GT 총자산 비율 매수·leg 티어 배분과 시뮬/실거래 포지션 사이징을 통합한다.

타점·비중을 gt_model로 일반화하고, amount_krw 시각순 배분·EV/WF·상위 leg 대형 매수를
position_sizing과 시뮬 HTML(고정 ₩/회 비교)에 반영한다.

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

deepcoin/matching/simulation_html.py

@@ -20,6 +20,7 @@ from config import (
 )
 from deepcoin.ground_truth.ground_truth import (
     load_ground_truth,
+    order_trades_chronological,
     simulate_truth_portfolio,
     simulate_truth_portfolio_steps,
 )
@@ -28,6 +29,7 @@ from deepcoin.matching.portfolio_sim import (
     select_capped_fires,
     simulate_fixed_order_portfolio,
     simulate_fixed_order_portfolio_steps,
+    simulate_sized_portfolio,
 )
 from deepcoin.matching.select_rules import _split_train_valid_holdout
 from deepcoin.ops.chart_report import (
@@ -36,6 +38,7 @@ from deepcoin.ops.chart_report import (
     market_cards_html,
     pnl_cards_html,
     rule_criteria_html,
+    stacked_summary_cards_html,
     wrap_chart_report_page,
 )
 from deepcoin.ops.simulation import build_chart_html, load_chart_frames, _frames_to_mtf
@@ -194,9 +197,11 @@ def _summary_cards_html(
     bb_txt: str,
     gt_trades: list[dict[str, Any]],
     gt_pnl: dict[str, Any],
-    sim_pnl: dict[str, Any],
+    sim_sized_pnl: dict[str, Any],
+    sim_fixed_pnl: dict[str, Any],
     sim_trade_count: int,
     go_flag: bool,
+    model_note: str = "",
 ) -> str:
     """
     ground_truth HTML과 동일 구성의 상단 카드 (GT + 시뮬 2줄).
@@ -206,26 +211,43 @@ def _summary_cards_html(
         bb_txt: BB %B.
         gt_trades: GT trades.
         gt_pnl: GT 포트폴리오 요약.
-        sim_pnl: 시뮬 포트폴리오 요약.
+        sim_sized_pnl: 총자산%·EV/WF·leg 시뮬 요약.
+        sim_fixed_pnl: 고정 ₩/회 baseline.
         sim_trade_count: 체결 가정 발화 수.
         go_flag: Go/No-Go.
+        model_note: GT 모델 한 줄 요약.
 
     Returns:
         cards HTML.
     """
     go_cls = "go-pass" if go_flag else "go-fail"
-    gt_row = (
-        '<p class="cards-group-title">정답 (ground_truth) — 분할 비중·leg 체결</p>'
-        + market_cards_html(close_last, bb_txt)
-        + pnl_cards_html(gt_pnl, "정답 타점", len(gt_trades))
+    gt_sub = (
+        "저점 분할매수(1/price 비중) · 고점 65/35% 매도 · "
+        "총자산×비중×leg티어 · 시각순 복리"
     )
-    sim_row = (
-        '<p class="cards-group-title">시뮬 (monitor_rules · holdout · '
-        f"1회 ₩{LIVE_ORDER_KRW:,.0f}·일한도) — "
-        f'<span class="{go_cls}">{"GO" if go_flag else "NO-GO"}</span></p>'
-        + pnl_cards_html(sim_pnl, "시뮬 체결", sim_trade_count)
+    if model_note:
+        gt_sub = model_note
+    gt_cards = market_cards_html(close_last, bb_txt) + pnl_cards_html(
+        gt_pnl, "정답 GT", len(gt_trades)
+    )
+    sim_sized_title = (
+        "시뮬·총자산% (EV/WF·leg상위) — "
+        f'<span class="{go_cls}">{"GO" if go_flag else "NO-GO"}</span>'
+    )
+    sim_fixed_title = f"시뮬·고정 ₩{LIVE_ORDER_KRW:,}/회 (비교)"
+    return (
+        '<div class="summary-cards">'
+        + stacked_summary_cards_html(gt_sub, gt_cards)
+        + stacked_summary_cards_html(
+            sim_sized_title,
+            pnl_cards_html(sim_sized_pnl, "시뮬(비율)", sim_trade_count),
+        )
+        + stacked_summary_cards_html(
+            sim_fixed_title,
+            pnl_cards_html(sim_fixed_pnl, "시뮬(고정)", sim_trade_count),
+        )
+        + "</div>"
     )
-    return gt_row + sim_row
 
 
 def build_simulation_page_html(
@@ -294,56 +316,57 @@ def build_simulation_page_html(
     elif gt_summary.get("mark_price"):
         close_val = float(gt_summary["mark_price"])
 
-    sim_trades = fires_to_trade_list(capped)
-    gt_pnl = {}
-    gt_summary_pnl = gt_data.get("summary") or {}
-    if gt_summary_pnl.get("pnl_krw") is not None and gt_summary_pnl.get(
-        "execution_order"
-    ) == "leg_block":
-        gt_pnl = {
-            k: gt_summary_pnl[k]
-            for k in (
-                "initial_cash_krw",
-                "final_asset_krw",
-                "pnl_pct",
-                "total_fees_krw",
-                "holding_qty",
-                "holding_value_krw",
-                "mark_price",
-                "cash_krw",
-            )
-            if k in gt_summary_pnl
-        }
-    elif gt_trades:
+    sim_trades_sized = fires_to_trade_list(capped, apply_dynamic_sizing=True)
+    sim_trades_fixed = fires_to_trade_list(capped, apply_dynamic_sizing=False)
+
+    gt_pnl: dict[str, Any] = {}
+    if gt_trades:
+        gt_chron = order_trades_chronological(gt_trades)
         gt_pnl = simulate_truth_portfolio(
-            gt_trades,
+            gt_chron,
             initial_cash=GT_INITIAL_CASH_KRW,
             fee_rate=TRADING_FEE_RATE,
             last_price=close_val if close_val else None,
         )
 
-    sim_pnl = simulate_fixed_order_portfolio(
-        sim_trades,
+    mark = close_val if close_val else None
+    sim_sized_pnl = simulate_sized_portfolio(
+        sim_trades_sized,
+        initial_cash=GT_INITIAL_CASH_KRW,
+        fee_rate=TRADING_FEE_RATE,
+        last_price=mark,
+    )
+    sim_fixed_pnl = simulate_fixed_order_portfolio(
+        sim_trades_fixed,
         order_krw=LIVE_ORDER_KRW,
         initial_cash=GT_INITIAL_CASH_KRW,
         fee_rate=TRADING_FEE_RATE,
-        last_price=close_val if close_val else None,
+        last_price=mark,
+        sizing_mode="fixed",
     )
     sim_steps = simulate_fixed_order_portfolio_steps(
-        sim_trades,
+        sim_trades_sized,
         order_krw=LIVE_ORDER_KRW,
         initial_cash=GT_INITIAL_CASH_KRW,
         fee_rate=TRADING_FEE_RATE,
+        sizing_mode="amount_krw",
     )
     gt_steps = (
         simulate_truth_portfolio_steps(
-            gt_trades,
+            order_trades_chronological(gt_trades),
             initial_cash=GT_INITIAL_CASH_KRW,
             fee_rate=TRADING_FEE_RATE,
         )
         if gt_trades
         else []
     )
+    model = gt_data.get("model") or {}
+    model_note = (
+        f"mode={model.get('selection_mode', 'split_buy_peak_sell')} · "
+        f"매수비중=1/price · 매도=65/35%"
+        if model
+        else ""
+    )
 
     criteria_blocks = "".join(rule_criteria_html(r) for r in monitor_rules)
     go_table = go_no_go_table_html(go.get("checks", []), go_flag)
@@ -355,7 +378,7 @@ def build_simulation_page_html(
 
     sim_table = f"""
   <h2>시뮬 타점 (holdout {len(holdout_fires)}건 → 체결 가정 {len(capped)}건)</h2>
-  <p class="meta">1회 ₩{LIVE_ORDER_KRW:,.0f}·일한도·최대 거래수 적용 후 체결 순 포트폴리오.
+  <p class="meta">총자산×최적비중·현금한도·EV/WF통과·leg상위 대형 매수. 일한도·최대 거래수 적용.
   가격 열 (+/-) = <b>{label_mode}</b> 구간 수익%.{_mark_note(close_val)}</p>
   <div class="table-scroll">
   <table>
@@ -367,7 +390,7 @@ def build_simulation_page_html(
 
     gt_table = f"""
   <h2>정답 타점 (ground_truth)</h2>
-  <p class="meta">삼각형 = GT. 매수 분할 비중·매도 leg 반영.{_mark_note(close_val)}</p>
+  <p class="meta">삼각형 크기 = GT 체결 금액. 매수 분할·매도 leg 반영.{_mark_note(close_val)}</p>
   <div class="table-scroll">
   <table>
     <thead><tr><th>시각</th><th>구분</th><th>비중</th><th>가격</th><th>총 평가금액</th><th>해석</th></tr></thead>
@@ -390,7 +413,7 @@ def build_simulation_page_html(
         "상단 카드: 초기 금액·총보유자산·초기 대비 증감율·수수료."
     )
     legend = (
-        "▲ <b>정답 매수</b> · ▼ <b>정답 매도</b> — 삼각형 = GT 비중.<br>"
+        "▲ <b>정답 매수</b> · ▼ <b>정답 매도</b> — 삼각형 = GT 체결 금액.<br>"
         "● <b>시뮬</b> — 원 = holdout 발화 (차트). 테이블 = 일한도 적용 체결 순서."
     )
     if frames is not None:
@@ -405,7 +428,15 @@ def build_simulation_page_html(
         )
 
     cards = _summary_cards_html(
-        close_val, bb_txt, gt_trades, gt_pnl, sim_pnl, len(capped), go_flag
+        close_val,
+        bb_txt,
+        gt_trades,
+        gt_pnl,
+        sim_sized_pnl,
+        sim_fixed_pnl,
+        len(capped),
+        go_flag,
+        model_note=model_note,
     )
 
     if frames is not None:
@@ -415,6 +446,7 @@ def build_simulation_page_html(
             note=note,
             truth_trades=gt_trades,
             sim_trades=_fires_to_chart_trades(holdout_fires),
+            # 차트 마커는 holdout 전체; 카드·테이블은 일한도 capped
             title_suffix="1단계 시뮬레이션 (monitor · holdout)",
             legend_html=legend,
             footer_sections=sections,