upbit-trader

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joungmin 7c7fb08693 feat: replace trend strategy with volume-lead accumulation strategy

- strategy.py: rewrite should_buy() with volume-lead logic
  - detect accumulation: vol spike + 2h quiet price → record signal_price
  - entry: price rises ≥ TREND_AFTER_VOL% from signal_price
  - signal reset: timeout (8h) or price drops below signal_price
- .env: add PRICE_QUIET_PCT=2.0, TREND_AFTER_VOL=4.8, SIGNAL_TIMEOUT_H=8.0
- vol_lead_sim.py: add parameter sweep 0.5~5.0% + fine sweep 4.0~5.0%

Backtest result (9 tickers, 2026-01-15~): +4.8% threshold
  26 trades | 69% win rate | +73.38% cumulative (vs A 33 trades 45% +24.25%)

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

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

core

feat: replace trend strategy with volume-lead accumulation strategy

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

daemon

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

2026-03-01 10:51:02 +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: initial upbit auto-trader implementation