Files
ai-trade/ai_trade/scheduler.py
gahusb bea27a75cf fix(ai_trade): post-close trigger를 상태기반으로 변경 (F3)
코드 리뷰 F3: _is_post_close_trigger가 16:00:00-16:00:59 1분 윈도우만 true.
5분 sleep + 비결정적 cycle 시작시각 조합으로 영영 못 잡는 경우 존재
(예: cycle이 15:31에 시작하면 15:36, 15:41 ... 16:01에 깸).

"오늘 아직 post-close 안 돌렸고 현재 시각 ≥ 16:00" 상태기반으로 변경.
poll_loop가 last_post_close_date 변수로 일 1회 실행 보장.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-25 19:36:10 +09:00

109 lines
3.5 KiB
Python

"""Polling scheduler — 시간대별 분기 + 휴장일 처리."""
from __future__ import annotations
import json
import logging
from datetime import datetime, timedelta, time
from pathlib import Path
from zoneinfo import ZoneInfo
logger = logging.getLogger(__name__)
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 (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."""
if now.weekday() >= 5: # Sat/Sun
return False
return now.strftime("%Y-%m-%d") not in _HOLIDAYS
def _is_polling_window(now: datetime) -> bool:
"""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:
"""다음 폴링까지 sleep 초수."""
if not _is_market_day(now):
return _seconds_until_next_market_open(now)
t = now.time()
if _PRE_OPEN <= t < _OPEN:
return 300.0 # 장전 5분
elif _OPEN <= t < _CLOSE:
return 60.0 # 장중 1분
elif _CLOSE <= t < _POST_END:
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:
# 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 _is_post_close_trigger(now: datetime, last_post_close_date) -> bool:
"""F3 — 16:00 KST 이후 오늘 아직 post-close cycle 안 돌렸으면 True (상태기반).
이전엔 16:00:00-16:00:59 1분 윈도우라 5분 sleep + 비결정적 cycle 시작시각
조합으로 영영 못 잡는 경우 발생 (예: cycle이 15:31에 시작되면 16:01에 깸).
Args:
now: 현재 KST datetime.
last_post_close_date: 마지막 post-close 실행 영업일 date (None=미실행).
"""
if not _is_market_day(now):
return False
if now.time() < time(16, 0):
return False
return last_post_close_date != now.date()
def _seconds_until_next_market_open(now: datetime) -> float:
"""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)
for _ in range(14): # safety bound (max 2 weeks of holidays)
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