1438 lines
51 KiB
Markdown
1438 lines
51 KiB
Markdown
# trade-monitor 워커 구현 계획
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> **For agentic workers:** REQUIRED SUB-SKILL: Use superpowers:subagent-driven-development (recommended) or superpowers:executing-plans to implement this plan task-by-task. Steps use checkbox (`- [ ]`) syntax for tracking.
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**Goal:** 실시간 매매 알람 스펙(§5·§6)의 Windows-side `trade-monitor` 워커를 구현한다 — 60초 루프로 NAS monitor-set을 조회하고 KIS 시세로 8개 매수/매도 조건을 평가해 firing 집합을 report하며 Redis heartbeat를 발신.
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**Architecture:** FastAPI + asyncio 루프 워커(형제 `task-watcher`/`image-render` 관례). 순수 모듈(`indicators`/`conditions`)에 §6 조건 로직을 격리하고, 경계 모듈(`kis_client`/`nas_client`)에 HTTP를 격리한다. `monitor.py`가 오케스트레이션하고 `_shared.heartbeat.heartbeat_loop`을 15초 독립 태스크로 재사용한다.
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**Tech Stack:** Python 3.12, FastAPI, httpx(async), redis.asyncio, pytest + respx. WSL2 Docker(`services/docker-compose.yml`).
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**설계 원본:** `services/trade-monitor/DESIGN.md` · 권위 계약: web-backend `docs/superpowers/specs/2026-07-02-realtime-trade-alerts-design.md`.
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## Global Constraints
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- Python `3.12` (Dockerfile `python:3.12-slim-bookworm`).
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- 워커 **무상태** — dedup 없음, 매 사이클 firing 전체 집합 전송(빈 배열 포함).
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- 비-KRX 티커 skip — 6자리 숫자 티커만 처리.
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- 세션 게이트는 `monitor-set.session`에 위임 — 워커는 KST 캘린더 재구현 안 함. `session=="closed"`면 KIS 호출 0.
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- KIS 토큰: **전용** `TM_KIS_APP_KEY/SECRET`로 자체 발급(ai_trade와 분리).
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- heartbeat 키 `worker:trade-monitor:heartbeat`, TTL **EX45**, kind `trader`, state ∈ `{market_open, market_closed, idle}`.
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- 테스트 실행: `C:\Users\jaeoh\AppData\Local\Programs\Python\Python312\python.exe -m pytest services/trade-monitor/tests -q` (web-ai 루트에서). 이하 `python`은 이 경로를 뜻함.
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- 커밋 경로: **web-ai repo에서만** commit/push.
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- 모든 firing 항목 스키마: `{"ticker","kind","condition","price","detail":{...}}`.
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---
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## File Structure
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| 파일 | 책임 |
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| `services/trade-monitor/config.py` | `Settings` dataclass + `load_settings()` (env) |
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| `services/trade-monitor/indicators.py` | 순수: `sma`, `rsi_series`, `highest_high` |
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| `services/trade-monitor/conditions.py` | 순수: `evaluate_buy`, `evaluate_sell`, `_fire` |
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| `services/trade-monitor/kis_client.py` | `KISClient`: 자체 토큰 + `get_quote` + `get_daily_ohlcv` + throttle |
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| `services/trade-monitor/nas_client.py` | `NASClient`: `get_monitor_set` + `post_report` (X-WebAI-Key) |
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| `services/trade-monitor/monitor.py` | `MonitorState`, `filter_krx`, `_build_ctx`, `run_cycle`, `monitor_loop`, `make_state_fn` |
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| `services/trade-monitor/main.py` | FastAPI lifespan(루프+heartbeat 스폰) + `/health` |
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| `services/trade-monitor/conftest.py` | services/ 루트를 sys.path에 추가 |
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| `services/trade-monitor/tests/*` | 단위 테스트 |
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| `services/trade-monitor/Dockerfile` | task-watcher 관례 복제(`_shared` COPY) |
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| `services/trade-monitor/requirements.txt`, `.env.example` | 의존성 / env 문서 |
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| `services/docker-compose.yml` (수정) | `trade-monitor` 서비스(포트 18715) |
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---
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### Task 1: 스캐폴딩 + config
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**Files:**
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- Create: `services/trade-monitor/requirements.txt`
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- Create: `services/trade-monitor/conftest.py`
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- Create: `services/trade-monitor/tests/__init__.py`
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- Create: `services/trade-monitor/config.py`
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- Test: `services/trade-monitor/tests/test_config.py`
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**Interfaces:**
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- Produces: `Settings` dataclass — fields `nas_base_url:str, webai_api_key:str, redis_url:str, kis_app_key:str, kis_app_secret:str, kis_account:str, kis_is_virtual:bool, loop_interval:int, climax_vol_mult:float`. `load_settings() -> Settings` (reads env with defaults).
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- [ ] **Step 1: 스캐폴딩 파일 생성**
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`services/trade-monitor/requirements.txt`:
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```
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fastapi==0.115.6
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uvicorn[standard]==0.34.0
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redis>=5.0
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httpx>=0.27
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pytest>=8.0
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respx>=0.21
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```
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`services/trade-monitor/conftest.py`:
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```python
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"""services/ 루트를 sys.path에 추가 — from _shared.heartbeat import 가능하게."""
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import sys
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from pathlib import Path
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sys.path.insert(0, str(Path(__file__).resolve().parent.parent))
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```
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`services/trade-monitor/tests/__init__.py`: (빈 파일)
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```python
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```
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- [ ] **Step 2: 실패 테스트 작성** — `services/trade-monitor/tests/test_config.py`
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```python
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"""Settings env 로드 — 기본값 + override."""
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from config import load_settings
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def test_defaults(monkeypatch):
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for k in ("NAS_BASE_URL", "WEBAI_API_KEY", "REDIS_URL", "TM_KIS_APP_KEY",
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"TM_KIS_APP_SECRET", "TM_KIS_ACCOUNT", "TM_KIS_IS_VIRTUAL",
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"TM_LOOP_INTERVAL", "TM_CLIMAX_VOL_MULT"):
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monkeypatch.delenv(k, raising=False)
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s = load_settings()
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assert s.nas_base_url == "http://192.168.45.54:18500"
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assert s.redis_url == "redis://192.168.45.54:6379"
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assert s.kis_is_virtual is False
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assert s.loop_interval == 60
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assert s.climax_vol_mult == 3.0
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def test_override(monkeypatch):
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monkeypatch.setenv("TM_KIS_IS_VIRTUAL", "1")
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monkeypatch.setenv("TM_LOOP_INTERVAL", "30")
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monkeypatch.setenv("TM_CLIMAX_VOL_MULT", "2.5")
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monkeypatch.setenv("WEBAI_API_KEY", "secret")
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s = load_settings()
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assert s.kis_is_virtual is True
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assert s.loop_interval == 30
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assert s.climax_vol_mult == 2.5
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assert s.webai_api_key == "secret"
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```
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- [ ] **Step 3: 실패 확인**
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Run: `python -m pytest services/trade-monitor/tests/test_config.py -q`
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Expected: FAIL — `ModuleNotFoundError: No module named 'config'`
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- [ ] **Step 4: config.py 구현**
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```python
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"""Settings — 환경변수 로드. TM_ 접두사로 ai_trade와 분리."""
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from __future__ import annotations
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import os
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from dataclasses import dataclass
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@dataclass
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class Settings:
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nas_base_url: str
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webai_api_key: str
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redis_url: str
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kis_app_key: str
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kis_app_secret: str
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kis_account: str
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kis_is_virtual: bool
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loop_interval: int
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climax_vol_mult: float
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def load_settings() -> Settings:
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return Settings(
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nas_base_url=os.getenv("NAS_BASE_URL", "http://192.168.45.54:18500"),
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webai_api_key=os.getenv("WEBAI_API_KEY", ""),
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redis_url=os.getenv("REDIS_URL", "redis://192.168.45.54:6379"),
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kis_app_key=os.getenv("TM_KIS_APP_KEY", ""),
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kis_app_secret=os.getenv("TM_KIS_APP_SECRET", ""),
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kis_account=os.getenv("TM_KIS_ACCOUNT", ""),
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kis_is_virtual=os.getenv("TM_KIS_IS_VIRTUAL", "0") == "1",
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loop_interval=int(os.getenv("TM_LOOP_INTERVAL", "60")),
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climax_vol_mult=float(os.getenv("TM_CLIMAX_VOL_MULT", "3.0")),
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)
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```
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- [ ] **Step 5: 통과 확인**
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Run: `python -m pytest services/trade-monitor/tests/test_config.py -q`
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Expected: PASS (2 passed)
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- [ ] **Step 6: 커밋**
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```bash
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git add services/trade-monitor/requirements.txt services/trade-monitor/conftest.py services/trade-monitor/tests/__init__.py services/trade-monitor/config.py services/trade-monitor/tests/test_config.py services/trade-monitor/DESIGN.md services/trade-monitor/PLAN.md
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git commit -m "feat(trade-monitor): 스캐폴딩 + config"
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```
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---
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### Task 2: indicators (순수)
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**Files:**
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- Create: `services/trade-monitor/indicators.py`
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- Test: `services/trade-monitor/tests/test_indicators.py`
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**Interfaces:**
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- Produces:
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- `sma(values: list[float], period: int) -> float | None` — 최근 `period`개 평균, 부족하면 None
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- `rsi_series(closes: list[float], period: int = 14) -> list[float]` — Wilder RSI 시계열(closes[period:]에 정렬). 부족하면 `[]`
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- `highest_high(highs: list[float], period: int) -> float | None` — 최근 `period`개 최댓값, 부족하면 None
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- [ ] **Step 1: 실패 테스트 작성** — `services/trade-monitor/tests/test_indicators.py`
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```python
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"""indicators — 순수 수치 검증."""
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from indicators import sma, rsi_series, highest_high
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def test_sma_basic():
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assert sma([1, 2, 3, 4, 5], 5) == 3.0
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assert sma([1, 2, 3, 4, 5], 2) == 4.5
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def test_sma_insufficient():
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assert sma([1, 2], 5) is None
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assert sma([], 3) is None
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def test_highest_high():
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assert highest_high([1, 9, 3, 4], 3) == 9
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assert highest_high([1, 2, 3], 3) == 3
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assert highest_high([1, 2], 3) is None
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def test_rsi_all_gains_is_100():
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# 단조 증가 → 손실 0 → RSI 100
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closes = [float(i) for i in range(1, 20)]
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rs = rsi_series(closes, 14)
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assert rs, "series should not be empty"
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assert rs[-1] == 100.0
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def test_rsi_insufficient():
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assert rsi_series([1, 2, 3], 14) == []
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def test_rsi_known_range():
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# 등락 섞인 시계열 → RSI는 0~100 사이
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closes = [10, 11, 10.5, 11.5, 11, 12, 11.8, 12.5, 12, 13,
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12.7, 13.2, 12.9, 13.5, 13.1, 13.8]
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rs = rsi_series(closes, 14)
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assert len(rs) == len(closes) - 14
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assert all(0.0 <= v <= 100.0 for v in rs)
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```
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- [ ] **Step 2: 실패 확인**
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Run: `python -m pytest services/trade-monitor/tests/test_indicators.py -q`
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Expected: FAIL — `ModuleNotFoundError: No module named 'indicators'`
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- [ ] **Step 3: indicators.py 구현**
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```python
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"""순수 TA 지표 — sma / rsi_series / highest_high."""
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from __future__ import annotations
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def sma(values: list[float], period: int) -> float | None:
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if period <= 0 or len(values) < period:
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return None
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return sum(values[-period:]) / period
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def highest_high(highs: list[float], period: int) -> float | None:
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if period <= 0 or len(highs) < period:
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return None
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return max(highs[-period:])
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def rsi_series(closes: list[float], period: int = 14) -> list[float]:
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"""Wilder RSI. 반환 리스트는 closes[period:]에 1:1 정렬. 부족하면 []."""
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if len(closes) <= period:
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return []
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deltas = [closes[i] - closes[i - 1] for i in range(1, len(closes))]
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gains = [d if d > 0 else 0.0 for d in deltas]
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losses = [-d if d < 0 else 0.0 for d in deltas]
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def _rsi(ag: float, al: float) -> float:
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if al == 0:
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return 100.0
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rs = ag / al
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return 100.0 - 100.0 / (1.0 + rs)
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avg_gain = sum(gains[:period]) / period
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avg_loss = sum(losses[:period]) / period
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out = [_rsi(avg_gain, avg_loss)]
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for i in range(period, len(deltas)):
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avg_gain = (avg_gain * (period - 1) + gains[i]) / period
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avg_loss = (avg_loss * (period - 1) + losses[i]) / period
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out.append(_rsi(avg_gain, avg_loss))
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return out
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```
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- [ ] **Step 4: 통과 확인**
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Run: `python -m pytest services/trade-monitor/tests/test_indicators.py -q`
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Expected: PASS (6 passed)
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- [ ] **Step 5: 커밋**
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```bash
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git add services/trade-monitor/indicators.py services/trade-monitor/tests/test_indicators.py
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git commit -m "feat(trade-monitor): 순수 지표 모듈 (sma/rsi/highest_high)"
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```
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---
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### Task 3: conditions — 매수 (순수, §6)
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**Files:**
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- Create: `services/trade-monitor/conditions.py`
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- Test: `services/trade-monitor/tests/test_conditions_buy.py`
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**Interfaces:**
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- Consumes: `indicators.sma`, `indicators.rsi_series`, `indicators.highest_high`.
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- ctx 계약(dict): `ticker,name,price,day_open,today_volume,closes,highs,lows,volumes,avg_price,qty,holding_high,climax_vol_mult`.
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- Produces:
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- `_fire(ctx, kind, condition, price, detail) -> dict` → `{"ticker","kind","condition","price","detail"}`
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- `evaluate_buy(ctx: dict, params: dict) -> list[dict]` — params `{rsi_oversold, breakout_vol_mult, pullback_pct}`
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- [ ] **Step 1: 실패 테스트 작성** — `services/trade-monitor/tests/test_conditions_buy.py`
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```python
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"""evaluate_buy — 3개 매수 조건 경계."""
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from conditions import evaluate_buy
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BUY_PARAMS = {"rsi_oversold": 30, "breakout_vol_mult": 1.5, "pullback_pct": 0.02}
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def _ctx(**over):
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base = dict(
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ticker="005930", name="삼성전자", price=100.0, day_open=99.0,
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today_volume=1000.0, closes=[], highs=[], lows=[], volumes=[],
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avg_price=None, qty=None, holding_high=None, climax_vol_mult=3.0,
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)
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base.update(over)
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return base
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def _conditions(firing):
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return {f["condition"] for f in firing}
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def test_ma20_pullback_fires():
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# 정배열(ma20>ma50>ma200), 최근 저가가 ma20 근처, price가 ma20 위로 반등
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closes = [90.0] * 200 + [100.0] * 20 # ma20=100, ma50/ma200 낮음 → 정배열
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lows = [90.0] * 217 + [100.5, 100.4, 100.3] # 최근 3봉 저가 ~ma20*(1.02)=102 이하
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ctx = _ctx(price=101.0, closes=closes, highs=closes, lows=lows,
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volumes=[1.0] * len(closes))
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assert "buy_ma20_pullback" in _conditions(evaluate_buy(ctx, BUY_PARAMS))
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def test_ma20_pullback_skips_when_not_aligned():
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closes = [100.0] * 200 + [90.0] * 20 # 역배열
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ctx = _ctx(price=91.0, closes=closes, highs=closes, lows=closes,
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volumes=[1.0] * len(closes))
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assert "buy_ma20_pullback" not in _conditions(evaluate_buy(ctx, BUY_PARAMS))
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def test_breakout_fires():
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closes = [50.0] * 25
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highs = [60.0] * 25 # 직전 20봉 최고 60
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vols = [100.0] * 25 # avg20=100
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ctx = _ctx(price=61.0, today_volume=200.0, closes=closes, highs=highs,
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lows=closes, volumes=vols) # 61>60, 200>1.5*100
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assert "buy_breakout" in _conditions(evaluate_buy(ctx, BUY_PARAMS))
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def test_breakout_skips_on_low_volume():
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highs = [60.0] * 25
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ctx = _ctx(price=61.0, today_volume=120.0, closes=[50.0] * 25, highs=highs,
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lows=[50.0] * 25, volumes=[100.0] * 25) # 120 < 1.5*100=150
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assert "buy_breakout" not in _conditions(evaluate_buy(ctx, BUY_PARAMS))
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def test_rsi_bounce_fires():
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# 급락으로 RSI<30 찍고 반등하는 시계열
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closes = [100.0]
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for _ in range(14):
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closes.append(closes[-1] * 0.97) # 하락 → RSI 저하
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closes.append(closes[-1] * 1.05) # 마지막 반등
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closes.append(closes[-1] * 1.05)
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ctx = _ctx(price=closes[-1], closes=closes, highs=closes, lows=closes,
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volumes=[1.0] * len(closes))
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assert "buy_rsi_bounce" in _conditions(evaluate_buy(ctx, BUY_PARAMS))
|
|
|
|
|
|
def test_empty_series_no_fire():
|
|
assert evaluate_buy(_ctx(), BUY_PARAMS) == []
|
|
```
|
|
|
|
- [ ] **Step 2: 실패 확인**
|
|
|
|
Run: `python -m pytest services/trade-monitor/tests/test_conditions_buy.py -q`
|
|
Expected: FAIL — `ModuleNotFoundError: No module named 'conditions'`
|
|
|
|
- [ ] **Step 3: conditions.py 구현 (매수 + _fire)**
|
|
|
|
```python
|
|
"""§6 조건 로직 (순수). ctx + params → firing 리스트."""
|
|
from __future__ import annotations
|
|
|
|
from indicators import sma, rsi_series, highest_high
|
|
|
|
|
|
def _fire(ctx: dict, kind: str, condition: str, price: float, detail: dict) -> dict:
|
|
return {
|
|
"ticker": ctx["ticker"], "kind": kind,
|
|
"condition": condition, "price": price, "detail": detail,
|
|
}
|
|
|
|
|
|
def evaluate_buy(ctx: dict, params: dict) -> list[dict]:
|
|
price = ctx["price"]
|
|
closes, highs, lows, vols = ctx["closes"], ctx["highs"], ctx["lows"], ctx["volumes"]
|
|
rsi_os = params.get("rsi_oversold", 30)
|
|
vol_mult = params.get("breakout_vol_mult", 1.5)
|
|
pullback = params.get("pullback_pct", 0.02)
|
|
firing: list[dict] = []
|
|
|
|
# buy_ma20_pullback — 정배열 + ma20 근접 저가 + 반등 복귀
|
|
ma20, ma50, ma200 = sma(closes, 20), sma(closes, 50), sma(closes, 200)
|
|
if ma20 and ma50 and ma200 and ma20 > ma50 > ma200 and len(lows) >= 3:
|
|
recent_low = min(lows[-3:])
|
|
if recent_low <= ma20 * (1 + pullback) and price > ma20:
|
|
firing.append(_fire(ctx, "buy", "buy_ma20_pullback", price, {
|
|
"ma20": round(ma20, 1), "ma50": round(ma50, 1),
|
|
"ma200": round(ma200, 1), "recent_low": recent_low,
|
|
}))
|
|
|
|
# buy_breakout — 직전 20봉 고점 돌파 + 거래량 배수
|
|
prior_high20 = highest_high(highs, 20)
|
|
avg_vol20 = sma(vols, 20)
|
|
if prior_high20 and avg_vol20 and price > prior_high20 \
|
|
and ctx["today_volume"] > vol_mult * avg_vol20:
|
|
firing.append(_fire(ctx, "buy", "buy_breakout", price, {
|
|
"prior_high_20": prior_high20,
|
|
"vol_mult": round(ctx["today_volume"] / avg_vol20, 2),
|
|
"avg_vol_20": round(avg_vol20, 0),
|
|
}))
|
|
|
|
# buy_rsi_bounce — RSI 과매도 후 반등 (무상태 재계산)
|
|
rs = rsi_series(closes, 14)
|
|
if len(rs) >= 3 and min(rs[-3:]) < rsi_os and rs[-1] > rsi_os and rs[-1] > rs[-2]:
|
|
firing.append(_fire(ctx, "buy", "buy_rsi_bounce", price, {
|
|
"rsi": round(rs[-1], 1), "rsi_prev": round(rs[-2], 1),
|
|
"rsi_oversold": rsi_os,
|
|
}))
|
|
|
|
return firing
|
|
```
|
|
|
|
- [ ] **Step 4: 통과 확인**
|
|
|
|
Run: `python -m pytest services/trade-monitor/tests/test_conditions_buy.py -q`
|
|
Expected: PASS (6 passed)
|
|
|
|
- [ ] **Step 5: 커밋**
|
|
|
|
```bash
|
|
git add services/trade-monitor/conditions.py services/trade-monitor/tests/test_conditions_buy.py
|
|
git commit -m "feat(trade-monitor): 매수 조건 (ma20_pullback/breakout/rsi_bounce)"
|
|
```
|
|
|
|
---
|
|
|
|
### Task 4: conditions — 매도 (순수, §6)
|
|
|
|
**Files:**
|
|
- Modify: `services/trade-monitor/conditions.py` (add `evaluate_sell`)
|
|
- Test: `services/trade-monitor/tests/test_conditions_sell.py`
|
|
|
|
**Interfaces:**
|
|
- Produces: `evaluate_sell(ctx: dict, params: dict) -> list[dict]` — params `{stop_pct, take_pct, trailing_pct}`. `sell_climax` 임계는 `ctx["climax_vol_mult"]`.
|
|
|
|
- [ ] **Step 1: 실패 테스트 작성** — `services/trade-monitor/tests/test_conditions_sell.py`
|
|
|
|
```python
|
|
"""evaluate_sell — 5개 매도 조건 경계."""
|
|
from conditions import evaluate_sell
|
|
|
|
EXIT = {"stop_pct": 0.08, "take_pct": 0.25, "trailing_pct": 0.10}
|
|
|
|
|
|
def _ctx(**over):
|
|
base = dict(
|
|
ticker="000660", name="SK하이닉스", price=100.0, day_open=100.0,
|
|
today_volume=100.0, closes=[100.0] * 60, highs=[100.0] * 60,
|
|
lows=[100.0] * 60, volumes=[100.0] * 60,
|
|
avg_price=100.0, qty=10, holding_high=100.0, climax_vol_mult=3.0,
|
|
)
|
|
base.update(over)
|
|
return base
|
|
|
|
|
|
def _c(firing):
|
|
return {f["condition"] for f in firing}
|
|
|
|
|
|
def test_stop_loss_fires():
|
|
ctx = _ctx(price=90.0, avg_price=100.0) # -10% <= -8%
|
|
assert "sell_stop_loss" in _c(evaluate_sell(ctx, EXIT))
|
|
|
|
|
|
def test_stop_loss_skips_above_threshold():
|
|
ctx = _ctx(price=95.0, avg_price=100.0) # -5% > -8%
|
|
assert "sell_stop_loss" not in _c(evaluate_sell(ctx, EXIT))
|
|
|
|
|
|
def test_take_profit_fires():
|
|
ctx = _ctx(price=130.0, avg_price=100.0) # +30% >= 25%
|
|
assert "sell_take_profit" in _c(evaluate_sell(ctx, EXIT))
|
|
|
|
|
|
def test_trailing_stop_fires():
|
|
ctx = _ctx(price=89.0, holding_high=100.0) # 89 <= 100*0.9=90
|
|
assert "sell_trailing_stop" in _c(evaluate_sell(ctx, EXIT))
|
|
|
|
|
|
def test_ma_break_severity_high():
|
|
# price가 ma50/ma200 아래 → severity high
|
|
closes = [200.0] * 60
|
|
ctx = _ctx(price=100.0, closes=closes, avg_price=100.0, holding_high=100.0)
|
|
firing = evaluate_sell(ctx, EXIT)
|
|
mb = [f for f in firing if f["condition"] == "sell_ma_break"]
|
|
assert mb and mb[0]["detail"]["severity"] == "high"
|
|
|
|
|
|
def test_climax_fires():
|
|
# 거래량 3배 이상 + 종가(현재가)<시가 반전
|
|
ctx = _ctx(price=98.0, day_open=100.0, today_volume=400.0,
|
|
volumes=[100.0] * 60) # 400 >= 3*100, 98<100
|
|
assert "sell_climax" in _c(evaluate_sell(ctx, EXIT))
|
|
|
|
|
|
def test_climax_skips_when_not_reversal():
|
|
ctx = _ctx(price=101.0, day_open=100.0, today_volume=400.0,
|
|
volumes=[100.0] * 60) # 상승 마감 → 반전 아님
|
|
assert "sell_climax" not in _c(evaluate_sell(ctx, EXIT))
|
|
|
|
|
|
def test_no_avg_no_pnl_conditions():
|
|
# avg_price None(보유정보 없음) → stop/take 미발화
|
|
ctx = _ctx(price=50.0, avg_price=None, holding_high=None,
|
|
closes=[100.0] * 60)
|
|
conds = _c(evaluate_sell(ctx, EXIT))
|
|
assert "sell_stop_loss" not in conds and "sell_take_profit" not in conds
|
|
```
|
|
|
|
- [ ] **Step 2: 실패 확인**
|
|
|
|
Run: `python -m pytest services/trade-monitor/tests/test_conditions_sell.py -q`
|
|
Expected: FAIL — `ImportError: cannot import name 'evaluate_sell'`
|
|
|
|
- [ ] **Step 3: conditions.py에 evaluate_sell 추가**
|
|
|
|
```python
|
|
def evaluate_sell(ctx: dict, params: dict) -> list[dict]:
|
|
price = ctx["price"]
|
|
avg = ctx.get("avg_price")
|
|
hh = ctx.get("holding_high")
|
|
closes, vols = ctx["closes"], ctx["volumes"]
|
|
stop = params.get("stop_pct", 0.08)
|
|
take = params.get("take_pct", 0.25)
|
|
trail = params.get("trailing_pct", 0.10)
|
|
climax_mult = ctx.get("climax_vol_mult", 3.0)
|
|
firing: list[dict] = []
|
|
|
|
if avg:
|
|
pnl = (price - avg) / avg
|
|
if pnl <= -stop:
|
|
firing.append(_fire(ctx, "sell", "sell_stop_loss", price, {
|
|
"avg_price": avg, "pnl_pct": round(pnl, 4), "stop_pct": stop}))
|
|
if pnl >= take:
|
|
firing.append(_fire(ctx, "sell", "sell_take_profit", price, {
|
|
"avg_price": avg, "pnl_pct": round(pnl, 4), "take_pct": take}))
|
|
|
|
if hh and price <= hh * (1 - trail):
|
|
firing.append(_fire(ctx, "sell", "sell_trailing_stop", price, {
|
|
"holding_high": hh, "trailing_pct": trail,
|
|
"drawdown_pct": round((price - hh) / hh, 4)}))
|
|
|
|
ma50, ma200 = sma(closes, 50), sma(closes, 200)
|
|
if ma50 and price < ma50:
|
|
severity = "high" if (ma200 and price < ma200) else "normal"
|
|
firing.append(_fire(ctx, "sell", "sell_ma_break", price, {
|
|
"ma50": round(ma50, 1),
|
|
"ma200": round(ma200, 1) if ma200 else None,
|
|
"severity": severity}))
|
|
|
|
# sell_climax — 휴리스틱(추후 holdings_intel 정합): 거래량 급증 + 반전 캔들
|
|
avg_vol20 = sma(vols, 20)
|
|
if avg_vol20 and ctx["today_volume"] >= climax_mult * avg_vol20 \
|
|
and price < ctx["day_open"]:
|
|
firing.append(_fire(ctx, "sell", "sell_climax", price, {
|
|
"vol_mult": round(ctx["today_volume"] / avg_vol20, 2),
|
|
"day_open": ctx["day_open"]})) # TODO: holdings_intel 대조
|
|
|
|
return firing
|
|
```
|
|
|
|
- [ ] **Step 4: 통과 확인**
|
|
|
|
Run: `python -m pytest services/trade-monitor/tests/test_conditions_sell.py -q`
|
|
Expected: PASS (8 passed)
|
|
|
|
- [ ] **Step 5: 커밋**
|
|
|
|
```bash
|
|
git add services/trade-monitor/conditions.py services/trade-monitor/tests/test_conditions_sell.py
|
|
git commit -m "feat(trade-monitor): 매도 조건 (stop/take/trailing/ma_break/climax)"
|
|
```
|
|
|
|
---
|
|
|
|
### Task 5: kis_client (자체 토큰)
|
|
|
|
**Files:**
|
|
- Create: `services/trade-monitor/kis_client.py`
|
|
- Test: `services/trade-monitor/tests/test_kis_client.py`
|
|
|
|
**Interfaces:**
|
|
- Produces `KISClient`:
|
|
- `__init__(app_key, app_secret, account, is_virtual, timeout=10.0)`
|
|
- `async _issue_token() -> str` (메모리 캐시, 만료 10분 전 재발급)
|
|
- `async get_quote(ticker: str) -> dict` → `{"price":int,"day_open":int,"today_volume":int,"as_of":str}`
|
|
- `async get_daily_ohlcv(ticker: str, days: int = 250) -> list[dict]` → `[{"datetime","open","high","low","close","volume"}]` 오름차순
|
|
- `async close()`
|
|
|
|
- [ ] **Step 1: 실패 테스트 작성** — `services/trade-monitor/tests/test_kis_client.py`
|
|
|
|
```python
|
|
"""KISClient — 토큰 발급/캐시 + quote/daily 파싱 (respx)."""
|
|
import httpx
|
|
import pytest
|
|
import respx
|
|
|
|
from kis_client import KISClient
|
|
|
|
BASE = "https://openapi.koreainvestment.com:9443"
|
|
|
|
|
|
def _client():
|
|
return KISClient("APPKEY", "APPSECRET", "12345678-01", is_virtual=False)
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
@respx.mock
|
|
async def test_issue_token_cached():
|
|
route = respx.post(f"{BASE}/oauth2/tokenP").mock(
|
|
return_value=httpx.Response(200, json={"access_token": "TKN", "expires_in": 86400}))
|
|
c = _client()
|
|
t1 = await c._issue_token()
|
|
t2 = await c._issue_token()
|
|
assert t1 == "TKN" and t2 == "TKN"
|
|
assert route.call_count == 1 # 캐시 → 1회만 발급
|
|
await c.close()
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
@respx.mock
|
|
async def test_get_quote_parses():
|
|
respx.post(f"{BASE}/oauth2/tokenP").mock(
|
|
return_value=httpx.Response(200, json={"access_token": "TKN", "expires_in": 86400}))
|
|
respx.get(f"{BASE}/uapi/domestic-stock/v1/quotations/inquire-price").mock(
|
|
return_value=httpx.Response(200, json={"output": {
|
|
"stck_prpr": "71500", "stck_oprc": "71000", "acml_vol": "1234567"}}))
|
|
c = _client()
|
|
q = await c.get_quote("005930")
|
|
assert q["price"] == 71500 and q["day_open"] == 71000 and q["today_volume"] == 1234567
|
|
await c.close()
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
@respx.mock
|
|
async def test_get_daily_ascending():
|
|
respx.post(f"{BASE}/oauth2/tokenP").mock(
|
|
return_value=httpx.Response(200, json={"access_token": "TKN", "expires_in": 86400}))
|
|
# KIS는 내림차순 반환 → 오름차순으로 뒤집혀야 함
|
|
respx.get(f"{BASE}/uapi/domestic-stock/v1/quotations/inquire-daily-itemchartprice").mock(
|
|
return_value=httpx.Response(200, json={"output2": [
|
|
{"stck_bsop_date": "20260702", "stck_oprc": "100", "stck_hgpr": "110",
|
|
"stck_lwpr": "90", "stck_clpr": "105", "acml_vol": "5"},
|
|
{"stck_bsop_date": "20260701", "stck_oprc": "95", "stck_hgpr": "102",
|
|
"stck_lwpr": "94", "stck_clpr": "100", "acml_vol": "4"}]}))
|
|
c = _client()
|
|
bars = await c.get_daily_ohlcv("005930", days=250)
|
|
assert bars[0]["datetime"] == "2026-07-01"
|
|
assert bars[-1]["close"] == 105
|
|
await c.close()
|
|
```
|
|
|
|
- [ ] **Step 2: 실패 확인**
|
|
|
|
Run: `python -m pytest services/trade-monitor/tests/test_kis_client.py -q`
|
|
Expected: FAIL — `ModuleNotFoundError: No module named 'kis_client'`
|
|
|
|
- [ ] **Step 3: kis_client.py 구현**
|
|
|
|
```python
|
|
"""KIS REST client — 자체 OAuth 토큰(TM_KIS_*) + quote + 일봉 + throttle."""
|
|
from __future__ import annotations
|
|
|
|
import asyncio
|
|
import logging
|
|
import time
|
|
from datetime import datetime, timedelta
|
|
from zoneinfo import ZoneInfo
|
|
|
|
import httpx
|
|
|
|
logger = logging.getLogger(__name__)
|
|
KST = ZoneInfo("Asia/Seoul")
|
|
|
|
_MAX_ATTEMPTS = 3
|
|
_THROTTLE_INTERVAL = 0.5 # 초당 2회
|
|
_TOKEN_MARGIN = 600 # 만료 10분 전 재발급
|
|
|
|
|
|
class KISClient:
|
|
def __init__(self, app_key, app_secret, account, is_virtual, timeout: float = 10.0):
|
|
self._app_key = app_key
|
|
self._app_secret = app_secret
|
|
self._account = account
|
|
self._base_url = (
|
|
"https://openapivts.koreainvestment.com:29443" if is_virtual
|
|
else "https://openapi.koreainvestment.com:9443"
|
|
)
|
|
self._client = httpx.AsyncClient(timeout=timeout)
|
|
self._token: str | None = None
|
|
self._token_exp: float = 0.0
|
|
self._last_throttle_at = 0.0
|
|
self._throttle_lock = asyncio.Lock()
|
|
self._token_lock = asyncio.Lock()
|
|
|
|
async def close(self) -> None:
|
|
await self._client.aclose()
|
|
|
|
async def _issue_token(self) -> str:
|
|
async with self._token_lock:
|
|
now = time.time()
|
|
if self._token and now < self._token_exp - _TOKEN_MARGIN:
|
|
return self._token
|
|
r = await self._client.post(
|
|
f"{self._base_url}/oauth2/tokenP",
|
|
json={"grant_type": "client_credentials",
|
|
"appkey": self._app_key, "appsecret": self._app_secret},
|
|
)
|
|
r.raise_for_status()
|
|
data = r.json()
|
|
self._token = data["access_token"]
|
|
self._token_exp = now + int(data.get("expires_in", 86400))
|
|
return self._token
|
|
|
|
async def _throttle(self) -> None:
|
|
async with self._throttle_lock:
|
|
elapsed = time.monotonic() - self._last_throttle_at
|
|
if elapsed < _THROTTLE_INTERVAL:
|
|
await asyncio.sleep(_THROTTLE_INTERVAL - elapsed)
|
|
self._last_throttle_at = time.monotonic()
|
|
|
|
async def _request(self, method: str, path: str, tr_id: str, **kwargs) -> dict:
|
|
token = await self._issue_token()
|
|
headers = {
|
|
"authorization": f"Bearer {token}",
|
|
"appkey": self._app_key, "appsecret": self._app_secret,
|
|
"tr_id": tr_id, "custtype": "P",
|
|
}
|
|
url = f"{self._base_url}{path}"
|
|
for attempt in range(_MAX_ATTEMPTS):
|
|
await self._throttle()
|
|
try:
|
|
resp = await self._client.request(method, url, headers=headers, **kwargs)
|
|
if resp.status_code == 429 and attempt < _MAX_ATTEMPTS - 1:
|
|
await asyncio.sleep(2 ** attempt)
|
|
continue
|
|
resp.raise_for_status()
|
|
return resp.json()
|
|
except httpx.TimeoutException:
|
|
if attempt < _MAX_ATTEMPTS - 1:
|
|
await asyncio.sleep(2 ** attempt)
|
|
continue
|
|
raise
|
|
raise RuntimeError("retry exhausted")
|
|
|
|
async def get_quote(self, ticker: str) -> dict:
|
|
raw = await self._request(
|
|
"GET", "/uapi/domestic-stock/v1/quotations/inquire-price",
|
|
tr_id="FHKST01010100",
|
|
params={"FID_COND_MRKT_DIV_CODE": "J", "FID_INPUT_ISCD": ticker},
|
|
)
|
|
o = raw.get("output", {})
|
|
return {
|
|
"price": int(o["stck_prpr"]),
|
|
"day_open": int(o["stck_oprc"]),
|
|
"today_volume": int(o["acml_vol"]),
|
|
"as_of": datetime.now(KST).isoformat(),
|
|
}
|
|
|
|
async def get_daily_ohlcv(self, ticker: str, days: int = 250) -> list[dict]:
|
|
today = datetime.now(KST).strftime("%Y%m%d")
|
|
start = (datetime.now(KST) - timedelta(days=days * 2)).strftime("%Y%m%d")
|
|
raw = await self._request(
|
|
"GET", "/uapi/domestic-stock/v1/quotations/inquire-daily-itemchartprice",
|
|
tr_id="FHKST03010100",
|
|
params={"FID_COND_MRKT_DIV_CODE": "J", "FID_INPUT_ISCD": ticker,
|
|
"FID_INPUT_DATE_1": start, "FID_INPUT_DATE_2": today,
|
|
"FID_PERIOD_DIV_CODE": "D", "FID_ORG_ADJ_PRC": "1"},
|
|
)
|
|
bars = []
|
|
for row in raw.get("output2", []):
|
|
try:
|
|
d = row["stck_bsop_date"]
|
|
bars.append({
|
|
"datetime": f"{d[:4]}-{d[4:6]}-{d[6:]}",
|
|
"open": int(row["stck_oprc"]), "high": int(row["stck_hgpr"]),
|
|
"low": int(row["stck_lwpr"]), "close": int(row["stck_clpr"]),
|
|
"volume": int(row["acml_vol"]),
|
|
})
|
|
except (KeyError, ValueError):
|
|
continue
|
|
bars.reverse()
|
|
return bars[-days:]
|
|
```
|
|
|
|
- [ ] **Step 4: 통과 확인**
|
|
|
|
Run: `python -m pytest services/trade-monitor/tests/test_kis_client.py -q`
|
|
Expected: PASS (3 passed)
|
|
|
|
> respx/pytest-asyncio 관련: `asyncio_mode` 필요 시 `pytest.ini`가 아니라 각 테스트에 `@pytest.mark.asyncio`를 명시(위 테스트대로). pytest-asyncio 미설치면 `pip install pytest-asyncio` 후 `requirements.txt`에 추가하고 커밋에 포함.
|
|
|
|
- [ ] **Step 5: 커밋**
|
|
|
|
```bash
|
|
git add services/trade-monitor/kis_client.py services/trade-monitor/tests/test_kis_client.py services/trade-monitor/requirements.txt
|
|
git commit -m "feat(trade-monitor): KIS 자체 토큰 + quote + 일봉 클라이언트"
|
|
```
|
|
|
|
---
|
|
|
|
### Task 6: nas_client (X-WebAI-Key)
|
|
|
|
**Files:**
|
|
- Create: `services/trade-monitor/nas_client.py`
|
|
- Test: `services/trade-monitor/tests/test_nas_client.py`
|
|
|
|
**Interfaces:**
|
|
- Produces `NASClient`:
|
|
- `__init__(base_url, api_key, timeout=10.0)`
|
|
- `async get_monitor_set() -> dict` (GET `/api/webai/trade-alert/monitor-set`)
|
|
- `async post_report(as_of: str, firing: list[dict]) -> dict` (POST `/api/webai/trade-alert/report`)
|
|
- `async close()`
|
|
|
|
- [ ] **Step 1: 실패 테스트 작성** — `services/trade-monitor/tests/test_nas_client.py`
|
|
|
|
```python
|
|
"""NASClient — monitor-set/report + X-WebAI-Key (respx)."""
|
|
import httpx
|
|
import pytest
|
|
import respx
|
|
|
|
from nas_client import NASClient
|
|
|
|
BASE = "http://nas.test"
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
@respx.mock
|
|
async def test_get_monitor_set_sends_key():
|
|
route = respx.get(f"{BASE}/api/webai/trade-alert/monitor-set").mock(
|
|
return_value=httpx.Response(200, json={"session": "regular", "buy_targets": []}))
|
|
c = NASClient(BASE, "KEY")
|
|
ms = await c.get_monitor_set()
|
|
assert ms["session"] == "regular"
|
|
assert route.calls.last.request.headers["X-WebAI-Key"] == "KEY"
|
|
await c.close()
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
@respx.mock
|
|
async def test_post_report_payload():
|
|
captured = {}
|
|
|
|
def _resp(request):
|
|
import json as _j
|
|
captured.update(_j.loads(request.content))
|
|
return httpx.Response(200, json={"new_alerts": 1, "cleared": 0})
|
|
|
|
respx.post(f"{BASE}/api/webai/trade-alert/report").mock(side_effect=_resp)
|
|
c = NASClient(BASE, "KEY")
|
|
firing = [{"ticker": "005930", "kind": "buy", "condition": "buy_breakout",
|
|
"price": 71500, "detail": {}}]
|
|
out = await c.post_report("2026-07-02T09:01:00+09:00", firing)
|
|
assert out["new_alerts"] == 1
|
|
assert captured["as_of"] == "2026-07-02T09:01:00+09:00"
|
|
assert captured["firing"] == firing
|
|
await c.close()
|
|
```
|
|
|
|
- [ ] **Step 2: 실패 확인**
|
|
|
|
Run: `python -m pytest services/trade-monitor/tests/test_nas_client.py -q`
|
|
Expected: FAIL — `ModuleNotFoundError: No module named 'nas_client'`
|
|
|
|
- [ ] **Step 3: nas_client.py 구현**
|
|
|
|
```python
|
|
"""NAS stock 백엔드 trade-alert 계약 — X-WebAI-Key + retry."""
|
|
from __future__ import annotations
|
|
|
|
import asyncio
|
|
import logging
|
|
|
|
import httpx
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
_MAX_ATTEMPTS = 3
|
|
_RETRY_STATUSES = {429, 500, 502, 503, 504}
|
|
|
|
|
|
class NASClient:
|
|
def __init__(self, base_url: str, api_key: str, timeout: float = 10.0):
|
|
self._base_url = base_url.rstrip("/")
|
|
self._api_key = api_key
|
|
self._client = httpx.AsyncClient(timeout=timeout)
|
|
|
|
async def close(self) -> None:
|
|
await self._client.aclose()
|
|
|
|
async def get_monitor_set(self) -> dict:
|
|
return await self._request("GET", "/api/webai/trade-alert/monitor-set")
|
|
|
|
async def post_report(self, as_of: str, firing: list[dict]) -> dict:
|
|
return await self._request(
|
|
"POST", "/api/webai/trade-alert/report",
|
|
json={"as_of": as_of, "firing": firing})
|
|
|
|
async def _request(self, method: str, path: str, **kwargs) -> dict:
|
|
url = f"{self._base_url}{path}"
|
|
headers = {"X-WebAI-Key": self._api_key}
|
|
for attempt in range(_MAX_ATTEMPTS):
|
|
try:
|
|
resp = await self._client.request(method, url, headers=headers, **kwargs)
|
|
if resp.status_code in _RETRY_STATUSES and attempt < _MAX_ATTEMPTS - 1:
|
|
await asyncio.sleep(2 ** attempt)
|
|
continue
|
|
resp.raise_for_status()
|
|
return resp.json()
|
|
except httpx.TimeoutException:
|
|
if attempt < _MAX_ATTEMPTS - 1:
|
|
await asyncio.sleep(2 ** attempt)
|
|
continue
|
|
raise
|
|
raise RuntimeError("retry exhausted")
|
|
```
|
|
|
|
- [ ] **Step 4: 통과 확인**
|
|
|
|
Run: `python -m pytest services/trade-monitor/tests/test_nas_client.py -q`
|
|
Expected: PASS (2 passed)
|
|
|
|
- [ ] **Step 5: 커밋**
|
|
|
|
```bash
|
|
git add services/trade-monitor/nas_client.py services/trade-monitor/tests/test_nas_client.py
|
|
git commit -m "feat(trade-monitor): NAS trade-alert 클라이언트 (monitor-set/report)"
|
|
```
|
|
|
|
---
|
|
|
|
### Task 7: monitor 오케스트레이션
|
|
|
|
**Files:**
|
|
- Create: `services/trade-monitor/monitor.py`
|
|
- Test: `services/trade-monitor/tests/test_monitor.py`
|
|
|
|
**Interfaces:**
|
|
- Consumes: `NASClient`(get_monitor_set/post_report), `KISClient`(get_quote/get_daily_ohlcv), `evaluate_buy`/`evaluate_sell`, `_shared.heartbeat.WorkerStats`, `config.Settings`.
|
|
- Produces:
|
|
- `class MonitorState` — `.session_state:str="idle"`, `.last_alert_at:str|None=None`
|
|
- `filter_krx(targets: list[dict]) -> list[dict]` — 6자리 숫자 티커만
|
|
- `async _build_ctx(kis, target: dict, settings) -> dict` — ctx 조립(quote+daily)
|
|
- `async run_cycle(nas, kis, state, stats, settings) -> None` — 1 사이클
|
|
- `async monitor_loop(nas, kis, state, stats, settings) -> None`
|
|
- `make_state_fn(state) -> callable` — heartbeat state_fn `(redis, stats) -> (state_str, {"last_alert_at":...})`
|
|
|
|
- [ ] **Step 1: 실패 테스트 작성** — `services/trade-monitor/tests/test_monitor.py`
|
|
|
|
```python
|
|
"""monitor.run_cycle — 게이트/필터/조립/격리."""
|
|
import pytest
|
|
|
|
import monitor
|
|
from monitor import MonitorState, filter_krx, run_cycle
|
|
from config import load_settings
|
|
from _shared.heartbeat import WorkerStats
|
|
|
|
|
|
def test_filter_krx_keeps_only_numeric6():
|
|
targets = [{"ticker": "005930"}, {"ticker": "AAPL"}, {"ticker": "00660"},
|
|
{"ticker": "000660"}, {"ticker": "0059301"}]
|
|
kept = {t["ticker"] for t in filter_krx(targets)}
|
|
assert kept == {"005930", "000660"}
|
|
|
|
|
|
class _FakeNAS:
|
|
def __init__(self, ms):
|
|
self._ms = ms
|
|
self.reported = None
|
|
|
|
async def get_monitor_set(self):
|
|
return self._ms
|
|
|
|
async def post_report(self, as_of, firing):
|
|
self.reported = {"as_of": as_of, "firing": firing}
|
|
return {"new_alerts": len(firing), "cleared": 0}
|
|
|
|
|
|
class _FakeKIS:
|
|
def __init__(self, price=100, fail_on=None):
|
|
self._price = price
|
|
self._fail_on = fail_on or set()
|
|
|
|
async def get_quote(self, ticker):
|
|
if ticker in self._fail_on:
|
|
raise RuntimeError("KIS down")
|
|
return {"price": self._price, "day_open": 99, "today_volume": 1000,
|
|
"as_of": "x"}
|
|
|
|
async def get_daily_ohlcv(self, ticker, days=250):
|
|
# 정배열 + 저가 근접 → ma20_pullback 발화 유도
|
|
return [{"open": 90, "high": 90, "low": 90, "close": 90, "volume": 1}] * 200 \
|
|
+ [{"open": 100, "high": 100, "low": 100, "close": 100, "volume": 1}] * 20
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_closed_session_skips_kis(monkeypatch):
|
|
nas = _FakeNAS({"session": "closed"})
|
|
state, stats = MonitorState(), WorkerStats()
|
|
await run_cycle(nas, _FakeKIS(), state, stats, load_settings())
|
|
assert state.session_state == "market_closed"
|
|
assert nas.reported is None # report도 안 함
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_non_krx_skipped_and_report_sent():
|
|
nas = _FakeNAS({"session": "regular",
|
|
"buy_targets": [{"ticker": "AAPL", "name": "Apple"}],
|
|
"sell_targets": [], "buy_params": {}, "exit_params": {}})
|
|
state, stats = MonitorState(), WorkerStats()
|
|
await run_cycle(nas, _FakeKIS(), state, stats, load_settings())
|
|
assert state.session_state == "market_open"
|
|
assert nas.reported is not None
|
|
assert nas.reported["firing"] == [] # 알파벳 티커 skip → 빈 발화
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_firing_assembled_and_last_alert_set():
|
|
nas = _FakeNAS({"session": "regular",
|
|
"buy_targets": [{"ticker": "005930", "name": "삼성전자"}],
|
|
"sell_targets": [], "buy_params": {"pullback_pct": 0.02},
|
|
"exit_params": {}})
|
|
state, stats = MonitorState(), WorkerStats()
|
|
await run_cycle(nas, _FakeKIS(price=101), state, stats, load_settings())
|
|
conds = {f["condition"] for f in nas.reported["firing"]}
|
|
assert "buy_ma20_pullback" in conds
|
|
assert state.last_alert_at is not None
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_per_ticker_failure_isolated():
|
|
nas = _FakeNAS({"session": "regular",
|
|
"buy_targets": [{"ticker": "005930"}, {"ticker": "000660"}],
|
|
"sell_targets": [], "buy_params": {}, "exit_params": {}})
|
|
state, stats = MonitorState(), WorkerStats()
|
|
# 005930은 실패, 000660은 성공 → 루프가 죽지 않고 report 전송
|
|
await run_cycle(nas, _FakeKIS(fail_on={"005930"}), state, stats, load_settings())
|
|
assert nas.reported is not None
|
|
assert state.session_state == "market_open"
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_monitor_set_failure_sets_idle():
|
|
class _BadNAS(_FakeNAS):
|
|
async def get_monitor_set(self):
|
|
raise RuntimeError("NAS down")
|
|
|
|
nas = _BadNAS({})
|
|
state, stats = MonitorState(), WorkerStats()
|
|
await run_cycle(nas, _FakeKIS(), state, stats, load_settings())
|
|
assert state.session_state == "idle"
|
|
assert nas.reported is None
|
|
```
|
|
|
|
- [ ] **Step 2: 실패 확인**
|
|
|
|
Run: `python -m pytest services/trade-monitor/tests/test_monitor.py -q`
|
|
Expected: FAIL — `ModuleNotFoundError: No module named 'monitor'`
|
|
|
|
- [ ] **Step 3: monitor.py 구현**
|
|
|
|
```python
|
|
"""오케스트레이션 — monitor-set 조회 → 조건 평가 → report + heartbeat state."""
|
|
from __future__ import annotations
|
|
|
|
import asyncio
|
|
import logging
|
|
from datetime import datetime
|
|
from zoneinfo import ZoneInfo
|
|
|
|
from conditions import evaluate_buy, evaluate_sell
|
|
|
|
logger = logging.getLogger(__name__)
|
|
KST = ZoneInfo("Asia/Seoul")
|
|
|
|
|
|
class MonitorState:
|
|
"""monitor_loop가 갱신, heartbeat state_fn이 읽는 공유 상태."""
|
|
def __init__(self):
|
|
self.session_state = "idle" # market_open | market_closed | idle
|
|
self.last_alert_at: str | None = None
|
|
|
|
|
|
def filter_krx(targets: list[dict]) -> list[dict]:
|
|
"""6자리 숫자 티커(KRX)만. 알파벳 티커 skip."""
|
|
out = []
|
|
for t in targets:
|
|
tk = str(t.get("ticker", ""))
|
|
if tk.isdigit() and len(tk) == 6:
|
|
out.append(t)
|
|
return out
|
|
|
|
|
|
async def _build_ctx(kis, target: dict, settings) -> dict:
|
|
ticker = target["ticker"]
|
|
quote = await kis.get_quote(ticker)
|
|
daily = await kis.get_daily_ohlcv(ticker, 250)
|
|
return {
|
|
"ticker": ticker, "name": target.get("name", ""),
|
|
"price": quote["price"], "day_open": quote["day_open"],
|
|
"today_volume": quote["today_volume"],
|
|
"closes": [b["close"] for b in daily],
|
|
"highs": [b["high"] for b in daily],
|
|
"lows": [b["low"] for b in daily],
|
|
"volumes": [b["volume"] for b in daily],
|
|
"avg_price": target.get("avg_price"),
|
|
"qty": target.get("qty"),
|
|
"holding_high": target.get("holding_high"),
|
|
"climax_vol_mult": settings.climax_vol_mult,
|
|
}
|
|
|
|
|
|
async def run_cycle(nas, kis, state, stats, settings) -> None:
|
|
try:
|
|
ms = await nas.get_monitor_set()
|
|
except Exception:
|
|
logger.exception("monitor-set 조회 실패")
|
|
state.session_state = "idle"
|
|
stats.jobs_failed += 1
|
|
return
|
|
|
|
session = ms.get("session", "closed")
|
|
if session == "closed":
|
|
state.session_state = "market_closed"
|
|
return
|
|
|
|
buy_targets = filter_krx(ms.get("buy_targets", []))
|
|
sell_targets = filter_krx(ms.get("sell_targets", []))
|
|
buy_params = ms.get("buy_params", {})
|
|
exit_params = ms.get("exit_params", {})
|
|
|
|
firing: list[dict] = []
|
|
for t in buy_targets:
|
|
try:
|
|
firing += evaluate_buy(await _build_ctx(kis, t, settings), buy_params)
|
|
except Exception:
|
|
logger.exception("buy 평가 실패 %s", t.get("ticker"))
|
|
for t in sell_targets:
|
|
try:
|
|
firing += evaluate_sell(await _build_ctx(kis, t, settings), exit_params)
|
|
except Exception:
|
|
logger.exception("sell 평가 실패 %s", t.get("ticker"))
|
|
|
|
as_of = datetime.now(KST).isoformat(timespec="seconds")
|
|
if firing:
|
|
state.last_alert_at = as_of
|
|
logger.info("firing %d개: %s", len(firing),
|
|
[f"{f['ticker']}:{f['condition']}" for f in firing])
|
|
try:
|
|
await nas.post_report(as_of, firing) # 빈 배열도 전송(edge clear)
|
|
except Exception:
|
|
logger.exception("report 전송 실패")
|
|
|
|
state.session_state = "market_open"
|
|
stats.jobs_done += 1
|
|
stats.last_job_at = as_of
|
|
|
|
|
|
async def monitor_loop(nas, kis, state, stats, settings) -> None:
|
|
logger.info("trade-monitor loop 시작 interval=%ds", settings.loop_interval)
|
|
while True:
|
|
try:
|
|
await run_cycle(nas, kis, state, stats, settings)
|
|
except asyncio.CancelledError:
|
|
logger.info("monitor_loop cancelled")
|
|
raise
|
|
except Exception:
|
|
logger.exception("monitor_loop iteration 실패")
|
|
await asyncio.sleep(settings.loop_interval)
|
|
|
|
|
|
def make_state_fn(state):
|
|
async def state_fn(redis, stats):
|
|
return state.session_state, {"last_alert_at": state.last_alert_at}
|
|
return state_fn
|
|
```
|
|
|
|
- [ ] **Step 4: 통과 확인**
|
|
|
|
Run: `python -m pytest services/trade-monitor/tests/test_monitor.py -q`
|
|
Expected: PASS (6 passed)
|
|
|
|
- [ ] **Step 5: 커밋**
|
|
|
|
```bash
|
|
git add services/trade-monitor/monitor.py services/trade-monitor/tests/test_monitor.py
|
|
git commit -m "feat(trade-monitor): monitor 오케스트레이션 (run_cycle/loop/state_fn)"
|
|
```
|
|
|
|
---
|
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### Task 8: main.py (FastAPI lifespan + /health)
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**Files:**
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- Create: `services/trade-monitor/main.py`
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- Test: `services/trade-monitor/tests/test_health.py`
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**Interfaces:**
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- Consumes: `config.load_settings`, `NASClient`, `KISClient`, `monitor.*`, `_shared.heartbeat.heartbeat_loop`, `_shared.heartbeat.WorkerStats`.
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- Produces: FastAPI `app` with `/health` → `{"ok": True, "service": "trade-monitor"}`.
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- [ ] **Step 1: 실패 테스트 작성** — `services/trade-monitor/tests/test_health.py`
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```python
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"""/health — lifespan 미기동(직접 라우트 호출) 대신 TestClient 없이 함수 검증."""
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from main import health
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def test_health():
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assert health() == {"ok": True, "service": "trade-monitor"}
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```
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- [ ] **Step 2: 실패 확인**
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Run: `python -m pytest services/trade-monitor/tests/test_health.py -q`
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Expected: FAIL — `ModuleNotFoundError: No module named 'main'`
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- [ ] **Step 3: main.py 구현**
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```python
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"""trade-monitor FastAPI entry — lifespan(monitor_loop + heartbeat_loop) + /health."""
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from __future__ import annotations
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import asyncio
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import logging
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from contextlib import asynccontextmanager
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import redis.asyncio as aioredis
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from fastapi import FastAPI
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import monitor
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from config import load_settings
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from kis_client import KISClient
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from nas_client import NASClient
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from _shared.heartbeat import heartbeat_loop, WorkerStats
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logging.basicConfig(level=logging.INFO,
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format="%(asctime)s %(name)s %(levelname)s %(message)s")
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logger = logging.getLogger(__name__)
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HEARTBEAT_INTERVAL = 15 # 60초 루프 > TTL 45초 → 독립 15초 발신으로 만료갭 해소
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HEARTBEAT_TTL = 45
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@asynccontextmanager
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async def lifespan(app: FastAPI):
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settings = load_settings()
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nas = NASClient(settings.nas_base_url, settings.webai_api_key)
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kis = KISClient(settings.kis_app_key, settings.kis_app_secret,
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settings.kis_account, settings.kis_is_virtual)
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state = monitor.MonitorState()
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stats = WorkerStats()
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redis = aioredis.from_url(settings.redis_url, decode_responses=False)
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mon_task = asyncio.create_task(
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monitor.monitor_loop(nas, kis, state, stats, settings))
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hb_task = asyncio.create_task(heartbeat_loop(
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redis, "trade-monitor", "trader", stats,
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interval=HEARTBEAT_INTERVAL, ttl=HEARTBEAT_TTL,
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state_fn=monitor.make_state_fn(state)))
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logger.info("trade-monitor lifespan 시작")
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try:
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yield
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finally:
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for t in (mon_task, hb_task):
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t.cancel()
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try:
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await t
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except asyncio.CancelledError:
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pass
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await kis.close()
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await nas.close()
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await redis.aclose()
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logger.info("trade-monitor lifespan 종료")
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app = FastAPI(lifespan=lifespan)
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@app.get("/health")
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def health():
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return {"ok": True, "service": "trade-monitor"}
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```
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- [ ] **Step 4: 통과 확인 + 전체 스위트**
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Run: `python -m pytest services/trade-monitor/tests -q`
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Expected: PASS (전체 통과 — config 2 + indicators 6 + buy 6 + sell 8 + kis 3 + nas 2 + monitor 6 + health 1)
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- [ ] **Step 5: 커밋**
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```bash
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git add services/trade-monitor/main.py services/trade-monitor/tests/test_health.py
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git commit -m "feat(trade-monitor): FastAPI lifespan + heartbeat 배선 + /health"
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```
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---
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### Task 9: 배포 (Dockerfile + compose + .env.example)
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**Files:**
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- Create: `services/trade-monitor/Dockerfile`
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- Create: `services/trade-monitor/.env.example`
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- Modify: `services/docker-compose.yml` (add `trade-monitor` 서비스)
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**Interfaces:** 없음(배포 산출물). 검증은 `docker compose config`.
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- [ ] **Step 1: Dockerfile 작성** — `services/trade-monitor/Dockerfile`
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```dockerfile
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FROM python:3.12-slim-bookworm
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ENV PYTHONUNBUFFERED=1
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WORKDIR /app
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RUN apt-get update && apt-get install -y --no-install-recommends \
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ca-certificates tzdata \
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&& rm -rf /var/lib/apt/lists/*
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COPY trade-monitor/requirements.txt /app/
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RUN pip install --no-cache-dir --timeout 600 --retries 5 -r requirements.txt
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# 공통 heartbeat 모듈 (services/_shared) — main.py가 from _shared.heartbeat import
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COPY _shared /app/_shared
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COPY trade-monitor/. /app/
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ENV PYTHONPATH=/app
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EXPOSE 8000
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CMD ["python", "-m", "uvicorn", "main:app", "--host", "0.0.0.0", "--port", "8000", "--workers", "1"]
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```
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- [ ] **Step 2: .env.example 작성** — `services/trade-monitor/.env.example`
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```
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# Plan-realtime-trade-alerts — trade-monitor
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# NAS Redis (heartbeat)
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REDIS_URL=redis://192.168.45.54:6379
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# NAS stock 백엔드 (monitor-set / report)
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NAS_BASE_URL=http://192.168.45.54:18500
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WEBAI_API_KEY=
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# KIS 자체 토큰 (ai_trade와 분리된 전용 app_key)
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TM_KIS_APP_KEY=
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TM_KIS_APP_SECRET=
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TM_KIS_ACCOUNT=
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TM_KIS_IS_VIRTUAL=0
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# 루프 주기(초) / sell_climax 거래량 배수 임계
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TM_LOOP_INTERVAL=60
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TM_CLIMAX_VOL_MULT=3.0
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```
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- [ ] **Step 3: docker-compose.yml에 서비스 추가**
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`services/docker-compose.yml`의 `image-render` 블록 뒤(파일 끝, 들여쓰기 2칸)에 추가:
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```yaml
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trade-monitor:
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build:
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context: .
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dockerfile: trade-monitor/Dockerfile
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container_name: trade-monitor
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restart: unless-stopped
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ports:
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- "18715:8000"
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environment:
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- TZ=Asia/Seoul
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- REDIS_URL=${REDIS_URL:-redis://192.168.45.54:6379}
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- NAS_BASE_URL=${NAS_BASE_URL:-http://192.168.45.54:18500}
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- WEBAI_API_KEY=${WEBAI_API_KEY:-}
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- TM_KIS_APP_KEY=${TM_KIS_APP_KEY:-}
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- TM_KIS_APP_SECRET=${TM_KIS_APP_SECRET:-}
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- TM_KIS_ACCOUNT=${TM_KIS_ACCOUNT:-}
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- TM_KIS_IS_VIRTUAL=${TM_KIS_IS_VIRTUAL:-0}
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- TM_LOOP_INTERVAL=${TM_LOOP_INTERVAL:-60}
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- TM_CLIMAX_VOL_MULT=${TM_CLIMAX_VOL_MULT:-3.0}
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healthcheck:
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test: ["CMD", "python", "-c", "import urllib.request; urllib.request.urlopen('http://localhost:8000/health')"]
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interval: 60s
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timeout: 5s
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retries: 3
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```
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- [ ] **Step 4: compose 검증**
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Run: `cd services && docker compose config` (Windows 로컬에 docker 없으면 skip — NAS/WSL2에서 검증. YAML 들여쓰기만 육안 확인)
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Expected: `trade-monitor` 서비스가 파싱되고 포트 18715 매핑 표시.
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- [ ] **Step 5: 커밋**
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```bash
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git add services/trade-monitor/Dockerfile services/trade-monitor/.env.example services/docker-compose.yml
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git commit -m "feat(trade-monitor): Dockerfile + compose 서비스(18715) + .env.example"
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```
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---
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## Self-Review
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**1. Spec coverage:**
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- §5.1 monitor-set(GET) → Task 6 `get_monitor_set` + Task 7 세션 게이트. ✅
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- §5.2 report(POST) → Task 6 `post_report` + Task 7 firing 조립(빈 배열 포함). ✅
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- §5.4 heartbeat(EX45, kind trader, state) → Task 7 `make_state_fn` + Task 8 `heartbeat_loop(15s/45s)`. ✅
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- §6 매수 3조건 → Task 3. ✅ / 매도 5조건 → Task 4. ✅
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- 비-KRX skip → Task 7 `filter_krx`. ✅ / 무상태 → Task 7(로컬 dedup 없음). ✅
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- KIS 자체 토큰 → Task 5. ✅ / 배포(_shared COPY, 18715) → Task 9. ✅
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**2. Placeholder scan:** 실제 코드/명령/기대출력 모두 기재. `TODO: holdings_intel 대조`는 의도된 코드 주석(플래그). ✅
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**3. Type consistency:** ctx 키(`closes/highs/lows/volumes/today_volume/day_open/avg_price/holding_high/climax_vol_mult`)가 `_build_ctx`(Task 7) 생성 ↔ `evaluate_buy/sell`(Task 3/4) 소비 일치. `WorkerStats`(jobs_done/jobs_failed/last_job_at) `_shared`와 일치. heartbeat `state_fn` 시그니처 `(redis, stats)->(str, dict)`가 `_shared.heartbeat_loop` 호출부와 일치. ✅
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**미해결 플래그(DESIGN.md §11):** sell_climax 휴리스틱 근사, KIS 필드 실검증, 매수 해석 4주 IC 재조정, KIS rate limit 공존, after 시간외 시세.
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