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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324d69dde0
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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>
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2026-03-02 01:46:03 +09:00 |
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