LSTM v3 멀티피처, KIS OHLCV 배치, 동적 전략 강화

- deep_learning.py: INPUT_SIZE=7 (close/open/high/low/volume/rsi/macd),
  feature_scaler/target_scaler 분리, ModelRegistry LRU 종목별 격리 (v3 체크포인트)
- kis.py: get_daily_ohlcv() OHLCV 전체 반환, KISAsyncClient 비동기 배치 조회 추가,
  order() 지정가/조건부 주문 지원
- strategy/process.py: ATR/ADX 기반 동적 손절익절, 트레일링 스탑, 포지션 사이징 강화
- config.py: OLLAMA_NUM_THREAD=8 (9800X3D 최적화), LSTM_COOLDOWN/FAST_EPOCHS 환경변수화
- macro.py: 거시경제 지표 계산 개선
- ollama.py: VRAM 여유량 기반 선택적 언로드
- monitor.py: CPU 서킷 브레이커 연속 횟수 조건 추가
- ipc.py: IPC_STALENESS 600초로 확대
- news.py: 비동기 뉴스 수집 개선
- telegram.py, runner.py: 안정성 개선

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
2026-02-24 23:08:33 +09:00
parent 37f6d87bec
commit 4e77a1acf1
11 changed files with 939 additions and 268 deletions

View File

@@ -1,8 +1,10 @@
import os
import time
import pickle
import torch
import torch.nn as nn
import numpy as np
from collections import OrderedDict
from sklearn.preprocessing import MinMaxScaler
from modules.config import Config
@@ -10,6 +12,10 @@ from modules.config import Config
# cuDNN 벤치마크 활성화 (고정 입력 크기에 대해 최적 커널 자동 선택)
torch.backends.cudnn.benchmark = True
# 체크포인트 버전 (피처 수 변경 시 기존 모델 자동 재학습)
CHECKPOINT_VERSION = "v3"
INPUT_SIZE = 7 # close, open, high, low, volume_norm, rsi_14, macd_hist
class Attention(nn.Module):
def __init__(self, hidden_size):
@@ -23,7 +29,7 @@ class Attention(nn.Module):
class AdvancedLSTM(nn.Module):
def __init__(self, input_size=1, hidden_size=512, num_layers=4, output_size=1, dropout=0.3):
def __init__(self, input_size=INPUT_SIZE, hidden_size=512, num_layers=4, output_size=1, dropout=0.3):
super(AdvancedLSTM, self).__init__()
self.hidden_size = hidden_size
self.num_layers = num_layers
@@ -49,8 +55,24 @@ class AdvancedLSTM(nn.Module):
return out
def _get_free_vram_gb():
"""현재 GPU VRAM 여유량(GB) 반환"""
try:
if torch.cuda.is_available():
total = torch.cuda.get_device_properties(0).total_memory / 1024**3
reserved = torch.cuda.memory_reserved(0) / 1024**3
return total - reserved
except Exception:
pass
return 99.0 # CUDA 없으면 언로드 불필요
def _unload_ollama():
"""LSTM 학습 전 Ollama 모델 언로드하여 GPU 메모리 확보"""
"""LSTM 학습 전 Ollama 모델 언로드 (VRAM < 2GB 여유일 때만)"""
free_vram = _get_free_vram_gb()
if free_vram >= 2.0:
print(f"[AI] Ollama 언로드 생략 (VRAM 여유 {free_vram:.1f}GB >= 2GB)")
return
try:
import requests
url = f"{Config.OLLAMA_API_URL}/api/generate"
@@ -58,14 +80,17 @@ def _unload_ollama():
"model": Config.OLLAMA_MODEL,
"keep_alive": 0
}, timeout=5)
print("[AI] Ollama model unloaded (GPU memory freed)")
time.sleep(1) # 메모리 해제 대기
print(f"[AI] Ollama 언로드 (VRAM 여유 {free_vram:.1f}GB)")
time.sleep(1)
except Exception:
pass
def _preload_ollama():
"""LSTM 학습 후 Ollama 모델 다시 로드"""
"""LSTM 학습 후 Ollama 모델 리로드 (언로드했던 경우만)"""
free_vram = _get_free_vram_gb()
if free_vram >= 2.0:
return # 언로드하지 않았으니 리로드도 불필요
try:
import requests
url = f"{Config.OLLAMA_API_URL}/api/generate"
@@ -86,25 +111,99 @@ def _log_gpu_memory(tag=""):
print(f"[AI GPU {tag}] Allocated: {allocated:.2f}GB / Reserved: {reserved:.2f}GB")
def _compute_rsi(close_arr, period=14):
"""RSI 계산 (numpy 기반)"""
if len(close_arr) < period + 1:
return np.full(len(close_arr), 50.0)
delta = np.diff(close_arr, prepend=close_arr[0])
gain = np.where(delta > 0, delta, 0.0)
loss = np.where(delta < 0, -delta, 0.0)
alpha = 1.0 / period
rsi_arr = np.zeros(len(close_arr))
avg_gain = gain[0]
avg_loss = loss[0]
for i in range(1, len(close_arr)):
avg_gain = alpha * gain[i] + (1 - alpha) * avg_gain
avg_loss = alpha * loss[i] + (1 - alpha) * avg_loss
rs = avg_gain / (avg_loss + 1e-9)
rsi_arr[i] = 100 - (100 / (1 + rs))
return rsi_arr
def _compute_macd_hist(close_arr, fast=12, slow=26, signal=9):
"""MACD Histogram 계산 (numpy 기반)"""
if len(close_arr) < slow + signal:
return np.zeros(len(close_arr))
ema_fast = np.zeros(len(close_arr))
ema_slow = np.zeros(len(close_arr))
alpha_f = 2 / (fast + 1)
alpha_s = 2 / (slow + 1)
ema_fast[0] = close_arr[0]
ema_slow[0] = close_arr[0]
for i in range(1, len(close_arr)):
ema_fast[i] = alpha_f * close_arr[i] + (1 - alpha_f) * ema_fast[i - 1]
ema_slow[i] = alpha_s * close_arr[i] + (1 - alpha_s) * ema_slow[i - 1]
macd = ema_fast - ema_slow
sig = np.zeros(len(close_arr))
alpha_sig = 2 / (signal + 1)
sig[0] = macd[0]
for i in range(1, len(close_arr)):
sig[i] = alpha_sig * macd[i] + (1 - alpha_sig) * sig[i - 1]
return macd - sig
def _build_feature_matrix(ohlcv_data):
"""
OHLCV 딕셔너리 → 7차원 numpy 피처 행렬 생성
피처: [close, open, high, low, volume_norm, rsi_14, macd_hist]
"""
close = np.array(ohlcv_data.get('close', []), dtype=np.float64)
open_ = np.array(ohlcv_data.get('open', close), dtype=np.float64)
high = np.array(ohlcv_data.get('high', close), dtype=np.float64)
low = np.array(ohlcv_data.get('low', close), dtype=np.float64)
volume = np.array(ohlcv_data.get('volume', []), dtype=np.float64)
n = len(close)
if len(open_) != n: open_ = close.copy()
if len(high) != n: high = close.copy()
if len(low) != n: low = close.copy()
# 거래량 정규화 (최대값 기준, 0이면 0)
if len(volume) == n and volume.max() > 0:
volume_norm = volume / (volume.max() + 1e-9)
else:
volume_norm = np.zeros(n)
rsi = _compute_rsi(close, period=14)
rsi_norm = rsi / 100.0 # 0~1 정규화
macd_hist = _compute_macd_hist(close)
# 7차원 피처 스택 (n x 7)
features = np.column_stack([close, open_, high, low, volume_norm, rsi_norm, macd_hist])
return features # shape: (n, 7)
class PricePredictor:
"""
주가 예측 Deep Learning 모델 (GPU 최적화)
- 전체 학습 데이터를 GPU에 상주 (CPU↔GPU 전송 최소화)
- Ollama 모델 언로드/리로드로 GPU 메모리 확보
- Early Stopping + Mixed Precision (FP16)
- 종목별 모델 체크포인트
[v3.0] 주가 예측 Deep Learning 모델 (GPU 최적화)
- 7차원 멀티피처 LSTM (close/open/high/low/vol_norm/rsi/macd_hist)
- feature_scaler(6개) + target_scaler(1개) 분리
- 데이터 누수 수정: train 데이터로만 fit
- 체크포인트에 scaler 상태 저장/로드
- VRAM 여유량 기반 Ollama 언로드 (충분하면 생략)
"""
def __init__(self):
self.scaler = MinMaxScaler(feature_range=(0, 1))
self.feature_scaler = MinMaxScaler(feature_range=(0, 1)) # 입력 6개 피처
self.target_scaler = MinMaxScaler(feature_range=(0, 1)) # 타겟: close 가격
self.hidden_size = 512
self.num_layers = 4
self.model = AdvancedLSTM(input_size=1, hidden_size=self.hidden_size,
self.model = AdvancedLSTM(input_size=INPUT_SIZE, hidden_size=self.hidden_size,
num_layers=self.num_layers, dropout=0.3)
self.criterion = nn.MSELoss()
# CUDA 설정
self.device = torch.device('cpu')
self.use_amp = False
@@ -116,19 +215,18 @@ class PricePredictor:
self.device = torch.device('cuda')
self.model.to(self.device)
# Mixed Precision (Compute Capability >= 7.0: Volta 이상)
if torch.cuda.get_device_capability(0)[0] >= 7:
self.use_amp = True
# Warm-up: CUDA 커널 컴파일 유도
dummy = torch.zeros(1, 60, 1, device=self.device)
# Warm-up
dummy = torch.zeros(1, 60, INPUT_SIZE, device=self.device)
with torch.no_grad():
_ = self.model(dummy)
torch.cuda.synchronize()
print(f"[AI] GPU Mode: {gpu_name} ({vram_gb:.1f}GB)"
f" | FP16={'ON' if self.use_amp else 'OFF'}"
f" | cuDNN Benchmark=ON")
f" | Features={INPUT_SIZE} | cuDNN Benchmark=ON")
_log_gpu_memory("init")
except Exception as e:
@@ -139,9 +237,8 @@ class PricePredictor:
print("[AI] No CUDA GPU detected. Running on CPU.")
self.optimizer = torch.optim.AdamW(self.model.parameters(), lr=0.001, weight_decay=1e-4)
# [v2.0] Learning Rate Scheduler (ReduceLROnPlateau: val_loss 정체 시 lr 감소)
self.lr_scheduler = torch.optim.lr_scheduler.ReduceLROnPlateau(
self.optimizer, mode='min', factor=0.5, patience=7, min_lr=1e-6, verbose=False
self.optimizer, mode='min', factor=0.5, patience=7, min_lr=1e-6
)
self.scaler_amp = torch.amp.GradScaler('cuda') if self.use_amp else None
@@ -149,7 +246,6 @@ class PricePredictor:
self.max_epochs = 200
self.seq_length = 60
self.patience = 15
# [v2.0] Gradient Clipping 값 (exploding gradient 방지)
self.max_grad_norm = 1.0
self.training_status = {
@@ -164,7 +260,8 @@ class PricePredictor:
try:
gpu_name = torch.cuda.get_device_name(0)
vram_gb = torch.cuda.get_device_properties(0).total_memory / 1024**3
print(f"[AI Check] {gpu_name} ({vram_gb:.1f}GB VRAM) | cuDNN={torch.backends.cudnn.is_available()}")
print(f"[AI Check] {gpu_name} ({vram_gb:.1f}GB VRAM) | cuDNN={torch.backends.cudnn.is_available()}"
f" | Features={INPUT_SIZE}")
return True
except Exception as e:
print(f"[AI Check] GPU Error: {e}")
@@ -173,16 +270,25 @@ class PricePredictor:
return False
def _get_checkpoint_path(self, ticker):
return os.path.join(Config.MODEL_DIR, f"{ticker}_lstm.pt")
return os.path.join(Config.MODEL_DIR, f"{ticker}_lstm_{CHECKPOINT_VERSION}.pt")
def _load_checkpoint(self, ticker):
path = self._get_checkpoint_path(ticker)
if os.path.exists(path):
try:
checkpoint = torch.load(path, map_location=self.device, weights_only=True)
checkpoint = torch.load(path, map_location=self.device, weights_only=False)
# 버전 체크 (v3 이전 체크포인트는 재학습)
if checkpoint.get('version', '') != CHECKPOINT_VERSION:
print(f"[AI] Checkpoint version mismatch ({ticker}): 재학습 필요")
return False
self.model.load_state_dict(checkpoint['model_state_dict'])
self.optimizer.load_state_dict(checkpoint['optimizer_state_dict'])
print(f"[AI] Checkpoint loaded: {ticker}")
# scaler 복원
if 'feature_scaler' in checkpoint:
self.feature_scaler = pickle.loads(checkpoint['feature_scaler'])
if 'target_scaler' in checkpoint:
self.target_scaler = pickle.loads(checkpoint['target_scaler'])
print(f"[AI] Checkpoint loaded: {ticker} (v3, 7-features)")
return True
except Exception as e:
print(f"[AI] Checkpoint load failed ({ticker}): {e}")
@@ -192,21 +298,127 @@ class PricePredictor:
path = self._get_checkpoint_path(ticker)
try:
torch.save({
'version': CHECKPOINT_VERSION,
'model_state_dict': self.model.state_dict(),
'optimizer_state_dict': self.optimizer.state_dict(),
'epoch': epoch,
'loss': loss
'loss': loss,
'feature_scaler': pickle.dumps(self.feature_scaler),
'target_scaler': pickle.dumps(self.target_scaler)
}, path)
except Exception as e:
print(f"[AI] Checkpoint save failed ({ticker}): {e}")
def train_and_predict(self, prices, forecast_days=1, ticker=None):
def _is_checkpoint_fresh(self, ticker, max_age=None):
"""체크포인트가 최근에 학습된 것인지 확인 (쿨다운 판단)"""
if not ticker:
return False
path = self._get_checkpoint_path(ticker)
if not os.path.exists(path):
return False
age = time.time() - os.path.getmtime(path)
threshold = max_age if max_age is not None else Config.LSTM_COOLDOWN
return age < threshold
def _prepare_scaled_features(self, features, split_point):
"""
피처 스케일링 (누수 방지: train split으로만 fit)
features: (n, 7) numpy array
split_point: train/val 분리 인덱스
Returns:
scaled_features: (n, 7) 스케일된 전체 피처
scaled_close: (n, 1) 스케일된 close (타겟용)
"""
# 6개 입력 피처 (close 포함 open/high/low/vol_norm/rsi/macd_hist)
# + 타겟은 close만 별도 scaler
input_features = features[:, :] # (n, 7) 전체 7개 피처 입력용
target_close = features[:, 0:1] # (n, 1) close만 타겟용
# train 데이터로만 fit (데이터 누수 방지)
self.feature_scaler.fit(input_features[:split_point])
self.target_scaler.fit(target_close[:split_point])
scaled_features = self.feature_scaler.transform(input_features)
scaled_close = self.target_scaler.transform(target_close)
return scaled_features, scaled_close
def _predict_only(self, ohlcv_data, ticker=None):
"""학습 없이 현재 체크포인트로만 빠른 예측 (쿨다운 중 사용)"""
prices = ohlcv_data.get('close', []) if isinstance(ohlcv_data, dict) else ohlcv_data
if len(prices) < self.seq_length:
return None
try:
features = _build_feature_matrix(
ohlcv_data if isinstance(ohlcv_data, dict) else {'close': prices}
)
if len(features) < self.seq_length:
return None
scaled = self.feature_scaler.transform(features)
last_seq = torch.FloatTensor(scaled[-self.seq_length:]).unsqueeze(0).to(self.device)
self.model.eval()
with torch.no_grad():
if self.use_amp:
with torch.amp.autocast('cuda'):
pred_scaled = self.model(last_seq)
else:
pred_scaled = self.model(last_seq)
predicted_price = self.target_scaler.inverse_transform(
pred_scaled.cpu().float().numpy())[0][0]
current_price = prices[-1]
trend = "UP" if predicted_price > current_price else "DOWN"
change_rate = ((predicted_price - current_price) / current_price) * 100
cached_loss = self.training_status.get("loss", 0.5)
print(f"[AI] {ticker or '?'}: 쿨다운 중 → 캐시 예측 사용 "
f"({predicted_price:.0f} / {change_rate:+.2f}%)")
return {
"current": current_price,
"predicted": float(predicted_price),
"change_rate": round(change_rate, 2),
"trend": trend,
"loss": cached_loss,
"val_loss": cached_loss,
"confidence": 0.62,
"epochs": 0,
"device": str(self.device),
"lr": self.optimizer.param_groups[0]['lr'],
"cached": True
}
except Exception as e:
print(f"[AI] _predict_only 실패 ({ticker}): {e}")
return None
def train_and_predict(self, ohlcv_data, forecast_days=1, ticker=None):
"""
[v3.0] 7차원 멀티피처 LSTM 학습 + 예측
ohlcv_data: dict {'close':[], 'open':[], 'high':[], 'low':[], 'volume':[]}
또는 list (하위 호환: close 리스트)
"""
# 하위 호환: list 형태
if isinstance(ohlcv_data, list):
ohlcv_data = {'close': ohlcv_data}
prices = ohlcv_data.get('close', [])
if len(prices) < (self.seq_length + 10):
return None
# ===== 쿨다운 체크 =====
if self._is_checkpoint_fresh(ticker):
has_ckpt = self._load_checkpoint(ticker)
if has_ckpt:
result = self._predict_only(ohlcv_data, ticker)
if result:
return result
is_gpu = self.device.type == 'cuda'
# --- Ollama 모델 언로드 (GPU 메모리 확보) ---
# VRAM 여유량 기반 Ollama 언로드
if is_gpu:
_unload_ollama()
torch.cuda.empty_cache()
@@ -214,54 +426,54 @@ class PricePredictor:
t_start = time.time()
# 1. 데이터 전처리 (CPU에서 numpy 작업)
data = np.array(prices).reshape(-1, 1)
scaled_data = self.scaler.fit_transform(data)
# 1. 피처 행렬 구성 (n, 7)
features = _build_feature_matrix(ohlcv_data)
if len(features) < (self.seq_length + 10):
return None
n = len(features)
split_point = int(n * 0.8)
# 2. 스케일링 (train 데이터로만 fit → 누수 방지)
scaled_features, scaled_close = self._prepare_scaled_features(features, split_point)
# 3. 시퀀스 생성
x_seqs, y_seqs = [], []
for i in range(len(scaled_data) - self.seq_length):
x_seqs.append(scaled_data[i:i + self.seq_length])
y_seqs.append(scaled_data[i + self.seq_length])
for i in range(n - self.seq_length):
x_seqs.append(scaled_features[i:i + self.seq_length]) # (seq, 7)
y_seqs.append(scaled_close[i + self.seq_length]) # (1,)
# 2. 텐서 생성 → 즉시 GPU로 이동 (이후 CPU↔GPU 전송 없음)
x_all = torch.FloatTensor(np.array(x_seqs)).to(self.device)
y_all = torch.FloatTensor(np.array(y_seqs)).to(self.device)
# Validation split (80/20)
split_idx = int(len(x_all) * 0.8)
x_train = x_all[:split_idx]
y_train = y_all[:split_idx]
x_val = x_all[split_idx:]
y_val = y_all[split_idx:]
# validation split (80/20)
seq_split = int(len(x_all) * 0.8)
x_train, y_train = x_all[:seq_split], y_all[:seq_split]
x_val, y_val = x_all[seq_split:], y_all[seq_split:]
dataset_size = len(x_train)
# 3. 체크포인트 로드
has_checkpoint = False
if ticker:
has_checkpoint = self._load_checkpoint(ticker)
max_epochs = 50 if has_checkpoint else self.max_epochs
# 4. 체크포인트 로드
has_checkpoint = self._load_checkpoint(ticker) if ticker else False
max_epochs = Config.LSTM_FAST_EPOCHS if has_checkpoint else self.max_epochs
# 4. 학습 (전체 데이터 GPU 상주, DataLoader 미사용)
# [v2.0] LR Scheduler 리셋
self.optimizer.param_groups[0]['lr'] = 0.001 if not has_checkpoint else 0.0005
self.lr_scheduler = torch.optim.lr_scheduler.ReduceLROnPlateau(
self.optimizer, mode='min', factor=0.5, patience=7, min_lr=1e-6, verbose=False
self.optimizer, mode='min', factor=0.5, patience=7, min_lr=1e-6
)
# 5. 학습
self.model.train()
self.training_status["is_training"] = True
if ticker:
self.training_status["current_ticker"] = ticker
best_val_loss = float('inf')
best_model_state = None # [v2.0] Best Model 저장
best_model_state = None
patience_counter = 0
final_loss = 0.0
actual_epochs = 0
for epoch in range(max_epochs):
# --- Training (GPU 내에서 셔플 + 미니배치) ---
perm = torch.randperm(dataset_size, device=self.device)
x_shuffled = x_train[perm]
y_shuffled = y_train[perm]
@@ -281,7 +493,6 @@ class PricePredictor:
outputs = self.model(batch_x)
loss = self.criterion(outputs, batch_y)
self.scaler_amp.scale(loss).backward()
# [v2.0] Gradient Clipping (AMP 호환)
self.scaler_amp.unscale_(self.optimizer)
torch.nn.utils.clip_grad_norm_(self.model.parameters(), self.max_grad_norm)
self.scaler_amp.step(self.optimizer)
@@ -290,7 +501,6 @@ class PricePredictor:
outputs = self.model(batch_x)
loss = self.criterion(outputs, batch_y)
loss.backward()
# [v2.0] Gradient Clipping
torch.nn.utils.clip_grad_norm_(self.model.parameters(), self.max_grad_norm)
self.optimizer.step()
@@ -299,7 +509,6 @@ class PricePredictor:
train_loss = epoch_loss / max(1, steps)
# --- Validation (GPU에서 직접 수행) ---
self.model.eval()
with torch.no_grad():
if self.use_amp:
@@ -311,23 +520,19 @@ class PricePredictor:
val_loss = self.criterion(val_out, y_val).item()
self.model.train()
# [v2.0] LR Scheduler step (val_loss 기반)
self.lr_scheduler.step(val_loss)
final_loss = train_loss
actual_epochs = epoch + 1
if val_loss < best_val_loss:
best_val_loss = val_loss
patience_counter = 0
# [v2.0] Best model 상태 저장 (overfitting 방지)
best_model_state = {k: v.clone() for k, v in self.model.state_dict().items()}
else:
patience_counter += 1
if patience_counter >= self.patience:
break
# [v2.0] Best model 복원 (early stopping 후 최적 상태로 복구)
if best_model_state:
self.model.load_state_dict(best_model_state)
@@ -340,17 +545,17 @@ class PricePredictor:
elapsed = time.time() - t_start
print(f"[AI] {ticker or '?'}: {actual_epochs} epochs in {elapsed:.1f}s"
f" | loss={final_loss:.6f} val={best_val_loss:.6f}"
f" | device={self.device}")
f" | device={self.device} | features={INPUT_SIZE}")
# 5. 체크포인트 저장
# 6. 체크포인트 저장 (scaler 포함)
if ticker:
self._save_checkpoint(ticker, actual_epochs, final_loss)
# 6. 예측
# 7. 예측
self.model.eval()
with torch.no_grad():
last_seq = torch.FloatTensor(
scaled_data[-self.seq_length:]
scaled_features[-self.seq_length:]
).unsqueeze(0).to(self.device)
if self.use_amp:
@@ -359,12 +564,11 @@ class PricePredictor:
else:
predicted_scaled = self.model(last_seq)
predicted_price = self.scaler.inverse_transform(
predicted_price = self.target_scaler.inverse_transform(
predicted_scaled.cpu().float().numpy())[0][0]
# 7. GPU 메모리 정리 + Ollama 리로드
# 8. GPU 정리 + Ollama 리로드
if is_gpu:
# 학습 중간 텐서 해제
del x_all, y_all, x_train, y_train, x_val, y_val
torch.cuda.empty_cache()
_log_gpu_memory("post-train")
@@ -374,27 +578,22 @@ class PricePredictor:
trend = "UP" if predicted_price > current_price else "DOWN"
change_rate = ((predicted_price - current_price) / current_price) * 100
# [v2.0] 개선된 신뢰도 계산
# 1. 학습 손실 기반 (낮을수록 좋음)
# 신뢰도 계산
loss_confidence = 1.0 / (1.0 + (best_val_loss * 50))
# 2. Train/Val 괴리도 (overfitting 감지)
overfit_ratio = final_loss / (best_val_loss + 1e-9)
if overfit_ratio < 0.5:
# Train loss가 Val loss보다 훨씬 낮음 = overfitting
overfit_penalty = 0.7
elif overfit_ratio > 2.0:
# Train loss가 Val loss보다 훨씬 높음 = underfitting
overfit_penalty = 0.8
else:
overfit_penalty = 1.0
# 3. 에포크 수 기반 (너무 적거나 많으면 불신)
epoch_factor = 1.0
if actual_epochs < 10:
epoch_factor = 0.6 # 학습 부족
epoch_factor = 0.6
elif actual_epochs >= max_epochs:
epoch_factor = 0.8 # 수렴 실패
epoch_factor = 0.8
confidence = min(0.95, loss_confidence * overfit_penalty * epoch_factor)
@@ -411,28 +610,32 @@ class PricePredictor:
"lr": self.optimizer.param_groups[0]['lr']
}
def batch_predict(self, prices_dict):
def batch_predict(self, ohlcv_dict):
"""여러 종목을 배치로 예측 (체크포인트 있는 종목만)"""
results = {}
seqs = []
metas = []
for ticker, prices in prices_dict.items():
for ticker, ohlcv_data in ohlcv_dict.items():
if isinstance(ohlcv_data, list):
ohlcv_data = {'close': ohlcv_data}
prices = ohlcv_data.get('close', [])
if len(prices) < (self.seq_length + 10):
results[ticker] = None
continue
data = np.array(prices).reshape(-1, 1)
scaler = MinMaxScaler(feature_range=(0, 1))
scaled_data = scaler.fit_transform(data)
seq = torch.FloatTensor(scaled_data[-self.seq_length:]).unsqueeze(0)
seqs.append(seq)
metas.append((ticker, scaler, prices[-1]))
try:
features = _build_feature_matrix(ohlcv_data)
scaled = self.feature_scaler.transform(features)
seq = torch.FloatTensor(scaled[-self.seq_length:]).unsqueeze(0)
seqs.append(seq)
metas.append((ticker, prices[-1]))
except Exception:
results[ticker] = None
if not seqs:
return results
# 배치로 합쳐서 한번에 GPU 추론
batch = torch.cat(seqs, dim=0).to(self.device)
self.model.eval()
@@ -445,8 +648,8 @@ class PricePredictor:
preds_cpu = preds.cpu().float().numpy()
for i, (ticker, scaler, current_price) in enumerate(metas):
predicted_price = scaler.inverse_transform(preds_cpu[i:i+1])[0][0]
for i, (ticker, current_price) in enumerate(metas):
predicted_price = self.target_scaler.inverse_transform(preds_cpu[i:i+1])[0][0]
trend = "UP" if predicted_price > current_price else "DOWN"
change_rate = ((predicted_price - current_price) / current_price) * 100
@@ -461,3 +664,52 @@ class PricePredictor:
torch.cuda.empty_cache()
return results
class ModelRegistry:
"""
[v3.0] 종목별 LSTM 모델 격리 (LRU 퇴출, max_models=5)
- 싱글톤 패턴: 워커 프로세스마다 하나의 Registry 유지
- 16GB VRAM에서 LSTM 5개(~250MB) + Ollama 7B(~4GB) 동시 적재 가능
"""
_instance = None
@classmethod
def get_instance(cls):
if cls._instance is None:
cls._instance = cls()
return cls._instance
def __init__(self, max_models=5):
self.max_models = max_models
self._predictors = OrderedDict() # ticker -> PricePredictor (LRU 순서)
print(f"[ModelRegistry] Initialized (max_models={max_models})")
def get_predictor(self, ticker):
"""종목별 PricePredictor 반환 (없으면 생성, LRU 관리)"""
if ticker in self._predictors:
# LRU: 접근 시 맨 뒤로 이동
self._predictors.move_to_end(ticker)
return self._predictors[ticker]
# 용량 초과 시 가장 오래된 것 퇴출
if len(self._predictors) >= self.max_models:
oldest_ticker, oldest_pred = self._predictors.popitem(last=False)
print(f"[ModelRegistry] Evicted {oldest_ticker} (LRU, {len(self._predictors)}/{self.max_models})")
del oldest_pred
if torch.cuda.is_available():
torch.cuda.empty_cache()
predictor = PricePredictor()
self._predictors[ticker] = predictor
print(f"[ModelRegistry] Created predictor for {ticker} ({len(self._predictors)}/{self.max_models})")
return predictor
def has_predictor(self, ticker):
return ticker in self._predictors
def clear(self):
"""모든 모델 해제"""
self._predictors.clear()
if torch.cuda.is_available():
torch.cuda.empty_cache()