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Author SHA1 Message Date
cb70226f42 feat(image-render): main + Dockerfile + compose entry (port 18714) 2026-05-23 12:10:29 +09:00
de24bae984 feat(image-render): Redis BLPOP worker + 3 provider dispatch 2026-05-23 12:06:24 +09:00
0e6c893b4e feat(image-render): flux (ComfyUI 로컬) provider + GPU 장중 가드 2026-05-23 12:03:23 +09:00
fb80973e38 feat(image-render): nano_banana (Gemini Flash Image) provider 2026-05-23 12:00:06 +09:00
31b0e7dbc4 feat(image-render): gpt_image provider + media helper (SP image) 2026-05-23 11:56:50 +09:00
6169f48eb8 feat(image-render): nas_client webhook adapter (video-render 복제) 2026-05-23 11:53:41 +09:00
27a6df6cff docs(task-watcher): NSSM_SETUP.md — SP-9 자동 시작 안내
ai_trade(HIGH, native python :8001) + wsl_docker(NORMAL, WSL2 Ubuntu-24.04
docker compose up). spec의 signal_v2→ai_trade, 22.04→24.04, web-ai-services
→web-ai/services 정정. sudoers NOPASSWD + 재부팅 검증 절차.
Plan-B-Infra Phase 3.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-22 01:46:56 +09:00
803fdb6278 feat(task-watcher): services/docker-compose entry (SP-10)
port 18713, REDIS_URL/STOCK_BASE_URL/TRADING_START/END env.
insta/music/video-render와 같은 services 묶음. outbound only.
Plan-B-Infra Phase 2 완료 — 박재오 빌드 대기.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-22 01:45:40 +09:00
77e21b54e6 feat(task-watcher): main.py + Dockerfile + requirements + env (SP-10)
FastAPI lifespan에서 watcher_loop 스폰. /health. tzdata(zoneinfo Asia/Seoul).
.env: REDIS_URL, STOCK_BASE_URL, TRADING_START/END.
Plan-B-Infra Phase 2.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-22 01:44:48 +09:00
4d0c89ce79 feat(task-watcher): watcher.py — 30초 loop + queue:paused 토글 (SP-10)
trading → SET queue:paused 1 EX 600 / free → DEL.
holidays 1시간마다 refresh. PAUSED_TTL 600s (watcher 죽어도 자동 해제 — 안전).
mode 전환 시에만 로그.
Plan-B-Infra Phase 2.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-22 01:43:48 +09:00
4b60ab34c3 feat(task-watcher): mode.py — 시간대+휴장일 판정 (SP-10)
current_mode(now, holidays): 비휴장 평일 07:00–16:30 → trading, 그 외 free.
fetch_holidays(): NAS /api/stock/holidays 조회 (실패 시 빈 set = free 안전).
TRADING_START/END env로 윈도우 조정. idle 감지 생략 (박재오 결정).
6 tests (평일 장중/장전/장후, 주말, 휴장, 경계).
Plan-B-Infra Phase 2.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-22 01:42:36 +09:00
53a0657027 fix(video-render): Veo durationSeconds str → int (T10 follow-up 2)
end-to-end 검증 2차: Gemini API는 durationSeconds를 number로 요구.
str("6") → 400 INVALID_ARGUMENT. int(params["duration"])로 전송.
(WebFetch 문서는 string으로 표기했으나 실제 API는 number.)

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-21 01:25:22 +09:00
91f01d126b fix(video-render): Veo numberOfVideos 무조건 추가 → optional (T10 follow-up)
end-to-end 검증에서 발견: veo-3.0-fast-generate-001은 numberOfVideos
파라미터 미지원 → 400 INVALID_ARGUMENT 즉시 실패.
호출자가 number_of_videos params 명시할 때만 body에 추가.
default body는 prompt + aspectRatio + (duration/resolution/negativePrompt
/personGeneration 조건부)만.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-20 08:45:13 +09:00
0702cf052f fix(video-render): Kling PiAPI → Native KlingAI (T11 follow-up)
박재오 발견: Kling 공식 API key 발급 (Access Key + Secret Key).
PiAPI gateway가 아닌 native api.klingai.com 사용.

변경:
- providers/kling.py: JWT 인증 (HS256, iss=access_key, exp=now+1800, nbf=now-5).
  POST /v1/videos/text2video → GET /v1/videos/{kind}/{task_id} 폴링.
  data.task_result.videos[0].url 다운로드.
  text2video / image2video 자동 분기.
- .env.example: PIAPI_API_KEY → KLING_ACCESS_KEY + KLING_SECRET_KEY
- docker-compose: 같은 env 교체
- requirements.txt: + PyJWT>=2.8.0

박재오 측: .env에 두 키 모두 입력.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-20 02:40:01 +09:00
8aa3f1c3b2 fix(video-render): Veo Vertex AI → Gemini API (T10 follow-up)
박재오 발견: Veo는 Gemini API key 단일로 충분 (ai.google.dev).
Vertex AI의 GCP project + service account JSON + GCS bucket 셋업 불필요.

변경:
- providers/veo.py: generativelanguage.googleapis.com/v1beta endpoint
  + x-goog-api-key 헤더 + response.generateVideoResponse.generatedSamples[0].video.uri
- .env.example: GOOGLE_PROJECT_ID/LOCATION/GCS_BUCKET/SA_JSON 4 변수 → GEMINI_API_KEY 1개
- docker-compose: GCP 4 env + SA JSON volume mount 제거, GEMINI_API_KEY 추가
- requirements.txt: google-cloud-storage 제거 (requests만 사용)

박재오 측 영향: /etc/webai/gcp-sa.json 더미 파일 + GCP_SA_JSON_HOST_PATH env 무관.
GEMINI_API_KEY 1개만 발급하여 .env에 추가하면 됨.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-20 02:32:11 +09:00
4db0551d33 feat(video-render): main.py + services/docker-compose entry (SP-7)
FastAPI lifespan에서 worker_loop 스폰. /health endpoint.
docker-compose: port 18712, NAS_BASE_URL default=18801 (video-lab),
4 provider env (OPENAI_API_KEY, GOOGLE_*, PIAPI_API_KEY, SEEDANCE_API_KEY),
GCP service account JSON read-only mount.
Plan-B-Video Phase 2 완료 — 박재오 머신에서 .env + GCP JSON 작성 + 빌드 대기.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 08:42:34 +09:00
4d837fdd31 feat(video-render): worker.py — Redis BLPOP + 4 job_type dispatch (SP-7)
queue:video-render BLPOP, queue:paused 체크 후 dispatch.
string-based _DISPATCH_TABLE + getattr (테스트 patch 호환, Plan-B-Music 패턴).
AttributeError 가드 포함. asyncio.to_thread로 sync provider wrap.
4 job_type: sora/veo/kling/seedance _generation.
Plan-B-Video Phase 2.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 08:41:15 +09:00
2567a6f10b feat(video-render): providers/seedance.py — Seedance 2.0 BytePlus client (SP-7)
POST /seedance/v1/videos → GET /videos/{id} 폴링 (8초 × 60) → output.video_url 다운로드.
Bearer 토큰. resolution 1080p/720p/2k, duration 4~15s.
references 배열로 image-to-video 지원.
Plan-B-Video Phase 2.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 08:39:54 +09:00
17ed1943f1 feat(video-render): providers/kling.py — Kling AI via PiAPI gateway (SP-7)
POST /api/v1/task (model=kling, task_type=video_generation) →
GET /api/v1/task/{id} 폴링 (10초 × 60) → data.output.video_url 다운로드.
x-api-key 헤더. version 1.5/1.6/2.1/2.5/2.6 지원.
Plan-B-Video Phase 2.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 08:38:51 +09:00
8d246b5b32 feat(video-render): providers/veo.py — Veo 3.1 Vertex AI client (SP-7)
predictLongRunning → fetchPredictOperation 폴링 (12초 × 50).
결과 gs://bucket/veo/{task_id}/sample_0.mp4 → google-cloud-storage SDK로
다운로드 → NAS SMB. GOOGLE_PROJECT_ID/LOCATION/GCS_BUCKET/APPLICATION_CREDENTIALS env.
Plan-B-Video Phase 2.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 08:37:45 +09:00
b4bec9d51b feat(video-render): providers/sora.py — Sora 2 client (SP-7)
POST /v1/videos → GET /v1/videos/{id} 폴링 (15초 × 40) → /content?variant=video 다운로드.
sora-2 / sora-2-pro 모델. aspect_ratio → size 매핑.
⚠️ OpenAI Sora 2 API deprecated 2026-09-24.
Plan-B-Video Phase 2.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 08:36:27 +09:00
f32792e4a9 feat(video-render): scaffold + nas_client webhook adapter (SP-7)
Dockerfile (python:3.12-slim), requirements (openai + google-cloud-storage + httpx + redis).
.env.example: OPENAI/GOOGLE/PIAPI/SEEDANCE keys + VIDEO_MEDIA_ROOT.
nas_client.webhook_update_task: call-time os.getenv (테스트 격리), respx mock 5 tests.
Plan-B-Video Phase 2.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 08:35:20 +09:00
f152545d3b feat(music-render): services/docker-compose에 music-render 서비스 (SP-5)
포트 18711, REDIS_URL/NAS_BASE_URL/INTERNAL_API_KEY/SUNO_API_KEY/MUSIC_AI_SERVER_URL env.
host.docker.internal 매핑 (MusicGen native 호스트).
SMB /mnt/nas/webpage/data/music 마운트.
Plan-B-Music Phase 2 완료 — 박재오 머신에서 .env 작성 + 빌드 + 시작 대기.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 05:06:48 +09:00
bf3d6ee694 feat(music-render): main.py — FastAPI + lifespan + sync endpoints (SP-5)
lifespan에서 worker_loop 스폰. sync forward 4 endpoint:
/api/music-render/sync/{lyrics, credits, timestamped-lyrics, style-boost}.
NAS music-lab이 이 endpoint들을 httpx forward로 호출.
Plan-B-Music Phase 2.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 05:04:56 +09:00
44bc065796 fix(music-render): handle AttributeError on dispatch typo (T8 follow-up)
Code review found: getattr(sys.modules[__name__], fn_name) raises
AttributeError if a dispatch table string entry is a typo. Now caught
and reported via webhook_update_task as 'internal dispatch error'.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 05:03:48 +09:00
9127616669 feat(music-render): worker.py — Redis BLPOP + 12 job_type dispatch (SP-5)
queue:music-render BLPOP, queue:paused 체크 후 job_type별 provider 호출.
sync provider는 asyncio.to_thread로 래핑 (이벤트 루프 블로킹 방지).
12 job_types (suno_*, local_*, vocal_removal, cover_image, wav_convert,
stem_split, upload_cover, upload_extend, add_vocals, add_instrumental,
video_generate).
_DISPATCH_TABLE은 함수 이름(str) 저장 → getattr(module, name) 동적 해석
(unittest.mock.patch 호환).
Plan-B-Music Phase 2.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 05:01:26 +09:00
900f45c2ff feat(music-render): providers/sync_ops.py — sync Suno helpers (SP-5)
NAS sync 함수 4종 이식: generate_lyrics, get_credits,
get_timestamped_lyrics, generate_style_boost.
NAS main.py가 httpx로 forward하여 호출.
Plan-B-Music Phase 2.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 04:58:23 +09:00
eb34cbc0f7 fix(music-render): raise_for_status on MusicGen MP3 download (T6 follow-up)
Code review found: non-200 response from /audio/ endpoint was silently
written as MP3 body → corrupt file. Match T5 suno.py download pattern.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 04:57:14 +09:00
0de09613d2 feat(music-render): providers/local.py — MusicGen client (SP-5)
NAS music-lab/app/local_provider.py 이식. DB 호출 webhook 변환.
MusicGen 호스트는 host.docker.internal:8765 (Windows native).
결과 MP3는 /mnt/nas/webpage/data/music/에 직접 저장.
Plan-B-Music Phase 2.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 04:55:09 +09:00
a5274a4fa7 fix(music-render): drop secondary webhook_add_track (T5 follow-up)
Code review found: f"{task_id}_v2" / "_inst" synthetic task IDs never
exist in NAS music_tasks table -> webhook returns 404 -> silent fail.

NAS music-lab/main.py._sync_library_with_disk() auto-registers any
.mp3 in the disk that has no DB row on next GET /api/music/library.
So Windows worker just writes the file to SMB; NAS picks it up on
the next library fetch -- matches NAS source behavior at file level.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 04:53:27 +09:00
4e72f8ca2e feat(music-render): providers/suno.py — 13 Suno API 함수 이식 (SP-5)
NAS music-lab/app/suno_provider.py를 Windows worker로 이식.
DB 호출(update_task, add_track 등)을 nas_client.webhook_*으로 변환.
결과 MP3는 MUSIC_MEDIA_ROOT(/mnt/nas/...)에 직접 저장.
13 함수: generation, extend, vocal_removal, cover_image, wav, stem_split,
upload_cover, upload_extend, add_vocals, add_instrumental, video_generate
+ _build_suno_payload + _poll_suno_record + _download_and_register
Plan-B-Music Phase 2.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 04:48:55 +09:00
44c6811352 test(music-render): assert caplog in webhook network-error test (T4 follow-up)
Code review found: test 5 accepted caplog fixture but never asserted on it
— silent regression risk if logger.exception is removed.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 04:42:40 +09:00
9eef2c5015 feat(music-render): nas_client webhook adapter (SP-5)
NAS DB 직접 접근 불가 → webhook_update_task/webhook_add_track으로 변환.
X-Internal-Key 헤더 자동 첨부. 실패 시 raise 안 함 (logger.error).
env var는 call time에 읽어 monkeypatch 테스트 호환성 확보.
Plan-B-Music Phase 2.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 04:39:31 +09:00
b05e5714e3 feat(music-render): Dockerfile + requirements + env.example (SP-5)
Windows WSL2 Docker 컨테이너 스캐폴드.
Plan-B-Insta보다 가벼움 — Chromium 미포함, requests + httpx + redis + mutagen만.
.env.example에 SUNO_API_KEY 자리 (NAS에서 옮겨올 값).
Plan-B-Music Phase 2.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 04:36:04 +09:00
c8793cc3cf fix(insta-render): _build_pages tolerates dict/list from NAS API
NAS GET /api/insta/slates/{id}는 cover_copy/body_copies/cta_copy를
이미 dict/list로 parse해서 반환 (main.py:193-198). 워커가 json.loads(dict)
시도하다 TypeError로 즉시 fail.

_coerce 헬퍼로 string / dict-list 둘 다 처리하도록 보완.
3 unit tests PASS (영향 없음).

Plan-B-Insta T15 fix.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 02:36:44 +09:00
11e73f6960 test(services/insta-render): worker unit tests (3 cases)
- _post_update payload·헤더 검증
- _process_one 정상 흐름 (processing + succeeded)
- _process_one 예외 시 failed webhook

Plan-B-Insta Phase 2 mature. Phase 3 cutover 준비 완료.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 02:09:55 +09:00
f1fc3e1102 feat(services): docker-compose for insta-render worker (SP-3)
Windows WSL2 Docker용. NAS Redis 6379 + NAS API 18700 호출.
/mnt/nas SMB 볼륨 마운트. INTERNAL_API_KEY는 NAS .env와 같은 값.
.env는 .gitignore (박재오 머신 로컬 보관).

Plan-B-Insta Phase 2 마무리.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 02:08:26 +09:00
e0e56090ee feat(services/insta-render): FastAPI entry + lifespan (SP-3)
lifespan에서 Browser pool init + worker_loop spawn. shutdown 시 정상 cleanup.
GET /health (LivenessProbe용).

Plan-B-Insta Phase 2.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 02:07:31 +09:00
e0269bae39 feat(services/insta-render): Redis BLPOP worker + NAS webhook (SP-3)
queue:insta-render에서 BLPOP → NAS API에서 slate 조회 → render →
internal webhook으로 NAS DB 업데이트. queue:paused 체크 (task-watcher 연동).

Plan-B-Insta Phase 2 진행 중.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 02:06:45 +09:00
bee0add9dd feat(services/insta-render): card_renderer.py + templates (SP-3)
NAS insta-lab/app/card_renderer.py 이식 + DB 의존성 제거.
slate 데이터는 worker가 NAS API에서 fetch해 인자로 전달.
결과 PNG는 INSTA_MEDIA_ROOT (/mnt/nas/webpage/data/insta/)에 직접 저장.
Browser pool + Semaphore(1) reuse (동시 Chromium 1개).
templates는 NAS와 동기화 (default theme + minimal theme).

.gitignore에 services/ 추적 예외 추가 (코드는 추적, .env는 유지).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 02:05:33 +09:00
1adf91a19b feat(services/insta-render): Dockerfile + requirements + env.example (SP-3 scaffold)
Windows WSL2 Docker용 Chromium 워커 컨테이너 기본 골격.
다음 task에서 main.py, worker.py, card_renderer.py 작성.

Plan-B-Insta Phase 2 시작.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 02:02:58 +09:00
26ef660c75 chore(web-ai): move signal_v1 to legacy/signal_v1/
박재오가 python process 4개 종료 후 file lock 해제 → 디렉토리 이동 완료.
DEPRECATED 마킹은 그대로, 코드는 legacy/ 아래 참조용 보존.

CLAUDE.md의 "이동 예정" → "이동 완료" 문구 갱신.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 01:37:45 +09:00
139e4e3382 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>
2026-05-19 01:31:47 +09:00
bb03cc4525 perf(signal_v2): raise stock_client TTL for NAS load relief (SP-A1)
portfolio  60s → 180s (3분 폴링 → 3회당 1회 fetch)
news-sent 300s → 600s (sentiment는 자주 안 바뀜)
screener   60s → 300s (Top-20 분 단위 변화 미미)

V2 재시작 시점부터 NAS stock에 대한 인바운드 호출이
분당 12 → 분당 3~4 로 감소 예상. 캐시 hit ratio 0~50% → 66~80%.
회귀 테스트 3건 추가로 미래 의도치 않은 TTL 변경 차단.

Also update test_stock_client.py fake_time assertions from 61.0 → 181.0
to match the new 180s portfolio TTL (tests were TTL-dependent).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-18 21:37:49 +09:00
71ef959310 docs(web-ai): rewrite CLAUDE.md with Phase 0-4 complete context
Replaces Phase-2-era placeholder. Adds:
- V1 (signal_v1 :8000 LSTM bot) vs V2 (signal_v2 :8001 Confidence Pipeline) split
- start.bat invocation for each + KIS rate limit warning (do NOT run both)
- Phase 0-7 status table, Phase 4 completed 2026-05-17
- signal_v2/ module-level inventory + new test count (56)
- Phase 4 buy/sell rule summary (absolute spread amendment included)
- 11 known traps + Phase 7 backlog
- Cross-repo workflow note (code in web-ai, spec/plan in web-ui)
2026-05-17 14:00:52 +09:00
2aa9f48ea3 feat(signal_v2-phase4): add emit/skip logging to signal_generator
logger was declared but unused. Operational visibility was zero —
trader debugging 'why no signal?' had to step through code mentally.

- INFO on emit: '[signal emit] 005930 buy conf=0.823 rank=3' / sell with reason
- DEBUG on each skip path: same-cycle sell, hard gate, low confidence,
  dedup 24h (buy and sell)

Per final reviewer recommendation. 56 tests still pass.
2026-05-17 13:35:29 +09:00
cc6310d72f feat(signal_v2-phase4-task3): integrate signal_generator into poll_loop
poll_loop now accepts dedup + settings kwargs (backwards-compatible defaults).
After each in-window cycle (stock pull + minute momentum + optional post-close),
generate_signals is called to populate state.signals for downstream Phase 5
pickup. main.py lifespan wires _ctx.dedup + settings into the poll_loop task.

1 integration test added (anomaly-free stop_loss path via direct generate_signals
call, exercises the same code path that poll_loop runs).

56 tests pass.
2026-05-17 13:24:47 +09:00
e574074ca8 fix(signal_v2-phase4-task2): code review fixes — sell-first ordering + anomaly test + defensive .get
- generate_signals now evaluates sell before buy; buy candidates with a same-cycle
  sell signal are skipped (resolves silent overwrite of state.signals[ticker]).
- Added test_sell_signal_triggers_on_anomaly_path covering _try_anomaly path
  (previously 0% covered).
- Fixed stale test comment referencing deprecated relative spread formula.
- _check_buy_hard_gate uses dict.get(..., 0) for defense against partial upstream state.
- _compute_buy_confidence clamps screener_norm to >= 0 for future Top-N changes.
2026-05-17 13:18:22 +09:00
b9def06993 feat(signal_v2-phase4): signal_generator + 9 unit tests
generate_signals(state, dedup, settings) → state mutating:
- Buy: screener Top-N + portfolio. Hard gate (chronos median > 0 +
  spread < 0.6 + momentum strong_up + bid_ratio >= 0.6) + soft
  confidence (chronos*0.5 + minute*0.3 + screener*0.2) > 0.7.
- Sell: portfolio only. Priority stop_loss > anomaly > take_profit.
  Stop loss confidence 1.0, take_profit 0.6 (review alert).
- SignalDedup 24h via dedup.is_recent/record per (ticker, action).
- State signal dict matches Phase 0 spec §5.2 schema.

54 tests pass.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-17 13:03:29 +09:00
05ab2846bb feat(signal_v2-phase4): foundation — 6 env thresholds + state.signals
config.py: STOP_LOSS_PCT / TAKE_PROFIT_PCT / CHRONOS_SPREAD_THRESHOLD /
ASKING_BID_RATIO_THRESHOLD / CONFIDENCE_THRESHOLD / MIN_MOMENTUM_FOR_BUY
env vars with sensible defaults (Phase 0 spec §6.1-§6.2 values).

state.py: PollState.signals dict[ticker, signal_body] for Phase 5 input.

45 existing tests still pass.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-17 12:55:15 +09:00
760f914d3b fix(signal_v2-phase3b): force FP32 + predict_quantiles positional args
ChronosBoltPipeline.predict_quantiles takes `inputs` positional, not
`context` keyword. Use positional with TypeError fallback for older
chronos versions.

FP16 caused inf overflow on Korean stock prices (e.g. 280,000원 >
FP16 max 65,504). Force FP32 for prices to avoid this. Chronos model
itself handles internal scaling.

Verified end-to-end: 60-day daily fetch → Chronos predict → quantile
output. Example 005930: median=-0.59%, q10=-8.9%, q90=+6.4%, conf=0.0
(low conf is mathematically correct when median is near zero relative
to distribution width).

45/45 tests still pass.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-17 09:12:10 +09:00
8eefe9d79d fix(signal_v2-phase3b): ChronosBolt predict_quantiles API support
ChronosBoltPipeline.predict() does not accept `context` kwarg; it
uses positional-only and is deterministic (no num_samples). Switch
to predict_quantiles(context, prediction_length, quantile_levels)
which returns (quantiles_tensor, mean_tensor).

Implementation: if hasattr(pipeline, "predict_quantiles") → modern
quantile branch. Else fall back to legacy sample-based predict (T5).

Tests: switch to predict_quantiles mock returning (quantiles, None)
with shape [1, 1, 3] for q10/q50/q90 directly.

45/45 tests pass.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-17 09:07:11 +09:00
91de16675b fix(signal_v2-phase3b): use BaseChronosPipeline for new model architectures
ChronosPipeline (legacy T5) does not support amazon/chronos-2 or
chronos-bolt-* (input_patch_size). Switch to BaseChronosPipeline
which auto-detects variant and returns the appropriate sub-pipeline
(ChronosBoltPipeline / Chronos2Pipeline / ChronosPipeline).

Also handle the dtype kwarg deprecation: try newer `dtype=` first,
fall back to `torch_dtype=` for older versions.

Test mock_pipeline fixture updated to patch BaseChronosPipeline.

45/45 tests pass. Verified amazon/chronos-bolt-base loads on CUDA.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-17 08:57:22 +09:00
44888d6ede feat(signal_v2-phase3b): main.py lifespan loads ChronosPredictor
AppContext.chronos field. lifespan: if KIS_APP_KEY set, load
ChronosPredictor(model_name=settings.chronos_model). Exceptions
during load logged + signal_v2 continues without chronos (other
endpoints unaffected). poll_loop receives chronos param.

45 tests pass.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 18:11:50 +09:00
9e5fecb369 feat(signal_v2-phase3b): post-close cycle + minute momentum update
scheduler._is_post_close_trigger: 16:00 KST ±1min detection (market day).
pull_worker:
- _run_post_close_cycle: daily fetch (60일) + chronos batch predict →
  state.chronos_predictions + state.daily_ohlcv.
- update_minute_momentum_for_all: 매 cycle 마다 state.minute_momentum 갱신.
- poll_loop signature 확장 (chronos optional).

45 tests pass.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 18:04:32 +09:00
28f9c8c3a6 feat(signal_v2-phase3b): chronos_predictor + 4 mock tests
ChronosPredictor wraps HuggingFace ChronosPipeline. Batch predict
returns ChronosPrediction(median, q10, q90, conf, as_of) per ticker.
Confidence = 1 - clamp(spread/2, 0, 1) where spread = (q90-q10) / |median|.
Lazy import of chronos lib (heavy). GPU auto-detect with FP16.

44 tests pass.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 18:00:46 +09:00
c5a88fab66 feat(signal_v2-phase3b): momentum_classifier + 6 unit tests
aggregate_1min_to_5min: 1분봉 5개 → 5분봉 1개 (open=첫, close=마지막,
high=max, low=min, volume=sum). classify_minute_momentum: 직전 5개
5분봉 양봉 개수 + 거래량 60분 multiplier → 5-level
(strong_up/weak_up/neutral/weak_down/strong_down).

40 tests pass.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 17:55:34 +09:00
7056cf2fa6 feat(signal_v2-phase3b): kis_client.get_daily_ohlcv (60 daily bars)
TR_ID FHKST03010100 (수정주가 일봉). KIS returns descending; client
reverses to ascending and trims to last N days.

1 new test, 34 total.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 17:49:06 +09:00
4ac7da8670 feat(signal_v2-phase3b): foundation — config + state + requirements
- config.py: CHRONOS_MODEL env (default amazon/chronos-2)
- state.py: PollState extended with daily_ohlcv + chronos_predictions
  + minute_momentum
- requirements.txt: transformers + chronos-forecasting

33 existing tests still pass.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 17:46:09 +09:00
b690900cfc fix(signal_v2-phase3a): V1 KIS env pattern + test isolation fix
config.py: kis_env_type (virtual/real) + KIS_REAL_*/KIS_VIRTUAL_* env
variables (V1 호환). kis_app_key/kis_app_secret/kis_account properties
auto-select based on env type.

main.py: KIS not-configured warning uses descriptive message including
env type + expected var name.

test_main.py: monkeypatch load_dotenv to no-op + setenv empty string
(instead of delenv) — defeats .env re-read on importlib.reload.
Pre-existing test_startup_warns_if_webai_api_key_missing also fixed.

33/33 tests pass (was 31/33).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 10:25:58 +09:00
d85512d036 feat(signal_v2-phase3a): main.py lifespan integrates KIS client + WS
AppContext extended with kis_client + kis_ws. lifespan:
- If KIS_APP_KEY set: create KISClient + KISWebSocket, fetch portfolio,
  subscribe WebSocket H0STASP0 for holdings.
- If unset: WARNING log, signal_v2 still serves /health (no KIS data).
- Shutdown closes kis_ws → kis_client → stock client in order.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 05:21:55 +09:00
3ebe95ba29 feat(signal_v2-phase3a): pull_worker KIS minute cycle + WS callback
_run_kis_minute_cycle: portfolio + screener union 종목 분봉 fetch +
screener-only 종목 호가 REST fetch. WebSocket callback factory
(make_asking_price_callback).

poll_loop / _run_polling_cycle 에 kis_client optional param 추가
(Phase 5 까지 None 일 때도 정상 동작).

2 new tests pass.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 05:19:24 +09:00
163c9fb690 feat(signal_v2-phase3a): kis_websocket + 4 integration tests
KISWebSocket: approval_key (POST /oauth2/Approval) + H0STASP0 호가
실시간 subscribe + receive loop + exponential reconnect (1s → 2s → 4s
→ max 30s). _parse_asking_price 필드 인덱스 운영 검증 필요
(현재 가정: 마지막 2 필드가 ask_total/bid_total).

4 tests pass, 29 total.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 05:16:20 +09:00
27bf360b01 feat(signal_v2-phase3a): kis_client REST + 4 integration tests
KISClient: 분봉 (FHKST03010200) + 호가 (FHKST01010200) async REST.
V1 토큰 파일 (signal_v1/data/kis_token.json) read-only 공유, mtime
캐시. 초당 2회 throttle. exponential retry (max 3, 1s/2s/4s).

4 tests pass.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 05:12:45 +09:00
eafa73edb1 feat(signal_v2-phase3a): scheduler NXT windows (20:00-23:30 / 04:30-07:00)
NXT 시간외 거래 시간대도 5분 cron 폴링 활성화. 23:30-04:30 dead zone
(KIS 점검) → 04:30 까지 skip. 기존 _seconds_until_next_market_open
(휴장일/주말용) 와 별개로 _seconds_until_nxt_or_market_open 신설.

3 new tests, scheduler suite 11 passed.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 05:09:27 +09:00
68eb7b073c feat(signal_v2-phase3a): config + state extensions for KIS data
- config.py: KIS_APP_KEY/SECRET/ACCOUNT/IS_VIRTUAL + V1_TOKEN_PATH env
- state.py: PollState extended with minute_bars (deque) and asking_price
- requirements.txt: websockets>=12

19 existing tests still pass.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 05:06:40 +09:00
8342d38935 chore(signal_v2): sync holidays.json from stock + start.bat launcher
- holidays.json: authoritative copy from web-backend/stock/app/holidays.json
  (replaces 13-date stub from Task 3; now 16 dates including Jan/May/Dec edges)
- start.bat: uvicorn launcher (cd to web-ai root, host 0.0.0.0, port 8001)

19 tests still pass.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 03:55:41 +09:00
e47947fb69 fix(signal_v2): await cancelled poll_task + public cache_size
Code review fixes:
- main.py lifespan: await poll_task after cancel() to avoid client
  close racing with mid-fetch task (CRITICAL).
- stock_client: add public cache_size() method; main.py /health uses
  it instead of private _cache attribute (IMPORTANT).

19 tests still pass. Deferred to Phase 7 backlog:
- _ctx singleton test isolation (importlib.reload provides isolation in practice)
- poll_loop interval floor (interval >= 60 by design)
- shutdown logging
- response schema validation

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 03:52:45 +09:00
94c684bab8 feat(signal_v2): pull_worker + FastAPI app + 2 integration tests
poll_loop: asyncio.gather parallel fetch of 3 endpoints (portfolio,
news_sentiment, screener_preview) + state update. main.py: FastAPI
lifespan creates StockClient/SignalDedup/shutdown.Event then spawns
poll_loop as background task. GET /health reports status, last poll
times, cache size.

Signal V2 test suite: 19/19 PASS.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 03:49:50 +09:00
1a6d9fcb39 feat(signal_v2): rate_limit + 3 unit tests
SignalDedup: 24h-rolling duplicate signal blocker. SQLite WAL +
busy_timeout=120000 standard fix (reference_sqlite_concurrency.md
pattern). PK (ticker, action) with UPSERT. Phase 4 (signal generator)
will call is_recent() before sending + record() after sending.

3 unit tests pass, total 17 signal_v2.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 03:46:59 +09:00
6cb5085118 test(signal_v2): add scheduler boundary tests at exact transitions
Code review noted missing boundary tests at:
- 09:00:00 (pre-market → market) → 60
- 15:30:00 (market → post-market) → 300
- 20:00:00 (post-market → overnight skip)

3 new tests, total 8 scheduler / 14 signal_v2.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 03:45:55 +09:00
fdabc69004 feat(signal_v2): scheduler + 5 unit tests
Time-window dispatcher: pre-market (07:00-09:00, 5min), market
(09:00-15:30, 1min), post-market (15:30-20:00, 5min), overnight skip
to next market day 07:00. Weekend + holiday detection via holidays.json.

Stub holidays.json with 13 dates. Task 6 will sync from
web-backend/stock/app/holidays.json.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 03:44:24 +09:00
90235497ae refactor(signal_v2): narrow stock_client exception catch + remove dead code
Code quality review fixes:
- _cached_request: catch httpx.HTTPError instead of bare Exception
  (avoid swallowing KeyboardInterrupt / asyncio.CancelledError)
- _request_with_retry: remove unused last_exc variable + dead post-loop
  raise paths. Final sentinel raise preserved for mypy.

6 tests still pass. Deferred to Phase 7 backlog: cache concurrency
coalescing + __aenter__/__aexit__ context manager support.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 03:43:09 +09:00
8469bf7ffa feat(signal_v2): stock_client + 6 integration tests
httpx async client with custom retry loop (max 3, exponential 1s/2s/4s),
memory dict cache (portfolio 60s / news-sentiment 300s / screener 60s),
X-WebAI-Key auth header injection. Stale fallback returns last
successful response with logger.warning on persistent failures.

6 integration tests pass with respx httpx mock.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 03:40:12 +09:00
8a2fac03a6 feat(signal_v2): foundation — config + state + requirements
- signal_v2/config.py: Settings dataclass loading web-ai/.env explicitly
- signal_v2/state.py: PollState dataclass + module-level singleton
- requirements.txt: httpx / fastapi / uvicorn / pytest-asyncio / respx
- .gitignore: signal_v2/data/*.db (WAL/SHM)
- empty tests/ marker

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 03:35:36 +09:00
162 changed files with 7766 additions and 14 deletions

25
.gitignore vendored
View File

@@ -47,9 +47,11 @@ daily_trade_history.json
watchlist.json
bot_ipc.json
# Test
# Test (top-level only; ai_trade/tests tracked separately)
tests/
tests/*
!ai_trade/tests/
!ai_trade/tests/**
# System
Thumbs.db
@@ -59,3 +61,24 @@ Desktop.ini
KIS_SETUP.md
# Claude Code subagent state
.claude/
# Signal V2 runtime data
ai_trade/data/*.db
ai_trade/data/*.db-*
# Plan-B-Insta services 예외 (코드는 추적, .env는 무시 유지)
!services/
!services/**/
!services/**/*.py
!services/**/Dockerfile
!services/**/requirements.txt
!services/**/.env.example
!services/**/*.j2
!services/**/*.html
!services/**/*.css
!services/**/.gitkeep
!services/**/pytest.ini
!services/docker-compose.yml
# 단 실 .env는 무시 유지
services/**/.env
services/.env

277
CHECK_POINT.md Normal file
View File

@@ -0,0 +1,277 @@
# web-ai CHECK_POINT
> Windows AI Server (192.168.45.59), AMD 9800X3D + RTX 5070 Ti (16GB VRAM).
> V1(LSTM 레거시) + V2(Chronos-2 signal pipeline) 이중 구조.
> 2026-05-18 작성.
## 🚀 2026-05-18 박재오 7 결정 — Windows 컴퓨팅 노드 신설 (1주 작업)
박재오 결정 7건 완료. 상세 가이드: `Obsidian Vault/raw/2026-05-18-Windows-NAS-아키텍처-7결정-통합.md`
### 결정 6 — 옵션 4 하이브리드 운영
```
[Windows AI Server]
🔵 Native Python (NSSM 자동 시작, HIGH priority)
├─ ai_trade (트레이딩 :8001) ⭐ 절대 우선
├─ Ollama qwen3:14b (:11435)
└─ MusicGen (:8765)
🟢 WSL2 + Docker Engine (Docker Desktop X, 라이선스·메모리 ↓)
├─ insta-render (:18710) ⭐ NEW
├─ music-render (:8771) ⭐ NEW
├─ video-render (:18712) ⭐ NEW (외부 API 게이트웨이)
└─ task-watcher (옵션 d 작업 감지)
```
### Day 2 — WSL2 + Docker Engine 설치 ⭐ (2시간)
```powershell
# 관리자 PowerShell
wsl --install -d Ubuntu-22.04
# 재부팅 후 Ubuntu 초기 설정
wsl -d Ubuntu-22.04
# 안에서 Docker Engine 설치
sudo apt update && sudo apt install -y ca-certificates curl gnupg
curl -fsSL https://download.docker.com/linux/ubuntu/gpg | sudo gpg --dearmor -o /etc/apt/keyrings/docker.gpg
echo "deb [arch=amd64 signed-by=/etc/apt/keyrings/docker.gpg] https://download.docker.com/linux/ubuntu $(lsb_release -cs) stable" | sudo tee /etc/apt/sources.list.d/docker.list
sudo apt update && sudo apt install -y docker-ce docker-compose-plugin
sudo usermod -aG docker $USER
sudo systemctl enable docker
sudo systemctl start docker
# Tailscale (NAS와 같은 LAN 확인)
curl -fsSL https://tailscale.com/install.sh | sh
sudo tailscale up
```
- [ ] WSL2 + Ubuntu 22.04 설치
- [ ] Docker Engine 설치 (Desktop X)
- [ ] Tailscale 가입
### Day 3~4 — insta-render 컨테이너 신설 ⭐ (4시간)
**디렉토리**: `C:\Users\jaeoh\Desktop\workspace\web-ai-services\insta-render\`
**Dockerfile**: Playwright + Python 3.12 (raw 파일에 풀 코드)
**main.py**: Redis 큐 worker + Playwright Browser pool + Semaphore(1)
- [ ] 디렉토리 생성 + Dockerfile + main.py + requirements.txt
- [ ] `docker compose up -d insta-render`
- [ ] 테스트: NAS Redis에서 작업 push → Windows에서 처리 확인
### Day 6 — NSSM 자동 시작 ⭐ (1시간)
**NSSM 다운로드**: https://nssm.cc/download
```powershell
# 관리자 PowerShell
# 트레이딩 자동 시작 (HIGH priority — 결정 b)
nssm install ai_trade "C:\Python312\python.exe" "-m uvicorn main:app --host 0.0.0.0 --port 8001"
nssm set ai_trade AppDirectory "C:\Users\jaeoh\Desktop\workspace\web-ai\ai_trade"
nssm set ai_trade Priority HIGH_PRIORITY_CLASS
nssm set ai_trade AppStartup AUTO
# WSL2 + Docker 자동 시작
nssm install wsl_docker "wsl" "-d Ubuntu-22.04 -- sudo service docker start && cd /workspace/web-ai-services && docker compose up -d"
nssm set wsl_docker AppStartup AUTO
# 시작
nssm start ai_trade
nssm start wsl_docker
```
- [ ] NSSM 다운로드 + 압축 해제 + PATH 추가
- [ ] ai_trade service 등록 (HIGH priority)
- [ ] wsl_docker service 등록
- [ ] 재부팅 후 자동 시작 확인
### Day 7 — 작업 감지 (옵션 d) — task-watcher ⭐ (2시간)
박재오 작업 중 → Redis `queue:paused` 플래그 → 워커 일시정지. 트레이딩은 영향 X.
선택지:
- **A. 자동 (Python pynput + PowerShell API)** — 마우스·게임 process 감지, 자동 토글
- **B. 수동 토글** — 박재오님이 작업 시작 시 `redis-cli SET queue:paused 1`, 종료 시 `DEL`
- **C. NAS frontend에 토글 UI 1개** — 클릭 한 번
→ 시작은 **B 수동 토글** (구현 0, 즉시 가능), 나중에 A 자동화로 진화.
- [ ] B 수동 토글 명령어 확인
- [ ] 또는 A Python pynput 자동 감지 구현 (선택, 2시간)
### Day 5 — music-render 컨테이너 (선택 — MusicGen 패턴 정착)
기존 NAS music-lab → Windows MusicGen 호출 패턴 이미 운영 중. 표준화만:
- [ ] Redis 큐 사용으로 전환 (HTTP 직접 호출 X)
- [ ] Browser pool 같은 패턴 적용 (Suno + MusicGen 동시 1개)
### Day 5 — video-render 컨테이너 (선택 — 영상 생성 결정 4)
외부 영상 API 6개 게이트웨이 (Runway·Sora·Veo·Pika·Kling·Luma):
- [ ] 박재오 자금·품질 판단 후 1~2개 가입
- [ ] `.env`에 API 키 추가
- [ ] video-render Docker 컨테이너 신설
---
## 🔥 2026-05-18 추가 — NAS API 부하 진짜 원인 발견
박재오 발견: 5건 + 중기 2건 적용 후 **web-ai V1+V2 4 process 종료가 NAS CPU 가장 큰 즉시 감소**.
→ 진짜 병목은 **web-ai → NAS stock(:18500) 인바운드 API 호출 빈도**.
상세: `Obsidian Vault/raw/2026-05-18-NAS-Window-AI-API-부하-해결방안.md`
### 🔴 추가 즉시 작업 (50분으로 70% 부담 감소)
#### A. 캐시 TTL 대폭 증가 ⭐⭐⭐ (10분)
**파일**: `ai_trade/stock_client.py`
```python
# 변경 전 → 변경 후
PORTFOLIO_TTL = 60 180 # 3분
NEWS_TTL = 300 600 # 10분
SCREENER_TTL = 60 300 # 5분
```
- [ ] 3 TTL 상수 증가
- 효과: 분당 12 호출 → 3~4 호출 (70% 감소)
#### B. V1·V2 단일화 결정 ⭐⭐ (10분 결정)
- 동시 운영 시 NAS API 부담 2배 + KIS rate limit 충돌
- **권장**: V1 폐기 + V2 단독 (Phase 4 자산 활용)
- 또는 V2 임시 종료 + V1 유지 → Phase 5 진입 시 V1 폐기
- [ ] 박재오 결정
- [ ] 선택 안 된 쪽 `legacy/` 또는 `.disabled`
- [ ] start.bat 한 쪽만
#### C. (NAS 측) stock TTLCache — web-backend CHECK_POINT.md #13 참고
- 박재오가 web-backend/stock에서 별도 적용
## 🟢 현재 상태
- **V2 Phase 4 완료** (5/17, 56/56 tests pass, main push)
- Chronos-2 zero-shot 1일 수익률 + 분봉 모멘텀 5단계
- 09:00~15:30 매 1분 / 16:00 일봉 추론
- Sell-first 우선순위 (stop_loss · anomaly · take_profit) + 매수 hard gate
- Confidence = chronos×0.5 + momentum×0.3 + screener×0.2
---
## 🔴 즉시 (이번 주)
### 1. V1 vs V2 KIS rate limit 충돌 해결
- **현재**: V1 + V2 동시 실행 시 KIS EGW00201 (초당 2회 제한) 충돌
- **임시 해결**: V2 종료 상태 (현재 V1만 운영 중)
- **결정 필요**: V1 deprecation 시점 (Phase 6)
- [ ] 박재오 결정 — V1 폐기 일자 (예: 5/20 / 5/31)
- [ ] Phase 5 진입 전 V1 정리
### 2. `.venv` 한글 경로 문제 해결
- 가상환경 한글 경로 깨짐 → 시스템 Python 사용 강제
- 다른 개발 머신 협업 시 문제
- [ ] `.venv`를 영문 경로로 이전 또는 시스템 Python으로 통일
- [ ] start.bat에 경로 명시
### 3. `state.signals` consumer-drain protocol 정의
- Phase 5 prereq
- 신호가 누적되기만 하고 소비 로직 미정의
- [ ] consumer (예: agent-office /signal endpoint)가 처리한 신호 marking
- [ ] 24h 만료 dedup 외에 *처리됨* 상태 추가
---
## 🟡 중기 (1~2주, Phase 5)
### 4. agent-office `/signal` 엔드포인트 통합
- web-ai V2가 매수/매도 신호 생성 → agent-office로 push
- agent-office가 텔레그램 발송 + 사용자 결정 대기
- [ ] V2에서 agent-office HTTP POST 호출 추가
- [ ] payload: ticker, action, confidence, reasoning, chronos_quantile
### 5. Ollama Qwen3 14B 통합 (Windows 로컬)
- 신호 *해석* 레이어 — 단순 규칙 결과 → LLM 자연어 설명
- 9.3GB VRAM 사용 (Chronos 7GB와 동시 가능, 15.5GB)
- [ ] Ollama Windows 설치 (이미 실행 중인지 확인)
- [ ] `state.signals` 큐에서 신호 pop → Qwen3 prompt → 결과 add
- [ ] 텔레그램 전송 시 LLM 해석 텍스트 포함
### 6. 이중 텔레그램 전송
- 현재: V1만 텔레그램 발송 (Telegram Bot + KIS 자동주문)
- Phase 5: V2도 별도 chat_id로 발송 (박재오 본인용 + 검증용)
- [ ] V2 텔레그램 chat_id 환경변수 (`TELEGRAM_V2_CHAT_ID`)
- [ ] V1·V2 메시지 톤 차별화 (V1 = 자동주문 / V2 = 신호 알림)
### 7. holidays.json 자동 동기화
- 현재: NAS에서 수동 copy
- 한국 휴장일 누락 시 V2 폴링 실수 (휴장일에도 KIS 호출)
- [ ] NAS realestate-lab 또는 별도 컨테이너에서 휴장일 자동 발급
- [ ] V2가 부팅 시·매일 00:00에 GET 갱신
---
## 🟢 장기 (1개월+, Phase 6+)
### 8. V1 완전 deprecation
- LSTM 7-feature 모델 + main_server.py 폐기
- 모든 자동매매 V2로 통일
- [ ] V1 종료 일자 박재오 결정
- [ ] V1 코드 `legacy/` 폴더로 이동 (read-only)
### 9. Chronos-2 모델 미세조정 검토
- 현재 zero-shot. 한국 주식 데이터로 미세조정 시 정확도 ↑ 가능?
- 박재오 자체 학습 데이터 (KIS 1년치) → finetune
- [ ] 데이터 수집·전처리
- [ ] LoRA 또는 full finetune 결정
### 10. KIS WebSocket 실 운영 검증
- 현재 코드는 있으나 검증 부족
- 실시간 호가가 1분 폴링보다 빠른 신호 확보 가능
- [ ] 1주일 운영 후 latency·드롭 측정
---
## ✅ 최근 완료 (참고)
- 2026-05-17: emit/skip 로깅 추가 (`2aa9f48`)
- 2026-05-17: signal_generator poll_loop 통합 — Phase 4 완료 (`cc6310d`)
- 2026-05-16: 코드 리뷰 수정 — sell-first 순서, anomaly 테스트 (`e574074`)
- 2026-05-16: signal_generator 초안 — 9개 unit test (`b9def06`)
- 2026-05-15: Foundation — 6개 env 임계값 + state.signals 필드 (`05ab284`)
- 2026-05-14: FP32 강제 — Chronos FP16 overflow 회피 (`760f914`)
---
## 🔧 운영 커맨드 (Windows PowerShell)
```powershell
# V2 시작
cd C:\Users\jaeoh\Desktop\workspace\web-ai\ai_trade
.\start.bat
# 테스트 실행 (56 tests)
pytest tests/ -v
# 로그 확인 (V2 실시간)
Get-Content logs/ai_trade.log -Wait
# Chronos 메모리 사용 확인
nvidia-smi
# KIS API 헬스 (REST)
curl http://localhost:8001/health
```
---
## 📚 참고
- 위키: [[자산-주식-자동매매]] (V3.1 → V2 Phase 4 정정 필요)
- NAS stock 연동: `192.168.45.54:18500` (X-WebAI-Key 인증)
- CLAUDE.md (본 디렉토리 루트): Phase 진행도 + 환경변수 명세
## 변경 이력
- 2026-05-18: 페이지 신설. 즉시 3건 (V1/V2 충돌, .venv 한글, consumer protocol) + 중기 4건 (Phase 5) + 장기 3건 (V1 deprecation·Chronos finetune·WebSocket).

141
CLAUDE.md
View File

@@ -1,24 +1,139 @@
# web-ai — Workspace 가이드
Windows AI 머신 (AMD 9800X3D + RTX 5070 Ti) 의 두 시그널 파이프라인 컨테이너.
Windows AI 머신 (AMD 9800X3D + RTX 5070 Ti 16GB) 의 두 신호 파이프라인.
**Confidence Signal Pipeline V2 의 Windows-side 구현체** (NAS stock 백엔드와 HTTP 연동).
상위 워크스페이스 컨텍스트는 `../CLAUDE.md` 참조.
---
## 디렉토리 구조
| 경로 | 역할 | 상태 |
|------|------|------|
| `signal_v1/` | V1 자체 자동매매 시스템 (main_server.py + Trading Bot + Telegram Bot + LSTM + Ollama + KIS 자동주문) | 운영 중. Confidence Signal Pipeline V2 Phase 6 에서 deprecation 예정 |
| `signal_v2/` | V2 신호 파이프라인 (stock pull worker + Chronos-2 + signal API client) | Phase 2 에서 신설 |
| `.env` | V1 + V2 환경변수 공유 | KIS_*, TELEGRAM_*, STOCK_API_URL, WEBAI_API_KEY 등 |
| `start.bat` | V1 진입 (signal_v1 디렉토리 안 main_server.py 실행) | V2 별도 start 스크립트는 signal_v2/start.bat |
| 경로 | 역할 | 포트 | 상태 |
|------|------|------|------|
| `signal_v1/` | ⚠️ **DEPRECATED 2026-05-19** — 레거시 LSTM 봇. 사용 안 함. `legacy/signal_v1/`로 이동 완료 (2026-05-19) | `:8000` | **OFF** |
| `ai_trade/` | 자동매매 메인 (구 `signal_v2` 2026-05-19 rename) — Chronos-bolt + 분봉 모멘텀 + KIS WebSocket + 신호 생성 | `:8001` | **Phase 4 완료 (2026-05-17)**, Phase 5 대기 |
| `legacy/start_v1.bat` | (deprecated) V1 진입점 — root `start.bat`에서 이동됨. 자동 실행 차단 | — | **OFF** |
| `ai_trade/start.bat` | 자동매매 진입점 | — | `ai_trade/main.py` uvicorn 실행 |
| `services/` | (예정) NAS↔Windows 분산 worker — insta-render·music-render·video-render·task-watcher | 18710~ | **Plan-B-Insta 작업 중** |
| `.env` | 환경변수 (`KIS_REAL_*`, `TELEGRAM_*`, `STOCK_API_URL`, `WEBAI_API_KEY`, `LOG_LEVEL`) | — | |
| `requirements.txt` | 공용 의존성 | — | torch, chronos-forecasting, fastapi, httpx, websockets 등 |
## 운영 가이드
`.venv`**구조적으로 깨짐**: `pyvenv.cfg` 가 한글 사용자 경로(`C:\Users\박재오\...`) 를 포함하여 콘솔 코드페이지가 roundtrip 못함. 테스트는 시스템 Python 으로 실행: `C:\Users\jaeoh\AppData\Local\Programs\Python\Python312\python.exe -m pytest ai_trade/tests -q`.
- V1 시작: `start.bat` 또는 `cd signal_v1 && python main_server.py`
- V2 시작 (Phase 2 이후): `cd signal_v2 && python -m uvicorn main:app --port 8001`
- 둘 다 동시 실행 가능 (포트 분리: V1=8000, V2=8001)
---
## 서버 시작 방식
### V1 (⚠️ DEPRECATED — 운영 X)
2026-05-19부터 자동 시작 차단. `legacy/start_v1.bat`에 보존 (참고용만).
별도 backtest 등 1회성 시 필요 시 박재오 직접 `legacy/start_v1.bat` 실행.
### ai_trade 단독 (smoke/검증)
```bat
cd C:\Users\jaeoh\Desktop\workspace\web-ai\ai_trade
.\start.bat
```
기대 로그: `Uvicorn running on http://0.0.0.0:8001`, `poll_loop started`, `[KIS] minute bars ... OK`, `[Chronos] predicted N tickers`, `signal emit XXXXXX buy conf=0.xxx`.
휴장일/장 외 시간엔 `poll_loop` 만 idle. `Application startup complete` 만 보이면 정상.
### V1 + V2 동시 실행 — **권장 안 함**
**KIS app_key 초당 2회 한도 (EGW00201)** 충돌. V1 cycle + V2 분봉 cron 이 같은 KIS app_key 로 동시 호출하면 rate limit. 채택 해결책: V2 임시 종료 (Phase 3a 결정), Phase 6 V1 deprecation 시 자연 해소. 별도 app_key 발급은 옵션 B.
---
## Phase 진행 상태 (Confidence Signal Pipeline V2)
`web-ui/docs/superpowers/specs/2026-05-15-confidence-signal-pipeline-v2-architecture.md` 참조.
| Phase | 내용 | 상태 |
|-------|------|------|
| 0 | Architecture & contract spec | ✅ Chronos-2 + Qwen3 14B 채택 |
| 1 | stock 백엔드 WebAI API 보강 (NAS) | ✅ 102/102 tests, 운영 배포 |
| 1.5 | V1 → `signal_v1/` rename | ✅ V1 정상 기동 |
| 2 | ai_trade pull worker + signal API client + scheduler | ✅ 19/19 tests, `:8001` 기동 |
| 3a | KIS REST 분봉 + WebSocket 호가 + NXT 스케줄 | ✅ 33/33 tests |
| 3b | Chronos-bolt-base 추론 + 5분봉 모멘텀 분류기 | ✅ 45/45 tests, 실 KIS+Chronos chain 검증 |
| 4 | Signal Generator (매수/매도 룰) + pull_worker 통합 + 로깅 | ✅ **2026-05-17 완료, 56/56 tests, push 완료** |
| 5 | agent-office `/signal` + Ollama Qwen3 14B + 이중 텔레그램 | ⏳ 2주 예상 |
| 6 | signal_v1 deprecation | ⏳ 1주 |
| 7 | 운영 모니터링 + 4주 IC 검증 | ⏳ 1주 + 4주 |
자세한 V1 가이드는 `signal_v1/CLAUDE.md` 참조.
상세 spec/plan: `../web-ui/docs/superpowers/specs/``../web-ui/docs/superpowers/plans/` (web-ui repo 안에 보관됨 — V2 자체 코드와 분리 보관).
---
## ai_trade 디렉토리 내부
| 파일 | 역할 |
|------|------|
| `main.py` | FastAPI app + lifespan (StockClient + KISClient + KISWebSocket + ChronosPredictor + SignalDedup 초기화). poll_loop task 생성 |
| `config.py` | Settings dataclass — 환경변수 로드. Phase 4 추가 6 필드: `stop_loss_pct`, `take_profit_pct`, `chronos_spread_threshold`, `asking_bid_ratio_threshold`, `confidence_threshold`, `min_momentum_for_buy` |
| `state.py` | PollState (process-wide singleton) — portfolio, screener_preview, news_sentiment, chronos_predictions, minute_bars, asking_price, **signals** (Phase 4) |
| `stock_client.py` | NAS stock 백엔드 pull (X-WebAI-Key + 메모리 cache 60s/300s/60s + retry) |
| `kis_client.py` | KIS REST 분봉/호가 — V1 토큰 read-only 공유 (mtime cache) + 초당 2회 throttle + 지수 backoff |
| `kis_websocket.py` | KIS WebSocket H0STASP0 호가 + approval_key + 재연결 (1→2→4→max 30s) |
| `chronos_predictor.py` | `amazon/chronos-bolt-base` zero-shot quantile (FP32 강제 — FP16 overflow 회피) |
| `minute_momentum.py` | 5분봉 → strong_up/weak_up/neutral/weak_down/strong_down 5단계 분류 |
| `signal_generator.py` | **Phase 4 — 매수/매도 룰 엔진**. `generate_signals(state, dedup, settings)` 진입. sell-first → buy 순서. 신호 emit/skip INFO/DEBUG 로그 |
| `pull_worker.py` | asyncio cron — 장전 5분 / 장중 1분 / 장후 5분 / NXT / dead zone skip. cycle 끝에 `generate_signals` 호출 |
| `scheduler.py` | polling window 판정 (KST 캘린더 + 휴장일) |
| `rate_limit.py` | 초당 N회 token bucket |
| `dedup.py` | SignalDedup SQLite WAL — `(ticker, action)` PK 24h |
| `tests/` | 56 tests (pytest + respx HTTP mock + monkeypatch) |
| `data/` | dedup.db (SQLite WAL) + `holidays.json` (NAS stock 에서 manual copy) |
| `start.bat` | V2 진입 |
---
## 신호 룰 요약 (Phase 4)
### 매수 (screener Top-N + portfolio, sell 신호 받은 종목은 skip)
모두 충족:
1. `chronos.median > 0`
2. **`chronos.q90 - chronos.q10 < 0.6`** (absolute spread — 2026-05-17 spec amend, 기존 relative formula 가 zero-shot median≈0 빈번에서 모든 신호 거부)
3. `minute_momentum == strong_up` (env 로 조정 가능)
4. `asking_price.bid_ratio >= 0.6`
종합 confidence = `chronos_conf * 0.5 + minute_score * 0.3 + screener_norm * 0.2`. `> 0.7` 시 emit.
### 매도 (portfolio only, 우선순위 stop_loss → anomaly → take_profit)
- **stop_loss**: `pnl_pct < -7%` 즉시 (confidence=1.0)
- **anomaly**: `chronos.median < -1%` + `strong_down` + `bid_ratio < 0.4` + 종합 conf > 0.7
- **take_profit**: `pnl_pct > 15%` 검토 (confidence=0.6)
---
## 알려진 함정 / Phase 7 백로그
1. **KIS rate limit (EGW00201)** — V1+V2 동시 실행 시 충돌. Phase 6 자연 해소
2. **`.venv` 한글 경로 깨짐** — 시스템 Python 사용
3. **Chronos FP16 overflow** — 한국 주가 5만+ 시 inf. FP32 강제 (`chronos_predictor.py:39-41`)
4. **`predict_quantiles` positional `inputs`** — ChronosBolt API 새 변경. `try/except TypeError` fallback 처리됨
5. **`state.signals` consumer-drain protocol 미정의** — Phase 5 prereq. dict 무한 누적 위험 (실제로는 bounded by unique ticker count)
6. **integration test 가 poll_loop 실제 호출 안 함**`test_pull_worker.py:test_poll_loop_calls_generate_signals_after_cycle``generate_signals` 직접 호출. Phase 7 hardening 시 mock-iteration 으로 강화
7. **KIS WebSocket URL `ws://ops.koreainvestment.com:21000/31000`** — 첫 운영 시 실제 KIS API docs 와 대조 필요
8. **`_parse_asking_price` 필드 인덱스** — 마지막 2 필드 가정. 실 운영 raw 메시지 캡처 후 매핑 검증 필요
9. **`holidays.json` 자동 동기화 부재** — NAS stock 의 `holidays.json` 을 수동 copy
10. **schema rename** — Phase 0 §5.2 의 `lstm_pred_*`, `news_top[]``chronos_pred_*`, `news_reason(string)` 으로 변경됨. Phase 5 prompt 작성 시 반영
11. **6개 env 필드가 `.env` 에 미기재** — 기본값으로 동작 가능하나 discoverability 위해 `.env.example` 또는 commented block 추가 권장
---
## 다음 단계 (Phase 5 진입 시 brainstorming 주제)
- `state.signals` consumer 패턴: pop vs leave + Phase 5 자체 dedup
- agent-office 의 `/signal` endpoint 설계 — POST 페이로드 schema
- Ollama Qwen3 14B Q4 로컬 호출 — 타임아웃, retry, VRAM 공존 (Chronos + Qwen3 동시 메모리 9.3GB / 15.5GB 가용)
- 이중 텔레그램 (본인 풀 / 아내 lite) — context augmentation 단일 호출에서 양쪽 메시지 생성
- LLM 비용: ₩0 목표 유지 (로컬)
---
## 양쪽 디렉토리 (web-ui ↔ web-ai) 작업 시 주의
- **코드**: ai_trade 는 web-ai/, spec/plan/메모리는 web-ui/
- **커밋**: `web-ai``web-ui`**별도 Gitea 저장소**. 각각 경로에서만 `git add/commit/push`
- **메모리**: Claude Code 의 auto-memory 는 디렉토리별 격리. 핵심 reference 는 양쪽에 미러됨 (`./memory-mirror/` 또는 `~/.claude/projects/C--Users-jaeoh-Desktop-workspace-web-ai/memory/`)
- **spec amendment 발생 시**: 코드는 `web-ai` 에 commit, spec 갱신은 `web-ui/docs/superpowers/specs/` 에 commit (Phase 4 spread formula 변경 사례 = web-ui commit `534ded5`)
자세한 V1 가이드는 `signal_v1/CLAUDE.md` 참조 (있다면).

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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/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

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# signal_v1 — DEPRECATED
> **2026-05-19부터 사용 안 함.** 신규 작업 금지. 모든 트레이딩은 `web-ai/ai_trade/` (구 `signal_v2`) 에서 진행.
## 폐기 사유
- V2 (`ai_trade`) Phase 4 완료 — Chronos-2 zero-shot 1일 수익률 + 분봉 모멘텀 + 5-state classifier + sell-first 우선순위 + 매수 hard gate가 V1 (LSTM 7-features + Gemini Flash) 보다 정확도·확장성·해석가능성에서 우위
- V1 + V2 동시 운영 시 KIS API rate limit 충돌
- NAS 인바운드 polling 부담 (web-ai → NAS API) 의 50% 차지
## 향후 처리
- 디렉토리를 `legacy/signal_v1/`로 이동 예정 (현재 file lock 풀린 후 처리)
- `start.bat` 진입점은 이미 `legacy/start_v1.bat`으로 이동 → 자동 시작 차단됨
- DSM Scheduler 등 외부 trigger에 V1 startup 등록되어 있다면 해제 필요 (박재오 확인)
## 활용 (필요 시)
- 코드 참고용 (LSTM 모델 구조, Telegram bot 인터페이스, KIS 자동주문 패턴)
- 별도 backtest 실행은 가능 (`backtest_runner.py`) — 단 운영 자동 실행 X
## 관련 문서
- 신 운영 가이드: `../ai_trade/`
- web-ai 통합 가이드: `../CLAUDE.md`
- V1 vs V2 진단: `../CHECK_POINT.md`

13
requirements.txt Normal file
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# Signal V2 dependencies (added 2026-05-16, Phase 2)
httpx>=0.27
fastapi>=0.110
uvicorn>=0.27
python-dotenv>=1.0
pytest>=8.0
pytest-asyncio>=0.23
respx>=0.21
websockets>=12
# Phase 3b dependencies (Chronos-2 + ML)
transformers>=4.40
chronos-forecasting>=1.4
# torch: typically already installed via V1 venv; if not, install with CUDA support manually

124
services/docker-compose.yml Normal file
View File

@@ -0,0 +1,124 @@
name: web-ai-services
services:
insta-render:
build:
context: ./insta-render
container_name: insta-render
restart: unless-stopped
ports:
- "18710:8000"
environment:
- TZ=Asia/Seoul
- REDIS_URL=${REDIS_URL:-redis://192.168.45.54:6379}
- NAS_BASE_URL=${NAS_BASE_URL:-http://192.168.45.54:18700}
- INTERNAL_API_KEY=${INTERNAL_API_KEY:-}
- INSTA_MEDIA_ROOT=${INSTA_MEDIA_ROOT:-/mnt/nas/webpage/data/insta}
- INSTA_MEDIA_URL_PREFIX=${INSTA_MEDIA_URL_PREFIX:-/media/insta}
- CARD_TEMPLATE_DIR=/app/templates
volumes:
- /mnt/nas/webpage/data/insta:/mnt/nas/webpage/data/insta
healthcheck:
test: ["CMD", "python", "-c", "import urllib.request; urllib.request.urlopen('http://localhost:8000/health')"]
interval: 60s
timeout: 5s
retries: 3
music-render:
build:
context: ./music-render
container_name: music-render
restart: unless-stopped
ports:
- "18711:8000"
environment:
- TZ=Asia/Seoul
- REDIS_URL=${REDIS_URL:-redis://192.168.45.54:6379}
- NAS_BASE_URL=${NAS_BASE_URL:-http://192.168.45.54:18600}
- INTERNAL_API_KEY=${INTERNAL_API_KEY:-}
- SUNO_API_KEY=${SUNO_API_KEY:-}
- MUSIC_AI_SERVER_URL=${MUSIC_AI_SERVER_URL:-http://host.docker.internal:8765}
- MUSIC_MEDIA_ROOT=${MUSIC_MEDIA_ROOT:-/mnt/nas/webpage/data/music}
- MUSIC_MEDIA_URL_PREFIX=${MUSIC_MEDIA_URL_PREFIX:-/media/music}
extra_hosts:
- "host.docker.internal:host-gateway"
volumes:
- /mnt/nas/webpage/data/music:/mnt/nas/webpage/data/music
healthcheck:
test: ["CMD", "python", "-c", "import urllib.request; urllib.request.urlopen('http://localhost:8000/health')"]
interval: 60s
timeout: 5s
retries: 3
video-render:
build:
context: ./video-render
container_name: video-render
restart: unless-stopped
ports:
- "18712:8000"
environment:
- TZ=Asia/Seoul
- REDIS_URL=${REDIS_URL:-redis://192.168.45.54:6379}
- NAS_BASE_URL=${NAS_BASE_URL:-http://192.168.45.54:18801}
- INTERNAL_API_KEY=${INTERNAL_API_KEY:-}
- OPENAI_API_KEY=${OPENAI_API_KEY:-}
- GEMINI_API_KEY=${GEMINI_API_KEY:-}
- KLING_ACCESS_KEY=${KLING_ACCESS_KEY:-}
- KLING_SECRET_KEY=${KLING_SECRET_KEY:-}
- SEEDANCE_API_KEY=${SEEDANCE_API_KEY:-}
- VIDEO_MEDIA_ROOT=${VIDEO_MEDIA_ROOT:-/mnt/nas/webpage/data/video}
- VIDEO_MEDIA_URL_PREFIX=${VIDEO_MEDIA_URL_PREFIX:-/media/video}
volumes:
- /mnt/nas/webpage/data/video:/mnt/nas/webpage/data/video
healthcheck:
test: ["CMD", "python", "-c", "import urllib.request; urllib.request.urlopen('http://localhost:8000/health')"]
interval: 60s
timeout: 5s
retries: 3
task-watcher:
build:
context: ./task-watcher
container_name: task-watcher
restart: unless-stopped
ports:
- "18713:8000"
environment:
- TZ=Asia/Seoul
- REDIS_URL=${REDIS_URL:-redis://192.168.45.54:6379}
- STOCK_BASE_URL=${STOCK_BASE_URL:-http://192.168.45.54:18500}
- TRADING_START=${TRADING_START:-07:00}
- TRADING_END=${TRADING_END:-16:30}
healthcheck:
test: ["CMD", "python", "-c", "import urllib.request; urllib.request.urlopen('http://localhost:8000/health')"]
interval: 60s
timeout: 5s
retries: 3
image-render:
build:
context: ./image-render
container_name: image-render
restart: unless-stopped
ports:
- "18714:8000"
environment:
- TZ=Asia/Seoul
- REDIS_URL=${REDIS_URL:-redis://192.168.45.54:6379}
- NAS_BASE_URL=${NAS_BASE_URL:-http://192.168.45.54:18802}
- INTERNAL_API_KEY=${INTERNAL_API_KEY:-}
- OPENAI_API_KEY=${OPENAI_API_KEY:-}
- GEMINI_API_KEY=${GEMINI_API_KEY:-}
- COMFYUI_URL=${COMFYUI_URL:-http://host.docker.internal:8188}
- FLUX_BLOCK_TRADING_HOURS=${FLUX_BLOCK_TRADING_HOURS:-1}
- IMAGE_MEDIA_ROOT=${IMAGE_MEDIA_ROOT:-/mnt/nas/webpage/data/image}
extra_hosts:
- "host.docker.internal:host-gateway"
volumes:
- /mnt/nas/webpage/data/image:/mnt/nas/webpage/data/image
healthcheck:
test: ["CMD", "python", "-c", "import urllib.request; urllib.request.urlopen('http://localhost:8000/health')"]
interval: 60s
timeout: 5s
retries: 3

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@@ -0,0 +1,16 @@
FROM python:3.12-slim-bookworm
ENV PYTHONUNBUFFERED=1
WORKDIR /app
RUN apt-get update && apt-get install -y --no-install-recommends \
ca-certificates \
&& rm -rf /var/lib/apt/lists/*
COPY requirements.txt .
RUN pip install --no-cache-dir --timeout 600 --retries 5 -r requirements.txt
COPY . .
EXPOSE 8000
CMD ["python", "-m", "uvicorn", "main:app", "--host", "0.0.0.0", "--port", "8000", "--workers", "1"]

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# Redis (NAS)
REDIS_URL=redis://192.168.45.54:6379
# NAS image-lab webhook
NAS_BASE_URL=http://192.168.45.54:18802
INTERNAL_API_KEY=replace-me
# API provider keys (worker reports failed if missing)
OPENAI_API_KEY=
GEMINI_API_KEY=
# Seedance key not used by image-render
# FLUX local
COMFYUI_URL=http://host.docker.internal:8188
FLUX_BLOCK_TRADING_HOURS=1
# NAS SMB mount target (image-render writes to this, NAS reads via /media/image/)
IMAGE_MEDIA_ROOT=/mnt/nas/webpage/data/image

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@@ -0,0 +1,36 @@
"""image-render FastAPI entry — health + lifespan (worker loop spawn)."""
from __future__ import annotations
import asyncio
import logging
from contextlib import asynccontextmanager
from fastapi import FastAPI
import worker
logging.basicConfig(level=logging.INFO, format="%(asctime)s %(name)s %(levelname)s %(message)s")
logger = logging.getLogger(__name__)
@asynccontextmanager
async def lifespan(app: FastAPI):
worker_task = asyncio.create_task(worker.worker_loop())
logger.info("image-render lifespan 시작")
try:
yield
finally:
worker_task.cancel()
try:
await worker_task
except asyncio.CancelledError:
pass
logger.info("image-render lifespan 종료")
app = FastAPI(lifespan=lifespan)
@app.get("/health")
def health():
return {"ok": True, "service": "image-render"}

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@@ -0,0 +1,54 @@
"""NAS webhook 어댑터 — Windows worker → NAS image-lab HTTP 위임.
video-render nas_client 복제 (call-time os.getenv으로 테스트 격리).
"""
from __future__ import annotations
import logging
import os
from typing import Any, Dict, Optional
import httpx
logger = logging.getLogger(__name__)
_TIMEOUT = 10.0
def _post(payload: Dict[str, Any]) -> None:
nas_base_url = os.getenv("NAS_BASE_URL", "http://192.168.45.54:18802")
internal_api_key = os.getenv("INTERNAL_API_KEY", "")
url = f"{nas_base_url}/api/internal/image/update"
try:
r = httpx.post(
url,
headers={"X-Internal-Key": internal_api_key},
json=payload,
timeout=_TIMEOUT,
)
if r.status_code != 200:
logger.error("webhook %s returned %d: %s",
payload.get("task_id"), r.status_code, r.text[:200])
except Exception:
logger.exception("webhook %s 호출 실패", payload.get("task_id"))
def webhook_update_task(
task_id: str,
status: str,
progress: int,
message: str = "",
image_url: Optional[str] = None,
error: Optional[str] = None,
) -> None:
payload: Dict[str, Any] = {
"task_id": task_id,
"status": status,
"progress": progress,
"message": message,
}
if image_url is not None:
payload["image_url"] = image_url
if error is not None:
payload["error"] = error
_post(payload)

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"""b64 이미지 → NAS SMB 경로 저장 → /media/image URL 반환."""
from __future__ import annotations
import base64
import os
import uuid
IMAGE_MEDIA_ROOT = os.getenv("IMAGE_MEDIA_ROOT", "/mnt/nas/webpage/data/image")
IMAGE_MEDIA_URL_PREFIX = os.getenv("IMAGE_MEDIA_URL_PREFIX", "/media/image")
def save_b64_png(task_id: str, b64_data: str) -> str:
os.makedirs(IMAGE_MEDIA_ROOT, exist_ok=True)
fname = f"{task_id}-{uuid.uuid4().hex[:8]}.png"
path = os.path.join(IMAGE_MEDIA_ROOT, fname)
with open(path, "wb") as f:
f.write(base64.b64decode(b64_data))
return f"{IMAGE_MEDIA_URL_PREFIX}/{fname}"

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"""FLUX 로컬 — ComfyUI HTTP API.
POST {COMFYUI_URL}/prompt (workflow JSON) → prompt_id
GET {COMFYUI_URL}/history/{prompt_id} → outputs → image filename
GET {COMFYUI_URL}/view?filename=... → PNG bytes → b64
워크플로우 JSON은 `flux_workflow.json` (ComfyUI UI에서 "Save (API Format)"로 export, CLIPTextEncode 노드 text를 "%PROMPT%"로 수동 치환). 박재오 산출물.
"""
from __future__ import annotations
import base64, json, logging, os, time
from datetime import datetime, timezone, timedelta
import requests
from nas_client import webhook_update_task
from providers._media import save_b64_png
logger = logging.getLogger(__name__)
COMFYUI_URL = os.getenv("COMFYUI_URL", "http://127.0.0.1:8188")
WORKFLOW_PATH = os.path.join(os.path.dirname(__file__), "flux_workflow.json")
POLL_INTERVAL = 2
POLL_MAX = 120
def _is_trading_hours() -> bool:
kst = timezone(timedelta(hours=9))
now = datetime.now(kst)
if now.weekday() >= 5:
return False
return (now.hour, now.minute) >= (9, 0) and (now.hour, now.minute) <= (15, 30)
def _load_workflow(prompt: str, size: str) -> dict:
with open(WORKFLOW_PATH, encoding="utf-8") as f:
wf = json.load(f)
# CLIPTextEncode 노드의 text를 prompt로 치환 (workflow에 "%PROMPT%" placeholder 사용)
raw = json.dumps(wf).replace("%PROMPT%", prompt.replace('"', "'"))
return json.loads(raw)
def _submit_prompt(workflow: dict) -> str:
r = requests.post(f"{COMFYUI_URL}/prompt", json={"prompt": workflow}, timeout=30)
r.raise_for_status()
return r.json()["prompt_id"]
def _poll_image_b64(prompt_id: str):
for _ in range(POLL_MAX):
h = requests.get(f"{COMFYUI_URL}/history/{prompt_id}", timeout=10)
data = h.json().get(prompt_id)
if data and data.get("outputs"):
for node_out in data["outputs"].values():
for img in node_out.get("images", []):
view = requests.get(f"{COMFYUI_URL}/view",
params={"filename": img["filename"], "subfolder": img.get("subfolder", ""), "type": img.get("type", "output")},
timeout=30)
view.raise_for_status()
return base64.b64encode(view.content).decode()
time.sleep(POLL_INTERVAL)
return None
def run_flux_generation(task_id: str, params: dict) -> None:
try:
if os.getenv("FLUX_BLOCK_TRADING_HOURS") == "1" and _is_trading_hours():
webhook_update_task(task_id, "failed", 0, "", error="장중 GPU 보호 — FLUX 거부 (API provider 사용 권장)")
return
webhook_update_task(task_id, "processing", 10, "FLUX (ComfyUI) 생성 중...")
wf = _load_workflow(params["prompt"], params.get("size") or "1024x1024")
pid = _submit_prompt(wf)
b64 = _poll_image_b64(pid)
if not b64:
webhook_update_task(task_id, "failed", 0, "", error="ComfyUI 타임아웃 또는 출력 없음")
return
url = save_b64_png(task_id, b64)
webhook_update_task(task_id, "succeeded", 100, "완료", image_url=url)
except Exception as e:
logger.exception("flux task=%s 실패", task_id)
webhook_update_task(task_id, "failed", 0, "", error=str(e))

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"""GPT Image 2.0 — OpenAI Images API.
POST https://api.openai.com/v1/images/generations
body {model:"gpt-image-1", prompt, size, n:1} → data[0].b64_json
"""
from __future__ import annotations
import logging
import os
import requests
from nas_client import webhook_update_task
from providers._media import save_b64_png
logger = logging.getLogger(__name__)
OPENAI_URL = "https://api.openai.com/v1/images/generations"
DEFAULT_MODEL = "gpt-image-1"
def run_gpt_image_generation(task_id: str, params: dict) -> None:
try:
if not os.getenv("OPENAI_API_KEY"):
webhook_update_task(task_id, "failed", 0, "", error="OPENAI_API_KEY 미설정 (Windows .env)")
return
webhook_update_task(task_id, "processing", 10, "GPT Image 호출 중...")
body = {
"model": params.get("model") or DEFAULT_MODEL,
"prompt": params["prompt"],
"size": params.get("size") or "1024x1024",
"n": 1,
}
resp = requests.post(
OPENAI_URL,
headers={"Authorization": f"Bearer {os.getenv('OPENAI_API_KEY')}", "Content-Type": "application/json"},
json=body,
timeout=120,
)
if resp.status_code != 200:
webhook_update_task(task_id, "failed", 0, "", error=f"OpenAI {resp.status_code}: {resp.text[:200]}")
return
b64 = resp.json()["data"][0]["b64_json"]
url = save_b64_png(task_id, b64)
webhook_update_task(task_id, "succeeded", 100, "완료", image_url=url)
except Exception as e:
logger.exception("gpt_image task=%s 실패", task_id)
webhook_update_task(task_id, "failed", 0, "", error=str(e))

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@@ -0,0 +1,52 @@
"""Nano Banana — Gemini 2.5 Flash Image (generativelanguage API).
POST /v1beta/models/{MODEL}:generateContent
→ candidates[0].content.parts[*].inlineData.data (b64 png)
"""
from __future__ import annotations
import logging, os
import requests
from nas_client import webhook_update_task
from providers._media import save_b64_png
logger = logging.getLogger(__name__)
GEMINI_BASE = "https://generativelanguage.googleapis.com/v1beta"
DEFAULT_MODEL = "gemini-2.5-flash-image"
def _extract_b64(data: dict):
for cand in data.get("candidates", []):
for part in cand.get("content", {}).get("parts", []):
inline = part.get("inlineData") or part.get("inline_data")
if inline and inline.get("data"):
return inline["data"]
return None
def run_nano_banana_generation(task_id: str, params: dict) -> None:
try:
if not os.getenv("GEMINI_API_KEY"):
webhook_update_task(task_id, "failed", 0, "", error="GEMINI_API_KEY 미설정 (Windows .env)")
return
webhook_update_task(task_id, "processing", 10, "Nano Banana (Gemini) 호출 중...")
model_id = params.get("model") or DEFAULT_MODEL
body = {"contents": [{"parts": [{"text": params["prompt"]}]}]}
resp = requests.post(
f"{GEMINI_BASE}/models/{model_id}:generateContent",
headers={"x-goog-api-key": os.getenv("GEMINI_API_KEY"), "Content-Type": "application/json"},
json=body, timeout=120,
)
if resp.status_code != 200:
webhook_update_task(task_id, "failed", 0, "", error=f"Gemini {resp.status_code}: {resp.text[:200]}")
return
b64 = _extract_b64(resp.json())
if not b64:
webhook_update_task(task_id, "failed", 0, "", error="Gemini 응답에 이미지 없음")
return
url = save_b64_png(task_id, b64)
webhook_update_task(task_id, "succeeded", 100, "완료", image_url=url)
except Exception as e:
logger.exception("nano_banana task=%s 실패", task_id)
webhook_update_task(task_id, "failed", 0, "", error=str(e))

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fastapi==0.115.6
uvicorn[standard]==0.34.0
requests==2.32.3
redis>=5.0
httpx>=0.27
openai>=1.50.0
pytest>=8.0
pytest-asyncio>=0.24
respx>=0.21

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@@ -0,0 +1,21 @@
import providers.flux as fx
def test_blocked_during_trading_hours(monkeypatch):
monkeypatch.setenv("FLUX_BLOCK_TRADING_HOURS", "1")
monkeypatch.setattr(fx, "_is_trading_hours", lambda: True)
calls = []
monkeypatch.setattr(fx, "webhook_update_task", lambda *a, **k: calls.append((a, k)))
fx.run_flux_generation("t1", {"prompt": "a cat"})
assert calls[-1][0][1] == "failed"
assert "장중" in calls[-1][1]["error"]
def test_success_polls_history_and_saves(monkeypatch):
monkeypatch.setattr(fx, "_is_trading_hours", lambda: False)
calls = []
monkeypatch.setattr(fx, "webhook_update_task", lambda *a, **k: calls.append((a, k)))
monkeypatch.setattr(fx, "_load_workflow", lambda prompt, size: {"3": {}})
monkeypatch.setattr(fx, "_submit_prompt", lambda wf: "pid-1")
monkeypatch.setattr(fx, "_poll_image_b64", lambda pid: "ZmFrZQ==")
monkeypatch.setattr(fx, "save_b64_png", lambda tid, b64: "/media/image/t1.png")
fx.run_flux_generation("t1", {"prompt": "a cat"})
assert [c for c in calls if c[0][1] == "succeeded"]

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import providers.gpt_image as gi
def test_missing_key_reports_failed(monkeypatch):
monkeypatch.delenv("OPENAI_API_KEY", raising=False)
calls = []
monkeypatch.setattr(gi, "webhook_update_task", lambda *a, **k: calls.append((a, k)))
gi.run_gpt_image_generation("t1", {"prompt": "a cat"})
# 마지막 호출이 failed
assert calls[-1][0][1] == "failed"
def test_success_saves_and_reports_url(monkeypatch):
monkeypatch.setenv("OPENAI_API_KEY", "sk-test")
calls = []
monkeypatch.setattr(gi, "webhook_update_task", lambda *a, **k: calls.append((a, k)))
monkeypatch.setattr(gi, "save_b64_png", lambda tid, b64: "/media/image/t1.png")
class FakeResp:
status_code = 200
def json(self):
return {"data": [{"b64_json": "ZmFrZQ=="}]}
def raise_for_status(self):
pass
monkeypatch.setattr(gi.requests, "post", lambda *a, **k: FakeResp())
gi.run_gpt_image_generation("t1", {"prompt": "a cat"})
succeeded = [c for c in calls if c[0][1] == "succeeded"]
assert succeeded and succeeded[-1][1]["image_url"] == "/media/image/t1.png"

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