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파이프라인 산출물(data/, docs/)을 Git 추적에서 제외하고 히스토리를 단일 커밋으로 재구성해 저장소 용량을 경량화한다. Co-authored-by: Cursor <cursoragent@cursor.com>
133 lines
4.6 KiB
Python
133 lines
4.6 KiB
Python
"""2단계: 인과 기법 GT 정합 비교 리포트."""
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from __future__ import annotations
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import json
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from datetime import datetime
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from pathlib import Path
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from typing import Any
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from deepcoin.techniques.base import TechniqueResult
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def build_comparison_report(
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results: list[TechniqueResult],
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gt_result: dict[str, Any],
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symbol: str,
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) -> dict[str, Any]:
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"""기법 비교 요약 리포트를 생성한다."""
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gt_meta = gt_result.get("meta", {})
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gt_pnl = gt_result.get("pnl", {})
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gt_summary = gt_result.get("summary", {})
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rows: list[dict[str, Any]] = []
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for result in results:
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align = result.alignment or {}
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buy = align.get("buy", {})
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sell = align.get("sell", {})
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legs = align.get("legs", {})
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rows.append(
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{
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"technique_id": result.technique_id,
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"technique_name": result.technique_name,
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"category": result.category,
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"causal": result.causal,
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"leg_count": result.summary.get("leg_count", 0),
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"tech_return_pct": result.pnl.get("total_return_pct", 0.0),
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"buy_recall": buy.get("recall", 0.0),
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"sell_recall": sell.get("recall", 0.0),
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"leg_recall": legs.get("leg_recall", 0.0),
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"return_capture_ratio": align.get("return_capture_ratio", 0.0),
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"score": align.get("score", 0.0),
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"avg_buy_offset": buy.get("avg_bar_offset", 0.0),
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"avg_sell_offset": sell.get("avg_bar_offset", 0.0),
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}
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)
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rows.sort(key=lambda r: r["score"], reverse=True)
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return {
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"generated_at": datetime.now().strftime("%Y-%m-%d %H:%M:%S"),
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"symbol": symbol,
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"gt": {
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"leg_count": gt_summary.get("leg_count", 0),
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"return_pct": gt_pnl.get("total_return_pct", 0.0),
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"interval_label": gt_meta.get("interval_label", ""),
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"lookback_days": gt_meta.get("lookback_days", 365),
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},
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"ranking": rows,
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}
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def save_comparison_report(report: dict[str, Any], json_path: Path) -> Path:
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"""비교 리포트 JSON을 저장한다."""
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json_path.parent.mkdir(parents=True, exist_ok=True)
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with json_path.open("w", encoding="utf-8") as fp:
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json.dump(report, fp, ensure_ascii=False, indent=2)
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return json_path
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def render_comparison_html(report: dict[str, Any], html_path: Path) -> Path:
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"""비교 리포트 HTML을 생성한다."""
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html_path.parent.mkdir(parents=True, exist_ok=True)
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rows = report.get("ranking", [])
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gt = report.get("gt", {})
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table_rows = ""
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for idx, row in enumerate(rows, start=1):
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table_rows += f"""
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<tr>
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<td>{idx}</td>
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<td>{row['technique_name']}</td>
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<td>{row['category']}</td>
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<td>{'Y' if row['causal'] else 'N'}</td>
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<td>{row['leg_count']}</td>
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<td>{row['tech_return_pct']:+.1f}%</td>
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<td>{row['buy_recall']*100:.1f}%</td>
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<td>{row['sell_recall']*100:.1f}%</td>
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<td>{row['leg_recall']*100:.1f}%</td>
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<td>{row['return_capture_ratio']*100:.1f}%</td>
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<td><strong>{row['score']*100:.1f}</strong></td>
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</tr>"""
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html = f"""<!DOCTYPE html>
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<html lang="ko">
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<head>
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<meta charset="UTF-8">
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<title>DeepCoin 2단계 — 인과 GT 정합</title>
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<style>
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body {{ font-family: "Malgun Gothic", Arial, sans-serif; margin: 24px; color: #333; background: #f5f5f5; }}
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h1 {{ font-size: 20px; margin-bottom: 8px; }}
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.meta {{ color: #666; margin-bottom: 20px; font-size: 14px; }}
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table {{ border-collapse: collapse; width: 100%; background: #fff; }}
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th, td {{ border: 1px solid #ddd; padding: 8px 10px; text-align: center; font-size: 13px; }}
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th {{ background: #e8e8e8; }}
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tr:nth-child(even) {{ background: #fafafa; }}
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</style>
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</head>
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<body>
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<h1>DeepCoin 2단계 — 인과 기법 Ground Truth 정합</h1>
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<div class="meta">
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생성: {report.get('generated_at', '')} |
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{report.get('symbol', '')} |
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GT: {gt.get('leg_count', 0)}레그, {gt.get('return_pct', 0):+.1f}% |
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기간: 최근 {gt.get('lookback_days', 365)}일
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</div>
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<table>
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<thead>
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<tr>
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<th>순위</th><th>기법</th><th>유형</th><th>인과</th><th>레그</th>
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<th>수익률</th><th>매수 Recall</th><th>매도 Recall</th><th>레그 Recall</th>
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<th>수익 포착</th><th>종합 Score</th>
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</tr>
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</thead>
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<tbody>{table_rows}
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</tbody>
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</table>
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</body>
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</html>"""
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with html_path.open("w", encoding="utf-8") as fp:
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fp.write(html)
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return html_path
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