138 lines
4.9 KiB
Python
138 lines
4.9 KiB
Python
"""매매 알람 — 감시대상(monitor-set) 조립. 순수 조립 로직(HTTP/텔레그램 없음).
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계약 §5.1 (docs/superpowers/specs/2026-07-02-realtime-trade-alerts-design.md) —
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Windows 워커가 GET /api/webai/trade-alert/monitor-set 로 받는 응답을 조립한다.
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NAS는 watchlist ∪ screener 최신 성공 run 후보를 buy_targets로, 보유 종목을
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sell_targets로 병합해 넘긴다. TA/조건판정은 워커 쪽 책임.
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"""
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import os
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import httpx
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from datetime import datetime, timedelta, timezone, time as _time
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from typing import Optional
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from app.db import get_all_portfolio, get_watchlist
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_KST = timezone(timedelta(hours=9))
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# KST 세션 창(시:분) — 평일+휴장 판정은 호출부에서 is_market_open으로 별도 게이팅
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_SESSIONS = [
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("pre", (8, 30), (9, 0)),
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("regular", (9, 0), (15, 30)),
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("after", (16, 0), (18, 0)),
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]
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def current_session(now_kst) -> str:
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"""now_kst의 time만으로 pre/regular/after/closed 세션 판정 (요일·휴장 무관)."""
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t = now_kst.time()
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for name, (sh, sm), (eh, em) in _SESSIONS:
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if _time(sh, sm) <= t < _time(eh, em):
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return name
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return "closed"
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DEFAULT_EXIT_PARAMS = {"stop_pct": 0.08, "take_pct": 0.25, "trailing_pct": 0.10}
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DEFAULT_BUY_PARAMS = {"rsi_oversold": 30, "breakout_vol_mult": 1.5, "pullback_pct": 0.02}
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def latest_screener_candidates(conn) -> list:
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"""최신 성공(status='success') screener run의 후보 {ticker,name} 목록."""
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row = conn.execute(
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"SELECT id FROM screener_runs WHERE status='success' ORDER BY asof DESC, id DESC LIMIT 1"
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).fetchone()
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if not row:
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return []
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run_id = row[0]
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rows = conn.execute(
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"SELECT ticker, name FROM screener_results WHERE run_id=? ORDER BY rank", (run_id,)
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).fetchall()
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return [{"ticker": r[0], "name": r[1]} for r in rows]
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def holding_high(conn, ticker: str, lookback_days: int = 60) -> Optional[float]:
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"""보유기간 고점(트레일링 스톱용) — krx_daily_prices 최근 lookback_days 최고 high."""
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row = conn.execute(
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"SELECT MAX(high) FROM krx_daily_prices WHERE ticker=? "
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"AND date >= date('now', ?)",
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(ticker, f"-{int(lookback_days)} days"),
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).fetchone()
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return row[0] if row and row[0] is not None else None
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def build_monitor_set(conn, session: str, exit_params: dict, buy_params: dict) -> dict:
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"""계약 §5.1 monitor-set 응답 dict 조립.
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buy_targets = watchlist ∪ 최신 screener 후보 (ticker 기준 중복 제거, watchlist 우선)
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sell_targets = 보유 종목(portfolio) + avg_price/qty/holding_high
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"""
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buy: dict[str, dict] = {}
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for w in get_watchlist():
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buy[w["ticker"]] = {
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"ticker": w["ticker"], "name": w["name"],
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"source": "watch", "params": w.get("params") or {},
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}
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for c in latest_screener_candidates(conn):
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if c["ticker"] not in buy:
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buy[c["ticker"]] = {
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"ticker": c["ticker"], "name": c["name"],
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"source": "screener", "params": {},
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}
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sell_targets = []
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for p in get_all_portfolio():
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ticker = p["ticker"]
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sell_targets.append({
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"ticker": ticker,
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"name": p.get("name"),
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"avg_price": p.get("avg_price"),
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"qty": p.get("quantity"),
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"holding_high": holding_high(conn, ticker),
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"params": {},
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})
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return {
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"session": session,
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"as_of": datetime.now(_KST).isoformat(),
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"buy_targets": list(buy.values()),
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"sell_targets": sell_targets,
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"buy_params": buy_params,
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"exit_params": exit_params,
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}
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def diff_firing(reported: list, prev: set) -> dict:
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"""워커 발화집합(reported) vs 직전 발화상태(prev) edge diff.
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reported 각 항목: {ticker,kind,condition,price,detail,name?}.
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key = (ticker,kind,condition).
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반환 {"new":[신규 alert...], "cleared":[해제 key...], "seen":[현재 key...]}.
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"""
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cur = {}
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for a in reported:
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key = (a["ticker"], a["kind"], a["condition"])
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cur[key] = a
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cur_keys = set(cur.keys())
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new_keys = cur_keys - prev
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cleared = sorted(prev - cur_keys)
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return {
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"new": [cur[k] for k in cur_keys if k in new_keys],
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"cleared": cleared,
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"seen": sorted(cur_keys),
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}
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def notify_agent_office(alerts: list) -> bool:
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"""신규 alert들을 agent-office로 push (계약 §5.2). 전송 성공 시 True.
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실패(네트워크 오류/비-200)는 False — 호출부가 상태/이력 미채택 후 다음
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사이클에 동일 alert를 재시도하도록 한다(멱등, at-least-once).
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"""
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url = os.getenv("AGENT_OFFICE_URL", "http://agent-office:8000") + "/api/agent-office/stock/trade-alert"
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try:
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with httpx.Client(timeout=10) as c:
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resp = c.post(url, json={"alerts": alerts})
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return resp.status_code == 200
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except httpx.HTTPError:
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return False
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