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feature/is
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feature/is
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1adb85926d |
@@ -192,27 +192,6 @@ When `TELEGRAM_COMMANDS_ENABLED=true` (default), the bot accepts these interacti
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Commands are only processed from the authorized `TELEGRAM_CHAT_ID`.
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Commands are only processed from the authorized `TELEGRAM_CHAT_ID`.
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## KIS API TR_ID 참조 문서
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**TR_ID를 추가하거나 수정할 때 반드시 공식 문서를 먼저 확인할 것.**
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공식 문서: `docs/한국투자증권_오픈API_전체문서_20260221_030000.xlsx`
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> ⚠️ 커뮤니티 블로그, GitHub 예제 등 비공식 자료의 TR_ID는 오래되거나 틀릴 수 있음.
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> 실제로 `VTTT1006U`(미국 매도 — 잘못됨)가 오랫동안 코드에 남아있던 사례가 있음 (Issue #189).
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### 주요 TR_ID 목록
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| 구분 | 모의투자 TR_ID | 실전투자 TR_ID | 시트명 |
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|------|---------------|---------------|--------|
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| 해외주식 매수 (미국) | `VTTT1002U` | `TTTT1002U` | 해외주식 주문 |
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| 해외주식 매도 (미국) | `VTTT1001U` | `TTTT1006U` | 해외주식 주문 |
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새로운 TR_ID가 필요할 때:
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1. 위 xlsx 파일에서 해당 거래 유형의 시트를 찾는다.
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2. 모의투자(`VTTT`) / 실전투자(`TTTT`) 컬럼을 구분하여 정확한 값을 사용한다.
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3. 코드에 출처 주석을 남긴다: `# Source: 한국투자증권_오픈API_전체문서 — '<시트명>' 시트`
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## Environment Setup
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## Environment Setup
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```bash
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```bash
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@@ -7,32 +7,6 @@
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---
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---
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## 2026-02-21
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### 거래 상태 확인 중 발견된 버그 (#187)
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- 거래 상태 점검 요청 → SELL 주문(손절/익절)이 Fat Finger에 막혀 전혀 실행 안 됨 발견
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- **#187 (Critical)**: SELL 주문에서 Fat Finger 오탐 — `order_amount/total_cash > 30%`가 SELL에도 적용되어 대형 포지션 매도 불가
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- JELD stop-loss -6.20% → 차단, RXT take-profit +46.13% → 차단
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- 수정: SELL은 `check_circuit_breaker`만 호출, `validate_order`(Fat Finger 포함) 미호출
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---
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## 2026-02-20
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### 지속적 모니터링 및 개선점 도출 (이슈 #178~#182)
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- Dashboard 포함해서 실행하며 간헐적 문제 모니터링 및 개선점 자동 도출 요청
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- 모니터링 결과 발견된 이슈 목록:
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- **#178**: uvicorn 미설치 → dashboard 미작동 + 오해의 소지 있는 시작 로그 → uvicorn 설치 완료
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- **#179 (Critical)**: 잔액 부족 주문 실패 후 매 사이클마다 무한 재시도 (MLECW 20분 이상 반복)
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- **#180**: 다중 인스턴스 실행 시 Telegram 409 충돌
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- **#181**: implied_rsi 공식 포화 문제 (change_rate≥12.5% → RSI=100)
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- **#182 (Critical)**: 보유 종목이 SmartScanner 변동성 필터에 걸려 SELL 신호 미생성 → SELL 체결 0건, 잔고 소진
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- 요구사항: 모니터링 자동화 및 주기적 개선점 리포트 도출
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---
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## 2026-02-05
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## 2026-02-05
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### API 효율화
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### API 효율화
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@@ -175,7 +175,7 @@ class SmartVolatilityScanner:
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liquidity_score = volume_rank_bonus.get(stock_code, 0.0)
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liquidity_score = volume_rank_bonus.get(stock_code, 0.0)
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score = min(100.0, volatility_score + liquidity_score)
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score = min(100.0, volatility_score + liquidity_score)
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signal = "momentum" if change_rate >= 0 else "oversold"
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signal = "momentum" if change_rate >= 0 else "oversold"
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implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 2.0)))
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implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 4.0)))
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candidates.append(
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candidates.append(
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ScanCandidate(
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ScanCandidate(
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@@ -282,7 +282,7 @@ class SmartVolatilityScanner:
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liquidity_score = volume_rank_bonus.get(stock_code, 0.0)
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liquidity_score = volume_rank_bonus.get(stock_code, 0.0)
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score = min(100.0, volatility_score + liquidity_score)
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score = min(100.0, volatility_score + liquidity_score)
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signal = "momentum" if change_rate >= 0 else "oversold"
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signal = "momentum" if change_rate >= 0 else "oversold"
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implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 2.0)))
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implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 4.0)))
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candidates.append(
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candidates.append(
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ScanCandidate(
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ScanCandidate(
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stock_code=stock_code,
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stock_code=stock_code,
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@@ -338,7 +338,7 @@ class SmartVolatilityScanner:
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score = min(volatility_pct / 10.0, 1.0) * 100.0
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score = min(volatility_pct / 10.0, 1.0) * 100.0
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signal = "momentum" if change_rate >= 0 else "oversold"
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signal = "momentum" if change_rate >= 0 else "oversold"
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implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 2.0)))
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implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 4.0)))
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candidates.append(
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candidates.append(
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ScanCandidate(
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ScanCandidate(
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stock_code=stock_code,
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stock_code=stock_code,
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@@ -230,9 +230,7 @@ class OverseasBroker:
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session = self._broker._get_session()
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session = self._broker._get_session()
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# Virtual trading TR_IDs for overseas orders
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# Virtual trading TR_IDs for overseas orders
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# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 주문' 시트
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tr_id = "VTTT1002U" if order_type == "BUY" else "VTTT1006U"
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# VTTT1002U: 모의투자 미국 매수, VTTT1001U: 모의투자 미국 매도
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tr_id = "VTTT1002U" if order_type == "BUY" else "VTTT1001U"
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body = {
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body = {
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"CANO": self._broker._account_no,
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"CANO": self._broker._account_no,
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@@ -3,9 +3,8 @@
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from __future__ import annotations
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from __future__ import annotations
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import json
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import json
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import os
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import sqlite3
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import sqlite3
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from datetime import UTC, datetime, timezone
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from datetime import UTC, datetime
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from pathlib import Path
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from pathlib import Path
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from typing import Any
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from typing import Any
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@@ -80,35 +79,6 @@ def create_dashboard_app(db_path: str) -> FastAPI:
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total_pnl += market_status[market]["total_pnl"]
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total_pnl += market_status[market]["total_pnl"]
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total_decisions += market_status[market]["decision_count"]
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total_decisions += market_status[market]["decision_count"]
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cb_threshold = float(os.getenv("CIRCUIT_BREAKER_PCT", "-3.0"))
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pnl_pct_rows = conn.execute(
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"""
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SELECT key, value
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FROM system_metrics
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WHERE key LIKE 'portfolio_pnl_pct_%'
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ORDER BY updated_at DESC
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LIMIT 20
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"""
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).fetchall()
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current_pnl_pct: float | None = None
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if pnl_pct_rows:
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values = [
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json.loads(row["value"]).get("pnl_pct")
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for row in pnl_pct_rows
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if json.loads(row["value"]).get("pnl_pct") is not None
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]
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if values:
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current_pnl_pct = round(min(values), 4)
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if current_pnl_pct is None:
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cb_status = "unknown"
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elif current_pnl_pct <= cb_threshold:
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cb_status = "tripped"
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elif current_pnl_pct <= cb_threshold + 1.0:
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cb_status = "warning"
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else:
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cb_status = "ok"
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return {
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return {
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"date": today,
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"date": today,
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"markets": market_status,
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"markets": market_status,
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@@ -117,11 +87,6 @@ def create_dashboard_app(db_path: str) -> FastAPI:
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"total_pnl": round(total_pnl, 2),
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"total_pnl": round(total_pnl, 2),
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"decision_count": total_decisions,
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"decision_count": total_decisions,
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},
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},
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"circuit_breaker": {
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"threshold_pct": cb_threshold,
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"current_pnl_pct": current_pnl_pct,
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"status": cb_status,
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},
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}
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}
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@app.get("/api/playbook/{date_str}")
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@app.get("/api/playbook/{date_str}")
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@@ -376,68 +341,12 @@ def create_dashboard_app(db_path: str) -> FastAPI:
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)
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)
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return {"market": market, "date": date_str, "count": len(matches), "matches": matches}
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return {"market": market, "date": date_str, "count": len(matches), "matches": matches}
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@app.get("/api/positions")
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def get_positions() -> dict[str, Any]:
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"""Return all currently open positions (last trade per symbol is BUY)."""
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with _connect(db_path) as conn:
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rows = conn.execute(
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"""
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SELECT stock_code, market, exchange_code,
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price AS entry_price, quantity, timestamp AS entry_time,
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decision_id
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FROM (
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SELECT stock_code, market, exchange_code, price, quantity,
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timestamp, decision_id, action,
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ROW_NUMBER() OVER (
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PARTITION BY stock_code, market
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ORDER BY timestamp DESC
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) AS rn
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FROM trades
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)
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WHERE rn = 1 AND action = 'BUY'
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ORDER BY entry_time DESC
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"""
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).fetchall()
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now = datetime.now(timezone.utc)
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positions = []
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for row in rows:
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entry_time_str = row["entry_time"]
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try:
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entry_dt = datetime.fromisoformat(entry_time_str.replace("Z", "+00:00"))
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held_seconds = int((now - entry_dt).total_seconds())
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held_hours = held_seconds // 3600
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held_minutes = (held_seconds % 3600) // 60
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if held_hours >= 1:
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held_display = f"{held_hours}h {held_minutes}m"
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else:
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held_display = f"{held_minutes}m"
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except (ValueError, TypeError):
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held_display = "--"
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positions.append(
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{
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"stock_code": row["stock_code"],
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"market": row["market"],
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"exchange_code": row["exchange_code"],
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"entry_price": row["entry_price"],
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"quantity": row["quantity"],
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"entry_time": entry_time_str,
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"held": held_display,
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"decision_id": row["decision_id"],
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}
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)
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return {"count": len(positions), "positions": positions}
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return app
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return app
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def _connect(db_path: str) -> sqlite3.Connection:
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def _connect(db_path: str) -> sqlite3.Connection:
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conn = sqlite3.connect(db_path)
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conn = sqlite3.connect(db_path)
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conn.row_factory = sqlite3.Row
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conn.row_factory = sqlite3.Row
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conn.execute("PRAGMA journal_mode=WAL")
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conn.execute("PRAGMA busy_timeout=8000")
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return conn
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return conn
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@@ -13,7 +13,6 @@
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--muted: #9fb3c8;
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--muted: #9fb3c8;
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--accent: #3cb371;
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--accent: #3cb371;
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--red: #e05555;
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--red: #e05555;
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--warn: #e8a040;
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--border: #28455f;
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--border: #28455f;
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}
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}
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* { box-sizing: border-box; margin: 0; padding: 0; }
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* { box-sizing: border-box; margin: 0; padding: 0; }
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@@ -44,25 +43,6 @@
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}
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}
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.refresh-btn:hover { border-color: var(--accent); color: var(--accent); }
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.refresh-btn:hover { border-color: var(--accent); color: var(--accent); }
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/* CB Gauge */
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.cb-gauge-wrap {
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display: flex; align-items: center; gap: 8px;
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font-size: 11px; color: var(--muted);
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}
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.cb-dot {
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width: 8px; height: 8px; border-radius: 50%; flex-shrink: 0;
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}
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.cb-dot.ok { background: var(--accent); }
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.cb-dot.warning { background: var(--warn); animation: pulse-warn 1.2s ease-in-out infinite; }
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.cb-dot.tripped { background: var(--red); animation: pulse-warn 0.6s ease-in-out infinite; }
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.cb-dot.unknown { background: var(--border); }
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@keyframes pulse-warn {
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0%, 100% { opacity: 1; }
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50% { opacity: 0.35; }
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}
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.cb-bar-wrap { width: 64px; height: 5px; background: rgba(255,255,255,0.08); border-radius: 3px; overflow: hidden; }
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.cb-bar-fill { height: 100%; border-radius: 3px; transition: width 0.4s, background 0.4s; }
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/* Summary cards */
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/* Summary cards */
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.cards { display: grid; grid-template-columns: repeat(4, 1fr); gap: 12px; margin-bottom: 20px; }
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.cards { display: grid; grid-template-columns: repeat(4, 1fr); gap: 12px; margin-bottom: 20px; }
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@media (max-width: 700px) { .cards { grid-template-columns: repeat(2, 1fr); } }
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@media (max-width: 700px) { .cards { grid-template-columns: repeat(2, 1fr); } }
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@@ -143,80 +123,9 @@
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.rationale-cell { max-width: 200px; overflow: hidden; text-overflow: ellipsis; color: var(--muted); }
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.rationale-cell { max-width: 200px; overflow: hidden; text-overflow: ellipsis; color: var(--muted); }
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.empty-row td { text-align: center; color: var(--muted); padding: 24px; }
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.empty-row td { text-align: center; color: var(--muted); padding: 24px; }
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/* Positions panel */
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.positions-panel {
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background: var(--panel);
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border: 1px solid var(--border);
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border-radius: 10px;
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padding: 16px;
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margin-bottom: 20px;
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}
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.positions-table { width: 100%; border-collapse: collapse; margin-top: 14px; }
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.positions-table th {
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text-align: left; color: var(--muted); font-size: 11px; font-weight: 600;
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padding: 6px 8px; border-bottom: 1px solid var(--border); white-space: nowrap;
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}
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.positions-table td {
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||||||
padding: 8px 8px; border-bottom: 1px solid rgba(40, 69, 95, 0.5);
|
|
||||||
vertical-align: middle; white-space: nowrap;
|
|
||||||
}
|
|
||||||
.positions-table tr:last-child td { border-bottom: none; }
|
|
||||||
.positions-table tr:hover td { background: rgba(255,255,255,0.02); }
|
|
||||||
.pos-empty { color: var(--muted); text-align: center; padding: 20px 0; font-size: 12px; }
|
|
||||||
.pos-count {
|
|
||||||
display: inline-block; background: rgba(60, 179, 113, 0.12);
|
|
||||||
color: var(--accent); font-size: 11px; font-weight: 700;
|
|
||||||
padding: 2px 8px; border-radius: 10px; margin-left: 8px;
|
|
||||||
}
|
|
||||||
|
|
||||||
/* Spinner */
|
/* Spinner */
|
||||||
.spinner { display: inline-block; width: 12px; height: 12px; border: 2px solid var(--border); border-top-color: var(--accent); border-radius: 50%; animation: spin 0.8s linear infinite; }
|
.spinner { display: inline-block; width: 12px; height: 12px; border: 2px solid var(--border); border-top-color: var(--accent); border-radius: 50%; animation: spin 0.8s linear infinite; }
|
||||||
@keyframes spin { to { transform: rotate(360deg); } }
|
@keyframes spin { to { transform: rotate(360deg); } }
|
||||||
|
|
||||||
/* Generic panel */
|
|
||||||
.panel {
|
|
||||||
background: var(--panel);
|
|
||||||
border: 1px solid var(--border);
|
|
||||||
border-radius: 10px;
|
|
||||||
padding: 16px;
|
|
||||||
margin-top: 20px;
|
|
||||||
}
|
|
||||||
|
|
||||||
/* Playbook panel - details/summary accordion */
|
|
||||||
.playbook-panel details { border: 1px solid var(--border); border-radius: 4px; margin-bottom: 6px; }
|
|
||||||
.playbook-panel summary { padding: 8px 12px; cursor: pointer; font-weight: 600; background: var(--bg); color: var(--fg); }
|
|
||||||
.playbook-panel summary:hover { color: var(--accent); }
|
|
||||||
.playbook-panel pre { margin: 0; padding: 12px; background: var(--bg); overflow-x: auto;
|
|
||||||
font-size: 11px; color: #a0c4ff; white-space: pre-wrap; }
|
|
||||||
|
|
||||||
/* Scorecard KPI card grid */
|
|
||||||
.scorecard-grid { display: grid; grid-template-columns: repeat(auto-fill, minmax(140px, 1fr)); gap: 10px; }
|
|
||||||
.kpi-card { background: var(--bg); border: 1px solid var(--border); border-radius: 6px; padding: 12px; text-align: center; }
|
|
||||||
.kpi-card .kpi-label { font-size: 11px; color: var(--muted); margin-bottom: 4px; }
|
|
||||||
.kpi-card .kpi-value { font-size: 20px; font-weight: 700; color: var(--fg); }
|
|
||||||
|
|
||||||
/* Scenarios table */
|
|
||||||
.scenarios-table { width: 100%; border-collapse: collapse; font-size: 13px; }
|
|
||||||
.scenarios-table th { background: var(--bg); padding: 8px; text-align: left; border-bottom: 1px solid var(--border);
|
|
||||||
color: var(--muted); font-size: 11px; font-weight: 600; white-space: nowrap; }
|
|
||||||
.scenarios-table td { padding: 7px 8px; border-bottom: 1px solid rgba(40,69,95,0.5); }
|
|
||||||
.scenarios-table tr:hover td { background: rgba(255,255,255,0.02); }
|
|
||||||
|
|
||||||
/* Context table */
|
|
||||||
.context-table { width: 100%; border-collapse: collapse; font-size: 12px; }
|
|
||||||
.context-table th { background: var(--bg); padding: 8px; text-align: left; border-bottom: 1px solid var(--border);
|
|
||||||
color: var(--muted); font-size: 11px; font-weight: 600; white-space: nowrap; }
|
|
||||||
.context-table td { padding: 6px 8px; border-bottom: 1px solid rgba(40,69,95,0.5); vertical-align: top; }
|
|
||||||
.context-value { max-height: 60px; overflow-y: auto; color: #a0c4ff; word-break: break-all; }
|
|
||||||
|
|
||||||
/* Common panel select controls */
|
|
||||||
.panel-controls { display: flex; gap: 8px; align-items: center; flex-wrap: wrap; }
|
|
||||||
.panel-controls select, .panel-controls input[type="number"] {
|
|
||||||
background: var(--bg); color: var(--fg); border: 1px solid var(--border);
|
|
||||||
border-radius: 4px; padding: 4px 8px; font-size: 13px; font-family: inherit;
|
|
||||||
}
|
|
||||||
.panel-date { color: var(--muted); font-size: 12px; }
|
|
||||||
.empty-msg { color: var(--muted); text-align: center; padding: 20px 0; font-size: 12px; }
|
|
||||||
</style>
|
</style>
|
||||||
</head>
|
</head>
|
||||||
<body>
|
<body>
|
||||||
@@ -225,13 +134,6 @@
|
|||||||
<header>
|
<header>
|
||||||
<h1>🐍 The Ouroboros</h1>
|
<h1>🐍 The Ouroboros</h1>
|
||||||
<div class="header-right">
|
<div class="header-right">
|
||||||
<div class="cb-gauge-wrap" id="cb-gauge" title="Circuit Breaker">
|
|
||||||
<span class="cb-dot unknown" id="cb-dot"></span>
|
|
||||||
<span id="cb-label">CB --</span>
|
|
||||||
<div class="cb-bar-wrap">
|
|
||||||
<div class="cb-bar-fill" id="cb-bar" style="width:0%;background:var(--accent)"></div>
|
|
||||||
</div>
|
|
||||||
</div>
|
|
||||||
<span id="last-updated">--</span>
|
<span id="last-updated">--</span>
|
||||||
<button class="refresh-btn" onclick="refreshAll()">↺ 새로고침</button>
|
<button class="refresh-btn" onclick="refreshAll()">↺ 새로고침</button>
|
||||||
</div>
|
</div>
|
||||||
@@ -261,30 +163,6 @@
|
|||||||
</div>
|
</div>
|
||||||
</div>
|
</div>
|
||||||
|
|
||||||
<!-- Open Positions -->
|
|
||||||
<div class="positions-panel">
|
|
||||||
<div class="panel-header">
|
|
||||||
<span class="panel-title">
|
|
||||||
현재 보유 포지션
|
|
||||||
<span class="pos-count" id="positions-count">0</span>
|
|
||||||
</span>
|
|
||||||
</div>
|
|
||||||
<table class="positions-table">
|
|
||||||
<thead>
|
|
||||||
<tr>
|
|
||||||
<th>종목</th>
|
|
||||||
<th>시장</th>
|
|
||||||
<th>수량</th>
|
|
||||||
<th>진입가</th>
|
|
||||||
<th>보유 시간</th>
|
|
||||||
</tr>
|
|
||||||
</thead>
|
|
||||||
<tbody id="positions-body">
|
|
||||||
<tr><td colspan="5" class="pos-empty"><span class="spinner"></span></td></tr>
|
|
||||||
</tbody>
|
|
||||||
</table>
|
|
||||||
</div>
|
|
||||||
|
|
||||||
<!-- P&L Chart -->
|
<!-- P&L Chart -->
|
||||||
<div class="chart-panel">
|
<div class="chart-panel">
|
||||||
<div class="panel-header">
|
<div class="panel-header">
|
||||||
@@ -328,72 +206,6 @@
|
|||||||
</tbody>
|
</tbody>
|
||||||
</table>
|
</table>
|
||||||
</div>
|
</div>
|
||||||
|
|
||||||
<!-- playbook panel -->
|
|
||||||
<div class="panel playbook-panel">
|
|
||||||
<div class="panel-header">
|
|
||||||
<span class="panel-title">📋 프리마켓 플레이북</span>
|
|
||||||
<div class="panel-controls">
|
|
||||||
<select id="pb-market-select" onchange="fetchPlaybook()">
|
|
||||||
<option value="KR">KR</option>
|
|
||||||
<option value="US_NASDAQ">US_NASDAQ</option>
|
|
||||||
<option value="US_NYSE">US_NYSE</option>
|
|
||||||
</select>
|
|
||||||
<span id="pb-date" class="panel-date"></span>
|
|
||||||
</div>
|
|
||||||
</div>
|
|
||||||
<div id="playbook-content"><p class="empty-msg">데이터 없음</p></div>
|
|
||||||
</div>
|
|
||||||
|
|
||||||
<!-- scorecard panel -->
|
|
||||||
<div class="panel">
|
|
||||||
<div class="panel-header">
|
|
||||||
<span class="panel-title">📊 일간 스코어카드</span>
|
|
||||||
<div class="panel-controls">
|
|
||||||
<select id="sc-market-select" onchange="fetchScorecard()">
|
|
||||||
<option value="KR">KR</option>
|
|
||||||
<option value="US_NASDAQ">US_NASDAQ</option>
|
|
||||||
</select>
|
|
||||||
<span id="sc-date" class="panel-date"></span>
|
|
||||||
</div>
|
|
||||||
</div>
|
|
||||||
<div id="scorecard-grid" class="scorecard-grid"><p class="empty-msg">데이터 없음</p></div>
|
|
||||||
</div>
|
|
||||||
|
|
||||||
<!-- scenarios panel -->
|
|
||||||
<div class="panel">
|
|
||||||
<div class="panel-header">
|
|
||||||
<span class="panel-title">🎯 활성 시나리오 매칭</span>
|
|
||||||
<div class="panel-controls">
|
|
||||||
<select id="scen-market-select" onchange="fetchScenarios()">
|
|
||||||
<option value="KR">KR</option>
|
|
||||||
<option value="US_NASDAQ">US_NASDAQ</option>
|
|
||||||
</select>
|
|
||||||
</div>
|
|
||||||
</div>
|
|
||||||
<div id="scenarios-content"><p class="empty-msg">데이터 없음</p></div>
|
|
||||||
</div>
|
|
||||||
|
|
||||||
<!-- context layer panel -->
|
|
||||||
<div class="panel">
|
|
||||||
<div class="panel-header">
|
|
||||||
<span class="panel-title">🧠 컨텍스트 트리</span>
|
|
||||||
<div class="panel-controls">
|
|
||||||
<select id="ctx-layer-select" onchange="fetchContext()">
|
|
||||||
<option value="L7_REALTIME">L7_REALTIME</option>
|
|
||||||
<option value="L6_DAILY">L6_DAILY</option>
|
|
||||||
<option value="L5_WEEKLY">L5_WEEKLY</option>
|
|
||||||
<option value="L4_MONTHLY">L4_MONTHLY</option>
|
|
||||||
<option value="L3_QUARTERLY">L3_QUARTERLY</option>
|
|
||||||
<option value="L2_YEARLY">L2_YEARLY</option>
|
|
||||||
<option value="L1_LIFETIME">L1_LIFETIME</option>
|
|
||||||
</select>
|
|
||||||
<input id="ctx-limit" type="number" value="20" min="1" max="200"
|
|
||||||
style="width:60px;" onchange="fetchContext()">
|
|
||||||
</div>
|
|
||||||
</div>
|
|
||||||
<div id="context-content"><p class="empty-msg">데이터 없음</p></div>
|
|
||||||
</div>
|
|
||||||
</div>
|
</div>
|
||||||
|
|
||||||
<script>
|
<script>
|
||||||
@@ -430,71 +242,6 @@
|
|||||||
</div>`;
|
</div>`;
|
||||||
}
|
}
|
||||||
|
|
||||||
function fmtPrice(v, market) {
|
|
||||||
if (v === null || v === undefined) return '--';
|
|
||||||
const n = parseFloat(v);
|
|
||||||
const sym = market === 'KR' ? '₩' : market === 'JP' ? '¥' : market === 'HK' ? 'HK$' : '$';
|
|
||||||
return sym + n.toLocaleString('en-US', { minimumFractionDigits: 0, maximumFractionDigits: 4 });
|
|
||||||
}
|
|
||||||
|
|
||||||
async function fetchPositions() {
|
|
||||||
const tbody = document.getElementById('positions-body');
|
|
||||||
const countEl = document.getElementById('positions-count');
|
|
||||||
try {
|
|
||||||
const r = await fetch('/api/positions');
|
|
||||||
if (!r.ok) throw new Error('fetch failed');
|
|
||||||
const d = await r.json();
|
|
||||||
countEl.textContent = d.count ?? 0;
|
|
||||||
if (!d.positions || d.positions.length === 0) {
|
|
||||||
tbody.innerHTML = '<tr><td colspan="5" class="pos-empty">현재 보유 중인 포지션 없음</td></tr>';
|
|
||||||
return;
|
|
||||||
}
|
|
||||||
tbody.innerHTML = d.positions.map(p => `
|
|
||||||
<tr>
|
|
||||||
<td><strong>${p.stock_code || '--'}</strong></td>
|
|
||||||
<td><span style="color:var(--muted);font-size:11px">${p.market || '--'}</span></td>
|
|
||||||
<td>${p.quantity ?? '--'}</td>
|
|
||||||
<td>${fmtPrice(p.entry_price, p.market)}</td>
|
|
||||||
<td style="color:var(--muted);font-size:11px">${p.held || '--'}</td>
|
|
||||||
</tr>
|
|
||||||
`).join('');
|
|
||||||
} catch {
|
|
||||||
tbody.innerHTML = '<tr><td colspan="5" class="pos-empty">데이터 로드 실패</td></tr>';
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
function renderCbGauge(cb) {
|
|
||||||
if (!cb) return;
|
|
||||||
const dot = document.getElementById('cb-dot');
|
|
||||||
const label = document.getElementById('cb-label');
|
|
||||||
const bar = document.getElementById('cb-bar');
|
|
||||||
|
|
||||||
const status = cb.status || 'unknown';
|
|
||||||
const threshold = cb.threshold_pct ?? -3.0;
|
|
||||||
const current = cb.current_pnl_pct;
|
|
||||||
|
|
||||||
// dot color
|
|
||||||
dot.className = `cb-dot ${status}`;
|
|
||||||
|
|
||||||
// label
|
|
||||||
if (current !== null && current !== undefined) {
|
|
||||||
const sign = current > 0 ? '+' : '';
|
|
||||||
label.textContent = `CB ${sign}${current.toFixed(2)}%`;
|
|
||||||
} else {
|
|
||||||
label.textContent = 'CB --';
|
|
||||||
}
|
|
||||||
|
|
||||||
// bar: fill = how much of the threshold has been consumed (0%=safe, 100%=tripped)
|
|
||||||
const colorMap = { ok: 'var(--accent)', warning: 'var(--warn)', tripped: 'var(--red)', unknown: 'var(--border)' };
|
|
||||||
bar.style.background = colorMap[status] || 'var(--border)';
|
|
||||||
if (current !== null && current !== undefined && threshold < 0) {
|
|
||||||
const fillPct = Math.min(Math.max((current / threshold) * 100, 0), 100);
|
|
||||||
bar.style.width = `${fillPct}%`;
|
|
||||||
} else {
|
|
||||||
bar.style.width = '0%';
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
async function fetchStatus() {
|
async function fetchStatus() {
|
||||||
try {
|
try {
|
||||||
const r = await fetch('/api/status');
|
const r = await fetch('/api/status');
|
||||||
@@ -511,7 +258,6 @@
|
|||||||
pnlEl.className = `card-value ${n > 0 ? 'positive' : n < 0 ? 'negative' : 'neutral'}`;
|
pnlEl.className = `card-value ${n > 0 ? 'positive' : n < 0 ? 'negative' : 'neutral'}`;
|
||||||
}
|
}
|
||||||
document.getElementById('card-pnl-sub').textContent = `결정 ${t.decision_count ?? 0}건`;
|
document.getElementById('card-pnl-sub').textContent = `결정 ${t.decision_count ?? 0}건`;
|
||||||
renderCbGauge(d.circuit_breaker);
|
|
||||||
} catch {}
|
} catch {}
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -632,129 +378,13 @@
|
|||||||
fetchDecisions(currentMarket);
|
fetchDecisions(currentMarket);
|
||||||
}
|
}
|
||||||
|
|
||||||
function todayStr() {
|
|
||||||
return new Date().toISOString().slice(0, 10);
|
|
||||||
}
|
|
||||||
|
|
||||||
function esc(s) {
|
|
||||||
return String(s ?? '').replace(/&/g, '&').replace(/</g, '<').replace(/>/g, '>').replace(/"/g, '"');
|
|
||||||
}
|
|
||||||
|
|
||||||
async function fetchJSON(url) {
|
|
||||||
const r = await fetch(url);
|
|
||||||
if (!r.ok) throw new Error(`HTTP ${r.status}`);
|
|
||||||
return r.json();
|
|
||||||
}
|
|
||||||
|
|
||||||
async function fetchPlaybook() {
|
|
||||||
const market = document.getElementById('pb-market-select').value;
|
|
||||||
const date = todayStr();
|
|
||||||
document.getElementById('pb-date').textContent = date;
|
|
||||||
const el = document.getElementById('playbook-content');
|
|
||||||
try {
|
|
||||||
const data = await fetchJSON(`/api/playbook/${date}?market=${market}`);
|
|
||||||
const stocks = data.stock_playbooks ?? [];
|
|
||||||
if (stocks.length === 0) {
|
|
||||||
el.innerHTML = '<p class="empty-msg">오늘 플레이북 없음</p>';
|
|
||||||
return;
|
|
||||||
}
|
|
||||||
el.innerHTML = stocks.map(sp =>
|
|
||||||
`<details><summary>${esc(sp.stock_code ?? '?')} — ${esc(sp.signal ?? '')}</summary>` +
|
|
||||||
`<pre>${esc(JSON.stringify(sp, null, 2))}</pre></details>`
|
|
||||||
).join('');
|
|
||||||
} catch {
|
|
||||||
el.innerHTML = '<p class="empty-msg">플레이북 없음 (오늘 미생성 또는 API 오류)</p>';
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
async function fetchScorecard() {
|
|
||||||
const market = document.getElementById('sc-market-select').value;
|
|
||||||
const date = todayStr();
|
|
||||||
document.getElementById('sc-date').textContent = date;
|
|
||||||
const el = document.getElementById('scorecard-grid');
|
|
||||||
try {
|
|
||||||
const data = await fetchJSON(`/api/scorecard/${date}?market=${market}`);
|
|
||||||
const sc = data.scorecard ?? {};
|
|
||||||
const entries = Object.entries(sc);
|
|
||||||
if (entries.length === 0) {
|
|
||||||
el.innerHTML = '<p class="empty-msg">스코어카드 없음</p>';
|
|
||||||
return;
|
|
||||||
}
|
|
||||||
el.className = 'scorecard-grid';
|
|
||||||
el.innerHTML = entries.map(([k, v]) => `
|
|
||||||
<div class="kpi-card">
|
|
||||||
<div class="kpi-label">${esc(k)}</div>
|
|
||||||
<div class="kpi-value">${typeof v === 'number' ? v.toFixed(2) : esc(String(v))}</div>
|
|
||||||
</div>`).join('');
|
|
||||||
} catch {
|
|
||||||
el.innerHTML = '<p class="empty-msg">스코어카드 없음 (오늘 미생성 또는 API 오류)</p>';
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
async function fetchScenarios() {
|
|
||||||
const market = document.getElementById('scen-market-select').value;
|
|
||||||
const date = todayStr();
|
|
||||||
const el = document.getElementById('scenarios-content');
|
|
||||||
try {
|
|
||||||
const data = await fetchJSON(`/api/scenarios/active?market=${market}&date_str=${date}&limit=50`);
|
|
||||||
const matches = data.matches ?? [];
|
|
||||||
if (matches.length === 0) {
|
|
||||||
el.innerHTML = '<p class="empty-msg">활성 시나리오 없음</p>';
|
|
||||||
return;
|
|
||||||
}
|
|
||||||
el.innerHTML = `<table class="scenarios-table">
|
|
||||||
<thead><tr><th>종목</th><th>신호</th><th>신뢰도</th><th>매칭 조건</th></tr></thead>
|
|
||||||
<tbody>${matches.map(m => `
|
|
||||||
<tr>
|
|
||||||
<td>${esc(m.stock_code)}</td>
|
|
||||||
<td>${esc(m.signal ?? '-')}</td>
|
|
||||||
<td>${esc(m.confidence ?? '-')}</td>
|
|
||||||
<td><code style="font-size:11px">${esc(JSON.stringify(m.scenario_match ?? {}))}</code></td>
|
|
||||||
</tr>`).join('')}
|
|
||||||
</tbody></table>`;
|
|
||||||
} catch {
|
|
||||||
el.innerHTML = '<p class="empty-msg">데이터 없음</p>';
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
async function fetchContext() {
|
|
||||||
const layer = document.getElementById('ctx-layer-select').value;
|
|
||||||
const limit = Math.min(Math.max(parseInt(document.getElementById('ctx-limit').value, 10) || 20, 1), 200);
|
|
||||||
const el = document.getElementById('context-content');
|
|
||||||
try {
|
|
||||||
const data = await fetchJSON(`/api/context/${layer}?limit=${limit}`);
|
|
||||||
const entries = data.entries ?? [];
|
|
||||||
if (entries.length === 0) {
|
|
||||||
el.innerHTML = '<p class="empty-msg">컨텍스트 없음</p>';
|
|
||||||
return;
|
|
||||||
}
|
|
||||||
el.innerHTML = `<table class="context-table">
|
|
||||||
<thead><tr><th>timeframe</th><th>key</th><th>value</th><th>updated</th></tr></thead>
|
|
||||||
<tbody>${entries.map(e => `
|
|
||||||
<tr>
|
|
||||||
<td>${esc(e.timeframe)}</td>
|
|
||||||
<td>${esc(e.key)}</td>
|
|
||||||
<td><div class="context-value">${esc(JSON.stringify(e.value ?? e.raw_value))}</div></td>
|
|
||||||
<td style="font-size:11px;color:var(--muted)">${esc((e.updated_at ?? '').slice(0, 16))}</td>
|
|
||||||
</tr>`).join('')}
|
|
||||||
</tbody></table>`;
|
|
||||||
} catch {
|
|
||||||
el.innerHTML = '<p class="empty-msg">데이터 없음</p>';
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
async function refreshAll() {
|
async function refreshAll() {
|
||||||
document.getElementById('last-updated').textContent = '업데이트 중...';
|
document.getElementById('last-updated').textContent = '업데이트 중...';
|
||||||
await Promise.all([
|
await Promise.all([
|
||||||
fetchStatus(),
|
fetchStatus(),
|
||||||
fetchPerformance(),
|
fetchPerformance(),
|
||||||
fetchPositions(),
|
|
||||||
fetchPnlHistory(currentDays),
|
fetchPnlHistory(currentDays),
|
||||||
fetchDecisions(currentMarket),
|
fetchDecisions(currentMarket),
|
||||||
fetchPlaybook(),
|
|
||||||
fetchScorecard(),
|
|
||||||
fetchScenarios(),
|
|
||||||
fetchContext(),
|
|
||||||
]);
|
]);
|
||||||
const now = new Date();
|
const now = new Date();
|
||||||
const timeStr = now.toLocaleTimeString('ko-KR', { hour: '2-digit', minute: '2-digit', second: '2-digit', hour12: false });
|
const timeStr = now.toLocaleTimeString('ko-KR', { hour: '2-digit', minute: '2-digit', second: '2-digit', hour12: false });
|
||||||
|
|||||||
19
src/db.py
19
src/db.py
@@ -131,25 +131,6 @@ def init_db(db_path: str) -> sqlite3.Connection:
|
|||||||
conn.execute(
|
conn.execute(
|
||||||
"CREATE INDEX IF NOT EXISTS idx_decision_logs_confidence ON decision_logs(confidence)"
|
"CREATE INDEX IF NOT EXISTS idx_decision_logs_confidence ON decision_logs(confidence)"
|
||||||
)
|
)
|
||||||
|
|
||||||
# Index for open-position queries (partition by stock_code, market, ordered by timestamp)
|
|
||||||
conn.execute(
|
|
||||||
"CREATE INDEX IF NOT EXISTS idx_trades_stock_market_ts"
|
|
||||||
" ON trades (stock_code, market, timestamp DESC)"
|
|
||||||
)
|
|
||||||
|
|
||||||
# Lightweight key-value store for trading system runtime metrics (dashboard use only)
|
|
||||||
# Intentionally separate from the AI context tree to preserve separation of concerns.
|
|
||||||
conn.execute(
|
|
||||||
"""
|
|
||||||
CREATE TABLE IF NOT EXISTS system_metrics (
|
|
||||||
key TEXT PRIMARY KEY,
|
|
||||||
value TEXT NOT NULL,
|
|
||||||
updated_at TEXT NOT NULL
|
|
||||||
)
|
|
||||||
"""
|
|
||||||
)
|
|
||||||
|
|
||||||
conn.commit()
|
conn.commit()
|
||||||
return conn
|
return conn
|
||||||
|
|
||||||
|
|||||||
332
src/main.py
332
src/main.py
@@ -42,7 +42,7 @@ from src.logging.decision_logger import DecisionLogger
|
|||||||
from src.logging_config import setup_logging
|
from src.logging_config import setup_logging
|
||||||
from src.markets.schedule import MarketInfo, get_next_market_open, get_open_markets
|
from src.markets.schedule import MarketInfo, get_next_market_open, get_open_markets
|
||||||
from src.notifications.telegram_client import NotificationFilter, TelegramClient, TelegramCommandHandler
|
from src.notifications.telegram_client import NotificationFilter, TelegramClient, TelegramCommandHandler
|
||||||
from src.strategy.models import DayPlaybook, MarketOutlook
|
from src.strategy.models import DayPlaybook
|
||||||
from src.strategy.playbook_store import PlaybookStore
|
from src.strategy.playbook_store import PlaybookStore
|
||||||
from src.strategy.pre_market_planner import PreMarketPlanner
|
from src.strategy.pre_market_planner import PreMarketPlanner
|
||||||
from src.strategy.scenario_engine import ScenarioEngine
|
from src.strategy.scenario_engine import ScenarioEngine
|
||||||
@@ -81,7 +81,6 @@ def safe_float(value: str | float | None, default: float = 0.0) -> float:
|
|||||||
TRADE_INTERVAL_SECONDS = 60
|
TRADE_INTERVAL_SECONDS = 60
|
||||||
SCAN_INTERVAL_SECONDS = 60 # Scan markets every 60 seconds
|
SCAN_INTERVAL_SECONDS = 60 # Scan markets every 60 seconds
|
||||||
MAX_CONNECTION_RETRIES = 3
|
MAX_CONNECTION_RETRIES = 3
|
||||||
_BUY_COOLDOWN_SECONDS = 600 # 10-minute cooldown after insufficient-balance rejection
|
|
||||||
|
|
||||||
# Daily trading mode constants (for Free tier API efficiency)
|
# Daily trading mode constants (for Free tier API efficiency)
|
||||||
DAILY_TRADE_SESSIONS = 4 # Number of trading sessions per day
|
DAILY_TRADE_SESSIONS = 4 # Number of trading sessions per day
|
||||||
@@ -107,82 +106,6 @@ def _extract_symbol_from_holding(item: dict[str, Any]) -> str:
|
|||||||
return ""
|
return ""
|
||||||
|
|
||||||
|
|
||||||
def _extract_held_codes_from_balance(
|
|
||||||
balance_data: dict[str, Any],
|
|
||||||
*,
|
|
||||||
is_domestic: bool,
|
|
||||||
) -> list[str]:
|
|
||||||
"""Return stock codes with a positive orderable quantity from a balance response.
|
|
||||||
|
|
||||||
Uses the broker's live output1 as the source of truth so that partial fills
|
|
||||||
and manual external trades are always reflected correctly.
|
|
||||||
"""
|
|
||||||
output1 = balance_data.get("output1", [])
|
|
||||||
if isinstance(output1, dict):
|
|
||||||
output1 = [output1]
|
|
||||||
if not isinstance(output1, list):
|
|
||||||
return []
|
|
||||||
|
|
||||||
codes: list[str] = []
|
|
||||||
for holding in output1:
|
|
||||||
if not isinstance(holding, dict):
|
|
||||||
continue
|
|
||||||
code_key = "pdno" if is_domestic else "ovrs_pdno"
|
|
||||||
code = str(holding.get(code_key, "")).strip().upper()
|
|
||||||
if not code:
|
|
||||||
continue
|
|
||||||
if is_domestic:
|
|
||||||
qty = int(holding.get("ord_psbl_qty") or holding.get("hldg_qty") or 0)
|
|
||||||
else:
|
|
||||||
qty = int(holding.get("ovrs_cblc_qty") or holding.get("hldg_qty") or 0)
|
|
||||||
if qty > 0:
|
|
||||||
codes.append(code)
|
|
||||||
return codes
|
|
||||||
|
|
||||||
|
|
||||||
def _extract_held_qty_from_balance(
|
|
||||||
balance_data: dict[str, Any],
|
|
||||||
stock_code: str,
|
|
||||||
*,
|
|
||||||
is_domestic: bool,
|
|
||||||
) -> int:
|
|
||||||
"""Extract the broker-confirmed orderable quantity for a stock.
|
|
||||||
|
|
||||||
Uses the broker's live balance response (output1) as the source of truth
|
|
||||||
rather than the local DB, because DB records reflect order quantity which
|
|
||||||
may differ from actual fill quantity due to partial fills.
|
|
||||||
|
|
||||||
Domestic fields (VTTC8434R output1):
|
|
||||||
pdno — 종목코드
|
|
||||||
ord_psbl_qty — 주문가능수량 (preferred: excludes unsettled)
|
|
||||||
hldg_qty — 보유수량 (fallback)
|
|
||||||
|
|
||||||
Overseas fields (output1):
|
|
||||||
ovrs_pdno — 종목코드
|
|
||||||
ovrs_cblc_qty — 해외잔고수량 (preferred)
|
|
||||||
hldg_qty — 보유수량 (fallback)
|
|
||||||
"""
|
|
||||||
output1 = balance_data.get("output1", [])
|
|
||||||
if isinstance(output1, dict):
|
|
||||||
output1 = [output1]
|
|
||||||
if not isinstance(output1, list):
|
|
||||||
return 0
|
|
||||||
|
|
||||||
for holding in output1:
|
|
||||||
if not isinstance(holding, dict):
|
|
||||||
continue
|
|
||||||
code_key = "pdno" if is_domestic else "ovrs_pdno"
|
|
||||||
held_code = str(holding.get(code_key, "")).strip().upper()
|
|
||||||
if held_code != stock_code.strip().upper():
|
|
||||||
continue
|
|
||||||
if is_domestic:
|
|
||||||
qty = int(holding.get("ord_psbl_qty") or holding.get("hldg_qty") or 0)
|
|
||||||
else:
|
|
||||||
qty = int(holding.get("ovrs_cblc_qty") or holding.get("hldg_qty") or 0)
|
|
||||||
return qty
|
|
||||||
return 0
|
|
||||||
|
|
||||||
|
|
||||||
def _determine_order_quantity(
|
def _determine_order_quantity(
|
||||||
*,
|
*,
|
||||||
action: str,
|
action: str,
|
||||||
@@ -190,40 +113,19 @@ def _determine_order_quantity(
|
|||||||
total_cash: float,
|
total_cash: float,
|
||||||
candidate: ScanCandidate | None,
|
candidate: ScanCandidate | None,
|
||||||
settings: Settings | None,
|
settings: Settings | None,
|
||||||
broker_held_qty: int = 0,
|
open_position: dict[str, Any] | None = None,
|
||||||
playbook_allocation_pct: float | None = None,
|
|
||||||
scenario_confidence: int = 80,
|
|
||||||
) -> int:
|
) -> int:
|
||||||
"""Determine order quantity using volatility-aware position sizing.
|
"""Determine order quantity using volatility-aware position sizing."""
|
||||||
|
|
||||||
Priority:
|
|
||||||
1. playbook_allocation_pct (AI-specified) scaled by scenario_confidence
|
|
||||||
2. Fallback: volatility-score-based allocation from scanner candidate
|
|
||||||
"""
|
|
||||||
if action == "SELL":
|
if action == "SELL":
|
||||||
return broker_held_qty
|
if open_position is None:
|
||||||
|
return 0
|
||||||
|
return int(open_position.get("quantity") or 0)
|
||||||
if current_price <= 0 or total_cash <= 0:
|
if current_price <= 0 or total_cash <= 0:
|
||||||
return 0
|
return 0
|
||||||
|
|
||||||
if settings is None or not settings.POSITION_SIZING_ENABLED:
|
if settings is None or not settings.POSITION_SIZING_ENABLED:
|
||||||
return 1
|
return 1
|
||||||
|
|
||||||
# Use AI-specified allocation_pct if available
|
|
||||||
if playbook_allocation_pct is not None:
|
|
||||||
# Confidence scaling: confidence 80 → 1.0x, confidence 95 → 1.19x
|
|
||||||
confidence_scale = scenario_confidence / 80.0
|
|
||||||
effective_pct = min(
|
|
||||||
settings.POSITION_MAX_ALLOCATION_PCT,
|
|
||||||
max(
|
|
||||||
settings.POSITION_MIN_ALLOCATION_PCT,
|
|
||||||
playbook_allocation_pct * confidence_scale,
|
|
||||||
),
|
|
||||||
)
|
|
||||||
budget = total_cash * (effective_pct / 100.0)
|
|
||||||
quantity = int(budget // current_price)
|
|
||||||
return max(0, quantity)
|
|
||||||
|
|
||||||
# Fallback: volatility-score-based allocation
|
|
||||||
target_score = max(1.0, settings.POSITION_VOLATILITY_TARGET_SCORE)
|
target_score = max(1.0, settings.POSITION_VOLATILITY_TARGET_SCORE)
|
||||||
observed_score = candidate.score if candidate else target_score
|
observed_score = candidate.score if candidate else target_score
|
||||||
observed_score = max(1.0, min(100.0, observed_score))
|
observed_score = max(1.0, min(100.0, observed_score))
|
||||||
@@ -299,7 +201,6 @@ async def trading_cycle(
|
|||||||
stock_code: str,
|
stock_code: str,
|
||||||
scan_candidates: dict[str, dict[str, ScanCandidate]],
|
scan_candidates: dict[str, dict[str, ScanCandidate]],
|
||||||
settings: Settings | None = None,
|
settings: Settings | None = None,
|
||||||
buy_cooldown: dict[str, float] | None = None,
|
|
||||||
) -> None:
|
) -> None:
|
||||||
"""Execute one trading cycle for a single stock."""
|
"""Execute one trading cycle for a single stock."""
|
||||||
cycle_start_time = asyncio.get_event_loop().time()
|
cycle_start_time = asyncio.get_event_loop().time()
|
||||||
@@ -430,17 +331,6 @@ async def trading_cycle(
|
|||||||
{"volume_ratio": candidate.volume_ratio},
|
{"volume_ratio": candidate.volume_ratio},
|
||||||
)
|
)
|
||||||
|
|
||||||
# Write pnl_pct to system_metrics (dashboard-only table, separate from AI context tree)
|
|
||||||
db_conn.execute(
|
|
||||||
"INSERT OR REPLACE INTO system_metrics (key, value, updated_at) VALUES (?, ?, ?)",
|
|
||||||
(
|
|
||||||
f"portfolio_pnl_pct_{market.code}",
|
|
||||||
json.dumps({"pnl_pct": round(pnl_pct, 4)}),
|
|
||||||
datetime.now(UTC).isoformat(),
|
|
||||||
),
|
|
||||||
)
|
|
||||||
db_conn.commit()
|
|
||||||
|
|
||||||
# Build portfolio data for global rule evaluation
|
# Build portfolio data for global rule evaluation
|
||||||
portfolio_data = {
|
portfolio_data = {
|
||||||
"portfolio_pnl_pct": pnl_pct,
|
"portfolio_pnl_pct": pnl_pct,
|
||||||
@@ -493,53 +383,6 @@ async def trading_cycle(
|
|||||||
)
|
)
|
||||||
stock_playbook = playbook.get_stock_playbook(stock_code)
|
stock_playbook = playbook.get_stock_playbook(stock_code)
|
||||||
|
|
||||||
# 2.1. Apply market_outlook-based BUY confidence threshold
|
|
||||||
if decision.action == "BUY":
|
|
||||||
base_threshold = (settings.CONFIDENCE_THRESHOLD if settings else 80)
|
|
||||||
outlook = playbook.market_outlook
|
|
||||||
if outlook == MarketOutlook.BEARISH:
|
|
||||||
min_confidence = 90
|
|
||||||
elif outlook == MarketOutlook.BULLISH:
|
|
||||||
min_confidence = 75
|
|
||||||
else:
|
|
||||||
min_confidence = base_threshold
|
|
||||||
if match.confidence < min_confidence:
|
|
||||||
logger.info(
|
|
||||||
"BUY suppressed for %s (%s): confidence %d < %d (market_outlook=%s)",
|
|
||||||
stock_code,
|
|
||||||
market.name,
|
|
||||||
match.confidence,
|
|
||||||
min_confidence,
|
|
||||||
outlook.value,
|
|
||||||
)
|
|
||||||
decision = TradeDecision(
|
|
||||||
action="HOLD",
|
|
||||||
confidence=match.confidence,
|
|
||||||
rationale=(
|
|
||||||
f"BUY confidence {match.confidence} < {min_confidence} "
|
|
||||||
f"(market_outlook={outlook.value})"
|
|
||||||
),
|
|
||||||
)
|
|
||||||
|
|
||||||
# BUY 결정 전 기존 포지션 체크 (중복 매수 방지)
|
|
||||||
if decision.action == "BUY":
|
|
||||||
existing_position = get_open_position(db_conn, stock_code, market.code)
|
|
||||||
if existing_position:
|
|
||||||
decision = TradeDecision(
|
|
||||||
action="HOLD",
|
|
||||||
confidence=decision.confidence,
|
|
||||||
rationale=(
|
|
||||||
f"Already holding {stock_code} "
|
|
||||||
f"(entry={existing_position['price']:.4f}, "
|
|
||||||
f"qty={existing_position['quantity']})"
|
|
||||||
),
|
|
||||||
)
|
|
||||||
logger.info(
|
|
||||||
"BUY suppressed for %s (%s): already holding open position",
|
|
||||||
stock_code,
|
|
||||||
market.name,
|
|
||||||
)
|
|
||||||
|
|
||||||
if decision.action == "HOLD":
|
if decision.action == "HOLD":
|
||||||
open_position = get_open_position(db_conn, stock_code, market.code)
|
open_position = get_open_position(db_conn, stock_code, market.code)
|
||||||
if open_position:
|
if open_position:
|
||||||
@@ -547,10 +390,8 @@ async def trading_cycle(
|
|||||||
if entry_price > 0:
|
if entry_price > 0:
|
||||||
loss_pct = (current_price - entry_price) / entry_price * 100
|
loss_pct = (current_price - entry_price) / entry_price * 100
|
||||||
stop_loss_threshold = -2.0
|
stop_loss_threshold = -2.0
|
||||||
take_profit_threshold = 3.0
|
|
||||||
if stock_playbook and stock_playbook.scenarios:
|
if stock_playbook and stock_playbook.scenarios:
|
||||||
stop_loss_threshold = stock_playbook.scenarios[0].stop_loss_pct
|
stop_loss_threshold = stock_playbook.scenarios[0].stop_loss_pct
|
||||||
take_profit_threshold = stock_playbook.scenarios[0].take_profit_pct
|
|
||||||
|
|
||||||
if loss_pct <= stop_loss_threshold:
|
if loss_pct <= stop_loss_threshold:
|
||||||
decision = TradeDecision(
|
decision = TradeDecision(
|
||||||
@@ -568,22 +409,6 @@ async def trading_cycle(
|
|||||||
loss_pct,
|
loss_pct,
|
||||||
stop_loss_threshold,
|
stop_loss_threshold,
|
||||||
)
|
)
|
||||||
elif loss_pct >= take_profit_threshold:
|
|
||||||
decision = TradeDecision(
|
|
||||||
action="SELL",
|
|
||||||
confidence=90,
|
|
||||||
rationale=(
|
|
||||||
f"Take-profit triggered ({loss_pct:.2f}% >= "
|
|
||||||
f"{take_profit_threshold:.2f}%)"
|
|
||||||
),
|
|
||||||
)
|
|
||||||
logger.info(
|
|
||||||
"Take-profit override for %s (%s): %.2f%% >= %.2f%%",
|
|
||||||
stock_code,
|
|
||||||
market.name,
|
|
||||||
loss_pct,
|
|
||||||
take_profit_threshold,
|
|
||||||
)
|
|
||||||
logger.info(
|
logger.info(
|
||||||
"Decision for %s (%s): %s (confidence=%d)",
|
"Decision for %s (%s): %s (confidence=%d)",
|
||||||
stock_code,
|
stock_code,
|
||||||
@@ -644,23 +469,18 @@ async def trading_cycle(
|
|||||||
trade_price = current_price
|
trade_price = current_price
|
||||||
trade_pnl = 0.0
|
trade_pnl = 0.0
|
||||||
if decision.action in ("BUY", "SELL"):
|
if decision.action in ("BUY", "SELL"):
|
||||||
broker_held_qty = (
|
sell_position = (
|
||||||
_extract_held_qty_from_balance(
|
get_open_position(db_conn, stock_code, market.code)
|
||||||
balance_data, stock_code, is_domestic=market.is_domestic
|
|
||||||
)
|
|
||||||
if decision.action == "SELL"
|
if decision.action == "SELL"
|
||||||
else 0
|
else None
|
||||||
)
|
)
|
||||||
matched_scenario = match.matched_scenario
|
|
||||||
quantity = _determine_order_quantity(
|
quantity = _determine_order_quantity(
|
||||||
action=decision.action,
|
action=decision.action,
|
||||||
current_price=current_price,
|
current_price=current_price,
|
||||||
total_cash=total_cash,
|
total_cash=total_cash,
|
||||||
candidate=candidate,
|
candidate=candidate,
|
||||||
settings=settings,
|
settings=settings,
|
||||||
broker_held_qty=broker_held_qty,
|
open_position=sell_position,
|
||||||
playbook_allocation_pct=matched_scenario.allocation_pct if matched_scenario else None,
|
|
||||||
scenario_confidence=match.confidence,
|
|
||||||
)
|
)
|
||||||
if quantity <= 0:
|
if quantity <= 0:
|
||||||
logger.info(
|
logger.info(
|
||||||
@@ -674,28 +494,8 @@ async def trading_cycle(
|
|||||||
return
|
return
|
||||||
order_amount = current_price * quantity
|
order_amount = current_price * quantity
|
||||||
|
|
||||||
# 4. Check BUY cooldown (set when a prior BUY failed due to insufficient balance)
|
# 4. Risk check BEFORE order
|
||||||
if decision.action == "BUY" and buy_cooldown is not None:
|
|
||||||
cooldown_key = f"{market.code}:{stock_code}"
|
|
||||||
cooldown_until = buy_cooldown.get(cooldown_key, 0.0)
|
|
||||||
now = asyncio.get_event_loop().time()
|
|
||||||
if now < cooldown_until:
|
|
||||||
remaining = int(cooldown_until - now)
|
|
||||||
logger.info(
|
|
||||||
"Skip BUY %s (%s): insufficient-balance cooldown active (%ds remaining)",
|
|
||||||
stock_code,
|
|
||||||
market.name,
|
|
||||||
remaining,
|
|
||||||
)
|
|
||||||
return
|
|
||||||
|
|
||||||
# 5a. Risk check BEFORE order
|
|
||||||
# SELL orders do not consume cash (they receive it), so fat-finger check
|
|
||||||
# is skipped for SELLs — only circuit breaker applies.
|
|
||||||
try:
|
try:
|
||||||
if decision.action == "SELL":
|
|
||||||
risk.check_circuit_breaker(pnl_pct)
|
|
||||||
else:
|
|
||||||
risk.validate_order(
|
risk.validate_order(
|
||||||
current_pnl_pct=pnl_pct,
|
current_pnl_pct=pnl_pct,
|
||||||
order_amount=order_amount,
|
order_amount=order_amount,
|
||||||
@@ -742,23 +542,11 @@ async def trading_cycle(
|
|||||||
# Check if KIS rejected the order (rt_cd != "0")
|
# Check if KIS rejected the order (rt_cd != "0")
|
||||||
if result.get("rt_cd", "") != "0":
|
if result.get("rt_cd", "") != "0":
|
||||||
order_succeeded = False
|
order_succeeded = False
|
||||||
msg1 = result.get("msg1") or ""
|
|
||||||
logger.warning(
|
logger.warning(
|
||||||
"Overseas order not accepted for %s: rt_cd=%s msg=%s",
|
"Overseas order not accepted for %s: rt_cd=%s msg=%s",
|
||||||
stock_code,
|
stock_code,
|
||||||
result.get("rt_cd"),
|
result.get("rt_cd"),
|
||||||
msg1,
|
result.get("msg1"),
|
||||||
)
|
|
||||||
# Set BUY cooldown when the rejection is due to insufficient balance
|
|
||||||
if decision.action == "BUY" and buy_cooldown is not None and "주문가능금액" in msg1:
|
|
||||||
cooldown_key = f"{market.code}:{stock_code}"
|
|
||||||
buy_cooldown[cooldown_key] = (
|
|
||||||
asyncio.get_event_loop().time() + _BUY_COOLDOWN_SECONDS
|
|
||||||
)
|
|
||||||
logger.info(
|
|
||||||
"BUY cooldown set for %s: %.0fs (insufficient balance)",
|
|
||||||
stock_code,
|
|
||||||
_BUY_COOLDOWN_SECONDS,
|
|
||||||
)
|
)
|
||||||
logger.info("Order result: %s", result.get("msg1", "OK"))
|
logger.info("Order result: %s", result.get("msg1", "OK"))
|
||||||
|
|
||||||
@@ -867,9 +655,6 @@ async def run_daily_session(
|
|||||||
|
|
||||||
logger.info("Starting daily trading session for %d markets", len(open_markets))
|
logger.info("Starting daily trading session for %d markets", len(open_markets))
|
||||||
|
|
||||||
# BUY cooldown: prevents retrying stocks rejected for insufficient balance
|
|
||||||
daily_buy_cooldown: dict[str, float] = {} # "{market_code}:{stock_code}" -> expiry timestamp
|
|
||||||
|
|
||||||
# Process each open market
|
# Process each open market
|
||||||
for market in open_markets:
|
for market in open_markets:
|
||||||
# Use market-local date for playbook keying
|
# Use market-local date for playbook keying
|
||||||
@@ -1115,12 +900,10 @@ async def run_daily_session(
|
|||||||
trade_pnl = 0.0
|
trade_pnl = 0.0
|
||||||
order_succeeded = True
|
order_succeeded = True
|
||||||
if decision.action in ("BUY", "SELL"):
|
if decision.action in ("BUY", "SELL"):
|
||||||
daily_broker_held_qty = (
|
daily_sell_position = (
|
||||||
_extract_held_qty_from_balance(
|
get_open_position(db_conn, stock_code, market.code)
|
||||||
balance_data, stock_code, is_domestic=market.is_domestic
|
|
||||||
)
|
|
||||||
if decision.action == "SELL"
|
if decision.action == "SELL"
|
||||||
else 0
|
else None
|
||||||
)
|
)
|
||||||
quantity = _determine_order_quantity(
|
quantity = _determine_order_quantity(
|
||||||
action=decision.action,
|
action=decision.action,
|
||||||
@@ -1128,7 +911,7 @@ async def run_daily_session(
|
|||||||
total_cash=total_cash,
|
total_cash=total_cash,
|
||||||
candidate=candidate_map.get(stock_code),
|
candidate=candidate_map.get(stock_code),
|
||||||
settings=settings,
|
settings=settings,
|
||||||
broker_held_qty=daily_broker_held_qty,
|
open_position=daily_sell_position,
|
||||||
)
|
)
|
||||||
if quantity <= 0:
|
if quantity <= 0:
|
||||||
logger.info(
|
logger.info(
|
||||||
@@ -1142,28 +925,8 @@ async def run_daily_session(
|
|||||||
continue
|
continue
|
||||||
order_amount = stock_data["current_price"] * quantity
|
order_amount = stock_data["current_price"] * quantity
|
||||||
|
|
||||||
# Check BUY cooldown (insufficient balance)
|
|
||||||
if decision.action == "BUY":
|
|
||||||
daily_cooldown_key = f"{market.code}:{stock_code}"
|
|
||||||
daily_cooldown_until = daily_buy_cooldown.get(daily_cooldown_key, 0.0)
|
|
||||||
now = asyncio.get_event_loop().time()
|
|
||||||
if now < daily_cooldown_until:
|
|
||||||
remaining = int(daily_cooldown_until - now)
|
|
||||||
logger.info(
|
|
||||||
"Skip BUY %s (%s): insufficient-balance cooldown active (%ds remaining)",
|
|
||||||
stock_code,
|
|
||||||
market.name,
|
|
||||||
remaining,
|
|
||||||
)
|
|
||||||
continue
|
|
||||||
|
|
||||||
# Risk check
|
# Risk check
|
||||||
# SELL orders do not consume cash (they receive it), so fat-finger
|
|
||||||
# check is skipped for SELLs — only circuit breaker applies.
|
|
||||||
try:
|
try:
|
||||||
if decision.action == "SELL":
|
|
||||||
risk.check_circuit_breaker(pnl_pct)
|
|
||||||
else:
|
|
||||||
risk.validate_order(
|
risk.validate_order(
|
||||||
current_pnl_pct=pnl_pct,
|
current_pnl_pct=pnl_pct,
|
||||||
order_amount=order_amount,
|
order_amount=order_amount,
|
||||||
@@ -1218,22 +981,11 @@ async def run_daily_session(
|
|||||||
)
|
)
|
||||||
if result.get("rt_cd", "") != "0":
|
if result.get("rt_cd", "") != "0":
|
||||||
order_succeeded = False
|
order_succeeded = False
|
||||||
daily_msg1 = result.get("msg1") or ""
|
|
||||||
logger.warning(
|
logger.warning(
|
||||||
"Overseas order not accepted for %s: rt_cd=%s msg=%s",
|
"Overseas order not accepted for %s: rt_cd=%s msg=%s",
|
||||||
stock_code,
|
stock_code,
|
||||||
result.get("rt_cd"),
|
result.get("rt_cd"),
|
||||||
daily_msg1,
|
result.get("msg1"),
|
||||||
)
|
|
||||||
if decision.action == "BUY" and "주문가능금액" in daily_msg1:
|
|
||||||
daily_cooldown_key = f"{market.code}:{stock_code}"
|
|
||||||
daily_buy_cooldown[daily_cooldown_key] = (
|
|
||||||
asyncio.get_event_loop().time() + _BUY_COOLDOWN_SECONDS
|
|
||||||
)
|
|
||||||
logger.info(
|
|
||||||
"BUY cooldown set for %s: %.0fs (insufficient balance)",
|
|
||||||
stock_code,
|
|
||||||
_BUY_COOLDOWN_SECONDS,
|
|
||||||
)
|
)
|
||||||
logger.info("Order result: %s", result.get("msg1", "OK"))
|
logger.info("Order result: %s", result.get("msg1", "OK"))
|
||||||
|
|
||||||
@@ -1398,18 +1150,10 @@ def _start_dashboard_server(settings: Settings) -> threading.Thread | None:
|
|||||||
if not settings.DASHBOARD_ENABLED:
|
if not settings.DASHBOARD_ENABLED:
|
||||||
return None
|
return None
|
||||||
|
|
||||||
# Validate dependencies before spawning the thread so startup failures are
|
|
||||||
# reported synchronously (avoids the misleading "started" → "failed" log pair).
|
|
||||||
try:
|
|
||||||
import uvicorn # noqa: F401
|
|
||||||
from src.dashboard import create_dashboard_app # noqa: F401
|
|
||||||
except ImportError as exc:
|
|
||||||
logger.warning("Dashboard server unavailable (missing dependency): %s", exc)
|
|
||||||
return None
|
|
||||||
|
|
||||||
def _serve() -> None:
|
def _serve() -> None:
|
||||||
try:
|
try:
|
||||||
import uvicorn
|
import uvicorn
|
||||||
|
|
||||||
from src.dashboard import create_dashboard_app
|
from src.dashboard import create_dashboard_app
|
||||||
|
|
||||||
app = create_dashboard_app(settings.DB_PATH)
|
app = create_dashboard_app(settings.DB_PATH)
|
||||||
@@ -1420,7 +1164,7 @@ def _start_dashboard_server(settings: Settings) -> threading.Thread | None:
|
|||||||
log_level="info",
|
log_level="info",
|
||||||
)
|
)
|
||||||
except Exception as exc:
|
except Exception as exc:
|
||||||
logger.warning("Dashboard server stopped unexpectedly: %s", exc)
|
logger.warning("Dashboard server failed to start: %s", exc)
|
||||||
|
|
||||||
thread = threading.Thread(
|
thread = threading.Thread(
|
||||||
target=_serve,
|
target=_serve,
|
||||||
@@ -1861,9 +1605,6 @@ async def run(settings: Settings) -> None:
|
|||||||
# Active stocks per market (dynamically discovered by scanner)
|
# Active stocks per market (dynamically discovered by scanner)
|
||||||
active_stocks: dict[str, list[str]] = {} # market_code -> [stock_codes]
|
active_stocks: dict[str, list[str]] = {} # market_code -> [stock_codes]
|
||||||
|
|
||||||
# BUY cooldown: prevents retrying a stock rejected for insufficient balance
|
|
||||||
buy_cooldown: dict[str, float] = {} # "{market_code}:{stock_code}" -> expiry timestamp
|
|
||||||
|
|
||||||
# Initialize latency control system
|
# Initialize latency control system
|
||||||
criticality_assessor = CriticalityAssessor(
|
criticality_assessor = CriticalityAssessor(
|
||||||
critical_pnl_threshold=-2.5, # Near circuit breaker at -3.0%
|
critical_pnl_threshold=-2.5, # Near circuit breaker at -3.0%
|
||||||
@@ -2137,38 +1878,8 @@ async def run(settings: Settings) -> None:
|
|||||||
except Exception as exc:
|
except Exception as exc:
|
||||||
logger.error("Smart Scanner failed for %s: %s", market.name, exc)
|
logger.error("Smart Scanner failed for %s: %s", market.name, exc)
|
||||||
|
|
||||||
# Get active stocks from scanner (dynamic, no static fallback).
|
# Get active stocks from scanner (dynamic, no static fallback)
|
||||||
# Also include currently-held positions so stop-loss /
|
stock_codes = active_stocks.get(market.code, [])
|
||||||
# take-profit can fire even when a holding drops off the
|
|
||||||
# scanner. Broker balance is the source of truth here —
|
|
||||||
# unlike the local DB it reflects actual fills and any
|
|
||||||
# manual trades done outside the bot.
|
|
||||||
scanner_codes = active_stocks.get(market.code, [])
|
|
||||||
try:
|
|
||||||
if market.is_domestic:
|
|
||||||
held_balance = await broker.get_balance()
|
|
||||||
else:
|
|
||||||
held_balance = await overseas_broker.get_overseas_balance(
|
|
||||||
market.exchange_code
|
|
||||||
)
|
|
||||||
held_codes = _extract_held_codes_from_balance(
|
|
||||||
held_balance, is_domestic=market.is_domestic
|
|
||||||
)
|
|
||||||
except Exception as exc:
|
|
||||||
logger.warning(
|
|
||||||
"Failed to fetch holdings for %s: %s — skipping holdings merge",
|
|
||||||
market.name, exc,
|
|
||||||
)
|
|
||||||
held_codes = []
|
|
||||||
|
|
||||||
stock_codes = list(dict.fromkeys(scanner_codes + held_codes))
|
|
||||||
extra_held = [c for c in held_codes if c not in set(scanner_codes)]
|
|
||||||
if extra_held:
|
|
||||||
logger.info(
|
|
||||||
"Holdings added to loop for %s (not in scanner): %s",
|
|
||||||
market.name, extra_held,
|
|
||||||
)
|
|
||||||
|
|
||||||
if not stock_codes:
|
if not stock_codes:
|
||||||
logger.debug("No active stocks for market %s", market.code)
|
logger.debug("No active stocks for market %s", market.code)
|
||||||
continue
|
continue
|
||||||
@@ -2206,7 +1917,6 @@ async def run(settings: Settings) -> None:
|
|||||||
stock_code,
|
stock_code,
|
||||||
scan_candidates,
|
scan_candidates,
|
||||||
settings,
|
settings,
|
||||||
buy_cooldown,
|
|
||||||
)
|
)
|
||||||
break # Success — exit retry loop
|
break # Success — exit retry loop
|
||||||
except CircuitBreakerTripped as exc:
|
except CircuitBreakerTripped as exc:
|
||||||
|
|||||||
@@ -604,16 +604,6 @@ class TelegramCommandHandler:
|
|||||||
async with session.post(url, json=payload) as resp:
|
async with session.post(url, json=payload) as resp:
|
||||||
if resp.status != 200:
|
if resp.status != 200:
|
||||||
error_text = await resp.text()
|
error_text = await resp.text()
|
||||||
if resp.status == 409:
|
|
||||||
# Another bot instance is already polling — stop this poller entirely.
|
|
||||||
# Retrying would keep conflicting with the other instance.
|
|
||||||
self._running = False
|
|
||||||
logger.warning(
|
|
||||||
"Telegram conflict (409): another instance is already polling. "
|
|
||||||
"Disabling Telegram commands for this process. "
|
|
||||||
"Ensure only one instance of The Ouroboros is running at a time.",
|
|
||||||
)
|
|
||||||
else:
|
|
||||||
logger.error(
|
logger.error(
|
||||||
"getUpdates API error (status=%d): %s", resp.status, error_text
|
"getUpdates API error (status=%d): %s", resp.status, error_text
|
||||||
)
|
)
|
||||||
|
|||||||
@@ -46,18 +46,6 @@ class StockCondition(BaseModel):
|
|||||||
|
|
||||||
The ScenarioEngine evaluates all non-None fields as AND conditions.
|
The ScenarioEngine evaluates all non-None fields as AND conditions.
|
||||||
A condition matches only if ALL specified fields are satisfied.
|
A condition matches only if ALL specified fields are satisfied.
|
||||||
|
|
||||||
Technical indicator fields:
|
|
||||||
rsi_below / rsi_above — RSI threshold
|
|
||||||
volume_ratio_above / volume_ratio_below — volume vs previous day
|
|
||||||
price_above / price_below — absolute price level
|
|
||||||
price_change_pct_above / price_change_pct_below — intraday % change
|
|
||||||
|
|
||||||
Position-aware fields (require market_data enrichment from open position):
|
|
||||||
unrealized_pnl_pct_above — matches if unrealized P&L > threshold (e.g. 3.0 → +3%)
|
|
||||||
unrealized_pnl_pct_below — matches if unrealized P&L < threshold (e.g. -2.0 → -2%)
|
|
||||||
holding_days_above — matches if position held for more than N days
|
|
||||||
holding_days_below — matches if position held for fewer than N days
|
|
||||||
"""
|
"""
|
||||||
|
|
||||||
rsi_below: float | None = None
|
rsi_below: float | None = None
|
||||||
@@ -68,10 +56,6 @@ class StockCondition(BaseModel):
|
|||||||
price_below: float | None = None
|
price_below: float | None = None
|
||||||
price_change_pct_above: float | None = None
|
price_change_pct_above: float | None = None
|
||||||
price_change_pct_below: float | None = None
|
price_change_pct_below: float | None = None
|
||||||
unrealized_pnl_pct_above: float | None = None
|
|
||||||
unrealized_pnl_pct_below: float | None = None
|
|
||||||
holding_days_above: int | None = None
|
|
||||||
holding_days_below: int | None = None
|
|
||||||
|
|
||||||
def has_any_condition(self) -> bool:
|
def has_any_condition(self) -> bool:
|
||||||
"""Check if at least one condition field is set."""
|
"""Check if at least one condition field is set."""
|
||||||
@@ -86,10 +70,6 @@ class StockCondition(BaseModel):
|
|||||||
self.price_below,
|
self.price_below,
|
||||||
self.price_change_pct_above,
|
self.price_change_pct_above,
|
||||||
self.price_change_pct_below,
|
self.price_change_pct_below,
|
||||||
self.unrealized_pnl_pct_above,
|
|
||||||
self.unrealized_pnl_pct_below,
|
|
||||||
self.holding_days_above,
|
|
||||||
self.holding_days_below,
|
|
||||||
)
|
)
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|||||||
@@ -75,7 +75,6 @@ class PreMarketPlanner:
|
|||||||
market: str,
|
market: str,
|
||||||
candidates: list[ScanCandidate],
|
candidates: list[ScanCandidate],
|
||||||
today: date | None = None,
|
today: date | None = None,
|
||||||
current_holdings: list[dict] | None = None,
|
|
||||||
) -> DayPlaybook:
|
) -> DayPlaybook:
|
||||||
"""Generate a DayPlaybook for a market using Gemini.
|
"""Generate a DayPlaybook for a market using Gemini.
|
||||||
|
|
||||||
@@ -83,10 +82,6 @@ class PreMarketPlanner:
|
|||||||
market: Market code ("KR" or "US")
|
market: Market code ("KR" or "US")
|
||||||
candidates: Stock candidates from SmartVolatilityScanner
|
candidates: Stock candidates from SmartVolatilityScanner
|
||||||
today: Override date (defaults to date.today()). Use market-local date.
|
today: Override date (defaults to date.today()). Use market-local date.
|
||||||
current_holdings: Currently held positions with entry_price and unrealized_pnl_pct.
|
|
||||||
Each dict: {"stock_code": str, "name": str, "qty": int,
|
|
||||||
"entry_price": float, "unrealized_pnl_pct": float,
|
|
||||||
"holding_days": int}
|
|
||||||
|
|
||||||
Returns:
|
Returns:
|
||||||
DayPlaybook with scenarios. Empty/defensive if no candidates or failure.
|
DayPlaybook with scenarios. Empty/defensive if no candidates or failure.
|
||||||
@@ -111,7 +106,6 @@ class PreMarketPlanner:
|
|||||||
context_data,
|
context_data,
|
||||||
self_market_scorecard,
|
self_market_scorecard,
|
||||||
cross_market,
|
cross_market,
|
||||||
current_holdings=current_holdings,
|
|
||||||
)
|
)
|
||||||
|
|
||||||
# 3. Call Gemini
|
# 3. Call Gemini
|
||||||
@@ -124,8 +118,7 @@ class PreMarketPlanner:
|
|||||||
|
|
||||||
# 4. Parse response
|
# 4. Parse response
|
||||||
playbook = self._parse_response(
|
playbook = self._parse_response(
|
||||||
decision.rationale, today, market, candidates, cross_market,
|
decision.rationale, today, market, candidates, cross_market
|
||||||
current_holdings=current_holdings,
|
|
||||||
)
|
)
|
||||||
playbook_with_tokens = playbook.model_copy(
|
playbook_with_tokens = playbook.model_copy(
|
||||||
update={"token_count": decision.token_count}
|
update={"token_count": decision.token_count}
|
||||||
@@ -237,7 +230,6 @@ class PreMarketPlanner:
|
|||||||
context_data: dict[str, Any],
|
context_data: dict[str, Any],
|
||||||
self_market_scorecard: dict[str, Any] | None,
|
self_market_scorecard: dict[str, Any] | None,
|
||||||
cross_market: CrossMarketContext | None,
|
cross_market: CrossMarketContext | None,
|
||||||
current_holdings: list[dict] | None = None,
|
|
||||||
) -> str:
|
) -> str:
|
||||||
"""Build a structured prompt for Gemini to generate scenario JSON."""
|
"""Build a structured prompt for Gemini to generate scenario JSON."""
|
||||||
max_scenarios = self._settings.MAX_SCENARIOS_PER_STOCK
|
max_scenarios = self._settings.MAX_SCENARIOS_PER_STOCK
|
||||||
@@ -249,26 +241,6 @@ class PreMarketPlanner:
|
|||||||
for c in candidates
|
for c in candidates
|
||||||
)
|
)
|
||||||
|
|
||||||
holdings_text = ""
|
|
||||||
if current_holdings:
|
|
||||||
lines = []
|
|
||||||
for h in current_holdings:
|
|
||||||
code = h.get("stock_code", "")
|
|
||||||
name = h.get("name", "")
|
|
||||||
qty = h.get("qty", 0)
|
|
||||||
entry_price = h.get("entry_price", 0.0)
|
|
||||||
pnl_pct = h.get("unrealized_pnl_pct", 0.0)
|
|
||||||
holding_days = h.get("holding_days", 0)
|
|
||||||
lines.append(
|
|
||||||
f" - {code} ({name}): {qty}주 @ {entry_price:,.0f}, "
|
|
||||||
f"미실현손익 {pnl_pct:+.2f}%, 보유 {holding_days}일"
|
|
||||||
)
|
|
||||||
holdings_text = (
|
|
||||||
"\n## Current Holdings (보유 중 — SELL/HOLD 전략 고려 필요)\n"
|
|
||||||
+ "\n".join(lines)
|
|
||||||
+ "\n"
|
|
||||||
)
|
|
||||||
|
|
||||||
cross_market_text = ""
|
cross_market_text = ""
|
||||||
if cross_market:
|
if cross_market:
|
||||||
cross_market_text = (
|
cross_market_text = (
|
||||||
@@ -301,20 +273,10 @@ class PreMarketPlanner:
|
|||||||
for key, value in list(layer_data.items())[:5]:
|
for key, value in list(layer_data.items())[:5]:
|
||||||
context_text += f" - {key}: {value}\n"
|
context_text += f" - {key}: {value}\n"
|
||||||
|
|
||||||
holdings_instruction = ""
|
|
||||||
if current_holdings:
|
|
||||||
holding_codes = [h.get("stock_code", "") for h in current_holdings]
|
|
||||||
holdings_instruction = (
|
|
||||||
f"- Also include SELL/HOLD scenarios for held stocks: "
|
|
||||||
f"{', '.join(holding_codes)} "
|
|
||||||
f"(even if not in candidates list)\n"
|
|
||||||
)
|
|
||||||
|
|
||||||
return (
|
return (
|
||||||
f"You are a pre-market trading strategist for the {market} market.\n"
|
f"You are a pre-market trading strategist for the {market} market.\n"
|
||||||
f"Generate structured trading scenarios for today.\n\n"
|
f"Generate structured trading scenarios for today.\n\n"
|
||||||
f"## Candidates (from volatility scanner)\n{candidates_text}\n"
|
f"## Candidates (from volatility scanner)\n{candidates_text}\n"
|
||||||
f"{holdings_text}"
|
|
||||||
f"{self_market_text}"
|
f"{self_market_text}"
|
||||||
f"{cross_market_text}"
|
f"{cross_market_text}"
|
||||||
f"{context_text}\n"
|
f"{context_text}\n"
|
||||||
@@ -332,8 +294,7 @@ class PreMarketPlanner:
|
|||||||
f' "stock_code": "...",\n'
|
f' "stock_code": "...",\n'
|
||||||
f' "scenarios": [\n'
|
f' "scenarios": [\n'
|
||||||
f' {{\n'
|
f' {{\n'
|
||||||
f' "condition": {{"rsi_below": 30, "volume_ratio_above": 2.0,'
|
f' "condition": {{"rsi_below": 30, "volume_ratio_above": 2.0}},\n'
|
||||||
f' "unrealized_pnl_pct_above": 3.0, "holding_days_above": 5}},\n'
|
|
||||||
f' "action": "BUY|SELL|HOLD",\n'
|
f' "action": "BUY|SELL|HOLD",\n'
|
||||||
f' "confidence": 85,\n'
|
f' "confidence": 85,\n'
|
||||||
f' "allocation_pct": 10.0,\n'
|
f' "allocation_pct": 10.0,\n'
|
||||||
@@ -347,8 +308,7 @@ class PreMarketPlanner:
|
|||||||
f'}}\n\n'
|
f'}}\n\n'
|
||||||
f"Rules:\n"
|
f"Rules:\n"
|
||||||
f"- Max {max_scenarios} scenarios per stock\n"
|
f"- Max {max_scenarios} scenarios per stock\n"
|
||||||
f"- Candidates list is the primary source for BUY candidates\n"
|
f"- Only use stocks from the candidates list\n"
|
||||||
f"{holdings_instruction}"
|
|
||||||
f"- Confidence 0-100 (80+ for actionable trades)\n"
|
f"- Confidence 0-100 (80+ for actionable trades)\n"
|
||||||
f"- stop_loss_pct must be <= 0, take_profit_pct must be >= 0\n"
|
f"- stop_loss_pct must be <= 0, take_profit_pct must be >= 0\n"
|
||||||
f"- Return ONLY the JSON, no markdown fences or explanation\n"
|
f"- Return ONLY the JSON, no markdown fences or explanation\n"
|
||||||
@@ -361,19 +321,12 @@ class PreMarketPlanner:
|
|||||||
market: str,
|
market: str,
|
||||||
candidates: list[ScanCandidate],
|
candidates: list[ScanCandidate],
|
||||||
cross_market: CrossMarketContext | None,
|
cross_market: CrossMarketContext | None,
|
||||||
current_holdings: list[dict] | None = None,
|
|
||||||
) -> DayPlaybook:
|
) -> DayPlaybook:
|
||||||
"""Parse Gemini's JSON response into a validated DayPlaybook."""
|
"""Parse Gemini's JSON response into a validated DayPlaybook."""
|
||||||
cleaned = self._extract_json(response_text)
|
cleaned = self._extract_json(response_text)
|
||||||
data = json.loads(cleaned)
|
data = json.loads(cleaned)
|
||||||
|
|
||||||
valid_codes = {c.stock_code for c in candidates}
|
valid_codes = {c.stock_code for c in candidates}
|
||||||
# Holdings are also valid — AI may generate SELL/HOLD scenarios for them
|
|
||||||
if current_holdings:
|
|
||||||
for h in current_holdings:
|
|
||||||
code = h.get("stock_code", "")
|
|
||||||
if code:
|
|
||||||
valid_codes.add(code)
|
|
||||||
|
|
||||||
# Parse market outlook
|
# Parse market outlook
|
||||||
outlook_str = data.get("market_outlook", "neutral")
|
outlook_str = data.get("market_outlook", "neutral")
|
||||||
@@ -437,10 +390,6 @@ class PreMarketPlanner:
|
|||||||
price_below=cond_data.get("price_below"),
|
price_below=cond_data.get("price_below"),
|
||||||
price_change_pct_above=cond_data.get("price_change_pct_above"),
|
price_change_pct_above=cond_data.get("price_change_pct_above"),
|
||||||
price_change_pct_below=cond_data.get("price_change_pct_below"),
|
price_change_pct_below=cond_data.get("price_change_pct_below"),
|
||||||
unrealized_pnl_pct_above=cond_data.get("unrealized_pnl_pct_above"),
|
|
||||||
unrealized_pnl_pct_below=cond_data.get("unrealized_pnl_pct_below"),
|
|
||||||
holding_days_above=cond_data.get("holding_days_above"),
|
|
||||||
holding_days_below=cond_data.get("holding_days_below"),
|
|
||||||
)
|
)
|
||||||
|
|
||||||
if not condition.has_any_condition():
|
if not condition.has_any_condition():
|
||||||
|
|||||||
@@ -206,37 +206,6 @@ class ScenarioEngine:
|
|||||||
if condition.price_change_pct_below is not None:
|
if condition.price_change_pct_below is not None:
|
||||||
checks.append(price_change_pct is not None and price_change_pct < condition.price_change_pct_below)
|
checks.append(price_change_pct is not None and price_change_pct < condition.price_change_pct_below)
|
||||||
|
|
||||||
# Position-aware conditions
|
|
||||||
unrealized_pnl_pct = self._safe_float(market_data.get("unrealized_pnl_pct"))
|
|
||||||
if condition.unrealized_pnl_pct_above is not None or condition.unrealized_pnl_pct_below is not None:
|
|
||||||
if "unrealized_pnl_pct" not in market_data:
|
|
||||||
self._warn_missing_key("unrealized_pnl_pct")
|
|
||||||
if condition.unrealized_pnl_pct_above is not None:
|
|
||||||
checks.append(
|
|
||||||
unrealized_pnl_pct is not None
|
|
||||||
and unrealized_pnl_pct > condition.unrealized_pnl_pct_above
|
|
||||||
)
|
|
||||||
if condition.unrealized_pnl_pct_below is not None:
|
|
||||||
checks.append(
|
|
||||||
unrealized_pnl_pct is not None
|
|
||||||
and unrealized_pnl_pct < condition.unrealized_pnl_pct_below
|
|
||||||
)
|
|
||||||
|
|
||||||
holding_days = self._safe_float(market_data.get("holding_days"))
|
|
||||||
if condition.holding_days_above is not None or condition.holding_days_below is not None:
|
|
||||||
if "holding_days" not in market_data:
|
|
||||||
self._warn_missing_key("holding_days")
|
|
||||||
if condition.holding_days_above is not None:
|
|
||||||
checks.append(
|
|
||||||
holding_days is not None
|
|
||||||
and holding_days > condition.holding_days_above
|
|
||||||
)
|
|
||||||
if condition.holding_days_below is not None:
|
|
||||||
checks.append(
|
|
||||||
holding_days is not None
|
|
||||||
and holding_days < condition.holding_days_below
|
|
||||||
)
|
|
||||||
|
|
||||||
return len(checks) > 0 and all(checks)
|
return len(checks) > 0 and all(checks)
|
||||||
|
|
||||||
def _evaluate_global_condition(
|
def _evaluate_global_condition(
|
||||||
@@ -297,9 +266,5 @@ class ScenarioEngine:
|
|||||||
details["current_price"] = self._safe_float(market_data.get("current_price"))
|
details["current_price"] = self._safe_float(market_data.get("current_price"))
|
||||||
if condition.price_change_pct_above is not None or condition.price_change_pct_below is not None:
|
if condition.price_change_pct_above is not None or condition.price_change_pct_below is not None:
|
||||||
details["price_change_pct"] = self._safe_float(market_data.get("price_change_pct"))
|
details["price_change_pct"] = self._safe_float(market_data.get("price_change_pct"))
|
||||||
if condition.unrealized_pnl_pct_above is not None or condition.unrealized_pnl_pct_below is not None:
|
|
||||||
details["unrealized_pnl_pct"] = self._safe_float(market_data.get("unrealized_pnl_pct"))
|
|
||||||
if condition.holding_days_above is not None or condition.holding_days_below is not None:
|
|
||||||
details["holding_days"] = self._safe_float(market_data.get("holding_days"))
|
|
||||||
|
|
||||||
return details
|
return details
|
||||||
|
|||||||
@@ -316,100 +316,3 @@ def test_pnl_history_market_filter(tmp_path: Path) -> None:
|
|||||||
# KR has 1 trade with pnl=2.0
|
# KR has 1 trade with pnl=2.0
|
||||||
assert len(body["labels"]) >= 1
|
assert len(body["labels"]) >= 1
|
||||||
assert body["pnl"][0] == 2.0
|
assert body["pnl"][0] == 2.0
|
||||||
|
|
||||||
|
|
||||||
def test_positions_returns_open_buy(tmp_path: Path) -> None:
|
|
||||||
"""BUY가 마지막 거래인 종목은 포지션으로 반환되어야 한다."""
|
|
||||||
app = _app(tmp_path)
|
|
||||||
get_positions = _endpoint(app, "/api/positions")
|
|
||||||
body = get_positions()
|
|
||||||
# seed_db: 005930은 BUY (오픈), AAPL은 SELL (마지막)
|
|
||||||
assert body["count"] == 1
|
|
||||||
pos = body["positions"][0]
|
|
||||||
assert pos["stock_code"] == "005930"
|
|
||||||
assert pos["market"] == "KR"
|
|
||||||
assert pos["quantity"] == 1
|
|
||||||
assert pos["entry_price"] == 70000
|
|
||||||
|
|
||||||
|
|
||||||
def test_positions_excludes_closed_sell(tmp_path: Path) -> None:
|
|
||||||
"""마지막 거래가 SELL인 종목은 포지션에 나타나지 않아야 한다."""
|
|
||||||
app = _app(tmp_path)
|
|
||||||
get_positions = _endpoint(app, "/api/positions")
|
|
||||||
body = get_positions()
|
|
||||||
codes = [p["stock_code"] for p in body["positions"]]
|
|
||||||
assert "AAPL" not in codes
|
|
||||||
|
|
||||||
|
|
||||||
def test_positions_empty_when_no_trades(tmp_path: Path) -> None:
|
|
||||||
"""거래 내역이 없으면 빈 포지션 목록을 반환해야 한다."""
|
|
||||||
db_path = tmp_path / "empty.db"
|
|
||||||
conn = init_db(str(db_path))
|
|
||||||
conn.close()
|
|
||||||
app = create_dashboard_app(str(db_path))
|
|
||||||
get_positions = _endpoint(app, "/api/positions")
|
|
||||||
body = get_positions()
|
|
||||||
assert body["count"] == 0
|
|
||||||
assert body["positions"] == []
|
|
||||||
|
|
||||||
|
|
||||||
def _seed_cb_context(conn: sqlite3.Connection, pnl_pct: float, market: str = "KR") -> None:
|
|
||||||
import json as _json
|
|
||||||
conn.execute(
|
|
||||||
"INSERT OR REPLACE INTO system_metrics (key, value, updated_at) VALUES (?, ?, ?)",
|
|
||||||
(
|
|
||||||
f"portfolio_pnl_pct_{market}",
|
|
||||||
_json.dumps({"pnl_pct": pnl_pct}),
|
|
||||||
"2026-02-22T10:00:00+00:00",
|
|
||||||
),
|
|
||||||
)
|
|
||||||
conn.commit()
|
|
||||||
|
|
||||||
|
|
||||||
def test_status_circuit_breaker_ok(tmp_path: Path) -> None:
|
|
||||||
"""pnl_pct가 -2.0%보다 높으면 status=ok를 반환해야 한다."""
|
|
||||||
db_path = tmp_path / "cb_ok.db"
|
|
||||||
conn = init_db(str(db_path))
|
|
||||||
_seed_cb_context(conn, -1.0)
|
|
||||||
conn.close()
|
|
||||||
app = create_dashboard_app(str(db_path))
|
|
||||||
get_status = _endpoint(app, "/api/status")
|
|
||||||
body = get_status()
|
|
||||||
cb = body["circuit_breaker"]
|
|
||||||
assert cb["status"] == "ok"
|
|
||||||
assert cb["current_pnl_pct"] == -1.0
|
|
||||||
assert cb["threshold_pct"] == -3.0
|
|
||||||
|
|
||||||
|
|
||||||
def test_status_circuit_breaker_warning(tmp_path: Path) -> None:
|
|
||||||
"""pnl_pct가 -2.0% 이하이면 status=warning을 반환해야 한다."""
|
|
||||||
db_path = tmp_path / "cb_warn.db"
|
|
||||||
conn = init_db(str(db_path))
|
|
||||||
_seed_cb_context(conn, -2.5)
|
|
||||||
conn.close()
|
|
||||||
app = create_dashboard_app(str(db_path))
|
|
||||||
get_status = _endpoint(app, "/api/status")
|
|
||||||
body = get_status()
|
|
||||||
assert body["circuit_breaker"]["status"] == "warning"
|
|
||||||
|
|
||||||
|
|
||||||
def test_status_circuit_breaker_tripped(tmp_path: Path) -> None:
|
|
||||||
"""pnl_pct가 임계값(-3.0%) 이하이면 status=tripped를 반환해야 한다."""
|
|
||||||
db_path = tmp_path / "cb_tripped.db"
|
|
||||||
conn = init_db(str(db_path))
|
|
||||||
_seed_cb_context(conn, -3.5)
|
|
||||||
conn.close()
|
|
||||||
app = create_dashboard_app(str(db_path))
|
|
||||||
get_status = _endpoint(app, "/api/status")
|
|
||||||
body = get_status()
|
|
||||||
assert body["circuit_breaker"]["status"] == "tripped"
|
|
||||||
|
|
||||||
|
|
||||||
def test_status_circuit_breaker_unknown_when_no_data(tmp_path: Path) -> None:
|
|
||||||
"""L7 context에 pnl_pct 데이터가 없으면 status=unknown을 반환해야 한다."""
|
|
||||||
app = _app(tmp_path) # seed_db에는 portfolio_pnl_pct 없음
|
|
||||||
get_status = _endpoint(app, "/api/status")
|
|
||||||
body = get_status()
|
|
||||||
cb = body["circuit_breaker"]
|
|
||||||
assert cb["status"] == "unknown"
|
|
||||||
assert cb["current_pnl_pct"] is None
|
|
||||||
|
|||||||
1220
tests/test_main.py
1220
tests/test_main.py
File diff suppressed because it is too large
Load Diff
@@ -414,7 +414,7 @@ class TestSendOverseasOrder:
|
|||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_sell_limit_order(self, overseas_broker: OverseasBroker) -> None:
|
async def test_sell_limit_order(self, overseas_broker: OverseasBroker) -> None:
|
||||||
"""Limit sell order should use VTTT1001U and ORD_DVSN=00."""
|
"""Limit sell order should use VTTT1006U and ORD_DVSN=00."""
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 200
|
mock_resp.status = 200
|
||||||
mock_resp.json = AsyncMock(return_value={"rt_cd": "0"})
|
mock_resp.json = AsyncMock(return_value={"rt_cd": "0"})
|
||||||
@@ -428,7 +428,7 @@ class TestSendOverseasOrder:
|
|||||||
result = await overseas_broker.send_overseas_order("NYSE", "MSFT", "SELL", 5, price=350.0)
|
result = await overseas_broker.send_overseas_order("NYSE", "MSFT", "SELL", 5, price=350.0)
|
||||||
assert result["rt_cd"] == "0"
|
assert result["rt_cd"] == "0"
|
||||||
|
|
||||||
overseas_broker._broker._auth_headers.assert_called_with("VTTT1001U")
|
overseas_broker._broker._auth_headers.assert_called_with("VTTT1006U")
|
||||||
|
|
||||||
call_args = mock_session.post.call_args
|
call_args = mock_session.post.call_args
|
||||||
body = call_args[1]["json"]
|
body = call_args[1]["json"]
|
||||||
|
|||||||
@@ -830,171 +830,3 @@ class TestSmartFallbackPlaybook:
|
|||||||
]
|
]
|
||||||
assert len(buy_scenarios) == 1
|
assert len(buy_scenarios) == 1
|
||||||
assert buy_scenarios[0].condition.volume_ratio_above == 2.0 # VOL_MULTIPLIER default
|
assert buy_scenarios[0].condition.volume_ratio_above == 2.0 # VOL_MULTIPLIER default
|
||||||
|
|
||||||
|
|
||||||
# ---------------------------------------------------------------------------
|
|
||||||
# Holdings in prompt (#170)
|
|
||||||
# ---------------------------------------------------------------------------
|
|
||||||
|
|
||||||
|
|
||||||
class TestHoldingsInPrompt:
|
|
||||||
"""Tests for current_holdings parameter in generate_playbook / _build_prompt."""
|
|
||||||
|
|
||||||
def _make_holdings(self) -> list[dict]:
|
|
||||||
return [
|
|
||||||
{
|
|
||||||
"stock_code": "005930",
|
|
||||||
"name": "Samsung",
|
|
||||||
"qty": 10,
|
|
||||||
"entry_price": 71000.0,
|
|
||||||
"unrealized_pnl_pct": 2.3,
|
|
||||||
"holding_days": 3,
|
|
||||||
}
|
|
||||||
]
|
|
||||||
|
|
||||||
def test_build_prompt_includes_holdings_section(self) -> None:
|
|
||||||
"""Prompt should contain a Current Holdings section when holdings are given."""
|
|
||||||
planner = _make_planner()
|
|
||||||
candidates = [_candidate()]
|
|
||||||
holdings = self._make_holdings()
|
|
||||||
|
|
||||||
prompt = planner._build_prompt(
|
|
||||||
"KR",
|
|
||||||
candidates,
|
|
||||||
context_data={},
|
|
||||||
self_market_scorecard=None,
|
|
||||||
cross_market=None,
|
|
||||||
current_holdings=holdings,
|
|
||||||
)
|
|
||||||
|
|
||||||
assert "## Current Holdings" in prompt
|
|
||||||
assert "005930" in prompt
|
|
||||||
assert "+2.30%" in prompt
|
|
||||||
assert "보유 3일" in prompt
|
|
||||||
|
|
||||||
def test_build_prompt_no_holdings_omits_section(self) -> None:
|
|
||||||
"""Prompt should NOT contain a Current Holdings section when holdings=None."""
|
|
||||||
planner = _make_planner()
|
|
||||||
candidates = [_candidate()]
|
|
||||||
|
|
||||||
prompt = planner._build_prompt(
|
|
||||||
"KR",
|
|
||||||
candidates,
|
|
||||||
context_data={},
|
|
||||||
self_market_scorecard=None,
|
|
||||||
cross_market=None,
|
|
||||||
current_holdings=None,
|
|
||||||
)
|
|
||||||
|
|
||||||
assert "## Current Holdings" not in prompt
|
|
||||||
|
|
||||||
def test_build_prompt_empty_holdings_omits_section(self) -> None:
|
|
||||||
"""Empty list should also omit the holdings section."""
|
|
||||||
planner = _make_planner()
|
|
||||||
candidates = [_candidate()]
|
|
||||||
|
|
||||||
prompt = planner._build_prompt(
|
|
||||||
"KR",
|
|
||||||
candidates,
|
|
||||||
context_data={},
|
|
||||||
self_market_scorecard=None,
|
|
||||||
cross_market=None,
|
|
||||||
current_holdings=[],
|
|
||||||
)
|
|
||||||
|
|
||||||
assert "## Current Holdings" not in prompt
|
|
||||||
|
|
||||||
def test_build_prompt_holdings_instruction_included(self) -> None:
|
|
||||||
"""Prompt should include instruction to generate scenarios for held stocks."""
|
|
||||||
planner = _make_planner()
|
|
||||||
candidates = [_candidate()]
|
|
||||||
holdings = self._make_holdings()
|
|
||||||
|
|
||||||
prompt = planner._build_prompt(
|
|
||||||
"KR",
|
|
||||||
candidates,
|
|
||||||
context_data={},
|
|
||||||
self_market_scorecard=None,
|
|
||||||
cross_market=None,
|
|
||||||
current_holdings=holdings,
|
|
||||||
)
|
|
||||||
|
|
||||||
assert "005930" in prompt
|
|
||||||
assert "SELL/HOLD" in prompt
|
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
|
||||||
async def test_generate_playbook_passes_holdings_to_prompt(self) -> None:
|
|
||||||
"""generate_playbook should pass current_holdings through to the prompt."""
|
|
||||||
planner = _make_planner()
|
|
||||||
candidates = [_candidate()]
|
|
||||||
holdings = self._make_holdings()
|
|
||||||
|
|
||||||
# Capture the actual prompt sent to Gemini
|
|
||||||
captured_prompts: list[str] = []
|
|
||||||
original_decide = planner._gemini.decide
|
|
||||||
|
|
||||||
async def capture_and_call(data: dict) -> TradeDecision:
|
|
||||||
captured_prompts.append(data.get("prompt_override", ""))
|
|
||||||
return await original_decide(data)
|
|
||||||
|
|
||||||
planner._gemini.decide = capture_and_call # type: ignore[method-assign]
|
|
||||||
|
|
||||||
await planner.generate_playbook(
|
|
||||||
"KR", candidates, today=date(2026, 2, 8), current_holdings=holdings
|
|
||||||
)
|
|
||||||
|
|
||||||
assert len(captured_prompts) == 1
|
|
||||||
assert "## Current Holdings" in captured_prompts[0]
|
|
||||||
assert "005930" in captured_prompts[0]
|
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
|
||||||
async def test_holdings_stock_allowed_in_parse_response(self) -> None:
|
|
||||||
"""Holdings stocks not in candidates list should be accepted in the response."""
|
|
||||||
holding_code = "000660" # Not in candidates
|
|
||||||
stocks = [
|
|
||||||
{
|
|
||||||
"stock_code": "005930", # candidate
|
|
||||||
"scenarios": [
|
|
||||||
{
|
|
||||||
"condition": {"rsi_below": 30},
|
|
||||||
"action": "BUY",
|
|
||||||
"confidence": 85,
|
|
||||||
"rationale": "oversold",
|
|
||||||
}
|
|
||||||
],
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"stock_code": holding_code, # holding only
|
|
||||||
"scenarios": [
|
|
||||||
{
|
|
||||||
"condition": {"price_change_pct_below": -2.0},
|
|
||||||
"action": "SELL",
|
|
||||||
"confidence": 90,
|
|
||||||
"rationale": "stop-loss",
|
|
||||||
}
|
|
||||||
],
|
|
||||||
},
|
|
||||||
]
|
|
||||||
planner = _make_planner(gemini_response=_gemini_response_json(stocks=stocks))
|
|
||||||
candidates = [_candidate()] # only 005930
|
|
||||||
holdings = [
|
|
||||||
{
|
|
||||||
"stock_code": holding_code,
|
|
||||||
"name": "SK Hynix",
|
|
||||||
"qty": 5,
|
|
||||||
"entry_price": 180000.0,
|
|
||||||
"unrealized_pnl_pct": -1.5,
|
|
||||||
"holding_days": 7,
|
|
||||||
}
|
|
||||||
]
|
|
||||||
|
|
||||||
pb = await planner.generate_playbook(
|
|
||||||
"KR",
|
|
||||||
candidates,
|
|
||||||
today=date(2026, 2, 8),
|
|
||||||
current_holdings=holdings,
|
|
||||||
)
|
|
||||||
|
|
||||||
codes = [sp.stock_code for sp in pb.stock_playbooks]
|
|
||||||
assert "005930" in codes
|
|
||||||
assert holding_code in codes
|
|
||||||
|
|||||||
@@ -440,135 +440,3 @@ class TestEvaluate:
|
|||||||
assert result.action == ScenarioAction.BUY
|
assert result.action == ScenarioAction.BUY
|
||||||
assert result.match_details["rsi"] == 25.0
|
assert result.match_details["rsi"] == 25.0
|
||||||
assert isinstance(result.match_details["rsi"], float)
|
assert isinstance(result.match_details["rsi"], float)
|
||||||
|
|
||||||
|
|
||||||
# ---------------------------------------------------------------------------
|
|
||||||
# Position-aware condition tests (#171)
|
|
||||||
# ---------------------------------------------------------------------------
|
|
||||||
|
|
||||||
|
|
||||||
class TestPositionAwareConditions:
|
|
||||||
"""Tests for unrealized_pnl_pct and holding_days condition fields."""
|
|
||||||
|
|
||||||
def test_evaluate_condition_unrealized_pnl_above_matches(
|
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""unrealized_pnl_pct_above should match when P&L exceeds threshold."""
|
|
||||||
condition = StockCondition(unrealized_pnl_pct_above=3.0)
|
|
||||||
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": 5.0}) is True
|
|
||||||
|
|
||||||
def test_evaluate_condition_unrealized_pnl_above_no_match(
|
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""unrealized_pnl_pct_above should NOT match when P&L is below threshold."""
|
|
||||||
condition = StockCondition(unrealized_pnl_pct_above=3.0)
|
|
||||||
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": 2.0}) is False
|
|
||||||
|
|
||||||
def test_evaluate_condition_unrealized_pnl_below_matches(
|
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""unrealized_pnl_pct_below should match when P&L is under threshold."""
|
|
||||||
condition = StockCondition(unrealized_pnl_pct_below=-2.0)
|
|
||||||
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": -3.5}) is True
|
|
||||||
|
|
||||||
def test_evaluate_condition_unrealized_pnl_below_no_match(
|
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""unrealized_pnl_pct_below should NOT match when P&L is above threshold."""
|
|
||||||
condition = StockCondition(unrealized_pnl_pct_below=-2.0)
|
|
||||||
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": -1.0}) is False
|
|
||||||
|
|
||||||
def test_evaluate_condition_holding_days_above_matches(
|
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""holding_days_above should match when position held longer than threshold."""
|
|
||||||
condition = StockCondition(holding_days_above=5)
|
|
||||||
assert engine.evaluate_condition(condition, {"holding_days": 7}) is True
|
|
||||||
|
|
||||||
def test_evaluate_condition_holding_days_above_no_match(
|
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""holding_days_above should NOT match when position held shorter."""
|
|
||||||
condition = StockCondition(holding_days_above=5)
|
|
||||||
assert engine.evaluate_condition(condition, {"holding_days": 3}) is False
|
|
||||||
|
|
||||||
def test_evaluate_condition_holding_days_below_matches(
|
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""holding_days_below should match when position held fewer days."""
|
|
||||||
condition = StockCondition(holding_days_below=3)
|
|
||||||
assert engine.evaluate_condition(condition, {"holding_days": 1}) is True
|
|
||||||
|
|
||||||
def test_evaluate_condition_holding_days_below_no_match(
|
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""holding_days_below should NOT match when held more days."""
|
|
||||||
condition = StockCondition(holding_days_below=3)
|
|
||||||
assert engine.evaluate_condition(condition, {"holding_days": 5}) is False
|
|
||||||
|
|
||||||
def test_combined_pnl_and_holding_days(self, engine: ScenarioEngine) -> None:
|
|
||||||
"""Combined position-aware conditions should AND-evaluate correctly."""
|
|
||||||
condition = StockCondition(
|
|
||||||
unrealized_pnl_pct_above=3.0,
|
|
||||||
holding_days_above=5,
|
|
||||||
)
|
|
||||||
# Both met → match
|
|
||||||
assert engine.evaluate_condition(
|
|
||||||
condition,
|
|
||||||
{"unrealized_pnl_pct": 4.5, "holding_days": 7},
|
|
||||||
) is True
|
|
||||||
# Only pnl met → no match
|
|
||||||
assert engine.evaluate_condition(
|
|
||||||
condition,
|
|
||||||
{"unrealized_pnl_pct": 4.5, "holding_days": 3},
|
|
||||||
) is False
|
|
||||||
|
|
||||||
def test_missing_unrealized_pnl_does_not_match(
|
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""Missing unrealized_pnl_pct key should not match the condition."""
|
|
||||||
condition = StockCondition(unrealized_pnl_pct_above=3.0)
|
|
||||||
assert engine.evaluate_condition(condition, {}) is False
|
|
||||||
|
|
||||||
def test_missing_holding_days_does_not_match(
|
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""Missing holding_days key should not match the condition."""
|
|
||||||
condition = StockCondition(holding_days_above=5)
|
|
||||||
assert engine.evaluate_condition(condition, {}) is False
|
|
||||||
|
|
||||||
def test_match_details_includes_position_fields(
|
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""match_details should include position fields when condition specifies them."""
|
|
||||||
pb = _playbook(
|
|
||||||
scenarios=[
|
|
||||||
StockScenario(
|
|
||||||
condition=StockCondition(unrealized_pnl_pct_above=3.0),
|
|
||||||
action=ScenarioAction.SELL,
|
|
||||||
confidence=90,
|
|
||||||
rationale="Take profit",
|
|
||||||
)
|
|
||||||
]
|
|
||||||
)
|
|
||||||
result = engine.evaluate(
|
|
||||||
pb,
|
|
||||||
"005930",
|
|
||||||
{"unrealized_pnl_pct": 5.0},
|
|
||||||
{},
|
|
||||||
)
|
|
||||||
assert result.action == ScenarioAction.SELL
|
|
||||||
assert "unrealized_pnl_pct" in result.match_details
|
|
||||||
assert result.match_details["unrealized_pnl_pct"] == 5.0
|
|
||||||
|
|
||||||
def test_position_conditions_parse_from_planner(self) -> None:
|
|
||||||
"""StockCondition should accept and store new fields from JSON parsing."""
|
|
||||||
condition = StockCondition(
|
|
||||||
unrealized_pnl_pct_above=3.0,
|
|
||||||
unrealized_pnl_pct_below=None,
|
|
||||||
holding_days_above=5,
|
|
||||||
holding_days_below=None,
|
|
||||||
)
|
|
||||||
assert condition.unrealized_pnl_pct_above == 3.0
|
|
||||||
assert condition.holding_days_above == 5
|
|
||||||
assert condition.has_any_condition() is True
|
|
||||||
|
|||||||
@@ -350,42 +350,6 @@ class TestSmartVolatilityScanner:
|
|||||||
assert [c.stock_code for c in candidates] == ["ABCD"]
|
assert [c.stock_code for c in candidates] == ["ABCD"]
|
||||||
|
|
||||||
|
|
||||||
class TestImpliedRSIFormula:
|
|
||||||
"""Test the implied_rsi formula in SmartVolatilityScanner (issue #181)."""
|
|
||||||
|
|
||||||
def test_neutral_change_gives_neutral_rsi(self) -> None:
|
|
||||||
"""0% change → implied_rsi = 50 (neutral)."""
|
|
||||||
# formula: 50 + (change_rate * 2.0)
|
|
||||||
rsi = max(0.0, min(100.0, 50.0 + (0.0 * 2.0)))
|
|
||||||
assert rsi == 50.0
|
|
||||||
|
|
||||||
def test_10pct_change_gives_rsi_70(self) -> None:
|
|
||||||
"""10% upward change → implied_rsi = 70 (momentum signal)."""
|
|
||||||
rsi = max(0.0, min(100.0, 50.0 + (10.0 * 2.0)))
|
|
||||||
assert rsi == 70.0
|
|
||||||
|
|
||||||
def test_minus_10pct_gives_rsi_30(self) -> None:
|
|
||||||
"""-10% change → implied_rsi = 30 (oversold signal)."""
|
|
||||||
rsi = max(0.0, min(100.0, 50.0 + (-10.0 * 2.0)))
|
|
||||||
assert rsi == 30.0
|
|
||||||
|
|
||||||
def test_saturation_at_25pct(self) -> None:
|
|
||||||
"""Saturation occurs at >=25% change (not 12.5% as with old coefficient 4.0)."""
|
|
||||||
rsi_12pct = max(0.0, min(100.0, 50.0 + (12.5 * 2.0)))
|
|
||||||
rsi_25pct = max(0.0, min(100.0, 50.0 + (25.0 * 2.0)))
|
|
||||||
rsi_30pct = max(0.0, min(100.0, 50.0 + (30.0 * 2.0)))
|
|
||||||
# At 12.5% change: RSI = 75 (not 100, unlike old formula)
|
|
||||||
assert rsi_12pct == 75.0
|
|
||||||
# At 25%+ saturation
|
|
||||||
assert rsi_25pct == 100.0
|
|
||||||
assert rsi_30pct == 100.0 # Capped
|
|
||||||
|
|
||||||
def test_negative_saturation(self) -> None:
|
|
||||||
"""Saturation at -25% gives RSI = 0."""
|
|
||||||
rsi = max(0.0, min(100.0, 50.0 + (-25.0 * 2.0)))
|
|
||||||
assert rsi == 0.0
|
|
||||||
|
|
||||||
|
|
||||||
class TestRSICalculation:
|
class TestRSICalculation:
|
||||||
"""Test RSI calculation in VolatilityAnalyzer."""
|
"""Test RSI calculation in VolatilityAnalyzer."""
|
||||||
|
|
||||||
|
|||||||
@@ -876,54 +876,6 @@ class TestGetUpdates:
|
|||||||
|
|
||||||
assert updates == []
|
assert updates == []
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
|
||||||
async def test_get_updates_409_stops_polling(self) -> None:
|
|
||||||
"""409 Conflict response stops the poller (_running = False) and returns empty list."""
|
|
||||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
|
||||||
handler = TelegramCommandHandler(client)
|
|
||||||
handler._running = True # simulate active poller
|
|
||||||
|
|
||||||
mock_resp = AsyncMock()
|
|
||||||
mock_resp.status = 409
|
|
||||||
mock_resp.text = AsyncMock(
|
|
||||||
return_value='{"ok":false,"error_code":409,"description":"Conflict"}'
|
|
||||||
)
|
|
||||||
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
|
||||||
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
|
||||||
|
|
||||||
with patch("aiohttp.ClientSession.post", return_value=mock_resp):
|
|
||||||
updates = await handler._get_updates()
|
|
||||||
|
|
||||||
assert updates == []
|
|
||||||
assert handler._running is False # poller stopped
|
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
|
||||||
async def test_poll_loop_exits_after_409(self) -> None:
|
|
||||||
"""_poll_loop exits naturally after _running is set to False by a 409 response."""
|
|
||||||
import asyncio as _asyncio
|
|
||||||
|
|
||||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
|
||||||
handler = TelegramCommandHandler(client)
|
|
||||||
|
|
||||||
call_count = 0
|
|
||||||
|
|
||||||
async def mock_get_updates_409() -> list[dict]:
|
|
||||||
nonlocal call_count
|
|
||||||
call_count += 1
|
|
||||||
# Simulate 409 stopping the poller
|
|
||||||
handler._running = False
|
|
||||||
return []
|
|
||||||
|
|
||||||
handler._get_updates = mock_get_updates_409 # type: ignore[method-assign]
|
|
||||||
|
|
||||||
handler._running = True
|
|
||||||
task = _asyncio.create_task(handler._poll_loop())
|
|
||||||
await _asyncio.wait_for(task, timeout=2.0)
|
|
||||||
|
|
||||||
# _get_updates called exactly once, then loop exited
|
|
||||||
assert call_count == 1
|
|
||||||
assert handler._running is False
|
|
||||||
|
|
||||||
|
|
||||||
class TestCommandWithArgs:
|
class TestCommandWithArgs:
|
||||||
"""Test register_command_with_args and argument dispatch."""
|
"""Test register_command_with_args and argument dispatch."""
|
||||||
|
|||||||
Reference in New Issue
Block a user