upbit-trader

Files

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

__init__.py

feat: initial upbit auto-trader implementation

2026-02-28 10:20:02 +09:00

market.py

feat: replace volatility breakout with DB-backed real-time trend check

2026-02-28 11:26:26 +09:00

monitor.py

feat: add backtest module with DB cache and scenario comparison

2026-02-28 23:28:27 +09:00

notify.py

feat: add hourly position status report via Telegram