[2026-06-06] SL cascade 진입 차단 적용

This commit is contained in:
2026-06-06 12:28:13 +09:00
parent bff0005322
commit 56385527ca
5 changed files with 25 additions and 5 deletions
+2
View File
@@ -21,6 +21,8 @@ MAX_POSITIONS = 2
ENTRY_LIMIT_ENFORCE = False
MAX_DAILY_ENTRIES = 30
MAX_HOURLY_STOP_LOSS = 4
SL_CASCADE_WINDOW_MIN = 60
SL_CASCADE_HALT_THRESHOLD = 5
ENTRY_PAUSE_WINDOWS = (
("11:00", "11:20"),
("14:00", "15:30"),
+9 -1
View File
@@ -81,7 +81,8 @@ from app.config import (
MAX_UNIVERSE, FORCE_EXIT, MAX_POSITIONS,
MAX_HOLD_MIN, KOSPI_MIN_CHG, MAX_DAILY_ENTRIES,
MAX_HOURLY_STOP_LOSS, ENTRY_PAUSE_WINDOWS,
ENTRY_LIMIT_ENFORCE
ENTRY_LIMIT_ENFORCE, SL_CASCADE_WINDOW_MIN,
SL_CASCADE_HALT_THRESHOLD
)
@@ -242,6 +243,13 @@ class StockBot:
if ENTRY_LIMIT_ENFORCE and entries >= MAX_DAILY_ENTRIES:
return f"daily entry limit reached {entries}/{MAX_DAILY_ENTRIES}"
cascade_stop_losses = self._recent_stop_loss_count(SL_CASCADE_WINDOW_MIN)
if cascade_stop_losses >= SL_CASCADE_HALT_THRESHOLD:
return (
f"cascade halt: {cascade_stop_losses} stop losses in last "
f"{SL_CASCADE_WINDOW_MIN} minutes"
)
stop_losses = self._recent_stop_loss_count(60)
if ENTRY_LIMIT_ENFORCE and stop_losses >= MAX_HOURLY_STOP_LOSS:
return f"{stop_losses} stop losses in last 60 minutes"