web-page-backend/stock-lab/app/screener/schema.py

"""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,
    # ai_news: 검증 전 gradient 차단 (4주 IC > 0.05 확인 후 활성화).
    # 데이터 수집은 계속, 가중합 영향만 0.
    "ai_news":      0.0,
}
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},
    "ai_news":      {"min_news_count": 1},
}
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);

CREATE TABLE IF NOT EXISTS news_sentiment (
  ticker          TEXT NOT NULL,
  date            TEXT NOT NULL,
  score_raw       REAL NOT NULL,
  reason          TEXT NOT NULL DEFAULT '',
  news_count      INTEGER NOT NULL DEFAULT 0,
  tokens_input    INTEGER NOT NULL DEFAULT 0,
  tokens_output   INTEGER NOT NULL DEFAULT 0,
  model           TEXT NOT NULL DEFAULT 'claude-haiku-4-5-20251001',
  created_at      TEXT NOT NULL DEFAULT (datetime('now','localtime')),
  PRIMARY KEY (ticker, date)
);
CREATE INDEX IF NOT EXISTS idx_news_sentiment_date ON news_sentiment(date DESC);
"""


def ensure_screener_schema(conn: sqlite3.Connection) -> None:
    """Create tables and seed default settings (idempotent)."""
    conn.executescript(DDL)
    # ai_news 키 누락 시 1회 보충 (이미 운영 중인 환경에 대해)
    row = conn.execute(
        "SELECT weights_json, node_params_json FROM screener_settings WHERE id=1"
    ).fetchone()
    if row is not None:
        w = json.loads(row[0])
        p = json.loads(row[1])
        changed = False
        if "ai_news" not in w:
            w["ai_news"] = DEFAULT_WEIGHTS["ai_news"]
            changed = True
        # One-time reset: ai_news default 0.8 → 0.0 (검증 전 gradient 차단).
        # 사용자가 명시적으로 0.8 외 값을 설정했다면 영향 없음.
        elif w.get("ai_news") == 0.8:
            w["ai_news"] = 0.0
            changed = True
        if "ai_news" not in p:
            p["ai_news"] = DEFAULT_NODE_PARAMS["ai_news"]
            changed = True
        if changed:
            conn.execute(
                "UPDATE screener_settings SET weights_json=?, node_params_json=? WHERE id=1",
                (json.dumps(w), json.dumps(p)),
            )
    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()