#!/usr/bin/env python3 """0단계: Ground Truth — 사후 최적 매수·매도 타점 (v1/v2/v3).""" from __future__ import annotations import argparse import logging import sys from dataclasses import replace from pathlib import Path from typing import Any ROOT = Path(__file__).resolve().parents[1] SRC = ROOT / "src" if str(SRC) not in sys.path: sys.path.insert(0, str(SRC)) from deepcoin.config import Settings, load_settings from deepcoin.data.intervals import interval_label from deepcoin.ground_truth.chart import render_ground_truth_chart from deepcoin.ground_truth.ground_truth import GtParams, build_ground_truth, save_ground_truth TIER_DESCRIPTIONS = { "v1": "스윙만 (최소 매수·매도)", "v2": "스윙 + 눌림목", "v3": "스윙 + 눌림목 + 돌파 + 다이버전스", } 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 _base_params(settings: Settings, args: argparse.Namespace) -> GtParams: """CLI·환경 설정을 반영한 공통 GT 파라미터.""" return GtParams( interval_min=args.interval or settings.gt_interval_min, lookback_days=args.days or settings.gt_lookback_days, zigzag_reversal_pct=args.zigzag or settings.gt_zigzag_reversal_pct, min_leg_pct=args.min_leg or settings.gt_min_leg_pct, pullback_min_pct=settings.gt_pullback_min_pct, pullback_local_order=settings.gt_pullback_local_order, breakout_buffer_pct=settings.gt_breakout_buffer_pct, breakout_consolidation_bars=settings.gt_breakout_consolidation_bars, breakout_min_rally_pct=settings.gt_breakout_min_rally_pct, div_local_order=settings.gt_div_local_order, div_min_bars_between=settings.gt_div_min_bars_between, div_min_rsi_diff=settings.gt_div_min_rsi_diff, div_min_future_move_pct=settings.gt_div_min_future_move_pct, ) def _tier_targets(settings: Settings, tier_arg: str) -> list[tuple[str, Path, Path]]: """생성할 티어 목록 (tier, json_path, chart_path).""" all_tiers: dict[str, tuple[Path, Path]] = { "v1": (settings.ground_truth_v1_file, settings.ground_truth_chart_v1_file), "v2": (settings.ground_truth_v2_file, settings.ground_truth_chart_v2_file), "v3": (settings.ground_truth_file, settings.ground_truth_chart_v3_file), } if tier_arg == "all": return [(t, *paths) for t, paths in all_tiers.items()] return [(tier_arg, *all_tiers[tier_arg])] def _print_tier_summary( tier: str, result: dict[str, Any], json_path: Path, chart_path: Path | None, ) -> None: """티어별 GT 요약을 출력한다.""" summary = result["summary"] meta = result["meta"] pnl = result["pnl"] print(f"\n=== Ground Truth {tier.upper()} ({TIER_DESCRIPTIONS[tier]}) ===") print(f"대상: {meta['symbol']} ({meta['interval_label']})") print(f"GT·수익 기간: {meta['data_from']} ~ {meta['data_to']} ({meta['bar_count']}봉)") print(f"피벗: {meta['pivot_count']}개 → 레그: {summary['leg_count']}개") print( f"매수 타점: {summary['buy_count']}개 " f"(눌림 {summary.get('pullback_buy_count', 0)} / 돌파 {summary.get('breakout_buy_count', 0)} " f"/ 다이버전스 {summary.get('divergence_buy_count', 0)}) " f"/ 매도: {summary['sell_count']}개 (다이버전스 {summary.get('divergence_sell_count', 0)})" ) print(f"레그 수익률 — 평균: {summary['avg_leg_pct']}%, 최대: {summary['max_leg_pct']}%") period = "" if pnl.get("period_from"): period = f" ({pnl['period_from'][:10]} ~ {pnl['period_to'][:10]})" print(f"누적 수익{period}: {pnl['final_cash_krw']:,.0f}원 ({pnl['total_return_pct']:+.2f}%)") print(f"JSON: {json_path}") if chart_path: print(f"차트: {chart_path}") def main() -> int: """CLI 진입점.""" parser = argparse.ArgumentParser(description="0단계: Ground Truth 타점 생성") parser.add_argument("--interval", type=int, default=None, help="GT 인터벌(분)") parser.add_argument("--days", type=int, default=None, help="GT·타점 기간(일). 기본 3447(2017~)") parser.add_argument("--zigzag", type=float, default=None, help="ZigZag 되돌림 %%") parser.add_argument("--min-leg", type=float, default=None, help="최소 레그 수익률 %%") parser.add_argument("--no-chart", action="store_true", help="HTML 차트 생략") parser.add_argument( "--tier", choices=("v1", "v2", "v3", "all"), default="all", help="생성할 GT 버전 (v1=스윙만, v2=+눌림, v3=전체, all=3종)", ) parser.add_argument("-v", "--verbose", action="store_true") args = parser.parse_args() _configure_logging(args.verbose) settings = load_settings() base = _base_params(settings, args) tiers = _tier_targets(settings, args.tier) logging.info( "GT 생성: %s %s, %s일, ZigZag=%s%%, min_leg=%s%%, 초기=%s원, tier=%s", settings.symbol, interval_label(base.interval_min), base.lookback_days, base.zigzag_reversal_pct, base.min_leg_pct, f"{settings.gt_initial_cash_krw:,.0f}", args.tier, ) print("\n=== Ground Truth 완료 (0단계) ===") print(f"차트·타점 표시: 최근 {settings.download_days}일 (2017~)") for tier, json_path, chart_path in tiers: params = replace(base, chart_tier=tier) result = build_ground_truth( db_path=settings.db_path, symbol=settings.symbol, coin_name=settings.coin_name, params=params, initial_cash_krw=settings.gt_initial_cash_krw, fee_rate=settings.gt_trading_fee_rate, ) save_ground_truth(result, json_path) rendered: Path | None = None if not args.no_chart: rendered = render_ground_truth_chart( db_path=settings.db_path, symbol=settings.symbol, gt_result=result, output_path=chart_path, chart_lookback_days=settings.download_days, ) _print_tier_summary(tier, result, json_path, rendered) return 0 if __name__ == "__main__": raise SystemExit(main())