feat: Ground Truth 차트 v1/v2/v3 분리 및 차트 UI 개선

스윙만(v1), 눌림목(v2), 전체 신호(v3)로 GT를 단계별 생성하고 마커·Y축 가독성을 개선한다.

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

src/deepcoin/config.py

@@ -13,6 +13,14 @@ from deepcoin.data.intervals import DEFAULT_DOWNLOAD_INTERVALS
 _PROJECT_ROOT = Path(__file__).resolve().parents[2]
 
 
+def _resolve_project_path(raw: str) -> Path:
+    """프로젝트 루트 기준 상대 경로를 절대 경로로 변환한다."""
+    path = Path(raw)
+    if not path.is_absolute():
+        path = _PROJECT_ROOT / path
+    return path
+
+
 def _parse_int_list(raw: str) -> list[int]:
     """쉼표 구분 정수 목록을 파싱한다.
 
@@ -55,7 +63,11 @@ class Settings:
     gt_div_min_rsi_diff: float
     gt_div_min_future_move_pct: float
     ground_truth_file: Path
-    ground_truth_chart_file: Path
+    ground_truth_v1_file: Path
+    ground_truth_v2_file: Path
+    ground_truth_chart_v1_file: Path
+    ground_truth_chart_v2_file: Path
+    ground_truth_chart_v3_file: Path
     gt_initial_cash_krw: float
     gt_trading_fee_rate: float
     # Techniques (2단계)
@@ -91,14 +103,24 @@ def load_settings(env_path: Path | None = None) -> Settings:
     if not db_path.is_absolute():
         db_path = _PROJECT_ROOT / db_path
 
-    gt_file_raw = os.getenv("GROUND_TRUTH_FILE", "data/ground_truth/ground_truth_trades.json")
-    gt_chart_raw = os.getenv("GROUND_TRUTH_CHART_FILE", "docs/02_ground_truth/ground_truth_chart.html")
-    gt_file = Path(gt_file_raw)
-    gt_chart = Path(gt_chart_raw)
-    if not gt_file.is_absolute():
-        gt_file = _PROJECT_ROOT / gt_file
-    if not gt_chart.is_absolute():
-        gt_chart = _PROJECT_ROOT / gt_chart
+    gt_file = _resolve_project_path(
+        os.getenv("GROUND_TRUTH_FILE", "data/ground_truth/ground_truth_trades_v3.json")
+    )
+    gt_v1_file = _resolve_project_path(
+        os.getenv("GROUND_TRUTH_V1_FILE", "data/ground_truth/ground_truth_trades_v1.json")
+    )
+    gt_v2_file = _resolve_project_path(
+        os.getenv("GROUND_TRUTH_V2_FILE", "data/ground_truth/ground_truth_trades_v2.json")
+    )
+    gt_chart_v1 = _resolve_project_path(
+        os.getenv("GROUND_TRUTH_CHART_V1_FILE", "docs/02_ground_truth/ground_truth_chart_v1.html")
+    )
+    gt_chart_v2 = _resolve_project_path(
+        os.getenv("GROUND_TRUTH_CHART_V2_FILE", "docs/02_ground_truth/ground_truth_chart_v2.html")
+    )
+    gt_chart_v3 = _resolve_project_path(
+        os.getenv("GROUND_TRUTH_CHART_V3_FILE", "docs/02_ground_truth/ground_truth_chart_v3.html")
+    )
 
     tech_dir_raw = os.getenv("TECHNIQUES_DIR", "data/techniques")
     tech_dir = Path(tech_dir_raw)
@@ -138,7 +160,11 @@ def load_settings(env_path: Path | None = None) -> Settings:
         gt_div_min_rsi_diff=float(os.getenv("GT_DIV_MIN_RSI_DIFF", "5.0")),
         gt_div_min_future_move_pct=float(os.getenv("GT_DIV_MIN_FUTURE_MOVE_PCT", "4.0")),
         ground_truth_file=gt_file,
-        ground_truth_chart_file=gt_chart,
+        ground_truth_v1_file=gt_v1_file,
+        ground_truth_v2_file=gt_v2_file,
+        ground_truth_chart_v1_file=gt_chart_v1,
+        ground_truth_chart_v2_file=gt_chart_v2,
+        ground_truth_chart_v3_file=gt_chart_v3,
         gt_initial_cash_krw=float(os.getenv("GT_INITIAL_CASH_KRW", "400000")),
         gt_trading_fee_rate=float(os.getenv("GT_TRADING_FEE_RATE", "0.0005")),
         techniques_dir=tech_dir,

src/deepcoin/ground_truth/chart.py

@@ -15,8 +15,11 @@ DEFAULT_MAX_CANDLES = 0
 
 
 def _data_js_path(html_path: Path) -> Path:
-    """HTML과 짝을 이루는 데이터 JS 경로 (file:// 프로토콜 호환)."""
-    return html_path.with_name("ground_truth_chart_data.js")
+    """HTML과 짝을 이루는 데이터 JS 경로 (file:// 프로토콜 호환).
+
+    예: ground_truth_chart_v3.html → ground_truth_chart_v3_data.js
+    """
+    return html_path.with_name(f"{html_path.stem}_data.js")
 
 
 def render_ground_truth_chart(
@@ -95,7 +98,8 @@ def render_ground_truth_chart(
         json.dump(payload, fp, ensure_ascii=False, separators=(",", ":"))
         fp.write(";")
 
-    output_path.write_text(_HTML_TEMPLATE, encoding="utf-8")
+    data_js_name = data_path.name
+    output_path.write_text(_html_template(data_js_name), encoding="utf-8")
     return output_path
 
 
@@ -107,7 +111,7 @@ _HTML_TEMPLATE = """<!DOCTYPE html>
   <link rel="stylesheet" href="https://cdn.jsdelivr.net/npm/uplot@1.6.31/dist/uPlot.min.css" />
   <script src="https://cdn.jsdelivr.net/npm/uplot@1.6.31/dist/uPlot.iife.min.js"></script>
   <script src="https://unpkg.com/lightweight-charts@4.2.0/dist/lightweight-charts.standalone.production.js"></script>
-  <script src="ground_truth_chart_data.js"></script>
+  <script src="__DATA_JS_NAME__"></script>
   <style>
     body { font-family: "Malgun Gothic", Arial, sans-serif; margin: 0; background: #f5f5f5; color: #333; }
     header { padding: 16px 24px; background: #fff; border-bottom: 1px solid #ddd; }
@@ -123,10 +127,11 @@ _HTML_TEMPLATE = """<!DOCTYPE html>
     .toolbar button.home:hover { background: #1b5e20; }
     .toolbar .leg-info { font-size: 12px; color: #555; min-width: 90px; }
     #status { font-size: 12px; color: #888; margin-left: auto; }
-    #overview { height: 480px; margin: 12px 24px; background: #fff; border: 1px solid #ddd; }
+    #overview { height: 480px; margin: 12px 24px; background: #fff; border: 1px solid #ddd; overflow: visible; }
+    #overview .u-wrap, #overview .uplot { overflow: visible !important; }
     #detail-wrap { margin: 0 24px 12px; display: none; }
     #detail-wrap h2 { font-size: 15px; margin: 0 0 8px; }
-    #detail { height: 360px; background: #fff; border: 1px solid #ddd; }
+    #detail { height: 360px; background: #fff; border: 1px solid #ddd; overflow: visible; }
   </style>
 </head>
 <body>
@@ -175,10 +180,41 @@ _HTML_TEMPLATE = """<!DOCTYPE html>
     let detailVisible = false;
     let lastDetailStart = 0;
 
+    const AXIS_FONT = "12px Malgun Gothic, Arial, sans-serif";
+    let axisMeasureCtx = null;
+
     function fmtPrice(v) {
       return Math.round(v).toLocaleString("ko-KR");
     }
 
+    function measureTextWidth(text, font) {
+      if (!axisMeasureCtx) {
+        const c = document.createElement("canvas");
+        axisMeasureCtx = c.getContext("2d");
+      }
+      axisMeasureCtx.font = font;
+      return axisMeasureCtx.measureText(text).width;
+    }
+
+    function yAxisLabelWidth() {
+      const vals = DATA.close;
+      if (!vals || !vals.length) return 88;
+      const samples = new Set([vals[0], vals[vals.length - 1]]);
+      let lo = vals[0], hi = vals[0];
+      for (let i = 1; i < vals.length; i++) {
+        if (vals[i] < lo) lo = vals[i];
+        if (vals[i] > hi) hi = vals[i];
+      }
+      samples.add(lo);
+      samples.add(hi);
+      samples.add((lo + hi) / 2);
+      let maxW = 0;
+      samples.forEach(v => {
+        maxW = Math.max(maxW, measureTextWidth(fmtPrice(v), AXIS_FONT));
+      });
+      return Math.ceil(maxW) + 20;
+    }
+
     function updateLegInfo() {
       const total = DATA.buy_markers.length;
       const el = document.getElementById("leg-info");
@@ -186,6 +222,27 @@ _HTML_TEMPLATE = """<!DOCTYPE html>
       el.textContent = `타점 ${currentLegIdx + 1} / ${total}`;
     }
 
+    const MARKER_FONT = "bold 18px Malgun Gothic, Arial, sans-serif";
+
+    function markerSuffix(signalType) {
+      if (signalType === "pullback") return "*";
+      if (signalType === "breakout") return "^";
+      if (signalType === "div_bull" || signalType === "div_bear") return "d";
+      return "";
+    }
+
+    function drawMarkerLabel(ctx, label, x, y, color, up) {
+      ctx.font = MARKER_FONT;
+      const lx = x + 10;
+      const ly = y + (up ? 28 : -20);
+      ctx.lineWidth = 3;
+      ctx.lineJoin = "round";
+      ctx.strokeStyle = "rgba(255,255,255,0.85)";
+      ctx.strokeText(label, lx, ly);
+      ctx.fillStyle = color;
+      ctx.fillText(label, lx, ly);
+    }
+
     function drawMarkers(u, buys, sells) {
       if (!showMarkers) return;
       const ctx = u.ctx;
@@ -195,21 +252,16 @@ _HTML_TEMPLATE = """<!DOCTYPE html>
         if (x < u.bbox.left || x > u.bbox.left + u.bbox.width) return;
         ctx.fillStyle = color;
         ctx.beginPath();
-        const s = 5;
+        const s = 8;
+        const gap = 12;
         if (up) {
-          ctx.moveTo(x, y + 10); ctx.lineTo(x - s, y + 18); ctx.lineTo(x + s, y + 18);
+          ctx.moveTo(x, y + gap); ctx.lineTo(x - s, y + gap + 16); ctx.lineTo(x + s, y + gap + 16);
         } else {
-          ctx.moveTo(x, y - 10); ctx.lineTo(x - s, y - 18); ctx.lineTo(x + s, y - 18);
+          ctx.moveTo(x, y - gap); ctx.lineTo(x - s, y - gap - 16); ctx.lineTo(x + s, y - gap - 16);
         }
         ctx.closePath(); ctx.fill();
-        ctx.fillStyle = "#333";
-        ctx.font = "10px Malgun Gothic, Arial";
-        let suffix = "";
-        if (m.signal_type === "pullback") suffix = "*";
-        else if (m.signal_type === "breakout") suffix = "^";
-        else if (m.signal_type === "div_bull" || m.signal_type === "div_bear") suffix = "d";
-        const label = (up ? "B" : "S") + m.marker_id + suffix;
-        ctx.fillText(label, x + 6, y + (up ? 14 : -12));
+        const label = (up ? "B" : "S") + m.marker_id + markerSuffix(m.signal_type);
+        drawMarkerLabel(ctx, label, x, y, color, up);
       };
       buys.forEach(m => {
         let color = "#2e7d32";
@@ -252,13 +304,21 @@ _HTML_TEMPLATE = """<!DOCTYPE html>
     function buildOverview(keepRange) {
       const prev = keepRange ? overviewXRange() : null;
       if (overviewPlot) { overviewPlot.destroy(); overviewPlot = null; }
+      const yAxisW = yAxisLabelWidth();
       const opts = {
         width: document.getElementById("overview").clientWidth,
         height: 480,
+        padding: [14, 10, 14, 10],
         scales: { x: { time: true } },
         axes: [
-          {},
-          { values: (u, vals) => vals.map(v => fmtPrice(v)) },
+          { gap: 6 },
+          {
+            side: 3,
+            size: yAxisW,
+            gap: 10,
+            font: AXIS_FONT,
+            values: (u, vals) => vals.map(v => fmtPrice(v)),
+          },
         ],
         series: [
           {},
@@ -289,14 +349,22 @@ _HTML_TEMPLATE = """<!DOCTYPE html>
       document.getElementById("detail-wrap").style.display = detailVisible ? "block" : "none";
       const wrap = document.getElementById("detail");
       wrap.innerHTML = "";
+      const priceAxisW = yAxisLabelWidth();
       detailChart = LightweightCharts.createChart(wrap, {
-        layout: { background: { color: "#fff" }, textColor: "#333" },
+        layout: { background: { color: "#fff" }, textColor: "#333", fontSize: 14 },
         grid: { vertLines: { color: "#eee" }, horzLines: { color: "#eee" } },
+        rightPriceScale: { visible: false },
+        leftPriceScale: {
+          borderVisible: true,
+          minimumWidth: priceAxisW,
+          scaleMargins: { top: 0.08, bottom: 0.08 },
+        },
         timeScale: { timeVisible: true, secondsVisible: false },
         width: wrap.clientWidth,
         height: 360,
       });
       detailSeries = detailChart.addCandlestickSeries({
+        priceScaleId: "left",
         upColor: "#c62828", downColor: "#1565c0",
         borderUpColor: "#c62828", borderDownColor: "#1565c0",
         wickUpColor: "#c62828", wickDownColor: "#1565c0",
@@ -319,17 +387,16 @@ _HTML_TEMPLATE = """<!DOCTYPE html>
             time: m.time, position: "belowBar",
             color: m.signal_type === "breakout" ? "#ef6c00"
               : m.signal_type === "div_bull" ? "#7b1fa2" : "#2e7d32",
-            shape: "arrowUp",
-            text: "B" + m.marker_id + (m.signal_type === "pullback" ? "*"
-              : m.signal_type === "breakout" ? "^" : m.signal_type === "div_bull" ? "d" : ""),
+            shape: "arrowUp", size: 3,
+            text: "B" + m.marker_id + markerSuffix(m.signal_type),
           });
         });
         DATA.sell_markers.forEach(m => {
           if (m.time >= t0 && m.time <= t1) markers.push({
             time: m.time, position: "aboveBar",
             color: m.signal_type === "div_bear" ? "#7b1fa2" : "#c62828",
-            shape: "arrowDown",
-            text: "S" + m.marker_id + (m.signal_type === "div_bear" ? "d" : ""),
+            shape: "arrowDown", size: 3,
+            text: "S" + m.marker_id + markerSuffix(m.signal_type),
           });
         });
       }
@@ -438,19 +505,26 @@ _HTML_TEMPLATE = """<!DOCTYPE html>
 
     function init() {
       DATA = window.CHART_DATA;
-      if (!DATA) throw new Error("ground_truth_chart_data.js 없음");
+      if (!DATA) throw new Error("차트 데이터 JS 없음");
       const m = DATA.meta;
       const chartDays = m.chart_lookback_days || m.lookback_days;
       const gtDays = m.gt_lookback_days || m.lookback_days;
       const chartLabel = chartDays >= 365 ? `${Math.round(chartDays / 365)}년` : `${chartDays}일`;
       const gtLabel = gtDays >= 365 ? `${Math.round(gtDays / 365)}년` : `${gtDays}일`;
+      const tier = m.chart_tier ? ` ${m.chart_tier.toUpperCase()}` : "";
       document.getElementById("title").textContent =
-        `${m.symbol} Ground Truth (${m.interval_label}) — 차트 ${chartLabel} / GT ${gtLabel}`;
+        `${m.symbol} Ground Truth${tier} (${m.interval_label}) — 차트 ${chartLabel} / GT ${gtLabel}`;
       document.getElementById("btn-all").textContent = `전체 ${chartLabel}`;
       const chartFrom = m.chart_data_from || m.data_from;
       const chartTo = m.chart_data_to || m.data_to;
+      const tierKey = (m.chart_tier || "v3").toLowerCase();
+      const legend = tierKey === "v1"
+        ? "B=스윙매수 S=스윙매도"
+        : tierKey === "v2"
+          ? "B/S=스윙 B*=눌림목"
+          : "B/S=스윙 B*=눌림 B^=돌파 Bd/Sd=다이버전스";
       document.getElementById("meta").textContent =
-        `차트 ${chartFrom} ~ ${chartTo} (${DATA.bar_count.toLocaleString()}봉) | 매수 ${DATA.buy_markers.length} / 매도 ${DATA.sell_markers.length} (${gtLabel}) | B*=눌림 B^=돌파 Bd/Sd=다이버전스`;
+        `차트 ${chartFrom} ~ ${chartTo} (${DATA.bar_count.toLocaleString()}봉) | 매수 ${DATA.buy_markers.length} / 매도 ${DATA.sell_markers.length} (${gtLabel}) | ${legend}`;
       updateLegInfo();
       document.getElementById("status").textContent =
         `전체 ${DATA.bar_count.toLocaleString()}봉 | 드래그=줌, 더블클릭=리셋`;
@@ -498,3 +572,8 @@ _HTML_TEMPLATE = """<!DOCTYPE html>
   </script>
 </body>
 </html>"""
+
+
+def _html_template(data_js_name: str) -> str:
+    """차트 HTML 템플릿을 생성한다."""
+    return _HTML_TEMPLATE.replace("__DATA_JS_NAME__", data_js_name)

src/deepcoin/ground_truth/ground_truth.py

@@ -36,6 +36,22 @@ class GtParams:
     div_min_bars_between: int = 1500
     div_min_rsi_diff: float = 5.0
     div_min_future_move_pct: float = 4.0
+    chart_tier: str = "v3"
+
+
+def _tier_flags(tier: str) -> tuple[bool, bool, bool]:
+    """차트 버전별 보조 신호 포함 여부 (눌림목, 돌파, 다이버전스).
+
+    v1: ZigZag 스윙만 (레그당 1매수·1매도 최소)
+    v2: 스윙 + 눌림목
+    v3: v2 + 돌파 + 다이버전스
+    """
+    tier = tier.lower()
+    if tier == "v1":
+        return False, False, False
+    if tier == "v2":
+        return True, False, False
+    return True, True, True
 
 
 @dataclass
@@ -87,27 +103,46 @@ def build_ground_truth(
     pivots = find_zigzag_pivots(df, reversal_pct=params.zigzag_reversal_pct)
     legs = _pivots_to_legs(pivots, min_leg_pct=params.min_leg_pct)
     leg_dicts = [asdict(leg) for leg in legs]
-    pullback_buys = find_pullback_buy_pivots(
-        df,
-        legs=legs,
-        min_pullback_pct=params.pullback_min_pct,
-        local_order=params.pullback_local_order,
-    )
-    breakout_buys = find_breakout_buy_pivots(
-        df,
-        legs=legs,
-        pullback_buys=pullback_buys,
-        breakout_buffer_pct=params.breakout_buffer_pct,
-        consolidation_bars=params.breakout_consolidation_bars,
-        min_rally_to_sell_pct=params.breakout_min_rally_pct,
-    )
-    div_buys, div_sells = find_divergence_signals(
-        df,
-        local_order=params.div_local_order,
-        min_bars_between=params.div_min_bars_between,
-        min_rsi_diff=params.div_min_rsi_diff,
-        min_future_move_pct=params.div_min_future_move_pct,
-    )
+    include_pullback, include_breakout, include_divergence = _tier_flags(params.chart_tier)
+
+    pullback_buys: list[Pivot] = []
+    if include_pullback:
+        pullback_buys = find_pullback_buy_pivots(
+            df,
+            legs=legs,
+            min_pullback_pct=params.pullback_min_pct,
+            local_order=params.pullback_local_order,
+        )
+
+    breakout_buys = []
+    if include_breakout:
+        breakout_buys = find_breakout_buy_pivots(
+            df,
+            legs=legs,
+            pullback_buys=pullback_buys,
+            breakout_buffer_pct=params.breakout_buffer_pct,
+            consolidation_bars=params.breakout_consolidation_bars,
+            min_rally_to_sell_pct=params.breakout_min_rally_pct,
+        )
+
+    div_buys: list = []
+    div_sells: list = []
+    if include_divergence:
+        div_buys, div_sells = find_divergence_signals(
+            df,
+            local_order=params.div_local_order,
+            min_bars_between=params.div_min_bars_between,
+            min_rsi_diff=params.div_min_rsi_diff,
+            min_future_move_pct=params.div_min_future_move_pct,
+        )
+
+    mode_map = {
+        "v1": "optimal_swing_legs",
+        "v2": "optimal_swing_legs_with_pullback",
+        "v3": "optimal_swing_legs_with_pullback_breakout_divergence",
+    }
+    mode = mode_map.get(params.chart_tier.lower(), mode_map["v3"])
+
     signals = _build_signals(legs, pullback_buys, breakout_buys, div_buys, div_sells)
     summary = _summarize(legs, signals)
     pnl = simulate_gt_pnl(leg_dicts, initial_cash_krw=initial_cash_krw, fee_rate=fee_rate)
@@ -119,7 +154,8 @@ def build_ground_truth(
             "interval_min": params.interval_min,
             "interval_label": interval_label(params.interval_min),
             "lookback_days": params.lookback_days,
-            "mode": "optimal_swing_legs_with_pullback_breakout_divergence",
+            "chart_tier": params.chart_tier.lower(),
+            "mode": mode,
             "zigzag_reversal_pct": params.zigzag_reversal_pct,
             "min_leg_pct": params.min_leg_pct,
             "pullback_min_pct": params.pullback_min_pct,