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confirm_sell_backtest.py

@@ -19,7 +19,9 @@ import sys, ssl
 import pandas as pd
 import numpy as np
 import FinanceDataReader as fdr
-from datetime import datetime, timedelta
+from datetime import datetime, timedelta, timezone
+
+_KST = timezone(timedelta(hours=9))
 
 ssl._create_default_https_context = ssl._create_unverified_context
 if sys.platform == 'win32':
@@ -39,15 +41,10 @@ TICKERS = {
     ],
     'KOSDAQ': [
         # '247540', '086520', '196170', '028300', '348370',
-        # '058470', '068760', '263750', '035900', 
-        # '277810',
-        '234690',
+        # '058470', '068760', '263750', '035900', '277810',
         # '041510', '035760', '112040', '293490', '145020',
-        # '039030', '240810', '357780', 
-        # '403870', 
-        # '121600',
-        # '399720',
-        # '234340',
+        # '039030', '240810', '357780', '403870', '121600',
+        '399720',
     ],
 }
 
@@ -80,8 +77,12 @@ ANALYZE_TO   = None      # None=오늘
 #    잘못 잡아 매도시점이 달라지는 버그가 생김 -> 그래서 DATA_START 는 고정.)
 DATA_START   = '2018-01-01'   # 고정. 더 과거를 보려면 이 날짜만 앞당기면 됨.
 
-_to_dt = datetime.strptime(ANALYZE_TO, '%Y-%m-%d') if ANALYZE_TO else datetime.today()
-ANALYZE_TO = _to_dt.strftime('%Y-%m-%d')
+
+def _end_date():
+    """데이터 끝날짜. ANALYZE_TO=None이면 매번 '지금 KST 오늘'로 계산(앱 켜둬도 최신)."""
+    if ANALYZE_TO:
+        return ANALYZE_TO
+    return datetime.now(_KST).strftime('%Y-%m-%d')
 
 
 # =============================================
@@ -103,8 +104,9 @@ def _trailing_peaks(stock, index, win):
     return pk, ipk
 
 
-def find_confirmed_sells(stock, index, dates, start_pos):
+def find_confirmed_sells(stock, index, dates, start_pos, return_state=False):
     """확정매도(2차) 찾기 — 단계별 누적 하락 + 하루 이격 급변 점프.
+       return_state=True면 (sells, jumps, state) 반환. state=현재(마지막) 단계/이격.
        고점 = '최근 PEAK_WINDOW(252) 거래일 내 최고점' (트레일링).
        단계: flagON(대기) -> 1차(확정) -> 2차flagON(대기) -> 2차매도(확정)
        - 평소: 직전 단계보다 이격 MIN_DEEPEN(2.5%p)+ 더 깊으면 다음 단계
@@ -180,6 +182,13 @@ def find_confirmed_sells(stock, index, dates, start_pos):
                     sells.append({'i': t, 'price': st, 'div': div, 'date': dates[t]})
                 sold = True
         prev_div = div
+    if return_state:
+        last = n - 1
+        cur_div = (float(stock[last]) / float(twpk[last]) - 1) \
+                  - ((float(index[last]) / float(twip[last]) - 1) if twip[last] else 0.0)
+        state = {'stage': stage, 'stage_name': _SNAME.get(stage, '?'),
+                 'div': cur_div, 'sold': sold}
+        return sells, jumps, state
     return sells, jumps
 
 
@@ -220,7 +229,7 @@ def protected(stock, i, price):
 
 def load_one(ticker, market):
     try:
-        sdf = fdr.DataReader(ticker, DATA_START, ANALYZE_TO)
+        sdf = fdr.DataReader(ticker, DATA_START, _end_date())
     except Exception:
         return None
     if not isinstance(sdf, pd.DataFrame) or 'Close' not in sdf.columns or len(sdf) == 0:
@@ -229,7 +238,7 @@ def load_one(ticker, market):
     idf = None
     for c in (idx_code, '^' + idx_code):
         try:
-            t = fdr.DataReader(c, DATA_START, ANALYZE_TO)
+            t = fdr.DataReader(c, DATA_START, _end_date())
             if isinstance(t, pd.DataFrame) and 'Close' in t.columns and len(t) > 0:
                 idf = t; break
         except Exception:
@@ -261,7 +270,7 @@ def pct(a, b):
 
 def main():
     print("=" * 88)
-    print(f"이격 재확인 백테스트 [lower-low] | {ANALYZE_FROM} ~ {ANALYZE_TO} | 종목 "
+    print(f"이격 재확인 백테스트 [lower-low] | {ANALYZE_FROM} ~ {_end_date()} | 종목 "
           f"{sum(len(v) for v in TICKERS.values())}개")
     print(f"규칙: 고점=최근{PEAK_WINDOW}일내최고 | 단계누적({MIN_DEEPEN*100:.1f}%p+) | 하루급변({DAILY_JUMP*100:.0f}%p)점프 | 1차~2차 22일내 | 회복시재시작")
     print(f"채점: 관찰 {LOOK_AHEAD}일 | E율=240이탈(조기경보) | P율=매도가대비 {PROTECT_DROP*100:.0f}% 추가하락 회피")