feat(report): Excel report generator + data revalidation (SPAC/REIT filter, DD cap, monotonicity)

test_setup.py

@@ -1,42 +1,55 @@
-"""시가총액 backfill: per-ticker get_market_cap_by_date 재시도"""
-import sqlite3, time
-from pykrx import stock
+"""등급역전 분석 + AAA EDF 진단"""
+import sqlite3
+import numpy as np
+from scipy.stats import norm
 
 conn = sqlite3.connect("data/edf.db")
 
-# 샘플 5개로 정확한 API 동작 확인
-tickers = ["005930", "000660", "005380", "035720", "068270"]
+# 1) 등급별 EDF 상세 확인 — 역전 여부
+print("=== 등급별 EDF 상세 (역전 확인) ===")
+rows = conn.execute("""
+    SELECT dd_rating, COUNT(*), AVG(DD), MIN(DD), MAX(DD), AVG(EDF), MIN(EDF), MAX(EDF)
+    FROM merton_results 
+    GROUP BY dd_rating
+    ORDER BY AVG(DD) DESC
+""").fetchall()
 
-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}")
+rating_order = ["AAA","AA+","AA","AA-","A+","A","A-","BBB+","BBB","BBB-",
+                "BB+","BB","BB-","B+","B","B-","CCC+","CCC","CCC-"]
 
-    # 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}")
+prev_edf = -1
+print(f"{'등급':>5} | {'N':>5} | {'DD평균':>8} | {'DD최소':>8} | {'EDF평균':>12} | {'역전':>4}")
+print("-" * 65)
+for rating in rating_order:
+    match = [r for r in rows if r[0] == rating]
+    if match:
+        r = match[0]
+        edf = r[5]
+        inversion = " !!!" if edf < prev_edf and prev_edf >= 0 else ""
+        print(f"  {r[0]:5s} | {r[1]:5d} | {r[2]:8.2f} | {r[3]:8.2f} | {edf:12.8f} | {inversion}")
+        prev_edf = edf
+
+# 2) AAA 개별 확인
+print("\n=== AAA 종목 상세 ===")
+aaa = conn.execute("""
+    SELECT mr.ticker, c.name, mr.DD, mr.EDF, mr.E, mr.D, mr.sigma_V
+    FROM merton_results mr JOIN companies c ON mr.ticker = c.ticker
+    WHERE mr.dd_rating = 'AAA'
+    ORDER BY mr.DD DESC
+    LIMIT 15
+""").fetchall()
+for r in aaa:
+    # 수동 EDF 계산
+    manual_edf = norm.cdf(-r[2])
+    print(f"  {r[0]} {r[1][:15]:15s} | DD={r[2]:8.2f} | EDF={r[3]:.2e} | manual_N(-DD)={manual_edf:.2e} | E={r[4]:.2e} D={r[5]:.2e}")
+
+# 3) AA- EDF 역전 확인 (AA-가 A+보다 높은 문제)
+print("\n=== AA- vs A+ 비교 ===")
+for grade in ["AA-", "A+", "A", "A-"]:
+    data = conn.execute(f"""
+        SELECT AVG(DD), AVG(EDF), MIN(EDF), MAX(EDF), COUNT(*)
+        FROM merton_results WHERE dd_rating = '{grade}'
+    """).fetchone()
+    print(f"  {grade:5s}: DD평균={data[0]:.2f}, EDF평균={data[1]:.6f}, EDF범위=[{data[2]:.6f}, {data[3]:.6f}], N={data[4]}")
+
+conn.close()