"""
Ground Truth 차트 HTML (05_chart_truth).
python scripts/05_chart_truth.py
"""
from __future__ import annotations
import sys
import webbrowser
from pathlib import Path
import numpy as np
import pandas as pd
import plotly.graph_objs as go
from plotly.subplots import make_subplots
from config import (
CHART_LOOKBACK_DAYS,
COIN_NAME,
DISPARITY_OVERBOUGHT,
DISPARITY_OVERSOLD,
DISPARITY_PERIODS,
ENTRY_INTERVAL,
GROUND_TRUTH_FILE,
GT_INITIAL_CASH_KRW,
GT_MARKER_SIZE_MAX,
GT_MARKER_SIZE_MIN,
LIVE_ORDER_KRW,
MACD_FAST,
MACD_SIGNAL,
MACD_SLOW,
STOCH_D_PERIOD,
STOCH_K_PERIOD,
SYMBOL,
TRADING_FEE_RATE,
TREND_INTERVAL_1D,
TREND_INTERVAL_1H,
)
from deepcoin.common.indicators import apply_bar_indicators, disparity_column, get_trend
from deepcoin.ops.monitor import Monitor
from deepcoin.data.mtf_bb import interval_label, load_frames_from_db
from deepcoin.ops.chart_report import wrap_chart_report_page
from deepcoin.paths import CHART_TRUTH_HTML, resolve_ground_truth_file
TRUTH_HTML = CHART_TRUTH_HTML
GROUND_TRUTH_PATH = resolve_ground_truth_file()
REPORT_DIR = CHART_TRUTH_HTML.parent
def interval_chart_label(interval_min: int) -> str:
"""차트 제목용 봉 라벨."""
if interval_min >= 1440:
return "일봉"
return f"{interval_min}분봉"
def _marker_hover_text(
label: str,
t: dict,
*,
default_order_krw: float | None = None,
extra_lines: list[str] | None = None,
) -> str:
"""
차트 마커 툴팁: 체결가(price)와 체결 원화(amount_krw)를 함께 표시.
Args:
label: 정답/시뮬 매수·매도 라벨.
t: trade dict (price, amount_krw, weight, memo …).
default_order_krw: amount_krw 없을 때 표시할 기본 원화(시뮬 고정 주문).
extra_lines: 툴팁 하단 추가 줄.
Returns:
hovertext HTML 줄바꿈 문자열.
"""
action = t.get("action", t.get("side", ""))
amt_label = "매수금액" if action == "buy" else "매도금액"
lines = [
label,
str(t.get("dt", ""))[:16],
f"체결가 ₩{float(t['price']):,.0f}",
]
ak = t.get("amount_krw")
if ak is not None and float(ak) > 0:
lines.append(f"{amt_label} ₩{float(ak):,.0f}")
elif default_order_krw is not None and action == "buy":
lines.append(f"{amt_label} ₩{float(default_order_krw):,.0f}")
else:
lines.append(f"{amt_label} (미배분)")
if t.get("weight") is not None:
lines.append(f"비중 {float(t.get('weight', 1)) * 100:.0f}%")
if extra_lines:
lines.extend(extra_lines)
memo = t.get("memo", "")
if memo:
lines.append(str(memo))
rule_id = t.get("rule_id", "")
if rule_id:
lines.append(str(rule_id))
return "
".join(lines)
def _trade_amount_krw(t: dict) -> float:
"""
마커 크기·툴팁용 체결 원화. amount_krw 없으면 비중×초기자본으로 상대 크기만 추정.
Args:
t: trade dict.
Returns:
원화 금액(0 이상).
"""
ak = t.get("amount_krw")
if ak is not None and float(ak) > 0:
return float(ak)
return max(float(t.get("weight", 1.0)), 0.05) * float(GT_INITIAL_CASH_KRW)
def _marker_sizes(pts: list[dict]) -> list[float]:
"""
체결 원화(amount_krw)에 비례한 삼각형 크기.
같은 trace(매수 또는 매도) 안에서 최소·최대 금액으로 선형 스케일.
Args:
pts: 동일 action의 trade dict 리스트.
Returns:
plotly marker size(diameter) 리스트.
"""
if not pts:
return []
lo, hi = float(GT_MARKER_SIZE_MIN), float(GT_MARKER_SIZE_MAX)
amounts = [_trade_amount_krw(t) for t in pts]
amin, amax = min(amounts), max(amounts)
sizes: list[float] = []
for amount in amounts:
if amax > amin:
ratio = (amount - amin) / (amax - amin)
else:
ratio = 0.5
ratio = max(ratio, 0.08)
sizes.append(lo + (hi - lo) * ratio)
return sizes
def _add_sim_markers(fig, trades: list[dict], row: int = 1) -> None:
"""
시뮬(규칙) 매수·매도 마커 — 원형, GT 삼각형과 구분.
Args:
fig: plotly Figure.
trades: dt, action, price, forward_ret_pct, rule_id 키.
row: subplot row.
"""
for action, color, label in [
("buy", "#059669", "시뮬 매수"),
("sell", "#b91c1c", "시뮬 매도"),
]:
pts = [t for t in trades if t.get("action") == action]
if not pts:
continue
fig.add_trace(
go.Scatter(
x=[pd.Timestamp(t["dt"]) for t in pts],
y=[float(t["price"]) for t in pts],
mode="markers",
name=label,
legendgroup=label,
marker=dict(
symbol="circle",
size=9,
color=color,
line=dict(width=1, color="#fff"),
opacity=0.75,
),
hovertext=[
_marker_hover_text(
label,
t,
default_order_krw=LIVE_ORDER_KRW,
extra_lines=[
f"leg_gt {float(t.get('forward_ret_pct', 0)):+.2f}%",
],
)
for t in pts
],
hovertemplate="%{hovertext}",
),
row=row,
col=1,
)
def _add_truth_markers(fig, trades: list[dict], row: int = 1) -> None:
"""정답 매수·매도 마커 (삼각형 크기 = 체결 원화 금액)."""
for action, color, symbol, label in [
("buy", "#16a34a", "triangle-up", "정답 매수"),
("sell", "#dc2626", "triangle-down", "정답 매도"),
]:
pts = [t for t in trades if t.get("action") == action]
if not pts:
continue
sizes = _marker_sizes(pts)
fig.add_trace(
go.Scatter(
x=[pd.Timestamp(t["dt"]) for t in pts],
y=[t["price"] for t in pts],
mode="markers",
name=label,
legendgroup=label,
marker=dict(
symbol=symbol,
size=sizes,
sizemode="diameter",
color=color,
line=dict(width=1.5, color="#111"),
),
hovertext=[
_marker_hover_text(label, t)
for t in pts
],
hovertemplate="%{hovertext}",
),
row=row,
col=1,
)
def build_chart_html(
df: pd.DataFrame,
trend: str,
interval_min: int = ENTRY_INTERVAL,
note: str = "",
truth_trades: list[dict] | None = None,
sim_trades: list[dict] | None = None,
title_suffix: str = "BB 차트",
pnl_summary: dict | None = None,
legend_html: str | None = None,
footer_sections: str | None = None,
cards_html: str | None = None,
) -> str:
"""BB·이격도·RSI·MACD·스토캐스틱·거래량 차트 HTML."""
df = apply_bar_indicators(df.copy())
iv_label = interval_chart_label(interval_min)
close_last = float(df["Close"].iloc[-1])
bb_pos = None
if "bb_pos" in df.columns and pd.notna(df["bb_pos"].iloc[-1]):
bb_pos = float(df["bb_pos"].iloc[-1])
disp_title = "이격도 " + ",".join(str(p) for p in DISPARITY_PERIODS)
fig = make_subplots(
rows=6,
cols=1,
shared_xaxes=True,
vertical_spacing=0.03,
row_heights=[0.42, 0.11, 0.11, 0.11, 0.13, 0.12],
subplot_titles=(
f"{COIN_NAME} ({SYMBOL}) {iv_label}",
disp_title,
f"Stochastic ({STOCH_K_PERIOD},{STOCH_D_PERIOD})",
"RSI (14)",
f"MACD ({MACD_FAST},{MACD_SLOW},{MACD_SIGNAL})",
"거래량",
),
)
disp_colors = ("#0d9488", "#7c3aed", "#ca8a04")
fig.add_trace(
go.Candlestick(
x=df.index,
open=df["Open"],
high=df["High"],
low=df["Low"],
close=df["Close"],
name=f"{iv_label} 캔들",
increasing_line_color="#ef4444",
decreasing_line_color="#3b82f6",
),
row=1,
col=1,
)
if "MA" in df.columns:
fig.add_trace(
go.Scatter(
x=df.index,
y=df["MA"],
name="BB 중심",
line=dict(color="#64748b", width=1, dash="dot"),
),
row=1,
col=1,
)
if "Upper" in df.columns:
fig.add_trace(
go.Scatter(
x=df.index,
y=df["Upper"],
name="BB 상단",
line=dict(color="#94a3b8", width=1),
),
row=1,
col=1,
)
if "Lower" in df.columns:
fig.add_trace(
go.Scatter(
x=df.index,
y=df["Lower"],
name="BB 하단",
line=dict(color="#94a3b8", width=1),
),
row=1,
col=1,
)
if truth_trades:
_add_truth_markers(fig, truth_trades, row=1)
if sim_trades:
_add_sim_markers(fig, sim_trades, row=1)
disp_row = 2
for i, p in enumerate(DISPARITY_PERIODS):
col = disparity_column(p)
if col not in df.columns:
continue
color = disp_colors[i % len(disp_colors)]
fig.add_trace(
go.Scatter(
x=df.index,
y=df[col],
name=f"D.I. {p}",
line=dict(color=color, width=1),
),
row=disp_row,
col=1,
)
if any(disparity_column(p) in df.columns for p in DISPARITY_PERIODS):
fig.add_hline(
y=100, line_dash="solid", line_color="#64748b", row=disp_row, col=1
)
fig.add_hline(
y=DISPARITY_OVERBOUGHT,
line_dash="dot",
line_color="#ef4444",
row=disp_row,
col=1,
)
fig.add_hline(
y=DISPARITY_OVERSOLD,
line_dash="dot",
line_color="#16a34a",
row=disp_row,
col=1,
)
stoch_row = 3
if "stoch_k" in df.columns:
fig.add_trace(
go.Scatter(
x=df.index,
y=df["stoch_k"],
name="Stoch %K",
line=dict(color="#0ea5e9", width=1),
),
row=stoch_row,
col=1,
)
fig.add_trace(
go.Scatter(
x=df.index,
y=df["stoch_d"],
name="Stoch %D",
line=dict(color="#f97316", width=1),
),
row=stoch_row,
col=1,
)
fig.add_hline(y=80, line_dash="dot", line_color="#9ca3af", row=stoch_row, col=1)
fig.add_hline(y=20, line_dash="dot", line_color="#9ca3af", row=stoch_row, col=1)
rsi_row = 4
if "RSI" in df.columns:
fig.add_trace(
go.Scatter(
x=df.index,
y=df["RSI"],
name="RSI",
line=dict(color="#7c3aed"),
),
row=rsi_row,
col=1,
)
fig.add_hline(y=70, line_dash="dot", line_color="#9ca3af", row=rsi_row, col=1)
fig.add_hline(y=30, line_dash="dot", line_color="#9ca3af", row=rsi_row, col=1)
macd_row = 5
vol_row = 6
if "macd_hist" in df.columns:
colors = np.where(df["macd_hist"].astype(float) >= 0, "#ef4444", "#3b82f6")
fig.add_trace(
go.Bar(
x=df.index,
y=df["macd_hist"],
name="MACD Hist",
marker_color=colors,
),
row=macd_row,
col=1,
)
fig.add_trace(
go.Scatter(
x=df.index,
y=df["macd_line"],
name="MACD",
line=dict(color="#2563eb", width=1),
),
row=macd_row,
col=1,
)
fig.add_trace(
go.Scatter(
x=df.index,
y=df["macd_signal"],
name="Signal",
line=dict(color="#ea580c", width=1, dash="dot"),
),
row=macd_row,
col=1,
)
fig.add_trace(
go.Bar(
x=df.index,
y=df["Volume"],
name="Volume",
marker_color="#cbd5e1",
),
row=vol_row,
col=1,
)
fig.update_layout(
height=1180,
template="plotly_white",
xaxis_rangeslider_visible=False,
legend=dict(orientation="h", y=1.05, x=0),
margin=dict(l=60, r=30, t=90, b=40),
)
fig.update_yaxes(title_text="가격 (KRW)", row=1, col=1)
fig.update_yaxes(title_text="이격도", row=2, col=1)
fig.update_yaxes(title_text="Stoch", row=3, col=1, range=[0, 100])
fig.update_yaxes(title_text="RSI", row=4, col=1, range=[0, 100])
fig.update_yaxes(title_text="MACD", row=5, col=1)
chart_html = fig.to_html(full_html=False, include_plotlyjs="cdn")
note_html = f"
{note}
" if note else ""
bb_pos_txt = f"{bb_pos:.2f}" if bb_pos is not None else "-"
pnl = pnl_summary or {}
if truth_trades and not pnl:
from deepcoin.ground_truth.ground_truth import simulate_truth_portfolio
pnl = simulate_truth_portfolio(
truth_trades,
initial_cash=GT_INITIAL_CASH_KRW,
fee_rate=TRADING_FEE_RATE,
last_price=close_last,
)
trade_rows = ""
trade_table = footer_sections or ""
if footer_sections is None and truth_trades:
from deepcoin.ground_truth.ground_truth import simulate_truth_portfolio_steps
steps = simulate_truth_portfolio_steps(
truth_trades,
initial_cash=GT_INITIAL_CASH_KRW,
fee_rate=TRADING_FEE_RATE,
)
step_key = {
(s["dt"], s["action"], float(s["price"]), float(s["weight"])): s
for s in steps
}
sorted_trades = sorted(truth_trades, key=lambda x: x["dt"])
trade_rows += f"""
| 시작 |
- |
- |
- |
₩{GT_INITIAL_CASH_KRW:,.0f} |
초기 현금 (보유 0) |
"""
for t in sorted_trades:
cls = "buy" if t["action"] == "buy" else "sell"
mark = "매수" if t["action"] == "buy" else "매도"
ret = t.get("forward_return_pct")
ret_s = f" (+{ret}%)" if ret is not None else ""
w = float(t.get("weight", 1.0))
key = (t["dt"], t["action"], float(t["price"]), w)
step = step_key.get(key)
if step:
total_s = f"₩{step['total_asset_krw']:,.0f}"
hold_s = f" (현금 ₩{step['cash_krw']:,.0f} + 코인 {step['holding_qty']:,.2f}개)"
else:
total_s = "-"
hold_s = ""
trade_rows += f"""
| {t['dt'][:16]} |
{mark} |
{w*100:.0f}% |
₩{t['price']:,.0f}{ret_s} |
{total_s}{hold_s} |
{t.get('memo', '')} |
"""
if not trade_table and truth_trades:
if not trade_rows:
trade_rows = "| 타점 없음 |
"
mark_note = ""
if pnl.get("mark_price"):
mark_note = (
f" 총보유자산(미청산 포함)은 종가 ₩{pnl['mark_price']:,.0f} 평가."
)
trade_table = f"""
정답 타점 (ground_truth)
삼각형 크기 = 체결 금액(매수/매도 각각 min~max). 매수: 저점 분할 / 매도: 고점 1~2회.
총평가 = 체결 직후 현금 + 보유×체결가.{mark_note}
| 시각 | 구분 | 비중 | 가격 | 총 평가금액 | 해석 |
{trade_rows}
"""
pnl_cards = ""
if truth_trades and pnl.get("initial_cash_krw") is not None:
from deepcoin.ops.chart_report import card_html, initial_change_pct
change_pct = initial_change_pct(pnl)
pnl_cards = (
card_html("초기 금액", f"₩{pnl['initial_cash_krw']:,.0f}")
+ card_html("총보유자산", f"₩{pnl['final_asset_krw']:,.0f}")
+ card_html("초기 대비 증감율", f"{change_pct:+.2f}%")
+ card_html("수수료", f"₩{pnl['total_fees_krw']:,.0f}")
)
if pnl.get("holding_qty", 0) > 0:
pnl_cards += card_html(
"미청산",
f"{pnl['holding_qty']}개 (₩{pnl['holding_value_krw']:,.0f})",
)
default_legend = (
"▲ 정답 매수 · ▼ 정답 매도 — 크기=체결금액. "
"매수=총자산×비중×leg티어(상위 대형). "
"툴팁: 체결가·매수/매도금액.
"
"● 시뮬 매수 · ● 시뮬 매도 — 원 = holdout 발화 "
f"(매수 ₩{LIVE_ORDER_KRW:,.0f}/회)."
)
if cards_html:
cards_inner = cards_html
else:
cards_inner = f"""
종가₩{close_last:,.2f}
BB %B{bb_pos_txt}
정답 타점{len(truth_trades) if truth_trades else 0}건
{pnl_cards}"""
return wrap_chart_report_page(
page_title=f"{SYMBOL} {title_suffix}",
heading=f"{COIN_NAME} ({SYMBOL}) {title_suffix}",
meta_line=f"추세(참고): {trend} | 기간: {df.index[0]} ~ {df.index[-1]} | 봉 수: {len(df)}",
note_html=note_html,
legend_html=legend_html or default_legend,
cards_html=cards_inner,
chart_html=chart_html,
sections_html=trade_table,
)
def _frames_to_mtf(
frames: dict[int, pd.DataFrame],
) -> tuple[pd.DataFrame, pd.DataFrame, pd.DataFrame]:
"""전 간격 frames에서 1d/1h/3m 추출."""
df_3m = frames.get(ENTRY_INTERVAL)
if df_3m is None or df_3m.empty:
raise ValueError(f"{ENTRY_INTERVAL}분봉 데이터 없음")
df_1d = frames.get(TREND_INTERVAL_1D)
if df_1d is None or df_1d.empty:
df_1d = df_3m
df_1h = frames.get(TREND_INTERVAL_1H)
if df_1h is None or df_1h.empty:
df_1h = df_3m
return df_1d, df_1h, df_3m
def load_chart_frames() -> dict[int, pd.DataFrame] | None:
"""coins.db 전 간격 로드. 부족 시 None."""
monitor = Monitor(cooldown_file=None)
print(f"DB 조회: 최근 {CHART_LOOKBACK_DAYS}일 (CHART_LOOKBACK_DAYS)")
frames = load_frames_from_db(monitor, SYMBOL, lookback_days=CHART_LOOKBACK_DAYS)
if ENTRY_INTERVAL not in frames:
print("coins.db 데이터 부족. python scripts/01_download.py 실행 후 재시도.")
return None
return frames
def run_ground_truth_chart(
open_browser: bool = True,
*,
from_json: bool = True,
) -> Path:
"""
정답 타점 마커가 포함된 HTML 차트를 만듭니다.
Args:
open_browser: True면 브라우저로 HTML을 엽니다.
from_json: True면 기존 ground_truth_trades.json 을 사용합니다.
False면 DB에서 GT를 재생성합니다.
Returns:
HTML 파일 경로.
"""
from deepcoin.ground_truth.ground_truth import load_ground_truth, run_from_db
gt_path = resolve_ground_truth_file()
if from_json:
data = load_ground_truth(gt_path)
if not data:
print(f"GT JSON 없음({gt_path}) — DB에서 재생성합니다.")
data = run_from_db()
else:
print(f"GT JSON 로드: {gt_path}")
else:
data = run_from_db()
frames = load_chart_frames()
if frames is None:
raise RuntimeError("차트 데이터 로드 실패")
df_1d, df_1h, df_3m = _frames_to_mtf(frames)
trend = get_trend(df_1d, df_1h)
df_chart = apply_bar_indicators(df_3m)
trades = data.get("trades") or []
summary = data.get("summary") or {}
html = build_chart_html(
df_chart,
trend,
note=data.get("note", ""),
truth_trades=trades,
title_suffix=f"정답 타점 ({CHART_LOOKBACK_DAYS}일)",
pnl_summary=summary if summary.get("pnl_krw") is not None else None,
)
REPORT_DIR.mkdir(parents=True, exist_ok=True)
TRUTH_HTML.write_text(html, encoding="utf-8")
print(f"HTML: {TRUTH_HTML}")
if open_browser:
webbrowser.open(TRUTH_HTML.resolve().as_uri())
return TRUTH_HTML
def main() -> None:
"""05_chart_truth CLI 진입 (미사용 시 no-op)."""
if len(sys.argv) > 1 and sys.argv[1] in ("-h", "--help", "help"):
print("GT 차트: python scripts/05_chart_truth.py")
return
run_ground_truth_chart(open_browser=False)
if __name__ == "__main__":
main()