#!/usr/bin/env python3 """선물 Ground Truth 1년 수익 시뮬 + sim 차트 생성.""" from __future__ import annotations import argparse import json import logging import sys 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.candle_loader import load_candles from deepcoin.data.intervals import interval_label from deepcoin.ground_truth.futures_chart import render_futures_sim_chart from deepcoin.ground_truth.futures_pnl import simulate_futures_gt_signals_pnl 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]]: """티어별 (tier, json_path, sim_chart_path).""" all_tiers: dict[str, tuple[Path, Path]] = { "v1": (settings.ground_truth_v1_file, settings.ground_truth_futures_chart_sim_v1_file), "v2": (settings.ground_truth_v2_file, settings.ground_truth_futures_chart_sim_v2_file), "v3": (settings.ground_truth_file, settings.ground_truth_futures_chart_sim_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]: """현물 GT JSON을 로드한다.""" with json_path.open(encoding="utf-8") as fp: return json.load(fp) def _print_summary(tier: str, sim_pnl: dict[str, Any], chart_path: Path) -> None: """티어별 선물 sim 요약을 출력한다.""" print(f"\n=== 선물 2단계 시뮬 {tier.upper()} ({TIER_DESCRIPTIONS[tier]}) ===") print( f"기간: {sim_pnl['period_from']} ~ {sim_pnl['period_to']} " f"({sim_pnl['sim_lookback_days']}일)" ) print( f"초기 {sim_pnl['initial_cash_krw']:,.0f}원 → " f"최종 {sim_pnl['final_equity_krw']:,.0f}원 " f"({sim_pnl['total_return_pct']:+.2f}%)" ) print( f"현금 {sim_pnl['final_cash_krw']:,.0f}원 + " f"롱 {sim_pnl['final_long_qty']:.8f} ({sim_pnl['final_long_value_krw']:,.0f}원) - " f"숏 {sim_pnl['final_short_qty']:.8f} ({sim_pnl['final_short_value_krw']:,.0f}원)" ) print( f"체결 L↑{sim_pnl['long_opens_executed']}/L↓{sim_pnl['long_closes_executed']} · " f"S↓{sim_pnl['short_opens_executed']}/S↑{sim_pnl['short_closes_executed']} | " f"스킵 {sim_pnl['trades_skipped']}" ) print(f"sim 차트: {chart_path}") def main() -> int: """CLI 진입점.""" parser = argparse.ArgumentParser(description="선물 Ground Truth 1년 수익 시뮬 (2단계)") parser.add_argument( "--sim-days", type=int, default=None, help="시뮬 기간(일). 기본 GT_SIM_LOOKBACK_DAYS 또는 365", ) 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() sim_days = args.sim_days or settings.gt_sim_lookback_days tiers = _tier_targets(settings, args.tier) logging.info( "선물 2단계 시뮬: %s, sim %s일, 초기=%s원", settings.symbol, sim_days, f"{settings.gt_initial_cash_krw:,.0f}", ) print("\n=== 선물 Ground Truth 2단계 수익 시뮬 ===") print(f"초기 자본: {settings.gt_initial_cash_krw:,.0f}원 | 시뮬 기간: 최근 {sim_days}일") print("L↑상방매수 L↓상방매도 S↓하방매수 S↑하방매도") for tier, json_path, sim_chart_path in tiers: if not json_path.exists(): logging.error("현물 GT JSON 없음: %s — 먼저 02_ground_truth.py 실행", json_path) return 1 gt_result = _load_gt(json_path) interval_min = gt_result["meta"]["interval_min"] df = load_candles( db_path=settings.db_path, symbol=settings.symbol, interval_min=interval_min, lookback_days=gt_result["meta"]["lookback_days"], ) last_close = float(df["close"].iloc[-1]) sim_pnl = simulate_futures_gt_signals_pnl( signals=gt_result.get("signals") or [], initial_cash_krw=settings.gt_initial_cash_krw, fee_rate=settings.gt_trading_fee_rate, sim_lookback_days=sim_days, data_end=gt_result["meta"]["data_to"], last_mark_price=last_close, ) render_futures_sim_chart( db_path=settings.db_path, symbol=settings.symbol, gt_result=gt_result, sim_pnl=sim_pnl, output_path=sim_chart_path, chart_lookback_days=settings.download_days, ) _print_summary(tier, sim_pnl, sim_chart_path) return 0 if __name__ == "__main__": raise SystemExit(main())