upbit-trader

Files

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

__init__.py

feat: initial upbit auto-trader implementation

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

market_regime.py

feat: add market regime filter and compound reinvestment

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

market.py

fix: persist sell prices to DB and add WF filter bootstrap

2026-03-01 05:19:22 +09:00

monitor.py

feat: add shadow trading rehabilitation for WF-blocked tickers