dsyoon
2cb67c42b3
3분~일봉 GT 타점 분석(03c), leg 체결 순서 수정, 총자산 90% 검증 루프, walk-forward Go/No-Go 시뮬, monitor·live_trader 및 reference 문서를 포함한다. Co-authored-by: Cursor <cursoragent@cursor.com>
90 lines
3.1 KiB
Python
90 lines
3.1 KiB
Python
"""
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general_analysis 실행 진입점.
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python scripts/03_analyze_trades.py
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python scripts/03_analyze_trades.py --limit 20 # 테스트용 타점 수 제한
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"""
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from __future__ import annotations
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import argparse
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import json
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from pathlib import Path
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from config import CHART_LOOKBACK_DAYS, SYMBOL
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from deepcoin.analysis.general_analysis_config import (
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DEFAULT_OUTPUT_CSV,
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DEFAULT_OUTPUT_HTML,
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DEFAULT_TRADES_FILE,
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)
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from deepcoin.analysis.general_analysis_report import write_analysis_report
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from deepcoin.analysis.general_analysis_snapshot import export_trade_snapshots
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from deepcoin.ops.monitor import Monitor
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from deepcoin.data.mtf_bb import load_frames_from_db
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def main() -> None:
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"""ground truth 타점 MTF general_analysis 스냅샷 생성."""
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parser = argparse.ArgumentParser(description="general_analysis MTF 타점 분석")
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parser.add_argument("--limit", type=int, default=0, help="타점 수 제한 (0=전체)")
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parser.add_argument("--trades", type=str, default=DEFAULT_TRADES_FILE)
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parser.add_argument("--csv", type=str, default=DEFAULT_OUTPUT_CSV)
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parser.add_argument("--html", type=str, default=DEFAULT_OUTPUT_HTML)
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args = parser.parse_args()
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from deepcoin.paths import REPORTS_ANALYSIS
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trades_path = Path(args.trades)
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data = json.loads(trades_path.read_text(encoding="utf-8"))
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trades = data.get("trades") or []
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if args.limit > 0:
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trades = trades[: args.limit]
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print(f"테스트 모드: 타점 {args.limit}건만")
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import sys
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import time
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print(f"=== 03b GT 타점 MTF 분석 {SYMBOL} (lookback {CHART_LOOKBACK_DAYS}일) ===")
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print(f" 간격: 3,5,10,15,30,60,240,1440분 (1분 제외) · 타점 {len(trades)}건")
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sys.stdout.flush()
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t0 = time.time()
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print("[03b] Phase 0: DB에서 8TF OHLCV 로드...")
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sys.stdout.flush()
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mon = Monitor(cooldown_file=None)
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frames = load_frames_from_db(mon, SYMBOL, lookback_days=CHART_LOOKBACK_DAYS)
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if not frames:
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raise RuntimeError("coins.db 데이터 없음")
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for iv in (3, 5, 10, 15, 30, 60, 240, 1440):
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df = frames.get(iv)
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n = len(df) if df is not None else 0
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print(f" WLD_{iv}: {n:,}봉")
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print(f"[03b] Phase 0 완료 ({time.time() - t0:.0f}초)")
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sys.stdout.flush()
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# limit 시 임시 trades 파일
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if args.limit > 0:
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tmp = REPORTS_ANALYSIS / "_ga_trades_subset.json"
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tmp.parent.mkdir(exist_ok=True)
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subset = {**data, "trades": trades}
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tmp.write_text(json.dumps(subset, ensure_ascii=False), encoding="utf-8")
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trades_path = tmp
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from deepcoin.analysis.general_analysis_snapshot import build_trade_mtf_snapshots
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csv_path = Path(args.csv)
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df = build_trade_mtf_snapshots(frames, trades)
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csv_path.parent.mkdir(parents=True, exist_ok=True)
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df.to_csv(csv_path, index=False, encoding="utf-8-sig")
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print(f"저장: {csv_path} ({len(df)}행 × {len(df.columns)}열)")
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write_analysis_report(csv_path, Path(args.html))
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from deepcoin.matching.gt_mtf_profile import run_gt_mtf_profile
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run_gt_mtf_profile(csv_path)
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print("완료.")
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if __name__ == "__main__":
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main()
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