125 lines
4.6 KiB
Python
125 lines
4.6 KiB
Python
"""Strictly typed configuration loaded from environment variables."""
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from __future__ import annotations
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from pydantic import Field
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from pydantic_settings import BaseSettings
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class Settings(BaseSettings):
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"""Application settings — loaded from .env or environment variables."""
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# KIS Open API
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KIS_APP_KEY: str
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KIS_APP_SECRET: str
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KIS_ACCOUNT_NO: str # format: "XXXXXXXX-XX"
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KIS_BASE_URL: str = "https://openapivts.koreainvestment.com:9443"
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# Google Gemini
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GEMINI_API_KEY: str
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GEMINI_MODEL: str = "gemini-pro"
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# External Data APIs (optional — for data-driven decisions)
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NEWS_API_KEY: str | None = None
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NEWS_API_PROVIDER: str = "alphavantage" # "alphavantage" or "newsapi"
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MARKET_DATA_API_KEY: str | None = None
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# Legacy field names (for backward compatibility)
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ALPHA_VANTAGE_API_KEY: str | None = None
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NEWSAPI_KEY: str | None = None
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# Risk Management
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CIRCUIT_BREAKER_PCT: float = Field(default=-3.0, le=0.0)
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FAT_FINGER_PCT: float = Field(default=30.0, gt=0.0, le=100.0)
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CONFIDENCE_THRESHOLD: int = Field(default=80, ge=0, le=100)
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# Smart Scanner Configuration
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RSI_OVERSOLD_THRESHOLD: int = Field(default=30, ge=0, le=50)
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RSI_MOMENTUM_THRESHOLD: int = Field(default=70, ge=50, le=100)
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VOL_MULTIPLIER: float = Field(default=2.0, gt=1.0, le=10.0)
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SCANNER_TOP_N: int = Field(default=3, ge=1, le=10)
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POSITION_SIZING_ENABLED: bool = True
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POSITION_BASE_ALLOCATION_PCT: float = Field(default=5.0, gt=0.0, le=30.0)
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POSITION_MIN_ALLOCATION_PCT: float = Field(default=1.0, gt=0.0, le=20.0)
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POSITION_MAX_ALLOCATION_PCT: float = Field(default=10.0, gt=0.0, le=50.0)
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POSITION_VOLATILITY_TARGET_SCORE: float = Field(default=50.0, gt=0.0, le=100.0)
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# Database
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DB_PATH: str = "data/trade_logs.db"
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# Rate Limiting (requests per second for KIS API)
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# Conservative limit to avoid EGW00201 "초당 거래건수 초과" errors.
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# KIS API real limit is ~2 RPS; 2.0 provides maximum safety.
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RATE_LIMIT_RPS: float = 2.0
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# Trading mode
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MODE: str = Field(default="paper", pattern="^(paper|live)$")
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# Trading frequency mode (daily = batch API calls, realtime = per-stock calls)
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TRADE_MODE: str = Field(default="daily", pattern="^(daily|realtime)$")
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DAILY_SESSIONS: int = Field(default=4, ge=1, le=10)
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SESSION_INTERVAL_HOURS: int = Field(default=6, ge=1, le=24)
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# Pre-Market Planner
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PRE_MARKET_MINUTES: int = Field(default=30, ge=10, le=120)
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MAX_SCENARIOS_PER_STOCK: int = Field(default=5, ge=1, le=10)
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PLANNER_TIMEOUT_SECONDS: int = Field(default=60, ge=10, le=300)
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DEFENSIVE_PLAYBOOK_ON_FAILURE: bool = True
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RESCAN_INTERVAL_SECONDS: int = Field(default=300, ge=60, le=900)
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# Market selection (comma-separated market codes)
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ENABLED_MARKETS: str = "KR,US"
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# Backup and Disaster Recovery (optional)
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BACKUP_ENABLED: bool = True
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BACKUP_DIR: str = "data/backups"
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S3_ENDPOINT_URL: str | None = None # For MinIO, Backblaze B2, etc.
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S3_ACCESS_KEY: str | None = None
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S3_SECRET_KEY: str | None = None
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S3_BUCKET_NAME: str | None = None
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S3_REGION: str = "us-east-1"
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# Telegram Notifications (optional)
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TELEGRAM_BOT_TOKEN: str | None = None
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TELEGRAM_CHAT_ID: str | None = None
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TELEGRAM_ENABLED: bool = True
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# Telegram Commands (optional)
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TELEGRAM_COMMANDS_ENABLED: bool = True
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TELEGRAM_POLLING_INTERVAL: float = 1.0 # seconds
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# Overseas ranking API (KIS endpoint/TR_ID may vary by account/product)
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# Override these from .env if your account uses different specs.
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OVERSEAS_RANKING_ENABLED: bool = True
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OVERSEAS_RANKING_FLUCT_TR_ID: str = "HHDFS76200100"
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OVERSEAS_RANKING_VOLUME_TR_ID: str = "HHDFS76200200"
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OVERSEAS_RANKING_FLUCT_PATH: str = (
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"/uapi/overseas-price/v1/quotations/inquire-updown-rank"
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)
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OVERSEAS_RANKING_VOLUME_PATH: str = (
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"/uapi/overseas-price/v1/quotations/inquire-volume-rank"
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)
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# Dashboard (optional)
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DASHBOARD_ENABLED: bool = False
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DASHBOARD_HOST: str = "127.0.0.1"
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DASHBOARD_PORT: int = Field(default=8080, ge=1, le=65535)
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model_config = {"env_file": ".env", "env_file_encoding": "utf-8"}
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@property
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def account_number(self) -> str:
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return self.KIS_ACCOUNT_NO.split("-")[0]
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@property
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def account_product_code(self) -> str:
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return self.KIS_ACCOUNT_NO.split("-")[1]
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@property
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def enabled_market_list(self) -> list[str]:
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"""Parse ENABLED_MARKETS into list of market codes."""
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from src.markets.schedule import expand_market_codes
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raw = [m.strip() for m in self.ENABLED_MARKETS.split(",") if m.strip()]
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return expand_market_codes(raw)
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