feat: 선물 sim 차트 추가 및 GT/선물 마커 UI 개선

선물 1년 PnL 시뮬(40만원)과 sim 차트 v1~v3를 추가하고, 현물·선물 GT 차트 마커를 종가선 밀착 삼각형으로 통일한다. 동시각 L↓/S↓ 겹침은 가로 stagger로 분리하며 동그라미 표시는 제거한다.

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

scripts/02_ground_truth_futures_sim.py

@@ -0,0 +1,156 @@
+#!/usr/bin/env python3
+"""선물 Ground Truth 1년 수익 시뮬 + sim 차트 생성."""
+
+from __future__ import annotations
+
+import argparse
+import json
+import logging
+import sys
+from pathlib import Path
+from typing import Any
+
+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 Settings, load_settings
+from deepcoin.data.candle_loader import load_candles
+from deepcoin.data.intervals import interval_label
+from deepcoin.ground_truth.futures_chart import render_futures_sim_chart
+from deepcoin.ground_truth.futures_pnl import simulate_futures_gt_signals_pnl
+
+TIER_DESCRIPTIONS = {
+    "v1": "스윙만 (최소 매수·매도)",
+    "v2": "스윙 + 눌림목",
+    "v3": "스윙 + 눌림목 + 돌파 + 다이버전스",
+}
+
+
+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 _tier_targets(settings: Settings, tier_arg: str) -> list[tuple[str, Path, Path]]:
+    """티어별 (tier, json_path, sim_chart_path)."""
+    all_tiers: dict[str, tuple[Path, Path]] = {
+        "v1": (settings.ground_truth_v1_file, settings.ground_truth_futures_chart_sim_v1_file),
+        "v2": (settings.ground_truth_v2_file, settings.ground_truth_futures_chart_sim_v2_file),
+        "v3": (settings.ground_truth_file, settings.ground_truth_futures_chart_sim_v3_file),
+    }
+    if tier_arg == "all":
+        return [(t, *paths) for t, paths in all_tiers.items()]
+    return [(tier_arg, *all_tiers[tier_arg])]
+
+
+def _load_gt(json_path: Path) -> dict[str, Any]:
+    """현물 GT JSON을 로드한다."""
+    with json_path.open(encoding="utf-8") as fp:
+        return json.load(fp)
+
+
+def _print_summary(tier: str, sim_pnl: dict[str, Any], chart_path: Path) -> None:
+    """티어별 선물 sim 요약을 출력한다."""
+    print(f"\n=== 선물 2단계 시뮬 {tier.upper()} ({TIER_DESCRIPTIONS[tier]}) ===")
+    print(
+        f"기간: {sim_pnl['period_from']} ~ {sim_pnl['period_to']} "
+        f"({sim_pnl['sim_lookback_days']}일)"
+    )
+    print(
+        f"초기 {sim_pnl['initial_cash_krw']:,.0f}원 → "
+        f"최종 {sim_pnl['final_equity_krw']:,.0f}원 "
+        f"({sim_pnl['total_return_pct']:+.2f}%)"
+    )
+    print(
+        f"현금 {sim_pnl['final_cash_krw']:,.0f}원 + "
+        f"롱 {sim_pnl['final_long_qty']:.8f} ({sim_pnl['final_long_value_krw']:,.0f}원) - "
+        f"숏 {sim_pnl['final_short_qty']:.8f} ({sim_pnl['final_short_value_krw']:,.0f}원)"
+    )
+    print(
+        f"체결 L↑{sim_pnl['long_opens_executed']}/L↓{sim_pnl['long_closes_executed']} · "
+        f"S↓{sim_pnl['short_opens_executed']}/S↑{sim_pnl['short_closes_executed']} | "
+        f"스킵 {sim_pnl['trades_skipped']}"
+    )
+    print(f"sim 차트: {chart_path}")
+
+
+def main() -> int:
+    """CLI 진입점."""
+    parser = argparse.ArgumentParser(description="선물 Ground Truth 1년 수익 시뮬 (2단계)")
+    parser.add_argument(
+        "--sim-days",
+        type=int,
+        default=None,
+        help="시뮬 기간(일). 기본 GT_SIM_LOOKBACK_DAYS 또는 365",
+    )
+    parser.add_argument(
+        "--tier",
+        choices=("v1", "v2", "v3", "all"),
+        default="all",
+        help="대상 GT 버전",
+    )
+    parser.add_argument("-v", "--verbose", action="store_true")
+    args = parser.parse_args()
+
+    _configure_logging(args.verbose)
+    settings = load_settings()
+    sim_days = args.sim_days or settings.gt_sim_lookback_days
+    tiers = _tier_targets(settings, args.tier)
+
+    logging.info(
+        "선물 2단계 시뮬: %s, sim %s일, 초기=%s원",
+        settings.symbol,
+        sim_days,
+        f"{settings.gt_initial_cash_krw:,.0f}",
+    )
+
+    print("\n=== 선물 Ground Truth 2단계 수익 시뮬 ===")
+    print(f"초기 자본: {settings.gt_initial_cash_krw:,.0f}원 | 시뮬 기간: 최근 {sim_days}일")
+    print("L↑상방매수 L↓상방매도 S↓하방매수 S↑하방매도")
+
+    for tier, json_path, sim_chart_path in tiers:
+        if not json_path.exists():
+            logging.error("현물 GT JSON 없음: %s — 먼저 02_ground_truth.py 실행", json_path)
+            return 1
+
+        gt_result = _load_gt(json_path)
+        interval_min = gt_result["meta"]["interval_min"]
+        df = load_candles(
+            db_path=settings.db_path,
+            symbol=settings.symbol,
+            interval_min=interval_min,
+            lookback_days=gt_result["meta"]["lookback_days"],
+        )
+        last_close = float(df["close"].iloc[-1])
+
+        sim_pnl = simulate_futures_gt_signals_pnl(
+            signals=gt_result.get("signals") or [],
+            initial_cash_krw=settings.gt_initial_cash_krw,
+            fee_rate=settings.gt_trading_fee_rate,
+            sim_lookback_days=sim_days,
+            data_end=gt_result["meta"]["data_to"],
+            last_mark_price=last_close,
+        )
+
+        render_futures_sim_chart(
+            db_path=settings.db_path,
+            symbol=settings.symbol,
+            gt_result=gt_result,
+            sim_pnl=sim_pnl,
+            output_path=sim_chart_path,
+            chart_lookback_days=settings.download_days,
+        )
+        _print_summary(tier, sim_pnl, sim_chart_path)
+
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())