joungmin/upbit-trader
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7 Commits

Author SHA1 Message Date
joungmin
673ce08d84 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>
 2026-03-03 10:17:08 +09:00
joungmin
4b6cb8ca0e fix: persist WF shadow state to DB and tighten ATR max stop 
- core/price_db.py: add wf_state table CRUD (ensure/upsert/load/delete)
  to persist shadow_cons_wins across restarts
- core/trader.py: save WF blocked state on shadow enter/close,
  restore shadow_cons_wins on startup from DB
- core/monitor.py: lower ATR_MAX_STOP 4.0% → 2.0% based on sweep results
- atr_sweep.py: new ATR_MAX_STOP sweep tool using real ATR calc from DB

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-03-02 13:49:32 +09:00
joungmin
83a229dd26 feat: add market regime filter and compound reinvestment 
- 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
bcef128155 feat: add trade_id + full trade record to trade_results 
Each buy generates a UUID trade_id stored in positions table.
Each sell links via same trade_id in trade_results, enabling
round-trip grouping of buy→sell pairs.

Additional fields saved per trade:
- fee_krw: commission amount (0.05% each side)
- krw_profit: net KRW profit/loss after fees
- buy_price / sell_price: exact prices
- invested_krw: capital deployed
- sell_reason: trailing stop / time stop / etc.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-03-01 05:54:06 +09:00
joungmin
d2a5c3ae9e fix: persist sell prices to DB and add WF filter bootstrap 
- price_db: add sell_prices table (ensure/upsert/load/delete)
- trader: restore _last_sell_prices from DB on startup so re-entry
  block survives restarts; persist each sell price immediately
- market: retry chunk requests up to 3 times with backoff on 429

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-03-01 05:19:22 +09:00
joungmin
4888aa0faa feat: add walk-forward trade filter to prevent re-entry on losing tickers 
- Add trade_results table to Oracle DB for persistent trade history
- Record win/loss after each sell with pnl_pct
- Load last N trades per ticker from DB on startup (survives restarts)
- Block buy() when recent win rate (last 5 trades) < 40% threshold
- Configurable via WF_WINDOW and WF_MIN_WIN_RATE env vars
- Backtest showed improvement from -7.5% to +37.4% cumulative return

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-02-28 23:28:07 +09:00
joungmin
80ab004eba feat: replace volatility breakout with DB-backed real-time trend check 
- price_history table on Oracle ADB stores prices every 10 minutes
- check_trend(): current price vs N hours ago (default 1h, +3% threshold)
- check_momentum(): unchanged (MA20 + 2x volume still applies)
- Ticker list cached 5 minutes to avoid 429 rate limits
- Collector starts 30s after boot to avoid simultaneous API calls
- Configurable: TREND_HOURS, TREND_MIN_GAIN_PCT in .env

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-02-28 11:26:26 +09:00