dsyoon
b7c4ec0de5
0~3단계 산출물을 docs/0_ground_truth~3_causal로 정리하고, sim 초기 40만원·총평가 구간별 매수 상한을 적용한다. MTF 상관 분석, composite+MTF, 워크포워드 인과 sim과 2·3단계 리포트를 추가·재생성한다. Co-authored-by: Cursor <cursoragent@cursor.com>
555 lines
22 KiB
HTML
555 lines
22 KiB
HTML
<!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>Ground Truth Chart</title>
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<link rel="stylesheet" href="https://cdn.jsdelivr.net/npm/uplot@1.6.31/dist/uPlot.min.css" />
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<script src="https://cdn.jsdelivr.net/npm/uplot@1.6.31/dist/uPlot.iife.min.js"></script>
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<script src="https://unpkg.com/lightweight-charts@4.2.0/dist/lightweight-charts.standalone.production.js"></script>
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<script src="ground_truth_chart_v2_data.js"></script>
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<style>
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body { font-family: "Malgun Gothic", Arial, sans-serif; margin: 0; background: #f5f5f5; color: #333; }
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header { padding: 16px 24px; background: #fff; border-bottom: 1px solid #ddd; }
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h1 { margin: 0 0 6px; font-size: 20px; }
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.meta { font-size: 13px; color: #666; }
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.toolbar { padding: 10px 24px; background: #fff; border-bottom: 1px solid #eee; display: flex; gap: 12px; flex-wrap: wrap; align-items: center; }
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.toolbar-group { display: flex; gap: 6px; align-items: center; padding-right: 12px; border-right: 1px solid #e0e0e0; }
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.toolbar-group:last-of-type { border-right: none; }
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.toolbar button { padding: 6px 12px; border: 1px solid #bbb; background: #fff; cursor: pointer; border-radius: 4px; font-size: 13px; white-space: nowrap; }
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.toolbar button:hover { background: #f0f4f8; }
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.toolbar button.active { background: #1565c0; color: #fff; border-color: #1565c0; }
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.toolbar button.home { background: #2e7d32; color: #fff; border-color: #2e7d32; font-weight: bold; }
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.toolbar button.home:hover { background: #1b5e20; }
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.toolbar .leg-info { font-size: 12px; color: #555; min-width: 90px; }
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#status { font-size: 12px; color: #888; margin-left: auto; }
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#overview { height: 480px; margin: 12px 24px; background: #fff; border: 1px solid #ddd; overflow: visible; }
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#overview .u-wrap, #overview .uplot { overflow: visible !important; }
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#detail-wrap { margin: 0 24px 12px; display: none; }
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#detail-wrap h2 { font-size: 15px; margin: 0 0 8px; }
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#detail { height: 360px; background: #fff; border: 1px solid #ddd; overflow: visible; }
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</style>
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</head>
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<body>
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<header>
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<h1 id="title">Ground Truth Chart</h1>
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<div class="meta" id="meta"></div>
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</header>
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<div class="toolbar">
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<div class="toolbar-group">
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<button id="btn-home" class="home" title="전체 기간 화면으로 복귀">홈</button>
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<button id="btn-prev-leg" title="이전 매수·매도 타점">◀ 이전</button>
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<button id="btn-next-leg" title="다음 매수·매도 타점">다음 ▶</button>
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<span class="leg-info" id="leg-info">타점 - / -</span>
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</div>
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<div class="toolbar-group">
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<button id="btn-all" class="btn-period active">전체</button>
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<button id="btn-365d" class="btn-period">1년</button>
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<button id="btn-30d" class="btn-period">30일</button>
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<button id="btn-7d" class="btn-period">7일</button>
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<button id="btn-3d" class="btn-period">3일</button>
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</div>
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<div class="toolbar-group">
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<button id="btn-zoom-in" title="확대">+ 확대</button>
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<button id="btn-zoom-out" title="축소">− 축소</button>
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<button id="btn-fit" title="현재 뷰 맞춤">맞춤</button>
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</div>
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<div class="toolbar-group">
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<button id="btn-markers" title="매수·매도 마커 표시/숨김">마커 숨김</button>
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<button id="btn-toggle-detail" title="상세 캔들 패널 표시/숨김">상세 패널</button>
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</div>
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<span id="status">데이터 로딩 중…</span>
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</div>
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<div id="overview"></div>
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<div id="detail-wrap">
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<h2 id="detail-title">상세 캔들</h2>
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<div id="detail"></div>
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</div>
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<script>
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let DATA = null;
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let overviewPlot = null;
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let detailChart = null;
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let detailSeries = null;
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let currentMode = "overview";
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let currentLegIdx = 0;
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let showMarkers = true;
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let detailVisible = false;
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let lastDetailStart = 0;
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const AXIS_FONT = "12px Malgun Gothic, Arial, sans-serif";
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let axisMeasureCtx = null;
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function fmtPrice(v) {
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return Math.round(v).toLocaleString("ko-KR");
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}
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function measureTextWidth(text, font) {
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if (!axisMeasureCtx) {
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const c = document.createElement("canvas");
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axisMeasureCtx = c.getContext("2d");
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}
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axisMeasureCtx.font = font;
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return axisMeasureCtx.measureText(text).width;
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}
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function yAxisLabelWidth() {
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const vals = DATA.close;
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if (!vals || !vals.length) return 88;
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const samples = new Set([vals[0], vals[vals.length - 1]]);
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let lo = vals[0], hi = vals[0];
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for (let i = 1; i < vals.length; i++) {
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if (vals[i] < lo) lo = vals[i];
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if (vals[i] > hi) hi = vals[i];
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}
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samples.add(lo);
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samples.add(hi);
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samples.add((lo + hi) / 2);
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let maxW = 0;
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samples.forEach(v => {
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maxW = Math.max(maxW, measureTextWidth(fmtPrice(v), AXIS_FONT));
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});
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return Math.ceil(maxW) + 20;
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}
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function updateLegInfo() {
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const total = DATA.buy_markers.length;
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const el = document.getElementById("leg-info");
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if (!total) { el.textContent = "타점 없음"; return; }
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el.textContent = `타점 ${currentLegIdx + 1} / ${total}`;
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}
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const MARKER_FONT = "bold 24px Malgun Gothic, Arial, sans-serif";
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const SIM_START_COLOR = "#7b1fa2";
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const ARROW_HALF = 12;
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const ARROW_HEIGHT = 16;
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const LABEL_OFFSET_X = 16;
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function markerSuffix(signalType) {
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if (signalType === "pullback") return "*";
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if (signalType === "breakout") return "^";
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if (signalType === "div_bull" || signalType === "div_bear") return "d";
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return "";
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}
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function markerChartPrice(m) {
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if (m.chart_price != null) return m.chart_price;
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let lo = 0;
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let hi = DATA.times.length - 1;
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while (lo < hi) {
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const mid = (lo + hi) >> 1;
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if (DATA.times[mid] < m.time) lo = mid + 1;
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else hi = mid;
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}
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return DATA.close[lo];
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}
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function drawMarkerLabel(ctx, label, x, labelY, color) {
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ctx.font = MARKER_FONT;
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const lx = x + LABEL_OFFSET_X;
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ctx.textBaseline = "middle";
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ctx.lineWidth = 4;
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ctx.lineJoin = "round";
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ctx.strokeStyle = "rgba(255,255,255,0.95)";
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ctx.strokeText(label, lx, labelY);
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ctx.fillStyle = color;
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ctx.fillText(label, lx, labelY);
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ctx.textBaseline = "alphabetic";
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}
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function drawTriangleOnLine(ctx, x, lineY, up, color) {
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ctx.fillStyle = color;
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ctx.beginPath();
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if (up) {
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ctx.moveTo(x - ARROW_HALF, lineY);
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ctx.lineTo(x + ARROW_HALF, lineY);
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ctx.lineTo(x, lineY + ARROW_HEIGHT);
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} else {
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ctx.moveTo(x - ARROW_HALF, lineY);
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ctx.lineTo(x + ARROW_HALF, lineY);
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ctx.lineTo(x, lineY - ARROW_HEIGHT);
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}
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ctx.closePath();
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ctx.fill();
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}
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function drawSimStartMarker(u, marker) {
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if (!marker) return;
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const ctx = u.ctx;
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const x = u.valToPos(marker.time, "x", true);
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const lineY = u.valToPos(markerChartPrice(marker), "y", true);
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if (x < u.bbox.left || x > u.bbox.left + u.bbox.width) return;
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const color = SIM_START_COLOR;
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drawTriangleOnLine(ctx, x, lineY, false, color);
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const label = marker.label || "거래시작";
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ctx.font = MARKER_FONT;
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ctx.textAlign = "center";
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ctx.textBaseline = "bottom";
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const labelY = lineY - ARROW_HEIGHT - 12;
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ctx.lineWidth = 4;
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ctx.lineJoin = "round";
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ctx.strokeStyle = "rgba(255,255,255,0.95)";
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ctx.strokeText(label, x, labelY);
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ctx.fillStyle = color;
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ctx.fillText(label, x, labelY);
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ctx.textAlign = "left";
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ctx.textBaseline = "alphabetic";
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}
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const LABEL_GAP = 24;
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function drawMarkers(u, buys, sells) {
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if (!showMarkers) return;
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const ctx = u.ctx;
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const drawOne = (m, color, up) => {
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const x = u.valToPos(m.time, "x", true);
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const lineY = u.valToPos(markerChartPrice(m), "y", true);
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if (x < u.bbox.left || x > u.bbox.left + u.bbox.width) return;
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drawTriangleOnLine(ctx, x, lineY, up, color);
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const label = (up ? "B" : "S") + m.marker_id + markerSuffix(m.signal_type);
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const labelY = up
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? lineY + ARROW_HEIGHT + LABEL_GAP
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: lineY - ARROW_HEIGHT - LABEL_GAP;
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drawMarkerLabel(ctx, label, x, labelY, color);
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};
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buys.forEach(m => {
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let color = "#2e7d32";
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if (m.signal_type === "breakout") color = "#ef6c00";
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else if (m.signal_type === "div_bull") color = "#7b1fa2";
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drawOne(m, color, true);
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});
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sells.forEach(m => {
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const color = m.signal_type === "div_bear" ? "#7b1fa2" : "#c62828";
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drawOne(m, color, false);
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});
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}
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function overviewXRange() {
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if (!overviewPlot) return { min: DATA.times[0], max: DATA.times[DATA.times.length - 1] };
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const s = overviewPlot.scales.x;
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return { min: s.min, max: s.max };
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}
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function setOverviewXRange(min, max) {
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const t0 = DATA.times[0];
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const t1 = DATA.times[DATA.times.length - 1];
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overviewPlot.setScale("x", {
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min: Math.max(t0, min),
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max: Math.min(t1, max),
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});
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}
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function fitOverview() {
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setOverviewXRange(DATA.times[0], DATA.times[DATA.times.length - 1]);
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}
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function zoomOverview(factor) {
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const { min, max } = overviewXRange();
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const mid = (min + max) / 2;
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const half = Math.max((max - min) * factor / 2, 3600);
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setOverviewXRange(mid - half, mid + half);
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}
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function buildOverview(keepRange) {
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const prev = keepRange ? overviewXRange() : null;
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if (overviewPlot) { overviewPlot.destroy(); overviewPlot = null; }
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const yAxisW = yAxisLabelWidth();
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const opts = {
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width: document.getElementById("overview").clientWidth,
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height: 480,
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padding: [40, 10, 40, 10],
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scales: { x: { time: true } },
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axes: [
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{ gap: 6 },
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{
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side: 3,
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size: yAxisW,
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gap: 10,
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font: AXIS_FONT,
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values: (u, vals) => vals.map(v => fmtPrice(v)),
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},
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],
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series: [
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{},
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{ label: "종가", stroke: "#1565c0", width: 1 },
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],
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cursor: { drag: { x: true, y: false, setScale: true } },
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hooks: {
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draw: [(u) => {
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drawSimStartMarker(u, DATA.sim_start_marker);
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drawMarkers(u, DATA.buy_markers, DATA.sell_markers);
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}],
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},
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};
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overviewPlot = new uPlot(opts, [DATA.times, DATA.close], document.getElementById("overview"));
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if (prev && keepRange) setOverviewXRange(prev.min, prev.max);
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else fitOverview();
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}
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function sliceLastDays(days) {
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const cutoff = DATA.times[DATA.times.length - 1] - days * 86400;
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let start = 0;
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for (let i = DATA.times.length - 1; i >= 0; i--) {
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if (DATA.times[i] < cutoff) { start = i + 1; break; }
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}
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return { start, end: DATA.times.length };
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}
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function buildDetailCandles(startIdx, endIdx) {
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lastDetailStart = startIdx;
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const end = endIdx || DATA.times.length;
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document.getElementById("detail-wrap").style.display = detailVisible ? "block" : "none";
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const wrap = document.getElementById("detail");
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wrap.innerHTML = "";
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const priceAxisW = yAxisLabelWidth();
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detailChart = LightweightCharts.createChart(wrap, {
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layout: { background: { color: "#fff" }, textColor: "#333", fontSize: 14 },
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grid: { vertLines: { color: "#eee" }, horzLines: { color: "#eee" } },
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rightPriceScale: { visible: false },
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leftPriceScale: {
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borderVisible: true,
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minimumWidth: priceAxisW,
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scaleMargins: { top: 0.08, bottom: 0.08 },
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},
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timeScale: { timeVisible: true, secondsVisible: false },
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width: wrap.clientWidth,
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height: 360,
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});
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detailSeries = detailChart.addCandlestickSeries({
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priceScaleId: "left",
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upColor: "#c62828", downColor: "#1565c0",
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borderUpColor: "#c62828", borderDownColor: "#1565c0",
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wickUpColor: "#c62828", wickDownColor: "#1565c0",
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});
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const candles = [];
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for (let i = startIdx; i < end; i++) {
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candles.push({
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time: DATA.times[i],
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open: DATA.open[i], high: DATA.high[i],
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low: DATA.low[i], close: DATA.close[i],
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});
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}
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detailSeries.setData(candles);
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const t0 = DATA.times[startIdx];
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const t1 = DATA.times[end - 1];
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const markers = [];
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if (DATA.sim_start_marker) {
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const sm = DATA.sim_start_marker;
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if (sm.time >= t0 && sm.time <= t1) markers.push({
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time: sm.time, position: "aboveBar",
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color: SIM_START_COLOR, shape: "arrowDown", size: 6,
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text: sm.label || "거래시작",
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});
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}
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if (showMarkers) {
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DATA.buy_markers.forEach(m => {
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if (m.time >= t0 && m.time <= t1) markers.push({
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time: m.time, position: "belowBar",
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color: m.signal_type === "breakout" ? "#ef6c00"
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: m.signal_type === "div_bull" ? "#7b1fa2" : "#2e7d32",
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shape: "arrowUp", size: 10,
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text: "B" + m.marker_id + markerSuffix(m.signal_type),
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});
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});
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DATA.sell_markers.forEach(m => {
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if (m.time >= t0 && m.time <= t1) markers.push({
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time: m.time, position: "aboveBar",
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color: m.signal_type === "div_bear" ? "#7b1fa2" : "#c62828",
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shape: "arrowDown", size: 10,
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text: "S" + m.marker_id + markerSuffix(m.signal_type),
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});
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});
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}
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markers.sort((a, b) => a.time - b.time);
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detailSeries.setMarkers(markers);
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detailChart.timeScale().fitContent();
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}
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function setActive(btnId) {
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document.querySelectorAll(".btn-period").forEach(b => b.classList.remove("active"));
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const el = document.getElementById(btnId);
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if (el) el.classList.add("active");
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}
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function goHome() {
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currentMode = "overview";
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setActive("btn-all");
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document.getElementById("overview").style.display = "block";
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if (!overviewPlot) buildOverview(false);
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else fitOverview();
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document.getElementById("status").textContent =
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`전체 ${DATA.bar_count.toLocaleString()}봉 | 드래그=줌, 더블클릭=리셋`;
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}
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function nearestSellAfter(buyTime) {
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let best = null;
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for (const s of DATA.sell_markers) {
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if (s.time >= buyTime && (!best || s.time < best.time)) best = s;
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}
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return best || DATA.sell_markers[DATA.sell_markers.length - 1];
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}
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function jumpToLeg(idx) {
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const total = DATA.buy_markers.length;
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if (!total) return;
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currentLegIdx = Math.max(0, Math.min(idx, total - 1));
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updateLegInfo();
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const buy = DATA.buy_markers[currentLegIdx];
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const sell = nearestSellAfter(buy.time);
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const span = sell ? Math.max(sell.time - buy.time, 86400) : 86400 * 3;
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const pad = span * 0.4;
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const vmin = buy.time - pad;
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const vmax = (sell ? sell.time : buy.time) + pad;
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currentMode = "overview";
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setActive("btn-all");
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document.getElementById("overview").style.display = "block";
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if (!overviewPlot) buildOverview(false);
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setOverviewXRange(vmin, vmax);
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let start = 0;
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for (let i = 0; i < DATA.times.length; i++) {
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if (DATA.times[i] >= vmin) { start = i; break; }
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}
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let end = DATA.times.length;
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for (let i = DATA.times.length - 1; i >= 0; i--) {
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if (DATA.times[i] <= vmax) { end = i + 1; break; }
|
||
}
|
||
const buyLabel = buy.signal_type === "pullback" ? "눌림목 매수"
|
||
: buy.signal_type === "breakout" ? "돌파 매수"
|
||
: buy.signal_type === "div_bull" ? "다이버전스 매수" : "스윙 매수";
|
||
document.getElementById("detail-title").textContent =
|
||
`B${buy.marker_id} ${buyLabel} — ${new Date(buy.time * 1000).toLocaleString("ko-KR")}`;
|
||
buildDetailCandles(start, end);
|
||
const sellText = sell ? ` → 매도 ${fmtPrice(sell.price)}` : "";
|
||
document.getElementById("status").textContent =
|
||
`B${buy.marker_id} ${buyLabel} ${fmtPrice(buy.price)}${sellText}`;
|
||
}
|
||
|
||
function showPeriod(days, btnId, label) {
|
||
currentMode = "detail";
|
||
setActive(btnId);
|
||
detailVisible = true;
|
||
document.getElementById("btn-toggle-detail").textContent = "상세 숨김";
|
||
const { start } = sliceLastDays(days);
|
||
document.getElementById("detail-title").textContent =
|
||
`${label} 3분봉 캔들 (${(DATA.times.length - start).toLocaleString()}봉)`;
|
||
buildDetailCandles(start);
|
||
document.getElementById("overview").style.display = "block";
|
||
if (!overviewPlot) buildOverview(false);
|
||
const t0 = DATA.times[start];
|
||
setOverviewXRange(t0, DATA.times[DATA.times.length - 1]);
|
||
document.getElementById("status").textContent = `${label} 구간 표시`;
|
||
}
|
||
|
||
function applyZoom(factor) {
|
||
if (currentMode === "detail" && detailChart) {
|
||
const ts = detailChart.timeScale();
|
||
const r = ts.getVisibleLogicalRange();
|
||
if (!r) return;
|
||
const mid = (r.from + r.to) / 2;
|
||
const half = Math.max((r.to - r.from) * factor / 2, 10);
|
||
ts.setVisibleLogicalRange({ from: mid - half, to: mid + half });
|
||
} else if (overviewPlot) {
|
||
zoomOverview(factor);
|
||
}
|
||
}
|
||
|
||
function applyFit() {
|
||
if (currentMode === "detail" && detailChart) {
|
||
detailChart.timeScale().fitContent();
|
||
} else if (overviewPlot) {
|
||
fitOverview();
|
||
}
|
||
}
|
||
|
||
|
||
|
||
function init() {
|
||
DATA = window.CHART_DATA;
|
||
if (!DATA) throw new Error("차트 데이터 JS 없음");
|
||
const m = DATA.meta;
|
||
const simMode = !!DATA.sim_pnl;
|
||
const chartDays = m.chart_lookback_days || m.lookback_days;
|
||
const gtDays = m.gt_lookback_days || m.lookback_days;
|
||
const chartLabel = chartDays >= 365 ? `${Math.round(chartDays / 365)}년` : `${chartDays}일`;
|
||
const gtLabel = gtDays >= 365 ? `${Math.round(gtDays / 365)}년` : `${gtDays}일`;
|
||
const tier = m.chart_tier ? ` ${m.chart_tier.toUpperCase()}` : "";
|
||
const simSuffix = simMode ? " · 2단계 시뮬" : "";
|
||
document.getElementById("title").textContent =
|
||
`${m.symbol} Ground Truth${tier} (${m.interval_label}) — 차트 ${chartLabel} / GT ${gtLabel}${simSuffix}`;
|
||
document.getElementById("btn-all").textContent = `전체 ${chartLabel}`;
|
||
const chartFrom = m.chart_data_from || m.data_from;
|
||
const chartTo = m.chart_data_to || m.data_to;
|
||
const tierKey = (m.chart_tier || "v3").toLowerCase();
|
||
const legend = tierKey === "v1"
|
||
? "B=스윙매수 S=스윙매도"
|
||
: tierKey === "v2"
|
||
? "B/S=스윙 B*=눌림목"
|
||
: "B/S=스윙 B*=눌림 B^=돌파 Bd/Sd=다이버전스";
|
||
const markerRange = simMode && m.sim_period_from
|
||
? `체결 ${DATA.buy_markers.length}/${DATA.sell_markers.length} · ${m.sim_period_from.slice(0, 16)} ~ ${(m.sim_period_to || chartTo).slice(0, 16)}`
|
||
: gtLabel;
|
||
const legendExtra = simMode ? " | ▼보라=거래시작" : "";
|
||
document.getElementById("meta").textContent =
|
||
`차트 ${chartFrom} ~ ${chartTo} (${DATA.bar_count.toLocaleString()}봉) | 매수 ${DATA.buy_markers.length} / 매도 ${DATA.sell_markers.length} (${markerRange}) | ${legend}${legendExtra}`;
|
||
if (simMode) {
|
||
const simDays = DATA.sim_pnl.sim_lookback_days || 1095;
|
||
const simLabel = simDays >= 365
|
||
? `최근 ${Math.round(simDays / 365)}년`
|
||
: `최근 ${simDays}일`;
|
||
const panelTitle = document.getElementById("sim-panel-title");
|
||
if (panelTitle) {
|
||
const initCash = DATA.sim_pnl?.initial_cash_krw || 0;
|
||
const initLabel = initCash ? `${Math.round(initCash).toLocaleString()}원` : "";
|
||
panelTitle.textContent = `2단계 수익 시뮬레이션 (${simLabel}${initLabel ? ` · 초기 ${initLabel}` : ""})`;
|
||
}
|
||
renderSimPanel();
|
||
}
|
||
updateLegInfo();
|
||
document.getElementById("status").textContent =
|
||
`전체 ${DATA.bar_count.toLocaleString()}봉 | 드래그=줌, 더블클릭=리셋`;
|
||
|
||
buildOverview(false);
|
||
|
||
document.getElementById("btn-home").onclick = goHome;
|
||
document.getElementById("btn-prev-leg").onclick = () => jumpToLeg(currentLegIdx - 1);
|
||
document.getElementById("btn-next-leg").onclick = () => jumpToLeg(currentLegIdx + 1);
|
||
document.getElementById("btn-all").onclick = goHome;
|
||
document.getElementById("btn-365d").onclick = () => showPeriod(365, "btn-365d", "최근 1년");
|
||
document.getElementById("btn-30d").onclick = () => showPeriod(30, "btn-30d", "최근 30일");
|
||
document.getElementById("btn-7d").onclick = () => showPeriod(7, "btn-7d", "최근 7일");
|
||
document.getElementById("btn-3d").onclick = () => showPeriod(3, "btn-3d", "최근 3일");
|
||
document.getElementById("btn-zoom-in").onclick = () => applyZoom(0.6);
|
||
document.getElementById("btn-zoom-out").onclick = () => applyZoom(1.4);
|
||
document.getElementById("btn-fit").onclick = applyFit;
|
||
document.getElementById("btn-markers").onclick = () => {
|
||
showMarkers = !showMarkers;
|
||
document.getElementById("btn-markers").textContent = showMarkers ? "마커 숨김" : "마커 표시";
|
||
if (overviewPlot) buildOverview(true);
|
||
if (detailChart) buildDetailCandles(lastDetailStart);
|
||
};
|
||
document.getElementById("btn-toggle-detail").onclick = () => {
|
||
detailVisible = !detailVisible;
|
||
document.getElementById("detail-wrap").style.display = detailVisible ? "block" : "none";
|
||
document.getElementById("btn-toggle-detail").textContent = detailVisible ? "상세 숨김" : "상세 패널";
|
||
if (detailVisible && !detailChart) {
|
||
const { start } = sliceLastDays(7);
|
||
buildDetailCandles(start);
|
||
}
|
||
};
|
||
|
||
document.getElementById("overview").addEventListener("dblclick", () => {
|
||
if (currentMode === "overview") fitOverview();
|
||
});
|
||
|
||
window.addEventListener("resize", () => {
|
||
if (overviewPlot) buildOverview(true);
|
||
});
|
||
}
|
||
try { init(); } catch (err) {
|
||
document.getElementById("status").textContent = "데이터 로드 실패: " + err;
|
||
}
|
||
</script>
|
||
</body>
|
||
</html> |