2d515dd669
common/spot/futures 경로 정비, 캔들 데이터 모듈 복원, MTF 규칙 자동 저장 및 2단계 설계·최종 정리 문서를 반영해 3단계 착수 기반을 확정한다. Co-authored-by: Cursor <cursoragent@cursor.com>
127 lines
4.0 KiB
Python
127 lines
4.0 KiB
Python
#!/usr/bin/env python3
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"""2단계: 수익률 1위 기법 sim 차트 (1단계 v3 sim과 동일 형식·기간)."""
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from __future__ import annotations
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import argparse
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import json
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import logging
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import sys
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from pathlib import Path
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ROOT = Path(__file__).resolve().parents[1]
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SRC = ROOT / "src"
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if str(SRC) not in sys.path:
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sys.path.insert(0, str(SRC))
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from deepcoin.config import load_settings
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from deepcoin.data.candle_loader import load_candles
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from deepcoin.evaluation.causal_sim import (
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best_technique_chart_path,
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pick_best_technique_row,
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render_best_technique_comparison_chart,
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run_technique_causal_sim,
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)
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from deepcoin.techniques.runner import load_ground_truth, load_technique_result
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def _configure_logging(verbose: bool) -> None:
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"""로깅 레벨을 설정한다."""
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level = logging.DEBUG if verbose else logging.INFO
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logging.basicConfig(
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level=level,
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format="%(asctime)s [%(levelname)s] %(message)s",
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datefmt="%Y-%m-%d %H:%M:%S",
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)
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def main() -> int:
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"""CLI 진입점."""
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parser = argparse.ArgumentParser(
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description="2단계 최고 수익 기법 sim 차트 (1단계 v3 sim 대조용)"
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)
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parser.add_argument(
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"--technique",
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type=str,
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default=None,
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help="기법 ID (기본: causal_sim_report 수익률 1위)",
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)
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parser.add_argument(
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"--report",
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type=str,
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default=None,
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help="causal_sim_report.json 경로 (기본: .env)",
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)
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parser.add_argument("-v", "--verbose", action="store_true")
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args = parser.parse_args()
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_configure_logging(args.verbose)
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settings = load_settings()
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analysis_dir = settings.causal_sim_report_json.parent
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report_path = Path(args.report) if args.report else settings.causal_sim_report_json
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gt_result = load_ground_truth(settings.ground_truth_file)
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gt_meta = gt_result.get("meta", {})
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technique_id = args.technique
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if not technique_id:
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if not report_path.exists():
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logging.error(
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"리포트 없음: %s — 먼저 2_run_causal_sim.py 실행",
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report_path,
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)
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return 1
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report = json.loads(report_path.read_text(encoding="utf-8"))
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best = pick_best_technique_row(report)
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if not best:
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logging.error("리포트에 기법 순위 없음: %s", report_path)
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return 1
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technique_id = best["technique_id"]
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tech_path = settings.techniques_dir / f"{technique_id}.json"
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if not tech_path.exists():
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logging.error("기법 결과 없음: %s", tech_path)
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return 1
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result = load_technique_result(tech_path)
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df = load_candles(
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db_path=settings.db_path,
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symbol=settings.symbol,
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interval_min=settings.gt_interval_min,
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lookback_days=settings.gt_lookback_days,
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)
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last_close = float(df["close"].iloc[-1])
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sim_pnl = run_technique_causal_sim(
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result,
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initial_cash_krw=settings.gt_initial_cash_krw,
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fee_rate=settings.gt_trading_fee_rate,
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sim_lookback_days=settings.gt_sim_lookback_days,
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data_end=gt_meta.get("data_to"),
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last_mark_price=last_close,
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)
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output_path = best_technique_chart_path(analysis_dir)
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render_best_technique_comparison_chart(
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db_path=settings.db_path,
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symbol=settings.symbol,
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gt_result=gt_result,
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result=result,
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sim_pnl=sim_pnl,
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output_path=output_path,
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chart_lookback_days=settings.download_days,
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)
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print("\n=== 최고 수익 기법 sim 차트 (1단계 v3 대조) ===")
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print(f"기법: {result.technique_name} ({result.technique_id})")
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print(
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f"3년 sim: {sim_pnl.get('total_return_pct', 0):+.2f}% | "
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f"체결 {sim_pnl.get('buys_executed', 0)}/{sim_pnl.get('sells_executed', 0)}"
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)
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print(f"차트 기간: 최근 {settings.download_days}일 (1단계 v3 sim과 동일)")
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print(f"HTML: {output_path}")
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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