gahusb
ace0339d33
- git mv stock-lab/ → stock/ - docker-compose.yml: 서비스 키 + container_name + build.context + frontend.depends_on + agent-office STOCK_LAB_URL → STOCK_URL - agent-office/app: config.py, service_proxy.py, agents/stock.py, tests/ STOCK_LAB_URL → STOCK_URL - nginx/default.conf: proxy_pass http://stock-lab → http://stock (3 lines) - CLAUDE.md / README.md / STATUS.md / scripts/ 문구 갱신 - stock/ 내부 자기 참조 갱신 lab 네이밍 정책 (feedback_lab_naming.md) graduation. API URL / Python import / DB 파일명 변경 없음.
82 lines
2.8 KiB
Python
82 lines
2.8 KiB
Python
"""HygieneGate — pre-filter for screener."""
|
|
|
|
from __future__ import annotations
|
|
|
|
import pandas as pd
|
|
|
|
from .base import GateNode
|
|
|
|
|
|
class HygieneGate(GateNode):
|
|
name = "hygiene"
|
|
label = "위생 게이트"
|
|
default_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,
|
|
}
|
|
param_schema = {
|
|
"type": "object",
|
|
"properties": {
|
|
"min_market_cap_won": {"type": "integer", "minimum": 0},
|
|
"min_avg_value_won": {"type": "integer", "minimum": 0},
|
|
"min_listed_days": {"type": "integer", "minimum": 0},
|
|
"skip_managed": {"type": "boolean"},
|
|
"skip_preferred": {"type": "boolean"},
|
|
"skip_spac": {"type": "boolean"},
|
|
"skip_halted_days": {"type": "integer", "minimum": 0},
|
|
},
|
|
}
|
|
|
|
def filter(self, ctx, params: dict) -> pd.Index:
|
|
master = ctx.master.copy()
|
|
prices = ctx.prices
|
|
|
|
# 시총
|
|
master = master[master["market_cap"].fillna(0) >= params["min_market_cap_won"]]
|
|
|
|
# 우선주·관리·스팩
|
|
if params.get("skip_preferred", True):
|
|
master = master[master["is_preferred"] == 0]
|
|
if params.get("skip_managed", True):
|
|
master = master[master["is_managed"] == 0]
|
|
if params.get("skip_spac", True):
|
|
master = master[master["is_spac"] == 0]
|
|
|
|
candidates = master.index
|
|
|
|
# 20일 평균 거래대금
|
|
if not prices.empty:
|
|
recent20 = (
|
|
prices[prices["ticker"].isin(candidates)]
|
|
.sort_values("date")
|
|
.groupby("ticker")
|
|
.tail(20)
|
|
)
|
|
avg_value = recent20.groupby("ticker")["value"].mean()
|
|
ok = avg_value[avg_value >= params["min_avg_value_won"]].index
|
|
candidates = candidates.intersection(ok)
|
|
|
|
# 최근 N일 거래정지 (volume==0 N일 이상)
|
|
halted_days = params.get("skip_halted_days", 3)
|
|
if halted_days > 0 and not prices.empty:
|
|
recent = (
|
|
prices[prices["ticker"].isin(candidates)]
|
|
.sort_values("date")
|
|
.groupby("ticker")
|
|
.tail(halted_days)
|
|
)
|
|
zero_count = (
|
|
recent.assign(z=lambda d: (d["volume"] == 0).astype(int))
|
|
.groupby("ticker")["z"].sum()
|
|
)
|
|
healthy = zero_count[zero_count < halted_days].index
|
|
candidates = candidates.intersection(healthy)
|
|
|
|
# 상장 N일 — MVP에선 listed_date null 허용, null이면 통과
|
|
return pd.Index(candidates)
|