최초 프로젝트 업로드 (Script Auto Commit)

test_compare_signals.py

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+import data_manager
+import strategy
+import pandas as pd
+
+# 선택할 티커 (data_cache에 있어야 함)
+TICKER = '000660.KS'  # 예: SK하이닉스
+START = '2022-01-01'
+END = '2023-12-31'
+
+print('Loading', TICKER)
+df = data_manager.get_stock_data(TICKER, START, END)
+print('raw rows:', len(df))
+
+df = df.dropna()
+print('clean rows:', len(df))
+
+# Precompute LAST_PEAK if not present
+if 'LAST_PEAK' not in df.columns:
+    df['LAST_PEAK'] = strategy.compute_last_peak_series(df)
+
+# Vectorized signals
+vec = strategy.compute_buy_signals_vectorized(df)
+vec_buy_dates = vec[vec['BUY_SIGNAL'] == True].index.tolist()
+print('Vectorized buy count:', len(vec_buy_dates))
+
+# Iterative check_buy_signal
+iter_buys = []
+for i in range(1, len(df)):
+    today = df.iloc[i]
+    yesterday = df.iloc[i-1]
+    history = df.iloc[:i+1]
+    ok, sl, stype = strategy.check_buy_signal(today, yesterday, history)
+    if ok:
+        iter_buys.append((history.index[i], sl, stype))
+
+print('Iterative buy count:', len(iter_buys))
+
+# Compare dates
+iter_dates = [d[0] for d in iter_buys]
+only_iter = sorted(set(iter_dates) - set(vec_buy_dates))
+only_vec = sorted(set(vec_buy_dates) - set(iter_dates))
+
+print('Only iterative but not vectorized:', len(only_iter))
+for d in only_iter[:10]:
+    print('  -', d)
+
+print('Only vectorized but not iterative:', len(only_vec))
+for d in only_vec[:10]:
+    print('  -', d)
+
+# Compare stop loss differences for common dates
+common = sorted(set(iter_dates).intersection(set(vec_buy_dates)))
+print('Common buy dates:', len(common))
+for d in common[:10]:
+    iter_sl = next(sl for (dt, sl, st) in iter_buys if dt == d)
+    vec_sl = vec.loc[d, 'STOP_LOSS_PRICE']
+    print(d, 'iter_sl=', iter_sl, 'vec_sl=', vec_sl)
+
+print('\nDone')