GT MTF 프로필·캘리브레이션과 04 매칭/시뮬/실거래 파이프라인을 추가한다.

3분~일봉 GT 타점 분석(03c), leg 체결 순서 수정, 총자산 90% 검증 루프,
walk-forward Go/No-Go 시뮬, monitor·live_trader 및 reference 문서를 포함한다.

Co-authored-by: Cursor <cursoragent@cursor.com>

deepcoin/matching/pipeline.py

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+"""
+04단계 PDCA 파이프라인: 프로필 → 스캔 → 라벨 → 선별.
+"""
+
+from __future__ import annotations
+
+import argparse
+import json
+import sys
+import time
+from pathlib import Path
+
+import pandas as pd
+
+from config import CHART_LOOKBACK_DAYS, SYMBOL
+from deepcoin.data.mtf_bb import load_frames_from_db
+from deepcoin.matching.config import (
+    MATCHING_BACKTEST_HTML,
+    MATCHING_FIRE_OUTCOMES,
+    MATCHING_GT_OVERLAP,
+    MATCHING_MATCHED_RULES,
+    MATCHING_RULE_CANDIDATES,
+    MATCHING_RULE_FIRES,
+)
+from deepcoin.matching.label_outcomes import label_fire_outcomes
+from deepcoin.matching.profile_rules import build_rule_candidates, save_rule_candidates
+from deepcoin.matching.rule_eval import (
+    build_mtf_scan_frame,
+    conditions_columns,
+    scan_rule_fires,
+)
+from deepcoin.matching.select_rules import (
+    select_matched_rules,
+    write_backtest_summary_html,
+)
+from deepcoin.ops.monitor import Monitor
+from deepcoin.paths import ensure_dirs
+
+
+def run_matching_pipeline(
+    phase: str = "all",
+    trades_csv: Path | None = None,
+) -> None:
+    """
+    04a~04d 단계를 순서대로 실행합니다.
+
+    Args:
+        phase: all | profile | scan | label | select.
+        trades_csv: 03b CSV 경로(선택).
+    """
+    ensure_dirs()
+    t0 = time.time()
+    from config import MATCH_INCLUDE_ATOMIC, MATCH_LABEL_MODE
+
+    print(
+        f"=== 04 매칭 파이프라인 {SYMBOL} "
+        f"(label={MATCH_LABEL_MODE}, atomic={MATCH_INCLUDE_ATOMIC}) ==="
+    )
+    sys.stdout.flush()
+
+    candidates_path = MATCHING_RULE_CANDIDATES
+    fires_path = MATCHING_RULE_FIRES
+    outcomes_path = MATCHING_FIRE_OUTCOMES
+
+    candidates: dict | None = None
+    fires: pd.DataFrame | None = None
+    outcomes: pd.DataFrame | None = None
+    frames = None
+
+    if phase in ("all", "profile"):
+        print("[04] Phase 4-1 Plan/Do: GT 프로필 → 규칙 후보")
+        candidates = build_rule_candidates(trades_csv)
+        save_rule_candidates(candidates, candidates_path)
+        if phase == "profile":
+            return
+
+    if phase in ("all", "scan", "label"):
+        if candidates is None:
+            candidates = json.loads(candidates_path.read_text(encoding="utf-8"))
+        rules = candidates.get("rules", [])
+        print(f"[04] Phase 4-2 Do: 전구간 발화 스캔 ({len(rules)}규칙)")
+        sys.stdout.flush()
+        mon = Monitor(cooldown_file=None)
+        frames = load_frames_from_db(mon, SYMBOL, lookback_days=CHART_LOOKBACK_DAYS)
+        needed = conditions_columns(rules)
+        scan_frame = build_mtf_scan_frame(frames, needed)
+        fires = scan_rule_fires(scan_frame, rules)
+        fires_path.parent.mkdir(parents=True, exist_ok=True)
+        fires.to_csv(fires_path, index=False, encoding="utf-8-sig")
+        print(f"[04-2] 저장: {fires_path} ({len(fires):,}행)")
+        if phase == "scan":
+            return
+
+    if phase in ("all", "label", "select"):
+        if fires is None:
+            fires = pd.read_csv(fires_path)
+        if phase in ("all", "label"):
+            print("[04] Phase 4-3 Check: 발화별 forward PnL 라벨")
+            if frames is None:
+                mon = Monitor(cooldown_file=None)
+                frames = load_frames_from_db(mon, SYMBOL, lookback_days=CHART_LOOKBACK_DAYS)
+            outcomes = label_fire_outcomes(fires, frames)
+            outcomes.to_csv(outcomes_path, index=False, encoding="utf-8-sig")
+            print(f"[04-3] 저장: {outcomes_path}")
+            if phase == "label":
+                return
+
+    if phase in ("all", "select"):
+        if candidates is None:
+            candidates = json.loads(candidates_path.read_text(encoding="utf-8"))
+        if outcomes is None:
+            outcomes = pd.read_csv(outcomes_path)
+        print("[04] Phase 4-4 Act: EV 필터·규칙 선별")
+        matched = select_matched_rules(outcomes, candidates)
+        MATCHING_MATCHED_RULES.parent.mkdir(parents=True, exist_ok=True)
+        MATCHING_MATCHED_RULES.write_text(
+            json.dumps(matched, ensure_ascii=False, indent=2),
+            encoding="utf-8",
+        )
+        print(f"[04-4] 저장: {MATCHING_MATCHED_RULES}")
+        overlap = matched.get("gt_overlap", {})
+        MATCHING_GT_OVERLAP.write_text(
+            json.dumps(overlap, ensure_ascii=False, indent=2),
+            encoding="utf-8",
+        )
+        write_backtest_summary_html(matched, MATCHING_BACKTEST_HTML)
+        print(f"완료 ({time.time() - t0:.0f}초)")
+
+
+def main() -> None:
+    """CLI 진입."""
+    parser = argparse.ArgumentParser(description="04 GT+EV 매칭 파이프라인")
+    parser.add_argument(
+        "--phase",
+        choices=("all", "profile", "scan", "label", "select"),
+        default="all",
+    )
+    parser.add_argument("--trades-csv", type=str, default="")
+    args = parser.parse_args()
+    csv = Path(args.trades_csv) if args.trades_csv else None
+    run_matching_pipeline(phase=args.phase, trades_csv=csv)
+
+
+if __name__ == "__main__":
+    main()