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8 Commits

Author SHA1 Message Date
joungmin
cfbacdacbc 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>
 2026-03-04 09:28:13 +09:00
joungmin
27189b1ad9 feat: add Fear & Greed filter to entry logic 
- core/fng.py: F&G API wrapper with 1h cache (alternative.me)
  - FNG_MIN_ENTRY=41 (env-configurable), blocks entry below threshold
- core/strategy.py: call is_entry_allowed() before volume/regime checks
- daemon/runner.py: log F&G status on every scan cycle
- core/notify.py: include F&G value in buy/signal/status notifications
- core/trader.py: pass current F&G value to notify_buy

Backtest evidence (1y / 18 tickers / 1h candles):
  - No filter:   820 trades, 32.7% WR, avg +0.012%, KRW +95k
  - F&G >= 41:   372 trades, 39.5% WR, avg +0.462%, KRW +1.72M
  - Blocked 452 trades (avg -0.372%, saved ~1.68M KRW loss)

Also add:
- backtest_db.py: Oracle DB storage for backtest runs/results/trades
- fng_1y_backtest.py, fng_adaptive_backtest.py, fng_sim_comparison.py

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-03-03 15:56:17 +09:00
joungmin
324d69dde0 feat: volume-lead strategy with compounding, WF filter, and DB-backed simulation 
- core/strategy.py: replace trend strategy with volume-lead accumulation
  (vol spike + 2h quiet → signal, +4.8% rise → entry)
- core/trader.py: compound budget adjusts on both profit and loss (floor 30%)
- core/notify.py: add accumulation signal telegram notification
- ohlcv_db.py: Oracle ADB OHLCV cache (insert, load, incremental update)
- sim_365.py: 365-day compounding simulation loading from DB
- krw_sim.py: KRW-based simulation with MAX_POSITIONS constraint
- ticker_sim.py: ticker count expansion comparison
- STRATEGY.md: full strategy documentation
- .gitignore: exclude *.pkl cache files

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-03-02 01:46:03 +09:00
joungmin
b0f0b3e82a feat: ATR adaptive trailing stop and 2-decimal formatting 
- monitor.py: replace fixed 1.5% stop with ATR-based adaptive stop
  recent 5x 1h candles avg range × 1.5 mult, clamped 1.0%~4.0%
  10min cache per ticker to minimize API calls
  all log numbers formatted to 2 decimal places
- notify.py: apply 2 decimal places to price, P&L, fee, cum_profit

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-03-01 10:32:24 +09:00
joungmin
83a229dd26 feat: add market regime filter and compound reinvestment 
- Add market_regime.py: BTC/ETH/SOL/XRP weighted 2h trend score
  Bull(≥+1.5%) / Neutral / Bear(<-1%) regime detection with 10min cache
- strategy.py: dynamic TREND/VOL thresholds based on current regime
  Bull: 3%/1.5x, Neutral: 5%/2.0x, Bear: 8%/3.5x
- price_collector.py: always include leader coins in price history
- trader.py: compound reinvestment (profit added to budget, floor at initial)
- notify.py: regime info in hourly report, P&L icons (✅/❌, 💚/🔴)
- main.py: hourly status at top-of-hour, filter positions held 1h+
- backtest.py: timestop/combo comparison modes

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-03-01 10:14:36 +09:00
joungmin
2585d47140 feat: add hourly position status report via Telegram 
Run status reporter thread every 60 minutes, sends current price,
PnL, drop from peak, and holding time for each position.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-02-28 10:39:30 +09:00
joungmin
a287e48522 fix: restore positions on restart and fix notify env loading 
- restore_positions(): read Upbit balances on startup to prevent
  double-buying after restart
- notify.py: read TOKEN/CHAT_ID inside _send() to avoid empty values
  when module is imported before load_dotenv()

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-02-28 10:36:17 +09:00
joungmin
a799fbebbd feat: add Telegram notifications and configurable stop loss 
- notify.py: buy/sell/error alerts via upbit_trading_jm_bot
- STOP_LOSS_PCT: trailing stop configurable via .env (default -5%)
- notify_buy/notify_sell called on every trade execution

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-02-28 10:31:03 +09:00