인과적 GT 신호·복리 배분 시뮬을 도입하고 운영 정합성을 맞춘다.

미래 데이터를 쓰지 않는 causal 신호/tier와 전기간 복리 포트폴리오 비교로 GT 대비 sim_sized 검증 경로를 정리하고, 일한도·매수 상한·live_buy 스케일을 제거한다.

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

deepcoin/matching/simulation_html.py

@@ -26,10 +26,10 @@ from deepcoin.ground_truth.ground_truth import (
 )
 from deepcoin.matching.portfolio_sim import (
     fires_to_trade_list,
-    select_capped_fires,
     simulate_fixed_order_portfolio,
     simulate_fixed_order_portfolio_steps,
     simulate_sized_portfolio,
+    sort_fires_chronological,
 )
 from deepcoin.matching.select_rules import _split_train_valid_holdout
 from deepcoin.ops.chart_report import (
@@ -231,7 +231,7 @@ def _summary_cards_html(
         gt_pnl, "정답 GT", len(gt_trades)
     )
     sim_sized_title = (
-        "시뮬·총자산% (EV/WF·leg상위) — "
+        "시뮬·GT tier 복리 (전기간, 상한 없음) — "
         f'<span class="{go_cls}">{"GO" if go_flag else "NO-GO"}</span>'
     )
     sim_fixed_title = f"시뮬·고정 ₩{LIVE_ORDER_KRW:,}/회 (비교)"
@@ -280,15 +280,17 @@ def build_simulation_page_html(
     monitor_ids = {r["rule_id"] for r in monitor_rules}
     rules_by_id = {r["rule_id"]: r for r in monitor_rules}
 
+    sim_fires = pd.DataFrame()
     holdout_fires = pd.DataFrame()
     if op.is_file():
         outcomes = pd.read_csv(op)
         outcomes["split"] = _split_train_valid_holdout(outcomes)
+        sim_fires = outcomes[outcomes["rule_id"].isin(monitor_ids)].copy()
         holdout_fires = outcomes[
             (outcomes["rule_id"].isin(monitor_ids)) & (outcomes["split"] == "holdout")
         ].copy()
 
-    capped = select_capped_fires(holdout_fires)
+    compound_fires = sort_fires_chronological(sim_fires)
 
     gt_data = load_ground_truth(gt_path or resolve_ground_truth_file()) or {}
     gt_trades = gt_data.get("trades") or []
@@ -316,8 +318,8 @@ def build_simulation_page_html(
     elif gt_summary.get("mark_price"):
         close_val = float(gt_summary["mark_price"])
 
-    sim_trades_sized = fires_to_trade_list(capped, apply_dynamic_sizing=True)
-    sim_trades_fixed = fires_to_trade_list(capped, apply_dynamic_sizing=False)
+    sim_trades_sized = fires_to_trade_list(compound_fires, apply_dynamic_sizing=True)
+    sim_trades_fixed = fires_to_trade_list(compound_fires, apply_dynamic_sizing=False)
 
     gt_pnl: dict[str, Any] = {}
     if gt_trades:
@@ -377,14 +379,14 @@ def build_simulation_page_html(
         return ""
 
     sim_table = f"""
-  <h2>시뮬 타점 (holdout {len(holdout_fires)}건 → 체결 가정 {len(capped)}건)</h2>
-  <p class="meta">총자산×최적비중·현금한도·EV/WF통과·leg상위 대형 매수. 일한도·최대 거래수 적용.
+  <h2>시뮬 타점 (전기간 {len(sim_fires)}건 → 복리 체결 {len(compound_fires)}건)</h2>
+  <p class="meta">총자산×GT비중×leg tier·보유현금 한도·전기간 복리(일한도 없음).
   가격 열 (+/-) = <b>{label_mode}</b> 구간 수익%.{_mark_note(close_val)}</p>
   <div class="table-scroll">
   <table>
     <thead><tr><th>시각</th><th>구분</th><th>규칙</th><th>유형</th><th>가격</th>
     <th>총 평가금액</th><th>승/패</th><th>비고</th></tr></thead>
-    <tbody>{_sim_fire_table_rows(capped, rules_by_id, sim_steps)}</tbody>
+    <tbody>{_sim_fire_table_rows(compound_fires, rules_by_id, sim_steps)}</tbody>
   </table>
   </div>"""
 
@@ -409,12 +411,12 @@ def build_simulation_page_html(
 
     note = (
         f"1단계 시뮬 · holdout {report.get('holdout_ratio', 0.15)} · "
-        f"발화 {len(holdout_fires)}건 / 체결가정 {len(capped)}건. "
+        f"전기간 발화 {len(sim_fires)}건 / holdout {len(holdout_fires)}건. "
         "상단 카드: 초기 금액·총보유자산·초기 대비 증감율·수수료."
     )
     legend = (
         "▲ <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."
+        "● <b>시뮬</b> — holdout 발화 (차트). 테이블 = 전기간 GT tier 복리 체결."
     )
     if frames is not None:
         meta_line = (
@@ -434,7 +436,7 @@ def build_simulation_page_html(
         gt_pnl,
         sim_sized_pnl,
         sim_fixed_pnl,
-        len(capped),
+        len(compound_fires),
         go_flag,
         model_note=model_note,
     )
@@ -446,7 +448,7 @@ 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
+            # 차트 마커는 holdout; 카드·테이블은 전기간 GT tier 복리
             title_suffix="1단계 시뮬레이션 (monitor · holdout)",
             legend_html=legend,
             footer_sections=sections,