Director Todd Phillips shared the in-your-face photo Wednesday on social media, announcing filming has wrapped and it's time for him to hunker down and transform hours of footage into a movie.

Lady Gaga's hair and makeup seem to match up with a scene she filmed earlier this week ... when she was singing and dancing on the very same outdoor Bronx staircase Joaquin Phoenix danced on in the first "Joker" film.

Remember ... we previously saw Lady Gaga in full costume as Harley Quinn last month, but she was sporting a different look than this grimy version.

Before, LG was looking pretty clownish as HQ ... and both versions seem darker than Margot Robbie's take on Harley Quinn, which has been well-received in several different flicks.