feat(stock): 감시대상(monitor-set) 조립 로직

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2026-07-02 15:51:06 +09:00
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stock/app/trade_alerts.py Normal file
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"""매매 알람 — 감시대상(monitor-set) 조립. 순수 조립 로직(HTTP/텔레그램 없음).
계약 §5.1 (docs/superpowers/specs/2026-07-02-realtime-trade-alerts-design.md) —
Windows 워커가 GET /api/webai/trade-alert/monitor-set 로 받는 응답을 조립한다.
NAS는 watchlist screener 최신 성공 run 후보를 buy_targets로, 보유 종목을
sell_targets로 병합해 넘긴다. TA/조건판정은 워커 쪽 책임.
"""
from datetime import datetime, timedelta, timezone
from typing import Optional
from app.db import get_all_portfolio, get_watchlist
_KST = timezone(timedelta(hours=9))
def latest_screener_candidates(conn) -> list:
"""최신 성공(status='success') screener run의 후보 {ticker,name} 목록."""
row = conn.execute(
"SELECT id FROM screener_runs WHERE status='success' ORDER BY asof DESC, id DESC LIMIT 1"
).fetchone()
if not row:
return []
run_id = row[0]
rows = conn.execute(
"SELECT ticker, name FROM screener_results WHERE run_id=? ORDER BY rank", (run_id,)
).fetchall()
return [{"ticker": r[0], "name": r[1]} for r in rows]
def holding_high(conn, ticker: str, lookback_days: int = 60) -> Optional[float]:
"""보유기간 고점(트레일링 스톱용) — krx_daily_prices 최근 lookback_days 최고 high."""
row = conn.execute(
"SELECT MAX(high) FROM krx_daily_prices WHERE ticker=? "
"AND date >= date('now', ?)",
(ticker, f"-{int(lookback_days)} days"),
).fetchone()
return row[0] if row and row[0] is not None else None
def build_monitor_set(conn, session: str, exit_params: dict, buy_params: dict) -> dict:
"""계약 §5.1 monitor-set 응답 dict 조립.
buy_targets = watchlist 최신 screener 후보 (ticker 기준 중복 제거, watchlist 우선)
sell_targets = 보유 종목(portfolio) + avg_price/qty/holding_high
"""
buy: dict[str, dict] = {}
for w in get_watchlist():
buy[w["ticker"]] = {
"ticker": w["ticker"], "name": w["name"],
"source": "watch", "params": w.get("params") or {},
}
for c in latest_screener_candidates(conn):
if c["ticker"] not in buy:
buy[c["ticker"]] = {
"ticker": c["ticker"], "name": c["name"],
"source": "screener", "params": {},
}
sell_targets = []
for p in get_all_portfolio():
ticker = p["ticker"]
sell_targets.append({
"ticker": ticker,
"name": p.get("name"),
"avg_price": p.get("avg_price"),
"qty": p.get("quantity"),
"holding_high": holding_high(conn, ticker),
"params": {},
})
return {
"session": session,
"as_of": datetime.now(_KST).isoformat(),
"buy_targets": list(buy.values()),
"sell_targets": sell_targets,
"buy_params": buy_params,
"exit_params": exit_params,
}