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DB오류 처리중

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shuim
2026-02-23 16:01:17 +09:00
parent 138bf494db
commit 6d9c9cb010
12 changed files with 368 additions and 109 deletions
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8
backend/app/services/mean_reversion_strategy.py
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@@ -281,18 +281,20 @@ def check_exit_signal(
threshold = 0.7 if regime == MarketRegime.BULL else 0.5
# ── 2. 1차 익절: 아직 1차 안 했을 때 ──────────────────────────
# 최소 1×ATR 수익 조건 추가 — 수수료+슬리피지(~0.35%) 이하 수익에서 조기 청산 방지
min_profit_price = entry_price + 1.0 * atr
if remaining_pct > threshold:
if 55 <= rsi <= 65 and close > bb_middle:
if 55 <= rsi <= 65 and close > bb_middle and close >= min_profit_price:
if regime == MarketRegime.BULL:
return ExitSignal(
action="SELL_PARTIAL",
reason=f"1차 익절(Bull 30%): RSI({rsi:.1f}) 55~65 회복 + BB중앙({bb_middle:.0f}) 상회",
reason=f"1차 익절(Bull 30%): RSI({rsi:.1f}) 55~65 회복 + BB중앙({bb_middle:.0f}) 상회 + 1×ATR({atr:.0f}) 수익",
sell_pct=0.30,
)
else:
return ExitSignal(
action="SELL_PARTIAL",
reason=f"1차 익절(Bear 50%): RSI({rsi:.1f}) 55~65 회복 + BB중앙({bb_middle:.0f}) 상회",
reason=f"1차 익절(Bear 50%): RSI({rsi:.1f}) 55~65 회복 + BB중앙({bb_middle:.0f}) 상회 + 1×ATR({atr:.0f}) 수익",
sell_pct=0.50,
)