bifitnex-trading/memory/project_architecture_split.md
kroutony d261b36460 Add hourly Slack trend report, log all HOLD reasons, whale correlation analysis
- hourly_trend_report.py: standalone cron script (XX:00:30) sends 1h bullish/bearish status
- slack_notifier.py: add send_market_trend_report() — simple bullish/bearish only, no entry signals
- main.py: log all 15 HOLD reasons (not just first 3) for debugging all-HOLD cycles
- backtest/whale_correlation.py: blockchain.com on-chain correlation analysis (result: no signal)
- memory/: update project memory with architecture split, cron layout, feedback

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-18 13:45:52 +00:00

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name description type
Production vs Backtest architecture Production uses LLM for signals, backtest uses rule-based signal_generator — they are independent project

Production 和 Backtest 是兩條獨立路線:

Production (main.py):

  • 進場/出場完全由 LLM (Claude CLI) 判斷
  • LLM prompt 包含策略規則,但 LLM 自行決定是否遵守
  • risk_manager 只做風控驗證(倉位大小、最大持倉數)

Backtest (backtest/):

  • 用硬編碼規則的 signal_generator.py 判斷
  • 確定性、可重複,不跑 LLM
  • V3 加入 context 參數BTC 趨勢、buy_pressure、funding sentiment
  • --no-context flag 可關閉做 A/B 比較

How to apply: 改 backtest 不影響 production。改 LLM prompt 才影響 production 行為。