feat: add per-symbol strategy params with sweep-optimized values

Support per-symbol strategy parameters (ATR_SL_MULT_XRPUSDT, etc.)
via env vars, falling back to global defaults. Sweep results:
- XRPUSDT: SL=1.5 TP=4.0 ADX=30 (PF 2.39, Sharpe 61.0)
- TRXUSDT: SL=1.0 TP=4.0 ADX=30 (PF 3.87, Sharpe 62.8)
- DOGEUSDT: SL=2.0 TP=2.0 ADX=30 (PF 1.80, Sharpe 44.1)

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

.env.example

@@ -8,11 +8,25 @@ DISCORD_WEBHOOK_URL=
 ML_THRESHOLD=0.55
 NO_ML_FILTER=true
 MAX_SAME_DIRECTION=2
+# Global defaults (fallback when no per-symbol override)
 ATR_SL_MULT=2.0
 ATR_TP_MULT=2.0
 SIGNAL_THRESHOLD=3
 ADX_THRESHOLD=25
 VOL_MULTIPLIER=2.5
+
+# Per-symbol strategy params (2026-03-17 sweep optimized)
+ATR_SL_MULT_XRPUSDT=1.5
+ATR_TP_MULT_XRPUSDT=4.0
+ADX_THRESHOLD_XRPUSDT=30
+
+ATR_SL_MULT_TRXUSDT=1.0
+ATR_TP_MULT_TRXUSDT=4.0
+ADX_THRESHOLD_TRXUSDT=30
+
+ATR_SL_MULT_DOGEUSDT=2.0
+ATR_TP_MULT_DOGEUSDT=2.0
+ADX_THRESHOLD_DOGEUSDT=30
 DASHBOARD_API_URL=http://10.1.10.24:8000
 BINANCE_TESTNET_API_KEY=
 BINANCE_TESTNET_API_SECRET=

src/bot.py

@@ -18,6 +18,7 @@ class TradingBot:
     def __init__(self, config: Config, symbol: str = None, risk: RiskManager = None):
         self.config = config
         self.symbol = symbol or config.symbol
+        self.strategy = config.get_symbol_params(self.symbol)
         self.exchange = BinanceFuturesClient(config, symbol=self.symbol)
         self.notifier = DiscordNotifier(config.discord_webhook_url)
         self.risk = risk or RiskManager(config)
@@ -141,9 +142,9 @@ class TradingBot:
         df_with_indicators = ind.calculate_all()
         raw_signal, signal_detail = ind.get_signal(
             df_with_indicators,
-            signal_threshold=self.config.signal_threshold,
+            signal_threshold=self.strategy.signal_threshold,
-            adx_threshold=self.config.adx_threshold,
+            adx_threshold=self.strategy.adx_threshold,
-            volume_multiplier=self.config.volume_multiplier,
+            volume_multiplier=self.strategy.volume_multiplier,
         )
 
         current_price = df_with_indicators["close"].iloc[-1]
@@ -198,8 +199,8 @@ class TradingBot:
         logger.info(f"[{self.symbol}] 포지션 크기: 잔고={per_symbol_balance:.2f}/{balance:.2f} USDT, 증거금비율={margin_ratio:.1%}, 수량={quantity}")
         stop_loss, take_profit = Indicators(df).get_atr_stop(
             df, signal, price,
-            atr_sl_mult=self.config.atr_sl_mult,
+            atr_sl_mult=self.strategy.atr_sl_mult,
-            atr_tp_mult=self.config.atr_tp_mult,
+            atr_tp_mult=self.strategy.atr_tp_mult,
         )
 
         notional = quantity * price
@@ -429,7 +430,12 @@ class TradingBot:
             self._is_reentering = False
 
     async def run(self):
-        logger.info(f"[{self.symbol}] 봇 시작, 레버리지 {self.config.leverage}x")
+        s = self.strategy
+        logger.info(
+            f"[{self.symbol}] 봇 시작, 레버리지 {self.config.leverage}x | "
+            f"SL={s.atr_sl_mult}x TP={s.atr_tp_mult}x Signal≥{s.signal_threshold} "
+            f"ADX≥{s.adx_threshold} Vol≥{s.volume_multiplier}x"
+        )
         await self._recover_position()
         await self._init_oi_history()
 

src/config.py

@@ -5,6 +5,16 @@ from dotenv import load_dotenv
 load_dotenv()
 
 
+@dataclass
+class SymbolStrategyParams:
+    """Per-symbol strategy parameters (from sweep optimization)."""
+    atr_sl_mult: float = 2.0
+    atr_tp_mult: float = 2.0
+    signal_threshold: int = 3
+    adx_threshold: float = 25.0
+    volume_multiplier: float = 2.5
+
+
 @dataclass
 class Config:
     api_key: str = ""
@@ -57,3 +67,24 @@ class Config:
         corr_env = os.getenv("CORRELATION_SYMBOLS", "BTCUSDT,ETHUSDT")
         self.correlation_symbols = [s.strip() for s in corr_env.split(",") if s.strip()]
 
+        # Per-symbol strategy params: {symbol: SymbolStrategyParams}
+        self._symbol_params: dict[str, SymbolStrategyParams] = {}
+        for sym in self.symbols:
+            self._symbol_params[sym] = SymbolStrategyParams(
+                atr_sl_mult=float(os.getenv(f"ATR_SL_MULT_{sym}", str(self.atr_sl_mult))),
+                atr_tp_mult=float(os.getenv(f"ATR_TP_MULT_{sym}", str(self.atr_tp_mult))),
+                signal_threshold=int(os.getenv(f"SIGNAL_THRESHOLD_{sym}", str(self.signal_threshold))),
+                adx_threshold=float(os.getenv(f"ADX_THRESHOLD_{sym}", str(self.adx_threshold))),
+                volume_multiplier=float(os.getenv(f"VOL_MULTIPLIER_{sym}", str(self.volume_multiplier))),
+            )
+
+    def get_symbol_params(self, symbol: str) -> SymbolStrategyParams:
+        """Get strategy params for a symbol. Falls back to global defaults."""
+        return self._symbol_params.get(symbol, SymbolStrategyParams(
+            atr_sl_mult=self.atr_sl_mult,
+            atr_tp_mult=self.atr_tp_mult,
+            signal_threshold=self.signal_threshold,
+            adx_threshold=self.adx_threshold,
+            volume_multiplier=self.volume_multiplier,
+        ))
+