4c40516559
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>
89 lines
2.0 KiB
YAML
89 lines
2.0 KiB
YAML
services:
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cointrader:
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image: git.gihyeon.com/gihyeon/cointrader:latest
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container_name: cointrader
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restart: unless-stopped
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env_file:
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- .env
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environment:
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- TZ=Asia/Seoul
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volumes:
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- ./logs:/app/logs
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- ./models:/app/models
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- ./data:/app/data
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logging:
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driver: "json-file"
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options:
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max-size: "10m"
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max-file: "5"
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dashboard-api:
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image: git.gihyeon.com/gihyeon/cointrader-dashboard-api:latest
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container_name: dashboard-api
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restart: unless-stopped
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environment:
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- TZ=Asia/Seoul
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- PYTHONUNBUFFERED=1
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- LOG_DIR=/app/logs
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- DB_PATH=/app/data/dashboard.db
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- POLL_INTERVAL=5
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volumes:
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- ./logs:/app/logs:ro
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- dashboard-data:/app/data
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depends_on:
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- cointrader
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logging:
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driver: "json-file"
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options:
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max-size: "10m"
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max-file: "3"
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dashboard-ui:
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image: git.gihyeon.com/gihyeon/cointrader-dashboard-ui:latest
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container_name: dashboard-ui
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restart: unless-stopped
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ports:
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- "8080:3000"
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depends_on:
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- dashboard-api
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logging:
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driver: "json-file"
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options:
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max-size: "10m"
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max-file: "3"
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mtf-bot:
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image: git.gihyeon.com/gihyeon/cointrader:latest
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container_name: mtf-bot
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restart: unless-stopped
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environment:
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- TZ=Asia/Seoul
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- PYTHONUNBUFFERED=1
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volumes:
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- ./logs:/app/logs
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entrypoint: ["python", "main_mtf.py"]
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logging:
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driver: "json-file"
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options:
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max-size: "10m"
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max-file: "5"
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ls-ratio-collector:
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image: git.gihyeon.com/gihyeon/cointrader:latest
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container_name: ls-ratio-collector
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restart: unless-stopped
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environment:
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- TZ=Asia/Seoul
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- PYTHONUNBUFFERED=1
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volumes:
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- ./data:/app/data
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entrypoint: ["sh", "scripts/collect_ls_ratio_loop.sh"]
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logging:
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driver: "json-file"
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options:
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max-size: "5m"
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max-file: "3"
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volumes:
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dashboard-data:
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