feat(stock-lab): /run 엔드포인트 — preview/manual_save/auto 모드 매트릭스

This commit is contained in:
2026-05-12 13:44:21 +09:00
parent 5f0fed7f13
commit 5ec7c2461b
2 changed files with 175 additions and 0 deletions

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@@ -83,3 +83,118 @@ def put_settings(body: schemas.SettingsBody):
) )
c.commit() c.commit()
return schemas.SettingsResponse(**body.model_dump(), updated_at=now) return schemas.SettingsResponse(**body.model_dump(), updated_at=now)
# ---------- /run ----------
from . import telegram as _tg
from .engine import Screener, ScreenContext
def _resolve_asof(asof_str, conn: sqlite3.Connection) -> dt.date:
if asof_str:
return dt.date.fromisoformat(asof_str)
row = conn.execute("SELECT max(date) FROM krx_daily_prices").fetchone()
if not row or row[0] is None:
raise HTTPException(503, "no snapshot available — run /snapshot/refresh first")
return dt.date.fromisoformat(row[0])
def _load_settings(conn) -> dict:
row = conn.execute(
"SELECT weights_json,node_params_json,gate_params_json,top_n,"
"rr_ratio,atr_window,atr_stop_mult FROM screener_settings WHERE id=1"
).fetchone()
return {
"weights": json.loads(row[0]),
"node_params": json.loads(row[1]),
"gate_params": json.loads(row[2]),
"top_n": row[3],
"rr_ratio": row[4],
"atr_window": row[5],
"atr_stop_mult": row[6],
}
def _persist_run(conn, asof, mode, weights, node_params, gate_params, top_n,
result, started_at, finished_at) -> int:
cur = conn.execute(
"""INSERT INTO screener_runs (asof,mode,status,started_at,finished_at,
weights_json,node_params_json,gate_params_json,top_n,survivors_count,telegram_sent)
VALUES (?,?,?,?,?,?,?,?,?,?,0)""",
(asof.isoformat(), mode, "success", started_at, finished_at,
json.dumps(weights), json.dumps(node_params), json.dumps(gate_params),
top_n, result.survivors_count),
)
run_id = cur.lastrowid
for row in result.rows:
conn.execute(
"""INSERT INTO screener_results (run_id,rank,ticker,name,total_score,
scores_json,close,market_cap,entry_price,stop_price,target_price,atr14)
VALUES (?,?,?,?,?,?,?,?,?,?,?,?)""",
(run_id, row["rank"], row["ticker"], row["name"], row["total_score"],
json.dumps(row["scores"]), row["close"], row["market_cap"],
row["entry_price"], row["stop_price"], row["target_price"], row["atr14"]),
)
conn.commit()
return run_id
@router.post("/run", response_model=schemas.RunResponse)
def post_run(body: schemas.RunRequest):
from .registry import NODE_REGISTRY as _NR, GATE_REGISTRY as _GR
started_at = dt.datetime.utcnow().isoformat()
with _conn() as c:
asof = _resolve_asof(body.asof, c)
defaults = _load_settings(c)
if body.mode == "auto":
weights = defaults["weights"]
node_params = defaults["node_params"]
gate_params = defaults["gate_params"]
top_n = defaults["top_n"]
else:
weights = body.weights if body.weights is not None else defaults["weights"]
node_params = body.node_params if body.node_params is not None else defaults["node_params"]
gate_params = body.gate_params if body.gate_params is not None else defaults["gate_params"]
top_n = body.top_n if body.top_n is not None else defaults["top_n"]
sizer_params = {
"atr_window": defaults["atr_window"],
"atr_stop_mult": defaults["atr_stop_mult"],
"rr_ratio": defaults["rr_ratio"],
}
ctx = ScreenContext.load(c, asof)
score_nodes = [cls() for name, cls in _NR.items() if weights.get(name, 0) > 0]
gate = _GR["hygiene"]()
try:
screener = Screener(
gate=gate, score_nodes=score_nodes, weights=weights,
node_params=node_params, gate_params=gate_params,
top_n=top_n, sizer_params=sizer_params,
)
result = screener.run(ctx)
except ValueError as e:
raise HTTPException(422, str(e))
finished_at = dt.datetime.utcnow().isoformat()
run_id = None
if body.mode in ("manual_save", "auto"):
run_id = _persist_run(c, asof, body.mode, weights, node_params, gate_params,
top_n, result, started_at, finished_at)
payload = _tg.build_telegram_payload(
asof=asof, mode=body.mode, survivors_count=result.survivors_count,
top_n=top_n, rows=result.rows, run_id=run_id,
)
return schemas.RunResponse(
asof=asof.isoformat(), mode=body.mode, status="success",
run_id=run_id, survivors_count=result.survivors_count,
weights=weights, top_n=top_n,
results=result.rows,
telegram_payload=schemas.TelegramPayload(**payload),
warnings=result.warnings,
)

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@@ -62,3 +62,63 @@ def test_settings_put_then_get_round_trip(client):
body = r2.json() body = r2.json()
assert body["weights"]["foreign_buy"] == 2.5 assert body["weights"]["foreign_buy"] == 2.5
assert body["top_n"] == 30 assert body["top_n"] == 30
# ---- /run tests ----
from app.screener._test_fixtures import make_master, make_prices, make_flow
def _seed_min(conn, asof_iso="2026-05-12"):
import datetime as dt
now = dt.datetime.utcnow().isoformat()
rows = [
("BIG1", "큰주식1", "KOSPI", 200_000_000_000, 0, 0, 0, None, now),
("BIG2", "큰주식2", "KOSPI", 100_000_000_000, 0, 0, 0, None, now),
("SMALL", "작은주식", "KOSPI", 1_000_000_000, 0, 0, 0, None, now),
]
for r in rows:
conn.execute("""INSERT INTO krx_master (ticker,name,market,market_cap,
is_managed,is_preferred,is_spac,listed_date,updated_at)
VALUES (?,?,?,?,?,?,?,?,?)""", r)
asof = dt.date(2026, 5, 12)
p = make_prices(["BIG1", "BIG2", "SMALL"], days=260, asof=asof)
f = make_flow(["BIG1", "BIG2", "SMALL"], days=260, asof=asof,
foreign_per_day={"BIG1": 100_000_000, "BIG2": 50_000_000, "SMALL": 0})
p.to_sql("krx_daily_prices", conn, if_exists="append", index=False)
f.to_sql("krx_flow", conn, if_exists="append", index=False)
conn.commit()
def test_run_preview_no_save(client):
db_path = os.environ["STOCK_DB_PATH"]
c = sqlite3.connect(db_path)
_seed_min(c)
c.close()
r = client.post("/api/stock/screener/run", json={"mode": "preview", "asof": "2026-05-12"})
assert r.status_code == 200
body = r.json()
assert body["status"] == "success"
assert body["run_id"] is None
assert body["telegram_payload"] is not None
c = sqlite3.connect(db_path)
cnt = c.execute("SELECT count(*) FROM screener_runs").fetchone()[0]
assert cnt == 0
def test_run_manual_save_writes_row(client):
db_path = os.environ["STOCK_DB_PATH"]
c = sqlite3.connect(db_path)
_seed_min(c)
c.close()
r = client.post("/api/stock/screener/run",
json={"mode": "manual_save", "asof": "2026-05-12"})
assert r.status_code == 200
assert r.json()["run_id"] is not None
c = sqlite3.connect(db_path)
cnt = c.execute("SELECT count(*) FROM screener_runs").fetchone()[0]
assert cnt == 1