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Op-26M Quant Engine v1.2.35-alpha

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@jaeil-park jaeil-park released this 14 Jul 20:47
  • ๐Ÿ› ๋™๋ฉด ๋กœ์ง ๋ฐฐ์„  ๋ฒ„๊ทธ + ๊น€ํ”„ ๋‹จ์œ„ ๋ฒ„๊ทธ + ๋ฆด๋ฆฌ์ฆˆ ๊ณต์ง€ ์›นํ›… ์ˆ˜์ •

  • [์น˜๋ช…] ์ƒˆ๋ฒฝ ์ง„ํ™”์˜ Kelly ๋™๋ฉด ๋กœ์ง์ด ์‹ค์ œ ์‚ฌ์ด์ง•์— ์ „ํ˜€ ๋ฐ˜์˜ ์•ˆ ๋˜๋˜ ๋ฒ„๊ทธ ์ˆ˜์ •
    • ๊ธฐ์กด: auto_optimizer._apply_hibernation()์ด config.HIBERNATION_STATE/config.KELLY_HIB_RATIO ๊ฐ™์€ module-level ์†์„ฑ์— ๊ฐ’์„ ์ผ๋Š”๋ฐ, ์‹ค์ œ ์‚ฌ์ด์ง•(risk/position_sizer.py)๊ณผ ๋Œ€์‹œ๋ณด๋“œ๋Š” config.BOT_STATE['hibernation_state']/['kelly_hib_ratio']๋ฅผ ์ฝ์Œ โ€” ์ฆ‰ ์ƒˆ๋ฒฝ ์ง„ํ™”๊ฐ€ ๊ณ„์‚ฐํ•œ f* ๊ธฐ๋ฐ˜ ๋ฆฌ์Šคํฌ ์กฐ์ ˆ์ด ์‚ฌ์‹ค์ƒ ์ฃฝ์€ ์ฝ”๋“œ์˜€์Œ
    • ์ถ”๊ฐ€๋กœ f*๊ฐ€ ORANGE/RED ๊ตฌ๊ฐ„์ด์–ด๋„ ๋ฌด์กฐ๊ฑด GREEN์œผ๋กœ ๋ฎ์–ด์“ฐ๋˜ ๋ฒ„๊ทธ๋„ ๊ฐ™์ด ์žˆ์—ˆ์Œ
    • web_ui.py์˜ "๋™๋ฉด ํ•ด์ œ" ๋ฒ„ํŠผ๋„ ๊ฐ™์€ ํŒจํ„ด์˜ ๋ฒ„๊ทธ๋กœ ์‹ค์ œ๋กœ๋Š” ๋™์ž‘ํ•˜์ง€ ์•Š๊ณ  ์žˆ์—ˆ์Œ
    • ์ „๋ถ€ config.BOT_STATE์— ์ •ํ™•ํžˆ ์“ฐ๋„๋ก ์ˆ˜์ •
  • [๋ฒ„๊ทธ] ํ’ˆ์งˆ๊ฒŒ์ดํŠธ ๊น€ํ”„ ๋ณด๋„ˆ์Šค๊ฐ€ ์‚ฌ์‹ค์ƒ ํ•ญ์ƒ ์ฃฝ์–ด์žˆ๋˜ ๋‹จ์œ„ ๋ถˆ์ผ์น˜ ์ˆ˜์ •
    • risk/quality_gate.py์˜ _score_market()์ด ๊น€ํ”„(%๋‹จ์œ„ ์ˆซ์ž, ์˜ˆ: -1.7)๋ฅผ 0.05์™€ ๋น„๊ตํ•˜๊ณ  ์žˆ์–ด์„œ +5์  ๋ณด๋„ˆ์Šค๊ฐ€ ๊ฑฐ์˜ ๋ฐœ๋™ํ•œ ์ ์ด ์—†์—ˆ์Œ โ€” 5์™€ ๋น„๊ตํ•˜๋„๋ก ์ˆ˜์ •
  • [๋ฒ„๊ทธ] ๋ฆด๋ฆฌ์ฆˆ ๋…ธํŠธ Discord ๊ณต์ง€(#๊ณต์ง€์‚ฌํ•ญ)๊ฐ€ ์• ์ดˆ์— ์„ค์ •๋œ ์  ์—†์—ˆ์Œ
    • config.DISCORD_WEBHOOK_NOTICE๋ฅผ ์ฐธ์กฐํ•˜๋Š” ์ฝ”๋“œ๋Š” ์žˆ์—ˆ์ง€๋งŒ config.py/.env ์–ด๋””์—๋„ ์ •์˜๋œ ์ ์ด ์—†์–ด ํ•ญ์ƒ ์กฐ์šฉํžˆ ์Šคํ‚ต๋˜๊ณ  ์žˆ์—ˆ์Œ โ€” ๊ฒŒ๋‹ค๊ฐ€ ๋ฐœ์†ก ์„ฑ๊ณต ์—ฌ๋ถ€์™€ ๋ฌด๊ด€ํ•˜๊ฒŒ "๋ฐœ์†ก ์™„๋ฃŒ" ๋กœ๊ทธ๊ฐ€ ์ฐํ˜€์„œ ์•„๋ฌด๋„ ๋ชฐ๋ž์Œ
    • ์›นํ›… ์„ค์ • ์ถ”๊ฐ€ + ์‹ค์ œ ๋ฐœ์†ก ์„ฑ๊ณต/์‹คํŒจ/์Šคํ‚ต์„ ์ •์งํ•˜๊ฒŒ ๋กœ๊ทธ๋กœ ๊ตฌ๋ถ„
  • [๊ฒ€์ฆ] ์œ ๋‹›ํ…Œ์ŠคํŠธ 8๊ฑด ์ถ”๊ฐ€(๋™๋ฉด ๋ฐฐ์„  4๊ฑด, ํ’ˆ์งˆ๊ฒŒ์ดํŠธ ๊น€ํ”„ ๋ณด๋„ˆ์Šค 4๊ฑด) โ€” ์ „์ฒด 157๊ฐœ ํ…Œ์ŠคํŠธ ํ†ต๊ณผ.