feat: bear block, trend-continuation entry, partial TP backtest

1. daemon/runner.py: skip scan entirely in bear regime
   - calls get_regime() at start of each scan loop
   - logs bear block with score before sleeping

2. core/strategy.py: trend-continuation entry filter
   - check_trend_6h(): 6h price trend >= 1% (rejects flash spikes)
   - 15-min confirmation watchlist (_watchlist dict)
   - should_buy() adds watchlist to existing 12h+regime+momentum logic
   - CONFIRM_SECONDS env var (default 900 = 15min)
   - TREND_6H_MIN_PCT env var (default 1.0%)

3. backtest.py: partial take-profit scenario comparison (--tp-cmp)
   - simulate(): partial_tp_pct / partial_tp_ratio params
   - blended pnl = ratio * partial_pnl + (1-ratio) * remaining_pnl
   - main_tp_cmp(): 3 scenarios A/B/C (none / +5% 50% / +3% 50%)
   - result: partial TP reduces cumulative return (-56% → -63%)
     big winners carry the strategy; trimming them hurts expected value

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
joungmin
2026-03-01 10:51:02 +09:00
parent b0f0b3e82a
commit 16b4c932a2
3 changed files with 204 additions and 16 deletions

View File

@@ -5,6 +5,7 @@ import time
from core import trader
from core.market import get_top_tickers
from core.market_regime import get_regime
from core.strategy import should_buy
logger = logging.getLogger(__name__)
@@ -23,6 +24,16 @@ def run_scanner() -> None:
time.sleep(SCAN_INTERVAL)
continue
# Bear 레짐 시 신규 매수 완전 차단
regime = get_regime()
if regime["name"] == "bear":
logger.info(
f"[Bear차단] 레짐={regime['emoji']} BEAR "
f"(score={regime['score']:+.2f}%) — 신규 매수 스킵"
)
time.sleep(SCAN_INTERVAL)
continue
tickers = get_top_tickers()
logger.info(f"스캔 시작: {len(tickers)}개 종목")