Commit Graph

10 Commits

Author SHA1 Message Date
agentson
0146d1bf8a fix: Gemini compressed prompt 키 불일치 및 해외 스캐너 GUBN=0 수정 (#242, #243)
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- prompt_optimizer: build_compressed_prompt의 JSON 키를 act/conf/reason에서
  action/confidence/rationale로 수정 (parse_response와 일치시킴)
  → Gemini 응답 100% HOLD로 처리되던 버그 수정
- overseas: fetch_overseas_rankings의 GUBN 파라미터를 1(상승)에서 0(전체)으로 변경
  → 변동성 스캐너가 상승/하락 모두 대상으로 NASDAQ 후보 발견 가능
- test: GUBN==0 검증, build_compressed_prompt 키 이름 검증 추가

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-25 01:16:51 +09:00
agentson
6b74e4cc77 feat: 해외주식 미체결 주문 감지 및 처리 (#229)
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- OverseasBroker에 get_overseas_pending_orders (TTTS3018R, 실전전용)
  및 cancel_overseas_order (거래소별 TR_ID, hashkey 필수) 추가
- TelegramClient에 notify_unfilled_order 추가
  (BUY취소=MEDIUM, SELL미체결=HIGH 우선순위)
- handle_overseas_pending_orders 함수 추가:
  · BUY 미체결 → 취소 + 쿨다운 설정
  · SELL 미체결 → 취소 후 -0.4% 재주문 (최대 1회)
  · 미국 거래소(NASD/NYSE/AMEX) 중복 조회 방지
- daily/realtime 두 모드 모두 market 루프 시작 전 호출
- 테스트 13개 추가 (test_overseas_broker.py 8개, test_main.py 5개)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 21:12:34 +09:00
agentson
d6a389e0b7 feat: 실전 투자 전환 — TR_ID 분기, URL, 신뢰도 임계값, 텔레그램 알림 수정 (#201~#205, #208, #214)
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- #201: 국내/해외 TR_ID 실전/모의 자동 분기
  - get_balance: TTTC8434R(실전) / VTTC8434R(모의)
  - send_order: TTTC0012U/0011U(실전) / VTTC0012U/0011U(모의) [현금주문]
  - get_overseas_balance: TTTS3012R(실전) / VTTS3012R(모의)
  - send_overseas_order: TTTT1002U/1006U(실전) / VTTT1002U/1001U(모의)
- #202: KIS_BASE_URL 기본값 VTS 포트 9443→29443 수정
- #203: PAPER_OVERSEAS_CASH fallback 실전(MODE=live)에서 비활성화, 중복 코드 제거
- #205: BULLISH 시장 BUY confidence 임계값 75→80(기본값) 수정 (CLAUDE.md 비협상 규칙)
- #208: Daily 모드 CircuitBreakerTripped 시 텔레그램 알림 추가
- #214: 시스템 종료 시 notify_system_shutdown() 호출 추가

테스트 22개 추가 (TR_ID 분기 12개, confidence 임계값 1개 수정)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 10:28:24 +09:00
agentson
98071a8ee3 fix: 해외주식 모의투자 SELL TR_ID 오류 수정 VTTT1006U → VTTT1001U (#189)
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KIS 공식 문서(20260221) '해외주식 주문' 시트 확인 결과:
- 모의투자 미국 매수: VTTT1002U (기존 정상)
- 모의투자 미국 매도: VTTT1001U (기존 VTTT1006U → 잘못된 TR_ID)

VTTT1006U는 존재하지 않는 TR_ID로, 모든 해외 SELL 주문이
"모의투자에서는 해당업무가 제공되지 않습니다." 오류로 거부되었음.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-21 03:12:00 +09:00
agentson
24fa22e77b fix: overseas order rt_cd check, limit price premium, paper cash fallback (#151)
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Three fixes for overseas stock trading failures:

1. Price API exchange code mapping:
   - get_overseas_price() now applies _PRICE_EXCHANGE_MAP (NASD→NAS, NYSE→NYS, AMEX→AMS)
   - Price API HHDFS00000300 requires short exchange codes same as ranking API

2. rt_cd check in send_overseas_order():
   - Log WARNING (not INFO) when rt_cd != "0" (e.g., "주문가능금액이 부족합니다")
   - Caller (main.py) checks rt_cd == "0" before calling log_trade()
   - Prevents DB from recording failed orders as successful trades

3. Limit order price premium for BUY:
   - BUY limit price = current_price * 1.005 (0.5% premium)
   - SELL limit price = current_price (no premium)
   - Improves fill probability: KIS VTS only accepts limit orders,
     and last price is typically at or below ask

4. PAPER_OVERSEAS_CASH fallback (config + main.py):
   - New setting: PAPER_OVERSEAS_CASH = 50000.0 (USD)
   - When VTS overseas balance API fails/returns 0, use this as simulated cash
   - Applied in both trading_cycle() and run_daily_session()

5. Candidate price fallback:
   - If price API returns 0, use scanner candidate price as fallback

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-19 05:58:15 +09:00
agentson
3a54db8948 fix: price API exchange code mapping and VTS overseas balance fallback (#147)
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- Apply _PRICE_EXCHANGE_MAP in get_overseas_price() to send short codes
  (NASD→NAS, NYSE→NYS, AMEX→AMS) required by HHDFS00000300 price API
- Add PAPER_OVERSEAS_CASH config setting (default $50,000) for simulated
  USD balance when VTS overseas balance API returns 0 in paper mode
- Fall back to scan candidate price when live price API returns 0
- Both fixes together resolve "no affordable quantity (cash=0, price=0)"
  which was preventing all overseas trade execution

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-18 23:48:14 +09:00
agentson
b625f41621 fix: correct KIS overseas ranking API TR_IDs, paths, and exchange codes
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The overseas ranking API was returning 404 for all exchanges because the
TR_IDs, API paths, and exchange codes were all incorrect. Updated to match
KIS official API documentation:
- TR_ID: HHDFS76290000 (updown-rate), HHDFS76270000 (volume-surge)
- Path: /uapi/overseas-stock/v1/ranking/{updown-rate,volume-surge}
- Exchange codes: NASD→NAS, NYSE→NYS, AMEX→AMS via ranking-specific mapping

Fixes #141

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-18 01:02:52 +09:00
agentson
d0bbdb5dc1 fix: harden overseas ranking fallback and scanner visibility 2026-02-17 23:39:20 +09:00
agentson
6a1ad230ee feat: add overseas ranking integration with dynamic fallback 2026-02-17 06:25:45 +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