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>
This commit is contained in:
2026-05-16 17:49:06 +09:00
parent 4ac7da8670
commit 7056cf2fa6
2 changed files with 72 additions and 1 deletions

View File

@@ -4,7 +4,7 @@ import asyncio
import json
import logging
import time
from datetime import datetime
from datetime import datetime, timedelta
from pathlib import Path
from zoneinfo import ZoneInfo
@@ -153,3 +153,41 @@ class KISClient:
"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:]