feat(stock-lab): screener 스키마 7테이블 + 디폴트 설정 시드

stock-lab/app/screener/schema.py

@@ -0,0 +1,136 @@
+"""Screener schema bootstrap. Called once at module import via db.py."""
+
+import json
+import sqlite3
+from datetime import datetime, timezone
+
+DEFAULT_WEIGHTS = {
+    "foreign_buy":  1.0,
+    "volume_surge": 1.0,
+    "momentum":     1.0,
+    "high52w":      1.2,
+    "rs_rating":    1.2,
+    "ma_alignment": 1.0,
+    "vcp_lite":     0.8,
+}
+DEFAULT_NODE_PARAMS = {
+    "foreign_buy":  {"window_days": 5},
+    "volume_surge": {"baseline_days": 20, "eval_days": 3},
+    "momentum":     {"window_days": 20},
+    "high52w":      {"window_days": 252},
+    "rs_rating":    {"weights": {"3m": 2, "6m": 1, "9m": 1, "12m": 1}},
+    "ma_alignment": {"ma_periods": [50, 150, 200]},
+    "vcp_lite":     {"short_window": 40, "long_window": 252},
+}
+DEFAULT_GATE_PARAMS = {
+    "min_market_cap_won": 50_000_000_000,
+    "min_avg_value_won":  500_000_000,
+    "min_listed_days":    60,
+    "skip_managed":       True,
+    "skip_preferred":     True,
+    "skip_spac":          True,
+    "skip_halted_days":   3,
+}
+
+DDL = """
+CREATE TABLE IF NOT EXISTS krx_master (
+  ticker        TEXT PRIMARY KEY,
+  name          TEXT NOT NULL,
+  market        TEXT NOT NULL,
+  market_cap    INTEGER,
+  is_managed    INTEGER NOT NULL DEFAULT 0,
+  is_preferred  INTEGER NOT NULL DEFAULT 0,
+  is_spac       INTEGER NOT NULL DEFAULT 0,
+  listed_date   TEXT,
+  updated_at    TEXT NOT NULL
+);
+
+CREATE TABLE IF NOT EXISTS krx_daily_prices (
+  ticker  TEXT NOT NULL,
+  date    TEXT NOT NULL,
+  open    INTEGER, high INTEGER, low INTEGER, close INTEGER,
+  volume  INTEGER,
+  value   INTEGER,
+  PRIMARY KEY (ticker, date)
+);
+CREATE INDEX IF NOT EXISTS idx_prices_date ON krx_daily_prices(date);
+
+CREATE TABLE IF NOT EXISTS krx_flow (
+  ticker          TEXT NOT NULL,
+  date            TEXT NOT NULL,
+  foreign_net     INTEGER,
+  institution_net INTEGER,
+  PRIMARY KEY (ticker, date)
+);
+CREATE INDEX IF NOT EXISTS idx_flow_date ON krx_flow(date);
+
+CREATE TABLE IF NOT EXISTS screener_settings (
+  id                 INTEGER PRIMARY KEY CHECK (id = 1),
+  weights_json       TEXT NOT NULL,
+  node_params_json   TEXT NOT NULL,
+  gate_params_json   TEXT NOT NULL,
+  top_n              INTEGER NOT NULL DEFAULT 20,
+  rr_ratio           REAL    NOT NULL DEFAULT 2.0,
+  atr_window         INTEGER NOT NULL DEFAULT 14,
+  atr_stop_mult      REAL    NOT NULL DEFAULT 2.0,
+  updated_at         TEXT NOT NULL
+);
+
+CREATE TABLE IF NOT EXISTS screener_runs (
+  id                INTEGER PRIMARY KEY AUTOINCREMENT,
+  asof              TEXT NOT NULL,
+  mode              TEXT NOT NULL,
+  status            TEXT NOT NULL,
+  error             TEXT,
+  started_at        TEXT NOT NULL,
+  finished_at       TEXT,
+  weights_json      TEXT NOT NULL,
+  node_params_json  TEXT NOT NULL,
+  gate_params_json  TEXT NOT NULL,
+  top_n             INTEGER NOT NULL,
+  survivors_count   INTEGER,
+  telegram_sent     INTEGER NOT NULL DEFAULT 0
+);
+CREATE INDEX IF NOT EXISTS idx_runs_asof ON screener_runs(asof DESC);
+
+CREATE TABLE IF NOT EXISTS screener_results (
+  run_id        INTEGER NOT NULL,
+  rank          INTEGER NOT NULL,
+  ticker        TEXT    NOT NULL,
+  name          TEXT    NOT NULL,
+  total_score   REAL    NOT NULL,
+  scores_json   TEXT    NOT NULL,
+  close         INTEGER,
+  market_cap    INTEGER,
+  entry_price   INTEGER,
+  stop_price    INTEGER,
+  target_price  INTEGER,
+  atr14         REAL,
+  PRIMARY KEY (run_id, ticker),
+  FOREIGN KEY (run_id) REFERENCES screener_runs(id) ON DELETE CASCADE
+);
+CREATE INDEX IF NOT EXISTS idx_results_run_rank ON screener_results(run_id, rank);
+"""
+
+
+def ensure_screener_schema(conn: sqlite3.Connection) -> None:
+    """Create tables and seed default settings (idempotent)."""
+    conn.executescript(DDL)
+    existing = conn.execute("SELECT id FROM screener_settings WHERE id=1").fetchone()
+    if existing is None:
+        now = datetime.now(timezone.utc).isoformat()
+        conn.execute(
+            """
+            INSERT INTO screener_settings (
+              id, weights_json, node_params_json, gate_params_json,
+              top_n, rr_ratio, atr_window, atr_stop_mult, updated_at
+            ) VALUES (1, ?, ?, ?, 20, 2.0, 14, 2.0, ?)
+            """,
+            (
+                json.dumps(DEFAULT_WEIGHTS),
+                json.dumps(DEFAULT_NODE_PARAMS),
+                json.dumps(DEFAULT_GATE_PARAMS),
+                now,
+            ),
+        )
+    conn.commit()