import asyncio import os import json import time from concurrent.futures import ProcessPoolExecutor from concurrent.futures.process import BrokenProcessPool from datetime import datetime from modules.config import Config from modules.services.kis import KISClient from modules.services.news import AsyncNewsCollector from modules.services.ollama import OllamaManager from modules.services.telegram import TelegramMessenger from modules.analysis.macro import MacroAnalyzer from modules.utils.monitor import SystemMonitor from modules.strategy.process import analyze_stock_process, calculate_position_size try: from theme_manager import ThemeManager except ImportError: class ThemeManager: def get_themes(self, code): return [] def init_worker(): try: from modules.utils.process_tracker import ProcessTracker ProcessTracker.register("Trading Bot Worker") except Exception: pass class AutoTradingBot: """ [v2.0] 개선된 자동매매 봇 주요 개선사항: 1. ATR 기반 동적 손절/익절 + 트레일링 스탑 2. 변동성 기반 포지션 사이징 (1주 고정 → 동적 수량) 3. 보유종목 분석 기반 매도 (score 기반 SELL 판단) 4. 매크로 상태를 분석 워커에 전달 (동적 임계값) 5. 최고가 추적 (트레일링 스탑용) 6. 상세한 매매 로그 및 텔레그램 알림 """ def __init__(self, ipc_lock=None, command_queue=None, shutdown_event=None): # 1. 서비스 초기화 self.kis = KISClient() self.news = AsyncNewsCollector() self.executor = ProcessPoolExecutor(max_workers=1, initializer=init_worker) try: list(self.executor.map(lambda x: x, range(1))) except Exception: pass self.messenger = TelegramMessenger() self.theme_manager = ThemeManager() self.ollama_monitor = OllamaManager() # 2. 유틸리티 초기화 self.monitor = SystemMonitor(self.messenger, self.ollama_monitor) # 3. 상태 변수 self.daily_trade_history = [] self.discovered_stocks = set() self.is_macro_warning_sent = False self.watchlist_updated_today = False self.report_sent = False # [v2.0] 트레일링 스탑용 최고가 추적 # {ticker: peak_price} self.peak_prices = {} # [v2.0] 최근 매크로 상태 캐싱 self.last_macro_status = None # 4. 프로세스 관리 self.shutdown_event = shutdown_event # 5. IPC (Shared Memory) try: from modules.utils.ipc import SharedIPC self.ipc = SharedIPC(lock=ipc_lock, command_queue=command_queue) except ImportError: print("[Bot] SharedIPC module not found.") self.ipc = None # 6. Watchlist Manager try: from watchlist_manager import WatchlistManager self.watchlist_manager = WatchlistManager(self.kis, watchlist_file=Config.WATCHLIST_FILE) except ImportError: self.watchlist_manager = None # 7. 기록 로드 self.history_file = Config.HISTORY_FILE self.load_trade_history() # 8. AI 하드웨어 점검 from modules.analysis.deep_learning import PricePredictor PricePredictor.verify_hardware() # 9. KIS 비동기 클라이언트 try: from modules.services.kis import KISAsyncClient self.kis_async = KISAsyncClient(self.kis) except ImportError: self.kis_async = None def load_trade_history(self): if os.path.exists(self.history_file): try: with open(self.history_file, "r", encoding="utf-8") as f: self.daily_trade_history = json.load(f) except Exception: self.daily_trade_history = [] else: self.daily_trade_history = [] def save_trade_history(self): try: with open(self.history_file, "w", encoding="utf-8") as f: json.dump(self.daily_trade_history, f, ensure_ascii=False, indent=2) except Exception as e: print(f"[Bot] Failed to save history: {e}") def load_watchlist(self): try: with open(Config.WATCHLIST_FILE, "r", encoding="utf-8") as f: return json.load(f) except Exception: return {} def _load_peak_prices(self): """트레일링 스탑용 최고가 데이터 로드""" peak_file = os.path.join(Config.DATA_DIR, "peak_prices.json") if os.path.exists(peak_file): try: with open(peak_file, "r", encoding="utf-8") as f: self.peak_prices = json.load(f) except Exception: self.peak_prices = {} def _save_peak_prices(self): """트레일링 스탑용 최고가 데이터 저장""" peak_file = os.path.join(Config.DATA_DIR, "peak_prices.json") try: with open(peak_file, "w", encoding="utf-8") as f: json.dump(self.peak_prices, f, indent=2) except Exception: pass def _update_peak_price(self, ticker, current_price): """보유 종목의 최고가 갱신""" if ticker not in self.peak_prices: self.peak_prices[ticker] = current_price elif current_price > self.peak_prices[ticker]: self.peak_prices[ticker] = current_price print(f" 📈 [Peak Updated] {ticker}: {current_price:,.0f}") def send_daily_report(self): if self.report_sent: return print("[Bot] Generating Daily Report...") balance = self.kis.get_balance() total_eval = int(balance.get("total_eval", 0)) deposit = int(balance.get("deposit", 0)) report = (f"📅 [Daily Closing Report]\n" f"💰 Total Asset: {total_eval:,}원\n" f"💵 Cash: {deposit:,}원\n" f"📜 Trades Today: {len(self.daily_trade_history)}건\n\n") # 매매 내역 if self.daily_trade_history: total_profit = 0 buy_count = 0 sell_count = 0 for trade in self.daily_trade_history: action = trade['action'] icon = "🔴" if action == "BUY" else "🔵" qty = trade.get('qty', 0) price = trade.get('price', 0) reason = trade.get('reason', '') report += f"{icon} {action} {trade['name']} {qty}주 @ {price:,.0f}원" if reason: report += f" ({reason})" report += "\n" if action == "BUY": buy_count += 1 else: sell_count += 1 total_profit += trade.get('profit', 0) report += f"\n📊 매수 {buy_count}건 / 매도 {sell_count}건" if sell_count > 0: report += f" | 실현손익: {total_profit:,.0f}원" report += "\n" # 보유종목 현황 if "holdings" in balance and balance["holdings"]: report += "\n📊 [Holdings]\n" for stock in balance["holdings"]: yld = float(stock.get('yield', 0)) profit_loss = int(stock.get('profit_loss', 0)) if yld > 0: icon = "🔴" yld_str = f"+{yld}" elif yld < 0: icon = "🔵" yld_str = f"{yld}" else: icon = "⚪" yld_str = f"{yld}" report += (f"{icon} {stock['name']}: {yld_str}% " f"({profit_loss:+,}원)\n") self.messenger.send_message(report) self.report_sent = True def restart_executor(self): print("[Bot] Restarting Process Executor...") try: self.executor.shutdown(wait=False) except Exception: pass self.executor = ProcessPoolExecutor(max_workers=1, initializer=init_worker) print("[Bot] Process Executor Restarted.") def _process_commands(self): """IPC command queue 폴링 및 처리""" if not self.ipc: return commands = self.ipc.poll_commands() for cmd in commands: command = cmd.get('command', '') print(f"[Bot] Received command: {command}") if command == 'restart': self.messenger.send_message("[Bot] Restart requested via Telegram.") self.restart_executor() elif command == 'update_watchlist': if self.watchlist_manager: try: summary = self.watchlist_manager.update_watchlist_daily() self.messenger.send_message(f"[Watchlist Updated]\n{summary}") except Exception as e: self.messenger.send_message(f"Watchlist update failed: {e}") async def run_cycle(self): now = datetime.now() # 0. 명령 큐 폴링 self._process_commands() # 1. 거시경제 분석 macro_status = MacroAnalyzer.get_macro_status(self.kis) self.last_macro_status = macro_status is_crash = False if macro_status['status'] == 'DANGER': is_crash = True if not self.is_macro_warning_sent: self.messenger.send_message( "🚨 [MARKET CRASH ALERT]\n" "시장 급락 감지! 매수 중단, 매도 기준 상향.\n" f"Risk Score: {macro_status['risk_score']}") self.is_macro_warning_sent = True elif macro_status['status'] == 'CAUTION': if not self.is_macro_warning_sent: self.messenger.send_message( "⚠️ [MARKET CAUTION]\n" "시장 불안정. 보수적 매매 모드 전환.\n" f"Risk Score: {macro_status['risk_score']}") self.is_macro_warning_sent = True else: if self.is_macro_warning_sent: self.messenger.send_message("🌤️ [MARKET RECOVERY] 시장 안정화.") self.is_macro_warning_sent = False # 2. IPC 상태 업데이트 if self.ipc: try: balance = self.kis.get_balance() gpu_status = self.ollama_monitor.get_gpu_status() watchlist = self.load_watchlist() self.ipc.write_status({ 'balance': balance, 'gpu': gpu_status, 'watchlist': watchlist, 'discovered_stocks': list(self.discovered_stocks), 'is_macro_warning': self.is_macro_warning_sent, 'macro_indices': macro_status['indicators'], 'themes': {} }) except Exception: pass # 3. 아침 업데이트 (08:00) if now.hour == 8 and 0 <= now.minute < 5: if not self.watchlist_updated_today and self.watchlist_manager: print("[Bot] Morning Update...") try: summary = self.watchlist_manager.update_watchlist_daily() self.messenger.send_message(summary) self.watchlist_updated_today = True except Exception as e: self.messenger.send_message(f"Update Failed: {e}") # 4. 리셋 (09:00) if now.hour == 9 and now.minute < 5: self.daily_trade_history = [] self.save_trade_history() self.report_sent = False self.discovered_stocks.clear() self.watchlist_updated_today = False # 전일 최고가 초기화 (보유하지 않는 종목) self._load_peak_prices() # 5. 시스템 감시 (3분 간격) self.monitor.check_health() # 6. 장 운영 시간 체크 if not (9 <= now.hour < 15 or (now.hour == 15 and now.minute < 30)): if now.hour == 15 and now.minute >= 40: self.send_daily_report() print("[Bot] Market Closed. Waiting...") return print(f"[Bot] Cycle Start: {now.strftime('%H:%M:%S')}") # 7. 종목 분석 및 매매 target_dict = self.load_watchlist() # [v2.0] 잔고 조회 및 보유종목 맵 생성 balance = self.kis.get_balance() current_holdings = {} total_eval = int(balance.get("total_eval", 0)) if balance and "holdings" in balance: for stock in balance["holdings"]: code = stock.get("code") qty = int(stock.get("qty", 0)) if qty > 0: current_holdings[code] = stock # 최고가 업데이트 (트레일링 스탑용) current_price = float(stock.get('current_price', 0)) if current_price > 0: self._update_peak_price(code, current_price) # [v2.0] 보유종목도 분석 대상에 포함 (watchlist에 없어도) for code in current_holdings: if code not in target_dict: name = current_holdings[code].get('name', 'Unknown') target_dict[code] = name print(f"[Bot] Added holding to analysis: {name} ({code})") # 분석 실행 (병렬 처리) analysis_tasks = [] news_data = await self.news.get_market_news_async() tracking_deposit = int(balance.get("deposit", 0)) try: for ticker, name in target_dict.items(): prices = self.kis.get_daily_price(ticker) if not prices: continue investor_trend = self.kis.get_investor_trend(ticker) # [v2.0] 보유 정보 전달 (분석 워커에서 동적 손절/익절 사용) holding_info = None if ticker in current_holdings: h = current_holdings[ticker] holding_info = { 'qty': int(h.get('qty', 0)), 'yield': float(h.get('yield', 0.0)), 'purchase_price': float(h.get('purchase_price', 0)), 'current_price': float(h.get('current_price', 0)), 'peak_price': self.peak_prices.get(ticker, float(h.get('current_price', 0))) } future = self.executor.submit( analyze_stock_process, ticker, prices, news_data, investor_trend, macro_status, holding_info) analysis_tasks.append(future) # 결과 처리 loop = asyncio.get_event_loop() for future in analysis_tasks: try: res = await loop.run_in_executor(None, future.result) ticker = res['ticker'] ticker_name = target_dict.get(ticker, 'Unknown') print(f"[Bot] [{ticker_name}] Score: {res['score']:.2f} ({res['decision']})" f" | SL:{res.get('sl_tp', {}).get('stop_loss_pct', 'N/A')}%" f" TP:{res.get('sl_tp', {}).get('take_profit_pct', 'N/A')}%") # ===== 매수 처리 ===== if res['decision'] == "BUY": if is_crash: print(f"[Bot] [Skip Buy] Market DANGER mode - {ticker_name}") continue current_price = float(res['current_price']) if current_price <= 0: continue # [v2.0] 포지션 사이징 (동적 수량) qty = calculate_position_size( total_capital=total_eval if total_eval > 0 else tracking_deposit, current_price=current_price, volatility=res.get('volatility', 2.0), score=res['score'], ai_confidence=res.get('ai_confidence', 0.5) ) if qty <= 0: print(f"[Bot] [Skip Buy] Position size = 0 ({ticker_name})") continue required_amount = current_price * qty # 예수금 확인 if tracking_deposit < required_amount: # 수량 줄여서 재시도 qty = int(tracking_deposit / current_price) if qty <= 0: print(f"[Bot] [Skip Buy] 예수금 부족 ({ticker_name}): " f"필요 {required_amount:,.0f} > 잔고 {tracking_deposit:,.0f}") continue required_amount = current_price * qty print(f"[Bot] Buying {ticker_name} {qty}ea @ ~{current_price:,.0f}") order = self.kis.buy_stock(ticker, qty) if order.get("status"): reason = res.get('decision_reason', '') sl_tp = res.get('sl_tp', {}) msg = (f"🔴 [BUY] {ticker_name} {qty}주\n" f" Price: {current_price:,.0f}원\n" f" Score: {res['score']:.2f}\n" f" SL: {sl_tp.get('stop_loss_pct', -5):.1f}%" f" | TP: {sl_tp.get('take_profit_pct', 8):.1f}%" f" | Trail: {sl_tp.get('trailing_stop_pct', 3):.1f}%") if reason: msg += f"\n Reason: {reason}" self.messenger.send_message(msg) self.daily_trade_history.append({ "action": "BUY", "name": ticker_name, "qty": qty, "price": current_price, "score": res['score'], "reason": reason }) self.save_trade_history() tracking_deposit -= required_amount # 최고가 초기 설정 self.peak_prices[ticker] = current_price self._save_peak_prices() # ===== 매도 처리 (v2.0 - 분석 기반 매도) ===== elif res['decision'] == "SELL" and ticker in current_holdings: h = current_holdings[ticker] qty = int(h.get('qty', 0)) yld = float(h.get('yield', 0.0)) profit_loss = int(h.get('profit_loss', 0)) if qty > 0: print(f"[Bot] Selling {ticker_name} {qty}ea (Yield: {yld:.1f}%)") sell_res = self.kis.sell_stock(ticker, qty) if sell_res and sell_res.get("status"): reason = res.get('decision_reason', 'AI Signal') msg = (f"🔵 [SELL] {ticker_name} {qty}주\n" f" Yield: {yld:.1f}%\n" f" P&L: {profit_loss:+,}원\n" f" Reason: {reason}") self.messenger.send_message(msg) self.daily_trade_history.append({ "action": "SELL", "name": ticker_name, "qty": qty, "price": float(h.get('current_price', 0)), "yield": yld, "profit": profit_loss, "reason": reason }) self.save_trade_history() # 최고가 기록 삭제 if ticker in self.peak_prices: del self.peak_prices[ticker] self._save_peak_prices() except BrokenProcessPool: raise except Exception as e: print(f"[Bot] Analysis Worker Error: {e}") except BrokenProcessPool: print("[Bot] Worker Process Crashed. Restarting Executor...") self.restart_executor() except KeyboardInterrupt: raise except Exception as e: print(f"[Bot] Cycle Loop Error: {e}") def loop(self): print(f"[Bot] Module Started (PID: {os.getpid()}) [v2.0]") self.messenger.send_message( "🚀 [Bot Started v2.0]\n" "개선사항: 동적 손절/익절, 트레일링 스탑, 포지션 사이징, 분석 기반 매도") # 최고가 데이터 로드 self._load_peak_prices() loop = asyncio.new_event_loop() asyncio.set_event_loop(loop) try: while True: if self.shutdown_event and self.shutdown_event.is_set(): print("[Bot] Shutdown signal received.") break try: loop.run_until_complete(self.run_cycle()) except Exception as e: print(f"[Bot] Loop Error: {e}") self.messenger.send_message(f"[Bot] Loop Error: {e}") for _ in range(60): if self.shutdown_event and self.shutdown_event.is_set(): break time.sleep(1) except KeyboardInterrupt: print("[Bot] Stopped by User.") finally: print("[Bot] Shutting down executor...") self.executor.shutdown(wait=False) if self.ipc: self.ipc.cleanup() loop.close() print("[Bot] Executor shutdown complete.")