feat(weekly-report): add data fetch and WF backtest core

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

scripts/weekly_report.py

@@ -0,0 +1,69 @@
+#!/usr/bin/env python3
+"""
+주간 전략 리포트: 데이터 수집 → WF 백테스트 → 실전 로그 → 추이 → Discord 알림.
+
+사용법:
+  python scripts/weekly_report.py
+  python scripts/weekly_report.py --skip-fetch
+  python scripts/weekly_report.py --date 2026-03-07
+"""
+import sys
+from pathlib import Path
+sys.path.insert(0, str(Path(__file__).parent.parent))
+
+import subprocess
+from datetime import date, timedelta
+
+from loguru import logger
+
+from src.backtester import WalkForwardBacktester, WalkForwardConfig
+
+
+# ── 프로덕션 파라미터 ──────────────────────────────────────────────
+SYMBOLS = ["XRPUSDT", "TRXUSDT", "DOGEUSDT"]
+PROD_PARAMS = {
+    "atr_sl_mult": 2.0,
+    "atr_tp_mult": 2.0,
+    "signal_threshold": 3,
+    "adx_threshold": 25,
+    "volume_multiplier": 2.5,
+}
+TRAIN_MONTHS = 3
+TEST_MONTHS = 1
+FETCH_DAYS = 35
+
+
+def fetch_latest_data(symbols: list[str], days: int = FETCH_DAYS) -> None:
+    """심볼별로 fetch_history.py를 subprocess로 호출하여 최신 데이터를 수집한다."""
+    script = str(Path(__file__).parent / "fetch_history.py")
+    for sym in symbols:
+        cmd = [
+            sys.executable, script,
+            "--symbol", sym,
+            "--interval", "15m",
+            "--days", str(days),
+        ]
+        logger.info(f"데이터 수집: {sym} (최근 {days}일)")
+        result = subprocess.run(cmd, capture_output=True, text=True)
+        if result.returncode != 0:
+            logger.warning(f"  {sym} 수집 실패: {result.stderr[:200]}")
+        else:
+            logger.info(f"  {sym} 수집 완료")
+
+
+def run_backtest(
+    symbols: list[str],
+    train_months: int,
+    test_months: int,
+    params: dict,
+) -> dict:
+    """현재 파라미터로 Walk-Forward 백테스트를 실행하고 결과를 반환한다."""
+    cfg = WalkForwardConfig(
+        symbols=symbols,
+        use_ml=False,
+        train_months=train_months,
+        test_months=test_months,
+        **params,
+    )
+    wf = WalkForwardBacktester(cfg)
+    return wf.run()

tests/test_weekly_report.py

@@ -0,0 +1,48 @@
+import pytest
+from unittest.mock import patch, MagicMock
+import sys
+from pathlib import Path
+sys.path.insert(0, str(Path(__file__).parent.parent))
+
+
+def test_fetch_latest_data_calls_subprocess():
+    """fetch_latest_data가 심볼별로 fetch_history.py를 호출하는지 확인."""
+    from scripts.weekly_report import fetch_latest_data
+
+    with patch("subprocess.run") as mock_run:
+        mock_run.return_value = MagicMock(returncode=0)
+        fetch_latest_data(["XRPUSDT", "TRXUSDT"], days=35)
+
+    assert mock_run.call_count == 2
+    args_0 = mock_run.call_args_list[0][0][0]
+    assert "--symbol" in args_0
+    assert "XRPUSDT" in args_0
+    assert "--days" in args_0
+    assert "35" in args_0
+
+
+def test_run_backtest_returns_summary():
+    """run_backtest가 WF 백테스트를 실행하고 결과를 반환하는지 확인."""
+    from scripts.weekly_report import run_backtest
+
+    mock_result = {
+        "summary": {
+            "total_trades": 27, "total_pnl": 217.0, "return_pct": 21.7,
+            "win_rate": 66.7, "profit_factor": 1.57, "max_drawdown_pct": 12.0,
+            "sharpe_ratio": 33.3, "avg_win": 20.0, "avg_loss": -10.0,
+            "total_fees": 5.0, "close_reasons": {},
+        },
+        "folds": [], "trades": [],
+    }
+
+    with patch("scripts.weekly_report.WalkForwardBacktester") as MockWF:
+        MockWF.return_value.run.return_value = mock_result
+        result = run_backtest(
+            symbols=["XRPUSDT"], train_months=3, test_months=1,
+            params={"atr_sl_mult": 2.0, "atr_tp_mult": 2.0,
+                    "signal_threshold": 3, "adx_threshold": 25,
+                    "volume_multiplier": 2.5},
+        )
+
+    assert result["summary"]["profit_factor"] == 1.57
+    assert result["summary"]["total_trades"] == 27