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>
2026-06-12 16:09:32 +09:00
parent 741c949470
commit 2d515dd669
18 changed files with 2073 additions and 335 deletions
--- a/scripts/2_render_best_technique_chart.py
+++ b/scripts/2_render_best_technique_chart.py
@@ -0,0 +1,126 @@
+#!/usr/bin/env python3
+"""2단계: 수익률 1위 기법 sim 차트 (1단계 v3 sim과 동일 형식·기간)."""
+
+from __future__ import annotations
+
+import argparse
+import json
+import logging
+import sys
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+SRC = ROOT / "src"
+if str(SRC) not in sys.path:
+    sys.path.insert(0, str(SRC))
+
+from deepcoin.config import load_settings
+from deepcoin.data.candle_loader import load_candles
+from deepcoin.evaluation.causal_sim import (
+    best_technique_chart_path,
+    pick_best_technique_row,
+    render_best_technique_comparison_chart,
+    run_technique_causal_sim,
+)
+from deepcoin.techniques.runner import load_ground_truth, load_technique_result
+
+
+def _configure_logging(verbose: bool) -> None:
+    """로깅 레벨을 설정한다."""
+    level = logging.DEBUG if verbose else logging.INFO
+    logging.basicConfig(
+        level=level,
+        format="%(asctime)s [%(levelname)s] %(message)s",
+        datefmt="%Y-%m-%d %H:%M:%S",
+    )
+
+
+def main() -> int:
+    """CLI 진입점."""
+    parser = argparse.ArgumentParser(
+        description="2단계 최고 수익 기법 sim 차트 (1단계 v3 sim 대조용)"
+    )
+    parser.add_argument(
+        "--technique",
+        type=str,
+        default=None,
+        help="기법 ID (기본: causal_sim_report 수익률 1위)",
+    )
+    parser.add_argument(
+        "--report",
+        type=str,
+        default=None,
+        help="causal_sim_report.json 경로 (기본: .env)",
+    )
+    parser.add_argument("-v", "--verbose", action="store_true")
+    args = parser.parse_args()
+
+    _configure_logging(args.verbose)
+    settings = load_settings()
+    analysis_dir = settings.causal_sim_report_json.parent
+    report_path = Path(args.report) if args.report else settings.causal_sim_report_json
+
+    gt_result = load_ground_truth(settings.ground_truth_file)
+    gt_meta = gt_result.get("meta", {})
+
+    technique_id = args.technique
+    if not technique_id:
+        if not report_path.exists():
+            logging.error(
+                "리포트 없음: %s — 먼저 2_run_causal_sim.py 실행",
+                report_path,
+            )
+            return 1
+        report = json.loads(report_path.read_text(encoding="utf-8"))
+        best = pick_best_technique_row(report)
+        if not best:
+            logging.error("리포트에 기법 순위 없음: %s", report_path)
+            return 1
+        technique_id = best["technique_id"]
+
+    tech_path = settings.techniques_dir / f"{technique_id}.json"
+    if not tech_path.exists():
+        logging.error("기법 결과 없음: %s", tech_path)
+        return 1
+
+    result = load_technique_result(tech_path)
+    df = load_candles(
+        db_path=settings.db_path,
+        symbol=settings.symbol,
+        interval_min=settings.gt_interval_min,
+        lookback_days=settings.gt_lookback_days,
+    )
+    last_close = float(df["close"].iloc[-1])
+    sim_pnl = run_technique_causal_sim(
+        result,
+        initial_cash_krw=settings.gt_initial_cash_krw,
+        fee_rate=settings.gt_trading_fee_rate,
+        sim_lookback_days=settings.gt_sim_lookback_days,
+        data_end=gt_meta.get("data_to"),
+        last_mark_price=last_close,
+    )
+
+    output_path = best_technique_chart_path(analysis_dir)
+    render_best_technique_comparison_chart(
+        db_path=settings.db_path,
+        symbol=settings.symbol,
+        gt_result=gt_result,
+        result=result,
+        sim_pnl=sim_pnl,
+        output_path=output_path,
+        chart_lookback_days=settings.download_days,
+    )
+
+    print("\n=== 최고 수익 기법 sim 차트 (1단계 v3 대조) ===")
+    print(f"기법: {result.technique_name} ({result.technique_id})")
+    print(
+        f"3년 sim: {sim_pnl.get('total_return_pct', 0):+.2f}% | "
+        f"체결 {sim_pnl.get('buys_executed', 0)}/{sim_pnl.get('sells_executed', 0)}"
+    )
+    print(f"차트 기간: 최근 {settings.download_days}일 (1단계 v3 sim과 동일)")
+    print(f"HTML: {output_path}")
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())