refactor: Git에서 데이터 제거, 설정·코드만 유지
파이프라인 산출물(data/, docs/)을 Git 추적에서 제외하고 히스토리를 단일 커밋으로 재구성해 저장소 용량을 경량화한다. Co-authored-by: Cursor <cursoragent@cursor.com>
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scripts/0_ground_truth.py
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167
scripts/0_ground_truth.py
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#!/usr/bin/env python3
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"""0단계: Ground Truth — 사후 최적 매수·매도 타점 (v1/v2/v3)."""
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from __future__ import annotations
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import argparse
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import logging
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import sys
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from dataclasses import replace
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from pathlib import Path
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from typing import Any
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ROOT = Path(__file__).resolve().parents[1]
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SRC = ROOT / "src"
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if str(SRC) not in sys.path:
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sys.path.insert(0, str(SRC))
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from deepcoin.config import Settings, load_settings
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from deepcoin.data.intervals import interval_label
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from deepcoin.ground_truth.chart import render_ground_truth_chart
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from deepcoin.ground_truth.ground_truth import GtParams, build_ground_truth, save_ground_truth
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TIER_DESCRIPTIONS = {
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"v1": "스윙만 (최소 매수·매도)",
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"v2": "스윙 + 눌림목",
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"v3": "스윙 + 눌림목 + 돌파 + 다이버전스",
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}
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def _configure_logging(verbose: bool) -> None:
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"""로깅 레벨을 설정한다."""
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level = logging.DEBUG if verbose else logging.INFO
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logging.basicConfig(
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level=level,
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format="%(asctime)s [%(levelname)s] %(message)s",
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datefmt="%Y-%m-%d %H:%M:%S",
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)
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def _base_params(settings: Settings, args: argparse.Namespace) -> GtParams:
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"""CLI·환경 설정을 반영한 공통 GT 파라미터."""
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return GtParams(
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interval_min=args.interval or settings.gt_interval_min,
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lookback_days=args.days or settings.gt_lookback_days,
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zigzag_reversal_pct=args.zigzag or settings.gt_zigzag_reversal_pct,
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min_leg_pct=args.min_leg or settings.gt_min_leg_pct,
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pullback_min_pct=settings.gt_pullback_min_pct,
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pullback_local_order=settings.gt_pullback_local_order,
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breakout_buffer_pct=settings.gt_breakout_buffer_pct,
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breakout_consolidation_bars=settings.gt_breakout_consolidation_bars,
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breakout_min_rally_pct=settings.gt_breakout_min_rally_pct,
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div_local_order=settings.gt_div_local_order,
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div_min_bars_between=settings.gt_div_min_bars_between,
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div_min_rsi_diff=settings.gt_div_min_rsi_diff,
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div_min_future_move_pct=settings.gt_div_min_future_move_pct,
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)
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def _tier_targets(settings: Settings, tier_arg: str) -> list[tuple[str, Path, Path]]:
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"""생성할 티어 목록 (tier, json_path, chart_path)."""
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all_tiers: dict[str, tuple[Path, Path]] = {
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"v1": (settings.ground_truth_v1_file, settings.ground_truth_chart_v1_file),
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"v2": (settings.ground_truth_v2_file, settings.ground_truth_chart_v2_file),
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"v3": (settings.ground_truth_file, settings.ground_truth_chart_v3_file),
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}
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if tier_arg == "all":
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return [(t, *paths) for t, paths in all_tiers.items()]
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return [(tier_arg, *all_tiers[tier_arg])]
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def _print_tier_summary(
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tier: str,
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result: dict[str, Any],
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json_path: Path,
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chart_path: Path | None,
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) -> None:
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"""티어별 GT 요약을 출력한다."""
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summary = result["summary"]
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meta = result["meta"]
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pnl = result["pnl"]
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print(f"\n=== Ground Truth {tier.upper()} ({TIER_DESCRIPTIONS[tier]}) ===")
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print(f"대상: {meta['symbol']} ({meta['interval_label']})")
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print(f"GT·수익 기간: {meta['data_from']} ~ {meta['data_to']} ({meta['bar_count']}봉)")
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print(f"피벗: {meta['pivot_count']}개 → 레그: {summary['leg_count']}개")
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print(
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f"매수 타점: {summary['buy_count']}개 "
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f"(눌림 {summary.get('pullback_buy_count', 0)} / 돌파 {summary.get('breakout_buy_count', 0)} "
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f"/ 다이버전스 {summary.get('divergence_buy_count', 0)}) "
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f"/ 매도: {summary['sell_count']}개 (다이버전스 {summary.get('divergence_sell_count', 0)})"
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)
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print(f"레그 수익률 — 평균: {summary['avg_leg_pct']}%, 최대: {summary['max_leg_pct']}%")
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period = ""
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if pnl.get("period_from"):
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period = f" ({pnl['period_from'][:10]} ~ {pnl['period_to'][:10]})"
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print(f"누적 수익{period}: {pnl['final_cash_krw']:,.0f}원 ({pnl['total_return_pct']:+.2f}%)")
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print(f"JSON: {json_path}")
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if chart_path:
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print(f"차트: {chart_path}")
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def main() -> int:
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"""CLI 진입점."""
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parser = argparse.ArgumentParser(description="0단계: Ground Truth 타점 생성")
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parser.add_argument("--interval", type=int, default=None, help="GT 인터벌(분)")
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parser.add_argument("--days", type=int, default=None, help="GT·타점 기간(일). 기본 3447(2017~)")
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parser.add_argument("--zigzag", type=float, default=None, help="ZigZag 되돌림 %%")
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parser.add_argument("--min-leg", type=float, default=None, help="최소 레그 수익률 %%")
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parser.add_argument("--no-chart", action="store_true", help="HTML 차트 생략")
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parser.add_argument(
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"--tier",
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choices=("v1", "v2", "v3", "all"),
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default="all",
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help="생성할 GT 버전 (v1=스윙만, v2=+눌림, v3=전체, all=3종)",
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)
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parser.add_argument("-v", "--verbose", action="store_true")
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args = parser.parse_args()
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_configure_logging(args.verbose)
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settings = load_settings()
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base = _base_params(settings, args)
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tiers = _tier_targets(settings, args.tier)
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logging.info(
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"GT 생성: %s %s, %s일, ZigZag=%s%%, min_leg=%s%%, 초기=%s원, tier=%s",
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settings.symbol,
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interval_label(base.interval_min),
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base.lookback_days,
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base.zigzag_reversal_pct,
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base.min_leg_pct,
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f"{settings.gt_initial_cash_krw:,.0f}",
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args.tier,
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)
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print("\n=== Ground Truth 완료 (0단계) ===")
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print(f"차트·타점 표시: 최근 {settings.download_days}일 (2017~)")
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for tier, json_path, chart_path in tiers:
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params = replace(base, chart_tier=tier)
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result = build_ground_truth(
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db_path=settings.db_path,
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symbol=settings.symbol,
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coin_name=settings.coin_name,
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params=params,
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initial_cash_krw=settings.gt_initial_cash_krw,
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fee_rate=settings.gt_trading_fee_rate,
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)
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save_ground_truth(result, json_path)
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rendered: Path | None = None
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if not args.no_chart:
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rendered = render_ground_truth_chart(
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db_path=settings.db_path,
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symbol=settings.symbol,
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gt_result=result,
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output_path=chart_path,
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chart_lookback_days=settings.download_days,
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)
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_print_tier_summary(tier, result, json_path, rendered)
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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