2 Commits

Author	SHA1	Message	Date
joungmin	3e2cdeb2c5	feat: relax WF filter WF_WINDOW 2→4 for 40min candle strategy ... 40min candles generate signals more frequently, making 2-consecutive-loss blocking too aggressive. Analysis showed WF was blocking trades with 55.9% win rate vs 43.9% for accepted trades. WF_WINDOW=4 (4연패 시 차단) reduces blocked trades from 34→3 out of 91, improving 45-day return from +14.87% to +44.56% with lower drawdown (-3.90%). Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-03-02 15:15:37 +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