gozeopyung_live
시세·틱∑ mficc 자체 계산수집 계획
at-live · 선행 작업이 남았다 · 벤더 최신 관측 2026-08-14
선물 축은 이미 있다(at-live 코스콤 직수신). 현물 장중 축은 otr_bond_intra(장내지표(분), 수집중)로 세우고 바스켓 3표로 CTD 를 잡아 이론가를 계산한다 — 새 수집이 아니라 파생이다.
선행 — 현선 이론가 규약(운용금리·경과이자·CTD 선택)이 확정되지 않았다 [U]. 규약 없이 지으면 벤더 값과 어긋나도 어느 쪽이 맞는지 모른다
이번 화면 범위 밖 — 타일 설계에 들어가지 않았다
원천 주석 — 원천 수집이 아니다. 우리 raw 로 재계산해야 한다.
실데이터 — 머리·꼬리 15행gozeopyung_live
/mnt/d/data/project-at/raw/mficc/01_시세틱/gozeopyung_live.csv · 6,260,778바이트 · 15열
| id | ts | model | mode | value_bp | f11_bp | d13_bp | c13_bp | futures | b1_ytm | b2_ytm | b3_ytm | triggered | side | value_order_bp |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 2026-07-07 10:47:41.705000 | M11 | low | 3.55 | -2.1 | -0.4 | 0.2 | 106.21 | 2.605 | 2.61 | 0 | |||
| 2 | 2026-07-07 14:46:43.219000 | N10 | low | -5.2906658673529385 | -28.150600000000736 | -6.981545453466274 | -26.4597204138874 | 103.15 | 3.658 | 3.705 | 3.975 | 0 | ||
| 3 | 2026-07-07 14:46:43.225000 | M11 | low | -44.439075392914646 | 3.0949000000006777 | -8.23877441649977 | -33.105400976414195 | 106.45 | 4.194 | 4.22 | 0 | |||
| 4 | 2026-07-07 14:46:43.254000 | N10 | low | -5.2906658673529385 | -28.150600000000736 | -6.981545453466274 | -26.4597204138874 | 103.15 | 3.658 | 3.705 | 3.975 | 0 | ||
| 5 | 2026-07-07 14:46:43.272000 | M11 | low | -40.13443748853868 | -1.107599999998854 | -8.238943333171271 | -33.00309415536626 | 106.45 | 4.189 | 4.215 | 0 | |||
| 6 | 2026-07-07 14:46:43.278000 | N10 | low | -9.942076929294128 | -23.84789999999981 | -6.9814627257409585 | -26.80851420355298 | 103.15 | 3.6729999999999996 | 3.7199999999999998 | 3.9899999999999998 | 0 | ||
| 7 | 2026-07-07 14:46:43.311000 | M11 | low | -44.439075392914646 | 3.0949000000006777 | -8.23877441649977 | -33.105400976414195 | 106.45 | 4.194 | 4.22 | 0 | |||
| 8 | 2026-07-07 14:46:43.312000 | N10 | low | -9.942076929294128 | -23.84789999999981 | -6.9814627257409585 | -26.80851420355298 | 103.15 | 3.6729999999999996 | 3.7199999999999998 | 3.9899999999999998 | 0 | ||
| 9 | 2026-07-07 14:46:43.333000 | M11 | low | -40.13443748853868 | -1.107599999998854 | -8.238943333171271 | -33.00309415536626 | 106.45 | 4.189 | 4.215 | 0 | |||
| 10 | 2026-07-07 14:47:22.678000 | N10 | low | 0.7302551906471422 | -34.15060000000096 | -6.977177756443684 | -26.443167052910137 | 103.09 | 3.658 | 3.705 | 3.975 | 0 | ||
| 11 | 2026-07-07 14:47:22.684000 | M11 | low | -26.36884057748938 | -14.905100000000004 | -8.224778519980648 | -33.04916205750874 | 106.27 | 4.194 | 4.22 | 0 | |||
| 12 | 2026-07-07 14:47:22.702000 | N10 | low | 0.7302551906471422 | -34.15060000000096 | -6.977177756443684 | -26.443167052910137 | 103.09 | 3.658 | 3.705 | 3.975 | 0 | ||
| 13 | 2026-07-07 14:47:22.725000 | M11 | low | -22.06437618333085 | -19.107599999999536 | -8.224947149699245 | -32.94702903363114 | 106.27 | 4.189 | 4.215 | 0 | |||
| 14 | 2026-07-07 14:47:22.928000 | N10 | low | -3.9209377155465646 | -29.84790000000004 | -6.9770950804733305 | -26.791742635073273 | 103.09 | 3.6729999999999996 | 3.7199999999999998 | 3.9899999999999998 | 0 | ||
| 15 | 2026-07-07 14:47:22.929000 | M11 | low | -26.36884057748938 | -14.905100000000004 | -8.224778519980648 | -33.04916205750874 | 106.27 | 4.194 | 4.22 | 0 | |||
| ⋯ 가운데 생략 ⋯ | ||||||||||||||
| 35076 | 2026-08-14 13:53:55.366000 | N10 | low | 0.28437832341151825 | -12.429199999999696 | -3.086295156241198 | -9.05852652034698 | 103.29 | 3.622 | 3.71 | 4.024 | 0 | bid | 0.28437832341151825 |
| 35077 | 2026-08-14 13:54:05.088000 | N10 | low | -1.311930803717864 | -10.89939999999956 | -3.086297718888025 | -9.125033084829399 | 103.29 | 3.63 | 3.718 | 4.024 | 0 | bid | -1.311930803717864 |
| 35078 | 2026-08-14 13:58:53.068000 | M11 | low | -3.8266023098180337 | -12.45399999999961 | -3.5736445570975337 | -12.70695775272011 | 105.75 | 4.259 | 4.285 | 0 | ask | -2.8250627729560716 | |
| 35079 | 2026-08-14 13:58:53.509000 | N10 | low | 0.488366759477767 | -12.620499999999879 | -3.0862907849211054 | -9.045842455601006 | 103.29 | 3.62 | 3.708 | 4.026 | 0 | ask | 2.4907158994227387 |
| 35080 | 2026-08-14 13:59:19.890000 | N10 | low | -1.5070688839379898 | -10.708199999999124 | -3.0862939663010156 | -9.128974917636098 | 103.29 | 3.63 | 3.718 | 4.026 | 0 | bid | -1.5070688839379898 |
| 35081 | 2026-08-14 14:00:53.171000 | M11 | low | -1.6087288696845619 | -14.630600000000982 | -3.5743921707023376 | -12.664936698983206 | 105.77 | 4.2540000000000004 | 4.28 | 0 | ask | -0.6071935261221082 | |
| 35082 | 2026-08-14 14:01:05.352000 | M11 | low | -3.719505430985503 | -12.542000000000542 | -3.574356314788219 | -12.687149116197826 | 105.77 | 4.256500000000001 | 4.282500000000001 | 0 | ask | -2.717967990745228 | |
| 35083 | 2026-08-14 14:01:21.710000 | N10 | low | 1.2334611198551695 | -13.337699999999586 | -3.0862926534060153 | -9.0179462267384 | 103.29 | 3.617 | 3.705 | 4.0245 | 0 | ask | 2.234632989240918 |
| 35084 | 2026-08-14 14:01:21.984000 | N10 | low | -1.3607152974793424 | -10.85159999999945 | -3.086296776703313 | -9.12601852077548 | 103.29 | 3.63 | 3.718 | 4.0245 | 0 | bid | -1.3607152974793424 |
| 35085 | 2026-08-14 14:04:03.200000 | N10 | low | -1.3607152974793424 | -10.85159999999945 | -3.086296776703313 | -9.12601852077548 | 103.29 | 3.63 | 3.718 | 4.0245 | 0 | bid | -1.3607152974793424 |
| 35086 | 2026-08-14 14:04:30.462000 | M11 | low | -10.04873232146815 | -6.279299999999921 | -3.574248724374325 | -12.753783597093745 | 105.77 | 4.264 | 4.29 | 0 | bid | -10.04873232146815 | |
| 35087 | 2026-08-14 14:04:48.185000 | N10 | low | 0.5859360424150211 | -12.716099999998676 | -3.0862926651948 | -9.043871292388854 | 103.29 | 3.62 | 3.708 | 4.025 | 0 | ask | 1.5871104217317864 |
| 35088 | 2026-08-14 14:04:55.776000 | N10 | low | 0.2338761854752036 | -11.99890000000039 | -2.9871763878377093 | -8.777847426687476 | 103.29 | 3.6224999999999996 | 3.7104999999999997 | 4.0275 | 0 | bid | 0.2338761854752036 |
| 35089 | 2026-08-14 14:05:10.570000 | N10 | low | 1.1845764496750686 | -13.28979999999973 | -3.086291712215877 | -9.018931838108784 | 103.29 | 3.617 | 3.705 | 4.025 | 0 | ask | 2.1857484143914583 |
| 35090 | 2026-08-14 14:07:03.380000 | N10 | low | -1.0570694038375557 | -11.138399999998683 | -3.0862922433099595 | -9.10917716052628 | 103.29 | 3.6275 | 3.7155 | 4.0265 | 0 | bid | -1.0570694038375557 |