joungmin a479bccee6 feat: switch vol-lead strategy from 1h to 40min candles ...

Simulation sweep showed 40min candles outperform 1h:
- 40min: 91 trades, 48.4% WR, +119% PnL, -11% DD
- 60min: 65 trades, 50.8% WR, +88% PnL, -12% DD

Changes:
- strategy.py: fetch minute10, resample to 40min for vol spike detection
  - LOCAL_VOL_CANDLES=7 (was LOCAL_VOL_HOURS=5, 5h/40min = 7 candles)
- monitor.py: ATR calculated from 40min candles
  - ATR_CANDLES=7 (was 5, now 5h in 40min units)
  - ATR_CACHE_TTL=2400s (was 600s, aligned to 40min candle)
- interval_sweep.py: new interval comparison tool (10/20/30/40/50/60min)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

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

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