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현물 GT 타점을 롱·숏 4색 마커(상·하방 매수·매도)로 변환해 futures HTML 차트를 생성한다. Co-authored-by: Cursor <cursoragent@cursor.com>
111 lines
3.7 KiB
Python
111 lines
3.7 KiB
Python
#!/usr/bin/env python3
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"""선물 Ground Truth 차트 — 현물 GT 타점을 롱·숏 4색 마커로 시각화."""
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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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from typing import Any
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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 Settings, load_settings
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from deepcoin.ground_truth.futures_chart import render_futures_ground_truth_chart
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TIER_DESCRIPTIONS = {
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"v1": "스윙만 (최소 매수·매도)",
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"v2": "스윙 + 눌림목",
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"v3": "스윙 + 눌림목 + 돌파 + 다이버전스",
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}
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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 _tier_targets(settings: Settings, tier_arg: str) -> list[tuple[str, Path, Path]]:
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"""생성할 티어 목록 (tier, spot_json_path, futures_chart_path)."""
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all_tiers: dict[str, tuple[Path, Path]] = {
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"v1": (settings.ground_truth_v1_file, settings.ground_truth_futures_chart_v1_file),
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"v2": (settings.ground_truth_v2_file, settings.ground_truth_futures_chart_v2_file),
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"v3": (settings.ground_truth_file, settings.ground_truth_futures_chart_v3_file),
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}
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if tier_arg == "all":
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return [(t, *paths) for t, paths in all_tiers.items()]
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return [(tier_arg, *all_tiers[tier_arg])]
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def _load_gt(json_path: Path) -> dict[str, Any]:
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"""현물 GT JSON을 로드한다."""
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with json_path.open(encoding="utf-8") as fp:
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return json.load(fp)
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def _print_summary(tier: str, gt_result: dict[str, Any], chart_path: Path) -> None:
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"""티어별 선물 차트 요약을 출력한다."""
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meta = gt_result["meta"]
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summary = gt_result["summary"]
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print(f"\n=== 선물 GT 차트 {tier.upper()} ({TIER_DESCRIPTIONS[tier]}) ===")
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print(f"대상: {meta['symbol']} ({meta['interval_label']})")
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print(f"GT 기간: {meta['data_from']} ~ {meta['data_to']}")
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print(
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f"현물 GT 타점: 매수 {summary['buy_count']} / 매도 {summary['sell_count']} "
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f"→ 선물 상방·하방 각 {summary['buy_count']}/{summary['sell_count']} 마커"
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)
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print(f"차트: {chart_path}")
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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="현물 GT 기반 선물 Ground Truth 차트 (롱·숏 4색)"
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)
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parser.add_argument(
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"--tier",
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choices=("v1", "v2", "v3", "all"),
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default="all",
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help="대상 GT 버전",
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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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tiers = _tier_targets(settings, args.tier)
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print("\n=== 선물 Ground Truth 차트 생성 ===")
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print("현물 GT 타점 → L↑상방매수 L↓상방매도 S↓하방매수 S↑하방매도")
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for tier, json_path, chart_path in tiers:
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if not json_path.exists():
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logging.error("현물 GT JSON 없음: %s — 먼저 02_ground_truth.py 실행", json_path)
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return 1
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gt_result = _load_gt(json_path)
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render_futures_ground_truth_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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output_path=chart_path,
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chart_lookback_days=settings.download_days,
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)
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_print_summary(tier, gt_result, chart_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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