docs: update for XRP-only operation — remove SOL/DOGE/TRX references

- SOL/DOGE/TRX removed: all showed PF < 1.0 across all parameter combinations
  in strategy sweep (2026-03-17) and live trading (2026-03-21)
- ML filter disabled: Walk-Forward showed ML ON PF < ML OFF PF;
  ablation confirmed signal_strength/side dependency (A→C drop 0.08-0.09)
- XRP ADX threshold: 30 → 25 (ADX=30 blocked all trades in current market)
- Current production: XRPUSDT only, SL=1.5x TP=4.0x ADX≥25, NO_ML_FILTER=true

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
21in7
2026-03-21 20:47:30 +09:00
parent d8f5d4f1fb
commit dacefaa1ed
4 changed files with 19 additions and 35 deletions

View File

@@ -35,15 +35,15 @@ CoinTrader는 **Binance Futures 자동매매 봇**입니다.
```
main.py
└─ Config (SYMBOLS=XRPUSDT,SOLUSDT,DOGEUSDT)
└─ Config (SYMBOLS=XRPUSDT) # 멀티심볼 지원, 현재 XRP만 운영
└─ RiskManager (공유 싱글턴, asyncio.Lock)
└─ asyncio.gather(
TradingBot(symbol="XRPUSDT", risk=shared_risk),
TradingBot(symbol="SOLUSDT", risk=shared_risk),
TradingBot(symbol="DOGEUSDT", risk=shared_risk),
)
```
> **운영 이력**: SOL/DOGE/TRX는 파라미터 스윕에서 모든 조합에서 PF < 1.0으로 제외 (2026-03-21).
- **독립**: 각 봇은 자체 `Exchange`, `MLFilter`, `DataStream`, `SymbolStrategyParams`를 소유
- **공유**: `RiskManager`만 싱글턴으로 글로벌 리스크(일일 손실 한도, 동일 방향 제한) 관리
- **병렬**: `asyncio.gather()`로 동시 실행, 서로 간섭 없음