weekly_simul_result
일정·기타∑ mficc 자체 계산수집 계획
자동화 대상 아님 · 지금 지을 수 있다 · 벤더 최신 관측 2025-04-29
수집하지 않는다. 우리 운영 기록은 _meta/at_runs·at_manifest 가 이미 갖고 있고, 남의 배치 로그를 매일 복사할 이유가 없다.
이번 화면 범위 밖 — 타일 설계에 들어가지 않았다
원천 주석 — 원천 수집이 아니다. 우리 raw 로 재계산해야 한다.
실데이터 — 머리·꼬리 15행weekly_simul_result
/mnt/d/data/project-at/raw/mficc/08_일정기타/weekly_simul_result.csv · 557,149바이트 · 6열
| index | period | best_params | performance_records | best_perf | option |
|---|---|---|---|---|---|
| 한미스플_중기 | 2025-04-29 00:00:00~2026-05-29 00:00:00 | {'period': 10, 'sigma': 1.5, 'wait_low': 0, 'wait_mid': 0, 'wait_up': 0, 'loss_cut': -1, 'holding_days': 5, 'transaction_cost': 0} | {(10, 1.5, 0, 0, 0, -1, 5, 0): 1.2776365280393898, (10, 1.5, 0, 0, 0, -1, 7, 0): 1.1893529974572299, (10, 1.5, 0, 0, 0, -1, 10, 0): 0.9925942114351629, (10, 1.5, 0, 0, 0, -1.5, 5, 0): 1.1729547920590855, (10, 1.5, 0, 0, 0, -1.5, 7, 0): 1.0819547920590844, (10, 1.5, 0, 0, 0, -1.5, 10, 0): 0.9892907050113948, (10, 1.5, 0, 0, 0, -2, 5, 0): 0.993232880399388, (10, 1.5, 0, 0, 0, -2, 7, 0): 0.7129453125164807, (10, 1.5, 0, 0, 0, -2, 10, 0): 0.615547091648944, (10, 2, 0, 0, 0, -1, 5, 0): 0.3965733553513252, (10, 2, 0, 0, 0, -1, 7, 0): 0.4063221123888286, (10, 2, 0, 0, 0, -1, 10, 0): 0.39812300195505995, (10, 2, 0, 0, 0, -1.5, 5, 0): 0.38899999999999935, (10, 2, 0, 0, 0, -1.5, 7, 0): 0.38336003302698796, (10, 2, 0, 0, 0, -1.5, 10, 0): 0.386061367376335, (10, 2, 0, 0, 0, -2, 5, 0): 0.38899999999999935, (10, 2, 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| 한미스플_장기 | 2025-04-29 00:00:00~2026-05-29 00:00:00 | {'period': 20, 'sigma': 1.5, 'wait_low': 0, 'wait_mid': 0, 'wait_up': 0, 'loss_cut': -1, 'holding_days': 5, 'transaction_cost': 0} | {(10, 1.5, 0, 0, 0, -1, 5, 0): 0.6888991045964095, (10, 1.5, 0, 0, 0, -1, 7, 0): 0.7179188271182436, (10, 1.5, 0, 0, 0, -1, 10, 0): 0.8360192634627368, (10, 1.5, 0, 0, 0, -1.5, 5, 0): 0.6116392828276589, (10, 1.5, 0, 0, 0, -1.5, 7, 0): 0.7368263578585406, (10, 1.5, 0, 0, 0, -1.5, 10, 0): 0.7327270408704897, (10, 1.5, 0, 0, 0, -2, 5, 0): 0.5351857104368788, (10, 1.5, 0, 0, 0, -2, 7, 0): 0.6797684771447209, (10, 1.5, 0, 0, 0, -2, 10, 0): 0.6329483839879891, (10, 2, 0, 0, 0, -1, 5, 0): 0.49969756656293124, (10, 2, 0, 0, 0, -1, 7, 0): 0.44469756656293064, (10, 2, 0, 0, 0, -1, 10, 0): 0.4120308274325308, (10, 2, 0, 0, 0, -1.5, 5, 0): 0.48247968992554385, (10, 2, 0, 0, 0, -1.5, 7, 0): 0.4247320751247608, (10, 2, 0, 0, 0, -1.5, 10, 0): 0.3060463498443974, (10, 2, 0, 0, 0, -2, 5, 0): 0.44897291990072485, (10, 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| 미국스플_2*10 | 2025-04-29 00:00:00~2026-05-29 00:00:00 | {'period': 20, 'sigma': 1.5, 'wait_low': 0, 'wait_mid': 0, 'wait_up': 0, 'loss_cut': -1.5, 'holding_days': 10, 'transaction_cost': 0} | {(10, 1.5, 0, 0, 0, -1, 5, 0): 0.00741449515408335, (10, 1.5, 0, 0, 0, -1, 7, 0): 0.24825915118912045, (10, 1.5, 0, 0, 0, -1, 10, 0): 0.31875892896755564, (10, 1.5, 0, 0, 0, -1.5, 5, 0): 0.07823380977550043, (10, 1.5, 0, 0, 0, -1.5, 7, 0): 0.21021609450514966, (10, 1.5, 0, 0, 0, -1.5, 10, 0): 0.23196576117280338, (10, 1.5, 0, 0, 0, -2, 5, 0): 0.06287061400838403, (10, 1.5, 0, 0, 0, -2, 7, 0): 0.34310713139850013, (10, 1.5, 0, 0, 0, -2, 10, 0): 0.3461066869553718, (10, 2, 0, 0, 0, -1, 5, 0): -0.022672018307763747, (10, 2, 0, 0, 0, -1, 7, 0): 0.06532798169223544, (10, 2, 0, 0, 0, -1, 10, 0): 0.08932798169223502, (10, 2, 0, 0, 0, -1.5, 5, 0): 0.06025895659091197, (10, 2, 0, 0, 0, -1.5, 7, 0): 0.14825895659091115, (10, 2, 0, 0, 0, -1.5, 10, 0): 0.17225895659091073, (10, 2, 0, 0, 0, -2, 5, 0): 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| 통안_2Y-30Y | 2025-04-29 00:00:00~2026-05-29 00:00:00 | {'period': 60, 'sigma': 2, 'wait_low': 0, 'wait_mid': 0, 'wait_up': 0, 'loss_cut': -2, 'holding_days': 10, 'transaction_cost': 0} | {(10, 1.5, 0, 0, 0, -1, 5, 0): 0.1371841082572093, (10, 1.5, 0, 0, 0, -1, 7, 0): 0.1201841082572094, (10, 1.5, 0, 0, 0, -1, 10, 0): -0.052511138940650987, (10, 1.5, 0, 0, 0, -1.5, 5, 0): 0.0358648242150025, (10, 1.5, 0, 0, 0, -1.5, 7, 0): 0.05951920001094128, (10, 1.5, 0, 0, 0, -1.5, 10, 0): -0.1239292242391849, (10, 1.5, 0, 0, 0, -2, 5, 0): 0.04660544333147205, (10, 1.5, 0, 0, 0, -2, 7, 0): 0.08611570454031303, (10, 1.5, 0, 0, 0, -2, 10, 0): -0.1404821944598551, (10, 2, 0, 0, 0, -1, 5, 0): 0.15806545151191023, (10, 2, 0, 0, 0, -1, 7, 0): 0.16206545151191024, (10, 2, 0, 0, 0, -1, 10, 0): 0.12742814086070028, (10, 2, 0, 0, 0, -1.5, 5, 0): 0.12999488556198432, (10, 2, 0, 0, 0, -1.5, 7, 0): 0.12299488556198421, (10, 2, 0, 0, 0, -1.5, 10, 0): 0.06810472386765143, (10, 2, 0, 0, 0, -2, 5, 0): 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| IRS_3Y-10Y | 2025-04-29 00:00:00~2026-05-29 00:00:00 | {'period': 60, 'sigma': 1.5, 'wait_low': 0, 'wait_mid': 0, 'wait_up': 0, 'loss_cut': -1, 'holding_days': 10, 'transaction_cost': 0} | {(10, 1.5, 0, 0, 0, -1, 5, 0): 0.14896453191992598, (10, 1.5, 0, 0, 0, -1, 7, 0): 0.12566719527926523, (10, 1.5, 0, 0, 0, -1, 10, 0): 0.1915994360783376, (10, 1.5, 0, 0, 0, -1.5, 5, 0): 0.06746315862352951, (10, 1.5, 0, 0, 0, -1.5, 7, 0): 0.06448887300855877, (10, 1.5, 0, 0, 0, -1.5, 10, 0): 0.1244888730085597, (10, 1.5, 0, 0, 0, -2, 5, 0): 0.06806515542090233, (10, 1.5, 0, 0, 0, -2, 7, 0): 0.020565155420902897, (10, 1.5, 0, 0, 0, -2, 10, 0): 0.10481873095269444, (10, 2, 0, 0, 0, -1, 5, 0): 0.1263488576965457, (10, 2, 0, 0, 0, -1, 7, 0): 0.16458078340680263, (10, 2, 0, 0, 0, -1, 10, 0): 0.15958078340680273, (10, 2, 0, 0, 0, -1.5, 5, 0): 0.10833775859978173, (10, 2, 0, 0, 0, -1.5, 7, 0): 0.15520893230819838, (10, 2, 0, 0, 0, -1.5, 10, 0): 0.22270893230819916, (10, 2, 0, 0, 0, -2, 5, 0): 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| ⋯ 가운데 생략 ⋯ | |||||
| IRS_1Y-2Y | 2025-04-29 00:00:00~2026-05-29 00:00:00 | {'period': 10, 'sigma': 1.5, 'wait_low': 0, 'wait_mid': 0, 'wait_up': 0, 'loss_cut': -1.5, 'holding_days': 7, 'transaction_cost': 0} | {(10, 1.5, 0, 0, 0, -1, 5, 0): 0.14751097749810965, (10, 1.5, 0, 0, 0, -1, 7, 0): 0.2725109774981097, (10, 1.5, 0, 0, 0, -1, 10, 0): 0.2725109774981097, (10, 1.5, 0, 0, 0, -1.5, 5, 0): 0.13698060050663324, (10, 1.5, 0, 0, 0, -1.5, 7, 0): 0.2860190198724364, (10, 1.5, 0, 0, 0, -1.5, 10, 0): 0.2860190198724364, (10, 1.5, 0, 0, 0, -2, 5, 0): 0.10127838010867515, (10, 1.5, 0, 0, 0, -2, 7, 0): 0.2687783801086755, (10, 1.5, 0, 0, 0, -2, 10, 0): 0.2787783801086753, (10, 2, 0, 0, 0, -1, 5, 0): 0.15474789880493528, (10, 2, 0, 0, 0, -1, 7, 0): 0.17224789880493535, (10, 2, 0, 0, 0, -1, 10, 0): 0.17224789880493535, (10, 2, 0, 0, 0, -1.5, 5, 0): 0.19136129336572344, (10, 2, 0, 0, 0, -1.5, 7, 0): 0.2088612933657235, (10, 2, 0, 0, 0, -1.5, 10, 0): 0.2088612933657235, (10, 2, 0, 0, 0, -2, 5, 0): 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