gahusb
139e4e3382
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>
194 lines
7.2 KiB
Python
194 lines
7.2 KiB
Python
"""Polling loop — async cron + state update."""
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from __future__ import annotations
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import asyncio
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import logging
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from collections import deque
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from datetime import datetime
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from ai_trade.kis_client import KISClient
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from ai_trade.scheduler import (
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KST, _is_market_day, _is_polling_window, _next_interval, _is_post_close_trigger,
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)
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from ai_trade.state import PollState
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from ai_trade.stock_client import StockClient
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logger = logging.getLogger(__name__)
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async def poll_loop(
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client: StockClient, state: PollState, shutdown: asyncio.Event,
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kis_client: KISClient | None = None,
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chronos=None,
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dedup=None,
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settings=None,
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) -> None:
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"""FastAPI lifespan 에서 asyncio.create_task 로 시작."""
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logger.info("poll_loop started")
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while not shutdown.is_set():
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now = datetime.now(KST)
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if _is_market_day(now) and _is_polling_window(now):
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try:
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await _run_polling_cycle(client, state, kis_client=kis_client)
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except Exception:
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logger.exception("poll cycle failed")
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# Minute momentum 갱신 (매 cycle)
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try:
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update_minute_momentum_for_all(state)
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except Exception:
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logger.exception("minute momentum update failed")
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# Post-close trigger (16:00 KST)
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if _is_post_close_trigger(now) and chronos is not None and kis_client is not None:
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try:
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await _run_post_close_cycle(kis_client, chronos, state)
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except Exception:
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logger.exception("post-close cycle failed")
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# Phase 4: generate signals
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if dedup is not None and settings is not None:
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try:
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from ai_trade.signal_generator import generate_signals
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generate_signals(state, dedup, settings)
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except Exception:
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logger.exception("generate_signals failed")
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interval = _next_interval(now)
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try:
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await asyncio.wait_for(shutdown.wait(), timeout=interval)
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break
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except asyncio.TimeoutError:
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continue
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logger.info("poll_loop ended")
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async def _run_polling_cycle(
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client: StockClient, state: PollState,
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kis_client: KISClient | None = None,
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) -> None:
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"""기존 3 endpoint (stock) + KIS 분봉 fetch."""
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portfolio, sentiment, screener = await asyncio.gather(
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client.get_portfolio(),
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client.get_news_sentiment(),
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client.run_screener_preview(),
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return_exceptions=True,
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)
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now_iso = datetime.now(KST).isoformat()
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for name, result in (
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("portfolio", portfolio),
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("news_sentiment", sentiment),
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("screener_preview", screener),
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):
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if isinstance(result, dict):
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setattr(state, name, result)
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state.last_updated[name] = now_iso
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state.fetch_errors[name] = 0
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else:
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state.fetch_errors[name] = state.fetch_errors.get(name, 0) + 1
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logger.warning("fetch %s failed: %r", name, result)
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# KIS 분봉 + 호가 (kis_client 주어졌을 때만)
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if kis_client is not None:
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try:
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await _run_kis_minute_cycle(kis_client, state)
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except Exception:
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logger.exception("kis minute cycle failed")
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async def _run_kis_minute_cycle(kis_client: KISClient, state: PollState) -> None:
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"""KIS 분봉 + 호가 fetch + state 갱신.
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- 분봉: portfolio + screener Top-N union 종목 모두
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- 호가 (REST): screener-only 종목 (portfolio 는 WebSocket 으로 들어옴)
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"""
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portfolio_tickers = _portfolio_tickers(state)
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screener_tickers = _screener_tickers(state)
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all_tickers = list(set(portfolio_tickers) | set(screener_tickers))
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# 분봉 fetch (병렬)
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minute_results = await asyncio.gather(*[
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kis_client.get_minute_ohlcv(t) for t in all_tickers
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], return_exceptions=True)
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now_iso = datetime.now(KST).isoformat()
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for ticker, result in zip(all_tickers, minute_results):
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if isinstance(result, list):
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buf = state.minute_bars.setdefault(ticker, deque(maxlen=60))
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buf.extend(result)
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state.last_updated[f"minute_bars/{ticker}"] = now_iso
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else:
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state.fetch_errors[f"minute_bars/{ticker}"] = (
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state.fetch_errors.get(f"minute_bars/{ticker}", 0) + 1
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)
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# 호가 fetch (REST) — screener-only
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screener_only = list(set(screener_tickers) - set(portfolio_tickers))
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asking_results = await asyncio.gather(*[
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kis_client.get_asking_price(t) for t in screener_only
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], return_exceptions=True)
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for ticker, result in zip(screener_only, asking_results):
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if isinstance(result, dict):
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state.asking_price[ticker] = result
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state.last_updated[f"asking_price/{ticker}"] = now_iso
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def make_asking_price_callback(state: PollState):
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"""KIS WebSocket on_asking_price callback factory."""
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def _cb(ticker: str, data: dict) -> None:
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state.asking_price[ticker] = data
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state.last_updated[f"asking_price/{ticker}"] = datetime.now(KST).isoformat()
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return _cb
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def _portfolio_tickers(state: PollState) -> list[str]:
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if state.portfolio is None:
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return []
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return [h["ticker"] for h in state.portfolio.get("holdings", []) if "ticker" in h]
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def _screener_tickers(state: PollState) -> list[str]:
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if state.screener_preview is None:
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return []
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return [i["ticker"] for i in state.screener_preview.get("items", []) if "ticker" in i]
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async def _run_post_close_cycle(kis_client, chronos, state) -> None:
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"""16:00 KST 종가 후 1회: daily fetch + chronos predict."""
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tickers = list(set(_portfolio_tickers(state)) | set(_screener_tickers(state)))
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if not tickers:
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return
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daily_results = await asyncio.gather(*[
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kis_client.get_daily_ohlcv(t, days=60) for t in tickers
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], return_exceptions=True)
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daily_dict = {}
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for ticker, result in zip(tickers, daily_results):
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if isinstance(result, list) and len(result) >= 30:
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daily_dict[ticker] = result
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state.daily_ohlcv[ticker] = result
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elif isinstance(result, Exception):
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state.fetch_errors[f"daily_ohlcv/{ticker}"] = (
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state.fetch_errors.get(f"daily_ohlcv/{ticker}", 0) + 1
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)
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if daily_dict and chronos is not None:
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try:
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predictions = chronos.predict_batch(daily_dict)
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except Exception:
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logger.exception("chronos predict_batch failed")
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return
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for ticker, pred in predictions.items():
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state.chronos_predictions[ticker] = {
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"median": pred.median,
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"q10": pred.q10,
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"q90": pred.q90,
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"conf": pred.conf,
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"as_of": pred.as_of,
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}
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state.last_updated[f"chronos/{ticker}"] = pred.as_of
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def update_minute_momentum_for_all(state) -> None:
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"""매 분봉 cycle 후 호출 — 모든 종목 모멘텀 갱신."""
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from ai_trade.momentum_classifier import classify_minute_momentum
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now_iso = datetime.now(KST).isoformat()
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for ticker, bars in state.minute_bars.items():
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state.minute_momentum[ticker] = classify_minute_momentum(bars)
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state.last_updated[f"momentum/{ticker}"] = now_iso
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