#!/usr/bin/env python3 """0단계: 선물 GT 타점 차트 (현물 GT → 롱·숏 4색 마커).""" from __future__ import annotations import argparse import json import logging import sys from copy import deepcopy 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.ground_truth.futures import futures_events_from_gt_signals from deepcoin.ground_truth.futures_chart import render_futures_ground_truth_chart from deepcoin.ground_truth.ground_truth import 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 _tier_targets( settings: Settings, tier_arg: str, ) -> list[tuple[str, Path, Path, Path]]: """생성할 티어 목록 (tier, spot_json, futures_json, futures_chart).""" all_tiers: dict[str, tuple[Path, Path, Path]] = { "v1": ( settings.ground_truth_v1_file, settings.ground_truth_futures_v1_file, settings.ground_truth_futures_chart_v1_file, ), "v2": ( settings.ground_truth_v2_file, settings.ground_truth_futures_v2_file, settings.ground_truth_futures_chart_v2_file, ), "v3": ( settings.ground_truth_file, settings.ground_truth_futures_file, settings.ground_truth_futures_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 _load_gt(json_path: Path) -> dict[str, Any]: """GT JSON을 로드한다.""" with json_path.open(encoding="utf-8") as fp: return json.load(fp) def _build_futures_gt(spot_gt: dict[str, Any]) -> dict[str, Any]: """현물 GT JSON을 선물 GT JSON으로 변환한다.""" signals = spot_gt.get("signals") or [] futures_gt = deepcopy(spot_gt) futures_gt["meta"] = { **spot_gt.get("meta", {}), "market_type": "futures", "source": "spot_ground_truth", } futures_gt["futures_events"] = futures_events_from_gt_signals(signals) return futures_gt def _print_summary( tier: str, gt_result: dict[str, Any], json_path: Path, chart_path: Path, ) -> None: """티어별 선물 GT 요약을 출력한다.""" meta = gt_result["meta"] summary = gt_result["summary"] print(f"\n=== 선물 GT {tier.upper()} ({TIER_DESCRIPTIONS[tier]}) ===") print(f"대상: {meta['symbol']} ({meta['interval_label']})") print(f"GT 기간: {meta['data_from']} ~ {meta['data_to']}") print( f"선물 GT 타점: 매수 {summary['buy_count']} / 매도 {summary['sell_count']} " f"→ 선물 상방·하방 각 {summary['buy_count']}/{summary['sell_count']} 마커" ) print(f"JSON: {json_path}") print(f"차트: {chart_path}") def main() -> int: """CLI 진입점.""" parser = argparse.ArgumentParser( description="선물 GT JSON·차트 생성 (현물 GT → 롱·숏 4색)" ) parser.add_argument( "--tier", choices=("v1", "v2", "v3", "all"), default="all", help="대상 GT 버전", ) parser.add_argument("-v", "--verbose", action="store_true") args = parser.parse_args() _configure_logging(args.verbose) settings = load_settings() tiers = _tier_targets(settings, args.tier) print("\n=== 선물 Ground Truth 생성 ===") print("현물 GT 타점 → L↑상방매수 L↓상방매도 S↓하방매수 S↑하방매도") for tier, spot_json_path, futures_json_path, chart_path in tiers: if not spot_json_path.exists(): logging.error( "현물 GT JSON 없음: %s — 먼저 0_ground_truth.py 실행", spot_json_path, ) return 1 spot_gt = _load_gt(spot_json_path) futures_gt = _build_futures_gt(spot_gt) save_ground_truth(futures_gt, futures_json_path) render_futures_ground_truth_chart( db_path=settings.db_path, symbol=settings.symbol, gt_result=spot_gt, output_path=chart_path, chart_lookback_days=settings.download_days, ) _print_summary(tier, futures_gt, futures_json_path, chart_path) return 0 if __name__ == "__main__": raise SystemExit(main())