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>
This commit is contained in:
2026-05-16 18:04:32 +09:00
parent 28f9c8c3a6
commit 9e5fecb369
3 changed files with 108 additions and 1 deletions

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@@ -7,7 +7,7 @@ from datetime import datetime
from signal_v2.kis_client import KISClient from signal_v2.kis_client import KISClient
from signal_v2.scheduler import ( from signal_v2.scheduler import (
KST, _is_market_day, _is_polling_window, _next_interval, KST, _is_market_day, _is_polling_window, _next_interval, _is_post_close_trigger,
) )
from signal_v2.state import PollState from signal_v2.state import PollState
from signal_v2.stock_client import StockClient from signal_v2.stock_client import StockClient
@@ -18,6 +18,7 @@ logger = logging.getLogger(__name__)
async def poll_loop( async def poll_loop(
client: StockClient, state: PollState, shutdown: asyncio.Event, client: StockClient, state: PollState, shutdown: asyncio.Event,
kis_client: KISClient | None = None, kis_client: KISClient | None = None,
chronos=None,
) -> None: ) -> None:
"""FastAPI lifespan 에서 asyncio.create_task 로 시작.""" """FastAPI lifespan 에서 asyncio.create_task 로 시작."""
logger.info("poll_loop started") logger.info("poll_loop started")
@@ -28,6 +29,17 @@ async def poll_loop(
await _run_polling_cycle(client, state, kis_client=kis_client) await _run_polling_cycle(client, state, kis_client=kis_client)
except Exception: except Exception:
logger.exception("poll cycle failed") 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")
interval = _next_interval(now) interval = _next_interval(now)
try: try:
await asyncio.wait_for(shutdown.wait(), timeout=interval) await asyncio.wait_for(shutdown.wait(), timeout=interval)
@@ -125,3 +137,48 @@ def _screener_tickers(state: PollState) -> list[str]:
if state.screener_preview is None: if state.screener_preview is None:
return [] return []
return [i["ticker"] for i in state.screener_preview.get("items", []) if "ticker" in i] 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 signal_v2.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

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@@ -76,6 +76,14 @@ def _seconds_until_nxt_or_market_open(now: datetime) -> float:
return 86400.0 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: def _seconds_until_next_market_open(now: datetime) -> float:
"""다음 영업일의 07:00 KST 까지 초수 (휴장일/주말용).""" """다음 영업일의 07:00 KST 까지 초수 (휴장일/주말용)."""
candidate = now.replace(hour=7, minute=0, second=0, microsecond=0) candidate = now.replace(hour=7, minute=0, second=0, microsecond=0)

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@@ -53,3 +53,45 @@ def test_websocket_message_updates_state_asking_price():
"current_price": 78500, "as_of": "2026-05-18T10:00:00+09:00"}) "current_price": 78500, "as_of": "2026-05-18T10:00:00+09:00"})
assert state.asking_price["005930"]["bid_total"] == 1000 assert state.asking_price["005930"]["bid_total"] == 1000
assert "asking_price/005930" in state.last_updated 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 signal_v2.pull_worker import _run_post_close_cycle
from signal_v2.chronos_predictor import ChronosPrediction
from signal_v2.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