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

core

feat: add velocity entry, fast-poll thread, tighten BEAR threshold

2026-03-03 10:17:08 +09:00

daemon

feat: add velocity entry, fast-poll thread, tighten BEAR threshold

2026-03-03 10:17:08 +09:00

.env.example

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

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

.gitignore

feat: volume-lead strategy with compounding, WF filter, and DB-backed simulation

2026-03-02 01:46:03 +09:00

atr_sweep.py

fix: persist WF shadow state to DB and tighten ATR max stop

2026-03-02 13:49:32 +09:00

backtest.py

feat: bear block, trend-continuation entry, partial TP backtest

2026-03-01 10:51:02 +09:00

interval_sweep.py

feat: switch vol-lead strategy from 1h to 40min candles

2026-03-02 14:52:48 +09:00

krw_sim.py

feat: volume-lead strategy with compounding, WF filter, and DB-backed simulation

2026-03-02 01:46:03 +09:00

main.py

feat: add market regime filter and compound reinvestment

2026-03-01 10:14:36 +09:00

momentum_cmp.py

chore: add WF/shadow/momentum analysis simulation scripts

2026-03-01 23:58:42 +09:00

ohlcv_db.py

feat: volume-lead strategy with compounding, WF filter, and DB-backed simulation

2026-03-02 01:46:03 +09:00

pyproject.toml

feat: initial upbit auto-trader implementation

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

shadow_sim2.py

chore: add WF/shadow/momentum analysis simulation scripts

2026-03-01 23:58:42 +09:00

shadow_sim3.py

chore: add WF/shadow/momentum analysis simulation scripts

2026-03-01 23:58:42 +09:00

shadow_sim.py

chore: add WF/shadow/momentum analysis simulation scripts

2026-03-01 23:58:42 +09:00

sim10m.py

feat: add velocity entry, fast-poll thread, tighten BEAR threshold

2026-03-03 10:17:08 +09:00

sim_45m40.py

feat: relax WF filter WF_WINDOW 2→4 for 40min candle strategy

2026-03-02 15:15:37 +09:00

sim_365.py

feat: relax WF filter WF_WINDOW 2→4 for 40min candle strategy

2026-03-02 15:15:37 +09:00

STRATEGY.md

feat: add velocity entry, fast-poll thread, tighten BEAR threshold

2026-03-03 10:17:08 +09:00

ticker_sim.py

feat: volume-lead strategy with compounding, WF filter, and DB-backed simulation

2026-03-02 01:46:03 +09:00

trend_check.py

chore: add WF/shadow/momentum analysis simulation scripts

2026-03-01 23:58:42 +09:00

velocity_backtest.py

feat: add velocity entry, fast-poll thread, tighten BEAR threshold

2026-03-03 10:17:08 +09:00

vol_lead_sim.py

feat: replace trend strategy with volume-lead accumulation strategy

2026-03-02 00:22:20 +09:00

wf_cmp2.py

chore: add WF/shadow/momentum analysis simulation scripts

2026-03-01 23:58:42 +09:00

wf_cmp.py

chore: add WF/shadow/momentum analysis simulation scripts

2026-03-01 23:58:42 +09:00

Description

Upbit 자동 트레이딩 봇 - Strategy C + 트레일링 스탑

757 KiB

Languages

Python 99.8%

JavaScript 0.2%