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feat: Triple Barrier 시간장벽을 캘린더 시간(분) 기반으로 전환 #329

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opened 2026-02-28 13:18:46 +09:00 by agentson · 0 comments
agentson commented 2026-02-28 13:18:46 +09:00
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ROOT 참조

GAP-5: 시간장벽이 봉 개수 고정

변경 대상

  • src/analysis/triple_barrier.py

수용 기준

  • max_holding_minutes(캘린더 시간) 기반으로 전환
  • 봉 주기 변경에도 시간장벽 일관 동작
  • 기존 max_holding_bars 하위 호환 (deprecated 경고)

Phase

Phase 3 (중기 — v3 세션 최적화)

문서

docs/ouroboros/85_loss_recovery_action_plan.md ACT-12

## ROOT 참조 GAP-5: 시간장벽이 봉 개수 고정 ## 변경 대상 - src/analysis/triple_barrier.py ## 수용 기준 - max_holding_minutes(캘린더 시간) 기반으로 전환 - 봉 주기 변경에도 시간장벽 일관 동작 - 기존 max_holding_bars 하위 호환 (deprecated 경고) ## Phase Phase 3 (중기 — v3 세션 최적화) ## 문서 docs/ouroboros/85_loss_recovery_action_plan.md ACT-12
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Reference: jihoson/The-Ouroboros#329
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