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>

signal_v2/kis_client.py

@@ -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:]

signal_v2/tests/test_kis_client.py

@@ -126,3 +126,36 @@ async def test_get_asking_price_computes_bid_ratio(kis_client_factory):
         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()