- 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>
13 KiB
13 KiB