feat: add velocity entry, fast-poll thread, tighten BEAR threshold

- Add velocity-based entry signal in strategy.py (VELOCITY_THRESHOLD=0.10,
  VELOCITY_MIN_MOVE=0.5%, VELOCITY_MIN_AGE_M=5)
- Add fast-poll thread in daemon/runner.py (SIGNAL_POLL_INTERVAL=15s)
  for sub-minute velocity event detection
- Add vol_ratio tiered condition and get_active_signals() to strategy.py
- Change BEAR_THRESHOLD -1.0 → -0.5 in market_regime.py to catch
  slow downtrends earlier (weighted 2h score)
- Expand sell_reason VARCHAR2(500) in price_db.py DDL
- Add velocity_backtest.py and sim10m.py for strategy experimentation
- Update STRATEGY.md: correct regime algorithm description (weighted 2h
  score, not BTC 1h ±5%), add fast-poll/velocity sections, add backtest
  section D, add change history table

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
joungmin
2026-03-03 10:17:08 +09:00
parent 612055162e
commit 673ce08d84
7 changed files with 986 additions and 36 deletions

View File

@@ -26,7 +26,7 @@ LEADERS: dict[str, float] = {
TREND_HOURS = 2 # 2h 추세 기준
BULL_THRESHOLD = 1.5 # score ≥ 1.5% → Bull
BEAR_THRESHOLD = -1.0 # score < -1.0% → Bear
BEAR_THRESHOLD = -0.5 # score < -0.5% → Bear
# 레짐별 매수 조건 파라미터
REGIME_PARAMS: dict[str, dict] = {