# -*- coding: utf-8 -*- """ISA 매달 100만원 — S&P500 ETF 대 나스닥100 ETF, 세금 뗀 끝 금액 (표준 라이브러리만) 자료(이 폴더 data/): SPY_1d.csv, QQQ_1d.csv 야후 close(배당 보정) · DEXKOUS.csv 미 연준 원/달러 · KR3M.csv 한국 3개월 금리 판: 매달 첫 거래일 종가에 100만원어치 삼(편도 0.1%). 만기 달 첫 거래일 종가에 평가(편도 0.1%). 세금: 일반형 ISA — 순이익 200만원 비과세, 넘는 몫 9.9%. ASOF: 2026-11 첫 거래일까지. 실행: python run_isanq.py """ import csv import json import os import statistics as st import sys try: sys.stdout.reconfigure(encoding="utf-8", errors="replace") except Exception: pass HERE = os.path.dirname(os.path.abspath(__file__)) ASOF = "2026-11" COST = 0.001 def rd(name, datecol=0, valcol=1): out = [] with open(os.path.join(HERE, "data", name), encoding="utf-8-sig", newline="") as f: r = csv.reader(f) next(r) for row in r: try: v = float(row[valcol]) except (ValueError, IndexError): continue out.append((row[datecol][:10], v)) out.sort() return out def first_of_month(px, fx): """달 첫 거래일 원화값 — 환율은 그날까지의 마지막 값.""" res, j, last, seen = {}, 0, None, set() for d, c in px: while j < len(fx) and fx[j][0] <= d: last = fx[j][1] j += 1 m = d[:7] if m in seen or last is None or c <= 0 or m > ASOF: continue seen.add(m) res[m] = c * last return res def header_idx(name, col): with open(os.path.join(HERE, "data", name), encoding="utf-8-sig", newline="") as f: return next(csv.reader(f)).index(col) FX = rd("DEXKOUS.csv") col = header_idx("SPY_1d.csv", "close") S0 = first_of_month(rd("SPY_1d.csv", 0, col), FX) N0 = first_of_month(rd("QQQ_1d.csv", 0, col), FX) IDX = sorted(set(S0) & set(N0)) S = [S0[m] for m in IDX] N = [N0[m] for m in IDX] RATE = {} for d, v in rd("KR3M.csv"): RATE[d[:7]] = v _last = None R = [] for m in IDX: if m in RATE: _last = RATE[m] R.append(_last) def tax(end, paid, free=200.0, rate=0.099): return max(end - paid - free, 0.0) * rate def acct(i0, T, w, mon=100.0): sn = ss = 0.0 for k in range(T): sn += mon * w * (1 - COST) / N[i0 + k] ss += mon * (1 - w) * (1 - COST) / S[i0 + k] pre = (sn * N[i0 + T] + ss * S[i0 + T]) * (1 - COST) paid = mon * T return pre, pre - tax(pre, paid), paid def deposit(i0, T, mon=100.0): v = 0.0 for k in range(T): rate = R[i0 + k] v = (v + mon) * (1 + (rate or 0.0) / 100 / 12) return v - tax(v, mon * T) def table(T): rows = [] for i0 in range(len(IDX) - T): pS, s, paid = acct(i0, T, 0.0) pN, n, _ = acct(i0, T, 1.0) _, h, _ = acct(i0, T, 0.5) rows.append(dict(start=IDX[i0], end=IDX[i0 + T], S=s, N=n, H=h, S_tax=pS - s, N_tax=pN - n, flip=(pN > pS) != (n > s), paid=paid, dep=deposit(i0, T) if R[i0] is not None else None)) return rows def recent_winner(i0, L=36): return "N" if N[i0] / N[i0 - L] > S[i0] / S[i0 - L] else "S" def summary(T): t = table(T) w = sum(r["N"] > r["S"] for r in t) worst = {a: min(t, key=lambda r: r[a]) for a in "SNH"} out = { "창": len(t), "나스닥승": w, "승률": round(w / len(t), 4), "가운데": {a: round(st.median(r[a] for r in t)) for a in "SNH"}, "세금가운데": {"S": round(st.median(r["S_tax"] for r in t)), "N": round(st.median(r["N_tax"] for r in t))}, "세금으로뒤집힌창": sum(r["flip"] for r in t), "최악": {a: {"금액": round(worst[a][a]), "시작": worst[a]["start"]} for a in "SNH"}, "원금미달": {a: sum(r[a] < r["paid"] for r in t) for a in "SNH"}, "닷컴밖패배": sum(r["N"] <= r["S"] and not ("1999-01" <= r["start"] <= "2002-12") for r in t), "닷컴밖창": sum(not ("1999-01" <= r["start"] <= "2002-12") for r in t), } return out, t def lookup(t, start): r = next(x for x in t if x["start"] == start) return {k: (round(v) if isinstance(v, float) else v) for k, v in r.items()} def rule_vs_nasdaq(T): """시청자 기본값 — 계좌 여는 달 직전 3년 더 오른 쪽. 그 3년 자료가 있는 달만.""" a, g, ng = 0, [], [] for i0 in range(36, len(IDX) - T): _, n, paid = acct(i0, T, 1.0) _, s, _ = acct(i0, T, 0.0) pick = n if recent_winner(i0) == "N" else s g.append(pick); ng.append(n) a += n >= pick return {"창": len(g), "나스닥이같거나더": a, "나스닥이더많음": sum(x > y for x, y in zip(ng, g)), "최근승자가더많음": sum(y > x for x, y in zip(ng, g)), "가운데_최근승자": round(st.median(g)), "가운데_나스닥": round(st.median(ng))} if __name__ == "__main__": print("구간", IDX[0], IDX[-1], len(IDX), "달") res = {} for T in (36, 60): s, t = summary(T) res[str(T)] = s print(T, json.dumps(s, ensure_ascii=False)) res[f"최근승자_{T}"] = rule_vs_nasdaq(T) print(" 최근 3년 더 오른 쪽 고르기:", json.dumps(res[f"최근승자_{T}"], ensure_ascii=False)) t60, t36 = table(60), table(36) res["사례60_최근"] = lookup(t60, t60[-1]["start"]) res["사례60_꼭대기"] = lookup(t60, "2021-11") res["사례36_닷컴"] = lookup(t36, "1999-08") res["사례36_코로나전"] = lookup(t36, "2019-12") print("사례", json.dumps({k: res[k] for k in res if k.startswith("사례")}, ensure_ascii=False)) dep = [r for r in t36 if r["dep"] is not None] res["예금36"] = {"창": len(dep), "가운데": round(st.median(r["dep"] for r in dep)), "원금미달": sum(r["dep"] < r["paid"] for r in dep)} print("예금 3년:", res["예금36"]) print("3년 패배 시작 달:", [r["start"] for r in t36 if r["N"] <= r["S"]]) print("5년 패배 시작 달:", [r["start"] for r in t60 if r["N"] <= r["S"]]) json.dump(res, open(os.path.join(HERE, "_공개코드출력.json"), "w", encoding="utf-8"), ensure_ascii=False, indent=1) def mdd(x): pk, m = x[0], 0.0 for v in x: pk = max(pk, v) m = min(m, v / pk - 1) return round(m * 100, 1) res["원화월기준_최대낙폭"] = {"S": mdd(S), "N": mdd(N)} def vol(x): r = [b / a - 1 for a, b in zip(x, x[1:])] return round(st.pstdev(r) * 100, 2) res["월변동폭"] = {"S": vol(S), "N": vol(N)} print("최대낙폭(원화·월)", res["원화월기준_최대낙폭"], "월변동폭", res["월변동폭"]) json.dump(res, open(os.path.join(HERE, "_공개코드출력.json"), "w", encoding="utf-8"), ensure_ascii=False, indent=1) res["전체배수"] = {"S": round(S[-1] / S[0], 1), "N": round(N[-1] / N[0], 1)} t60all, t36all = table(60), table(36) res["반반_사이"] = {"3년": sum(min(r["S"], r["N"]) <= r["H"] <= max(r["S"], r["N"]) for r in t36all), "5년": sum(min(r["S"], r["N"]) <= r["H"] <= max(r["S"], r["N"]) for r in t60all)} print("전체 배수", res["전체배수"], "반반이 사이", res["반반_사이"]) # 국내 상장 실물로 같은 사례(2021-11 시작 5년) — 합성 아님 cR = header_idx("133690_KS_1d.csv", "close") def mon_real(name): o = {} for d, c in rd(name, 0, cR): if d[:7] <= ASOF and c > 0: o.setdefault(d[:7], c) return o rn, rs = mon_real("133690_KS_1d.csv"), mon_real("360750_KS_1d.csv") ms = [m for m in IDX if "2021-11" <= m <= "2026-11"] def real_end(px): sh = sum(100 * (1 - COST) / px[m] for m in ms[:-1]) e = sh * px[ms[-1]] * (1 - COST) return round(e - tax(e, 100.0 * (len(ms) - 1))) res["사례_실물"] = {"S": real_end(rs), "N": real_end(rn), "달수": len(ms) - 1} print("국내 상장 실물 같은 5년:", res["사례_실물"]) json.dump(res, open(os.path.join(HERE, "_공개코드출력.json"), "w", encoding="utf-8"), ensure_ascii=False, indent=1) print("\n── 계좌별 결과 — 5년 (시작 달 · S&P500 · 나스닥100 · 반반, 세금 뗀 만원)") for r_ in t60all: print(r_["start"], round(r_["S"]), round(r_["N"]), round(r_["H"])) print("\n── 계좌별 결과 — 3년 (시작 달 · S&P500 · 나스닥100 · 반반 · 예금, 세금 뗀 만원)") for r_ in t36all: print(r_["start"], round(r_["S"]), round(r_["N"]), round(r_["H"]), round(r_["dep"])) print("\n끝.")