feat(weekly-report): add trend tracking from previous reports

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

scripts/weekly_report.py

@@ -11,6 +11,7 @@ import sys
 from pathlib import Path
 sys.path.insert(0, str(Path(__file__).parent.parent))
 
+import json
 import re
 import subprocess
 from datetime import date, timedelta
@@ -119,3 +120,40 @@ def parse_live_trades(log_path: str, days: int = 7) -> list[dict]:
             closed_trades.append(trade)
 
     return closed_trades
+
+
+# ── 추이 추적 ────────────────────────────────────────────────────
+WEEKLY_DIR = Path("results/weekly")
+
+
+def load_trend(report_dir: str, weeks: int = 4) -> dict:
+    """이전 주간 리포트에서 PF/승률/MDD 추이를 로드한다."""
+    rdir = Path(report_dir)
+    if not rdir.exists():
+        return {"pf": [], "win_rate": [], "mdd": [], "pf_declining_3w": False}
+
+    reports = sorted(rdir.glob("report_*.json"))
+    recent = reports[-weeks:] if len(reports) >= weeks else reports
+
+    pf_list, wr_list, mdd_list = [], [], []
+    for rpath in recent:
+        try:
+            data = json.loads(rpath.read_text())
+            s = data["backtest"]["summary"]
+            pf_list.append(s["profit_factor"])
+            wr_list.append(s["win_rate"])
+            mdd_list.append(s["max_drawdown_pct"])
+        except (json.JSONDecodeError, KeyError):
+            continue
+
+    declining = False
+    if len(pf_list) >= 3:
+        last3 = pf_list[-3:]
+        declining = last3[0] > last3[1] > last3[2]
+
+    return {
+        "pf": pf_list,
+        "win_rate": wr_list,
+        "mdd": mdd_list,
+        "pf_declining_3w": declining,
+    }

tests/test_weekly_report.py

@@ -73,3 +73,40 @@ def test_parse_live_trades_empty_log(tmp_path):
 
     trades = parse_live_trades(str(tmp_path / "nonexistent.log"), days=7)
     assert trades == []
+
+
+import json
+from datetime import date, timedelta
+
+
+def test_load_trend_reads_previous_reports(tmp_path):
+    """이전 주간 리포트를 읽어 PF/승률/MDD 추이를 반환."""
+    from scripts.weekly_report import load_trend
+
+    for i, (pf, wr, mdd) in enumerate([
+        (1.31, 48.0, 9.0), (1.24, 45.0, 11.0),
+        (1.20, 44.0, 12.0), (1.18, 43.0, 14.0),
+    ]):
+        d = date(2026, 3, 7) - timedelta(weeks=3 - i)
+        report = {
+            "date": d.isoformat(),
+            "backtest": {"summary": {
+                "profit_factor": pf, "win_rate": wr, "max_drawdown_pct": mdd,
+                "total_trades": 20,
+            }},
+        }
+        (tmp_path / f"report_{d.isoformat()}.json").write_text(json.dumps(report))
+
+    trend = load_trend(str(tmp_path), weeks=4)
+    assert len(trend["pf"]) == 4
+    assert trend["pf"] == [1.31, 1.24, 1.20, 1.18]
+    assert trend["pf_declining_3w"] is True
+
+
+def test_load_trend_empty_dir(tmp_path):
+    """리포트가 없으면 빈 추이 반환."""
+    from scripts.weekly_report import load_trend
+
+    trend = load_trend(str(tmp_path), weeks=4)
+    assert trend["pf"] == []
+    assert trend["pf_declining_3w"] is False