From 58596785aa1d3403c83b5cb942d66efcd032748a Mon Sep 17 00:00:00 2001
From: 21in7 <skawksmsduzo@gmail.com>
Date: Sat, 7 Mar 2026 00:42:53 +0900
Subject: [PATCH] feat(weekly-report): add ML trigger check and degradation
 sweep

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
---
 scripts/weekly_report.py    | 56 +++++++++++++++++++++++++++++++++++++
 tests/test_weekly_report.py | 53 +++++++++++++++++++++++++++++++++++
 2 files changed, 109 insertions(+)

diff --git a/scripts/weekly_report.py b/scripts/weekly_report.py
index 8edddba..88bc0bb 100644
--- a/scripts/weekly_report.py
+++ b/scripts/weekly_report.py
@@ -157,3 +157,59 @@ def load_trend(report_dir: str, weeks: int = 4) -> dict:
         "mdd": mdd_list,
         "pf_declining_3w": declining,
     }
+
+
+# ── ML 재학습 트리거 & 성능 저하 스윕 ─────────────────────────────
+from scripts.strategy_sweep import (
+    run_single_backtest,
+    generate_combinations,
+    PARAM_GRID,
+)
+
+ML_TRADE_THRESHOLD = 150
+
+
+def check_ml_trigger(
+    cumulative_trades: int,
+    current_pf: float,
+    pf_declining_3w: bool,
+) -> dict:
+    """ML 재학습 조건 체크. 3개 중 2개 이상 충족 시 권장."""
+    conditions = {
+        "cumulative_trades_enough": cumulative_trades >= ML_TRADE_THRESHOLD,
+        "pf_below_1": current_pf < 1.0,
+        "pf_declining_3w": pf_declining_3w,
+    }
+    met = sum(conditions.values())
+    return {
+        "conditions": conditions,
+        "met_count": met,
+        "recommend": met >= 2,
+        "cumulative_trades": cumulative_trades,
+        "threshold": ML_TRADE_THRESHOLD,
+    }
+
+
+def run_degradation_sweep(
+    symbols: list[str],
+    train_months: int,
+    test_months: int,
+    top_n: int = 3,
+) -> list[dict]:
+    """전체 파라미터 스윕을 실행하고 PF 상위 N개 대안을 반환한다."""
+    combos = generate_combinations(PARAM_GRID)
+    results = []
+
+    for params in combos:
+        try:
+            summary = run_single_backtest(symbols, params, train_months, test_months)
+            results.append({"params": params, "summary": summary})
+        except Exception as e:
+            logger.warning(f"스윕 실패: {e}")
+
+    results.sort(
+        key=lambda r: r["summary"]["profit_factor"]
+        if r["summary"]["profit_factor"] != float("inf") else 999,
+        reverse=True,
+    )
+    return results[:top_n]
diff --git a/tests/test_weekly_report.py b/tests/test_weekly_report.py
index 598e5fa..8b1639d 100644
--- a/tests/test_weekly_report.py
+++ b/tests/test_weekly_report.py
@@ -110,3 +110,56 @@ def test_load_trend_empty_dir(tmp_path):
     trend = load_trend(str(tmp_path), weeks=4)
     assert trend["pf"] == []
     assert trend["pf_declining_3w"] is False
+
+
+def test_check_ml_trigger_all_met():
+    """3개 조건 모두 충족 시 recommend=True."""
+    from scripts.weekly_report import check_ml_trigger
+
+    result = check_ml_trigger(
+        cumulative_trades=200, current_pf=0.85, pf_declining_3w=True,
+    )
+    assert result["recommend"] is True
+    assert result["met_count"] == 3
+
+
+def test_check_ml_trigger_none_met():
+    """조건 미충족 시 recommend=False."""
+    from scripts.weekly_report import check_ml_trigger
+
+    result = check_ml_trigger(
+        cumulative_trades=50, current_pf=1.5, pf_declining_3w=False,
+    )
+    assert result["recommend"] is False
+    assert result["met_count"] == 0
+
+
+def test_run_degradation_sweep_returns_top_n():
+    """스윕을 실행하고 PF 상위 N개 대안을 반환."""
+    from scripts.weekly_report import run_degradation_sweep
+    from unittest.mock import patch
+
+    fake_summaries = [
+        {"profit_factor": 1.15, "total_trades": 30, "total_pnl": 50, "return_pct": 5,
+         "win_rate": 55, "avg_win": 10, "avg_loss": -8, "max_drawdown_pct": 10,
+         "sharpe_ratio": 2.0, "total_fees": 1, "close_reasons": {}},
+        {"profit_factor": 1.08, "total_trades": 25, "total_pnl": 30, "return_pct": 3,
+         "win_rate": 50, "avg_win": 8, "avg_loss": -7, "max_drawdown_pct": 12,
+         "sharpe_ratio": 1.5, "total_fees": 1, "close_reasons": {}},
+        {"profit_factor": 0.95, "total_trades": 20, "total_pnl": -10, "return_pct": -1,
+         "win_rate": 40, "avg_win": 6, "avg_loss": -9, "max_drawdown_pct": 15,
+         "sharpe_ratio": 0.5, "total_fees": 1, "close_reasons": {}},
+    ]
+    fake_combos = [
+        {"atr_sl_mult": 1.5}, {"atr_sl_mult": 1.0}, {"atr_sl_mult": 2.0},
+    ]
+
+    with patch("scripts.weekly_report.run_single_backtest") as mock_bt:
+        mock_bt.side_effect = fake_summaries
+        with patch("scripts.weekly_report.generate_combinations", return_value=fake_combos):
+            alternatives = run_degradation_sweep(
+                symbols=["XRPUSDT"], train_months=3, test_months=1, top_n=3,
+            )
+
+    assert len(alternatives) <= 3
+    assert alternatives[0]["summary"]["profit_factor"] >= alternatives[1]["summary"]["profit_factor"]