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feat: add MTF pullback bot for OOS dry-run verification

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Volume-backed pullback strategy with 1h meta filter (EMA50/200 + ADX)
and 15m 3-candle trigger sequence. Deployed as separate mtf-bot container
alongside existing cointrader. All orders are dry-run (logged only).

- src/mtf_bot.py: Module 1-4 (DataFetcher, MetaFilter, TriggerStrategy, ExecutionManager)
- main_mtf.py: OOS dry-run entry point
- docker-compose.yml: mtf-bot service added
- requirements.txt: ccxt dependency added
- scripts/mtf_backtest.py: backtest script (Phase 1 robustness: SHORT PF≥1.5 in 7/9 combos)

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
21in7
2026-03-30 15:58:40 +09:00
parent 17742da6af
commit 4c40516559
5 changed files with 1291 additions and 0 deletions
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requirements.txt
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@@ -15,3 +15,4 @@ pyarrow>=15.0.0
onnxruntime>=1.18.0
optuna>=3.6.0
quantstats>=0.0.81
ccxt>=4.5.0