feat: add daily 24h PnL Telegram report and stop tracking .env

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

.env

@@ -1,209 +0,0 @@
-# DeepCoin 로컬 설정 (Git 제외). 설정 변경은 이 파일만 수정하세요.
-
-# --- 빗썸 API ---
-BITHUMB_ACCESS_KEY=4d8782eb50f40a9efe0fed9667e5a95286f69765c53d87
-BITHUMB_SECRET_KEY=ZWVkYzU4OWM3NDkwNWZmNTg0ZWQ1NGY0MDQ5MzhiN2ZlYjk5NmZlMGFjNTM4NGY1OWU2NWM4M2M4NmMzNA==
-BITHUMB_API_URL=https://api.bithumb.com
-BITHUMB_API_CANDLE_COUNT=200
-BITHUMB_MINUTE_INTERVALS=1,3,5,10,15,30,60,240
-HTS_API_RETRY_SLEEP_SEC=0.5
-
-# --- 텔레그램 (선택, 알림 미사용 시 비워도 됨) ---
-COIN_TELEGRAM_BOT_TOKEN=6435061393:AAHOh9wB5yGNGUdb3SfCYJrrWTBe7wgConM
-COIN_TELEGRAM_CHAT_ID=574661323
-
-# --- 거래 대상 ---
-SYMBOL=WLD
-COIN_NAME=월드코인
-
-# --- 경로 ---
-DB_PATH=data/coins.db
-GROUND_TRUTH_FILE=data/ground_truth/ground_truth_trades.json
-
-# --- 타임프레임 (분) ---
-DAILY_INTERVAL_MIN=1440
-ENTRY_INTERVAL=3
-TREND_INTERVAL_1H=60
-TREND_INTERVAL_1D=1440
-ALL_INTERVALS=3,5,10,15,30,60,240,1440
-DOWNLOAD_INTERVALS=3,5,10,15,30,60,240,1440
-GENERAL_ANALYSIS_INTERVALS=3,5,10,15,30,60,240,1440,10080,43200
-TIMING_INTERVALS=3,5,10,15
-TREND_INTERVALS=60,240,1440,10080,43200
-INTERVAL_PREFIX=3:m3,5:m5,10:m10,15:m15,30:m30,60:m60,240:m240,1440:d1,10080:w1,43200:mo1
-
-# --- 볼린저 / RSI ---
-BB_PERIOD=20
-BB_STD=2
-BB_MIN_WIDTH_PCT=0.8
-RSI_PERIOD=14
-DISPARITY_PERIODS=5,20,60
-DISPARITY_OVERBOUGHT=105
-DISPARITY_OVERSOLD=95
-MACD_FAST=12
-MACD_SLOW=26
-MACD_SIGNAL=9
-STOCH_K_PERIOD=14
-STOCH_D_PERIOD=3
-STOCH_SMOOTH_K=3
-STOCH_OVERSOLD=20
-STOCH_OVERBOUGHT=80
-TREND_RANGE_MA_GAP_PCT=0.5
-
-# --- MTF 정렬 ---
-ALIGN_RSI_OVERSOLD=35
-ALIGN_RSI_OVERBOUGHT=65
-ALIGN_RSI_CONFLICT_TIMING_LOW=40
-ALIGN_RSI_CONFLICT_TIMING_HIGH=65
-ALIGN_RSI_CONFLICT_TREND_LOW=40
-ALIGN_RSI_CONFLICT_TREND_HIGH=65
-ALIGN_BB_POS_LOW=0.2
-ALIGN_BB_POS_HIGH=0.8
-
-# --- 다운로드 / DB ---
-DOWNLOAD_MONTHS=12
-INCREMENTAL_OVERLAP_BARS=3
-DOWNLOAD_BACKFILL_EXTRA_BARS=200
-DOWNLOAD_MIN_INCREMENTAL_BARS=50
-DOWNLOAD_DAILY_EXTRA_DAYS=20
-CHART_LOOKBACK_DAYS=365
-DB_READ_LIMIT_DEFAULT=7000
-DB_ROW_WARMUP_BARS=200
-DB_ROW_MIN_DAILY_BARS=100
-DB_ROW_DAILY_PADDING_DAYS=30
-
-# --- Ground Truth ---
-GT_MIN_SWING_PCT=4.0
-GT_PIVOT_ORDER=20
-GT_MIN_BARS_BETWEEN=30
-GT_MAX_ROUND_TRIPS=24
-GT_SELECTION_MODE=split_buy_peak_sell
-GT_MIN_LEG_PCT=8.0
-GT_BUY_MIN_SWING_PCT=3.0
-GT_BUY_BB_MAX=0.45
-GT_BUY_MIN_BARS=24
-GT_MAX_BUYS_PER_LEG=12
-GT_MAX_SELLS_PER_LEG=2
-GT_SELL_SPLIT_GAP_PCT=2.5
-GT_MARKER_SIZE_MIN=10
-GT_MARKER_SIZE_MAX=32
-GT_INITIAL_CASH_KRW=400000
-TRADING_FEE_RATE=0.0005
-GT_UNLIMITED_CHRONOLOGICAL_DAYS=300
-
-# --- 모니터 ---
-MONITOR_LOOP_SLEEP_SEC=180
-MONITOR_POOL_WORKERS=12
-MONITOR_DEFAULT_INTERVAL=60
-MONITOR_API_RETRIES=3
-MONITOR_API_BONG_COUNT=3000
-MONITOR_SLEEP_AFTER_REQUEST_SEC=0.5
-MONITOR_SLEEP_RATE_LIMIT_SEC=5
-MONITOR_SLEEP_BETWEEN_CHUNKS_SEC=0.3
-MONITOR_API_CHUNK_BARS=200
-MONITOR_MA_WINDOWS=5,20,40,120,200,240,720,1440
-MONITOR_NORM_WINDOW=20
-MONITOR_TELEGRAM_BATCH_SIZE=20
-
-# --- general_analysis ---
-GA_COL_PREFIX=ga_
-LOOKBACK_BARS=3:120,5:100,10:80,15:60,30:50,60:40,240:30,1440:60,10080:12,43200:6
-CONTEXT_TAIL_ROWS=3:6000,5:5000,10:4000,15:3000,30:2000,60:1500,240:800,1440:500,10080:120,43200:48
-GA_DEFAULT_TAIL_EXPORT=200
-GA_PATTERN_TOLERANCE_PCT=2.5
-GA_VP_BINS=30
-GA_VP_VALUE_AREA_PCT=0.70
-GA_HV_ROLLING_BARS=20
-GA_HV_PERCENTILE_WINDOW=120
-GA_HV_ANNUALIZE_SQRT=339.41148133
-GA_DIVERGENCE_LOOKBACK=10
-GA_SMA_PERIODS=5,20,60,120
-GA_EMA_SPANS=12,26
-GA_ATR_PERIOD=14
-GA_KELTNER_ATR_MULT=2
-GA_AO_FAST=5
-GA_AO_SLOW=34
-GA_LINREG_WINDOW=20
-GA_ADX_PERIOD=14
-GA_ADX_TREND_THRESHOLD=25
-GA_SUPERTREND_ATR_MULT=3
-GA_VOL_SPIKE_MULT=1.8
-GA_VOL_MA_WINDOW=20
-GA_CCI_PERIOD=20
-GA_WILLIAMS_PERIOD=14
-GA_ROC_PERIOD=10
-GA_MFI_PERIOD=14
-GA_CMF_PERIOD=20
-GA_DONCHIAN_PERIOD=20
-GA_BB_SQUEEZE_WINDOW=50
-GA_BB_SQUEEZE_QUANTILE=0.2
-GA_PIVOT_ORDER=3
-GA_PSAR_AF_START=0.02
-GA_PSAR_AF_STEP=0.02
-GA_PSAR_AF_MAX=0.2
-
-# --- .env.example 누락 키 추가 (2026-06-01) ---
-GT_MIN_ORDER_KRW=5000
-GT_BUY_PCT_LARGE_LEG=1.0
-GT_BUY_PCT_SMALL_LEG=0.05
-GT_LARGE_LEG_TOP_PCT=0.2
-GT_SIGNAL_CAUSAL=1
-SIM_CAUSAL_TIER=1
-CAUSAL_GT_PEAK_MODE=local
-CAUSAL_GT_MIN_LEG_PCT=5.0
-CAUSAL_GT_MIN_BARS_BETWEEN_LEGS=60
-CAUSAL_GT_USE_LOCAL_TROUGH=1
-CAUSAL_GT_DD_LARGE_PCT=5.0
-CAUSAL_GT_DD_MEDIUM_PCT=2.0
-GT_BUY_PCT_MEDIUM_LEG=0.25
-SIM_TIER_CONVICTION_DD_PCT=10.0
-SIM_PRIMARY_SIZING=auto
-SIM_HYBRID_MIN_HOLDOUT_PNL_PCT=0.0
-SIM_HYBRID_MAX_MDD_PCT=30.0
-SIM_OPTION_C_TARGET_PNL_PCT=300.0
-SIM_OPTION_C_PHASE2_TARGET_PNL_PCT=1000.0
-SIM_OPTION_C_PHASE2_FEE_STRESS_RATIO=0.85
-SIM_OPTION_C_MIN_GT_CAPTURE=0.23
-SIM_HYBRID_PORTFOLIO_WF_MIN_RATIO=0.5
-GT_BUY_WEIGHT_RULE=inverse_price_normalized
-GT_SELL_SPLIT_WEIGHTS=0.65,0.35
-MATCH_LABEL_MODE=leg_gt
-MATCH_HOLDOUT_RATIO=0.15
-MATCH_MONITOR_MAX_PER_SIDE=1
-SIM_GO_WF_POSITIVE_RATIO=0.5
-SIM_FEE_STRESS_MULT=2.0
-# 3분봉(MATCH_PRIMARY_INTERVAL=3) — 규칙·알림 쿨다운 1봉
-MONITOR_ALERT_COOLDOWN_MIN=3
-MONITOR_ALERT_KRW_AMOUNT=40000
-# Phase B-1: 실거래 (06_execute_live.py 만 빗썸 주문 — 05는 알림만)
-LIVE_TRADING_ENABLED=1
-# LIVE_* 원화 한도: GT_INITIAL_CASH_KRW(40만) — B-1: 일한도 1배, 손실 10%, 1회참고 10%
-LIVE_ORDER_KRW=40000
-LIVE_BUY_PCT_LARGE=1.0
-LIVE_BUY_PCT_SMALL=0.05
-LIVE_DAILY_KRW_MAX=400000
-LIVE_COOLDOWN_MIN=3
-LIVE_MAX_TRADES_PER_DAY=15
-LIVE_DAILY_LOSS_LIMIT_KRW=40000
-LIVE_SLIPPAGE_PCT=0.05
-# 06: 시뮬 sim_causal_hybrid 정합 — fire_outcomes monitor 발화 부트스트랩
-LIVE_HYBRID_BOOTSTRAP_FIRES=1
-# 07 일일 24h 수익률 텔레그램 (scripts/07_daily_pnl_telegram.py)
-DAILY_PNL_REPORT_ENABLED=1
-DAILY_PNL_REPORT_HOUR=19
-DAILY_PNL_REPORT_MINUTE=0
-DAILY_PNL_REPORT_TZ=Asia/Seoul
-DAILY_PNL_SNAPSHOT_ON_LIVE=1
-DAILY_PNL_SNAPSHOT_RETENTION_DAYS=90
-# 05/06 루프 시 봉 DB 증분 · live_eval 캐시(루프 주기와 동일)
-MONITOR_PERSIST_CANDLES=1
-MATCH_LIVE_CACHE_SEC=180
-# 05/06 시작·루프마다 지연 봉 자동 보완 (간격당 허용 지연 = 간격분×OPS_SYNC_MAX_LAG_BARS)
-OPS_SYNC_ON_START=1
-OPS_SYNC_MAX_LAG_BARS=2
-
-# --- 주·월봉 다운로드 (01_download) ---
-DOWNLOAD_INTERVALS_WM=10080,43200
-DOWNLOAD_MONTHS_WM=24
-WEEK_INTERVAL_MIN=10080
-MONTH_INTERVAL_MIN=43200

.env.example

@@ -81,3 +81,11 @@ LIVE_DAILY_LOSS_LIMIT_KRW=40000
 LIVE_SLIPPAGE_PCT=0.05
 # 시뮬 sim_causal_hybrid 와 동일: fire_outcomes monitor 발화 부트스트랩
 LIVE_HYBRID_BOOTSTRAP_FIRES=1
+
+# 07 일일 24h 수익률 텔레그램 (scripts/07_daily_pnl_telegram.py)
+DAILY_PNL_REPORT_ENABLED=1
+DAILY_PNL_REPORT_HOUR=19
+DAILY_PNL_REPORT_MINUTE=0
+DAILY_PNL_REPORT_TZ=Asia/Seoul
+DAILY_PNL_SNAPSHOT_ON_LIVE=1
+DAILY_PNL_SNAPSHOT_RETENTION_DAYS=90

.gitignore

@@ -1,4 +1,5 @@
 # ---> Python
+.env
 .idea
 *.db
 
@@ -103,4 +104,6 @@ docs/04_matching/simulation_report.html
 docs/04_matching/backtest_summary.html
 docs/04_matching/gt_overlap_report.json
 data/ops/live_sizing_state.json
+data/ops/portfolio_snapshots.jsonl
+data/ops/live_trades.jsonl
 docs/05_ops/live_verification_*.md

README.md

@@ -36,7 +36,7 @@ python scripts/06_execute_live.py --once
 python scripts/06_execute_live.py
 ```
 
-선택: `05_run_monitor.py` (알림만), `00_sync_ops.py` (운영 전 봉 동기화)
+선택: `05_run_monitor.py` (알림만), `07_daily_pnl_telegram.py` (매일 24h 수익률), `00_sync_ops.py` (운영 전 봉 동기화)
 
 ## 디렉터리
 

config.py

@@ -418,3 +418,22 @@ LIVE_HYBRID_BOOTSTRAP_FIRES = _getenv("LIVE_HYBRID_BOOTSTRAP_FIRES", "1").strip(
     "True",
     "yes",
 )
+
+# --- 일일 수익률 텔레그램 (07_daily_pnl_telegram) ---
+DAILY_PNL_REPORT_ENABLED = _getenv("DAILY_PNL_REPORT_ENABLED", "1").strip() in (
+    "1",
+    "true",
+    "True",
+    "yes",
+)
+DAILY_PNL_REPORT_HOUR = _getenv_int("DAILY_PNL_REPORT_HOUR", "19")
+DAILY_PNL_REPORT_MINUTE = _getenv_int("DAILY_PNL_REPORT_MINUTE", "0")
+DAILY_PNL_REPORT_TZ = _getenv("DAILY_PNL_REPORT_TZ", "Asia/Seoul")
+# 06 루프마다 스냅샷 적재 → 24시간 전 자산 비교 가능
+DAILY_PNL_SNAPSHOT_ON_LIVE = _getenv("DAILY_PNL_SNAPSHOT_ON_LIVE", "1").strip() in (
+    "1",
+    "true",
+    "True",
+    "yes",
+)
+DAILY_PNL_SNAPSHOT_RETENTION_DAYS = _getenv_int("DAILY_PNL_SNAPSHOT_RETENTION_DAYS", "90")

deepcoin/ops/live_trader.py

@@ -40,6 +40,7 @@ from deepcoin.ops.hybrid_sim_execution import (
     sort_hits_sim_order,
 )
 from deepcoin.ops.monitor import Monitor
+from deepcoin.ops.portfolio_report import maybe_record_portfolio_snapshot
 from deepcoin.paths import (
     LIVE_SIGNAL_HISTORY_JSON,
     LIVE_TRADES_LOG,
@@ -307,11 +308,13 @@ class LiveTrader(Monitor):
         )
         if not rules:
             print("  monitor_rules 없음 — scripts/04_match_rules.py 실행")
+            maybe_record_portfolio_snapshot(self)
             return
 
         fired = evaluate_live_rules(rules, force_refresh=True)
         if not fired:
             print("  발화 없음")
+            maybe_record_portfolio_snapshot(self)
             return
 
         try:
@@ -360,6 +363,7 @@ class LiveTrader(Monitor):
                 )
             msg += f"\n[체결] {log['message']}"
             self._send_coin_msg(msg)
+        maybe_record_portfolio_snapshot(self)
 
     def run_loop(self, sleep_sec: int) -> None:
         """상시 루프."""

deepcoin/ops/monitor.py

@@ -267,11 +267,19 @@ class Monitor(HTS):
     def load_balances_dict(self) -> dict:
         """getBalances() 결과를 currency 키 dict로 변환."""
         tmps = self.getBalances()
-        balances = {}
+        balances: dict = {}
+        if isinstance(tmps, dict):
+            if tmps.get("error"):
+                raise RuntimeError(f"getBalances: {tmps.get('error')}")
+            return balances
+        if not isinstance(tmps, list):
+            raise RuntimeError(f"getBalances unexpected: {type(tmps)}")
         for tmp in tmps:
+            if not isinstance(tmp, dict) or "currency" not in tmp:
+                continue
             balances[tmp["currency"]] = {
                 "balance": float(tmp["balance"]),
-                "avg_buy_price": float(tmp["avg_buy_price"]),
+                "avg_buy_price": float(tmp.get("avg_buy_price") or 0),
             }
         return balances
 

deepcoin/ops/portfolio_report.py

@@ -0,0 +1,435 @@
+"""
+운영 포트폴리오 스냅샷·최근 24시간 수익률 텔레그램 리포트.
+"""
+
+from __future__ import annotations
+
+import json
+import logging
+from datetime import datetime, timedelta, timezone
+from pathlib import Path
+from typing import Any
+from zoneinfo import ZoneInfo
+
+from config import (
+    COIN_NAME,
+    COIN_TELEGRAM_BOT_TOKEN,
+    COIN_TELEGRAM_CHAT_ID,
+    DAILY_PNL_REPORT_ENABLED,
+    DAILY_PNL_REPORT_HOUR,
+    DAILY_PNL_REPORT_MINUTE,
+    DAILY_PNL_REPORT_TZ,
+    DAILY_PNL_SNAPSHOT_ON_LIVE,
+    DAILY_PNL_SNAPSHOT_RETENTION_DAYS,
+    ENTRY_INTERVAL,
+    GT_INITIAL_CASH_KRW,
+    SYMBOL,
+)
+from deepcoin.ops.monitor import Monitor
+from deepcoin.paths import LIVE_TRADES_LOG, PORTFOLIO_SNAPSHOTS_LOG, ensure_dirs
+
+logger = logging.getLogger(__name__)
+
+ROLLING_HOURS = 24
+MAX_ANCHOR_SKEW_HOURS = 6
+
+
+def _report_tz() -> ZoneInfo:
+    """
+    리포트 기준 타임존.
+
+    Returns:
+        ZoneInfo (잘못된 이름이면 UTC).
+    """
+    try:
+        return ZoneInfo(DAILY_PNL_REPORT_TZ)
+    except Exception:
+        logger.warning("DAILY_PNL_REPORT_TZ=%s invalid, using UTC", DAILY_PNL_REPORT_TZ)
+        return ZoneInfo("UTC")
+
+
+def _parse_ts(value: str) -> datetime:
+    """ISO 시각 → timezone-aware datetime."""
+    dt = datetime.fromisoformat(str(value).replace("Z", "+00:00"))
+    if dt.tzinfo is None:
+        dt = dt.replace(tzinfo=timezone.utc)
+    return dt
+
+
+def fetch_mark_price(monitor: Monitor, symbol: str = SYMBOL) -> float:
+    """
+    최근 종가(3분봉)를 조회합니다.
+
+    Args:
+        monitor: Monitor 인스턴스.
+        symbol: 통화 코드.
+
+    Returns:
+        종가. 실패 시 0.
+    """
+    try:
+        data = monitor.get_coin_data(symbol, interval=ENTRY_INTERVAL)
+        if data is None or data.empty:
+            return 0.0
+        return float(data["Close"].iloc[-1])
+    except Exception as exc:
+        logger.warning("mark price fetch failed: %s", exc)
+        return 0.0
+
+
+def portfolio_from_balances(
+    balances: dict[str, dict[str, float]],
+    mark_price: float,
+    *,
+    ts: datetime | None = None,
+) -> dict[str, Any]:
+    """
+    잔고·시세로 총자산 스냅샷 dict를 만듭니다.
+
+    Args:
+        balances: load_balances_dict() 결과.
+        mark_price: 코인 평가 단가.
+        ts: 기록 시각 (None이면 now UTC).
+
+    Returns:
+        스냅샷 필드 dict.
+    """
+    when = ts or datetime.now(timezone.utc)
+    krw = float((balances.get("KRW") or {}).get("balance") or 0.0)
+    qty = float((balances.get(SYMBOL) or {}).get("balance") or 0.0)
+    holding_value = qty * mark_price if mark_price > 0 else 0.0
+    total = krw + holding_value
+    return {
+        "ts": when.isoformat(timespec="seconds"),
+        "symbol": SYMBOL,
+        "krw": round(krw, 0),
+        "coin_qty": qty,
+        "mark_price": mark_price,
+        "holding_value_krw": round(holding_value, 0),
+        "total_asset_krw": round(total, 0),
+    }
+
+
+def fetch_portfolio_snapshot(monitor: Monitor) -> dict[str, Any]:
+    """
+    API 잔고·시세로 현재 포트폴리오 스냅샷을 조회합니다.
+
+    Args:
+        monitor: Monitor 인스턴스.
+
+    Returns:
+        portfolio_from_balances 결과.
+
+    Raises:
+        RuntimeError: 잔고 API 오류.
+    """
+    balances = monitor.load_balances_dict()
+    mark = fetch_mark_price(monitor)
+    if mark <= 0:
+        raise RuntimeError("mark price unavailable")
+    return portfolio_from_balances(balances, mark)
+
+
+def append_portfolio_snapshot(snapshot: dict[str, Any]) -> None:
+    """portfolio_snapshots.jsonl에 1행 추가 후 오래된 행 정리."""
+    ensure_dirs()
+    PORTFOLIO_SNAPSHOTS_LOG.parent.mkdir(parents=True, exist_ok=True)
+    with PORTFOLIO_SNAPSHOTS_LOG.open("a", encoding="utf-8") as f:
+        f.write(json.dumps(snapshot, ensure_ascii=False) + "\n")
+    _prune_snapshots(DAILY_PNL_SNAPSHOT_RETENTION_DAYS)
+
+
+def _prune_snapshots(retention_days: int) -> None:
+    """보관 일수 초과 스냅샷 삭제."""
+    if not PORTFOLIO_SNAPSHOTS_LOG.is_file():
+        return
+    cutoff = datetime.now(timezone.utc) - timedelta(days=retention_days)
+    kept: list[str] = []
+    try:
+        for line in PORTFOLIO_SNAPSHOTS_LOG.read_text(encoding="utf-8").splitlines():
+            line = line.strip()
+            if not line:
+                continue
+            row = json.loads(line)
+            if _parse_ts(row["ts"]) >= cutoff:
+                kept.append(line)
+    except (json.JSONDecodeError, OSError, KeyError) as exc:
+        logger.warning("snapshot prune skipped: %s", exc)
+        return
+    PORTFOLIO_SNAPSHOTS_LOG.write_text(
+        "\n".join(kept) + ("\n" if kept else ""),
+        encoding="utf-8",
+    )
+
+
+def load_snapshots() -> list[dict[str, Any]]:
+    """스냅샷 jsonl 전체 로드 (시각 오름차순)."""
+    if not PORTFOLIO_SNAPSHOTS_LOG.is_file():
+        return []
+    rows: list[dict[str, Any]] = []
+    for line in PORTFOLIO_SNAPSHOTS_LOG.read_text(encoding="utf-8").splitlines():
+        line = line.strip()
+        if not line:
+            continue
+        try:
+            rows.append(json.loads(line))
+        except json.JSONDecodeError:
+            continue
+    rows.sort(key=lambda r: _parse_ts(r["ts"]))
+    return rows
+
+
+def _nearest_snapshot(
+    snapshots: list[dict[str, Any]],
+    target: datetime,
+) -> tuple[dict[str, Any] | None, float]:
+    """
+    target에 가장 가까운 스냅샷.
+
+    Returns:
+        (스냅샷, |시차| 시간).
+    """
+    if not snapshots:
+        return None, 0.0
+    best = snapshots[0]
+    best_hours = abs((_parse_ts(best["ts"]) - target).total_seconds()) / 3600.0
+    for row in snapshots[1:]:
+        hours = abs((_parse_ts(row["ts"]) - target).total_seconds()) / 3600.0
+        if hours < best_hours:
+            best = row
+            best_hours = hours
+    return best, best_hours
+
+
+def count_trades_since(path: Path, since: datetime) -> dict[str, int]:
+    """
+    live_trades.jsonl에서 구간 내 체결 건수.
+
+    Returns:
+        {"buy": n, "sell": n, "ok": n}.
+    """
+    out = {"buy": 0, "sell": 0, "ok": 0}
+    if not path.is_file():
+        return out
+    for line in path.read_text(encoding="utf-8").splitlines():
+        line = line.strip()
+        if not line:
+            continue
+        try:
+            row = json.loads(line)
+        except json.JSONDecodeError:
+            continue
+        if not row.get("ok"):
+            continue
+        try:
+            ts = _parse_ts(str(row.get("ts", "")))
+        except (TypeError, ValueError):
+            continue
+        if ts < since:
+            continue
+        side = str(row.get("side", "")).lower()
+        if side in out:
+            out[side] += 1
+        out["ok"] += 1
+    return out
+
+
+def compute_24h_return(
+    current: dict[str, Any],
+    snapshots: list[dict[str, Any]] | None = None,
+    *,
+    baseline_krw: float | None = None,
+) -> dict[str, Any]:
+    """
+    최근 24시간 총자산 수익률을 계산합니다.
+
+    Args:
+        current: 현재 스냅샷.
+        snapshots: 과거 스냅샷 목록 (None이면 파일 로드).
+        baseline_krw: 앵커 없을 때 대체 기준(초기 자금).
+
+    Returns:
+        리포트 dict (pnl_pct, anchor, trade_counts 등).
+    """
+    snapshots = snapshots if snapshots is not None else load_snapshots()
+    now = _parse_ts(current["ts"])
+    target = now - timedelta(hours=ROLLING_HOURS)
+    anchor, skew_h = _nearest_snapshot(snapshots, target)
+
+    base_asset = float(baseline_krw or GT_INITIAL_CASH_KRW)
+    anchor_ts = None
+    anchor_note = f"기준=초기자금 ₩{base_asset:,.0f} (24h 스냅샷 없음)"
+
+    if anchor is not None:
+        base_asset = float(anchor["total_asset_krw"])
+        anchor_ts = anchor["ts"]
+        if skew_h <= MAX_ANCHOR_SKEW_HOURS:
+            anchor_note = f"기준=24h 전 스냅샷 ({anchor_ts}, 시차 {skew_h:.1f}h)"
+        else:
+            anchor_note = (
+                f"기준=가장 가까운 스냅샷 ({anchor_ts}, 24h 대비 시차 {skew_h:.1f}h)"
+            )
+
+    final_asset = float(current["total_asset_krw"])
+    pnl_krw = final_asset - base_asset
+    pnl_pct = (pnl_krw / base_asset * 100.0) if base_asset > 0 else 0.0
+    cum_pct = (
+        (final_asset - GT_INITIAL_CASH_KRW) / GT_INITIAL_CASH_KRW * 100.0
+        if GT_INITIAL_CASH_KRW > 0
+        else 0.0
+    )
+
+    trades = count_trades_since(LIVE_TRADES_LOG, target)
+
+    return {
+        "current": current,
+        "anchor": anchor,
+        "anchor_ts": anchor_ts,
+        "anchor_note": anchor_note,
+        "anchor_skew_hours": skew_h if anchor else None,
+        "base_asset_krw": base_asset,
+        "final_asset_krw": final_asset,
+        "pnl_krw": pnl_krw,
+        "pnl_pct": pnl_pct,
+        "cumulative_pnl_pct": cum_pct,
+        "trade_counts": trades,
+        "window_hours": ROLLING_HOURS,
+    }
+
+
+def build_daily_pnl_message(report: dict[str, Any]) -> str:
+    """
+    텔레그램 본문 생성.
+
+    Args:
+        report: compute_24h_return 결과.
+
+    Returns:
+        메시지 문자열.
+    """
+    cur = report["current"]
+    sign = "+" if report["pnl_pct"] >= 0 else ""
+    cum_sign = "+" if report["cumulative_pnl_pct"] >= 0 else ""
+    tc = report["trade_counts"]
+    tz = _report_tz()
+    now_local = _parse_ts(cur["ts"]).astimezone(tz).strftime("%Y-%m-%d %H:%M")
+
+    lines = [
+        f"[DeepCoin 일일 리포트] {COIN_NAME} ({SYMBOL})",
+        f"시각: {now_local} ({DAILY_PNL_REPORT_TZ})",
+        "",
+        f"최근 {report['window_hours']}시간 수익률: {sign}{report['pnl_pct']:.2f}%",
+        f"  손익: {sign}₩{report['pnl_krw']:,.0f}",
+        f"  {report['anchor_note']}",
+        f"  24h 전 총자산: ₩{report['base_asset_krw']:,.0f}",
+        f"  현재 총자산: ₩{report['final_asset_krw']:,.0f}",
+        "",
+        f"누적(초기 ₩{GT_INITIAL_CASH_KRW:,} 대비): {cum_sign}{report['cumulative_pnl_pct']:.2f}%",
+        "",
+        "현재 잔고",
+        f"  현금: ₩{float(cur['krw']):,.0f}",
+        f"  {SYMBOL}: {float(cur['coin_qty']):.4f} (₩{float(cur['holding_value_krw']):,.0f} @ ₩{float(cur['mark_price']):,.0f})",
+        "",
+        f"24h 체결(성공): 매수 {tc['buy']} · 매도 {tc['sell']} · 합계 {tc['ok']}",
+        "※ 총자산=현금+보유×종가. 미실현 포함.",
+    ]
+    return "\n".join(lines)
+
+
+def maybe_record_portfolio_snapshot(monitor: Monitor) -> None:
+    """
+    06 루프용: 설정 시 스냅샷만 기록 (텔레그램 없음).
+
+    Args:
+        monitor: Monitor/LiveTrader 인스턴스.
+    """
+    if not DAILY_PNL_SNAPSHOT_ON_LIVE:
+        return
+    try:
+        snap = fetch_portfolio_snapshot(monitor)
+        append_portfolio_snapshot(snap)
+    except Exception as exc:
+        logger.warning("portfolio snapshot skip: %s", exc)
+
+
+def send_daily_pnl_report(
+    monitor: Monitor | None = None,
+    *,
+    send_telegram: bool = True,
+) -> dict[str, Any]:
+    """
+    스냅샷 저장 → 24h 수익률 계산 → 텔레그램 발송.
+
+    Args:
+        monitor: None이면 Monitor() 생성.
+        send_telegram: False면 메시지만 반환·콘솔 출력.
+
+    Returns:
+        compute_24h_return 결과 + message 키.
+    """
+    if not DAILY_PNL_REPORT_ENABLED:
+        raise RuntimeError("DAILY_PNL_REPORT_ENABLED=0")
+
+    mon = monitor or Monitor(cooldown_file=None)
+    current = fetch_portfolio_snapshot(mon)
+    append_portfolio_snapshot(current)
+    report = compute_24h_return(current)
+    msg = build_daily_pnl_message(report)
+    report["message"] = msg
+
+    print(msg)
+    if send_telegram:
+        if not COIN_TELEGRAM_BOT_TOKEN or not COIN_TELEGRAM_CHAT_ID:
+            print("[telegram skip] COIN_TELEGRAM_BOT_TOKEN/CHAT_ID 미설정")
+        else:
+            mon._send_coin_msg(msg)
+    return report
+
+
+def seconds_until_next_report(
+    hour: int | None = None,
+    minute: int | None = None,
+) -> float:
+    """
+    다음 리포트 시각(로컬 TZ)까지 대기 초.
+
+    Args:
+        hour: 시 (기본 DAILY_PNL_REPORT_HOUR).
+        minute: 분 (기본 DAILY_PNL_REPORT_MINUTE).
+
+    Returns:
+        초 (>= 1).
+    """
+    tz = _report_tz()
+    h = DAILY_PNL_REPORT_HOUR if hour is None else hour
+    m = DAILY_PNL_REPORT_MINUTE if minute is None else minute
+    now = datetime.now(tz)
+    target = now.replace(hour=h, minute=m, second=0, microsecond=0)
+    if target <= now:
+        target += timedelta(days=1)
+    return max((target - now).total_seconds(), 1.0)
+
+
+def run_schedule_loop(monitor: Monitor | None = None) -> None:
+    """
+    매일 지정 시각에 리포트를 발송하는 무한 루프.
+
+    Args:
+        monitor: 재사용할 Monitor (None이면 매 회 생성).
+    """
+    tz = _report_tz()
+    print(
+        f"[07] 일일 수익률 텔레그램 · {DAILY_PNL_REPORT_HOUR:02d}:"
+        f"{DAILY_PNL_REPORT_MINUTE:02d} {tz.key} · Ctrl+C 종료"
+    )
+    while True:
+        wait = seconds_until_next_report()
+        next_at = datetime.now(tz) + timedelta(seconds=wait)
+        print(f"[07] 다음 발송: {next_at:%Y-%m-%d %H:%M:%S} (대기 {wait / 3600:.2f}h)")
+        import time
+
+        time.sleep(wait)
+        try:
+            send_daily_pnl_report(monitor)
+        except Exception as exc:
+            print(f"[07] 리포트 오류: {exc}")

deepcoin/paths.py

@@ -51,6 +51,7 @@ MATCHING_HYBRID_DD_CALIBRATION_JSON = DOCS_MATCHING / "hybrid_dd_calibration.jso
 
 LIVE_TRADES_LOG = OPS_STATE_DIR / "live_trades.jsonl"
 LIVE_SIGNAL_HISTORY_JSON = OPS_STATE_DIR / "live_signal_history.json"
+PORTFOLIO_SNAPSHOTS_LOG = OPS_STATE_DIR / "portfolio_snapshots.jsonl"
 
 CHART_TRUTH_HTML = DOCS_GROUND_TRUTH / "wld_ground_truth_chart.html"
 

scripts/07_daily_pnl_telegram.py

@@ -0,0 +1,82 @@
+#!/usr/bin/env python3
+"""
+매일 지정 시각(기본 19:00 KST) 최근 24시간 수익률 텔레그램 발송.
+
+사용:
+  python scripts/07_daily_pnl_telegram.py --once      # 즉시 1회 발송
+  python scripts/07_daily_pnl_telegram.py             # 스케줄 루프 (상시)
+  python scripts/07_daily_pnl_telegram.py --record    # 스냅샷만 기록
+
+Windows 작업 스케줄러: 매일 19:00에 --once 실행도 가능.
+"""
+
+from __future__ import annotations
+
+import argparse
+import runpy
+import sys
+from pathlib import Path
+
+runpy.run_path(str(Path(__file__).resolve().parent / "_bootstrap.py"))
+
+from config import (  # noqa: E402
+    DAILY_PNL_REPORT_ENABLED,
+    DAILY_PNL_REPORT_HOUR,
+    DAILY_PNL_REPORT_MINUTE,
+    DAILY_PNL_REPORT_TZ,
+)
+from deepcoin.ops.monitor import Monitor  # noqa: E402
+from deepcoin.ops.portfolio_report import (  # noqa: E402
+    append_portfolio_snapshot,
+    fetch_portfolio_snapshot,
+    run_schedule_loop,
+    send_daily_pnl_report,
+)
+
+
+def main() -> int:
+    """
+    CLI 진입점.
+
+    Returns:
+        0 성공, 1 비활성/오류.
+    """
+    parser = argparse.ArgumentParser(description="일일 24h 수익률 텔레그램")
+    parser.add_argument(
+        "--once",
+        action="store_true",
+        help="즉시 1회 발송 후 종료",
+    )
+    parser.add_argument(
+        "--record",
+        action="store_true",
+        help="스냅샷만 기록 (텔레그램 없음)",
+    )
+    args = parser.parse_args()
+
+    if not DAILY_PNL_REPORT_ENABLED:
+        print("DAILY_PNL_REPORT_ENABLED=0 — 종료")
+        return 1
+
+    print(
+        f"[07] DAILY_PNL · {DAILY_PNL_REPORT_HOUR:02d}:"
+        f"{DAILY_PNL_REPORT_MINUTE:02d} {DAILY_PNL_REPORT_TZ}"
+    )
+    mon = Monitor(cooldown_file=None)
+
+    if args.record:
+        snap = fetch_portfolio_snapshot(mon)
+        append_portfolio_snapshot(snap)
+        print(f"[07] snapshot total=₩{snap['total_asset_krw']:,.0f}")
+        return 0
+
+    if args.once:
+        send_daily_pnl_report(mon)
+        return 0
+
+    run_schedule_loop(mon)
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())

scripts/README.md

@@ -36,6 +36,7 @@
 | `check_balance.py` | 빗썸 잔고 |
 | `06_execute_live.py` | 실거래 |
 | `05_run_monitor.py` | 알림만 (선택) |
+| `07_daily_pnl_telegram.py` | 매일 19:00 24h 수익률 텔레그램 (`--once` 즉시) |
 
 ## 검증