Commit Graph

4 Commits

Author SHA1 Message Date
joungmin
6a685a7852 feat: add sim_45m40.py and update STRATEGY.md with 40min backtest results 2026-03-02 15:02:45 +09:00
joungmin
c6c6b0020f docs: clarify backtest sections with candle unit and data source 2026-03-02 14:58:26 +09:00
joungmin
bd802fb896 docs: update STRATEGY.md to 40min candle strategy 2026-03-02 14:55:06 +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