feat(merton): batch DD/EDF for 2385 tickers, financial sector filter (#314 #322)

test_setup.py

@@ -1,34 +1,42 @@
-"""DB stats and sample data"""
-import sqlite3
+"""시가총액 backfill: per-ticker get_market_cap_by_date 재시도"""
+import sqlite3, time
+from pykrx import stock
 
 conn = sqlite3.connect("data/edf.db")
 
-print("=== DB Stats ===")
-for t in ["companies", "market_data", "financial_data", "volatility", "merton_results"]:
-    c = conn.execute(f"SELECT COUNT(*) FROM {t}").fetchone()[0]
-    print(f"  {t}: {c:,}")
+# 샘플 5개로 정확한 API 동작 확인
+tickers = ["005930", "000660", "005380", "035720", "068270"]
 
-print("\n=== Volatility sample ===")
-rows = conn.execute("SELECT ticker, sigma_E FROM volatility ORDER BY ticker LIMIT 5").fetchall()
-for r in rows:
-    print(f"  {r[0]}: sigma_E={r[1]:.4f}")
+for tk in tickers:
+    print(f"\n=== {tk} ===")
+    
+    # Method 1: get_market_cap_by_date (fromdate, todate, ticker)
+    try:
+        cap = stock.get_market_cap_by_date("20250301", "20250307", tk)
+        time.sleep(0.3)
+        print(f"  cap_by_date: {len(cap)} rows")
+        if len(cap) > 0:
+            print(f"  columns: {list(cap.columns)}")
+            print(cap.tail(2))
+    except Exception as e:
+        print(f"  cap_by_date ERROR: {e}")
+    
+    # Method 2: get_market_fundamental_by_date
+    try:
+        fund = stock.get_market_fundamental_by_date("20250301", "20250307", tk)
+        time.sleep(0.3)
+        print(f"  fundamental: {len(fund)} rows, columns: {list(fund.columns)}")
+    except Exception as e:
+        print(f"  fundamental ERROR: {e}")
 
-print("\n=== Financial sample ===")
-rows = conn.execute("""
-    SELECT ticker, total_assets, default_point, leverage_ratio 
-    FROM financial_data WHERE total_assets IS NOT NULL 
-    ORDER BY total_assets DESC LIMIT 5
-""").fetchall()
-for r in rows:
-    dp = f"{r[2]:,.0f}" if r[2] else "N/A"
-    lev = f"{r[3]:.3f}" if r[3] else "N/A"
-    print(f"  {r[0]}: TA={r[1]:,.0f} DP={dp} LEV={lev}")
-
-# Overlap: tickers with BOTH volatility AND financial_data
-both = conn.execute("""
-    SELECT COUNT(DISTINCT v.ticker) 
-    FROM volatility v JOIN financial_data f ON v.ticker = f.ticker
-""").fetchone()[0]
-print(f"\n=== Merton 산출 가능 종목 (KRX+DART 모두 있는 종목): {both} ===")
-
-conn.close()
+    # Method 3: get_exhaustive_info
+    try:
+        cap = stock.get_market_cap_by_ticker("20250307")
+        time.sleep(0.3)
+        if tk in cap.index:
+            print(f"  cap_by_ticker: 시총={cap.loc[tk, '시가총액']:,.0f}, 주식수={cap.loc[tk, '상장주식수']:,}")
+        else:
+            print(f"  cap_by_ticker: {tk} not found, total rows={len(cap)}")
+        break  # 한번만 호출 (전체 시장 데이터)
+    except Exception as e:
+        print(f"  cap_by_ticker ERROR: {e}")