5 Commits

Author SHA1 Message Date
534ded59e8 docs(signal-v2): amend spread formula to absolute (q90-q10) for Chronos-bolt zero-shot reality
Phase 0 spec §6.1 originally specified relative spread (q90-q10)/median < 0.6.
Phase 3b smoke (005930: median=-0.59%, q90-q10=15.3%) revealed Chronos-bolt
zero-shot median frequently sits near zero, causing relative spread to explode
(15.3/0.0059 ≈ 25) and reject every signal. Absolute spread (0.153 < 0.6)
preserves the threshold semantic and keeps Phase 7 IC validation tractable.

Phase 4 spec §4.2 + Phase 0 §6.1 both amended with cross-reference.
chronos_predictor.py conf calculation unchanged — monotonic mapping there
is independent of hard-gate semantics.
2026-05-17 13:10:50 +09:00
f4b78da176 docs(signal-v2): Phase 4 implementation plan — 4 tasks TDD
Task 1: foundation (config 6 env + state.signals)
Task 2: signal_generator + 9 unit tests (TDD)
Task 3: pull_worker + main.py integration + 1 test
Task 4: user manual (.env optional + smoke + push)

10 new tests, total 55 signal_v2 tests. ~3-5 days.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-17 12:52:13 +09:00
aeeab6704f fix(insta): SlateDetail JSON 객체 렌더 오류 + 카드 생성 시 자동 스크롤
(1) React error #31 fix: cover_copy/cta_copy는 객체({headline,body,accent_color}),
    body_copies는 배열 — 직접 {slate.cover_copy}로 렌더하면 에러. 필드별로
    분해 렌더하고, 10페이지 전체 카피(커버 1 + 본문 8 + CTA 1)를 detail에
    노출하도록 SlateDetail 확장.

(2) UX: handleCreateSlate 시작 시 window.scrollTo(0, 0)로 상단 progress 배너
    노출 보장. KeywordsPanel의 🎴 버튼도 부모 handleCreateSlate 위임으로
    통합 — Trends/Cards 양쪽 어디서 눌러도 동일 흐름(배너 + 자동 미리보기).

(3) KeywordsPanel의 자체 slatePoll 제거 — 상단 ic-slate-progress 배너로
    일원화하여 중복 진행 표시 회피.
2026-05-17 12:51:26 +09:00
6222b56716 feat(insta): trends 카드 생성 시 progress 배너 + 자동 미리보기 전환
Trends 탭의 🎴 버튼 클릭이 silent로 끝나 사용자에게 무동작처럼 보이던
이슈 fix. handleCreateSlate를 3초 간격 폴링으로 확장 (최대 8분):

- 시작/진행/성공/실패 상단 배너로 시각화
- 카드 생성 완료 시 자동으로 Cards 탭 전환 + 새 슬레이트 자동 선택
  → SlateDetail이 카피·이미지 미리보기 즉시 표시
- 실패 시 에러 메시지 + 클릭으로 dismiss
- "Claude 카피 추론 + Playwright 카드 10장 생성 중 (3~7분)" 안내 문구
2026-05-17 12:41:04 +09:00
9e9eed2162 docs(signal-v2): Phase 4 signal generator spec
매수/매도 룰 (Phase 0 spec §6.1-§6.3) + confidence_webai 공식
(chronos*0.5 + minute*0.3 + screener*0.2) + SignalDedup 24h. 6 env
외부화 (STOP_LOSS/TAKE_PROFIT/SPREAD/BID_RATIO/CONFIDENCE/MIN_MOMENTUM).
state.signals = Phase 0 spec §5.2 schema. 10 new tests.

brainstorming 6 decisions: scope=A(생성만) / trigger=A(매 cycle) /
minute_score=A(linear 5-level) / thresholds=A+(6 env) / state=A(spec §5.2) /
test=A(9 unit + 1 integration).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-17 12:40:24 +09:00
5 changed files with 1392 additions and 19 deletions

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# 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) <noreply@anthropic.com>
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) <noreply@anthropic.com>
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) <noreply@anthropic.com>
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.

View File

@@ -194,7 +194,7 @@ agent-office 가 web-ai 의 Ollama (Qwen3 14B Q4) 에 보내는 prompt 의 응
### 6.1 매수 신호 (screener Top-20 종목 대상)
조건 (전부 충족):
1. Chronos-2 1-day quantile (median) 예측 > 0% 그리고 분포 폭 (90-10 분위수 / 50 분위수) < 0.6 (좁은 분포 = 높은 conf)
1. Chronos-2 1-day quantile (median) 예측 > 0% 그리고 분포 폭 `q90 - q10` < 0.6 (절대 spread, 60% return 변동 미만 = 모델 확신; **Phase 4 amend 2026-05-17**: 기존 relative formula `(q90-q10)/median` 는 Chronos-bolt 의 median≈0 출력에서 거의 모든 신호 거부 → absolute spread 채택. 자세한 사유는 `2026-05-17-signal-v2-phase4-signal-generator.md` §4.2 참조)
2. 분봉 모멘텀 = `strong_up`:
- 5분봉 5개 연속 양봉
- 거래량 > 평균 1.5배

View File

@@ -0,0 +1,406 @@
# Confidence Signal Pipeline V2 — Phase 4: Signal Generator Design
**작성일**: 2026-05-17
**작성자**: gahusb
**상태**: Approved for implementation
**선행 spec**:
- Phase 0 architecture (`2026-05-15-confidence-signal-pipeline-v2-architecture.md`)
- Phase 1 stock WebAI API (`2026-05-15-signal-v2-phase1-webai-api.md`)
- Phase 2 web-ai pull worker (`2026-05-16-signal-v2-phase2-web-ai-pull-worker.md`)
- Phase 3a KIS data collection (`2026-05-16-signal-v2-phase3a-kis-data-collection.md`)
- Phase 3b Chronos-2 + momentum (`2026-05-16-signal-v2-phase3b-chronos-momentum.md`)
**브레인스토밍 결정 6개**:
- scope = A (신호 생성만, Phase 5 가 발송)
- trigger = A (매 분봉 cycle 후 일괄 평가)
- minute_score = A (Linear 5-level 1.0/0.7/0.5/0.3/0.0)
- 임계값 = A+ (6 env 외부화)
- state.signals schema = A (Phase 0 spec §5.2 그대로)
- 테스트 = A (9 단위 + 1 integration = 10 신규)
---
## 1. 목표
Phase 2/3a/3b 의 모든 산출을 종합해 Phase 0 spec §6.1/§6.2/§6.3 의 매수/매도/dedup 룰 적용. 임계값 통과한 신호를 `state.signals` 에 저장 + `SignalDedup` 으로 24h 중복 차단.
**Why**: Phase 5 (agent-office) 의 입력 계약 완성. signal_v2 가 자체적으로 매수/매도 신호 생성 → Phase 5 가 발송.
---
## 2. 범위
### 포함 (6 항목)
-`signal_generator.py` 신규 — `generate_signals(state, dedup, settings) -> None` (state mutating)
-`config.py` 확장 — 6 env (`STOP_LOSS_PCT`, `TAKE_PROFIT_PCT`, `CHRONOS_SPREAD_THRESHOLD`, `ASKING_BID_RATIO_THRESHOLD`, `CONFIDENCE_THRESHOLD`, `MIN_MOMENTUM_FOR_BUY`)
-`state.py` 확장 — `signals: dict[str, dict]` (Phase 5 input)
-`pull_worker.py` 확장 — 매 cycle 후 `generate_signals` 호출 + signature 확장 (dedup + settings)
-`main.py` 의 lifespan poll_task 호출 시 dedup/settings 전달
- ⑥ 테스트 9 단위 + 1 integration = **10 신규** (45 → 55)
### Phase 4 산출 (Phase 5 input)
`state.signals[ticker]` — Phase 0 spec §5.2 schema:
```python
{
"ticker": str, "name": str,
"action": "buy" | "sell",
"confidence_webai": float,
"current_price": int,
"avg_price": int | None, # sell 시만
"pnl_pct": float | None,
"context": {
"chronos_pred_1d": float (median),
"chronos_pred_conf": float,
"chronos_q10": float, "chronos_q90": float,
"screener_rank": int | None,
"screener_scores": dict | None,
"minute_momentum": str,
"asking_bid_ratio": float,
"news_sentiment": float | None,
"news_reason": str | None,
},
"as_of": str (ISO),
}
```
### 범위 외 (NOT)
- agent-office `/signal` HTTP POST (Phase 5)
- Qwen3 검증 + 이중 텔레그램 (Phase 5)
- 호가 변경 시 즉시 매도 trigger (Phase 7 backlog)
- 자동 매매 (Phase 8 backlog)
- ML 기반 룰 변종 (Phase 7 백테스트 후)
- `kospi_change`, `news_top` 컨텍스트 (Phase 7 backlog)
- 외부 API 호출 — Phase 4 는 state 만 사용 (pure function)
---
## 3. 파일 구조 + 변경 매트릭스
| 파일 | 작업 | 라인 |
|------|------|------|
| `signal_v2/signal_generator.py` | 신규 (generate_signals + 5 helpers) | ~250 |
| `signal_v2/config.py` | Settings 6 field 추가 | +15 |
| `signal_v2/state.py` | PollState `signals` 필드 | +2 |
| `signal_v2/pull_worker.py` | poll_loop signature + 매 cycle 호출 | +10 |
| `signal_v2/main.py` | lifespan poll_task 인자 추가 | +3 |
| `signal_v2/tests/test_signal_generator.py` | 9 단위 신규 | ~350 |
| `signal_v2/tests/test_pull_worker.py` | 1 integration 추가 | +50 |
**합계**: 7 파일 변경, 10 신규 테스트.
### 외부 의존성 신규
**없음**. signal_generator 는 순수 함수, 외부 라이브러리 0.
### 6 신규 env
| env | 기본값 | 의미 |
|-----|--------|------|
| `STOP_LOSS_PCT` | `-0.07` | 손절선 비율. `pnl_pct < 이 값` → 즉시 매도 |
| `TAKE_PROFIT_PCT` | `0.15` | 익절선 비율. `pnl_pct > 이 값` → 검토 알림 |
| `CHRONOS_SPREAD_THRESHOLD` | `0.6` | `(q90-q10)/max(|median|, 0.001) < 이 값` → 매수 통과 |
| `ASKING_BID_RATIO_THRESHOLD` | `0.6` | `bid_ratio >= 이 값` → 매수 통과 |
| `CONFIDENCE_THRESHOLD` | `0.7` | `confidence_webai > 이 값` → 신호 발생 |
| `MIN_MOMENTUM_FOR_BUY` | `strong_up` | 분봉 모멘텀 카테고리 |
---
## 4. 매수 룰 + Confidence
### 4.1 매수 룰 대상
- screener Top-N (`state.screener_preview.items`)
- portfolio 보유 종목 (추가 매수 검토, dedup 으로 중복 차단)
### 4.2 Hard gate (모든 조건 충족)
1. `state.chronos_predictions[ticker].median > 0` (다음날 상승)
2. `(q90 - q10) < settings.chronos_spread_threshold` (**absolute spread** — Phase 3b 실 운영 데이터 기반 변경)
3. `state.minute_momentum[ticker] == settings.min_momentum_for_buy` (기본 strong_up)
4. `state.asking_price[ticker].bid_ratio >= settings.asking_bid_ratio_threshold`
**Spread formula 결정 노트 (2026-05-17 implementer 변경 채택)**:
- Phase 0 spec §6.1 의 한국어 "(90-10 분위수) / 50 분위수 < 0.6" 은 *relative spread* 로 명시되었으나, Phase 3b 실 운영 결과 (Chronos zero-shot prediction 의 median 이 종종 0 가까이) 에서 relative formula 가 거의 모든 신호 거부 → useless.
- **변경**: absolute spread `(q90 - q10) < 0.6` 사용. 0.6 = 60% 변동 예측 — 한국 주식 1-day 변동성 (1-2%) 대비 매우 넓음 (모델 자신 없음 신호).
- 결과: Phase 3b smoke 005930 (median=-0.59%, q10=-8.9%, q90=6.4%, spread=15.3%) → spread 0.153 < 0.6 → hard gate 통과 가능 (다른 조건 충족 시).
- Phase 7 IC 검증 시 임계값 재조정 가능 (env `CHRONOS_SPREAD_THRESHOLD`).
### 4.3 Soft confidence (Phase 0 spec §6.1)
```python
chronos_conf = state.chronos_predictions[ticker]["conf"]
minute_score = MOMENTUM_SCORES[state.minute_momentum[ticker]]
# MOMENTUM_SCORES = {"strong_up": 1.0, "weak_up": 0.7, "neutral": 0.5,
# "weak_down": 0.3, "strong_down": 0.0}
screener_norm = 1 - (rank - 1) / 20 if rank is not None else 0.0
confidence_webai = chronos_conf * 0.5 + minute_score * 0.3 + screener_norm * 0.2
```
### 4.4 임계값
`confidence_webai > settings.confidence_threshold` (기본 0.7) → 신호 발생.
### 4.5 누락 처리
- portfolio (Top-N 외) 매수: `screener_rank = None``screener_norm = 0` (보수적)
- `chronos_predictions[ticker]` 누락 → silent (Hard gate 위반)
- `asking_price[ticker]` 누락 → silent
---
## 5. 매도 룰 + Dedup
### 5.1 매도 대상
portfolio holdings 만 (`state.portfolio.holdings`).
### 5.2 매도 룰 (Phase 0 spec §6.2)
**(a) 손절선 (즉시 trigger)**:
- `pnl_pct < settings.stop_loss_pct` (기본 -0.07)
- 다른 룰 무관 — 즉시 매도
- `confidence_webai = 1.0`
**(b) 익절선 (검토 알림)**:
- `pnl_pct > settings.take_profit_pct` (기본 0.15)
- "검토 권고" — 강제 매도 X
- `confidence_webai = 0.6`
**(c) 이상 신호**:
- `chronos_predictions[ticker].median < -0.01`
- `minute_momentum[ticker] == "strong_down"`
- `asking_price[ticker].bid_ratio < (1 - settings.asking_bid_ratio_threshold)` (매도세 ≥ 60%)
- confidence_webai = chronos_conf × 0.5 + inverted_minute × 0.3 + 1.0 × 0.2
- 임계값 > `settings.confidence_threshold`
### 5.3 우선순위 (같은 ticker 다중 trigger 시)
1. **손절** (Phase 0 spec §6.2 "즉시") — 다른 룰 우회
2. **이상 신호**
3. **익절선**
상위 trigger 시 하위 skip (한 종목당 한 cycle 1 매도 신호).
### 5.4 Dedup (Phase 0 spec §6.3 + Phase 2 SignalDedup)
```python
if dedup.is_recent(ticker, action, within_hours=24):
continue # silent
# 신호 dict 생성
state.signals[ticker] = {...}
dedup.record(ticker, action, confidence=confidence_webai)
```
Dedup 키 `(ticker, action)` — 같은 종목의 매수/매도 별도 추적, 충돌 없음.
손절선도 dedup 적용 (Phase 0 spec §6.3 "1일 1회 max").
---
## 6. State 통합 + pull_worker
### 6.1 PollState 확장
```python
signals: dict[str, dict] = field(default_factory=dict)
```
매 cycle 마다 **덮어쓰기 X** — 같은 ticker key 재발생 시 갱신, 그 외 유지. dedup 으로 중복 차단되므로 누적 안전. Phase 5 consumer 가 처리 후 본인 측 dedup.
### 6.2 pull_worker 흐름
```python
async def poll_loop(client, state, shutdown,
kis_client=None, chronos=None,
dedup=None, settings=None) -> None:
while not shutdown.is_set():
now = datetime.now(KST)
if _is_market_day(now) and _is_polling_window(now):
# 1. stock + KIS 분봉/호가 (Phase 2 + 3a)
await _run_polling_cycle(client, state, kis_client=kis_client)
# 2. 분봉 모멘텀 (Phase 3b)
update_minute_momentum_for_all(state)
# 3. 종가 트리거 시 Chronos (Phase 3b)
if _is_post_close_trigger(now) and chronos and kis_client:
await _run_post_close_cycle(kis_client, chronos, state)
# 4. (신규 Phase 4) 신호 생성
if dedup is not None and settings is not None:
try:
generate_signals(state, dedup, settings)
except Exception:
logger.exception("generate_signals failed")
...
```
### 6.3 main.py lifespan
```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,
)
)
```
---
## 7. signal_generator.py 구조
```python
def generate_signals(state: PollState, dedup: SignalDedup, settings: Settings) -> None:
"""Phase 4 entry point — state mutating."""
_evaluate_buy_signals(state, dedup, settings)
_evaluate_sell_signals(state, dedup, settings)
def _evaluate_buy_signals(state, dedup, settings) -> None:
"""screener Top-N + portfolio 매수 후보 평가."""
candidates = _buy_candidates(state) # screener Top-N + portfolio holdings
for ticker, 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, rank, confidence)
dedup.record(ticker, "buy", confidence=confidence)
def _evaluate_sell_signals(state, dedup, settings) -> None:
"""portfolio 보유 종목 매도 평가 — 손절 > 이상 > 익절 우선순위."""
if state.portfolio is None:
return
for holding in state.portfolio.get("holdings", []):
ticker = holding["ticker"]
# 우선순위 1: 손절선
sell = _try_stop_loss(state, holding, settings)
# 우선순위 2: 이상 신호
if sell is None:
sell = _try_anomaly(state, holding, settings)
# 우선순위 3: 익절선
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"])
```
Helper 함수:
- `_buy_candidates(state) -> list[tuple[ticker, rank | None]]`
- `_check_buy_hard_gate(state, ticker, settings) -> bool`
- `_compute_buy_confidence(state, ticker, rank | None) -> float`
- `_build_buy_signal(state, ticker, rank, confidence) -> dict`
- `_try_stop_loss(state, holding, settings) -> dict | None`
- `_try_anomaly(state, holding, settings) -> dict | None`
- `_try_take_profit(state, holding, settings) -> dict | None`
- `_build_context(state, ticker, rank, ...) -> dict`
---
## 8. 테스트 (10 신규)
### 8.1 `test_signal_generator.py` (9 단위)
| # | 이름 | Setup | 검증 |
|---|------|-------|------|
| 1 | `test_buy_signal_when_all_conditions_pass_and_confidence_high` | chronos +2%, narrow, strong_up, bid_ratio 0.7, rank 1 | state.signals[ticker]["action"]=="buy", confidence > 0.7, dedup.record 호출 |
| 2 | `test_silent_when_chronos_median_negative` | median -1% | state.signals empty |
| 3 | `test_silent_when_distribution_spread_too_wide` | spread 1.0 | empty |
| 4 | `test_silent_when_momentum_not_strong_up` | weak_up | empty |
| 5 | `test_silent_when_bid_ratio_below_threshold` | 0.5 | empty |
| 6 | `test_silent_when_confidence_below_threshold` | rank 20 + median +0.5% (chronos_conf 낮음) → confidence < 0.7 | empty |
| 7 | `test_sell_signal_when_stop_loss_triggered` | pnl_pct -0.08 | "sell" + confidence 1.0 |
| 8 | `test_sell_signal_when_take_profit_triggered` | pnl_pct 0.16 | "sell" + confidence 0.6 |
| 9 | `test_silent_when_dedup_recently_sent` | dedup.is_recent True | empty |
### 8.2 `test_pull_worker.py` (1 integration)
| # | 이름 | 검증 |
|---|------|------|
| 10 | `test_poll_loop_calls_generate_signals_after_cycle` | mock state setup + mock dedup → poll_loop 1 cycle → state.signals 갱신 |
**합계**: 9 + 1 = **10 신규**. 45 → 55 total.
---
## 9. 위험 / 운영 / DoD
### 9.1 위험 매트릭스
| 위험 | 완화 |
|------|------|
| Phase 0 spec 의 confidence 공식이 실 운영과 안 맞음 | 6 env 외부화 → Phase 7 IC 검증 후 .env 조정 |
| Chronos 누락 (장 시작 첫 cycle) | Hard gate 위반 → silent. 종가 cron 후 매수 신호 가능 |
| Dedup DB 손상 | WAL + busy_timeout. 운영자 manual 복구 (signal_v2.db 삭제) |
| 동시 cycle 에서 같은 종목 buy + sell trigger | dedup PK `(ticker, action)` 별도 추적 — 충돌 없음 |
| portfolio 매수 → screener_norm=0 → 신호 발생 어려움 | 보수적. 다른 component 높아야 신호. 의도된 동작 |
| 손절선 trigger 후 24h 추가 손실 → 다음 알림 차단 | 운영적 허용 (Phase 0 spec §6.3 1일 1회 max) |
| 신호 빈도 너무 적음 | 4주 IC 검증 + 임계값 완화 |
| 신호 빈도 너무 많음 (false positive) | dedup + 임계값 강화. Phase 7 |
| 매도 우선순위 잘못 (손절 > 이상 > 익절) | 테스트 케이스로 검증 + 코드 명시 |
| signals dict 누적 (cycle 사이 stale entry) | dedup 으로 중복 차단되므로 안전. Phase 5 consumer 가 처리 후 본인 측 marker |
### 9.2 운영 영향
| 항목 | 영향 |
|------|------|
| 다운타임 | signal_v2 재기동 ~5초 |
| 사용자 영향 | 없음 (Phase 5 까지 발송 없음) |
| `.env` 갱신 | optional 0-6개 (기본값 충분) |
| V1 영향 | 0 |
| KIS API 부하 | 0 (Phase 4 는 외부 호출 없음) |
### 9.3 Phase 4 완료 조건 (DoD)
- [ ] `signal_v2/signal_generator.py` 신규 (generate_signals + 8 helpers)
- [ ] `signal_v2/config.py` Settings 에 6 field 추가 (default 있음)
- [ ] `signal_v2/state.py` PollState `signals` field
- [ ] `signal_v2/pull_worker.py` poll_loop signature + 매 cycle 호출
- [ ] `signal_v2/main.py` lifespan 의 poll_task 인자 (dedup, settings) 추가
- [ ] 9 단위 + 1 integration 테스트 PASS (총 55)
- [ ] 운영 smoke: signal_v2 시작 → 1 cycle 후 state.signals 빈 dict (운영 시간대 신호 발생 가능 종목 없을 시 정상) 또는 ≥ 1 신호 생성
- [ ] V1 무영향
- [ ] git push
---
## 10. Phase 5 와의 관계
본 Phase 4 완료 후 즉시 **Phase 5 (agent-office /signal + Qwen3 + 이중 텔레그램)** brainstorming. 의존성:
```
[Phase 4 spec/plan/실행] → [Phase 5 spec/plan/실행]
3-5일 2주
```
Phase 5 의 입력 = 본 spec 의 `state.signals[ticker]` (state polling 또는 HTTP push). Phase 5 작업:
- agent-office `/signal` endpoint 신설 (Phase 0 spec §5.2 schema 수신)
- web-ai → agent-office HTTP client 추가 (signal_v2 측)
- web-ai 의 Ollama Qwen3 14B Q4 설치 + agent-office 의 LLM 검증 호출
- 이중 텔레그램 (본인 풀 / 아내 lite)
---
## 11. Backlog (본 spec NOT)
- 호가 변경 시 즉시 매도 trigger — Phase 7 운영 후 검토
- `kospi_change` 컨텍스트 (KIS 지수 fetch) — Phase 7
- `news_top` 컨텍스트 (news_sentiment.reason 다중 추출) — Phase 7
- 매수/매도 ML 룰 — Phase 7 백테스트 후
- portfolio 매수의 screener_norm fallback (다른 default 값) — IC 검증 후
- 신호 hit-rate 대시보드 — Phase 7
- 분할 매수/매도 전략 — Phase 7 이후
- 자동 매매 (실주문) — Phase 8
- 손절선 dedup 면제 (즉시성 위해) — Phase 7 운영 검증 후

View File

@@ -167,3 +167,39 @@
}
.ic-impact__cat { font-weight: 600; text-transform: capitalize; color: rgba(255,255,255,.6); font-size: 0.82rem; }
.ic-impact__count { color: #ec4899; font-weight: 700; font-size: 0.82rem; }
/* ── slate creation progress banner (양 탭 공통) ── */
.ic-slate-progress {
margin: 8px 0 16px;
padding: 12px 16px;
border-radius: 8px;
font-size: 0.88rem;
display: flex;
align-items: center;
gap: 6px;
flex-wrap: wrap;
line-height: 1.5;
}
.ic-slate-progress--starting,
.ic-slate-progress--processing {
background: rgba(245, 158, 11, 0.12);
color: #fbbf24;
border-left: 4px solid #f59e0b;
}
.ic-slate-progress--succeeded {
background: rgba(16, 185, 129, 0.12);
color: #34d399;
border-left: 4px solid #10b981;
cursor: pointer;
}
.ic-slate-progress--failed {
background: rgba(239, 68, 68, 0.12);
color: #f87171;
border-left: 4px solid #ef4444;
cursor: pointer;
}
.ic-slate-progress__hint {
opacity: 0.7;
font-size: 0.78rem;
margin-left: 6px;
}

View File

@@ -300,6 +300,10 @@ function PreferenceImpactPanel() {
export default function InstaCards() {
const [status, setStatus] = useState(null);
const [selectedSlateId, setSelectedSlateId] = useState(null);
/* ── 카드 생성 progress (Trends 탭 클릭 + Cards 탭 양쪽 모두 사용) ──
* null = idle
* { keyword, status: 'starting'|'processing'|'succeeded'|'failed', message?, slate_id?, error? } */
const [slateProgress, setSlateProgress] = useState(null);
/* ── 탭 상태 (URL 동기화) ── */
const [activeTab, setActiveTab] = useState(() => {
@@ -323,13 +327,51 @@ export default function InstaCards() {
loadStatus();
}, [loadStatus]);
/* ── handleCreateSlate: 키워드 → 슬레이트 생성 (Trends 탭에서도 공유) ── */
/* ── handleCreateSlate: 키워드 → 카피 + 이미지 추론 → 자동 미리보기 ──
* 1. createInstaSlate 호출 → task_id
* 2. getInstaTask로 폴링 (3초 간격, 최대 8분 = Claude 카피 + Playwright 10장 렌더)
* 3. 완료 시 Cards 탭으로 자동 전환 + 슬레이트 선택 → SlateDetail이 카피·이미지 미리보기 */
const handleCreateSlate = useCallback(async ({ keyword, category, keyword_id } = {}) => {
if (!keyword || !category) {
alert('keyword + category 필수');
return;
}
setSlateProgress({ keyword, status: 'starting', message: '카드 생성 시작...' });
// 상단 progress 배너가 보이도록 스크롤 (Trends/Cards 어느 탭의 어느 위치에서 눌렀든)
if (typeof window !== 'undefined') {
window.scrollTo({ top: 0, behavior: 'smooth' });
}
try {
await createInstaSlate({ keyword, category, keyword_id });
setSelectedSlateId(null);
const { task_id } = await createInstaSlate({ keyword, category, keyword_id });
let st = null;
// 최대 8분 (3초 × 160) 폴링
for (let i = 0; i < 160; i++) {
st = await getInstaTask(task_id);
setSlateProgress({
keyword,
status: st.status,
message: st.message || `진행률 ${st.progress}%`,
});
if (st.status === 'succeeded' || st.status === 'failed') break;
await new Promise(r => setTimeout(r, 3000));
}
if (st && st.status === 'succeeded' && st.result_id) {
// 완료 — Cards 탭으로 자동 이동해서 SlateDetail 보여주기
setSlateProgress({
keyword, status: 'succeeded', message: '완료', slate_id: st.result_id,
});
setSelectedSlateId(st.result_id);
switchTab('cards');
// 3초 후 progress 배너 자동 dismiss
setTimeout(() => setSlateProgress(null), 3000);
} else {
setSlateProgress({
keyword, status: 'failed',
error: (st && st.error) || '시간 초과 또는 알 수 없는 오류',
});
}
} catch (e) {
alert('카드 생성 실패: ' + e.message);
setSlateProgress({ keyword, status: 'failed', error: e.message });
}
}, []);
@@ -347,6 +389,28 @@ export default function InstaCards() {
>📈 Trends</button>
</div>
{/* ── 카드 생성 progress 배너 (양 탭 공통) ── */}
{slateProgress && (
<div
className={`ic-slate-progress ic-slate-progress--${slateProgress.status}`}
onClick={() => slateProgress.status !== 'processing' && slateProgress.status !== 'starting' && setSlateProgress(null)}
>
{slateProgress.status === 'starting' && '⏳'}
{slateProgress.status === 'processing' && '🎨'}
{slateProgress.status === 'succeeded' && '✅'}
{slateProgress.status === 'failed' && '⚠️'}
{' '}
<strong>{slateProgress.keyword}</strong>
{' — '}
{slateProgress.status === 'failed'
? `실패: ${slateProgress.error}`
: slateProgress.message}
{(slateProgress.status === 'starting' || slateProgress.status === 'processing') && (
<span className="ic-slate-progress__hint"> · Claude로 10페이지 카피 추론 + Playwright로 카드 10 생성 (3~7)</span>
)}
</div>
)}
{/* ── Cards 탭 (기존 5-패널) ── */}
{activeTab === 'cards' && (
<>
@@ -372,7 +436,7 @@ export default function InstaCards() {
<div>
<TriggerPanel />
<div style={{ height: 16 }} />
<KeywordsPanel onCreateSlate={() => setSelectedSlateId(null)} />
<KeywordsPanel onCreateSlate={handleCreateSlate} />
</div>
{/* 오른쪽: 슬레이트 목록 + 상세 */}
@@ -462,10 +526,6 @@ function KeywordsPanel({ onCreateSlate }) {
const [category, setCategory] = useState('전체');
const [keywords, setKeywords] = useState([]);
const [creating, setCreating] = useState(null); // keyword_id being created
const slatePoll = usePollTask((t) => {
if (t.status === 'succeeded') onCreateSlate?.();
setCreating(null);
});
const load = useCallback(() => {
const cat = category === '전체' ? undefined : category;
@@ -474,18 +534,17 @@ function KeywordsPanel({ onCreateSlate }) {
useEffect(() => { load(); }, [load]);
// 부모(InstaCards)의 handleCreateSlate에 위임 — progress 배너 + 스크롤 + 자동 미리보기 공통화
async function handleCreate(kw) {
if (creating) return;
setCreating(kw.id);
try {
const res = await createInstaSlate({
await onCreateSlate?.({
keyword: kw.keyword,
category: kw.category,
keyword_id: kw.id,
});
slatePoll.start(res.task_id);
} catch (e) {
alert('카드 생성 실패: ' + e.message);
} finally {
setCreating(null);
}
}
@@ -507,7 +566,7 @@ function KeywordsPanel({ onCreateSlate }) {
))}
</div>
{slatePoll.task && <TaskStatusBox task={slatePoll.task} />}
{/* progress 표시는 상단 ic-slate-progress 배너에서 일괄 처리 */}
{keywords.length === 0 ? (
<div className="ic-empty">키워드가 없습니다. 키워드 추출을 실행하세요.</div>
@@ -694,11 +753,66 @@ function SlateDetail({ slate, onDelete, onRender }) {
</div>
)}
{/* 커버 카피 / 바디 카피 */}
{slate.cover_copy && (
{/* 커버 카피 (1/10) */}
{slate.cover_copy && typeof slate.cover_copy === 'object' && (
<div className="ic-caption-box">
<div className="ic-caption-box__label">커버 카피</div>
<div className="ic-caption-text">{slate.cover_copy}</div>
<div className="ic-caption-box__label">🎯 커버 (1/10)</div>
<div className="ic-caption-text">
<strong>{slate.cover_copy.headline}</strong>
{slate.cover_copy.body && (
<div style={{ marginTop: 6, opacity: 0.85, whiteSpace: 'pre-wrap' }}>
{slate.cover_copy.body}
</div>
)}
{slate.cover_copy.accent_color && (
<div style={{ marginTop: 6, fontSize: '0.72rem', opacity: 0.5 }}>
accent: <code>{slate.cover_copy.accent_color}</code>
</div>
)}
</div>
</div>
)}
{/* 본문 카피 8장 (2~9/10) */}
{Array.isArray(slate.body_copies) && slate.body_copies.length > 0 && (
<div className="ic-caption-box">
<div className="ic-caption-box__label">📝 본문 8 (2~9/10)</div>
{slate.body_copies.map((b, i) => (
<div
key={i}
style={{
borderTop: i > 0 ? '1px solid rgba(255,255,255,0.06)' : 'none',
padding: '10px 0',
}}
>
<strong>{i + 2}. {b?.headline || ''}</strong>
{b?.body && (
<div style={{ marginTop: 4, opacity: 0.85, whiteSpace: 'pre-wrap' }}>
{b.body}
</div>
)}
</div>
))}
</div>
)}
{/* CTA 카피 (10/10) */}
{slate.cta_copy && typeof slate.cta_copy === 'object' && (
<div className="ic-caption-box">
<div className="ic-caption-box__label">📣 마무리 (10/10)</div>
<div className="ic-caption-text">
<strong>{slate.cta_copy.headline}</strong>
{slate.cta_copy.body && (
<div style={{ marginTop: 6, opacity: 0.85, whiteSpace: 'pre-wrap' }}>
{slate.cta_copy.body}
</div>
)}
{slate.cta_copy.cta && (
<div style={{ marginTop: 8, color: '#ec4899', fontWeight: 700 }}>
CTA: {slate.cta_copy.cta}
</div>
)}
</div>
</div>
)}
</div>