40만 원 기준 시뮬·dry-run 정합 및 hybrid 체결 엔진 통합.

초기 자금 GT_INITIAL_CASH_KRW=400000과 원화 한도 비율(알림·LIVE_ORDER·일한도·손실한도)을 맞추고, dry-run/live 체결을 sim_causal_hybrid(replay)와 동일 경로로 통합한다. 시뮬 리포트 갱신, Phase C 슈퍼바이저·매수매도 리허설 스크립트를 추가한다.

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

scripts/07_phase_c_paper_report.py

@@ -10,6 +10,7 @@ Phase C dry-run 종료 후 모의 수익률(참고) 집계.
 """
 from __future__ import annotations
 
+import argparse
 import json
 import runpy
 from datetime import datetime
@@ -28,7 +29,12 @@ from config import (  # noqa: E402
 )
 from deepcoin.matching.label_outcomes import _forward_ret_vectorized  # noqa: E402
 from deepcoin.ops.monitor import Monitor  # noqa: E402
-from deepcoin.paths import PAPER_FIRES_LOG, PAPER_WEEKLY_REPORT_JSON  # noqa: E402
+from deepcoin.ops.paper_portfolio import PaperPortfolio  # noqa: E402
+from deepcoin.paths import (  # noqa: E402
+    PAPER_FIRES_LOG,
+    PAPER_WEEKLY_REPORT_JSON,
+    PHASE_C_DAILY_DIR,
+)
 
 _FEE_PCT = TRADING_FEE_RATE * 2 * 100
 
@@ -87,12 +93,22 @@ def attach_forward_returns(fires: pd.DataFrame, close_df: pd.DataFrame) -> pd.Da
     return fires
 
 
-def summarize(fires: pd.DataFrame) -> dict:
-    """집계 dict."""
+def summarize(fires: pd.DataFrame, *, report_kind: str = "daily") -> dict:
+    """
+    집계 dict.
+
+    Args:
+        fires: forward_ret_pct 포함 발화 DataFrame.
+        report_kind: daily | final.
+
+    Returns:
+        JSON 직렬화 가능 dict.
+    """
     traded = fires[fires["would_trade"] == True]  # noqa: E712
     with_ret = traded[traded["forward_ret_pct"].notna()]
     out: dict = {
         "generated_at": datetime.now().isoformat(timespec="seconds"),
+        "report_kind": report_kind,
         "symbol": SYMBOL,
         "forward_bars": MATCH_FORWARD_BARS,
         "fee_round_trip_pct": _FEE_PCT,
@@ -101,10 +117,17 @@ def summarize(fires: pd.DataFrame) -> dict:
         "skipped_count": int(len(fires) - len(traded)),
         "labeled_count": int(len(with_ret)),
         "note": (
-            "모의 forward 수익률. 실계좌·hybrid 복리 PnL 아님. "
-            "매수·매도 leg 미결합 단순 합산."
+            "forward %는 발화별 참고 지표. "
+            "총보유금액(equity)은 paper_portfolio 모의 체결 기준."
         ),
     }
+    if not fires.empty and "ts" in fires.columns:
+        out["log_from"] = str(fires["ts"].min())
+        out["log_to"] = str(fires["ts"].max())
+    buy_n = int((traded["side"] == "buy").sum()) if not traded.empty else 0
+    sell_n = int((traded["side"] == "sell").sum()) if not traded.empty else 0
+    out["buy_fires"] = buy_n
+    out["sell_fires"] = sell_n
     if not with_ret.empty:
         out["mean_forward_ret_pct"] = round(float(with_ret["forward_ret_pct"].mean()), 4)
         out["sum_forward_ret_pct"] = round(float(with_ret["forward_ret_pct"].sum()), 4)
@@ -125,13 +148,25 @@ def summarize(fires: pd.DataFrame) -> dict:
     return out
 
 
-def main() -> None:
-    """paper_fires 로드 → forward % → 리포트 저장."""
-    fires = load_paper_fires(PAPER_FIRES_LOG)
+def build_phase_c_report(
+    fires_path: Path | None = None,
+    *,
+    report_kind: str = "daily",
+) -> tuple[dict, pd.DataFrame]:
+    """
+    paper_fires 로드 → forward % → 리포트 dict.
+
+    Args:
+        fires_path: jsonl 경로 (기본 PAPER_FIRES_LOG).
+        report_kind: daily | final.
+
+    Returns:
+        (report, fires_with_returns) — 발화 없으면 ({}, empty DataFrame).
+    """
+    path = fires_path or PAPER_FIRES_LOG
+    fires = load_paper_fires(path)
     if fires.empty:
-        print(f"[07] 발화 로그 없음: {PAPER_FIRES_LOG}")
-        print("  Phase C 기간 06_execute_live.py (LIVE=0) 상시 실행 후 재시도")
-        return
+        return {}, fires
 
     mon = Monitor(cooldown_file=None)
     df = mon.read_candles_from_db(SYMBOL, MATCH_PRIMARY_INTERVAL, max_rows=50000)
@@ -141,24 +176,172 @@ def main() -> None:
         df = df.set_index(pd.to_datetime(df["datetime"]))
 
     fires = attach_forward_returns(fires, df)
-    report = summarize(fires)
-    PAPER_WEEKLY_REPORT_JSON.parent.mkdir(parents=True, exist_ok=True)
-    PAPER_WEEKLY_REPORT_JSON.write_text(
-        json.dumps(report, ensure_ascii=False, indent=2),
-        encoding="utf-8",
-    )
+    report = summarize(fires, report_kind=report_kind)
 
-    print(f"[07] 저장: {PAPER_WEEKLY_REPORT_JSON}")
-    print(f"  기간 로그: {fires['ts'].min()} ~ {fires['ts'].max()}")
-    print(f"  발화 {report['total_signals']} · 체결가정(would_trade) {report['would_trade_count']}")
+    mark = float(df["Close"].iloc[-1]) if not df.empty and "Close" in df.columns else 0.0
+    paper = PaperPortfolio.load()
+    report["paper_portfolio"] = paper.summary(mark)
+    return report, fires
+
+
+def format_report_text(report: dict) -> str:
+    """사람이 읽기 쉬운 요약 텍스트."""
+    kind = report.get("report_kind", "daily")
+    title = "Phase C 최종 보고" if kind == "final" else "Phase C 중간 보고"
+    lines = [
+        f"=== {title} ({report.get('generated_at', '')}) ===",
+        f"심볼: {report.get('symbol', '')}",
+    ]
+    pf = report.get("paper_portfolio") or {}
+    if pf:
+        lines.extend(
+            [
+                "--- 모의 계좌 (dry-run, 빗썸 잔고 미사용) ---",
+                f"초기 자금: ₩{pf.get('initial_cash_krw', 0):,.0f}",
+                f"현금: ₩{pf.get('cash_krw', 0):,.0f} · "
+                f"보유 {pf.get('qty', 0):.4f} {report.get('symbol', '')} "
+                f"(평가단가 ₩{pf.get('mark_price', 0):,.0f})",
+                f"코인 평가: ₩{pf.get('coin_value_krw', 0):,.0f}",
+                f"총보유금액: ₩{pf.get('equity_krw', 0):,.0f} "
+                f"(손익 ₩{pf.get('pnl_krw', 0):+,.0f} / {pf.get('pnl_pct', 0):+.2f}%)",
+            ]
+        )
+    lines.append(
+        f"발화 합계: {report.get('total_signals', 0)} "
+        f"(체결 {report.get('would_trade_count', 0)}, "
+        f"매수 {report.get('buy_fires', 0)} / 매도 {report.get('sell_fires', 0)})"
+    )
+    if "log_from" in report:
+        lines.append(f"로그 구간: {report['log_from']} ~ {report['log_to']}")
     if "sum_forward_ret_pct" in report:
-        print(
-            f"  모의 forward 합산: {report['sum_forward_ret_pct']}% "
+        lines.append(
+            f"모의 forward 합산: {report['sum_forward_ret_pct']}% "
             f"(평균 {report['mean_forward_ret_pct']}%, "
-            f"{MATCH_FORWARD_BARS}봉 후, 참고용)"
+            f"{report.get('forward_bars')}봉 후, 참고용)"
         )
     else:
-        print("  forward 라벨 가능 건 없음 (봉 데이터 부족 또는 발화 없음)")
+        lines.append("모의 forward: 라벨 가능 건 없음 (봉·발화 부족)")
+    lines.append(report.get("note", ""))
+    return "\n".join(lines)
+
+
+def write_report_outputs(
+    report: dict,
+    *,
+    json_path: Path | None = None,
+    text_path: Path | None = None,
+) -> None:
+    """JSON·텍스트 리포트 저장."""
+    if json_path:
+        json_path.parent.mkdir(parents=True, exist_ok=True)
+        json_path.write_text(
+            json.dumps(report, ensure_ascii=False, indent=2),
+            encoding="utf-8",
+        )
+    if text_path:
+        text_path.parent.mkdir(parents=True, exist_ok=True)
+        text_path.write_text(format_report_text(report), encoding="utf-8")
+
+
+def append_verification_log(report: dict, verification_md: Path) -> None:
+    """live_verification 일별 표 해당 날짜 행 갱신."""
+    if not verification_md.is_file():
+        return
+    text = verification_md.read_text(encoding="utf-8")
+    iso = report.get("generated_at", "")[:10]
+    try:
+        y, m, d = iso.split("-")
+        day_label = f"{int(m)}/{int(d)}"
+    except ValueError:
+        return
+    buy = report.get("buy_fires", 0)
+    sell = report.get("sell_fires", 0)
+    pf = report.get("paper_portfolio") or {}
+    equity = pf.get("equity_krw", "-")
+    pnl_pct = pf.get("pnl_pct", "-")
+    kind = report.get("report_kind", "daily")
+    memo = "C 최종" if kind == "final" else "중간보고"
+    row = (
+        f"| {day_label} | Y | - | Y | {buy} | {sell} | "
+        f"총₩{equity} ({pnl_pct}%) {memo} |"
+    )
+    marker = "### 일별 기록"
+    if marker not in text:
+        return
+    head, table = text.split(marker, 1)
+    lines = table.splitlines()
+    new_lines: list[str] = []
+    replaced = False
+    for line in lines:
+        if line.startswith(f"| {day_label} |"):
+            new_lines.append(row)
+            replaced = True
+        else:
+            new_lines.append(line)
+    if not replaced:
+        new_lines.append(row)
+    verification_md.write_text(head + marker + "\n".join(new_lines), encoding="utf-8")
+
+
+def run_report(
+    *,
+    report_kind: str = "daily",
+    stamp: str | None = None,
+    update_verification: bool = True,
+) -> dict:
+    """
+    리포트 생성·저장·콘솔 출력.
+
+    Args:
+        report_kind: daily | final.
+        stamp: 파일명용 타임스탬프 (기본 now).
+        update_verification: live_verification md 갱신 여부.
+
+    Returns:
+        report dict (빈 dict 가능).
+    """
+    report, fires = build_phase_c_report(report_kind=report_kind)
+    if not report:
+        print(f"[07] 발화 로그 없음: {PAPER_FIRES_LOG}")
+        print("  Phase C 기간 06_execute_live.py (LIVE=0) 상시 실행 후 재시도")
+        return {}
+
+    stamp = stamp or datetime.now().strftime("%Y%m%d_%H%M")
+    daily_dir = PHASE_C_DAILY_DIR
+    write_report_outputs(
+        report,
+        json_path=daily_dir / f"report_{stamp}_{report_kind}.json",
+        text_path=daily_dir / f"report_{stamp}_{report_kind}.txt",
+    )
+    write_report_outputs(report, json_path=PAPER_WEEKLY_REPORT_JSON)
+    if update_verification:
+        append_verification_log(
+            report,
+            Path(__file__).resolve().parents[1]
+            / "docs/05_ops/live_verification_20260601.md",
+        )
+
+    print(format_report_text(report))
+    print(f"[07] JSON: {PAPER_WEEKLY_REPORT_JSON}")
+    print(f"[07] 일별: {daily_dir}/report_{stamp}_{report_kind}.*")
+    return report
+
+
+def main() -> None:
+    """CLI: paper_fires → forward % → 리포트 저장."""
+    parser = argparse.ArgumentParser(description="Phase C 모의 forward % 집계")
+    parser.add_argument(
+        "--kind",
+        choices=("daily", "final"),
+        default="daily",
+        help="daily=중간, final=금요일 최종",
+    )
+    parser.add_argument("--no-verification-md", action="store_true")
+    args = parser.parse_args()
+    run_report(
+        report_kind=args.kind,
+        update_verification=not args.no_verification_md,
+    )
 
 
 if __name__ == "__main__":