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feat: add replay calibration and exit timing analysis #32

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2 changes: 1 addition & 1 deletion .env.example
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Original file line number Diff line number Diff line change
Expand Up @@ -22,6 +22,6 @@ MODEL_MICROSTRUCTURE_ANALYST=gpt-5.4-mini
MODEL_SKEPTIC_ANALYST=gpt-5.4-mini
MODEL_KOREA_TRANSLATOR=gpt-5.4
MODEL_FINAL_JUDGE=gpt-5.4
MODEL_REPLAY_CALIBRATOR=gpt-5.4-mini
ALPHA_VANTAGE_API_KEY=
POLYGON_API_KEY=

235 changes: 226 additions & 9 deletions apps/web/components/replay/weekly-replay-client.tsx
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Original file line number Diff line number Diff line change
Expand Up @@ -14,7 +14,7 @@ const API_BASE_URL =
const REPLAY_TIMEOUT_MS = 90000;

function outcomeVariant(label: string): "ok" | "warn" | "danger" {
if (label === "강한 반응" || label === "양호") {
if (label === "강한 적중" || label === "양호") {
return "ok";
}
if (label === "보통") {
Expand All @@ -23,6 +23,16 @@ function outcomeVariant(label: string): "ok" | "warn" | "danger" {
return "danger";
}

function deviationVariant(score: number): "ok" | "warn" | "danger" {
if (score >= 0.75) {
return "danger";
}
if (score >= 0.45) {
return "warn";
}
return "ok";
}

function tierLabel(tier: string) {
return tier === "leader" ? "주도주" : "2등주";
}
Expand Down Expand Up @@ -84,7 +94,8 @@ export function WeeklyReplayClient() {
<Card className="rounded-[20px] bg-[color:var(--bg-muted)] p-5">
<p className="section-eyebrow">Loading</p>
<p className="keep-korean mt-2 text-[14px] leading-6 text-[color:var(--text-muted)]">
리플레이 데이터를 불러오는 중입니다. 최근 7거래일 미국 이벤트와 한국장 결과를 정리하고 있습니다.
리플레이 데이터를 불러오는 중입니다. 최근 7거래일 미국 이벤트, 실제 한국장 반응,
보정 분석을 함께 계산하고 있습니다.
</p>
</Card>
);
Expand All @@ -107,12 +118,12 @@ export function WeeklyReplayClient() {

return (
<>
<div className="grid gap-4 lg:grid-cols-3">
<div className="grid gap-4 xl:grid-cols-4">
<Card className="rounded-[20px] bg-[color:var(--bg-muted)] p-4">
<p className="section-eyebrow">Window</p>
<p className="keep-korean mt-2 text-[20px] font-semibold">{data.windowLabel}</p>
<p className="mt-2 text-[13px] leading-6 text-[color:var(--text-muted)]">
현재 운영 중인 추론 규칙과 동일한 방식으로 과거 구간을 재구성한 결과입니다.
현재 추론 규칙과 동일한 방식으로 최근 구간을 다시 돌린 결과입니다.
</p>
</Card>
<Card className="rounded-[20px] bg-[color:var(--bg-muted)] p-4">
Expand All @@ -133,8 +144,106 @@ export function WeeklyReplayClient() {
전체 리플레이 기준 주도주의 평균 종가 수익률입니다.
</p>
</Card>
<Card className="rounded-[20px] bg-[color:var(--bg-muted)] p-4">
<p className="section-eyebrow">Weekly Drift</p>
<p className="mt-2 text-[20px] font-semibold">
{formatScore(data.calibrationSummary.averageDeviationScore)}
</p>
<p className="mt-2 text-[13px] leading-6 text-[color:var(--text-muted)]">
의미 있는 오차 {data.calibrationSummary.daysWithMeaningfulMismatch}일 / 분석 모드{" "}
{data.calibrationSummary.analysisMode === "model_augmented" ? "모델 보강" : "규칙 기반"}
</p>
</Card>
</div>

<Card className="rounded-[24px] border border-[color:var(--border)] bg-[color:var(--bg-muted)] p-5">
<div className="flex flex-wrap items-start justify-between gap-4">
<div className="max-w-3xl">
<p className="section-eyebrow">Calibration Summary</p>
<h2 className="keep-korean mt-2 text-[22px] font-semibold leading-[1.3]">
왜 빗나갔는지와 다음 분석에서 조정할 포인트
</h2>
<p className="keep-korean mt-3 text-[14px] leading-7 text-[color:var(--text-muted)]">
{data.calibrationSummary.summary}
</p>
</div>
<div className="grid gap-2 rounded-[18px] bg-[color:var(--surface-white)] px-4 py-3 text-[13px] text-[color:var(--text-muted)]">
<p>역할 {data.calibrationSummary.role}</p>
<p>모델 {data.calibrationSummary.model}</p>
<p>신뢰도 {formatScore(data.calibrationSummary.confidence)}</p>
</div>
</div>

<div className="mt-4 flex flex-wrap gap-2">
{data.calibrationSummary.topDriverLabels.map((label) => (
<Badge key={label} variant="warn">
{label}
</Badge>
))}
</div>

<div className="mt-5 grid gap-4 xl:grid-cols-2">
<div className="rounded-[20px] bg-[color:var(--surface-white)] p-4">
<p className="text-[14px] font-semibold">권장 보정</p>
<div className="mt-3 space-y-3">
{data.calibrationSummary.suggestedAdjustments.map((action) => (
<div
key={`${action.target}-${action.adjustment}`}
className="rounded-[16px] border border-[color:var(--border)] px-4 py-3"
>
<p className="text-[13px] font-semibold">
{action.target} · {action.adjustment}
</p>
<p className="keep-korean mt-2 text-[13px] leading-6 text-[color:var(--text-muted)]">
{action.rationale}
</p>
</div>
))}
</div>
</div>

<div className="rounded-[20px] bg-[color:var(--surface-white)] p-4">
<p className="text-[14px] font-semibold">다음 확인 포인트</p>
<div className="mt-3 space-y-2">
{data.calibrationSummary.watchouts.map((item) => (
<p
key={item}
className="keep-korean rounded-[16px] border border-[color:var(--border)] px-4 py-3 text-[13px] leading-6 text-[color:var(--text-muted)]"
>
{item}
</p>
))}
</div>
</div>
</div>
</Card>

<Card className="rounded-[24px] border border-[color:var(--border)] bg-[color:var(--bg-muted)] p-5">
<div className="flex flex-wrap items-start justify-between gap-4">
<div className="max-w-3xl">
<p className="section-eyebrow">Exit Timing</p>
<h2 className="keep-korean mt-2 text-[22px] font-semibold leading-[1.3]">
시가 진입 가정 시 언제 파는 것이 가장 유리했는가
</h2>
<p className="keep-korean mt-3 text-[14px] leading-7 text-[color:var(--text-muted)]">
{data.tradeTimingSummary.summary}
</p>
</div>
<div className="grid gap-2 rounded-[18px] bg-[color:var(--surface-white)] px-4 py-3 text-[13px] text-[color:var(--text-muted)]">
<p>평균 추가 수익 {formatPct(data.tradeTimingSummary.averageExtraReturnPct)}</p>
<p>기준 5분봉 / 시가 진입 가정</p>
</div>
</div>

<div className="mt-4 flex flex-wrap gap-2">
{data.tradeTimingSummary.topSignalLabels.map((label) => (
<Badge key={label} variant="ok">
{label}
</Badge>
))}
</div>
</Card>

<div className="space-y-5">
{orderedDays.map((day) => (
<Card key={day.marketDateLabel}>
Expand All @@ -159,7 +268,7 @@ export function WeeklyReplayClient() {
<p className="keep-korean text-[14px] leading-6 text-[color:var(--text-muted)]">{day.summary}</p>
</div>

<div className="mt-5 grid gap-6 xl:grid-cols-[minmax(0,1.2fr)_minmax(340px,0.8fr)]">
<div className="mt-5 grid gap-6 xl:grid-cols-[minmax(0,1.1fr)_minmax(360px,0.9fr)]">
<div className="space-y-4">
{day.predictedThemes.length > 0 ? (
day.predictedThemes.map((theme) => (
Expand Down Expand Up @@ -197,13 +306,13 @@ export function WeeklyReplayClient() {
<div className="rounded-[18px] bg-[color:var(--bg-muted)] p-4">
<p className="text-[14px] font-semibold">예상 주도주 / 2등주</p>
<p className="keep-korean mt-2 text-[13px] leading-6 text-[color:var(--text-muted)]">
주도주: {theme.leaders.map((item) => `${item.ticker} ${item.name}`).join(", ") || "-"}
주도주 {theme.leaders.map((item) => `${item.ticker} ${item.name}`).join(", ") || "-"}
</p>
<p className="keep-korean mt-1 text-[13px] leading-6 text-[color:var(--text-muted)]">
2등주: {theme.secondTier.map((item) => `${item.ticker} ${item.name}`).join(", ") || "-"}
2등주 {theme.secondTier.map((item) => `${item.ticker} ${item.name}`).join(", ") || "-"}
</p>
<p className="keep-korean mt-3 text-[13px] leading-6 text-[color:var(--text-muted)]">
무효화 조건: {theme.invalidationCondition}
무효화 조건 {theme.invalidationCondition}
</p>
</div>
<div className="rounded-[18px] bg-[color:var(--bg-muted)] p-4">
Expand Down Expand Up @@ -241,12 +350,120 @@ export function WeeklyReplayClient() {
))
) : (
<div className="rounded-[20px] border border-dashed border-[color:var(--border)] px-4 py-6 text-[13px] text-[color:var(--text-muted)]">
해당 날짜에는 현재 규칙 기준으로 의미 있는 한국 테마 후보가 생성되지 않았습니다.
해당 날짜에는 현재 규칙 기준으로 의미 있는 한국장 테마 후보가 생성되지 않았습니다.
</div>
)}
</div>

<div className="space-y-4">
<Card className="rounded-[20px] bg-[color:var(--bg-muted)] p-4">
<div className="flex flex-wrap items-start justify-between gap-3">
<div>
<p className="text-[14px] font-semibold">오차 원인 분석</p>
<p className="keep-korean mt-2 text-[13px] leading-6 text-[color:var(--text-muted)]">
{day.calibrationReview.summary}
</p>
</div>
<Badge variant={deviationVariant(day.calibrationReview.deviationScore)}>
오차 {formatScore(day.calibrationReview.deviationScore)}
</Badge>
</div>

<div className="mt-3 flex flex-wrap gap-2">
<Badge variant={deviationVariant(day.calibrationReview.deviationScore)}>
{day.calibrationReview.mismatchLabel}
</Badge>
<Badge variant="warn">
분석 신뢰도 {formatScore(day.calibrationReview.calibrationConfidence)}
</Badge>
</div>

<div className="mt-4 space-y-3">
{day.calibrationReview.drivers.map((driver) => (
<div
key={`${day.marketDateLabel}-${driver.code}`}
className="rounded-[18px] border border-[color:var(--border)] bg-[color:var(--surface-white)] px-4 py-4"
>
<div className="flex flex-wrap items-center justify-between gap-2">
<p className="text-[13px] font-semibold">{driver.label}</p>
<Badge variant={driver.impactLabel === "높음" ? "danger" : "warn"}>
{driver.impactLabel}
</Badge>
</div>
<p className="keep-korean mt-2 text-[13px] leading-6 text-[color:var(--text-muted)]">
{driver.reason}
</p>
<p className="mt-2 text-[12px] leading-6 text-[color:var(--text-muted)]">
근거 {driver.evidence}
</p>
</div>
))}
</div>

<div className="mt-4 rounded-[18px] bg-[color:var(--surface-white)] p-4">
<p className="text-[14px] font-semibold">다음 분석에서의 보정 제안</p>
<div className="mt-3 space-y-3">
{day.calibrationReview.suggestedActions.map((action) => (
<div
key={`${day.marketDateLabel}-${action.target}-${action.adjustment}`}
className="rounded-[16px] border border-[color:var(--border)] px-4 py-3"
>
<p className="text-[13px] font-semibold">
{action.target} · {action.adjustment}
</p>
<p className="keep-korean mt-2 text-[13px] leading-6 text-[color:var(--text-muted)]">
{action.rationale}
</p>
</div>
))}
</div>
</div>
</Card>

<Card className="rounded-[20px] bg-[color:var(--bg-muted)] p-4">
<div className="flex flex-wrap items-start justify-between gap-3">
<div>
<p className="text-[14px] font-semibold">최적 매도 시점 분석</p>
<p className="keep-korean mt-2 text-[13px] leading-6 text-[color:var(--text-muted)]">
{day.tradeOptimization.executionNote}
</p>
</div>
<Badge
variant={
day.tradeOptimization.extraReturnPct !== null &&
day.tradeOptimization.extraReturnPct > 0.5
? "ok"
: "warn"
}
>
{day.tradeOptimization.chartSignal}
</Badge>
</div>

<div className="mt-4 grid gap-3 rounded-[18px] bg-[color:var(--surface-white)] p-4 text-[13px] text-[color:var(--text-muted)]">
<p>
분석 종목 {day.tradeOptimization.ticker} {day.tradeOptimization.name}
</p>
<p>{day.tradeOptimization.entryAssumption}</p>
<p>
최적 매도 시점 {day.tradeOptimization.bestExitTimeLabel ?? "-"} / 최고 수익률{" "}
{day.tradeOptimization.bestExitReturnPct !== null
? formatPct(day.tradeOptimization.bestExitReturnPct)
: "-"}
</p>
<p>
종가 보유 수익률{" "}
{day.tradeOptimization.closeReturnPct !== null
? formatPct(day.tradeOptimization.closeReturnPct)
: "-"}{" "}
/ 추가 확보 가능 수익{" "}
{day.tradeOptimization.extraReturnPct !== null
? formatPct(day.tradeOptimization.extraReturnPct)
: "-"}
</p>
</div>
</Card>

<Card className="rounded-[20px] bg-[color:var(--bg-muted)] p-4">
<p className="text-[14px] font-semibold">근거 이벤트</p>
<div className="mt-3 space-y-3">
Expand Down
60 changes: 59 additions & 1 deletion packages/contracts/src/index.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -153,6 +153,29 @@ export const WeeklyReplayPayloadSchema = z.object({
positiveHitDays: z.number(),
avgLeaderCloseReturnPct: z.number()
}),
calibrationSummary: z.object({
analysisMode: z.string(),
role: z.string(),
model: z.string(),
summary: z.string(),
daysWithMeaningfulMismatch: z.number(),
averageDeviationScore: z.number(),
topDriverLabels: z.array(z.string()),
suggestedAdjustments: z.array(
z.object({
target: z.string(),
adjustment: z.string(),
rationale: z.string()
})
),
watchouts: z.array(z.string()),
confidence: z.number()
}),
tradeTimingSummary: z.object({
summary: z.string(),
averageExtraReturnPct: z.number(),
topSignalLabels: z.array(z.string())
}),
days: z.array(
z.object({
marketDateLabel: z.string(),
Expand Down Expand Up @@ -212,7 +235,42 @@ export const WeeklyReplayPayloadSchema = z.object({
url: z.string()
})
),
summary: z.string()
summary: z.string(),
calibrationReview: z.object({
mismatchLabel: z.string(),
deviationScore: z.number(),
calibrationConfidence: z.number(),
summary: z.string(),
drivers: z.array(
z.object({
code: z.string(),
label: z.string(),
impactLabel: z.string(),
reason: z.string(),
evidence: z.string()
})
),
suggestedActions: z.array(
z.object({
target: z.string(),
adjustment: z.string(),
rationale: z.string()
})
)
}),
tradeOptimization: z.object({
availabilityLabel: z.string(),
ticker: z.string(),
name: z.string(),
barInterval: z.string(),
entryAssumption: z.string(),
bestExitTimeLabel: z.string().nullable(),
bestExitReturnPct: z.number().nullable(),
closeReturnPct: z.number().nullable(),
extraReturnPct: z.number().nullable(),
chartSignal: z.string(),
executionNote: z.string()
})
})
)
});
Expand Down
1 change: 1 addition & 0 deletions scripts/seed_reference_data.py
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Original file line number Diff line number Diff line change
Expand Up @@ -74,6 +74,7 @@
("skeptic_analyst", "gpt-5.4-mini"),
("korea_translator", "gpt-5.4"),
("final_judge", "gpt-5.4"),
("replay_calibrator", "gpt-5.4-mini"),
]

THEME_MAPS = [
Expand Down
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