feat: use 60min volume, add KRW P&L log, relax re-entry after win

- strategy: replace daily volume check with 60-min candle volume
  (daily volume at 5am is tiny -> BTC/ETH never matched; now uses
  last 1h candle vs previous 23h avg × 2)
- trader: log actual KRW net profit and fee on every sell
- trader: skip re-entry +1% block when last trade was a win
  (allow re-entry on new trend signal even below last sell price)

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

core/strategy.py

@@ -5,6 +5,7 @@ from __future__ import annotations
 import logging
 import os
 
+import pyupbit
 from .market import get_current_price, get_ohlcv
 from .price_db import get_price_n_hours_ago
 
@@ -46,27 +47,41 @@ def check_trend(ticker: str) -> bool:
 
 
 def check_momentum(ticker: str) -> bool:
-    """모멘텀 조건: 현재가 > MA20 AND 오늘 거래량 > 20일 평균 × 2."""
-    df = get_ohlcv(ticker, count=MA_PERIOD + 1)
-    if df is None or len(df) < MA_PERIOD + 1:
+    """모멘텀 조건: 현재가 > MA20(일봉) AND 최근 1h 거래량 > 24h 평균 × 2 (60분봉 기준).
+
+    일봉 거래량은 오전에 항상 미달하므로 60분봉으로 교체.
+    """
+    # MA20: 일봉 기준
+    df_daily = get_ohlcv(ticker, count=MA_PERIOD + 1)
+    if df_daily is None or len(df_daily) < MA_PERIOD + 1:
         return False
 
-    ma = df["close"].iloc[-MA_PERIOD:].mean()
-    avg_vol = df["volume"].iloc[:-1].mean()
-    today_vol = df["volume"].iloc[-1]
+    ma = df_daily["close"].iloc[-MA_PERIOD:].mean()
     current = get_current_price(ticker)
-
     if current is None:
         return False
 
     price_ok = current > ma
-    vol_ok = today_vol > avg_vol * VOLUME_MULTIPLIER
-    result = price_ok and vol_ok
+    if not price_ok:
+        return False
 
+    # 거래량: 60분봉 기준 (최근 1h vs 이전 24h 평균)
+    try:
+        df_hour = pyupbit.get_ohlcv(ticker, interval="minute60", count=26)
+    except Exception:
+        return False
+    if df_hour is None or len(df_hour) < 5:
+        return False
+
+    recent_vol = df_hour["volume"].iloc[-2]          # 직전 완성된 1h 봉
+    avg_vol_1h = df_hour["volume"].iloc[-25:-2].mean()  # 이전 23h 평균
+    vol_ok = avg_vol_1h > 0 and recent_vol > avg_vol_1h * VOLUME_MULTIPLIER
+
+    result = price_ok and vol_ok
     if result:
         logger.debug(
             f"[모멘텀] {ticker} 현재={current:,.0f} MA20={ma:,.0f} "
-            f"거래량={today_vol:.0f} 평균={avg_vol:.0f}"
+            f"1h거래량={recent_vol:.0f} 평균={avg_vol_1h:.0f}"
         )
     return result