[2026-05-27] 포맷 후 복구 설치 스크립트 추가

scripts/collect_daily_features.py

@@ -0,0 +1,84 @@
+"""
+Collect daily Korean-market features for model training.
+
+Outputs:
+    data/external/daily/YYYYMMDD/stocks.csv
+    data/external/daily/YYYYMMDD/indexes.csv
+"""
+import argparse
+import sys
+from datetime import datetime
+from pathlib import Path
+
+import pandas as pd
+
+
+ROOT = Path(__file__).resolve().parent.parent
+OUT_ROOT = ROOT / "data" / "external" / "daily"
+
+
+def _yyyymmdd(date_text: str | None) -> str:
+    if date_text:
+        return date_text.replace("-", "")
+    return datetime.now().strftime("%Y%m%d")
+
+
+def _standardize_stock_ohlcv(df: pd.DataFrame, date_yyyymmdd: str) -> pd.DataFrame:
+    df = df.reset_index()
+    columns = list(df.columns)
+    rename = {columns[0]: "ticker"}
+    standard = ["open", "high", "low", "close", "volume", "amount", "change_pct"]
+    for source, target in zip(columns[1:], standard):
+        rename[source] = target
+    df = df.rename(columns=rename)
+    df.insert(0, "date", date_yyyymmdd)
+    return df[[c for c in ["date", "ticker", *standard] if c in df.columns]]
+
+
+def _standardize_index_row(row: dict, date_yyyymmdd: str, code: str, name: str) -> dict:
+    values = list(row.values())
+    keys = ["open", "high", "low", "close", "volume", "amount", "change_pct"]
+    out = {"date": date_yyyymmdd, "code": code, "name": name}
+    for key, value in zip(keys, values):
+        out[key] = value
+    return out
+
+
+def collect_with_pykrx(date_yyyymmdd: str, out_dir: Path):
+    try:
+        from pykrx import stock
+    except ImportError as exc:
+        raise RuntimeError("pykrx is not installed. Install requirements first.") from exc
+
+    stocks_raw = stock.get_market_ohlcv_by_ticker(date_yyyymmdd, market="ALL")
+    stocks = _standardize_stock_ohlcv(stocks_raw, date_yyyymmdd)
+    stocks.to_csv(out_dir / "stocks.csv", index=False, encoding="utf-8-sig")
+
+    index_rows = []
+    for code, name in (("1001", "KOSPI"), ("2001", "KOSDAQ")):
+        try:
+            df = stock.get_index_ohlcv_by_date(date_yyyymmdd, date_yyyymmdd, code)
+            if not df.empty:
+                index_rows.append(_standardize_index_row(df.iloc[-1].to_dict(), date_yyyymmdd, code, name))
+        except Exception as exc:
+            print(f"index fetch failed {name}: {exc}", file=sys.stderr)
+
+    pd.DataFrame(index_rows).to_csv(out_dir / "indexes.csv", index=False, encoding="utf-8-sig")
+    return len(stocks), len(index_rows)
+
+
+def main():
+    parser = argparse.ArgumentParser()
+    parser.add_argument("--date", help="YYYY-MM-DD or YYYYMMDD. Defaults to today.")
+    args = parser.parse_args()
+
+    date_yyyymmdd = _yyyymmdd(args.date)
+    out_dir = OUT_ROOT / date_yyyymmdd
+    out_dir.mkdir(parents=True, exist_ok=True)
+
+    stock_count, index_count = collect_with_pykrx(date_yyyymmdd, out_dir)
+    print(f"saved daily features: stocks={stock_count}, indexes={index_count}, dir={out_dir}")
+
+
+if __name__ == "__main__":
+    main()