vwap_data.py

# ==========================================================
# FILE: vwap_data.py
# ==========================================================
# MODIFIED: [V50.01 30분 압축 3분 시프트 롤백] 
# 장막판 30분 핵심 타격 구간을 15:27 ~ 15:56으로 3분 앞당겨(Shift) 
# 스윕 피니셔(15:57) 발동 전 100% 종료되도록 타임라인 동기화 락온 완료.
# ==========================================================

VWAP_PROFILES = {
    "SOXL": {
        "15:27": 0.010835, "15:28": 0.010105, "15:29": 0.010360, "15:30": 0.010940, "15:31": 0.011123,
        "15:32": 0.011697, "15:33": 0.012039, "15:34": 0.012681, "15:35": 0.013115, "15:36": 0.013911,
        "15:37": 0.014932, "15:38": 0.015402, "15:39": 0.016528, "15:40": 0.017321, "15:41": 0.018455,
        "15:42": 0.020241, "15:43": 0.021198, "15:44": 0.023076, "15:45": 0.024557, "15:46": 0.026961,
        "15:47": 0.030867, "15:48": 0.033476, "15:49": 0.037601, "15:50": 0.041495, "15:51": 0.047717,
        "15:52": 0.055668, "15:53": 0.066270, "15:54": 0.081758, "15:55": 0.109401, "15:56": 0.180271
    },
    "SOXS": {
        "15:27": 0.025265, "15:28": 0.025388, "15:29": 0.025512, "15:30": 0.025644, "15:31": 0.025767,
        "15:32": 0.025890, "15:33": 0.026023, "15:34": 0.026146, "15:35": 0.026269, "15:36": 0.026402,
        "15:37": 0.026525, "15:38": 0.026648, "15:39": 0.026781, "15:40": 0.026904, "15:41": 0.027027,
        "15:42": 0.027159, "15:43": 0.027282, "15:44": 0.027406, "15:45": 0.027538, "15:46": 0.027661,
        "15:47": 0.032680, "15:48": 0.034868, "15:49": 0.036497, "15:50": 0.039044, "15:51": 0.042150,
        "15:52": 0.046156, "15:53": 0.050389, "15:54": 0.055626, "15:55": 0.061942, "15:56": 0.071412
    }
}