feat: volume-lead strategy with compounding, WF filter, and DB-backed simulation

- core/strategy.py: replace trend strategy with volume-lead accumulation
  (vol spike + 2h quiet → signal, +4.8% rise → entry)
- core/trader.py: compound budget adjusts on both profit and loss (floor 30%)
- core/notify.py: add accumulation signal telegram notification
- ohlcv_db.py: Oracle ADB OHLCV cache (insert, load, incremental update)
- sim_365.py: 365-day compounding simulation loading from DB
- krw_sim.py: KRW-based simulation with MAX_POSITIONS constraint
- ticker_sim.py: ticker count expansion comparison
- STRATEGY.md: full strategy documentation
- .gitignore: exclude *.pkl cache files

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

core/strategy.py

@@ -18,6 +18,7 @@ import pyupbit
 
 from .market import get_current_price
 from .market_regime import get_regime
+from .notify import notify_signal
 from .price_db import get_price_n_hours_ago
 
 logger = logging.getLogger(__name__)
@@ -112,6 +113,17 @@ def should_buy(ticker: str) -> bool:
         logger.info(
             f"[축적감지] {ticker} 거래량 급증 + 2h 횡보 → 신호가={current:,.2f}원"
         )
+        # 거래량 비율 계산 후 알림 전송
+        try:
+            fetch_count = LOCAL_VOL_HOURS + 3
+            df_h = pyupbit.get_ohlcv(ticker, interval="minute60", count=fetch_count)
+            if df_h is not None and len(df_h) >= LOCAL_VOL_HOURS + 1:
+                recent_vol = df_h["volume"].iloc[-2]
+                local_avg  = df_h["volume"].iloc[-(LOCAL_VOL_HOURS + 1):-2].mean()
+                ratio = recent_vol / local_avg if local_avg > 0 else 0
+                notify_signal(ticker, current, ratio)
+        except Exception:
+            notify_signal(ticker, current, 0.0)
         return False  # 신호 첫 발생 시는 진입 안 함
 
     # ── 신호 있음: 상승 확인 → 진입 ─────────────────────────