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.
205 lines
7.0 KiB
Python
205 lines
7.0 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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# ai_news: 검증 전 gradient 차단 (4주 IC > 0.05 확인 후 활성화).
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# 데이터 수집은 계속, 가중합 영향만 0.
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"ai_news": 0.0,
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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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"ai_news": {"min_news_count": 1},
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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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-- articles 테이블 (도메스틱/해외 뉴스 원본).
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-- 메인 app.db.init_db() 에서도 생성하지만, 테스트 환경 및 단독 screener 컨텍스트
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-- (ai_news.articles_source 등)에서도 참조 가능하도록 idempotent 하게 보장한다.
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CREATE TABLE IF NOT EXISTS articles (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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hash TEXT UNIQUE NOT NULL,
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category TEXT DEFAULT 'domestic',
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title TEXT NOT NULL,
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link TEXT,
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summary TEXT,
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press TEXT,
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pub_date TEXT,
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crawled_at TEXT
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);
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CREATE INDEX IF NOT EXISTS idx_articles_crawled ON articles(crawled_at DESC);
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CREATE TABLE IF NOT EXISTS news_sentiment (
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ticker TEXT NOT NULL,
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date TEXT NOT NULL,
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score_raw REAL NOT NULL,
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reason TEXT NOT NULL DEFAULT '',
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news_count INTEGER NOT NULL DEFAULT 0,
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tokens_input INTEGER NOT NULL DEFAULT 0,
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tokens_output INTEGER NOT NULL DEFAULT 0,
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model TEXT NOT NULL DEFAULT 'claude-haiku-4-5-20251001',
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source TEXT NOT NULL DEFAULT 'articles',
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created_at TEXT NOT NULL DEFAULT (datetime('now','localtime')),
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PRIMARY KEY (ticker, date)
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);
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CREATE INDEX IF NOT EXISTS idx_news_sentiment_date ON news_sentiment(date DESC);
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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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# ai_news 키 누락 시 1회 보충 (이미 운영 중인 환경에 대해)
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row = conn.execute(
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"SELECT weights_json, node_params_json FROM screener_settings WHERE id=1"
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).fetchone()
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if row is not None:
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w = json.loads(row[0])
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p = json.loads(row[1])
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changed = False
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if "ai_news" not in w:
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w["ai_news"] = DEFAULT_WEIGHTS["ai_news"]
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changed = True
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# One-time reset: ai_news default 0.8 → 0.0 (검증 전 gradient 차단).
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# 사용자가 명시적으로 0.8 외 값을 설정했다면 영향 없음.
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elif w.get("ai_news") == 0.8:
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w["ai_news"] = 0.0
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changed = True
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if "ai_news" not in p:
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p["ai_news"] = DEFAULT_NODE_PARAMS["ai_news"]
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changed = True
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if changed:
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conn.execute(
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"UPDATE screener_settings SET weights_json=?, node_params_json=? WHERE id=1",
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(json.dumps(w), json.dumps(p)),
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)
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# news_sentiment.source 컬럼 1회 추가 (기존 운영 환경)
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cols = {r[1] for r in conn.execute(
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"PRAGMA table_info(news_sentiment)"
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).fetchall()}
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if "source" not in cols:
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conn.execute(
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"ALTER TABLE news_sentiment "
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"ADD COLUMN source TEXT NOT NULL DEFAULT 'articles'"
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)
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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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