Files
upbit-trader/main.py
joungmin 83a229dd26 feat: add market regime filter and compound reinvestment
- Add market_regime.py: BTC/ETH/SOL/XRP weighted 2h trend score
  Bull(≥+1.5%) / Neutral / Bear(<-1%) regime detection with 10min cache
- strategy.py: dynamic TREND/VOL thresholds based on current regime
  Bull: 3%/1.5x, Neutral: 5%/2.0x, Bear: 8%/3.5x
- price_collector.py: always include leader coins in price history
- trader.py: compound reinvestment (profit added to budget, floor at initial)
- notify.py: regime info in hourly report, P&L icons (/, 💚/🔴)
- main.py: hourly status at top-of-hour, filter positions held 1h+
- backtest.py: timestop/combo comparison modes

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-01 10:14:36 +09:00

91 lines
2.9 KiB
Python

"""Upbit 자동 트레이딩 봇 진입점."""
import logging
import threading
import time
from dotenv import load_dotenv
load_dotenv()
logging.basicConfig(
level=logging.INFO,
format="%(asctime)s [%(levelname)s] %(name)s: %(message)s",
handlers=[
logging.StreamHandler(),
logging.FileHandler("trading.log", encoding="utf-8"),
],
)
from core.monitor import run_monitor
from core.notify import notify_error, notify_status
from core.price_collector import backfill_prices, run_collector
from core.price_db import get_cumulative_krw_profit
from core.trader import get_positions, get_budget_info, restore_positions
from daemon.runner import run_scanner
def run_status_reporter() -> None:
"""매 정각마다 1시간 이상 보유 포지션 현황 전송."""
import datetime as _dt
logger = logging.getLogger("status")
logger.info("상태 리포터 시작 (매 정각 트리거)")
while True:
now = _dt.datetime.now()
# 다음 정각까지 대기
secs_to_next_hour = (60 - now.minute) * 60 - now.second
time.sleep(secs_to_next_hour)
try:
budget = get_budget_info()
cum = get_cumulative_krw_profit()
notify_status(
dict(get_positions()),
max_budget=budget["max_budget"],
per_position=budget["per_position"],
cum_profit=cum,
)
except Exception as e:
logger.error(f"상태 리포트 오류: {e}")
def main() -> None:
logger = logging.getLogger("main")
# 재시작 시 기존 잔고 복원 (이중 매수 방지)
restore_positions()
# 과거 가격 백필 (추세 판단용 DB 데이터가 없는 경우 채움)
logger.info("과거 가격 백필 시작 (48시간)...")
backfill_prices(hours=48)
# 트레일링 스탑 감시 스레드 (10초 주기)
monitor_thread = threading.Thread(
target=run_monitor, args=(10,), daemon=True, name="monitor"
)
monitor_thread.start()
# 매 정각 상태 리포트 스레드 (1시간 이상 보유 포지션만)
status_thread = threading.Thread(
target=run_status_reporter, daemon=True, name="status"
)
status_thread.start()
# 가격 수집 스레드 (10분 주기 → Oracle DB price_history 저장, 추세 판단용)
collector_thread = threading.Thread(
target=run_collector, daemon=True, name="collector"
)
collector_thread.start()
# 매수 스캔 루프 (60초 주기, 메인 스레드) — 예외 발생 시 Telegram 알림 후 재시작
while True:
try:
run_scanner()
except Exception as e:
logger.error(f"스캐너 비정상 종료: {e}", exc_info=True)
notify_error(f"스캐너 비정상 종료: {e}\n5초 후 재시작합니다.")
time.sleep(5)
if __name__ == "__main__":
main()