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fix: persist WF shadow state to DB and tighten ATR max stop

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- core/price_db.py: add wf_state table CRUD (ensure/upsert/load/delete)
  to persist shadow_cons_wins across restarts
- core/trader.py: save WF blocked state on shadow enter/close,
  restore shadow_cons_wins on startup from DB
- core/monitor.py: lower ATR_MAX_STOP 4.0% → 2.0% based on sweep results
- atr_sweep.py: new ATR_MAX_STOP sweep tool using real ATR calc from DB

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
joungmin
2026-03-02 13:49:32 +09:00
parent 324d69dde0
commit 4b6cb8ca0e
4 changed files with 310 additions and 2 deletions
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core/monitor.py
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@@ -22,7 +22,7 @@ TIME_STOP_MIN_GAIN_PCT = float(os.getenv("TIME_STOP_MIN_GAIN_PCT", "3"))
ATR_CANDLES = 5 # 최근 N개 1h봉으로 자연 진폭 계산
ATR_MULT = 1.5 # 평균 진폭 × 배수 = 스탑 임계값
ATR_MIN_STOP = 0.010 # 최소 스탑 1.0% (너무 좁아지는 거 방지)
ATR_MAX_STOP = 0.040 # 최대 스탑 4.0% (너무 넓어지는 거 방지)
ATR_MAX_STOP = 0.020 # 최대 스탑 2.0% (너무 넓어지는 거 방지)
# ATR 캐시: 종목별 (스탑비율, 계산시각) — 10분마다 갱신
_atr_cache: dict[str, tuple[float, float]] = {}