refactor(web-ai): rename signal_v2→ai_trade, deprecate signal_v1

박재오 결정 2026-05-19 — V2를 정식 명칭 ai_trade로 graduation,
V1은 deprecated 마킹 (legacy 디렉토리 이동은 file lock 풀린 후 후속).

변경 사항:
- signal_v2/ → ai_trade/ (git mv, import 일괄 sed: signal_v2.x → ai_trade.x)
- root start.bat → legacy/start_v1.bat (V1 자동 시작 차단)
- ai_trade/start.bat 내부 uvicorn target signal_v2.main → ai_trade.main
- signal_v1/DEPRECATED.md 추가 (사용 금지 명시)
- CLAUDE.md 디렉토리 표·서버 시작 방식 갱신
- services/ 디렉토리 미래 예정 (Plan-B-Insta 작업 시 신설)

ai_trade tests 59/59 PASS 확인.

signal_v1/ 디렉토리 자체 이동(legacy/signal_v1/)은 telegram_bot.log +
data/news_snapshots.db file lock으로 보류. lock 해제 후 후속 커밋.

후속 작업: Plan-B-Insta (services/insta-render + NAS insta 분할)

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
2026-05-19 01:31:47 +09:00
parent bb03cc4525
commit 139e4e3382
49 changed files with 381 additions and 80 deletions

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ai_trade/__init__.py Normal file
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"""Chronos-2 zero-shot forecaster wrapper."""
from __future__ import annotations
import logging
from dataclasses import dataclass
from datetime import datetime
from zoneinfo import ZoneInfo
import numpy as np
logger = logging.getLogger(__name__)
KST = ZoneInfo("Asia/Seoul")
@dataclass
class ChronosPrediction:
median: float
q10: float
q90: float
conf: float
as_of: str
class ChronosPredictor:
"""HuggingFace Chronos-2 zero-shot forecaster."""
def __init__(self, model_name: str = "amazon/chronos-2", device: str | None = None):
# BaseChronosPipeline auto-detects model variant (Chronos / ChronosBolt / Chronos-2)
# and returns the appropriate sub-pipeline. ChronosPipeline only supports legacy T5.
import torch
try:
from chronos import BaseChronosPipeline
pipeline_cls = BaseChronosPipeline
except ImportError:
from chronos import ChronosPipeline
pipeline_cls = ChronosPipeline
self._device = device or ("cuda" if torch.cuda.is_available() else "cpu")
# Always use float32 — Korean stock prices (e.g. 280,000원) exceed FP16 max (~65,504)
# causing inf in quantile output. FP32 is safe for typical price magnitudes.
dtype = torch.float32
logger.info("Loading Chronos pipeline: %s on %s (cls=%s)",
model_name, self._device, pipeline_cls.__name__)
# Try `dtype` (newer API) first, fall back to `torch_dtype` (older)
try:
self._pipeline = pipeline_cls.from_pretrained(
model_name, device_map=self._device, dtype=dtype,
)
except TypeError:
self._pipeline = pipeline_cls.from_pretrained(
model_name, device_map=self._device, torch_dtype=dtype,
)
logger.info("Chronos pipeline loaded.")
def predict_batch(
self,
daily_ohlcv_dict: dict[str, list[dict]],
prediction_length: int = 1,
num_samples: int = 100,
) -> dict[str, ChronosPrediction]:
"""종목별 1-day return 분포 예측.
ChronosBolt / Chronos-2 등 신모델은 predict_quantiles 사용 (deterministic).
Legacy ChronosPipeline (T5) 는 sample-based predict.
"""
import torch
tickers = list(daily_ohlcv_dict.keys())
if not tickers:
return {}
contexts = [
torch.tensor([bar["close"] for bar in daily_ohlcv_dict[t]], dtype=torch.float32)
for t in tickers
]
now_iso = datetime.now(KST).isoformat()
results: dict[str, ChronosPrediction] = {}
# Modern API: predict_quantiles (ChronosBolt / Chronos-2)
if hasattr(self._pipeline, "predict_quantiles"):
quantile_levels = [0.1, 0.5, 0.9]
# ChronosBolt API: positional `inputs` (first arg). Older variants use `context`.
try:
quantiles_tensor, _ = self._pipeline.predict_quantiles(
contexts,
prediction_length=prediction_length,
quantile_levels=quantile_levels,
)
except TypeError:
quantiles_tensor, _ = self._pipeline.predict_quantiles(
context=contexts,
prediction_length=prediction_length,
quantile_levels=quantile_levels,
)
quantiles_np = (
quantiles_tensor.cpu().numpy()
if hasattr(quantiles_tensor, "cpu")
else np.asarray(quantiles_tensor)
)
# shape: [num_series, prediction_length, 3]
for i, ticker in enumerate(tickers):
q10_price, q50_price, q90_price = quantiles_np[i, 0, :]
last_close = daily_ohlcv_dict[ticker][-1]["close"]
median = float((q50_price - last_close) / last_close)
q10 = float((q10_price - last_close) / last_close)
q90 = float((q90_price - last_close) / last_close)
spread = (q90 - q10) / max(abs(median), 0.001)
conf = float(max(0.0, min(1.0, 1.0 - spread / 2.0)))
results[ticker] = ChronosPrediction(
median=median, q10=q10, q90=q90, conf=conf, as_of=now_iso,
)
return results
# Legacy API: sample-based predict (ChronosPipeline T5)
forecasts = self._pipeline.predict(
context=contexts,
prediction_length=prediction_length,
num_samples=num_samples,
)
forecasts_np = forecasts.numpy() if hasattr(forecasts, "numpy") else np.asarray(forecasts)
for i, ticker in enumerate(tickers):
samples = forecasts_np[i, :, 0]
last_close = daily_ohlcv_dict[ticker][-1]["close"]
returns = (samples - last_close) / last_close
median = float(np.quantile(returns, 0.5))
q10 = float(np.quantile(returns, 0.1))
q90 = float(np.quantile(returns, 0.9))
spread = (q90 - q10) / max(abs(median), 0.001)
conf = float(max(0.0, min(1.0, 1.0 - spread / 2.0)))
results[ticker] = ChronosPrediction(
median=median, q10=q10, q90=q90, conf=conf, as_of=now_iso,
)
return results

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"""Signal V2 환경변수 로딩."""
import os
from dataclasses import dataclass, field
from pathlib import Path
from dotenv import load_dotenv
load_dotenv(Path(__file__).parent.parent / ".env")
@dataclass(frozen=True)
class Settings:
stock_api_url: str = field(
default_factory=lambda: os.getenv("STOCK_API_URL", "").rstrip("/")
)
webai_api_key: str = field(
default_factory=lambda: os.getenv("WEBAI_API_KEY", "").strip()
)
port: int = field(default_factory=lambda: int(os.getenv("SIGNAL_V2_PORT", "8001")))
db_path: Path = field(
default_factory=lambda: Path(__file__).parent / "data" / "ai_trade.db"
)
# KIS — V1 호환 패턴 (KIS_ENV_TYPE virtual/real)
kis_env_type: str = field(default_factory=lambda: os.getenv("KIS_ENV_TYPE", "virtual").lower())
kis_real_app_key: str = field(default_factory=lambda: os.getenv("KIS_REAL_APP_KEY", "").strip())
kis_real_app_secret: str = field(default_factory=lambda: os.getenv("KIS_REAL_APP_SECRET", "").strip())
kis_real_account: str = field(default_factory=lambda: os.getenv("KIS_REAL_ACCOUNT", "").strip())
kis_virtual_app_key: str = field(default_factory=lambda: os.getenv("KIS_VIRTUAL_APP_KEY", "").strip())
kis_virtual_app_secret: str = field(default_factory=lambda: os.getenv("KIS_VIRTUAL_APP_SECRET", "").strip())
kis_virtual_account: str = field(default_factory=lambda: os.getenv("KIS_VIRTUAL_ACCOUNT", "").strip())
v1_token_path: Path = field(
default_factory=lambda: Path(
os.getenv("V1_TOKEN_PATH",
str(Path(__file__).parent.parent / "signal_v1" / "data" / "kis_token.json"))
)
)
chronos_model: str = field(default_factory=lambda: os.getenv("CHRONOS_MODEL", "amazon/chronos-2"))
stop_loss_pct: float = field(
default_factory=lambda: float(os.getenv("STOP_LOSS_PCT", "-0.07"))
)
take_profit_pct: float = field(
default_factory=lambda: float(os.getenv("TAKE_PROFIT_PCT", "0.15"))
)
chronos_spread_threshold: float = field(
default_factory=lambda: float(os.getenv("CHRONOS_SPREAD_THRESHOLD", "0.6"))
)
asking_bid_ratio_threshold: float = field(
default_factory=lambda: float(os.getenv("ASKING_BID_RATIO_THRESHOLD", "0.6"))
)
confidence_threshold: float = field(
default_factory=lambda: float(os.getenv("CONFIDENCE_THRESHOLD", "0.7"))
)
min_momentum_for_buy: str = field(
default_factory=lambda: os.getenv("MIN_MOMENTUM_FOR_BUY", "strong_up")
)
@property
def kis_is_virtual(self) -> bool:
return self.kis_env_type != "real"
@property
def kis_app_key(self) -> str:
return self.kis_real_app_key if self.kis_env_type == "real" else self.kis_virtual_app_key
@property
def kis_app_secret(self) -> str:
return self.kis_real_app_secret if self.kis_env_type == "real" else self.kis_virtual_app_secret
@property
def kis_account(self) -> str:
return self.kis_real_account if self.kis_env_type == "real" else self.kis_virtual_account
def get_settings() -> Settings:
return Settings()

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ai_trade/data/.gitkeep Normal file
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ai_trade/holidays.json Normal file
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[
"2026-01-01",
"2026-01-28",
"2026-01-29",
"2026-01-30",
"2026-03-01",
"2026-05-05",
"2026-05-25",
"2026-06-06",
"2026-08-15",
"2026-09-24",
"2026-09-25",
"2026-09-26",
"2026-10-03",
"2026-10-09",
"2026-12-25",
"2026-12-31"
]

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"""KIS REST API client — 분봉 + 호가. V1 토큰 read-only 공유."""
from __future__ import annotations
import asyncio
import json
import logging
import time
from datetime import datetime, timedelta
from pathlib import Path
from zoneinfo import ZoneInfo
import httpx
logger = logging.getLogger(__name__)
KST = ZoneInfo("Asia/Seoul")
_MAX_ATTEMPTS = 3
_THROTTLE_INTERVAL = 0.5 # 초당 2회 제한
class KISClient:
"""KIS REST (분봉 + 호가). V1 토큰 파일 read-only."""
def __init__(
self,
app_key: str, app_secret: str, account: str, is_virtual: bool,
v1_token_path: Path,
timeout: float = 10.0,
):
self._app_key = app_key
self._app_secret = app_secret
self._account = account
self._is_virtual = is_virtual
self._v1_token_path = Path(v1_token_path)
self._base_url = (
"https://openapivts.koreainvestment.com:29443" if is_virtual
else "https://openapi.koreainvestment.com:9443"
)
self._client = httpx.AsyncClient(timeout=timeout)
self._token_cache: tuple[str, float] | None = None # (token, file_mtime)
self._last_throttle_at = 0.0
async def close(self) -> None:
await self._client.aclose()
def _read_v1_token(self) -> str:
if not self._v1_token_path.exists():
raise RuntimeError(f"V1 token file missing: {self._v1_token_path}")
mtime = self._v1_token_path.stat().st_mtime
if self._token_cache and self._token_cache[1] == mtime:
return self._token_cache[0]
data = json.loads(self._v1_token_path.read_text(encoding="utf-8"))
token = data.get("access_token", "")
if not token:
raise RuntimeError("V1 token file has no access_token")
self._token_cache = (token, mtime)
return token
async def _throttle(self) -> None:
elapsed = time.monotonic() - self._last_throttle_at
if elapsed < _THROTTLE_INTERVAL:
await asyncio.sleep(_THROTTLE_INTERVAL - elapsed)
self._last_throttle_at = time.monotonic()
def _common_headers(self, tr_id: str) -> dict[str, str]:
token = self._read_v1_token()
return {
"authorization": f"Bearer {token}",
"appkey": self._app_key,
"appsecret": self._app_secret,
"tr_id": tr_id,
"custtype": "P",
}
async def _request_with_retry(
self, method: str, path: str, tr_id: str, **kwargs,
) -> dict:
url = f"{self._base_url}{path}"
headers = self._common_headers(tr_id)
for attempt in range(_MAX_ATTEMPTS):
await self._throttle()
try:
response = await self._client.request(
method, url, headers=headers, **kwargs
)
if response.status_code == 429:
if attempt < _MAX_ATTEMPTS - 1:
await asyncio.sleep(2**attempt)
continue
response.raise_for_status()
response.raise_for_status()
return response.json()
except httpx.TimeoutException:
if attempt < _MAX_ATTEMPTS - 1:
await asyncio.sleep(2**attempt)
continue
raise
raise RuntimeError("retry exhausted")
async def get_minute_ohlcv(self, ticker: str) -> list[dict]:
"""현재 시점 직전 30개 1분봉 OHLCV (TR_ID FHKST03010200)."""
path = "/uapi/domestic-stock/v1/quotations/inquire-time-itemchartprice"
params = {
"FID_ETC_CLS_CODE": "",
"FID_COND_MRKT_DIV_CODE": "J",
"FID_INPUT_ISCD": ticker,
"FID_INPUT_HOUR_1": datetime.now(KST).strftime("%H%M%S"),
"FID_PW_DATA_INCU_YN": "N",
}
raw = await self._request_with_retry(
"GET", path, tr_id="FHKST03010200", params=params,
)
output2 = raw.get("output2", [])
bars = []
for row in output2:
try:
date = row["stck_bsop_date"]
hhmmss = row["stck_cntg_hour"]
dt = datetime.strptime(f"{date} {hhmmss}", "%Y%m%d %H%M%S").replace(tzinfo=KST)
bars.append({
"datetime": dt.isoformat(),
"open": int(row["stck_oprc"]),
"high": int(row["stck_hgpr"]),
"low": int(row["stck_lwpr"]),
"close": int(row["stck_prpr"]),
"volume": int(row["cntg_vol"]),
})
except (KeyError, ValueError) as e:
logger.warning("skip malformed bar for %s: %r", ticker, e)
# KIS returns descending; reverse to ascending (most recent last)
bars.reverse()
return bars
async def get_asking_price(self, ticker: str) -> dict:
"""현재 호가 + 매수/매도 잔량 (TR_ID FHKST01010200)."""
path = "/uapi/domestic-stock/v1/quotations/inquire-asking-price-exp-ccn"
params = {
"FID_COND_MRKT_DIV_CODE": "J",
"FID_INPUT_ISCD": ticker,
}
raw = await self._request_with_retry(
"GET", path, tr_id="FHKST01010200", params=params,
)
output1 = raw.get("output1", {})
bid_total = int(output1.get("total_bidp_rsqn", 0))
ask_total = int(output1.get("total_askp_rsqn", 0))
total = bid_total + ask_total
bid_ratio = bid_total / total if total > 0 else 0.0
current_price = int(output1.get("stck_prpr", 0))
return {
"bid_total": bid_total,
"ask_total": ask_total,
"bid_ratio": bid_ratio,
"current_price": current_price,
"as_of": datetime.now(KST).isoformat(),
}
async def get_daily_ohlcv(self, ticker: str, days: int = 60) -> list[dict]:
"""KRX 일봉 OHLCV (TR_ID FHKST03010100).
Returns: [{"datetime", "open", "high", "low", "close", "volume"}, ...]
시간 오름차순.
"""
path = "/uapi/domestic-stock/v1/quotations/inquire-daily-itemchartprice"
today = datetime.now(KST).strftime("%Y%m%d")
start_date = (datetime.now(KST) - timedelta(days=days * 2)).strftime("%Y%m%d")
params = {
"FID_COND_MRKT_DIV_CODE": "J",
"FID_INPUT_ISCD": ticker,
"FID_INPUT_DATE_1": start_date,
"FID_INPUT_DATE_2": today,
"FID_PERIOD_DIV_CODE": "D",
"FID_ORG_ADJ_PRC": "1",
}
raw = await self._request_with_retry(
"GET", path, tr_id="FHKST03010100", params=params,
)
output2 = raw.get("output2", [])
bars = []
for row in output2:
try:
date = row["stck_bsop_date"]
bars.append({
"datetime": f"{date[:4]}-{date[4:6]}-{date[6:]}",
"open": int(row["stck_oprc"]),
"high": int(row["stck_hgpr"]),
"low": int(row["stck_lwpr"]),
"close": int(row["stck_clpr"]),
"volume": int(row["acml_vol"]),
})
except (KeyError, ValueError):
continue
bars.reverse()
return bars[-days:]

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"""KIS WebSocket — approval_key + 실시간 호가 구독."""
from __future__ import annotations
import asyncio
import json
import logging
from datetime import datetime
from typing import Callable
from zoneinfo import ZoneInfo
import httpx
import websockets
logger = logging.getLogger(__name__)
KST = ZoneInfo("Asia/Seoul")
# KIS 호가 메시지 필드 인덱스 (운영 환경 검증 필요)
# H0STASP0 응답: ticker | time | current_price | ... | ask_total | bid_total
# 본 spec/plan 의 가정: 마지막 2개 필드가 ask_total / bid_total
_ASKING_TICKER_IDX = 0
_ASKING_TIME_IDX = 1
_ASKING_CURRENT_PRICE_IDX = 2
_ASKING_TOTAL_ASK_IDX = -2
_ASKING_TOTAL_BID_IDX = -1
class KISWebSocket:
"""KIS WebSocket client. approval_key 발급 + 호가 실시간."""
def __init__(self, app_key: str, app_secret: str, is_virtual: bool):
self._app_key = app_key
self._app_secret = app_secret
self._is_virtual = is_virtual
self._base_rest = (
"https://openapivts.koreainvestment.com:29443" if is_virtual
else "https://openapi.koreainvestment.com:9443"
)
self._ws_url = (
"ws://ops.koreainvestment.com:31000" if is_virtual
else "ws://ops.koreainvestment.com:21000"
)
self._approval_key: str | None = None
self._ws = None
self._subscriptions: set[str] = set()
self._on_asking_price: Callable[[str, dict], None] | None = None
self._recv_task: asyncio.Task | None = None
self._shutdown = asyncio.Event()
async def _fetch_approval_key(self) -> str:
async with httpx.AsyncClient(timeout=10.0) as client:
response = await client.post(
f"{self._base_rest}/oauth2/Approval",
json={
"grant_type": "client_credentials",
"appkey": self._app_key,
"secretkey": self._app_secret,
},
)
response.raise_for_status()
data = response.json()
self._approval_key = data["approval_key"]
return self._approval_key
async def _connect(self):
return await websockets.connect(self._ws_url)
async def _connect_with_backoff(self):
"""연결 시도 with exponential backoff (1s → 2s → 4s → max 30s)."""
for attempt in range(10):
try:
ws = await self._connect()
return ws
except Exception as e:
wait = min(2**attempt, 30)
logger.warning(
"KIS WebSocket connect failed (attempt %d): %r — retrying in %ds",
attempt + 1, e, wait,
)
await asyncio.sleep(wait)
raise RuntimeError("KIS WebSocket connect exhausted retries")
async def start(
self, tickers: list[str],
on_asking_price: Callable[[str, dict], None],
) -> None:
if self._approval_key is None:
await self._fetch_approval_key()
self._on_asking_price = on_asking_price
self._ws = await self._connect_with_backoff()
for ticker in tickers:
await self.subscribe(ticker)
self._recv_task = asyncio.create_task(self._receive_loop())
async def subscribe(self, ticker: str) -> None:
if self._ws is None or self._approval_key is None:
raise RuntimeError("KIS WebSocket not started")
msg = json.dumps({
"header": {
"approval_key": self._approval_key,
"custtype": "P",
"tr_type": "1",
"content-type": "utf-8",
},
"body": {
"input": {"tr_id": "H0STASP0", "tr_key": ticker},
},
})
await self._ws.send(msg)
self._subscriptions.add(ticker)
async def unsubscribe(self, ticker: str) -> None:
if self._ws is None or self._approval_key is None:
return
msg = json.dumps({
"header": {
"approval_key": self._approval_key,
"custtype": "P",
"tr_type": "2",
"content-type": "utf-8",
},
"body": {
"input": {"tr_id": "H0STASP0", "tr_key": ticker},
},
})
await self._ws.send(msg)
self._subscriptions.discard(ticker)
async def close(self) -> None:
self._shutdown.set()
if self._recv_task is not None:
self._recv_task.cancel()
try:
await self._recv_task
except asyncio.CancelledError:
pass
if self._ws is not None:
await self._ws.close()
async def _receive_loop(self) -> None:
while not self._shutdown.is_set():
try:
raw = await self._ws.recv()
except websockets.ConnectionClosed:
logger.warning("KIS WebSocket closed — reconnecting")
self._ws = await self._connect_with_backoff()
for ticker in list(self._subscriptions):
await self.subscribe(ticker)
continue
if not isinstance(raw, str):
continue
parsed = self._parse_asking_price(raw)
if parsed is not None and self._on_asking_price is not None:
ticker, data = parsed
try:
self._on_asking_price(ticker, data)
except Exception:
logger.exception("on_asking_price callback failed")
def _parse_asking_price(self, raw: str) -> tuple[str, dict] | None:
"""KIS H0STASP0 raw → (ticker, asking_price dict).
Raw format: '0|H0STASP0|<count>|<data>' where data = '^'-joined fields.
Field indices (운영 검증 필요): 마지막 2개 가정 (ask, bid).
"""
try:
parts = raw.split("|")
if len(parts) < 4 or parts[1] != "H0STASP0":
return None
fields = parts[3].split("^")
ticker = fields[_ASKING_TICKER_IDX]
current_price_str = fields[_ASKING_CURRENT_PRICE_IDX]
current_price = int(current_price_str) if current_price_str.lstrip("-").isdigit() else 0
ask_str = fields[_ASKING_TOTAL_ASK_IDX]
bid_str = fields[_ASKING_TOTAL_BID_IDX]
ask_total = int(ask_str) if ask_str.lstrip("-").isdigit() else 0
bid_total = int(bid_str) if bid_str.lstrip("-").isdigit() else 0
total = bid_total + ask_total
return ticker, {
"bid_total": bid_total,
"ask_total": ask_total,
"bid_ratio": bid_total / total if total > 0 else 0.0,
"current_price": current_price,
"as_of": datetime.now(KST).isoformat(),
}
except (IndexError, ValueError) as e:
logger.warning("parse_asking_price failed: %r", e)
return None

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ai_trade/main.py Normal file
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"""FastAPI app — Signal V2 Pull Worker."""
from __future__ import annotations
import asyncio
import logging
from contextlib import asynccontextmanager
from fastapi import FastAPI
from ai_trade import state as state_mod
from ai_trade.chronos_predictor import ChronosPredictor
from ai_trade.config import get_settings
from ai_trade.kis_client import KISClient
from ai_trade.kis_websocket import KISWebSocket
from ai_trade.pull_worker import poll_loop, make_asking_price_callback
from ai_trade.rate_limit import SignalDedup
from ai_trade.stock_client import StockClient
logger = logging.getLogger(__name__)
class AppContext:
client: StockClient | None = None
dedup: SignalDedup | None = None
shutdown: asyncio.Event | None = None
poll_task: asyncio.Task | None = None
kis_client: KISClient | None = None
kis_ws: KISWebSocket | None = None
chronos: ChronosPredictor | None = None
_ctx = AppContext()
@asynccontextmanager
async def lifespan(app: FastAPI):
settings = get_settings()
if not settings.webai_api_key:
logger.warning(
"WEBAI_API_KEY not configured — stock API calls will fail with 401"
)
if not settings.kis_app_key:
logger.warning(
"KIS app_key not configured (KIS_ENV_TYPE=%s, KIS_%s_APP_KEY missing) — KIS REST/WebSocket disabled",
settings.kis_env_type, settings.kis_env_type.upper()
)
_ctx.client = StockClient(settings.stock_api_url, settings.webai_api_key)
_ctx.dedup = SignalDedup(settings.db_path)
_ctx.shutdown = asyncio.Event()
# KIS only if app_key configured
if settings.kis_app_key:
_ctx.kis_client = KISClient(
app_key=settings.kis_app_key,
app_secret=settings.kis_app_secret,
account=settings.kis_account,
is_virtual=settings.kis_is_virtual,
v1_token_path=settings.v1_token_path,
)
_ctx.kis_ws = KISWebSocket(
app_key=settings.kis_app_key,
app_secret=settings.kis_app_secret,
is_virtual=settings.kis_is_virtual,
)
# Subscribe portfolio holdings (if any)
try:
portfolio = await _ctx.client.get_portfolio()
tickers = [h["ticker"] for h in portfolio.get("holdings", []) if "ticker" in h]
cb = make_asking_price_callback(state_mod.state)
await _ctx.kis_ws.start(tickers, cb)
except Exception:
logger.exception("KIS WebSocket startup failed — continuing without realtime asking_price")
# Load Chronos (heavy: ~1GB model download first time)
try:
_ctx.chronos = ChronosPredictor(model_name=settings.chronos_model)
except Exception:
logger.exception("ChronosPredictor load failed — continuing without chronos predictions")
_ctx.poll_task = asyncio.create_task(
poll_loop(
_ctx.client, state_mod.state, _ctx.shutdown,
kis_client=_ctx.kis_client,
chronos=_ctx.chronos,
dedup=_ctx.dedup,
settings=settings,
)
)
yield
# Shutdown
if _ctx.shutdown is not None:
_ctx.shutdown.set()
if _ctx.poll_task is not None:
try:
await asyncio.wait_for(_ctx.poll_task, timeout=5.0)
except asyncio.TimeoutError:
_ctx.poll_task.cancel()
try:
await _ctx.poll_task
except asyncio.CancelledError:
pass
if _ctx.kis_ws is not None:
await _ctx.kis_ws.close()
if _ctx.kis_client is not None:
await _ctx.kis_client.close()
if _ctx.client is not None:
await _ctx.client.close()
app = FastAPI(
title="Signal V2 Pull Worker", version="0.1.0", lifespan=lifespan
)
@app.get("/health")
async def health():
settings = get_settings()
return {
"status": "online",
"stock_api_url": settings.stock_api_url,
"last_poll": state_mod.state.last_updated,
"cache_size": _ctx.client.cache_size() if _ctx.client is not None else 0,
}

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"""분봉 OHLCV → 5-level 모멘텀 분류."""
from __future__ import annotations
from collections import deque
# 분류 카테고리
STRONG_UP = "strong_up"
WEAK_UP = "weak_up"
NEUTRAL = "neutral"
WEAK_DOWN = "weak_down"
STRONG_DOWN = "strong_down"
_BARS_PER_5MIN = 5
_LOOKBACK_5MIN_BARS = 5
_VOLUME_AVG_WINDOW = 12 # 60분 = 5분봉 12개
def aggregate_1min_to_5min(minute_bars: list[dict]) -> list[dict]:
"""1분봉 N개 → 5분봉 floor(N/5) 개. 시간 오름차순.
각 5분봉: open=첫 1분봉 open, high=max, low=min, close=마지막 close, volume=sum.
"""
bars_5min = []
chunks = len(minute_bars) // _BARS_PER_5MIN
for i in range(chunks):
chunk = minute_bars[i * _BARS_PER_5MIN : (i + 1) * _BARS_PER_5MIN]
bars_5min.append({
"datetime": chunk[0]["datetime"],
"open": chunk[0]["open"],
"high": max(b["high"] for b in chunk),
"low": min(b["low"] for b in chunk),
"close": chunk[-1]["close"],
"volume": sum(b["volume"] for b in chunk),
})
return bars_5min
def classify_minute_momentum(minute_bars: deque) -> str:
"""1분봉 deque → 5-level 모멘텀 분류.
Returns: STRONG_UP / WEAK_UP / NEUTRAL / WEAK_DOWN / STRONG_DOWN
"""
minute_list = list(minute_bars)
if len(minute_list) < _BARS_PER_5MIN * _LOOKBACK_5MIN_BARS:
return NEUTRAL # 데이터 부족
bars_5min = aggregate_1min_to_5min(minute_list)
if len(bars_5min) < _LOOKBACK_5MIN_BARS:
return NEUTRAL
recent = bars_5min[-_LOOKBACK_5MIN_BARS:]
up_count = sum(1 for b in recent if b["close"] > b["open"])
# 거래량 multiplier: recent 5 avg vs 60분 avg
recent_vol_avg = sum(b["volume"] for b in recent) / len(recent)
long_window = bars_5min[-_VOLUME_AVG_WINDOW:]
long_vol_avg = sum(b["volume"] for b in long_window) / len(long_window)
vol_mult = recent_vol_avg / long_vol_avg if long_vol_avg > 0 else 1.0
# 5-level 분류
if up_count == 5 and vol_mult >= 1.5:
return STRONG_UP
elif up_count >= 3 and vol_mult >= 1.0:
return WEAK_UP
elif up_count == 0 and vol_mult >= 1.5:
return STRONG_DOWN
elif up_count <= 2 and vol_mult < 1.0:
return WEAK_DOWN
else:
return NEUTRAL

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"""Polling loop — async cron + state update."""
from __future__ import annotations
import asyncio
import logging
from collections import deque
from datetime import datetime
from ai_trade.kis_client import KISClient
from ai_trade.scheduler import (
KST, _is_market_day, _is_polling_window, _next_interval, _is_post_close_trigger,
)
from ai_trade.state import PollState
from ai_trade.stock_client import StockClient
logger = logging.getLogger(__name__)
async def poll_loop(
client: StockClient, state: PollState, shutdown: asyncio.Event,
kis_client: KISClient | None = None,
chronos=None,
dedup=None,
settings=None,
) -> None:
"""FastAPI lifespan 에서 asyncio.create_task 로 시작."""
logger.info("poll_loop started")
while not shutdown.is_set():
now = datetime.now(KST)
if _is_market_day(now) and _is_polling_window(now):
try:
await _run_polling_cycle(client, state, kis_client=kis_client)
except Exception:
logger.exception("poll cycle failed")
# Minute momentum 갱신 (매 cycle)
try:
update_minute_momentum_for_all(state)
except Exception:
logger.exception("minute momentum update failed")
# Post-close trigger (16:00 KST)
if _is_post_close_trigger(now) and chronos is not None and kis_client is not None:
try:
await _run_post_close_cycle(kis_client, chronos, state)
except Exception:
logger.exception("post-close cycle failed")
# Phase 4: generate signals
if dedup is not None and settings is not None:
try:
from ai_trade.signal_generator import generate_signals
generate_signals(state, dedup, settings)
except Exception:
logger.exception("generate_signals failed")
interval = _next_interval(now)
try:
await asyncio.wait_for(shutdown.wait(), timeout=interval)
break
except asyncio.TimeoutError:
continue
logger.info("poll_loop ended")
async def _run_polling_cycle(
client: StockClient, state: PollState,
kis_client: KISClient | None = None,
) -> None:
"""기존 3 endpoint (stock) + KIS 분봉 fetch."""
portfolio, sentiment, screener = await asyncio.gather(
client.get_portfolio(),
client.get_news_sentiment(),
client.run_screener_preview(),
return_exceptions=True,
)
now_iso = datetime.now(KST).isoformat()
for name, result in (
("portfolio", portfolio),
("news_sentiment", sentiment),
("screener_preview", screener),
):
if isinstance(result, dict):
setattr(state, name, result)
state.last_updated[name] = now_iso
state.fetch_errors[name] = 0
else:
state.fetch_errors[name] = state.fetch_errors.get(name, 0) + 1
logger.warning("fetch %s failed: %r", name, result)
# KIS 분봉 + 호가 (kis_client 주어졌을 때만)
if kis_client is not None:
try:
await _run_kis_minute_cycle(kis_client, state)
except Exception:
logger.exception("kis minute cycle failed")
async def _run_kis_minute_cycle(kis_client: KISClient, state: PollState) -> None:
"""KIS 분봉 + 호가 fetch + state 갱신.
- 분봉: portfolio + screener Top-N union 종목 모두
- 호가 (REST): screener-only 종목 (portfolio 는 WebSocket 으로 들어옴)
"""
portfolio_tickers = _portfolio_tickers(state)
screener_tickers = _screener_tickers(state)
all_tickers = list(set(portfolio_tickers) | set(screener_tickers))
# 분봉 fetch (병렬)
minute_results = await asyncio.gather(*[
kis_client.get_minute_ohlcv(t) for t in all_tickers
], return_exceptions=True)
now_iso = datetime.now(KST).isoformat()
for ticker, result in zip(all_tickers, minute_results):
if isinstance(result, list):
buf = state.minute_bars.setdefault(ticker, deque(maxlen=60))
buf.extend(result)
state.last_updated[f"minute_bars/{ticker}"] = now_iso
else:
state.fetch_errors[f"minute_bars/{ticker}"] = (
state.fetch_errors.get(f"minute_bars/{ticker}", 0) + 1
)
# 호가 fetch (REST) — screener-only
screener_only = list(set(screener_tickers) - set(portfolio_tickers))
asking_results = await asyncio.gather(*[
kis_client.get_asking_price(t) for t in screener_only
], return_exceptions=True)
for ticker, result in zip(screener_only, asking_results):
if isinstance(result, dict):
state.asking_price[ticker] = result
state.last_updated[f"asking_price/{ticker}"] = now_iso
def make_asking_price_callback(state: PollState):
"""KIS WebSocket on_asking_price callback factory."""
def _cb(ticker: str, data: dict) -> None:
state.asking_price[ticker] = data
state.last_updated[f"asking_price/{ticker}"] = datetime.now(KST).isoformat()
return _cb
def _portfolio_tickers(state: PollState) -> list[str]:
if state.portfolio is None:
return []
return [h["ticker"] for h in state.portfolio.get("holdings", []) if "ticker" in h]
def _screener_tickers(state: PollState) -> list[str]:
if state.screener_preview is None:
return []
return [i["ticker"] for i in state.screener_preview.get("items", []) if "ticker" in i]
async def _run_post_close_cycle(kis_client, chronos, state) -> None:
"""16:00 KST 종가 후 1회: daily fetch + chronos predict."""
tickers = list(set(_portfolio_tickers(state)) | set(_screener_tickers(state)))
if not tickers:
return
daily_results = await asyncio.gather(*[
kis_client.get_daily_ohlcv(t, days=60) for t in tickers
], return_exceptions=True)
daily_dict = {}
for ticker, result in zip(tickers, daily_results):
if isinstance(result, list) and len(result) >= 30:
daily_dict[ticker] = result
state.daily_ohlcv[ticker] = result
elif isinstance(result, Exception):
state.fetch_errors[f"daily_ohlcv/{ticker}"] = (
state.fetch_errors.get(f"daily_ohlcv/{ticker}", 0) + 1
)
if daily_dict and chronos is not None:
try:
predictions = chronos.predict_batch(daily_dict)
except Exception:
logger.exception("chronos predict_batch failed")
return
for ticker, pred in predictions.items():
state.chronos_predictions[ticker] = {
"median": pred.median,
"q10": pred.q10,
"q90": pred.q90,
"conf": pred.conf,
"as_of": pred.as_of,
}
state.last_updated[f"chronos/{ticker}"] = pred.as_of
def update_minute_momentum_for_all(state) -> None:
"""매 분봉 cycle 후 호출 — 모든 종목 모멘텀 갱신."""
from ai_trade.momentum_classifier import classify_minute_momentum
now_iso = datetime.now(KST).isoformat()
for ticker, bars in state.minute_bars.items():
state.minute_momentum[ticker] = classify_minute_momentum(bars)
state.last_updated[f"momentum/{ticker}"] = now_iso

3
ai_trade/pytest.ini Normal file
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[pytest]
asyncio_mode = auto
testpaths = tests

73
ai_trade/rate_limit.py Normal file
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"""SignalDedup — SQLite-backed 24h duplicate signal blocker."""
from __future__ import annotations
import sqlite3
from contextlib import contextmanager
from datetime import datetime, timedelta
from pathlib import Path
from zoneinfo import ZoneInfo
KST = ZoneInfo("Asia/Seoul")
def _now_iso() -> str:
"""Test seam — overridable via monkeypatch."""
return datetime.now(KST).isoformat()
_SCHEMA = """
CREATE TABLE IF NOT EXISTS signal_dedup (
ticker TEXT NOT NULL,
action TEXT NOT NULL,
last_sent TEXT NOT NULL,
confidence REAL NOT NULL,
PRIMARY KEY (ticker, action)
);
CREATE INDEX IF NOT EXISTS idx_signal_dedup_last_sent
ON signal_dedup(last_sent);
"""
class SignalDedup:
"""24h dedup interface. WAL + busy_timeout=120000."""
def __init__(self, db_path: Path):
self._db_path = Path(db_path)
self._db_path.parent.mkdir(parents=True, exist_ok=True)
self._init_schema()
@contextmanager
def _conn(self):
conn = sqlite3.connect(self._db_path, timeout=120.0)
try:
conn.execute("PRAGMA journal_mode=WAL")
conn.execute("PRAGMA busy_timeout=120000")
yield conn
finally:
conn.close()
def _init_schema(self) -> None:
with self._conn() as conn:
conn.executescript(_SCHEMA)
conn.commit()
def is_recent(self, ticker: str, action: str, within_hours: int = 24) -> bool:
threshold_dt = datetime.fromisoformat(_now_iso()) - timedelta(hours=within_hours)
threshold_iso = threshold_dt.isoformat()
with self._conn() as conn:
row = conn.execute(
"SELECT last_sent FROM signal_dedup WHERE ticker = ? AND action = ?",
(ticker, action),
).fetchone()
return row is not None and row[0] >= threshold_iso
def record(self, ticker: str, action: str, confidence: float) -> None:
with self._conn() as conn:
conn.execute(
"""INSERT INTO signal_dedup (ticker, action, last_sent, confidence)
VALUES (?, ?, ?, ?)
ON CONFLICT (ticker, action) DO UPDATE
SET last_sent = excluded.last_sent,
confidence = excluded.confidence""",
(ticker, action, _now_iso(), confidence),
)
conn.commit()

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ai_trade/scheduler.py Normal file
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"""Polling scheduler — 시간대별 분기 + 휴장일 처리."""
from __future__ import annotations
import json
import logging
from datetime import datetime, timedelta, time
from pathlib import Path
from zoneinfo import ZoneInfo
logger = logging.getLogger(__name__)
KST = ZoneInfo("Asia/Seoul")
_HOLIDAYS_PATH = Path(__file__).parent / "holidays.json"
_HOLIDAYS: set[str] = set(json.loads(_HOLIDAYS_PATH.read_text(encoding="utf-8")))
# Market windows (정규장)
_PRE_OPEN = time(7, 0)
_OPEN = time(9, 0)
_CLOSE = time(15, 30)
_POST_END = time(20, 0)
# NXT windows (시간외)
_NXT_PRE_END = time(23, 30)
_NXT_POST_OPEN = time(4, 30)
# 23:30 - 04:30 (dead zone) skip
def _is_market_day(now: datetime) -> bool:
"""평일 + 휴장일 아닌 날."""
if now.weekday() >= 5: # Sat/Sun
return False
return now.strftime("%Y-%m-%d") not in _HOLIDAYS
def _is_polling_window(now: datetime) -> bool:
"""폴링 윈도우: 07:00-23:30 + 04:30-07:00."""
t = now.time()
return (
(_PRE_OPEN <= t < _NXT_PRE_END)
or (_NXT_POST_OPEN <= t < _PRE_OPEN)
)
def _next_interval(now: datetime) -> float:
"""다음 폴링까지 sleep 초수."""
if not _is_market_day(now):
return _seconds_until_next_market_open(now)
t = now.time()
if _PRE_OPEN <= t < _OPEN:
return 300.0 # 장전 5분
elif _OPEN <= t < _CLOSE:
return 60.0 # 장중 1분
elif _CLOSE <= t < _POST_END:
return 300.0 # 장후 5분
elif _POST_END <= t < _NXT_PRE_END:
return 300.0 # NXT 야간 5분
elif _NXT_POST_OPEN <= t < _PRE_OPEN:
return 300.0 # NXT 새벽 5분
else:
# Dead zone (23:30-04:30) — wait until next 04:30
return _seconds_until_nxt_or_market_open(now)
def _seconds_until_nxt_or_market_open(now: datetime) -> float:
"""다음 04:30 (NXT 새벽 start) 까지 초수. 휴장일은 다음 영업일 07:00."""
candidate = now.replace(hour=4, minute=30, second=0, microsecond=0)
if candidate <= now:
candidate += timedelta(days=1)
for _ in range(14):
if _is_market_day(candidate):
return (candidate - now).total_seconds()
candidate += timedelta(days=1)
logger.warning("could not find next market day within 14 days")
return 86400.0
def _is_post_close_trigger(now: datetime) -> bool:
"""16:00 KST ±1분 (post-close cycle 트리거). 평일/영업일만."""
if not _is_market_day(now):
return False
t = now.time()
return time(16, 0) <= t < time(16, 1)
def _seconds_until_next_market_open(now: datetime) -> float:
"""다음 영업일의 07:00 KST 까지 초수 (휴장일/주말용)."""
candidate = now.replace(hour=7, minute=0, second=0, microsecond=0)
if candidate <= now:
candidate += timedelta(days=1)
for _ in range(14): # safety bound (max 2 weeks of holidays)
if _is_market_day(candidate):
return (candidate - now).total_seconds()
candidate += timedelta(days=1)
logger.warning("could not find next market day within 14 days")
return 86400.0

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"""Phase 4 — 매수/매도 신호 생성.
순수 함수 generate_signals(state, dedup, settings). state 를 mutate.
"""
from __future__ import annotations
import logging
from datetime import datetime
from zoneinfo import ZoneInfo
logger = logging.getLogger(__name__)
KST = ZoneInfo("Asia/Seoul")
MOMENTUM_SCORES = {
"strong_up": 1.0,
"weak_up": 0.7,
"neutral": 0.5,
"weak_down": 0.3,
"strong_down": 0.0,
}
def generate_signals(state, dedup, settings) -> None:
"""Phase 4 entry — state-mutating. Evaluation order: sell first (priority), then buy. A ticker receiving a sell signal in this cycle is excluded from buy evaluation to avoid silent overwrite."""
_evaluate_sell_signals(state, dedup, settings)
_evaluate_buy_signals(state, dedup, settings)
# ----- 매수 -----
def _evaluate_buy_signals(state, dedup, settings) -> None:
candidates = _buy_candidates(state)
for ticker, name, rank in candidates:
existing = state.signals.get(ticker)
if existing is not None and existing.get("action") == "sell":
logger.debug("buy %s skipped: same-cycle sell precedence", ticker)
continue
if not _check_buy_hard_gate(state, ticker, settings):
logger.debug("buy %s skipped: hard gate failed", ticker)
continue
confidence = _compute_buy_confidence(state, ticker, rank)
if confidence <= settings.confidence_threshold:
logger.debug("buy %s skipped: confidence %.3f <= %.3f",
ticker, confidence, settings.confidence_threshold)
continue
if dedup.is_recent(ticker, "buy", within_hours=24):
logger.debug("buy %s skipped: dedup 24h", ticker)
continue
state.signals[ticker] = _build_buy_signal(state, ticker, name, rank, confidence)
dedup.record(ticker, "buy", confidence=confidence)
logger.info("signal emit %s buy conf=%.3f rank=%s", ticker, confidence, rank)
def _buy_candidates(state) -> list[tuple[str, str, int | None]]:
"""screener Top-N (rank 1..N) + portfolio (rank=None)."""
candidates: list[tuple[str, str, int | None]] = []
seen: set[str] = set()
if state.screener_preview is not None:
for i, item in enumerate(state.screener_preview.get("items", [])):
ticker = item.get("ticker")
if not ticker or ticker in seen:
continue
seen.add(ticker)
name = item.get("name", ticker)
candidates.append((ticker, name, i + 1))
if state.portfolio is not None:
for h in state.portfolio.get("holdings", []):
ticker = h.get("ticker")
if not ticker or ticker in seen:
continue
seen.add(ticker)
candidates.append((ticker, h.get("name", ticker), None))
return candidates
def _check_buy_hard_gate(state, ticker: str, settings) -> bool:
pred = state.chronos_predictions.get(ticker)
if pred is None or pred.get("median", 0) <= 0:
return False
spread = pred.get("q90", 0) - pred.get("q10", 0)
if spread >= settings.chronos_spread_threshold:
return False
momentum = state.minute_momentum.get(ticker)
if momentum != settings.min_momentum_for_buy:
return False
ap = state.asking_price.get(ticker)
if ap is None or ap.get("bid_ratio", 0) < settings.asking_bid_ratio_threshold:
return False
return True
def _compute_buy_confidence(state, ticker: str, rank: int | None) -> float:
pred = state.chronos_predictions[ticker]
chronos_conf = pred["conf"]
minute_score = MOMENTUM_SCORES.get(state.minute_momentum.get(ticker, "neutral"), 0.5)
screener_norm = max(0.0, 1 - (rank - 1) / 20) if rank is not None else 0.0
return chronos_conf * 0.5 + minute_score * 0.3 + screener_norm * 0.2
def _build_buy_signal(state, ticker: str, name: str, rank: int | None, confidence: float) -> dict:
ap = state.asking_price[ticker]
return {
"ticker": ticker,
"name": name,
"action": "buy",
"confidence_webai": confidence,
"current_price": ap["current_price"],
"avg_price": None,
"pnl_pct": None,
"context": _build_context(state, ticker, rank),
"as_of": datetime.now(KST).isoformat(),
}
# ----- 매도 -----
def _evaluate_sell_signals(state, dedup, settings) -> None:
if state.portfolio is None:
return
for holding in state.portfolio.get("holdings", []):
ticker = holding.get("ticker")
if not ticker:
continue
sell = _try_stop_loss(state, holding, settings)
if sell is None:
sell = _try_anomaly(state, holding, settings)
if sell is None:
sell = _try_take_profit(state, holding, settings)
if sell is None:
continue
if dedup.is_recent(ticker, "sell", within_hours=24):
logger.debug("sell %s skipped: dedup 24h", ticker)
continue
state.signals[ticker] = sell
dedup.record(ticker, "sell", confidence=sell["confidence_webai"])
logger.info("signal emit %s sell conf=%.3f reason=%s",
ticker, sell["confidence_webai"],
sell.get("context", {}).get("sell_reason"))
def _try_stop_loss(state, holding: dict, settings) -> dict | None:
pnl = holding.get("pnl_pct")
if pnl is None or pnl >= settings.stop_loss_pct:
return None
return _build_sell_signal(state, holding, confidence=1.0, reason="stop_loss")
def _try_take_profit(state, holding: dict, settings) -> dict | None:
pnl = holding.get("pnl_pct")
if pnl is None or pnl <= settings.take_profit_pct:
return None
return _build_sell_signal(state, holding, confidence=0.6, reason="take_profit")
def _try_anomaly(state, holding: dict, settings) -> dict | None:
ticker = holding["ticker"]
pred = state.chronos_predictions.get(ticker)
if pred is None or pred["median"] >= -0.01:
return None
momentum = state.minute_momentum.get(ticker)
if momentum != "strong_down":
return None
ap = state.asking_price.get(ticker)
if ap is None:
return None
if ap["bid_ratio"] > (1 - settings.asking_bid_ratio_threshold):
return None
minute_score = 1.0 - MOMENTUM_SCORES.get(momentum, 0.5)
confidence = pred["conf"] * 0.5 + minute_score * 0.3 + 1.0 * 0.2
if confidence <= settings.confidence_threshold:
return None
return _build_sell_signal(state, holding, confidence=confidence, reason="anomaly")
def _build_sell_signal(state, holding: dict, confidence: float, reason: str) -> dict:
ticker = holding["ticker"]
return {
"ticker": ticker,
"name": holding.get("name", ticker),
"action": "sell",
"confidence_webai": confidence,
"current_price": holding.get("current_price"),
"avg_price": holding.get("avg_price"),
"pnl_pct": holding.get("pnl_pct"),
"context": _build_context(state, ticker, rank=None, sell_reason=reason),
"as_of": datetime.now(KST).isoformat(),
}
# ----- Context -----
def _build_context(state, ticker: str, rank: int | None, sell_reason: str | None = None) -> dict:
pred = state.chronos_predictions.get(ticker) or {}
ap = state.asking_price.get(ticker) or {}
news_item = _find_news_sentiment(state, ticker)
screener_scores = _find_screener_scores(state, ticker)
context: dict = {
"chronos_pred_1d": pred.get("median"),
"chronos_pred_conf": pred.get("conf"),
"chronos_q10": pred.get("q10"),
"chronos_q90": pred.get("q90"),
"screener_rank": rank,
"screener_scores": screener_scores,
"minute_momentum": state.minute_momentum.get(ticker),
"asking_bid_ratio": ap.get("bid_ratio"),
"news_sentiment": news_item.get("score") if news_item else None,
"news_reason": news_item.get("reason") if news_item else None,
}
if sell_reason is not None:
context["sell_reason"] = sell_reason
return context
def _find_news_sentiment(state, ticker: str) -> dict | None:
if state.news_sentiment is None:
return None
for item in state.news_sentiment.get("items", []):
if item.get("ticker") == ticker:
return item
return None
def _find_screener_scores(state, ticker: str) -> dict | None:
if state.screener_preview is None:
return None
for item in state.screener_preview.get("items", []):
if item.get("ticker") == ticker:
return item.get("scores")
return None

3
ai_trade/start.bat Normal file
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@echo off
cd /d "%~dp0\.."
python -m uvicorn ai_trade.main:app --host 0.0.0.0 --port 8001

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ai_trade/state.py Normal file
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"""PollState — process-wide singleton."""
from collections import deque
from dataclasses import dataclass, field
@dataclass
class PollState:
portfolio: dict | None = None
news_sentiment: dict | None = None
screener_preview: dict | None = None
minute_bars: dict[str, deque] = field(default_factory=dict)
asking_price: dict[str, dict] = field(default_factory=dict)
# Phase 3b additions
daily_ohlcv: dict[str, list[dict]] = field(default_factory=dict)
chronos_predictions: dict[str, dict] = field(default_factory=dict)
minute_momentum: dict[str, str] = field(default_factory=dict)
signals: dict[str, dict] = field(default_factory=dict)
last_updated: dict[str, str] = field(default_factory=dict)
fetch_errors: dict[str, int] = field(default_factory=dict)
state = PollState()

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"""Stock API HTTP client — async httpx + retry + memory cache."""
from __future__ import annotations
import asyncio
import logging
import time
from typing import Any
import httpx
logger = logging.getLogger(__name__)
# Cache TTL by endpoint (seconds).
# 2026-05-18 — NAS 인바운드 호출 부담 완화 (Plan-A SP-A1).
_TTL = {
"portfolio": 180.0, # 3분 (1분 폴링 시 3 폴링당 1회 실제 fetch)
"news-sentiment": 600.0, # 10분 (뉴스 sentiment는 자주 안 바뀜)
"screener-preview": 300.0, # 5분 (Top-20은 분 단위로 거의 안 바뀜)
}
# Retry policy
_MAX_ATTEMPTS = 3
_RETRY_STATUSES = {429, 500, 502, 503, 504}
class StockClient:
"""stock API wrapper. Async httpx + self-retry + memory cache."""
def __init__(self, base_url: str, api_key: str, timeout: float = 10.0):
self._base_url = base_url.rstrip("/")
self._api_key = api_key
self._client = httpx.AsyncClient(timeout=timeout)
# cache: key → (data, timestamp_monotonic)
self._cache: dict[str, tuple[Any, float]] = {}
async def close(self) -> None:
await self._client.aclose()
def cache_size(self) -> int:
"""Number of cached endpoint responses (public surface for /health)."""
return len(self._cache)
async def get_portfolio(self) -> dict:
return await self._cached_request(
"portfolio", "GET", "/api/webai/portfolio"
)
async def get_news_sentiment(self, date: str | None = None) -> dict:
path = "/api/webai/news-sentiment"
if date is not None:
path += f"?date={date}"
cache_key = f"news-sentiment:{date or 'latest'}"
return await self._cached_request(
cache_key, "GET", path, _ttl_key="news-sentiment"
)
async def run_screener_preview(
self, weights: dict | None = None, top_n: int = 20
) -> dict:
body = {"mode": "preview", "top_n": top_n}
if weights is not None:
body["weights"] = weights
return await self._cached_request(
"screener-preview",
"POST",
"/api/stock/screener/run",
json=body,
_ttl_key="screener-preview",
)
async def _cached_request(
self,
cache_key: str,
method: str,
path: str,
*,
_ttl_key: str | None = None,
**kwargs,
) -> dict:
ttl_key = _ttl_key or cache_key
ttl = _TTL.get(ttl_key, 60.0)
# Fresh cache hit?
if cache_key in self._cache:
data, ts = self._cache[cache_key]
if time.monotonic() - ts < ttl:
return data
# Fetch (with retry)
try:
data = await self._request_with_retry(method, path, **kwargs)
self._cache[cache_key] = (data, time.monotonic())
return data
except httpx.HTTPError:
# Stale fallback: serve old cached value if exists
if cache_key in self._cache:
stale_data, stale_ts = self._cache[cache_key]
age = time.monotonic() - stale_ts
logger.warning(
"serving stale cache for %s (age=%.1fs)", cache_key, age
)
return stale_data
raise
async def _request_with_retry(self, method: str, path: str, **kwargs) -> dict:
url = f"{self._base_url}{path}"
headers = self._auth_headers()
for attempt in range(_MAX_ATTEMPTS):
try:
response = await self._client.request(
method, url, headers=headers, **kwargs
)
if response.status_code in _RETRY_STATUSES:
if attempt < _MAX_ATTEMPTS - 1:
await asyncio.sleep(2**attempt)
continue
response.raise_for_status()
response.raise_for_status()
return response.json()
except httpx.TimeoutException:
if attempt < _MAX_ATTEMPTS - 1:
await asyncio.sleep(2**attempt)
continue
raise
except httpx.HTTPStatusError:
raise
# Unreachable: every iteration either returns or raises
raise RuntimeError("_request_with_retry exhausted loop without raising")
def _auth_headers(self) -> dict[str, str]:
return {"X-WebAI-Key": self._api_key}

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"""Pytest fixtures for ai_trade tests."""
from pathlib import Path
import pytest
import respx
@pytest.fixture
def tmp_dedup_db(tmp_path) -> Path:
"""SQLite 단위 테스트용 임시 DB path."""
return tmp_path / "test_ai_trade.db"
@pytest.fixture
def mock_stock_api():
"""respx 로 stock API mock. base_url 은 테스트마다 임의."""
with respx.mock(base_url="https://test.stock.local", assert_all_called=False) as mock:
yield mock

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"""Tests for ChronosPredictor (model mock)."""
from unittest.mock import MagicMock, patch
import numpy as np
import pytest
@pytest.fixture
def mock_pipeline():
"""Mock BaseChronosPipeline.from_pretrained returning a mock pipeline object."""
with patch("chronos.BaseChronosPipeline") as cls:
cls.__name__ = "BaseChronosPipeline"
instance = MagicMock()
# ChronosBolt API: predict_quantiles returns (quantiles_tensor, mean_tensor)
# Modern (predict_quantiles) branch will be used since hasattr(MagicMock, "predict_quantiles") is True.
cls.from_pretrained.return_value = instance
yield instance
@pytest.fixture
def mock_torch_cpu():
with patch("torch.cuda.is_available", return_value=False):
yield
def _daily_ohlcv(close_seq):
return [{"datetime": f"2026-05-{i+1:02d}", "open": c, "high": c, "low": c,
"close": c, "volume": 1000} for i, c in enumerate(close_seq)]
def _mk_quantiles_tensor(q10_price: float, q50_price: float, q90_price: float):
"""Helper: build predict_quantiles return tensor shape [1, 1, 3]."""
import torch
return torch.tensor([[[q10_price, q50_price, q90_price]]], dtype=torch.float32)
def test_predict_batch_returns_prediction_dict(mock_pipeline, mock_torch_cpu):
"""mock predict_quantiles → dict[ticker, ChronosPrediction]. last_close=100, q50=102 → median≈+2%."""
quantiles = _mk_quantiles_tensor(101.5, 102.0, 102.5) # narrow around 102
mock_pipeline.predict_quantiles.return_value = (quantiles, None)
from ai_trade.chronos_predictor import ChronosPredictor, ChronosPrediction
predictor = ChronosPredictor(model_name="mock-model")
daily = {"005930": _daily_ohlcv([100] * 60)}
result = predictor.predict_batch(daily)
assert "005930" in result
pred = result["005930"]
assert isinstance(pred, ChronosPrediction)
assert abs(pred.median - 0.02) < 0.001
def test_conf_high_when_distribution_narrow(mock_pipeline, mock_torch_cpu):
"""좁은 distribution (q90-q10 작음, median 0 아님) → conf ≈ 1."""
# last_close=100, q10=101.99, q50=102.00, q90=102.01
# returns: q10=0.0199, q50=0.02, q90=0.0201
# spread = (0.0201 - 0.0199) / max(0.02, 0.001) = 0.0002/0.02 = 0.01 → conf = 1 - 0.005 = 0.995
quantiles = _mk_quantiles_tensor(101.99, 102.0, 102.01)
mock_pipeline.predict_quantiles.return_value = (quantiles, None)
from ai_trade.chronos_predictor import ChronosPredictor
predictor = ChronosPredictor(model_name="mock-model")
daily = {"005930": _daily_ohlcv([100] * 60)}
result = predictor.predict_batch(daily)
assert result["005930"].conf > 0.8
def test_conf_low_when_distribution_wide(mock_pipeline, mock_torch_cpu):
"""넓은 distribution → conf ≈ 0."""
# last_close=100, q10=70, q50=100, q90=130
# returns: q10=-0.3, q50=0.0, q90=0.3
# spread = (0.3 - (-0.3)) / max(0.0, 0.001) = 0.6 / 0.001 = 600 → conf = max(0, 1 - 300) = 0
quantiles = _mk_quantiles_tensor(70.0, 100.0, 130.0)
mock_pipeline.predict_quantiles.return_value = (quantiles, None)
from ai_trade.chronos_predictor import ChronosPredictor
predictor = ChronosPredictor(model_name="mock-model")
daily = {"005930": _daily_ohlcv([100] * 60)}
result = predictor.predict_batch(daily)
assert result["005930"].conf < 0.3
def test_return_computed_from_price_relative_to_last_close(mock_pipeline, mock_torch_cpu):
"""price 예측 → last_close 대비 return 변환. last_close=100, q50=110 → return ≈ +10%."""
quantiles = _mk_quantiles_tensor(109.0, 110.0, 111.0)
mock_pipeline.predict_quantiles.return_value = (quantiles, None)
from ai_trade.chronos_predictor import ChronosPredictor
predictor = ChronosPredictor(model_name="mock-model")
# last close = 100
daily = {"005930": _daily_ohlcv(list(range(41, 101)))} # last = 100
result = predictor.predict_batch(daily)
assert abs(result["005930"].median - 0.10) < 0.001

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"""Tests for KISClient (REST)."""
import json
from pathlib import Path
import httpx
import pytest
import respx
from ai_trade.kis_client import KISClient
@pytest.fixture
def fake_v1_token(tmp_path):
"""V1 토큰 파일 fixture."""
token_file = tmp_path / "kis_token.json"
token_file.write_text(json.dumps({
"access_token": "test-kis-token-abc123",
"token_expired": "2099-12-31 23:59:59",
}))
return token_file
@pytest.fixture
def kis_client_factory(fake_v1_token):
def _make():
return KISClient(
app_key="test-app-key",
app_secret="test-app-secret",
account="50000000-01",
is_virtual=True,
v1_token_path=fake_v1_token,
)
return _make
@respx.mock
async def test_get_minute_ohlcv_normal_returns_30_bars(kis_client_factory):
"""정상 200 → 30개 분봉 list 반환."""
sample_output2 = [
{
"stck_bsop_date": "20260518",
"stck_cntg_hour": f"09{m:02d}00",
"stck_oprc": "78000", "stck_hgpr": "78500",
"stck_lwpr": "77800", "stck_prpr": "78300",
"cntg_vol": "12345",
}
for m in range(30) # 9:00-9:29 = 30 bars
]
respx.get(
"https://openapivts.koreainvestment.com:29443/uapi/domestic-stock/v1/quotations/inquire-time-itemchartprice"
).mock(
return_value=httpx.Response(200, json={"output2": sample_output2})
)
client = kis_client_factory()
try:
bars = await client.get_minute_ohlcv("005930")
assert len(bars) == 30
assert bars[0]["close"] == 78300
assert "datetime" in bars[0]
finally:
await client.close()
@respx.mock
async def test_get_minute_ohlcv_429_retry_then_success(kis_client_factory, monkeypatch):
"""429 → exponential backoff → 200."""
sleep_calls = []
async def fake_sleep(s): sleep_calls.append(s)
monkeypatch.setattr("asyncio.sleep", fake_sleep)
respx.get(
"https://openapivts.koreainvestment.com:29443/uapi/domestic-stock/v1/quotations/inquire-time-itemchartprice"
).mock(side_effect=[
httpx.Response(429, text="rate limit"),
httpx.Response(200, json={"output2": []}),
])
client = kis_client_factory()
try:
result = await client.get_minute_ohlcv("005930")
assert result == []
assert 1 in sleep_calls
finally:
await client.close()
@respx.mock
async def test_get_minute_ohlcv_uses_v1_token(kis_client_factory, fake_v1_token):
"""KIS 호출 헤더에 V1 토큰 파일의 access_token 사용."""
route = respx.get(
"https://openapivts.koreainvestment.com:29443/uapi/domestic-stock/v1/quotations/inquire-time-itemchartprice"
).mock(return_value=httpx.Response(200, json={"output2": []}))
client = kis_client_factory()
try:
await client.get_minute_ohlcv("005930")
assert route.called
req = route.calls.last.request
# check authorization header contains the V1 token
auth = req.headers.get("authorization", "")
assert "test-kis-token-abc123" in auth
finally:
await client.close()
@respx.mock
async def test_get_asking_price_computes_bid_ratio(kis_client_factory):
"""호가 응답 → bid_total/(bid+ask) bid_ratio 계산."""
respx.get(
"https://openapivts.koreainvestment.com:29443/uapi/domestic-stock/v1/quotations/inquire-asking-price-exp-ccn"
).mock(return_value=httpx.Response(200, json={
"output1": {
"total_bidp_rsqn": "600",
"total_askp_rsqn": "400",
"stck_prpr": "78500",
}
}))
client = kis_client_factory()
try:
data = await client.get_asking_price("005930")
assert data["bid_total"] == 600
assert data["ask_total"] == 400
assert abs(data["bid_ratio"] - 0.6) < 1e-9
assert data["current_price"] == 78500
assert "as_of" in data
finally:
await client.close()
@respx.mock
async def test_get_daily_ohlcv_returns_60_bars(kis_client_factory):
"""KIS daily endpoint returns 60 ascending bars after parsing."""
# Build 60 KIS-format daily bars (descending dates as KIS does)
sample_output2 = []
for i in range(60):
# Generate a fake date 60 days ago, descending
day = 60 - i
sample_output2.append({
"stck_bsop_date": f"2026{(((day-1)//30)+1):02d}{(((day-1)%30)+1):02d}",
"stck_oprc": "78000", "stck_hgpr": "78500",
"stck_lwpr": "77800", "stck_clpr": str(78000 + i),
"acml_vol": "12345",
})
respx.get(
"https://openapivts.koreainvestment.com:29443/uapi/domestic-stock/v1/quotations/inquire-daily-itemchartprice"
).mock(return_value=httpx.Response(200, json={"output2": sample_output2}))
client = kis_client_factory()
try:
bars = await client.get_daily_ohlcv("005930", days=60)
# KIS returns descending; client reverses to ascending
assert len(bars) == 60
# Ascending order: first item has smaller datetime than last
assert bars[0]["datetime"] < bars[-1]["datetime"]
assert isinstance(bars[0]["open"], int)
assert isinstance(bars[0]["close"], int)
assert "datetime" in bars[0]
finally:
await client.close()

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"""Tests for KISWebSocket."""
import asyncio
import json
from unittest.mock import AsyncMock, MagicMock
import httpx
import pytest
import respx
from ai_trade.kis_websocket import KISWebSocket
BASE_REST = "https://openapivts.koreainvestment.com:29443"
@respx.mock
async def test_fetch_approval_key_via_oauth_endpoint():
"""POST /oauth2/Approval → approval_key 추출."""
respx.post(f"{BASE_REST}/oauth2/Approval").mock(
return_value=httpx.Response(200, json={"approval_key": "test-approval-key-xyz"})
)
ws = KISWebSocket(app_key="k", app_secret="s", is_virtual=True)
key = await ws._fetch_approval_key()
assert key == "test-approval-key-xyz"
assert ws._approval_key == "test-approval-key-xyz"
async def test_subscribe_sends_h0stasp0_message():
"""subscribe() → WebSocket 으로 H0STASP0 구독 메시지 전송."""
sent_messages = []
mock_ws = AsyncMock()
mock_ws.send = AsyncMock(side_effect=lambda m: sent_messages.append(m))
ws = KISWebSocket(app_key="k", app_secret="s", is_virtual=True)
ws._approval_key = "test-key"
ws._ws = mock_ws
await ws.subscribe("005930")
assert ws._subscriptions == {"005930"}
assert len(sent_messages) == 1
msg = json.loads(sent_messages[0])
assert msg["header"]["tr_type"] == "1" # subscribe
assert msg["body"]["input"]["tr_id"] == "H0STASP0"
assert msg["body"]["input"]["tr_key"] == "005930"
def test_parse_asking_price_extracts_bid_ask_totals():
"""KIS raw '0|H0STASP0|001|...' → (ticker, dict).
KIS 호가 메시지 형식 — KIS 공식 spec 의 정확한 필드 인덱스 운영 검증 필요.
본 테스트는 implementer 의 _parse_asking_price 구현 인덱스에 맞춰서 sample 작성.
"""
ws = KISWebSocket(app_key="k", app_secret="s", is_virtual=True)
# Build a sample raw message — implementer 가 _ASKING_TOTAL_BID/ASK 인덱스에
# 맞춰서 필드 배치하면 됨. 예: 마지막 2개 필드를 bid_total / ask_total 로.
fields = ["005930", "091500", "78500"] # ticker, time, current_price
fields.extend(["0"] * 40) # padding (KIS 의 실 필드 수 ~50개)
fields.append("400") # ask_total
fields.append("600") # bid_total
raw = f"0|H0STASP0|001|{'^'.join(fields)}"
result = ws._parse_asking_price(raw)
assert result is not None, "parse_asking_price returned None"
ticker, data = result
assert ticker == "005930"
assert "bid_total" in data
assert "ask_total" in data
assert "bid_ratio" in data
assert "current_price" in data
# bid_total=600, ask_total=400, bid_ratio=0.6
assert data["bid_total"] == 600
assert data["ask_total"] == 400
assert abs(data["bid_ratio"] - 0.6) < 1e-9
async def test_reconnect_on_disconnect_with_backoff(monkeypatch):
"""연결 끊김 → exponential backoff retry. _connect_with_backoff() 검증."""
sleep_calls = []
async def fake_sleep(s): sleep_calls.append(s)
monkeypatch.setattr("asyncio.sleep", fake_sleep)
ws = KISWebSocket(app_key="k", app_secret="s", is_virtual=True)
# Mock _connect to fail twice then succeed
call_count = [0]
async def fake_connect():
call_count[0] += 1
if call_count[0] < 3:
raise ConnectionError("fake disconnect")
return AsyncMock()
monkeypatch.setattr(ws, "_connect", fake_connect)
result = await ws._connect_with_backoff()
assert call_count[0] == 3 # 2 fails + 1 success
# exponential 1s, 2s
assert sleep_calls[:2] == [1, 2]

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"""Tests for FastAPI main app."""
import logging
import pytest
from fastapi.testclient import TestClient
def test_health_endpoint_returns_status_online(monkeypatch):
monkeypatch.setenv("STOCK_API_URL", "https://test.stock.local")
monkeypatch.setenv("WEBAI_API_KEY", "test-secret")
# Reload modules so they pick up the new env
import importlib
from ai_trade import config as cfg
importlib.reload(cfg)
from ai_trade import main as main_mod
importlib.reload(main_mod)
with TestClient(main_mod.app) as client:
r = client.get("/health")
assert r.status_code == 200
body = r.json()
assert body["status"] == "online"
assert body["stock_api_url"] == "https://test.stock.local"
def test_startup_warns_if_webai_api_key_missing(monkeypatch, caplog):
# Use setenv with empty string + no-op load_dotenv to defeat .env re-read on reload
monkeypatch.setattr("ai_trade.config.load_dotenv", lambda *a, **k: None)
monkeypatch.setenv("WEBAI_API_KEY", "")
monkeypatch.setenv("STOCK_API_URL", "https://test.stock.local")
import importlib
from ai_trade import config as cfg
importlib.reload(cfg)
# After reload, load_dotenv reference is fresh — re-patch
monkeypatch.setattr("ai_trade.config.load_dotenv", lambda *a, **k: None)
from ai_trade import main as main_mod
importlib.reload(main_mod)
with caplog.at_level(logging.WARNING, logger="ai_trade.main"):
with TestClient(main_mod.app) as client:
client.get("/health")
assert any("WEBAI_API_KEY" in rec.message for rec in caplog.records)
def test_startup_warns_if_kis_app_key_missing(monkeypatch, caplog):
"""KIS app_key 미설정 시 startup WARNING (KIS 호출 disabled) — V1 패턴."""
monkeypatch.setattr("ai_trade.config.load_dotenv", lambda *a, **k: None)
monkeypatch.setenv("STOCK_API_URL", "https://test.stock.local")
monkeypatch.setenv("WEBAI_API_KEY", "test-secret")
# V1 pattern: kis_env_type=virtual, both virtual keys empty
monkeypatch.setenv("KIS_ENV_TYPE", "virtual")
monkeypatch.setenv("KIS_VIRTUAL_APP_KEY", "")
monkeypatch.setenv("KIS_REAL_APP_KEY", "")
import importlib
from ai_trade import config as cfg
importlib.reload(cfg)
monkeypatch.setattr("ai_trade.config.load_dotenv", lambda *a, **k: None)
from ai_trade import main as main_mod
importlib.reload(main_mod)
with caplog.at_level(logging.WARNING, logger="ai_trade.main"):
with TestClient(main_mod.app) as client:
client.get("/health")
assert any("KIS" in rec.message and "app_key" in rec.message.lower() for rec in caplog.records)

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"""Tests for minute momentum classifier."""
from collections import deque
from ai_trade.momentum_classifier import (
aggregate_1min_to_5min, classify_minute_momentum,
STRONG_UP, WEAK_UP, NEUTRAL, WEAK_DOWN, STRONG_DOWN,
)
def _bar(open_, high, low, close, volume):
return {
"datetime": "2026-05-18T09:00:00+09:00",
"open": open_, "high": high, "low": low, "close": close, "volume": volume,
}
def _make_chunks(num_chunks_up: int, num_chunks_total: int, base_vol: int = 1000):
"""num_chunks_total 개의 5-bar 청크. num_chunks_up 청크는 양봉, 나머지는 음봉.
각 청크는 5개 1분봉. 거래량 = base_vol per bar.
"""
bars = []
for i in range(num_chunks_total):
is_up = i < num_chunks_up
o, c = (100, 110) if is_up else (110, 100)
for j in range(5):
bars.append(_bar(o, max(o, c) + 5, min(o, c) - 5, c, base_vol))
return bars
def test_strong_up_5_consecutive_green_with_high_volume():
"""직전 5개 5분봉 모두 양봉 + 거래량 1.5x → STRONG_UP."""
# 60분 (12 5분봉) 데이터: 7 normal + 5 high-vol up
older = _make_chunks(num_chunks_up=3, num_chunks_total=7, base_vol=1000)
recent = _make_chunks(num_chunks_up=5, num_chunks_total=5, base_vol=2500)
minute_bars = deque(older + recent, maxlen=60)
assert classify_minute_momentum(minute_bars) == STRONG_UP
def test_weak_up_3of5_green_normal_volume():
"""직전 5개 5분봉 중 3-4개 양봉 + 거래량 ≥ 1.0x → WEAK_UP."""
older = _make_chunks(num_chunks_up=3, num_chunks_total=7, base_vol=1000)
# 5 chunks: 3 up + 2 down, normal vol
recent_up = _make_chunks(num_chunks_up=3, num_chunks_total=3, base_vol=1000)
recent_down = _make_chunks(num_chunks_up=0, num_chunks_total=2, base_vol=1000)
minute_bars = deque(older + recent_up + recent_down, maxlen=60)
assert classify_minute_momentum(minute_bars) == WEAK_UP
def test_neutral_mixed():
"""up_count=2, vol normal → NEUTRAL (rule 미해당)."""
older = _make_chunks(num_chunks_up=3, num_chunks_total=7, base_vol=1000)
recent_up = _make_chunks(num_chunks_up=2, num_chunks_total=2, base_vol=1000)
recent_down = _make_chunks(num_chunks_up=0, num_chunks_total=3, base_vol=1000)
minute_bars = deque(older + recent_up + recent_down, maxlen=60)
# up_count=2, vol_mult=1.0 → 어느 분기 조건도 만족 안 함 → NEUTRAL
assert classify_minute_momentum(minute_bars) == NEUTRAL
def test_weak_down_low_green_low_volume():
"""up_count <= 2 + vol < 1.0 → WEAK_DOWN."""
older = _make_chunks(num_chunks_up=3, num_chunks_total=7, base_vol=1000)
recent_up = _make_chunks(num_chunks_up=1, num_chunks_total=1, base_vol=500)
recent_down = _make_chunks(num_chunks_up=0, num_chunks_total=4, base_vol=500)
minute_bars = deque(older + recent_up + recent_down, maxlen=60)
# recent 5 chunks avg vol = 500, long 12 avg ≈ (7*1000 + 5*500) / 12 ≈ 791 → vol_mult ≈ 0.63
assert classify_minute_momentum(minute_bars) == WEAK_DOWN
def test_strong_down_5_consecutive_red_high_volume():
"""직전 5개 5분봉 모두 음봉 + 거래량 1.5x → STRONG_DOWN."""
older = _make_chunks(num_chunks_up=3, num_chunks_total=7, base_vol=1000)
recent = _make_chunks(num_chunks_up=0, num_chunks_total=5, base_vol=2500)
minute_bars = deque(older + recent, maxlen=60)
assert classify_minute_momentum(minute_bars) == STRONG_DOWN
def test_aggregate_1min_to_5min_correctness():
"""5 1분봉 → 1개 5분봉 — open/close/high/low/volume 정확."""
bars = [
_bar(100, 105, 99, 102, 1000),
_bar(102, 108, 101, 107, 1500),
_bar(107, 110, 105, 106, 800),
_bar(106, 109, 104, 108, 1200),
_bar(108, 112, 107, 111, 900),
]
result = aggregate_1min_to_5min(bars)
assert len(result) == 1
assert result[0]["open"] == 100 # 첫 bar
assert result[0]["close"] == 111 # 마지막 bar
assert result[0]["high"] == 112 # max
assert result[0]["low"] == 99 # min
assert result[0]["volume"] == 5400 # sum

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"""Tests for pull_worker (Phase 3a additions)."""
from collections import deque
from unittest.mock import AsyncMock, MagicMock
import pytest
from ai_trade.state import PollState
async def test_minute_polling_cycle_updates_state_minute_bars():
"""KIS REST mock 의 분봉 데이터가 state.minute_bars[ticker] deque 에 들어간다."""
from ai_trade.pull_worker import _run_kis_minute_cycle
state = PollState()
state.portfolio = {"holdings": [{"ticker": "005930"}, {"ticker": "000660"}]}
state.screener_preview = {
"items": [{"ticker": "005930"}, {"ticker": "035720"}]
}
kis_client_mock = MagicMock()
kis_client_mock.get_minute_ohlcv = AsyncMock(side_effect=[
[{"datetime": "2026-05-18T09:00:00+09:00", "open": 78000,
"high": 78500, "low": 77900, "close": 78300, "volume": 12345}],
[{"datetime": "2026-05-18T09:00:00+09:00", "open": 180000,
"high": 181000, "low": 179800, "close": 180500, "volume": 5000}],
[{"datetime": "2026-05-18T09:00:00+09:00", "open": 51000,
"high": 51200, "low": 50800, "close": 51100, "volume": 8000}],
])
kis_client_mock.get_asking_price = AsyncMock(return_value={
"bid_total": 600, "ask_total": 400, "bid_ratio": 0.6,
"current_price": 51100, "as_of": "2026-05-18T09:00:30+09:00",
})
await _run_kis_minute_cycle(kis_client_mock, state)
# 3 unique tickers (005930, 000660, 035720)
assert "005930" in state.minute_bars
assert "000660" in state.minute_bars
assert "035720" in state.minute_bars
assert len(state.minute_bars["005930"]) >= 1
# asking_price 만 screener-only ticker (035720) 에 들어가야 함
# (portfolio = 005930, 000660 는 WebSocket 으로 들어옴)
assert "035720" in state.asking_price
def test_websocket_message_updates_state_asking_price():
"""WebSocket callback factory → state.asking_price 갱신."""
from ai_trade.pull_worker import make_asking_price_callback
state = PollState()
cb = make_asking_price_callback(state)
cb("005930", {"bid_total": 1000, "ask_total": 800, "bid_ratio": 0.555,
"current_price": 78500, "as_of": "2026-05-18T10:00:00+09:00"})
assert state.asking_price["005930"]["bid_total"] == 1000
assert "asking_price/005930" in state.last_updated
async def test_post_close_cycle_updates_chronos_predictions():
"""mock kis + mock chronos → state.chronos_predictions + state.daily_ohlcv 갱신."""
from unittest.mock import AsyncMock, MagicMock
from ai_trade.pull_worker import _run_post_close_cycle
from ai_trade.chronos_predictor import ChronosPrediction
from ai_trade.state import PollState
state = PollState()
state.portfolio = {"holdings": [{"ticker": "005930"}]}
state.screener_preview = {"items": [{"ticker": "000660"}]}
kis_mock = MagicMock()
daily_005930 = [{"datetime": f"2026-05-{i+1:02d}", "open": 100, "high": 105,
"low": 95, "close": 100 + i, "volume": 1000} for i in range(60)]
daily_000660 = [{"datetime": f"2026-05-{i+1:02d}", "open": 200, "high": 210,
"low": 190, "close": 200 + i, "volume": 2000} for i in range(60)]
# _run_post_close_cycle iterates tickers and calls get_daily_ohlcv per ticker.
# Order depends on set() so use side_effect mapping if possible, otherwise list.
async def fake_daily(ticker, days=60):
if ticker == "005930":
return daily_005930
if ticker == "000660":
return daily_000660
return []
kis_mock.get_daily_ohlcv = AsyncMock(side_effect=fake_daily)
chronos_mock = MagicMock()
chronos_mock.predict_batch = MagicMock(return_value={
"005930": ChronosPrediction(0.02, -0.01, 0.04, 0.85, "2026-05-18T16:00:00+09:00"),
"000660": ChronosPrediction(0.03, -0.02, 0.06, 0.75, "2026-05-18T16:00:00+09:00"),
})
await _run_post_close_cycle(kis_mock, chronos_mock, state)
assert "005930" in state.chronos_predictions
assert "000660" in state.chronos_predictions
assert state.chronos_predictions["005930"]["median"] == 0.02
assert state.chronos_predictions["005930"]["conf"] == 0.85
assert "005930" in state.daily_ohlcv
assert "chronos/005930" in state.last_updated
def test_poll_loop_calls_generate_signals_after_cycle(monkeypatch):
"""Phase 4: generate_signals 가 cycle 후 state.signals 를 갱신한다."""
from unittest.mock import MagicMock
from ai_trade.state import PollState
from ai_trade.signal_generator import generate_signals
state = PollState()
state.portfolio = {"holdings": [{
"ticker": "005930", "name": "삼성전자",
"avg_price": 75000, "current_price": 69000,
"pnl_pct": -0.08, "profit_rate": -8.0,
"quantity": 100, "broker": "키움",
}]}
state.screener_preview = {"items": []}
dedup = MagicMock()
dedup.is_recent.return_value = False
settings = MagicMock()
settings.stop_loss_pct = -0.07
settings.take_profit_pct = 0.15
settings.chronos_spread_threshold = 0.6
settings.asking_bid_ratio_threshold = 0.6
settings.confidence_threshold = 0.7
settings.min_momentum_for_buy = "strong_up"
generate_signals(state, dedup, settings)
assert "005930" in state.signals
assert state.signals["005930"]["action"] == "sell"
assert state.signals["005930"]["confidence_webai"] == 1.0
dedup.record.assert_called_with("005930", "sell", confidence=1.0)

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"""Tests for SignalDedup."""
from datetime import datetime, timedelta
from zoneinfo import ZoneInfo
from ai_trade.rate_limit import SignalDedup
KST = ZoneInfo("Asia/Seoul")
def test_is_recent_returns_false_for_new_ticker_action(tmp_dedup_db):
dedup = SignalDedup(tmp_dedup_db)
assert dedup.is_recent("005930", "buy") is False
def test_is_recent_returns_true_within_24h(tmp_dedup_db):
dedup = SignalDedup(tmp_dedup_db)
dedup.record("005930", "buy", confidence=0.82)
assert dedup.is_recent("005930", "buy") is True
def test_is_recent_returns_false_after_24h(tmp_dedup_db, monkeypatch):
dedup = SignalDedup(tmp_dedup_db)
# Record with a timestamp 25 hours ago
now = datetime.now(KST)
fake_now = now - timedelta(hours=25)
monkeypatch.setattr(
"ai_trade.rate_limit._now_iso", lambda: fake_now.isoformat()
)
dedup.record("005930", "buy", confidence=0.82)
# Reset to real now for is_recent check
monkeypatch.setattr(
"ai_trade.rate_limit._now_iso", lambda: now.isoformat()
)
assert dedup.is_recent("005930", "buy", within_hours=24) is False

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"""Tests for scheduler interval logic."""
from datetime import datetime
import pytest
from ai_trade.scheduler import _next_interval, _is_market_day, KST
def _kst(year, month, day, hour, minute=0):
return datetime(year, month, day, hour, minute, tzinfo=KST)
def test_next_interval_pre_market_5min():
now = _kst(2026, 5, 18, 8, 30) # Monday 08:30
assert _next_interval(now) == 300
def test_next_interval_market_open_1min():
now = _kst(2026, 5, 18, 10, 0) # Monday 10:00
assert _next_interval(now) == 60
def test_next_interval_post_market_5min():
now = _kst(2026, 5, 18, 17, 0) # Monday 17:00
assert _next_interval(now) == 300
def test_next_interval_overnight_skip_to_next_morning():
now = _kst(2026, 5, 18, 2, 30) # Monday 02:30 (dead zone, not NXT window)
interval = _next_interval(now)
# Dead zone 23:30-04:30 → next 04:30 is ~2h away
assert 2 * 3600 - 60 < interval < 2 * 3600 + 60
def test_next_interval_holiday_skip():
# 2026-05-05 어린이날 (Tuesday holiday)
now = _kst(2026, 5, 5, 10, 0)
assert _is_market_day(now) is False
interval = _next_interval(now)
# Next: 2026-05-06 (Wed) 07:00, ~21h away
assert 20 * 3600 < interval < 22 * 3600
def test_next_interval_at_market_open_boundary():
"""09:00:00 정확 second → 60초 (market 구간 진입)."""
now = _kst(2026, 5, 18, 9, 0) # Monday 09:00:00
assert _next_interval(now) == 60
def test_next_interval_at_market_close_boundary():
"""15:30:00 정확 second → 300초 (post-market 구간 진입)."""
now = _kst(2026, 5, 18, 15, 30) # Monday 15:30:00
assert _next_interval(now) == 300
def test_next_interval_at_polling_window_end_boundary():
"""23:30:00 정확 second → dead zone skip (다음 04:30 까지)."""
now = _kst(2026, 5, 18, 23, 30) # Monday 23:30:00 (NXT_PRE_END boundary)
interval = _next_interval(now)
# Dead zone 23:30-04:30 → next 04:30 is ~5h away
assert 5 * 3600 - 60 < interval < 5 * 3600 + 60
def test_next_interval_nxt_evening_5min():
"""22:00 평일 (NXT 야간) → 300 (5분)."""
now = _kst(2026, 5, 18, 22, 0)
assert _next_interval(now) == 300
def test_next_interval_nxt_dawn_5min():
"""05:30 평일 (NXT 새벽) → 300 (5분)."""
now = _kst(2026, 5, 18, 5, 30)
assert _next_interval(now) == 300
def test_next_interval_dead_zone_skip():
"""02:00 평일 (dead zone 23:30-04:30) → 다음 04:30 까지 (~9000s)."""
now = _kst(2026, 5, 18, 2, 0)
interval = _next_interval(now)
# 02:00 → 04:30 = 2.5h = 9000s
assert 9000 - 60 < interval < 9000 + 60

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"""Tests for signal_generator."""
from unittest.mock import MagicMock
import pytest
from ai_trade.signal_generator import generate_signals
from ai_trade.state import PollState
def _settings(**overrides):
"""Build a Settings-like object for tests (avoid env)."""
defaults = dict(
stop_loss_pct=-0.07,
take_profit_pct=0.15,
chronos_spread_threshold=0.6,
asking_bid_ratio_threshold=0.6,
confidence_threshold=0.7,
min_momentum_for_buy="strong_up",
)
defaults.update(overrides)
m = MagicMock()
for k, v in defaults.items():
setattr(m, k, v)
return m
def _make_state_with_buy_candidate(
ticker="005930", name="삼성전자",
chronos_median=0.02, chronos_q10=-0.01, chronos_q90=0.04, chronos_conf=0.85,
momentum="strong_up", bid_ratio=0.7, current_price=78500,
):
state = PollState()
state.screener_preview = {"items": [{"ticker": ticker, "name": name}]}
state.chronos_predictions[ticker] = {
"median": chronos_median, "q10": chronos_q10, "q90": chronos_q90,
"conf": chronos_conf, "as_of": "2026-05-17T16:00:00+09:00",
}
state.minute_momentum[ticker] = momentum
state.asking_price[ticker] = {
"bid_total": int(bid_ratio * 1000),
"ask_total": int((1 - bid_ratio) * 1000),
"bid_ratio": bid_ratio,
"current_price": current_price,
"as_of": "2026-05-17T16:00:01+09:00",
}
return state
def _make_state_with_holding(
ticker="005930", name="삼성전자",
pnl_pct=0.0, avg_price=75000, current_price=75000,
):
state = PollState()
state.portfolio = {"holdings": [{
"ticker": ticker, "name": name,
"avg_price": avg_price, "current_price": current_price,
"pnl_pct": pnl_pct, "profit_rate": pnl_pct * 100,
"quantity": 100, "broker": "키움",
}]}
state.screener_preview = {"items": []}
return state
@pytest.fixture
def dedup_mock():
d = MagicMock()
d.is_recent.return_value = False
return d
def test_buy_signal_when_all_conditions_pass_and_confidence_high(dedup_mock):
state = _make_state_with_buy_candidate()
generate_signals(state, dedup_mock, _settings())
assert "005930" in state.signals
sig = state.signals["005930"]
assert sig["action"] == "buy"
assert sig["confidence_webai"] > 0.7
dedup_mock.record.assert_called()
def test_silent_when_chronos_median_negative(dedup_mock):
state = _make_state_with_buy_candidate(chronos_median=-0.01)
generate_signals(state, dedup_mock, _settings())
assert "005930" not in state.signals
def test_silent_when_distribution_spread_too_wide(dedup_mock):
# spread = q90 - q10 = 0.5 - (-0.5) = 1.0 > 0.6 → hard gate fails
state = _make_state_with_buy_candidate(
chronos_median=0.001, chronos_q10=-0.5, chronos_q90=0.5,
)
generate_signals(state, dedup_mock, _settings())
assert "005930" not in state.signals
def test_silent_when_momentum_not_strong_up(dedup_mock):
state = _make_state_with_buy_candidate(momentum="weak_up")
generate_signals(state, dedup_mock, _settings())
assert "005930" not in state.signals
def test_silent_when_bid_ratio_below_threshold(dedup_mock):
state = _make_state_with_buy_candidate(bid_ratio=0.5)
generate_signals(state, dedup_mock, _settings())
assert "005930" not in state.signals
def test_silent_when_confidence_below_threshold(dedup_mock):
# chronos_conf low + rank=20 → confidence < 0.7
state = _make_state_with_buy_candidate(chronos_conf=0.3)
# add 19 fake items to push 005930 rank to 20
state.screener_preview["items"] = (
[{"ticker": f"FAKE{i:03d}"} for i in range(19)]
+ [{"ticker": "005930", "name": "삼성전자"}]
)
generate_signals(state, dedup_mock, _settings())
# confidence_webai = 0.3*0.5 + 1.0*0.3 + 0.05*0.2 = 0.46 < 0.7
assert "005930" not in state.signals
def test_sell_signal_when_stop_loss_triggered(dedup_mock):
state = _make_state_with_holding(pnl_pct=-0.08, current_price=69000, avg_price=75000)
generate_signals(state, dedup_mock, _settings())
assert "005930" in state.signals
sig = state.signals["005930"]
assert sig["action"] == "sell"
assert sig["confidence_webai"] == 1.0
assert sig["pnl_pct"] == -0.08
def test_sell_signal_when_take_profit_triggered(dedup_mock):
state = _make_state_with_holding(pnl_pct=0.16, current_price=87000, avg_price=75000)
generate_signals(state, dedup_mock, _settings())
assert "005930" in state.signals
sig = state.signals["005930"]
assert sig["action"] == "sell"
assert sig["confidence_webai"] == 0.6
def test_silent_when_dedup_recently_sent(dedup_mock):
state = _make_state_with_buy_candidate()
dedup_mock.is_recent.return_value = True
generate_signals(state, dedup_mock, _settings())
assert "005930" not in state.signals
dedup_mock.record.assert_not_called()
def test_sell_signal_triggers_on_anomaly_path(dedup_mock):
"""Anomaly sell: median < -1%, momentum strong_down, low bid_ratio, confidence > threshold."""
state = PollState()
state.portfolio = {"holdings": [{
"ticker": "005930", "name": "삼성전자",
"avg_price": 75000, "current_price": 70000,
"pnl_pct": -0.067, # within stop_loss tolerance (default -0.07): NOT triggering stop_loss
"quantity": 100, "broker": "키움",
}]}
state.screener_preview = {"items": []}
state.chronos_predictions["005930"] = {
"median": -0.025, "q10": -0.05, "q90": 0.005, "conf": 0.85,
}
state.minute_momentum["005930"] = "strong_down"
state.asking_price["005930"] = {"current_price": 70000, "bid_ratio": 0.30}
# bid_ratio 0.30 < (1 - 0.6) = 0.4 → anomaly bid_ratio gate passes
# confidence = 0.85*0.5 + 1.0*0.3 + 1.0*0.2 = 0.425 + 0.3 + 0.2 = 0.925 > 0.7
generate_signals(state, dedup_mock, _settings())
assert "005930" in state.signals
sig = state.signals["005930"]
assert sig["action"] == "sell"
assert sig["context"]["sell_reason"] == "anomaly"
assert sig["confidence_webai"] > 0.7

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"""Tests for stock_client.StockClient."""
import asyncio
import logging
import pytest
import httpx
from ai_trade.stock_client import StockClient
BASE_URL = "https://test.stock.local"
API_KEY = "test-secret"
async def test_get_portfolio_normal_returns_dict_with_pnl_pct(mock_stock_api):
"""정상 200 응답 + cache 저장."""
mock_stock_api.get("/api/webai/portfolio").mock(
return_value=httpx.Response(
200,
json={
"holdings": [{"ticker": "005930", "pnl_pct": 0.047}],
"cash": [],
"summary": {},
},
)
)
client = StockClient(BASE_URL, API_KEY)
try:
result = await client.get_portfolio()
assert result["holdings"][0]["pnl_pct"] == 0.047
# Cache populated
assert len(client._cache) >= 1
finally:
await client.close()
async def test_get_portfolio_uses_cache_within_ttl(mock_stock_api):
"""180s TTL 내 두번째 호출 = mock 콜 1회."""
route = mock_stock_api.get("/api/webai/portfolio").mock(
return_value=httpx.Response(
200, json={"holdings": [], "cash": [], "summary": {}}
)
)
client = StockClient(BASE_URL, API_KEY)
try:
await client.get_portfolio()
await client.get_portfolio() # second call within TTL
assert route.call_count == 1
finally:
await client.close()
async def test_get_portfolio_refetches_after_ttl_expiry(mock_stock_api, monkeypatch):
"""TTL 만료 후 재호출 = mock 콜 2회. time.monotonic 모킹."""
route = mock_stock_api.get("/api/webai/portfolio").mock(
return_value=httpx.Response(
200, json={"holdings": [], "cash": [], "summary": {}}
)
)
# Fake clock: starts at 0, jumps past portfolio TTL (180s) between calls
fake_time = [0.0]
monkeypatch.setattr(
"ai_trade.stock_client.time.monotonic", lambda: fake_time[0]
)
client = StockClient(BASE_URL, API_KEY)
try:
await client.get_portfolio()
fake_time[0] = 181.0 # 180s TTL 만료
await client.get_portfolio()
assert route.call_count == 2
finally:
await client.close()
async def test_get_portfolio_retries_3_times_on_timeout(mock_stock_api, monkeypatch):
"""timeout 2번 + 200 1번 → 최종 성공. exponential sleep 호출 검증."""
sleep_calls = []
async def fake_sleep(s):
sleep_calls.append(s)
monkeypatch.setattr("asyncio.sleep", fake_sleep)
mock_stock_api.get("/api/webai/portfolio").mock(
side_effect=[
httpx.TimeoutException("timeout 1"),
httpx.TimeoutException("timeout 2"),
httpx.Response(
200, json={"holdings": [], "cash": [], "summary": {}}
),
]
)
client = StockClient(BASE_URL, API_KEY)
try:
result = await client.get_portfolio()
assert result["holdings"] == []
assert sleep_calls == [1, 2] # exponential 1s, 2s
finally:
await client.close()
async def test_get_portfolio_429_triggers_backoff(mock_stock_api, monkeypatch):
"""429 → 1s backoff → 200."""
sleep_calls = []
async def fake_sleep(s):
sleep_calls.append(s)
monkeypatch.setattr("asyncio.sleep", fake_sleep)
mock_stock_api.get("/api/webai/portfolio").mock(
side_effect=[
httpx.Response(429, text="rate limit"),
httpx.Response(
200, json={"holdings": [], "cash": [], "summary": {}}
),
]
)
client = StockClient(BASE_URL, API_KEY)
try:
result = await client.get_portfolio()
assert result["holdings"] == []
assert sleep_calls == [1]
finally:
await client.close()
async def test_get_portfolio_falls_back_to_stale_on_all_failures(
mock_stock_api, monkeypatch, caplog
):
"""cache 에 이전 성공 응답 + 모든 retry 5xx → stale 반환 + logger.warning."""
# No-op sleep for fast test
async def fake_sleep(s):
return None
monkeypatch.setattr("asyncio.sleep", fake_sleep)
# Patch time.monotonic BEFORE first call so cached timestamp uses fake clock
fake_time = [0.0]
monkeypatch.setattr(
"ai_trade.stock_client.time.monotonic", lambda: fake_time[0]
)
# First call succeeds
route1 = mock_stock_api.get("/api/webai/portfolio").mock(
return_value=httpx.Response(
200,
json={"holdings": [{"ticker": "005930"}], "cash": [], "summary": {}},
)
)
client = StockClient(BASE_URL, API_KEY)
try:
first = await client.get_portfolio()
assert first["holdings"][0]["ticker"] == "005930"
# Advance fake clock past TTL (180s) so cache is stale
fake_time[0] = 181.0
# Now mock to return 500s persistently
route1.mock(return_value=httpx.Response(500, text="server error"))
with caplog.at_level(logging.WARNING, logger="ai_trade.stock_client"):
result = await client.get_portfolio()
assert result["holdings"][0]["ticker"] == "005930" # stale data returned
assert any(
"stale" in rec.message.lower() for rec in caplog.records
)
finally:
await client.close()

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# tests/test_stock_client_ttl.py
"""SP-A1 회귀 — _TTL이 NAS 부담 완화를 위한 값으로 설정되어 있어야 함."""
from ai_trade.stock_client import _TTL
def test_portfolio_ttl_is_180s():
"""portfolio TTL은 180초 이상 (3분 폴링에서 1회 fetch가 3 폴링 커버)."""
assert _TTL["portfolio"] >= 180.0
def test_news_sentiment_ttl_is_600s():
"""news-sentiment TTL은 600초 이상 (10분, 뉴스 sentiment는 자주 안 바뀜)."""
assert _TTL["news-sentiment"] >= 600.0
def test_screener_preview_ttl_is_300s():
"""screener-preview TTL은 300초 이상 (5분, Top-20은 분 단위로 거의 안 바뀜)."""
assert _TTL["screener-preview"] >= 300.0