feat: rewrite strategy to 10m vol-lead with undying signal + watch alert

- core/strategy.py: full rewrite to Volume Lead strategy
  - 10m candle direct detection (no 40m resampling)
  - F&G 3-tier vol threshold: <=40->6x, 41-50->5x, >50->blocked
  - Undying signal: price drop does not cancel signal (sig_p fixed)
  - Vol refresh: stronger vol_r updates signal price and timer
  - Watch alert: 4x-6x approaching threshold notifies via Telegram
  - WATCH_VOL_THRESH=4.0, WATCH_COOLDOWN_MIN=30, WATCH_VOL_JUMP=0.5
- daemon/runner.py: remove FNG_MIN_ENTRY block and Bear regime block
  - Only FNG_MAX_ENTRY(>50) blocks scan (greed/extreme greed)
  - Fast-poll loop cleaned of regime check
- core/notify.py: add notify_watch() for near-signal Telegram alerts
  - Shows vol_r, distance to threshold, price, quiet pct
- tests/: add 1y data collection and simulation scripts
  - collect_1y_data.py, refresh_cache.py
  - sim_10m_vol.py, sim_current.py, sim_regime_1y.py
  - sim_regime_sweep.py, sim_vol_override.py

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
joungmin
2026-03-04 09:28:13 +09:00
parent 6580cda017
commit cfbacdacbc
11 changed files with 2358 additions and 209 deletions

View File

@@ -6,10 +6,9 @@ import threading
import time
from core import trader
from core.fng import FNG_MIN_ENTRY, get_fng
from core.fng import get_fng
from core.market import get_top_tickers
from core.market_regime import get_regime
from core.strategy import get_active_signals, should_buy
from core.strategy import FNG_MAX_ENTRY, get_active_signals, should_buy
logger = logging.getLogger(__name__)
@@ -28,21 +27,19 @@ def _fast_poll_loop() -> None:
try:
signals = get_active_signals()
if signals:
regime = get_regime()
if regime["name"] != "bear":
positions = trader.get_positions()
for ticker in list(signals):
if ticker in positions:
continue
if len(positions) >= trader.MAX_POSITIONS:
break
try:
if should_buy(ticker):
logger.info(f"[빠른감시] 매수 신호: {ticker}")
trader.buy(ticker)
time.sleep(0.1)
except Exception as e:
logger.error(f"[빠른감시] 오류 {ticker}: {e}")
positions = trader.get_positions()
for ticker in list(signals):
if ticker in positions:
continue
if len(positions) >= trader.MAX_POSITIONS:
break
try:
if should_buy(ticker):
logger.info(f"[빠른감시] 매수 신호: {ticker}")
trader.buy(ticker)
time.sleep(0.1)
except Exception as e:
logger.error(f"[빠른감시] 오류 {ticker}: {e}")
except Exception as e:
logger.error(f"신호 감시 루프 오류: {e}")
@@ -64,26 +61,16 @@ 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
# F&G 진입 필터 — 차단 구간이면 전체 스캔 스킵
# F&G 탐욕/극탐욕 구간 → 전체 스캔 스킵 (strategy.py와 동일 기준)
fv = get_fng()
fng_label = (
"극탐욕" if fv >= 76 else "탐욕" if fv >= 56 else
"중립" if fv >= 46 else "약공포" if fv >= 41 else
"공포" if fv >= 26 else "극공포"
)
if fv < FNG_MIN_ENTRY:
if fv > FNG_MAX_ENTRY:
logger.info(
f"[F&G차단] F&G={fv} ({fng_label}) < {FNG_MIN_ENTRY}신규 매수 스킵"
f"[F&G차단] F&G={fv} ({fng_label}) > {FNG_MAX_ENTRY}탐욕 구간 스캔 스킵"
)
time.sleep(SCAN_INTERVAL)
continue