feat(signal_v2-phase3a): scheduler NXT windows (20:00-23:30 / 04:30-07:00)

NXT 시간외 거래 시간대도 5분 cron 폴링 활성화. 23:30-04:30 dead zone
(KIS 점검) → 04:30 까지 skip. 기존 _seconds_until_next_market_open
(휴장일/주말용) 와 별개로 _seconds_until_nxt_or_market_open 신설.

3 new tests, scheduler suite 11 passed.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
2026-05-16 05:09:27 +09:00
parent 68eb7b073c
commit eafa73edb1
2 changed files with 65 additions and 16 deletions

View File

@@ -12,12 +12,17 @@ KST = ZoneInfo("Asia/Seoul")
_HOLIDAYS_PATH = Path(__file__).parent / "holidays.json"
_HOLIDAYS: set[str] = set(json.loads(_HOLIDAYS_PATH.read_text(encoding="utf-8")))
# Market windows
# Market windows (정규장)
_PRE_OPEN = time(7, 0)
_OPEN = time(9, 0)
_CLOSE = time(15, 30)
_POST_END = time(20, 0)
# NXT windows (시간외)
_NXT_PRE_END = time(23, 30)
_NXT_POST_OPEN = time(4, 30)
# 23:30 - 04:30 (dead zone) skip
def _is_market_day(now: datetime) -> bool:
"""평일 + 휴장일 아닌 날."""
@@ -27,8 +32,12 @@ def _is_market_day(now: datetime) -> bool:
def _is_polling_window(now: datetime) -> bool:
"""현재 시각이 폴링 윈도우 (07:00-20:00) 안인가."""
return _PRE_OPEN <= now.time() < _POST_END
"""폴링 윈도우: 07:00-23:30 + 04:30-07:00."""
t = now.time()
return (
(_PRE_OPEN <= t < _NXT_PRE_END)
or (_NXT_POST_OPEN <= t < _PRE_OPEN)
)
def _next_interval(now: datetime) -> float:
@@ -38,17 +47,37 @@ def _next_interval(now: datetime) -> float:
t = now.time()
if _PRE_OPEN <= t < _OPEN:
return 300.0
return 300.0 # 장전 5분
elif _OPEN <= t < _CLOSE:
return 60.0
return 60.0 # 장중 1분
elif _CLOSE <= t < _POST_END:
return 300.0
return 300.0 # 장후 5분
elif _POST_END <= t < _NXT_PRE_END:
return 300.0 # NXT 야간 5분
elif _NXT_POST_OPEN <= t < _PRE_OPEN:
return 300.0 # NXT 새벽 5분
else:
return _seconds_until_next_market_open(now)
# Dead zone (23:30-04:30) — wait until next 04:30
return _seconds_until_nxt_or_market_open(now)
def _seconds_until_nxt_or_market_open(now: datetime) -> float:
"""다음 04:30 (NXT 새벽 start) 까지 초수. 휴장일은 다음 영업일 07:00."""
candidate = now.replace(hour=4, minute=30, second=0, microsecond=0)
if candidate <= now:
candidate += timedelta(days=1)
for _ in range(14):
if _is_market_day(candidate):
return (candidate - now).total_seconds()
candidate += timedelta(days=1)
logger.warning("could not find next market day within 14 days")
return 86400.0
def _seconds_until_next_market_open(now: datetime) -> float:
"""다음 영업일의 07:00 KST 까지 초수."""
"""다음 영업일의 07:00 KST 까지 초수 (휴장일/주말용)."""
candidate = now.replace(hour=7, minute=0, second=0, microsecond=0)
if candidate <= now:
candidate += timedelta(days=1)
@@ -58,5 +87,5 @@ def _seconds_until_next_market_open(now: datetime) -> float:
return (candidate - now).total_seconds()
candidate += timedelta(days=1)
logger.warning("could not find next market day within 14 days; using +1 day")
logger.warning("could not find next market day within 14 days")
return 86400.0