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:
@@ -15,8 +15,8 @@ load_dotenv(dotenv_path=Path(__file__).parent / ".env")
|
||||
sys.path.insert(0, str(Path(__file__).parent))
|
||||
|
||||
# ── 파라미터 ─────────────────────────────────────────────
|
||||
CACHE_FILE = Path("sim10m_cache.pkl")
|
||||
TOP30_FILE = Path("top30_tickers.pkl")
|
||||
CACHE_FILE = Path(__file__).parent.parent / "data" / "sim10m_cache.pkl"
|
||||
TOP30_FILE = Path(__file__).parent.parent / "data" / "top30_tickers.pkl"
|
||||
TOP_N = 20
|
||||
|
||||
BUDGET = 15_000_000
|
||||
|
||||
Reference in New Issue
Block a user