joungmin/upbit-trader
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5df56a933eff73badbf174960ac774b056959d69
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4 Commits

Author SHA1 Message Date
joungmin
0b264b304c feat: add backtest module with DB cache and scenario comparison 
Backtest improvements:
- Add backtest.py with Oracle DB-backed OHLCV cache (no repeated API calls)
- Add backtest_trades table to cache simulation results by params hash
  (same params -> instant load, skip re-simulation)
- Add walk-forward scenario comparison (--walkforward-cmp)
- Add trend ceiling filter (--trend-cmp, max gain threshold)
- Add ticker win-rate filter (--ticker-cmp, SQL-based instant analysis)
- Precompute daily_features once per data load (not per scenario)

Live bot fixes:
- monitor: add hard stop-loss from buy price (in addition to trailing)
- strategy: fix re-entry condition to require +1% above last sell price
- price_collector: add 48h backfill on startup for trend calculation
- main: call backfill_prices() at startup

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-02-28 23:28:27 +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
joungmin
0713fb1e11 feat: add time stop rule for stale positions 
Sell position if held for TIME_STOP_HOURS (default 24h) with less than
TIME_STOP_MIN_GAIN_PCT (default +3%) gain. Frees up capital for
fresh momentum opportunities.

Priority: trailing stop (-10%) checked first, then time stop.
Both thresholds configurable via .env.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-02-28 10:23:32 +09:00
joungmin
83bd51117f feat: initial upbit auto-trader implementation 
Strategy C: volatility breakout (Larry Williams K=0.5) AND momentum
(MA20 + 2x volume surge) must both trigger for a buy signal.

Hard rules:
- Trailing stop: sell when price drops -10% from peak
- Max budget: 1,000,000 KRW total, up to 3 positions (333,333 KRW each)
- Scan top 20 KRW tickers by 24h trading volume every 60s
- Monitor positions every 10s

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-02-28 10:20:02 +09:00