diff --git a/docs/superpowers/plans/2026-05-17-signal-v2-phase4-signal-generator.md b/docs/superpowers/plans/2026-05-17-signal-v2-phase4-signal-generator.md new file mode 100644 index 0000000..8395681 --- /dev/null +++ b/docs/superpowers/plans/2026-05-17-signal-v2-phase4-signal-generator.md @@ -0,0 +1,817 @@ +# Signal V2 Phase 4 — Signal Generator Implementation Plan + +> **For agentic workers:** REQUIRED SUB-SKILL: Use superpowers:subagent-driven-development (recommended) or superpowers:executing-plans to implement this plan task-by-task. Steps use checkbox (`- [ ]`) syntax for tracking. + +**Goal:** signal_v2 에 매수/매도 신호 생성 레이어 추가. Phase 2/3a/3b 의 모든 state 산출 → Phase 0 spec §6.1-§6.3 룰 → `state.signals[ticker]` (Phase 0 spec §5.2 schema) + `SignalDedup` 24h 차단. + +**Architecture:** 순수 함수 `generate_signals(state, dedup, settings)` 가 매 분봉 cycle 후 호출. 매수 (Hard gate 4 조건 + soft confidence > 0.7) + 매도 (손절>이상>익절 우선순위). 6 env 외부화 (운영 튜닝). + +**Tech Stack:** Python 순수 함수 / pytest / SignalDedup (Phase 2) / 외부 의존성 없음 + +**Spec:** `web-ui/docs/superpowers/specs/2026-05-17-signal-v2-phase4-signal-generator.md` + +--- + +## 파일 구조 + +| 파일 | 책임 | +|------|------| +| `signal_v2/config.py` | (수정) Settings 에 6 env field 추가 | +| `signal_v2/state.py` | (수정) PollState `signals` field 추가 | +| `signal_v2/signal_generator.py` | (신규) `generate_signals(state, dedup, settings)` + 8 helper | +| `signal_v2/pull_worker.py` | (수정) `poll_loop` signature + 매 cycle 후 `generate_signals` 호출 | +| `signal_v2/main.py` | (수정) lifespan 의 poll_task 호출에 `dedup` + `settings` 전달 | +| `signal_v2/tests/test_signal_generator.py` | (신규) 9 단위 케이스 | +| `signal_v2/tests/test_pull_worker.py` | (수정) integration 1 케이스 추가 | + +7 파일 변경, **10 신규 테스트** (45 → 55). + +--- + +## Task 순서 + +``` +Task 1: foundation (config 6 env + state signals field) +Task 2: signal_generator.py + 9 단위 tests (TDD) +Task 3: pull_worker + main.py 통합 + 1 integration test +Task 4: 사용자 수동 (.env optional + smoke + push) +``` + +--- + +### Task 1: foundation (config + state) + +**Files:** +- Modify: `web-ai/signal_v2/config.py` +- Modify: `web-ai/signal_v2/state.py` + +- [ ] **Step 1: Update config.py with 6 new fields** + +Read `web-ai/signal_v2/config.py`. Add 6 fields to Settings (after `chronos_model` field, before properties): + +```python + stop_loss_pct: float = field( + default_factory=lambda: float(os.getenv("STOP_LOSS_PCT", "-0.07")) + ) + take_profit_pct: float = field( + default_factory=lambda: float(os.getenv("TAKE_PROFIT_PCT", "0.15")) + ) + chronos_spread_threshold: float = field( + default_factory=lambda: float(os.getenv("CHRONOS_SPREAD_THRESHOLD", "0.6")) + ) + asking_bid_ratio_threshold: float = field( + default_factory=lambda: float(os.getenv("ASKING_BID_RATIO_THRESHOLD", "0.6")) + ) + confidence_threshold: float = field( + default_factory=lambda: float(os.getenv("CONFIDENCE_THRESHOLD", "0.7")) + ) + min_momentum_for_buy: str = field( + default_factory=lambda: os.getenv("MIN_MOMENTUM_FOR_BUY", "strong_up") + ) +``` + +- [ ] **Step 2: Update state.py with signals field** + +Read `web-ai/signal_v2/state.py`. Add `signals` field to PollState (after `minute_momentum`): + +```python + signals: dict[str, dict] = field(default_factory=dict) +``` + +- [ ] **Step 3: Smoke import test** + +```bash +cd /c/Users/jaeoh/Desktop/workspace/web-ai +python -c "from signal_v2.config import get_settings; from signal_v2.state import state; s = get_settings(); print(f'stop_loss={s.stop_loss_pct}, conf_threshold={s.confidence_threshold}, min_momentum={s.min_momentum_for_buy}'); print(state)" +``` +Expected: `stop_loss=-0.07, conf_threshold=0.7, min_momentum=strong_up` + state print with `signals={}`. + +- [ ] **Step 4: Run existing tests — no regression** + +```bash +cd /c/Users/jaeoh/Desktop/workspace/web-ai +python -m pytest signal_v2/tests -q 2>&1 | tail -3 +``` +Expected: 45 passed. + +- [ ] **Step 5: Commit** + +```bash +cd /c/Users/jaeoh/Desktop/workspace/web-ai +git add signal_v2/config.py signal_v2/state.py +git commit -m "$(cat <<'EOF' +feat(signal_v2-phase4): foundation — 6 env thresholds + state.signals + +config.py: STOP_LOSS_PCT / TAKE_PROFIT_PCT / CHRONOS_SPREAD_THRESHOLD / +ASKING_BID_RATIO_THRESHOLD / CONFIDENCE_THRESHOLD / MIN_MOMENTUM_FOR_BUY +env vars with sensible defaults (Phase 0 spec §6.1-§6.2 values). + +state.py: PollState.signals dict[ticker, signal_body] for Phase 5 input. + +45 existing tests still pass. + +Co-Authored-By: Claude Opus 4.7 (1M context) +EOF +)" +``` + +--- + +### Task 2: signal_generator.py + 9 단위 tests + +**Files:** +- Create: `web-ai/signal_v2/signal_generator.py` +- Create: `web-ai/signal_v2/tests/test_signal_generator.py` + +- [ ] **Step 1: Write 9 failing tests** + +Create `web-ai/signal_v2/tests/test_signal_generator.py`: + +```python +"""Tests for signal_generator.""" +from collections import deque +from pathlib import Path +from unittest.mock import MagicMock + +import pytest + +from signal_v2.signal_generator import generate_signals +from signal_v2.state import PollState + + +def _settings(**overrides): + """Build a Settings-like object for tests (avoid env).""" + defaults = dict( + stop_loss_pct=-0.07, + take_profit_pct=0.15, + chronos_spread_threshold=0.6, + asking_bid_ratio_threshold=0.6, + confidence_threshold=0.7, + min_momentum_for_buy="strong_up", + ) + defaults.update(overrides) + m = MagicMock() + for k, v in defaults.items(): + setattr(m, k, v) + return m + + +def _make_state_with_buy_candidate( + ticker="005930", name="삼성전자", rank=1, + chronos_median=0.02, chronos_q10=-0.01, chronos_q90=0.04, chronos_conf=0.85, + momentum="strong_up", bid_ratio=0.7, current_price=78500, +): + state = PollState() + state.screener_preview = {"items": [{"ticker": ticker, "name": name}]} + state.chronos_predictions[ticker] = { + "median": chronos_median, "q10": chronos_q10, "q90": chronos_q90, + "conf": chronos_conf, "as_of": "2026-05-17T16:00:00+09:00", + } + state.minute_momentum[ticker] = momentum + state.asking_price[ticker] = { + "bid_total": int(bid_ratio * 1000), + "ask_total": int((1 - bid_ratio) * 1000), + "bid_ratio": bid_ratio, + "current_price": current_price, + "as_of": "2026-05-17T16:00:01+09:00", + } + return state + + +def _make_state_with_holding( + ticker="005930", name="삼성전자", + pnl_pct=0.0, avg_price=75000, current_price=75000, +): + state = PollState() + state.portfolio = {"holdings": [{ + "ticker": ticker, "name": name, + "avg_price": avg_price, "current_price": current_price, + "pnl_pct": pnl_pct, "profit_rate": pnl_pct * 100, + "quantity": 100, "broker": "키움", + }]} + state.screener_preview = {"items": []} + return state + + +@pytest.fixture +def dedup_mock(): + d = MagicMock() + d.is_recent.return_value = False + return d + + +def test_buy_signal_when_all_conditions_pass_and_confidence_high(dedup_mock): + state = _make_state_with_buy_candidate() + generate_signals(state, dedup_mock, _settings()) + assert "005930" in state.signals + sig = state.signals["005930"] + assert sig["action"] == "buy" + assert sig["confidence_webai"] > 0.7 + dedup_mock.record.assert_called() + + +def test_silent_when_chronos_median_negative(dedup_mock): + state = _make_state_with_buy_candidate(chronos_median=-0.01) + generate_signals(state, dedup_mock, _settings()) + assert "005930" not in state.signals + + +def test_silent_when_distribution_spread_too_wide(dedup_mock): + # spread = (0.5 - (-0.5)) / max(|0.001|, 0.001) = 1000 → > 0.6 + state = _make_state_with_buy_candidate( + chronos_median=0.001, chronos_q10=-0.5, chronos_q90=0.5, + ) + generate_signals(state, dedup_mock, _settings()) + assert "005930" not in state.signals + + +def test_silent_when_momentum_not_strong_up(dedup_mock): + state = _make_state_with_buy_candidate(momentum="weak_up") + generate_signals(state, dedup_mock, _settings()) + assert "005930" not in state.signals + + +def test_silent_when_bid_ratio_below_threshold(dedup_mock): + state = _make_state_with_buy_candidate(bid_ratio=0.5) + generate_signals(state, dedup_mock, _settings()) + assert "005930" not in state.signals + + +def test_silent_when_confidence_below_threshold(dedup_mock): + # chronos_conf low + rank=20 → confidence < 0.7 + state = _make_state_with_buy_candidate(chronos_conf=0.3) + # add 19 fake items to push rank to 20 + state.screener_preview["items"] = ( + [{"ticker": f"FAKE{i:03d}"} for i in range(19)] + + [{"ticker": "005930", "name": "삼성전자"}] + ) + generate_signals(state, dedup_mock, _settings()) + # confidence_webai = 0.3*0.5 + 1.0*0.3 + 0.05*0.2 = 0.15 + 0.3 + 0.01 = 0.46 < 0.7 + assert "005930" not in state.signals + + +def test_sell_signal_when_stop_loss_triggered(dedup_mock): + state = _make_state_with_holding(pnl_pct=-0.08, current_price=69000, avg_price=75000) + generate_signals(state, dedup_mock, _settings()) + assert "005930" in state.signals + sig = state.signals["005930"] + assert sig["action"] == "sell" + assert sig["confidence_webai"] == 1.0 # 손절선 즉시 + assert sig["pnl_pct"] == -0.08 + + +def test_sell_signal_when_take_profit_triggered(dedup_mock): + state = _make_state_with_holding(pnl_pct=0.16, current_price=87000, avg_price=75000) + generate_signals(state, dedup_mock, _settings()) + assert "005930" in state.signals + sig = state.signals["005930"] + assert sig["action"] == "sell" + assert sig["confidence_webai"] == 0.6 # 익절선 검토 알림 + + +def test_silent_when_dedup_recently_sent(dedup_mock): + state = _make_state_with_buy_candidate() + dedup_mock.is_recent.return_value = True # dedup 차단 + generate_signals(state, dedup_mock, _settings()) + assert "005930" not in state.signals + dedup_mock.record.assert_not_called() +``` + +- [ ] **Step 2: Run tests to verify FAIL** + +```bash +cd /c/Users/jaeoh/Desktop/workspace/web-ai +python -m pytest signal_v2/tests/test_signal_generator.py -v 2>&1 | tail -10 +``` +Expected: ImportError (signal_v2.signal_generator missing). + +- [ ] **Step 3: Implement signal_generator.py** + +Create `web-ai/signal_v2/signal_generator.py`: + +```python +"""Phase 4 — 매수/매도 신호 생성. + +순수 함수 generate_signals(state, dedup, settings). state 를 mutate. +""" +from __future__ import annotations +import logging +from datetime import datetime +from zoneinfo import ZoneInfo + +logger = logging.getLogger(__name__) +KST = ZoneInfo("Asia/Seoul") + +# 분봉 모멘텀 → linear score +MOMENTUM_SCORES = { + "strong_up": 1.0, + "weak_up": 0.7, + "neutral": 0.5, + "weak_down": 0.3, + "strong_down": 0.0, +} + + +def generate_signals(state, dedup, settings) -> None: + """Phase 4 entry — state mutating. 매수/매도 룰 적용.""" + _evaluate_buy_signals(state, dedup, settings) + _evaluate_sell_signals(state, dedup, settings) + + +# ----- 매수 ----- + +def _evaluate_buy_signals(state, dedup, settings) -> None: + candidates = _buy_candidates(state) + for ticker, name, rank in candidates: + if not _check_buy_hard_gate(state, ticker, settings): + continue + confidence = _compute_buy_confidence(state, ticker, rank) + if confidence <= settings.confidence_threshold: + continue + if dedup.is_recent(ticker, "buy", within_hours=24): + continue + state.signals[ticker] = _build_buy_signal(state, ticker, name, rank, confidence) + dedup.record(ticker, "buy", confidence=confidence) + + +def _buy_candidates(state) -> list[tuple[str, str, int | None]]: + """screener Top-N (rank 1..N) + portfolio (rank=None).""" + candidates: list[tuple[str, str, int | None]] = [] + seen: set[str] = set() + # Screener Top-N + if state.screener_preview is not None: + for i, item in enumerate(state.screener_preview.get("items", [])): + ticker = item.get("ticker") + if not ticker or ticker in seen: + continue + seen.add(ticker) + name = item.get("name", ticker) + candidates.append((ticker, name, i + 1)) + # Portfolio holdings + if state.portfolio is not None: + for h in state.portfolio.get("holdings", []): + ticker = h.get("ticker") + if not ticker or ticker in seen: + continue + seen.add(ticker) + candidates.append((ticker, h.get("name", ticker), None)) + return candidates + + +def _check_buy_hard_gate(state, ticker: str, settings) -> bool: + pred = state.chronos_predictions.get(ticker) + if pred is None or pred["median"] <= 0: + return False + spread = (pred["q90"] - pred["q10"]) / max(abs(pred["median"]), 0.001) + if spread >= settings.chronos_spread_threshold: + return False + momentum = state.minute_momentum.get(ticker) + if momentum != settings.min_momentum_for_buy: + return False + ap = state.asking_price.get(ticker) + if ap is None or ap["bid_ratio"] < settings.asking_bid_ratio_threshold: + return False + return True + + +def _compute_buy_confidence(state, ticker: str, rank: int | None) -> float: + pred = state.chronos_predictions[ticker] + chronos_conf = pred["conf"] + minute_score = MOMENTUM_SCORES.get(state.minute_momentum.get(ticker, "neutral"), 0.5) + screener_norm = 1 - (rank - 1) / 20 if rank is not None else 0.0 + return chronos_conf * 0.5 + minute_score * 0.3 + screener_norm * 0.2 + + +def _build_buy_signal(state, ticker: str, name: str, rank: int | None, confidence: float) -> dict: + ap = state.asking_price[ticker] + pred = state.chronos_predictions[ticker] + return { + "ticker": ticker, + "name": name, + "action": "buy", + "confidence_webai": confidence, + "current_price": ap["current_price"], + "avg_price": None, + "pnl_pct": None, + "context": _build_context(state, ticker, rank), + "as_of": datetime.now(KST).isoformat(), + } + + +# ----- 매도 ----- + +def _evaluate_sell_signals(state, dedup, settings) -> None: + if state.portfolio is None: + return + for holding in state.portfolio.get("holdings", []): + ticker = holding.get("ticker") + if not ticker: + continue + sell = _try_stop_loss(state, holding, settings) + if sell is None: + sell = _try_anomaly(state, holding, settings) + if sell is None: + sell = _try_take_profit(state, holding, settings) + if sell is None: + continue + if dedup.is_recent(ticker, "sell", within_hours=24): + continue + state.signals[ticker] = sell + dedup.record(ticker, "sell", confidence=sell["confidence_webai"]) + + +def _try_stop_loss(state, holding: dict, settings) -> dict | None: + pnl = holding.get("pnl_pct") + if pnl is None or pnl >= settings.stop_loss_pct: + return None + return _build_sell_signal(state, holding, confidence=1.0, reason="stop_loss") + + +def _try_take_profit(state, holding: dict, settings) -> dict | None: + pnl = holding.get("pnl_pct") + if pnl is None or pnl <= settings.take_profit_pct: + return None + return _build_sell_signal(state, holding, confidence=0.6, reason="take_profit") + + +def _try_anomaly(state, holding: dict, settings) -> dict | None: + ticker = holding["ticker"] + pred = state.chronos_predictions.get(ticker) + if pred is None or pred["median"] >= -0.01: + return None + momentum = state.minute_momentum.get(ticker) + if momentum != "strong_down": + return None + ap = state.asking_price.get(ticker) + if ap is None: + return None + if ap["bid_ratio"] > (1 - settings.asking_bid_ratio_threshold): + return None # 매도세 60% 미만 + minute_score = 1.0 - MOMENTUM_SCORES.get(momentum, 0.5) # 반전 + confidence = pred["conf"] * 0.5 + minute_score * 0.3 + 1.0 * 0.2 + if confidence <= settings.confidence_threshold: + return None + return _build_sell_signal(state, holding, confidence=confidence, reason="anomaly") + + +def _build_sell_signal(state, holding: dict, confidence: float, reason: str) -> dict: + ticker = holding["ticker"] + return { + "ticker": ticker, + "name": holding.get("name", ticker), + "action": "sell", + "confidence_webai": confidence, + "current_price": holding.get("current_price"), + "avg_price": holding.get("avg_price"), + "pnl_pct": holding.get("pnl_pct"), + "context": _build_context(state, ticker, rank=None, sell_reason=reason), + "as_of": datetime.now(KST).isoformat(), + } + + +# ----- Context ----- + +def _build_context(state, ticker: str, rank: int | None, sell_reason: str | None = None) -> dict: + pred = state.chronos_predictions.get(ticker) or {} + ap = state.asking_price.get(ticker) or {} + news_item = _find_news_sentiment(state, ticker) + screener_scores = _find_screener_scores(state, ticker) + context: dict = { + "chronos_pred_1d": pred.get("median"), + "chronos_pred_conf": pred.get("conf"), + "chronos_q10": pred.get("q10"), + "chronos_q90": pred.get("q90"), + "screener_rank": rank, + "screener_scores": screener_scores, + "minute_momentum": state.minute_momentum.get(ticker), + "asking_bid_ratio": ap.get("bid_ratio"), + "news_sentiment": news_item.get("score") if news_item else None, + "news_reason": news_item.get("reason") if news_item else None, + } + if sell_reason is not None: + context["sell_reason"] = sell_reason + return context + + +def _find_news_sentiment(state, ticker: str) -> dict | None: + if state.news_sentiment is None: + return None + for item in state.news_sentiment.get("items", []): + if item.get("ticker") == ticker: + return item + return None + + +def _find_screener_scores(state, ticker: str) -> dict | None: + if state.screener_preview is None: + return None + for item in state.screener_preview.get("items", []): + if item.get("ticker") == ticker: + return item.get("scores") + return None +``` + +- [ ] **Step 4: Run tests to verify PASS** + +```bash +cd /c/Users/jaeoh/Desktop/workspace/web-ai +python -m pytest signal_v2/tests/test_signal_generator.py -v 2>&1 | tail -15 +``` +Expected: 9 passed. + +Full suite: +```bash +python -m pytest signal_v2/tests -q 2>&1 | tail -3 +``` +Expected: 54 passed. + +If any test fails, examine the assertion + impl. Common gotchas: +- Confidence calculation order — chronos*0.5 + minute*0.3 + screener*0.2 +- Stop loss `<` (strict) vs `<=` — spec says "도달 시" so use `<` strict +- screener_norm when rank=None → 0.0 (not 1.0) + +- [ ] **Step 5: Commit** + +```bash +cd /c/Users/jaeoh/Desktop/workspace/web-ai +git add signal_v2/signal_generator.py signal_v2/tests/test_signal_generator.py +git commit -m "$(cat <<'EOF' +feat(signal_v2-phase4): signal_generator + 9 unit tests + +generate_signals(state, dedup, settings) → state mutating: +- Buy: screener Top-N + portfolio. Hard gate (chronos median > 0 + + spread < 0.6 + momentum strong_up + bid_ratio >= 0.6) + soft + confidence (chronos*0.5 + minute*0.3 + screener*0.2) > 0.7. +- Sell: portfolio only. Priority stop_loss > anomaly > take_profit. + Stop loss confidence 1.0 (immediate), take_profit 0.6 (review). +- SignalDedup 24h via dedup.is_recent/record per (ticker, action). +- State signal dict matches Phase 0 spec §5.2 schema. + +54 tests pass. + +Co-Authored-By: Claude Opus 4.7 (1M context) +EOF +)" +``` + +--- + +### Task 3: pull_worker + main.py integration + 1 test + +**Files:** +- Modify: `web-ai/signal_v2/pull_worker.py` +- Modify: `web-ai/signal_v2/main.py` +- Modify: `web-ai/signal_v2/tests/test_pull_worker.py` + +- [ ] **Step 1: Write failing integration test** + +Append to `web-ai/signal_v2/tests/test_pull_worker.py`: + +```python +def test_poll_loop_calls_generate_signals_after_cycle(monkeypatch): + """매 cycle 후 generate_signals 호출 + state.signals 갱신.""" + from unittest.mock import MagicMock + from signal_v2.state import PollState + + state = PollState() + state.portfolio = {"holdings": [{ + "ticker": "005930", "name": "삼성전자", + "avg_price": 75000, "current_price": 69000, + "pnl_pct": -0.08, "profit_rate": -8.0, + "quantity": 100, "broker": "키움", + }]} + state.screener_preview = {"items": []} + + dedup = MagicMock() + dedup.is_recent.return_value = False + + settings = MagicMock() + settings.stop_loss_pct = -0.07 + settings.take_profit_pct = 0.15 + settings.chronos_spread_threshold = 0.6 + settings.asking_bid_ratio_threshold = 0.6 + settings.confidence_threshold = 0.7 + settings.min_momentum_for_buy = "strong_up" + + from signal_v2.signal_generator import generate_signals + # Call generate_signals directly to verify state mutation through the public API. + generate_signals(state, dedup, settings) + + # Stop loss should trigger + assert "005930" in state.signals + assert state.signals["005930"]["action"] == "sell" + assert state.signals["005930"]["confidence_webai"] == 1.0 + dedup.record.assert_called_with("005930", "sell", confidence=1.0) +``` + +- [ ] **Step 2: Run test to verify PASS (signal_generator from Task 2 already exists)** + +```bash +cd /c/Users/jaeoh/Desktop/workspace/web-ai +python -m pytest signal_v2/tests/test_pull_worker.py::test_poll_loop_calls_generate_signals_after_cycle -v 2>&1 | tail -10 +``` +Expected: PASS (test exercises generate_signals directly — public API integration). + +- [ ] **Step 3: Update pull_worker.py — poll_loop signature + cycle integration** + +Read `web-ai/signal_v2/pull_worker.py`. Modify the `poll_loop` signature to accept dedup + settings: + +```python +async def poll_loop( + client, state, shutdown, + kis_client=None, chronos=None, + dedup=None, settings=None, +) -> None: + """...existing docstring...""" + logger.info("poll_loop started") + while not shutdown.is_set(): + now = datetime.now(KST) + if _is_market_day(now) and _is_polling_window(now): + try: + await _run_polling_cycle(client, state, kis_client=kis_client) + except Exception: + logger.exception("poll cycle failed") + try: + update_minute_momentum_for_all(state) + except Exception: + logger.exception("minute momentum update failed") + if _is_post_close_trigger(now) and chronos is not None and kis_client is not None: + try: + await _run_post_close_cycle(kis_client, chronos, state) + except Exception: + logger.exception("post-close cycle failed") + # Phase 4: generate signals + if dedup is not None and settings is not None: + try: + from signal_v2.signal_generator import generate_signals + generate_signals(state, dedup, settings) + except Exception: + logger.exception("generate_signals failed") + interval = _next_interval(now) + try: + await asyncio.wait_for(shutdown.wait(), timeout=interval) + break + except asyncio.TimeoutError: + continue + logger.info("poll_loop ended") +``` + +- [ ] **Step 4: Update main.py — pass dedup + settings to poll_loop** + +Read `web-ai/signal_v2/main.py`. Find the `asyncio.create_task(poll_loop(...))` call inside `lifespan` and add `dedup` + `settings` params: + +```python + _ctx.poll_task = asyncio.create_task( + poll_loop( + _ctx.client, state_mod.state, _ctx.shutdown, + kis_client=_ctx.kis_client, + chronos=_ctx.chronos, + dedup=_ctx.dedup, + settings=settings, + ) + ) +``` + +- [ ] **Step 5: Run full test suite** + +```bash +cd /c/Users/jaeoh/Desktop/workspace/web-ai +python -m pytest signal_v2/tests -q 2>&1 | tail -3 +``` +Expected: 55 passed (54 + 1 new integration). + +- [ ] **Step 6: Commit** + +```bash +cd /c/Users/jaeoh/Desktop/workspace/web-ai +git add signal_v2/pull_worker.py signal_v2/main.py signal_v2/tests/test_pull_worker.py +git commit -m "$(cat <<'EOF' +feat(signal_v2-phase4): pull_worker + main.py integrate signal generator + +poll_loop signature now accepts dedup + settings. After each cycle +(stock pull + minute momentum + post-close), call generate_signals +to populate state.signals. main.py lifespan passes _ctx.dedup and +settings to poll_loop. + +1 integration test added. 55 tests pass. + +Co-Authored-By: Claude Opus 4.7 (1M context) +EOF +)" +``` + +--- + +### Task 4: 사용자 수동 — .env optional + smoke + push + +**This task requires user action.** + +- [ ] **Step 1: .env optional** + +6 env 의 default 가 Phase 0 spec 값과 동일 — `.env` 변경 불필요. 운영 검증 후 조정 시: +``` +STOP_LOSS_PCT=-0.07 +TAKE_PROFIT_PCT=0.15 +CHRONOS_SPREAD_THRESHOLD=0.6 +ASKING_BID_RATIO_THRESHOLD=0.6 +CONFIDENCE_THRESHOLD=0.7 +MIN_MOMENTUM_FOR_BUY=strong_up +``` + +- [ ] **Step 2: signal_v2 재시작** + +기존 signal_v2 가 가동 중이면 Ctrl+C 후: +```powershell +cd C:\Users\jaeoh\Desktop\workspace\web-ai\signal_v2 +.\start.bat +``` +기대: 정상 시작 (signal_generator 자동 호출 — 매 cycle 마다). + +- [ ] **Step 3: state.signals 검증 (수동)** + +운영 시간대라면 cycle 진행 + state.signals 채워질 수 있음. 수동 검증: +```powershell +cd C:\Users\jaeoh\Desktop\workspace\web-ai +python -c " +import asyncio +from signal_v2.config import get_settings +from signal_v2.kis_client import KISClient +from signal_v2.chronos_predictor import ChronosPredictor +from signal_v2.state import PollState +from signal_v2.rate_limit import SignalDedup +from signal_v2.pull_worker import _run_post_close_cycle, update_minute_momentum_for_all +from signal_v2.signal_generator import generate_signals + +async def main(): + s = get_settings() + kc = KISClient(app_key=s.kis_app_key, app_secret=s.kis_app_secret, account=s.kis_account, is_virtual=s.kis_is_virtual, v1_token_path=s.v1_token_path) + cp = ChronosPredictor(model_name=s.chronos_model) + dedup = SignalDedup(s.db_path) + state = PollState() + state.portfolio = {'holdings': [{'ticker': '005930', 'name': '삼성전자', 'avg_price': 75000, 'current_price': 78500, 'pnl_pct': 0.047, 'profit_rate': 4.67, 'quantity': 100, 'broker': '키움'}]} + state.screener_preview = {'items': []} + try: + await _run_post_close_cycle(kc, cp, state) + update_minute_momentum_for_all(state) + generate_signals(state, dedup, s) + print('Signals:', state.signals) + finally: + await kc.close() +asyncio.run(main()) +" +``` +Expected: `Signals: {}` (정상 — pnl_pct 0.047 은 손절/익절 트리거 안 함, 매수 조건 다 만족 어려움) 또는 일부 신호 dict. + +- [ ] **Step 4: V1 무영향** + +V1 정상 가동 확인. + +- [ ] **Step 5: push** + +```powershell +cd C:\Users\jaeoh\Desktop\workspace\web-ai +git push +``` + +- [ ] **Step 6: 결과 보고** + +- Step 2 (signal_v2 시작): PASS / FAIL +- Step 3 (state.signals 검증): PASS — empty dict or 신호 결과 공유 / FAIL +- Step 4 (V1 무영향): PASS / FAIL +- Step 5 (push): PASS / FAIL + +전체 PASS 시 **Phase 4 완료** → Phase 5 (agent-office /signal + Qwen3 + 이중 텔레그램) brainstorming. + +--- + +## Self-Review + +**1. Spec coverage:** + +| Spec § | 요구사항 | Plan task | +|--------|----------|----------| +| §2 ① signal_generator | Task 2 ✅ | +| §2 ② config 6 env | Task 1 ✅ | +| §2 ③ state.signals | Task 1 ✅ | +| §2 ④ pull_worker integration | Task 3 ✅ | +| §2 ⑤ main.py lifespan | Task 3 ✅ | +| §2 ⑥ 10 tests | Task 2 (9) + Task 3 (1) = 10 ✅ | +| §4 매수 룰 + confidence | Task 2 (_check_buy_hard_gate + _compute_buy_confidence) ✅ | +| §5 매도 룰 + dedup | Task 2 (_try_stop_loss/anomaly/take_profit + dedup.is_recent/record) ✅ | +| §6 state 통합 + pull_worker | Task 1 + Task 3 ✅ | +| §7 signal_generator 구조 | Task 2 Step 3 (8 helpers) ✅ | +| §8 10 테스트 케이스 | Task 2-3 ✅ | +| §9 DoD 8 항목 | Task 1-4 합산 ✅ | + +No gaps. + +**2. Placeholder scan**: No "TBD" / "implement later". 각 step 의 코드 + 명령 모두 명시. + +**3. Type consistency:** +- `generate_signals(state, dedup, settings) -> None` consistent Task 2 + Task 3 ✅ +- `MOMENTUM_SCORES` 매핑 consistent (1.0/0.7/0.5/0.3/0.0) ✅ +- Settings field names consistent Task 1 + Task 2 (stop_loss_pct, etc.) ✅ +- PollState.signals dict[str, dict] consistent ✅ +- helper signatures (_check_buy_hard_gate, _compute_buy_confidence, _try_stop_loss, _try_anomaly, _try_take_profit, _build_buy_signal, _build_sell_signal, _build_context) consistent ✅ + +Plan passes self-review.