conditions": [
{
"col": "gt_buy_signal",
"op": "eq_int",
"value": 1
}
],
"gt_spec": "trough_zigzag + bb_pos <= GT_BUY_BB_MAX"
},
{
"rule_id": "gt_model_buy_trough_local",
"side": "buy",
"kind": "gt_model",
"logic": "and",
"conditions": [
{
"col": "gt_trough_local",
"op": "eq_int",
"value": 1
},
{
"col": "bb_pos",
"op": "lte",
"value": 0.45
}
],
"gt_spec": "local trough + bb filter"
},
{
"rule_id": "gt_model_sell_zigzag_peak",
"side": "sell",
"kind": "gt_model",
"logic": "and",
"conditions": [
{
"col": "gt_sell_signal",
"op": "eq_int",
"value": 1
}
],
"gt_spec": "major swing peak (ZigZag)"
},
{
"rule_id": "gt_model_sell_peak_local",
"side": "sell",
"kind": "gt_model",
"logic": "and",
"conditions": [
{
"col": "gt_peak_local",
"op": "eq_int",
"value": 1
}
],
"gt_spec": "local high extremum"
}
]
}
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