Commit Graph

8 Commits

Author SHA1 Message Date
21in7
4c40516559 feat: add MTF pullback bot for OOS dry-run verification
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>
2026-03-30 15:58:40 +09:00
21in7
e2b0454825 feat: add L/S ratio collector service for top_acct and global ratios
Collect top trader account L/S ratio and global L/S ratio every 15 minutes
for XRP, BTC, ETH (6 API calls/cycle) and persist to per-symbol parquet files.
Deployed as a separate Docker service reusing the bot image.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-22 22:20:30 +09:00
21in7
4792b0f9cf fix(dashboard): clean up stale position cache on unmatched close events
_handle_close was not clearing _current_positions when no matching OPEN
trade was found in DB, causing all subsequent entries for the same
symbol+direction to be silently skipped. Also add PYTHONUNBUFFERED=1
and python -u to make log parser crashes visible in docker logs.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-18 10:10:15 +09:00
21in7
07ba510fd8 chore: update Docker image references in docker-compose.yml
- Changed image references for cointrader, dashboard-api, and dashboard-ui services to use the new GitLab registry URL.
- Ensured consistency in image source for better maintainability and deployment.
2026-03-05 20:27:43 +09:00
21in7
565414c5e0 feat: add trading dashboard with API and UI components
- Introduced a new trading dashboard consisting of a FastAPI backend (`dashboard-api`) for data retrieval and a React frontend (`dashboard-ui`) for visualization.
- Implemented a log parser to monitor and store bot logs in an SQLite database.
- Configured Docker setup for both API and UI, including necessary Dockerfiles and a docker-compose configuration.
- Added setup documentation for running the dashboard and accessing its features.
- Enhanced the Jenkins pipeline to build and push the new dashboard images.
2026-03-05 20:25:45 +09:00
21in7
7e4e9315c2 feat: implement ML filter with LightGBM for trading signal validation
- Added MLFilter class to load and evaluate LightGBM model for trading signals.
- Introduced retraining mechanism to update the model daily based on new data.
- Created feature engineering and label building utilities for model training.
- Updated bot logic to incorporate ML filter for signal validation.
- Added scripts for data fetching and model training.

Made-with: Cursor
2026-03-01 17:07:18 +09:00
21in7
ce57479b93 ci: Jenkins pipeline + Gitea registry CI/CD 설정
- Jenkinsfile 추가: Declarative Pipeline으로 빌드/push/cleanup 단계 구성
- docker-compose.yml 수정: build: . → Gitea Container Registry 이미지 참조

Made-with: Cursor
2026-03-01 16:31:34 +09:00
21in7
60b32a978e chore: add Dockerfile, docker-compose.yml, .dockerignore
Made-with: Cursor
2026-03-01 16:07:20 +09:00