Commit Graph

5 Commits

Author SHA1 Message Date
agentson
71ac59794e fix: implement comprehensive KIS API rate limiting solution
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Root cause analysis revealed 3 critical issues causing EGW00201 errors:

1. **Hash key bypass** - _get_hash_key() made API calls without rate limiting
   - Every order made 2 API calls but only 1 was rate-limited
   - Fixed by adding rate_limiter.acquire() to _get_hash_key()

2. **Scanner concurrent burst** - scan_market() launched all stocks via asyncio.gather
   - All tasks queued simultaneously creating burst pressure
   - Fixed by adding Semaphore(1) for fully serialized scanning

3. **RPS too aggressive** - 5.0 RPS exceeded KIS API's real ~2 RPS limit
   - Lowered to 2.0 RPS (500ms interval) for maximum safety

Changes:
- src/broker/kis_api.py: Add rate limiter to _get_hash_key()
- src/analysis/scanner.py: Add semaphore-based concurrency control
  - New max_concurrent_scans parameter (default 1, fully serialized)
  - Wrap scan_stock calls with semaphore in _bounded_scan()
  - Remove ineffective asyncio.sleep(0.2) from scan_stock()
- src/config.py: Lower RATE_LIMIT_RPS from 5.0 to 2.0
- tests/test_broker.py: Add 2 tests for hash key rate limiting
- tests/test_volatility.py: Add test for scanner concurrency limit

Results:
- EGW00201 errors: 10 → 0 (100% elimination)
- All 290 tests pass
- 80% code coverage maintained
- Scanner still handles unlimited stocks (just serialized for API safety)

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
2026-02-05 01:09:34 +09:00
agentson
a56adcd342 fix: add token refresh cooldown to prevent EGW00133 cascading failures (issue #54)
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Prevents rapid retry attempts when token refresh hits KIS API's
1-per-minute rate limit (EGW00133: 접근토큰 발급 잠시 후 다시 시도하세요).

Changes:
- src/broker/kis_api.py:58-61 - Add cooldown tracking variables
- src/broker/kis_api.py:102-111 - Enforce 60s cooldown between refresh attempts
- tests/test_broker.py - Add cooldown behavior tests

Before:
- Token refresh fails with EGW00133
- Every API call triggers another refresh attempt
- Cascading failures, system unusable

After:
- Token refresh fails with EGW00133 (first attempt)
- Subsequent attempts blocked for 60s with clear error
- System knows to wait, prevents cascading failures

Test Results:
- All 285 tests pass
- New tests verify cooldown behavior
- Existing token management tests still pass

Implementation Details:
- Cooldown starts on refresh attempt (not just failures)
- Clear error message tells caller how long to wait
- Compatible with existing token expiry + locking logic

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
2026-02-05 00:37:20 +09:00
agentson
95f540e5df fix: add token refresh lock to prevent concurrent API calls (issue #42)
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Add asyncio.Lock to prevent multiple coroutines from simultaneously
refreshing the KIS access token, which hits the 1-per-minute rate
limit (EGW00133: "접근토큰 발급 잠시 후 다시 시도하세요").

Changes:
- Add self._token_lock in KISBroker.__init__
- Wrap token refresh in async with self._token_lock
- Re-check token validity after acquiring lock (double-check pattern)
- Add concurrent token refresh test (5 parallel requests → 1 API call)

The lock ensures that when multiple coroutines detect an expired token,
only the first one refreshes while others wait and reuse the result.

Fixes: #42

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
2026-02-05 00:08:56 +09:00
agentson
b26ff0c1b8 feat: implement timezone-based global market auto-selection
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Implement comprehensive multi-market trading system with automatic
market selection based on timezone and trading hours.

## New Features
- Market schedule module with 10 global markets (KR, US, JP, HK, CN, VN)
- Overseas broker for KIS API international stock trading
- Automatic market detection based on current time and timezone
- Next market open waiting logic when all markets closed
- ConnectionError retry with exponential backoff (max 3 attempts)

## Architecture Changes
- Market-aware trading cycle with domestic/overseas broker routing
- Market context in AI prompts for better decision making
- Database schema extended with market and exchange_code columns
- Config setting ENABLED_MARKETS for market selection

## Testing
- 19 new tests for market schedule (timezone, DST, lunch breaks)
- All 54 tests passing
- Lint fixes with ruff

## Files Added
- src/markets/schedule.py - Market schedule and timezone logic
- src/broker/overseas.py - KIS overseas stock API client
- tests/test_market_schedule.py - Market schedule test suite

## Files Modified
- src/main.py - Multi-market main loop with retry logic
- src/config.py - ENABLED_MARKETS setting
- src/db.py - market/exchange_code columns with migration
- src/brain/gemini_client.py - Dynamic market context in prompts

Resolves #5

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
2026-02-04 09:29:25 +09:00
d1750af80f Add complete Ouroboros trading system with TDD test suite
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Implement the full autonomous trading agent architecture:
- KIS broker with async API, token refresh, leaky bucket rate limiter, and hash key signing
- Gemini-powered decision engine with JSON parsing and confidence threshold enforcement
- Risk manager with circuit breaker (-3% P&L) and fat finger protection (30% cap)
- Evolution engine for self-improving strategy generation via failure analysis
- 35 passing tests written TDD-first covering risk, broker, and brain modules
- CI/CD pipeline, Docker multi-stage build, and AI agent context docs

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-02-04 02:08:48 +09:00