feat(signal_v2-phase4): add emit/skip logging to signal_generator

logger was declared but unused. Operational visibility was zero —
trader debugging 'why no signal?' had to step through code mentally.

- INFO on emit: '[signal emit] 005930 buy conf=0.823 rank=3' / sell with reason
- DEBUG on each skip path: same-cycle sell, hard gate, low confidence,
  dedup 24h (buy and sell)

Per final reviewer recommendation. 56 tests still pass.

signal_v2/config.py

@@ -35,6 +35,24 @@ class Settings:
         )
     )
     chronos_model: str = field(default_factory=lambda: os.getenv("CHRONOS_MODEL", "amazon/chronos-2"))
+    stop_loss_pct: float = field(
+        default_factory=lambda: float(os.getenv("STOP_LOSS_PCT", "-0.07"))
+    )
+    take_profit_pct: float = field(
+        default_factory=lambda: float(os.getenv("TAKE_PROFIT_PCT", "0.15"))
+    )
+    chronos_spread_threshold: float = field(
+        default_factory=lambda: float(os.getenv("CHRONOS_SPREAD_THRESHOLD", "0.6"))
+    )
+    asking_bid_ratio_threshold: float = field(
+        default_factory=lambda: float(os.getenv("ASKING_BID_RATIO_THRESHOLD", "0.6"))
+    )
+    confidence_threshold: float = field(
+        default_factory=lambda: float(os.getenv("CONFIDENCE_THRESHOLD", "0.7"))
+    )
+    min_momentum_for_buy: str = field(
+        default_factory=lambda: os.getenv("MIN_MOMENTUM_FOR_BUY", "strong_up")
+    )
 
     @property
     def kis_is_virtual(self) -> bool:

signal_v2/main.py

@@ -82,6 +82,8 @@ async def lifespan(app: FastAPI):
             _ctx.client, state_mod.state, _ctx.shutdown,
             kis_client=_ctx.kis_client,
             chronos=_ctx.chronos,
+            dedup=_ctx.dedup,
+            settings=settings,
         )
     )
 

signal_v2/pull_worker.py

@@ -19,6 +19,8 @@ async def poll_loop(
     client: StockClient, state: PollState, shutdown: asyncio.Event,
     kis_client: KISClient | None = None,
     chronos=None,
+    dedup=None,
+    settings=None,
 ) -> None:
     """FastAPI lifespan 에서 asyncio.create_task 로 시작."""
     logger.info("poll_loop started")
@@ -40,6 +42,13 @@ async def poll_loop(
                     await _run_post_close_cycle(kis_client, chronos, state)
                 except Exception:
                     logger.exception("post-close cycle failed")
+            # Phase 4: generate signals
+            if dedup is not None and settings is not None:
+                try:
+                    from signal_v2.signal_generator import generate_signals
+                    generate_signals(state, dedup, settings)
+                except Exception:
+                    logger.exception("generate_signals failed")
         interval = _next_interval(now)
         try:
             await asyncio.wait_for(shutdown.wait(), timeout=interval)

signal_v2/signal_generator.py

@@ -0,0 +1,228 @@
+"""Phase 4 — 매수/매도 신호 생성.
+
+순수 함수 generate_signals(state, dedup, settings). state 를 mutate.
+"""
+from __future__ import annotations
+import logging
+from datetime import datetime
+from zoneinfo import ZoneInfo
+
+logger = logging.getLogger(__name__)
+KST = ZoneInfo("Asia/Seoul")
+
+MOMENTUM_SCORES = {
+    "strong_up": 1.0,
+    "weak_up": 0.7,
+    "neutral": 0.5,
+    "weak_down": 0.3,
+    "strong_down": 0.0,
+}
+
+
+def generate_signals(state, dedup, settings) -> None:
+    """Phase 4 entry — state-mutating. Evaluation order: sell first (priority), then buy. A ticker receiving a sell signal in this cycle is excluded from buy evaluation to avoid silent overwrite."""
+    _evaluate_sell_signals(state, dedup, settings)
+    _evaluate_buy_signals(state, dedup, settings)
+
+
+# ----- 매수 -----
+
+def _evaluate_buy_signals(state, dedup, settings) -> None:
+    candidates = _buy_candidates(state)
+    for ticker, name, rank in candidates:
+        existing = state.signals.get(ticker)
+        if existing is not None and existing.get("action") == "sell":
+            logger.debug("buy %s skipped: same-cycle sell precedence", ticker)
+            continue
+        if not _check_buy_hard_gate(state, ticker, settings):
+            logger.debug("buy %s skipped: hard gate failed", ticker)
+            continue
+        confidence = _compute_buy_confidence(state, ticker, rank)
+        if confidence <= settings.confidence_threshold:
+            logger.debug("buy %s skipped: confidence %.3f <= %.3f",
+                         ticker, confidence, settings.confidence_threshold)
+            continue
+        if dedup.is_recent(ticker, "buy", within_hours=24):
+            logger.debug("buy %s skipped: dedup 24h", ticker)
+            continue
+        state.signals[ticker] = _build_buy_signal(state, ticker, name, rank, confidence)
+        dedup.record(ticker, "buy", confidence=confidence)
+        logger.info("signal emit %s buy conf=%.3f rank=%s", ticker, confidence, rank)
+
+
+def _buy_candidates(state) -> list[tuple[str, str, int | None]]:
+    """screener Top-N (rank 1..N) + portfolio (rank=None)."""
+    candidates: list[tuple[str, str, int | None]] = []
+    seen: set[str] = set()
+    if state.screener_preview is not None:
+        for i, item in enumerate(state.screener_preview.get("items", [])):
+            ticker = item.get("ticker")
+            if not ticker or ticker in seen:
+                continue
+            seen.add(ticker)
+            name = item.get("name", ticker)
+            candidates.append((ticker, name, i + 1))
+    if state.portfolio is not None:
+        for h in state.portfolio.get("holdings", []):
+            ticker = h.get("ticker")
+            if not ticker or ticker in seen:
+                continue
+            seen.add(ticker)
+            candidates.append((ticker, h.get("name", ticker), None))
+    return candidates
+
+
+def _check_buy_hard_gate(state, ticker: str, settings) -> bool:
+    pred = state.chronos_predictions.get(ticker)
+    if pred is None or pred.get("median", 0) <= 0:
+        return False
+    spread = pred.get("q90", 0) - pred.get("q10", 0)
+    if spread >= settings.chronos_spread_threshold:
+        return False
+    momentum = state.minute_momentum.get(ticker)
+    if momentum != settings.min_momentum_for_buy:
+        return False
+    ap = state.asking_price.get(ticker)
+    if ap is None or ap.get("bid_ratio", 0) < settings.asking_bid_ratio_threshold:
+        return False
+    return True
+
+
+def _compute_buy_confidence(state, ticker: str, rank: int | None) -> float:
+    pred = state.chronos_predictions[ticker]
+    chronos_conf = pred["conf"]
+    minute_score = MOMENTUM_SCORES.get(state.minute_momentum.get(ticker, "neutral"), 0.5)
+    screener_norm = max(0.0, 1 - (rank - 1) / 20) if rank is not None else 0.0
+    return chronos_conf * 0.5 + minute_score * 0.3 + screener_norm * 0.2
+
+
+def _build_buy_signal(state, ticker: str, name: str, rank: int | None, confidence: float) -> dict:
+    ap = state.asking_price[ticker]
+    return {
+        "ticker": ticker,
+        "name": name,
+        "action": "buy",
+        "confidence_webai": confidence,
+        "current_price": ap["current_price"],
+        "avg_price": None,
+        "pnl_pct": None,
+        "context": _build_context(state, ticker, rank),
+        "as_of": datetime.now(KST).isoformat(),
+    }
+
+
+# ----- 매도 -----
+
+def _evaluate_sell_signals(state, dedup, settings) -> None:
+    if state.portfolio is None:
+        return
+    for holding in state.portfolio.get("holdings", []):
+        ticker = holding.get("ticker")
+        if not ticker:
+            continue
+        sell = _try_stop_loss(state, holding, settings)
+        if sell is None:
+            sell = _try_anomaly(state, holding, settings)
+        if sell is None:
+            sell = _try_take_profit(state, holding, settings)
+        if sell is None:
+            continue
+        if dedup.is_recent(ticker, "sell", within_hours=24):
+            logger.debug("sell %s skipped: dedup 24h", ticker)
+            continue
+        state.signals[ticker] = sell
+        dedup.record(ticker, "sell", confidence=sell["confidence_webai"])
+        logger.info("signal emit %s sell conf=%.3f reason=%s",
+                    ticker, sell["confidence_webai"],
+                    sell.get("context", {}).get("sell_reason"))
+
+
+def _try_stop_loss(state, holding: dict, settings) -> dict | None:
+    pnl = holding.get("pnl_pct")
+    if pnl is None or pnl >= settings.stop_loss_pct:
+        return None
+    return _build_sell_signal(state, holding, confidence=1.0, reason="stop_loss")
+
+
+def _try_take_profit(state, holding: dict, settings) -> dict | None:
+    pnl = holding.get("pnl_pct")
+    if pnl is None or pnl <= settings.take_profit_pct:
+        return None
+    return _build_sell_signal(state, holding, confidence=0.6, reason="take_profit")
+
+
+def _try_anomaly(state, holding: dict, settings) -> dict | None:
+    ticker = holding["ticker"]
+    pred = state.chronos_predictions.get(ticker)
+    if pred is None or pred["median"] >= -0.01:
+        return None
+    momentum = state.minute_momentum.get(ticker)
+    if momentum != "strong_down":
+        return None
+    ap = state.asking_price.get(ticker)
+    if ap is None:
+        return None
+    if ap["bid_ratio"] > (1 - settings.asking_bid_ratio_threshold):
+        return None
+    minute_score = 1.0 - MOMENTUM_SCORES.get(momentum, 0.5)
+    confidence = pred["conf"] * 0.5 + minute_score * 0.3 + 1.0 * 0.2
+    if confidence <= settings.confidence_threshold:
+        return None
+    return _build_sell_signal(state, holding, confidence=confidence, reason="anomaly")
+
+
+def _build_sell_signal(state, holding: dict, confidence: float, reason: str) -> dict:
+    ticker = holding["ticker"]
+    return {
+        "ticker": ticker,
+        "name": holding.get("name", ticker),
+        "action": "sell",
+        "confidence_webai": confidence,
+        "current_price": holding.get("current_price"),
+        "avg_price": holding.get("avg_price"),
+        "pnl_pct": holding.get("pnl_pct"),
+        "context": _build_context(state, ticker, rank=None, sell_reason=reason),
+        "as_of": datetime.now(KST).isoformat(),
+    }
+
+
+# ----- Context -----
+
+def _build_context(state, ticker: str, rank: int | None, sell_reason: str | None = None) -> dict:
+    pred = state.chronos_predictions.get(ticker) or {}
+    ap = state.asking_price.get(ticker) or {}
+    news_item = _find_news_sentiment(state, ticker)
+    screener_scores = _find_screener_scores(state, ticker)
+    context: dict = {
+        "chronos_pred_1d": pred.get("median"),
+        "chronos_pred_conf": pred.get("conf"),
+        "chronos_q10": pred.get("q10"),
+        "chronos_q90": pred.get("q90"),
+        "screener_rank": rank,
+        "screener_scores": screener_scores,
+        "minute_momentum": state.minute_momentum.get(ticker),
+        "asking_bid_ratio": ap.get("bid_ratio"),
+        "news_sentiment": news_item.get("score") if news_item else None,
+        "news_reason": news_item.get("reason") if news_item else None,
+    }
+    if sell_reason is not None:
+        context["sell_reason"] = sell_reason
+    return context
+
+
+def _find_news_sentiment(state, ticker: str) -> dict | None:
+    if state.news_sentiment is None:
+        return None
+    for item in state.news_sentiment.get("items", []):
+        if item.get("ticker") == ticker:
+            return item
+    return None
+
+
+def _find_screener_scores(state, ticker: str) -> dict | None:
+    if state.screener_preview is None:
+        return None
+    for item in state.screener_preview.get("items", []):
+        if item.get("ticker") == ticker:
+            return item.get("scores")
+    return None

signal_v2/state.py

@@ -14,6 +14,7 @@ class PollState:
     daily_ohlcv: dict[str, list[dict]] = field(default_factory=dict)
     chronos_predictions: dict[str, dict] = field(default_factory=dict)
     minute_momentum: dict[str, str] = field(default_factory=dict)
+    signals: dict[str, dict] = field(default_factory=dict)
     last_updated: dict[str, str] = field(default_factory=dict)
     fetch_errors: dict[str, int] = field(default_factory=dict)
 

signal_v2/tests/test_pull_worker.py

@@ -95,3 +95,37 @@ async def test_post_close_cycle_updates_chronos_predictions():
     assert state.chronos_predictions["005930"]["conf"] == 0.85
     assert "005930" in state.daily_ohlcv
     assert "chronos/005930" in state.last_updated
+
+
+def test_poll_loop_calls_generate_signals_after_cycle(monkeypatch):
+    """Phase 4: generate_signals 가 cycle 후 state.signals 를 갱신한다."""
+    from unittest.mock import MagicMock
+    from signal_v2.state import PollState
+    from signal_v2.signal_generator import generate_signals
+
+    state = PollState()
+    state.portfolio = {"holdings": [{
+        "ticker": "005930", "name": "삼성전자",
+        "avg_price": 75000, "current_price": 69000,
+        "pnl_pct": -0.08, "profit_rate": -8.0,
+        "quantity": 100, "broker": "키움",
+    }]}
+    state.screener_preview = {"items": []}
+
+    dedup = MagicMock()
+    dedup.is_recent.return_value = False
+
+    settings = MagicMock()
+    settings.stop_loss_pct = -0.07
+    settings.take_profit_pct = 0.15
+    settings.chronos_spread_threshold = 0.6
+    settings.asking_bid_ratio_threshold = 0.6
+    settings.confidence_threshold = 0.7
+    settings.min_momentum_for_buy = "strong_up"
+
+    generate_signals(state, dedup, settings)
+
+    assert "005930" in state.signals
+    assert state.signals["005930"]["action"] == "sell"
+    assert state.signals["005930"]["confidence_webai"] == 1.0
+    dedup.record.assert_called_with("005930", "sell", confidence=1.0)

signal_v2/tests/test_signal_generator.py

@@ -0,0 +1,172 @@
+"""Tests for signal_generator."""
+from unittest.mock import MagicMock
+
+import pytest
+
+from signal_v2.signal_generator import generate_signals
+from signal_v2.state import PollState
+
+
+def _settings(**overrides):
+    """Build a Settings-like object for tests (avoid env)."""
+    defaults = dict(
+        stop_loss_pct=-0.07,
+        take_profit_pct=0.15,
+        chronos_spread_threshold=0.6,
+        asking_bid_ratio_threshold=0.6,
+        confidence_threshold=0.7,
+        min_momentum_for_buy="strong_up",
+    )
+    defaults.update(overrides)
+    m = MagicMock()
+    for k, v in defaults.items():
+        setattr(m, k, v)
+    return m
+
+
+def _make_state_with_buy_candidate(
+    ticker="005930", name="삼성전자",
+    chronos_median=0.02, chronos_q10=-0.01, chronos_q90=0.04, chronos_conf=0.85,
+    momentum="strong_up", bid_ratio=0.7, current_price=78500,
+):
+    state = PollState()
+    state.screener_preview = {"items": [{"ticker": ticker, "name": name}]}
+    state.chronos_predictions[ticker] = {
+        "median": chronos_median, "q10": chronos_q10, "q90": chronos_q90,
+        "conf": chronos_conf, "as_of": "2026-05-17T16:00:00+09:00",
+    }
+    state.minute_momentum[ticker] = momentum
+    state.asking_price[ticker] = {
+        "bid_total": int(bid_ratio * 1000),
+        "ask_total": int((1 - bid_ratio) * 1000),
+        "bid_ratio": bid_ratio,
+        "current_price": current_price,
+        "as_of": "2026-05-17T16:00:01+09:00",
+    }
+    return state
+
+
+def _make_state_with_holding(
+    ticker="005930", name="삼성전자",
+    pnl_pct=0.0, avg_price=75000, current_price=75000,
+):
+    state = PollState()
+    state.portfolio = {"holdings": [{
+        "ticker": ticker, "name": name,
+        "avg_price": avg_price, "current_price": current_price,
+        "pnl_pct": pnl_pct, "profit_rate": pnl_pct * 100,
+        "quantity": 100, "broker": "키움",
+    }]}
+    state.screener_preview = {"items": []}
+    return state
+
+
+@pytest.fixture
+def dedup_mock():
+    d = MagicMock()
+    d.is_recent.return_value = False
+    return d
+
+
+def test_buy_signal_when_all_conditions_pass_and_confidence_high(dedup_mock):
+    state = _make_state_with_buy_candidate()
+    generate_signals(state, dedup_mock, _settings())
+    assert "005930" in state.signals
+    sig = state.signals["005930"]
+    assert sig["action"] == "buy"
+    assert sig["confidence_webai"] > 0.7
+    dedup_mock.record.assert_called()
+
+
+def test_silent_when_chronos_median_negative(dedup_mock):
+    state = _make_state_with_buy_candidate(chronos_median=-0.01)
+    generate_signals(state, dedup_mock, _settings())
+    assert "005930" not in state.signals
+
+
+def test_silent_when_distribution_spread_too_wide(dedup_mock):
+    # spread = q90 - q10 = 0.5 - (-0.5) = 1.0 > 0.6 → hard gate fails
+    state = _make_state_with_buy_candidate(
+        chronos_median=0.001, chronos_q10=-0.5, chronos_q90=0.5,
+    )
+    generate_signals(state, dedup_mock, _settings())
+    assert "005930" not in state.signals
+
+
+def test_silent_when_momentum_not_strong_up(dedup_mock):
+    state = _make_state_with_buy_candidate(momentum="weak_up")
+    generate_signals(state, dedup_mock, _settings())
+    assert "005930" not in state.signals
+
+
+def test_silent_when_bid_ratio_below_threshold(dedup_mock):
+    state = _make_state_with_buy_candidate(bid_ratio=0.5)
+    generate_signals(state, dedup_mock, _settings())
+    assert "005930" not in state.signals
+
+
+def test_silent_when_confidence_below_threshold(dedup_mock):
+    # chronos_conf low + rank=20 → confidence < 0.7
+    state = _make_state_with_buy_candidate(chronos_conf=0.3)
+    # add 19 fake items to push 005930 rank to 20
+    state.screener_preview["items"] = (
+        [{"ticker": f"FAKE{i:03d}"} for i in range(19)]
+        + [{"ticker": "005930", "name": "삼성전자"}]
+    )
+    generate_signals(state, dedup_mock, _settings())
+    # confidence_webai = 0.3*0.5 + 1.0*0.3 + 0.05*0.2 = 0.46 < 0.7
+    assert "005930" not in state.signals
+
+
+def test_sell_signal_when_stop_loss_triggered(dedup_mock):
+    state = _make_state_with_holding(pnl_pct=-0.08, current_price=69000, avg_price=75000)
+    generate_signals(state, dedup_mock, _settings())
+    assert "005930" in state.signals
+    sig = state.signals["005930"]
+    assert sig["action"] == "sell"
+    assert sig["confidence_webai"] == 1.0
+    assert sig["pnl_pct"] == -0.08
+
+
+def test_sell_signal_when_take_profit_triggered(dedup_mock):
+    state = _make_state_with_holding(pnl_pct=0.16, current_price=87000, avg_price=75000)
+    generate_signals(state, dedup_mock, _settings())
+    assert "005930" in state.signals
+    sig = state.signals["005930"]
+    assert sig["action"] == "sell"
+    assert sig["confidence_webai"] == 0.6
+
+
+def test_silent_when_dedup_recently_sent(dedup_mock):
+    state = _make_state_with_buy_candidate()
+    dedup_mock.is_recent.return_value = True
+    generate_signals(state, dedup_mock, _settings())
+    assert "005930" not in state.signals
+    dedup_mock.record.assert_not_called()
+
+
+def test_sell_signal_triggers_on_anomaly_path(dedup_mock):
+    """Anomaly sell: median < -1%, momentum strong_down, low bid_ratio, confidence > threshold."""
+    state = PollState()
+    state.portfolio = {"holdings": [{
+        "ticker": "005930", "name": "삼성전자",
+        "avg_price": 75000, "current_price": 70000,
+        "pnl_pct": -0.067,  # within stop_loss tolerance (default -0.07): NOT triggering stop_loss
+        "quantity": 100, "broker": "키움",
+    }]}
+    state.screener_preview = {"items": []}
+    state.chronos_predictions["005930"] = {
+        "median": -0.025, "q10": -0.05, "q90": 0.005, "conf": 0.85,
+    }
+    state.minute_momentum["005930"] = "strong_down"
+    state.asking_price["005930"] = {"current_price": 70000, "bid_ratio": 0.30}
+    # bid_ratio 0.30 < (1 - 0.6) = 0.4 → anomaly bid_ratio gate passes
+    # confidence = 0.85*0.5 + 1.0*0.3 + 1.0*0.2 = 0.425 + 0.3 + 0.2 = 0.925 > 0.7
+
+    generate_signals(state, dedup_mock, _settings())
+
+    assert "005930" in state.signals
+    sig = state.signals["005930"]
+    assert sig["action"] == "sell"
+    assert sig["context"]["sell_reason"] == "anomaly"
+    assert sig["confidence_webai"] > 0.7