feat(spot): 2단계 인과 기법 분석 파이프라인 마무리

common/spot/futures 경로 정비, 캔들 데이터 모듈 복원, MTF 규칙 자동 저장 및 2단계 설계·최종 정리 문서를 반영해 3단계 착수 기반을 확정한다.

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

scripts/0_ground_truth_futures.py

@@ -7,6 +7,7 @@ import argparse
 import json
 import logging
 import sys
+from copy import deepcopy
 from pathlib import Path
 from typing import Any
 
@@ -16,7 +17,9 @@ if str(SRC) not in sys.path:
     sys.path.insert(0, str(SRC))
 
 from deepcoin.config import Settings, load_settings
+from deepcoin.ground_truth.futures import futures_events_from_gt_signals
 from deepcoin.ground_truth.futures_chart import render_futures_ground_truth_chart
+from deepcoin.ground_truth.ground_truth import save_ground_truth
 
 TIER_DESCRIPTIONS = {
     "v1": "스윙만 (최소 매수·매도)",
@@ -35,18 +38,24 @@ def _configure_logging(verbose: bool) -> None:
     )
 
 
-def _tier_targets(settings: Settings, tier_arg: str) -> list[tuple[str, Path, Path]]:
-    """생성할 티어 목록 (tier, futures_json_path, futures_chart_path)."""
-    all_tiers: dict[str, tuple[Path, Path]] = {
+def _tier_targets(
+    settings: Settings,
+    tier_arg: str,
+) -> list[tuple[str, Path, Path, Path]]:
+    """생성할 티어 목록 (tier, spot_json, futures_json, futures_chart)."""
+    all_tiers: dict[str, tuple[Path, Path, Path]] = {
         "v1": (
+            settings.ground_truth_v1_file,
             settings.ground_truth_futures_v1_file,
             settings.ground_truth_futures_chart_v1_file,
         ),
         "v2": (
+            settings.ground_truth_v2_file,
             settings.ground_truth_futures_v2_file,
             settings.ground_truth_futures_chart_v2_file,
         ),
         "v3": (
+            settings.ground_truth_file,
             settings.ground_truth_futures_file,
             settings.ground_truth_futures_chart_v3_file,
         ),
@@ -57,29 +66,48 @@ def _tier_targets(settings: Settings, tier_arg: str) -> list[tuple[str, Path, Pa
 
 
 def _load_gt(json_path: Path) -> dict[str, Any]:
-    """선물 GT JSON을 로드한다."""
+    """GT JSON을 로드한다."""
     with json_path.open(encoding="utf-8") as fp:
         return json.load(fp)
 
 
-def _print_summary(tier: str, gt_result: dict[str, Any], chart_path: Path) -> None:
-    """티어별 선물 차트 요약을 출력한다."""
+def _build_futures_gt(spot_gt: dict[str, Any]) -> dict[str, Any]:
+    """현물 GT JSON을 선물 GT JSON으로 변환한다."""
+    signals = spot_gt.get("signals") or []
+    futures_gt = deepcopy(spot_gt)
+    futures_gt["meta"] = {
+        **spot_gt.get("meta", {}),
+        "market_type": "futures",
+        "source": "spot_ground_truth",
+    }
+    futures_gt["futures_events"] = futures_events_from_gt_signals(signals)
+    return futures_gt
+
+
+def _print_summary(
+    tier: str,
+    gt_result: dict[str, Any],
+    json_path: Path,
+    chart_path: Path,
+) -> None:
+    """티어별 선물 GT 요약을 출력한다."""
     meta = gt_result["meta"]
     summary = gt_result["summary"]
-    print(f"\n=== 선물 GT 차트 {tier.upper()} ({TIER_DESCRIPTIONS[tier]}) ===")
+    print(f"\n=== 선물 GT {tier.upper()} ({TIER_DESCRIPTIONS[tier]}) ===")
     print(f"대상: {meta['symbol']} ({meta['interval_label']})")
     print(f"GT 기간: {meta['data_from']} ~ {meta['data_to']}")
     print(
         f"선물 GT 타점: 매수 {summary['buy_count']} / 매도 {summary['sell_count']} "
         f"→ 선물 상방·하방 각 {summary['buy_count']}/{summary['sell_count']} 마커"
     )
+    print(f"JSON: {json_path}")
     print(f"차트: {chart_path}")
 
 
 def main() -> int:
     """CLI 진입점."""
     parser = argparse.ArgumentParser(
-        description="선물 GT JSON 기반 Ground Truth 차트 (롱·숏 4색)"
+        description="선물 GT JSON·차트 생성 (현물 GT → 롱·숏 4색)"
     )
     parser.add_argument(
         "--tier",
@@ -94,23 +122,29 @@ def main() -> int:
     settings = load_settings()
     tiers = _tier_targets(settings, args.tier)
 
-    print("\n=== 선물 Ground Truth 차트 생성 ===")
+    print("\n=== 선물 Ground Truth 생성 ===")
     print("현물 GT 타점 → L↑상방매수 L↓상방매도 S↓하방매수 S↑하방매도")
 
-    for tier, json_path, chart_path in tiers:
-        if not json_path.exists():
-            logging.error("현물 GT JSON 없음: %s — 먼저 0_ground_truth.py 실행", json_path)
+    for tier, spot_json_path, futures_json_path, chart_path in tiers:
+        if not spot_json_path.exists():
+            logging.error(
+                "현물 GT JSON 없음: %s — 먼저 0_ground_truth.py 실행",
+                spot_json_path,
+            )
             return 1
 
-        gt_result = _load_gt(json_path)
+        spot_gt = _load_gt(spot_json_path)
+        futures_gt = _build_futures_gt(spot_gt)
+        save_ground_truth(futures_gt, futures_json_path)
+
         render_futures_ground_truth_chart(
             db_path=settings.db_path,
             symbol=settings.symbol,
-            gt_result=gt_result,
+            gt_result=spot_gt,
             output_path=chart_path,
             chart_lookback_days=settings.download_days,
         )
-        _print_summary(tier, gt_result, chart_path)
+        _print_summary(tier, futures_gt, futures_json_path, chart_path)
 
     return 0