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