joungmin
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673ce08d84
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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>
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2026-03-03 10:17:08 +09:00 |
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joungmin
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83a229dd26
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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>
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2026-03-01 10:14:36 +09:00 |
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