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
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- 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
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- 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
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- 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
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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
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- 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
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- 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
