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