#!/usr/bin/env python3 """2단계: 수익률 1위 기법 sim 차트 (1단계 v3 sim과 동일 형식·기간).""" from __future__ import annotations import argparse import json import logging import sys from pathlib import Path ROOT = Path(__file__).resolve().parents[1] SRC = ROOT / "src" if str(SRC) not in sys.path: sys.path.insert(0, str(SRC)) from bithumb.config import load_settings from bithumb.data.candle_loader import load_candles from bithumb.evaluation.causal_sim import ( best_technique_chart_path, pick_best_technique_row, render_best_technique_comparison_chart, run_technique_causal_sim, ) from bithumb.techniques.runner import load_ground_truth, load_technique_result def _configure_logging(verbose: bool) -> None: """로깅 레벨을 설정한다.""" level = logging.DEBUG if verbose else logging.INFO logging.basicConfig( level=level, format="%(asctime)s [%(levelname)s] %(message)s", datefmt="%Y-%m-%d %H:%M:%S", ) def main() -> int: """CLI 진입점.""" parser = argparse.ArgumentParser( description="2단계 최고 수익 기법 sim 차트 (1단계 v3 sim 대조용)" ) parser.add_argument( "--technique", type=str, default=None, help="기법 ID (기본: causal_sim_report 수익률 1위)", ) parser.add_argument( "--report", type=str, default=None, help="causal_sim_report.json 경로 (기본: .env)", ) parser.add_argument("-v", "--verbose", action="store_true") args = parser.parse_args() _configure_logging(args.verbose) settings = load_settings() analysis_dir = settings.causal_sim_report_json.parent report_path = Path(args.report) if args.report else settings.causal_sim_report_json gt_result = load_ground_truth(settings.ground_truth_file) gt_meta = gt_result.get("meta", {}) technique_id = args.technique if not technique_id: if not report_path.exists(): logging.error( "리포트 없음: %s — 먼저 2_run_causal_sim.py 실행", report_path, ) return 1 report = json.loads(report_path.read_text(encoding="utf-8")) best = pick_best_technique_row(report) if not best: logging.error("리포트에 기법 순위 없음: %s", report_path) return 1 technique_id = best["technique_id"] tech_path = settings.techniques_dir / f"{technique_id}.json" if not tech_path.exists(): logging.error("기법 결과 없음: %s", tech_path) return 1 result = load_technique_result(tech_path) df = load_candles( db_path=settings.db_path, symbol=settings.symbol, interval_min=settings.gt_interval_min, lookback_days=settings.gt_lookback_days, ) last_close = float(df["close"].iloc[-1]) sim_pnl = run_technique_causal_sim( result, initial_cash_krw=settings.gt_initial_cash_krw, fee_rate=settings.gt_trading_fee_rate, sim_lookback_days=settings.gt_sim_lookback_days, data_end=gt_meta.get("data_to"), last_mark_price=last_close, ) output_path = best_technique_chart_path(analysis_dir) render_best_technique_comparison_chart( db_path=settings.db_path, symbol=settings.symbol, gt_result=gt_result, result=result, sim_pnl=sim_pnl, output_path=output_path, chart_lookback_days=settings.download_days, ) print("\n=== 최고 수익 기법 sim 차트 (1단계 v3 대조) ===") print(f"기법: {result.technique_name} ({result.technique_id})") print( f"3년 sim: {sim_pnl.get('total_return_pct', 0):+.2f}% | " f"체결 {sim_pnl.get('buys_executed', 0)}/{sim_pnl.get('sells_executed', 0)}" ) print(f"차트 기간: 최근 {settings.download_days}일 (1단계 v3 sim과 동일)") print(f"HTML: {output_path}") return 0 if __name__ == "__main__": raise SystemExit(main())