#!/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 re 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() # ── 로그 파싱 패턴 ──────────────────────────────────────────────── _RE_ENTRY = re.compile( r"\[(\w+)\]\s+(LONG|SHORT)\s+진입:\s+가격=([\d.]+),\s+수량=([\d.]+),\s+SL=([\d.]+),\s+TP=([\d.]+)" ) _RE_CLOSE = re.compile( r"\[(\w+)\]\s+청산 감지\((\w+)\):\s+exit=([\d.]+),\s+rp=([\d.-]+),\s+commission=([\d.]+),\s+net_pnl=([\d.-]+)" ) _RE_TIMESTAMP = re.compile(r"^(\d{4}-\d{2}-\d{2})\s") def parse_live_trades(log_path: str, days: int = 7) -> list[dict]: """봇 로그에서 최근 N일간의 진입/청산 기록을 파싱한다.""" path = Path(log_path) if not path.exists(): return [] cutoff = (date.today() - timedelta(days=days)).isoformat() open_trades: dict[str, dict] = {} closed_trades: list[dict] = [] for line in path.read_text().splitlines(): m_ts = _RE_TIMESTAMP.match(line) if m_ts and m_ts.group(1) < cutoff: continue m = _RE_ENTRY.search(line) if m: sym, side, price, qty, sl, tp = m.groups() open_trades[sym] = { "symbol": sym, "side": side, "entry_price": float(price), "quantity": float(qty), "sl": float(sl), "tp": float(tp), "entry_time": m_ts.group(1) if m_ts else "", } continue m = _RE_CLOSE.search(line) if m: sym, reason, exit_price, rp, commission, net_pnl = m.groups() trade = open_trades.pop(sym, {"symbol": sym, "side": "UNKNOWN"}) trade.update({ "close_reason": reason, "exit_price": float(exit_price), "expected_pnl": float(rp), "commission": float(commission), "net_pnl": float(net_pnl), "exit_time": m_ts.group(1) if m_ts else "", }) closed_trades.append(trade) return closed_trades