21in7 98476cc972 feat: MTF bot kill switch 및 비용 모델 추가 ...

- src/config.py: COST_MODEL, COST_SCENARIOS 비용 모델 상수 추가
- src/mtf_bot.py: bps 기반 kill switch (Fast Kill + Slow Kill) 구현
- tests/test_mtf_bot.py: kill switch 테스트 케이스 추가

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

2026-05-04 09:02:51 +09:00

..

__init__.py

chore: 프로젝트 초기 설정 및 의존성 추가

2026-03-01 12:48:03 +09:00

test_bot.py

feat: add algo order compatibility and orphan order cleanup

2026-03-23 20:46:59 +09:00

test_config.py

fix: address code review round 2 — 9 issues (2 critical, 3 important, 4 minor)

2026-03-21 17:26:15 +09:00

test_dashboard_api.py

fix(dashboard): address code review — auth, DB stability, idempotency, UI fixes

2026-03-20 00:00:16 +09:00

test_data_stream.py

feat: add position monitor logging with real-time price tracking

2026-03-03 20:36:46 +09:00

test_dataset_builder.py

chore: deprecate legacy dataset generation, remove stale comparison test

2026-03-21 18:38:07 +09:00

test_exchange.py

fix: address code review round 2 — 9 issues (2 critical, 3 important, 4 minor)

2026-03-21 17:26:15 +09:00

test_fetch_history.py

feat: add upsert_parquet to accumulate OI/funding data incrementally

2026-03-02 14:09:36 +09:00

test_indicators.py

feat: add signal score detail to bot logs for HOLD reason debugging

2026-03-07 02:20:44 +09:00

test_label_builder.py

feat: implement ML filter with LightGBM for trading signal validation

2026-03-01 17:07:18 +09:00

test_log_parser.py

feat: add multi-symbol dashboard support (parser, API, UI)

2026-03-06 16:19:16 +09:00

test_ml_features.py

fix: resolve 6 warning issues from code review

2026-03-16 22:44:40 +09:00

test_ml_filter.py

feat: add algo order compatibility and orphan order cleanup

2026-03-23 20:46:59 +09:00

test_ml_pipeline_fixes.py

feat(ml): add purged gap (embargo=24) to walk-forward + ablation CLI

2026-03-21 19:42:51 +09:00

test_mlx_filter.py

fix: test_mlx_filter _make_X를 FEATURE_COLS 기반으로 수정 — 피처 확장 후 input_dim 불일치 해소

2026-03-02 00:34:21 +09:00

test_mtf_bot.py

feat: MTF bot kill switch 및 비용 모델 추가

2026-05-04 09:02:51 +09:00

test_risk_manager.py

fix: address code review round 2 — 9 issues (2 critical, 3 important, 4 minor)

2026-03-21 17:26:15 +09:00

test_weekly_report.py

fix(weekly-report): calculate combined metrics directly from trades

2026-03-17 20:12:42 +09:00