- ensemble.predict() 가 chronos_raw / lgbm_raw 를 함께 반환
- predict_and_store() 가 매 호출마다 3종 행 적재:
model='ensemble' (user_triggered=인자)
model='chronos' (user_triggered=FALSE, shadow)
model='lgbm' (user_triggered=FALSE, shadow)
- retrain_weekly.adjust_weights(): 최근 30일 prediction_outcomes 의
chronos vs lgbm hit_rate 로 ensemble_weights upsert
w_chronos = clamp(0.1, hr_c/(hr_c+hr_l), 0.9), w_lgbm = 1 - w_chronos
모델별 표본 < 10 이면 기본값(0.6/0.4) 유지
- API 응답에 saved_shadow_ids 추가 (TS 타입도 동기화)
- README: 동작 모델 메모 섹션을 실제 구현과 일치하도록 갱신
리뷰어 지적 3번 (ensemble_weights 가 영원히 갱신 안됨, upsert_weights 미호출) 해결.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
180 lines
4.4 KiB
TypeScript
180 lines
4.4 KiB
TypeScript
// Backend API client.
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// NEXT_PUBLIC_API_BASE 는 docker-compose 에서 http://localhost:8000 으로 주입됨.
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const RAW_BASE = process.env.NEXT_PUBLIC_API_BASE ?? "http://localhost:8000";
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export const API_BASE = RAW_BASE.replace(/\/$/, "");
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export type Symbol = {
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code: string;
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name: string;
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market: string;
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sector: string | null;
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is_seed: boolean;
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};
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export type SymbolSearch = {
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q: string;
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count: number;
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items: Symbol[];
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};
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export type OhlcvPoint = {
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date: string;
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open: number | null;
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high: number | null;
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low: number | null;
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close: number | null;
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volume: number | null;
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};
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export type SentimentPoint = {
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date: string;
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n_articles: number;
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mean_score: number | null;
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weighted_score: number | null;
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};
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export type TradingValuePoint = {
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date: string;
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foreign_net: number | null;
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institution_net: number | null;
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individual_net: number | null;
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};
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export type ChartPayload = {
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code: string;
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name: string;
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market: string;
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range: { from: string; to: string };
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ohlcv: OhlcvPoint[];
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sentiment: SentimentPoint[];
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trading_value: TradingValuePoint[];
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};
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export type PredictionStep = {
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horizon: number;
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target_idx?: number;
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point_close: number;
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ci_low: number;
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ci_high: number;
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prob_up: number;
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prob_flat: number;
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prob_down: number;
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direction: "up" | "flat" | "down";
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expected_return: number;
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target_date?: string;
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};
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export type PredictResponse = {
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code: string;
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base_date: string;
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base_close: number;
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sources_used: string[];
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steps: PredictionStep[];
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saved_prediction_ids: number[];
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saved_shadow_ids?: { chronos: number[]; lgbm: number[] };
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user_triggered: boolean;
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};
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export type LatestPredictionStep = {
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predicted_at: string | null;
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target_date: string;
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horizon: number;
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direction: "up" | "flat" | "down" | string;
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prob_up: number | null;
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prob_flat: number | null;
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prob_down: number | null;
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expected_return: number | null;
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point_close: number | null;
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ci_low: number | null;
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ci_high: number | null;
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user_triggered: boolean;
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features_snapshot: unknown;
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};
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export type LatestPredictionResponse = {
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code: string;
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name?: string;
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found: boolean;
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base_date?: string;
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base_close?: number | null;
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steps: LatestPredictionStep[];
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};
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export type MetricsRow = {
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model: string;
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horizon: number;
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n: number;
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hit_rate: number | null;
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mae: number | null;
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};
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export type MetricsResponse = {
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code?: string;
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name?: string;
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window_days: number;
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range: { from: string; to: string };
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by_model_horizon: MetricsRow[];
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};
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export type NewsItem = {
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source: string;
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published_at: string | null;
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title: string;
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url: string;
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sentiment_score: number | null;
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sentiment_label: string | null;
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};
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export type NewsResponse = {
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code: string;
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name: string;
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count: number;
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items: NewsItem[];
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};
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async function getJson<T>(path: string, init?: RequestInit): Promise<T> {
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const res = await fetch(`${API_BASE}${path}`, {
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...init,
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headers: {
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Accept: "application/json",
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...(init?.headers ?? {}),
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},
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cache: "no-store",
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});
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if (!res.ok) {
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const text = await res.text().catch(() => "");
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throw new Error(`API ${path} → ${res.status} ${text || res.statusText}`);
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}
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return (await res.json()) as T;
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}
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export const api = {
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search: (q: string, seedOnly = false, limit = 20) =>
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getJson<SymbolSearch>(
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`/api/symbols/search?q=${encodeURIComponent(q)}&limit=${limit}&seed_only=${seedOnly}`,
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),
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getSymbol: (code: string) => getJson<Symbol>(`/api/symbols/${encodeURIComponent(code)}`),
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getChart: (code: string, days = 180) =>
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getJson<ChartPayload>(`/api/chart/${encodeURIComponent(code)}?days=${days}`),
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predict: (code: string, horizons = "1,3,5") =>
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getJson<PredictResponse>(
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`/api/predict/${encodeURIComponent(code)}?horizons=${encodeURIComponent(horizons)}`,
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{ method: "POST" },
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),
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latestPrediction: (code: string) =>
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getJson<LatestPredictionResponse>(`/api/predict/${encodeURIComponent(code)}/latest`),
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metrics: (code: string, windowDays = 30) =>
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getJson<MetricsResponse>(
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`/api/metrics/${encodeURIComponent(code)}?window_days=${windowDays}`,
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),
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overallMetrics: (windowDays = 30) =>
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getJson<MetricsResponse>(`/api/metrics?window_days=${windowDays}`),
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news: (code: string, limit = 20, source?: string) =>
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getJson<NewsResponse>(
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`/api/news/${encodeURIComponent(code)}?limit=${limit}${
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source ? `&source=${encodeURIComponent(source)}` : ""
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}`,
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),
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};
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