Stock-trading-programming/app/ai/evening.py

"""
app/ai/evening.py
장 후 데이터 준비 스크립트 (claude_evening 헬퍼)

Claude Code headless가 이 스크립트를 실행해 당일 매매 결과와
최근 30일 통계를 수집한 뒤, 직접 분석해 리포트를 작성한다.

실행:
    python app/ai/evening.py          # 요약 출력
    python app/ai/evening.py --print  # Claude 분석용 전체 데이터 JSON 출력
"""

import json
import math
import os
import sqlite3
import sys
from datetime import datetime, timedelta
from pathlib import Path


def _load_env():
    env_path = Path(".env")
    if not env_path.exists():
        return
    with open(env_path, encoding="utf-8") as f:
        for line in f:
            line = line.strip()
            if not line or line.startswith("#") or "=" not in line:
                continue
            k, _, v = line.partition("=")
            k = k.strip()
            v = v.strip()
            if " #" in v:
                v = v[: v.index(" #")]
            v = v.strip().strip('"').strip("'")
            if k and v and k not in os.environ:
                os.environ[k] = v


_load_env()

import sys
ROOT = Path(__file__).parent.parent.parent
if str(ROOT) not in sys.path:
    sys.path.insert(0, str(ROOT))

DB_PATH = os.getenv("DB_PATH", "data/stockbot.db")
TODAY = datetime.now().strftime("%Y-%m-%d")


def _conn():
    return sqlite3.connect(DB_PATH)


# ── 오늘 매매 내역 ────────────────────────────────────────────────────────────

def get_today_trades() -> list[dict]:
    if not Path(DB_PATH).exists():
        return []
    with _conn() as c:
        rows = c.execute(
            "SELECT ticker, name, entry_time, exit_time, entry_price, exit_price, "
            "quantity, exit_reason, pnl, fee, ai_boosted "
            "FROM trades WHERE date=? ORDER BY entry_time",
            (TODAY,),
        ).fetchall()
    cols = ["ticker", "name", "entry_time", "exit_time", "entry_price",
            "exit_price", "quantity", "exit_reason", "pnl", "fee", "ai_boosted"]
    return [dict(zip(cols, r)) for r in rows]


# ── 최근 N일 일별 요약 ────────────────────────────────────────────────────────

def get_daily_summaries(days: int = 30) -> list[dict]:
    if not Path(DB_PATH).exists():
        return []
    since = (datetime.now() - timedelta(days=days)).strftime("%Y-%m-%d")
    with _conn() as c:
        rows = c.execute(
            "SELECT date, total_trades, win_trades, lose_trades, "
            "net_pnl, max_drawdown, trading_stopped "
            "FROM daily_summary WHERE date >= ? ORDER BY date",
            (since,),
        ).fetchall()
    cols = ["date", "total_trades", "win_trades", "lose_trades",
            "net_pnl", "max_drawdown", "trading_stopped"]
    return [dict(zip(cols, r)) for r in rows]


# ── 실전 전환 조건 계산 ──────────────────────────────────────────────────────

def calc_live_ready(summaries: list[dict]) -> dict:
    """5가지 실전 전환 조건 계산"""
    trading_days = len(summaries)
    if trading_days == 0:
        return {
            "trading_days": 0, "win_rate": 0, "mdd_pct": 0,
            "sharpe": 0, "l3_count": 0, "all_pass": False,
            "details": []
        }

    total_trades = sum(s["total_trades"] for s in summaries)
    win_trades   = sum(s["win_trades"]   for s in summaries)
    win_rate     = win_trades / total_trades * 100 if total_trades else 0

    # MDD: 누적 손익 기준 최대 낙폭
    cum = 0.0
    peak = 0.0
    mdd = 0.0
    for s in summaries:
        cum += s["net_pnl"] or 0
        if cum > peak:
            peak = cum
        drawdown = (peak - cum) / max(abs(peak), 1) * 100
        if drawdown > mdd:
            mdd = drawdown

    # Sharpe: 일별 손익의 mean/std (연환산)
    daily_pnl = [s["net_pnl"] or 0 for s in summaries]
    if len(daily_pnl) >= 2:
        mean = sum(daily_pnl) / len(daily_pnl)
        variance = sum((x - mean) ** 2 for x in daily_pnl) / len(daily_pnl)
        std = math.sqrt(variance) if variance > 0 else 1
        sharpe = (mean / std) * math.sqrt(252)
    else:
        sharpe = 0.0

    # L3 발동 횟수 (trading_stopped=1인 날)
    l3_count = sum(1 for s in summaries if s.get("trading_stopped"))

    checks = [
        ("누적 운영 30거래일", trading_days >= 30,  f"{trading_days}일"),
        ("승률 > 48%",        win_rate > 48,        f"{win_rate:.1f}%"),
        ("MDD < -10%",        mdd < 10,             f"-{mdd:.1f}%"),
        ("샤프 > 1.0",        sharpe > 1.0,         f"{sharpe:.2f}"),
        ("L3 월 2회 이하",    l3_count <= 2,        f"{l3_count}회"),
    ]

    return {
        "trading_days": trading_days,
        "win_rate": round(win_rate, 1),
        "mdd_pct": round(-mdd, 1),
        "sharpe": round(sharpe, 2),
        "l3_count": l3_count,
        "all_pass": all(c[1] for c in checks),
        "details": [{"name": c[0], "pass": c[1], "value": c[2]} for c in checks],
    }


# ── 최근 로그 ─────────────────────────────────────────────────────────────────

def get_today_log_tail(lines: int = 50) -> str:
    log_path = Path("logs/stockbot.log")
    if not log_path.exists():
        return ""
    all_lines = log_path.read_text(encoding="utf-8", errors="replace").splitlines()
    today_lines = [l for l in all_lines if TODAY in l]
    return "\n".join(today_lines[-lines:])


# ── 최근 30일 리포트 목록 ─────────────────────────────────────────────────────

def get_recent_reports(days: int = 5) -> list[str]:
    reports_dir = Path("reports/daily")
    if not reports_dir.exists():
        return []
    files = sorted(reports_dir.glob("*.md"), reverse=True)[:days]
    return [f.name for f in files]


# ── 메인 ─────────────────────────────────────────────────────────────────────

def main(print_mode: bool = False):
    trades    = get_today_trades()
    summaries = get_daily_summaries(30)
    live      = calc_live_ready(summaries)
    log_tail  = get_today_log_tail(30)
    reports   = get_recent_reports(5)

    # 오늘 요약 통계
    closed = [t for t in trades if t["exit_time"]]
    wins   = [t for t in closed if (t["pnl"] or 0) > 0]
    losses = [t for t in closed if (t["pnl"] or 0) <= 0]
    net_pnl = sum(t["pnl"] or 0 for t in closed)

    summary = {
        "date": TODAY,
        "today": {
            "total_trades": len(closed),
            "wins": len(wins),
            "losses": len(losses),
            "win_rate": round(len(wins) / len(closed) * 100, 1) if closed else 0,
            "net_pnl": round(net_pnl),
            "trades": trades,
        },
        "last_30_days": {
            "trading_days": live["trading_days"],
            "win_rate": live["win_rate"],
            "mdd_pct": live["mdd_pct"],
            "sharpe": live["sharpe"],
            "l3_count": live["l3_count"],
            "daily_summaries": summaries[-10:],  # 최근 10일만 (토큰 절약)
        },
        "live_ready": live,
        "recent_reports": reports,
        "log_tail": log_tail,
    }

    if print_mode:
        print(json.dumps(summary, ensure_ascii=False, indent=2))
    else:
        # 콘솔 요약 출력
        print(f"\n[{TODAY}] 장 후 결산")
        print(f"  매매: {len(closed)}회 / 승 {len(wins)} 패 {len(losses)} "
              f"({summary['today']['win_rate']}%) / {net_pnl:+,.0f}원")
        print(f"  실전 전환: {'✅ ALL PASS' if live['all_pass'] else '❌ 미충족'}")
        for d in live["details"]:
            mark = "✅" if d["pass"] else "❌"
            print(f"    {mark} {d['name']}: {d['value']}")


if __name__ == "__main__":
    main(print_mode="--print" in sys.argv)