# Signal V2 Phase 3a — KIS Data Collection 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 KIS REST client (분봉 + 호가 polling, V1 토큰 read-only 공유) + KIS WebSocket client (approval_key + portfolio 호가 실시간 구독) + scheduler NXT 시간대 확장 + PollState 의 minute_bars/asking_price 통합. Phase 3b (Chronos-2 추론) 시작점. **Architecture:** V1 `signal_v1/data/kis_token.json` 의 access_token 을 read-only 공유. WebSocket 의 approval_key 는 V2 자체 발급. portfolio 보유 종목 (~11) 만 WebSocket 호가 구독, screener Top-N 은 REST 1분 polling. NXT 시간대 (20:00-23:30 / 04:30-07:00) 도 scheduler 가 5분 cron 으로 polling 활성화. **Tech Stack:** httpx async / websockets / pytest-asyncio + respx / sqlite3 / Python 3.11+ / KIS OpenAPI **Spec:** `web-ui/docs/superpowers/specs/2026-05-16-signal-v2-phase3a-kis-data-collection.md` **참고 V1 코드** (구현 시 참조 권장): - `web-ai/signal_v1/modules/services/kis.py` — V1 KIS REST client (TR_ID, 응답 키, 토큰 파일 형식) - `web-ai/signal_v1/KIS_SETUP.md` — KIS 인증 설정 가이드 --- ## 파일 구조 | 파일 | 책임 | |------|------| | `web-ai/signal_v2/config.py` | (수정) KIS env 5개 + V1_TOKEN_PATH 추가 | | `web-ai/signal_v2/state.py` | (수정) `PollState` 에 `minute_bars: dict[str, deque]` + `asking_price: dict[str, dict]` | | `web-ai/signal_v2/scheduler.py` | (수정) NXT 시간대 (20:00-23:30 / 04:30-07:00) 5분 cron 분기 | | `web-ai/signal_v2/kis_client.py` | (신규) REST KISClient — 분봉 + 호가 + V1 토큰 read | | `web-ai/signal_v2/kis_websocket.py` | (신규) WebSocket KISWebSocket — approval_key + portfolio 호가 실시간 | | `web-ai/signal_v2/pull_worker.py` | (수정) 분봉 cycle + WebSocket subscription 동기화 | | `web-ai/signal_v2/main.py` | (수정) lifespan 에 KISClient/KISWebSocket startup/shutdown | | `web-ai/signal_v2/requirements.txt` | (수정) `websockets>=12` 추가 | | `web-ai/signal_v2/tests/test_scheduler.py` | (수정) NXT 3 케이스 추가 | | `web-ai/signal_v2/tests/test_kis_client.py` | (신규) 4 케이스 | | `web-ai/signal_v2/tests/test_kis_websocket.py` | (신규) 4 케이스 | | `web-ai/signal_v2/tests/test_pull_worker.py` | (신규) 2 케이스 | | `web-ai/signal_v2/tests/test_main.py` | (수정) KIS lifespan 1 케이스 추가 | | `web-ai/.env` | (수정, 사용자 Task 7) KIS env 5 + V1_TOKEN_PATH | 총 14 파일 변경, 13 신규 테스트. --- ## Task 순서 ``` Task 1: config + state + requirements (foundation 확장) Task 2: scheduler NXT 시간대 + 3 테스트 (TDD) Task 3: kis_client.py REST + 4 통합 테스트 (TDD) Task 4: kis_websocket.py WebSocket + 4 통합 테스트 (TDD) Task 5: pull_worker 확장 + 2 통합 테스트 (TDD) Task 6: main.py KIS lifespan 통합 + 1 케이스 Task 7: 사용자 수동 — .env 갱신 + manual smoke + push ``` --- ### Task 1: config + state + requirements 확장 **Files:** - Modify: `web-ai/signal_v2/config.py` - Modify: `web-ai/signal_v2/state.py` - Modify: `web-ai/signal_v2/requirements.txt` - [ ] **Step 1: Update config.py with KIS env + V1_TOKEN_PATH** Use Read tool to inspect current `web-ai/signal_v2/config.py`, then Edit to add new fields. Final state: ```python """Signal V2 환경변수 로딩.""" import os from dataclasses import dataclass, field from pathlib import Path from dotenv import load_dotenv load_dotenv(Path(__file__).parent.parent / ".env") @dataclass(frozen=True) class Settings: stock_api_url: str = field( default_factory=lambda: os.getenv("STOCK_API_URL", "").rstrip("/") ) webai_api_key: str = field( default_factory=lambda: os.getenv("WEBAI_API_KEY", "").strip() ) port: int = field(default_factory=lambda: int(os.getenv("SIGNAL_V2_PORT", "8001"))) db_path: Path = field( default_factory=lambda: Path(__file__).parent / "data" / "signal_v2.db" ) # Phase 3a additions kis_app_key: str = field(default_factory=lambda: os.getenv("KIS_APP_KEY", "").strip()) kis_app_secret: str = field(default_factory=lambda: os.getenv("KIS_APP_SECRET", "").strip()) kis_account: str = field(default_factory=lambda: os.getenv("KIS_ACCOUNT", "").strip()) kis_is_virtual: bool = field( default_factory=lambda: os.getenv("KIS_IS_VIRTUAL", "true").lower() == "true" ) v1_token_path: Path = field( default_factory=lambda: Path( os.getenv("V1_TOKEN_PATH", str(Path(__file__).parent.parent / "signal_v1" / "data" / "kis_token.json")) ) ) def get_settings() -> Settings: return Settings() ``` - [ ] **Step 2: Update state.py with minute_bars + asking_price fields** Edit `web-ai/signal_v2/state.py`: ```python """PollState — process-wide singleton.""" from collections import deque from dataclasses import dataclass, field @dataclass class PollState: portfolio: dict | None = None news_sentiment: dict | None = None screener_preview: dict | None = None # Phase 3a additions minute_bars: dict[str, deque] = field(default_factory=dict) # {ticker: deque(maxlen=60)} asking_price: dict[str, dict] = field(default_factory=dict) # {ticker: {bid_total, ask_total, bid_ratio, ...}} last_updated: dict[str, str] = field(default_factory=dict) fetch_errors: dict[str, int] = field(default_factory=dict) state = PollState() ``` - [ ] **Step 3: Add websockets to requirements.txt** Read current `web-ai/requirements.txt`. Append (if not present): ``` websockets>=12 ``` - [ ] **Step 4: pip install + smoke import** ```bash cd /c/Users/jaeoh/Desktop/workspace/web-ai pip install -r requirements.txt 2>&1 | tail -5 python -c "from signal_v2.config import get_settings; from signal_v2.state import state; print(get_settings().kis_is_virtual); print(state)" ``` Expected: `pip install` 성공 + `get_settings().kis_is_virtual` 출력 + state 출력 (minute_bars / asking_price 빈 dict). - [ ] **Step 5: 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: 19 passed (기존 Phase 2 테스트 그대로). - [ ] **Step 6: Commit** ```bash cd /c/Users/jaeoh/Desktop/workspace/web-ai git add signal_v2/config.py signal_v2/state.py requirements.txt git commit -m "$(cat <<'EOF' feat(signal_v2-phase3a): config + state extensions for KIS data - config.py: KIS_APP_KEY/SECRET/ACCOUNT/IS_VIRTUAL + V1_TOKEN_PATH env - state.py: PollState extended with minute_bars (deque maxlen 60) and asking_price (per-ticker dict) - requirements.txt: websockets>=12 (KIS WebSocket client) 19 existing tests still pass. Co-Authored-By: Claude Opus 4.7 (1M context) EOF )" ``` --- ### Task 2: Scheduler NXT 시간대 + 3 테스트 **Files:** - Modify: `web-ai/signal_v2/scheduler.py` - Modify: `web-ai/signal_v2/tests/test_scheduler.py` - [ ] **Step 1: Write 3 failing tests for NXT windows** Append to `web-ai/signal_v2/tests/test_scheduler.py`: ```python def test_next_interval_nxt_evening_5min(): """22:00 평일 (NXT 야간) → 300 (5분).""" now = _kst(2026, 5, 18, 22, 0) assert _next_interval(now) == 300 def test_next_interval_nxt_dawn_5min(): """05:30 평일 (NXT 새벽) → 300 (5분).""" now = _kst(2026, 5, 18, 5, 30) assert _next_interval(now) == 300 def test_next_interval_dead_zone_skip(): """02:00 평일 (dead zone) → 다음 04:30 까지 (~9000s).""" now = _kst(2026, 5, 18, 2, 0) interval = _next_interval(now) # 02:00 → 04:30 = 2.5h = 9000s assert 9000 - 60 < interval < 9000 + 60 ``` - [ ] **Step 2: Run tests to verify FAIL** ```bash cd /c/Users/jaeoh/Desktop/workspace/web-ai python -m pytest signal_v2/tests/test_scheduler.py -v -k "nxt or dead_zone" 2>&1 | tail -10 ``` Expected: 3 failed (scheduler 현재 22:00 / 05:30 / 02:00 모두 overnight skip 으로 처리). - [ ] **Step 3: Update scheduler.py** Edit `web-ai/signal_v2/scheduler.py` — replace the time-window constants block + `_next_interval` + `_is_polling_window` with: ```python # Market windows (정규장) _PRE_OPEN = time(7, 0) _OPEN = time(9, 0) _CLOSE = time(15, 30) _POST_END = time(20, 0) # NXT windows (시간외) _NXT_PRE_END = time(23, 30) _NXT_POST_OPEN = time(4, 30) # 23:30 - 04:30 (dead zone) skip def _is_market_day(now: datetime) -> bool: """평일 + 휴장일 아닌 날.""" if now.weekday() >= 5: return False return now.strftime("%Y-%m-%d") not in _HOLIDAYS def _is_polling_window(now: datetime) -> bool: """폴링 윈도우: 07:00-23:30 + 04:30-07:00.""" t = now.time() return ( (_PRE_OPEN <= t < _NXT_PRE_END) or (_NXT_POST_OPEN <= t < _PRE_OPEN) ) def _next_interval(now: datetime) -> float: if not _is_market_day(now): return _seconds_until_next_market_open(now) t = now.time() if _PRE_OPEN <= t < _OPEN: return 300.0 # 장전 5분 elif _OPEN <= t < _CLOSE: return 60.0 # 장중 1분 elif _CLOSE <= t < _POST_END: return 300.0 # 장후 5분 elif _POST_END <= t < _NXT_PRE_END: return 300.0 # NXT 야간 5분 elif _NXT_POST_OPEN <= t < _PRE_OPEN: return 300.0 # NXT 새벽 5분 else: # Dead zone (23:30-04:30) — wait until 04:30 return _seconds_until_nxt_or_market_open(now) def _seconds_until_nxt_or_market_open(now: datetime) -> float: """다음 04:30 (NXT 새벽 start) 까지 초수.""" candidate = now.replace(hour=4, minute=30, second=0, microsecond=0) if candidate <= now: candidate += timedelta(days=1) for _ in range(14): if _is_market_day(candidate): return (candidate - now).total_seconds() candidate += timedelta(days=1) logger.warning("could not find next market day within 14 days") return 86400.0 ``` Note: `_seconds_until_next_market_open` (기존) 은 weekend/holiday 의 다음 영업일 07:00 계산 — 그대로 유지. 새로 추가된 `_seconds_until_nxt_or_market_open` 은 dead zone (02:00-04:30) 의 04:30 계산 — 만약 그날이 영업일이면 04:30, 아니면 다음 영업일. `_seconds_until_next_market_open` 의 hour=7 인지 hour=4 minute=30 인지 검토 — 휴장일/주말 다음 영업일은 **07:00** 으로 유지 (휴장 다음 영업일은 정규 pre-market 부터 시작). NXT 는 영업일에만 운영되므로 weekend skip 후 다음 영업일 07:00 OK. - [ ] **Step 4: Run tests to verify PASS** ```bash cd /c/Users/jaeoh/Desktop/workspace/web-ai python -m pytest signal_v2/tests/test_scheduler.py -v 2>&1 | tail -15 ``` Expected: 11 passed (기존 8 + 신규 3). Also full suite: ```bash python -m pytest signal_v2/tests -q 2>&1 | tail -3 ``` Expected: 22 passed (19 + 3). - [ ] **Step 5: Commit** ```bash cd /c/Users/jaeoh/Desktop/workspace/web-ai git add signal_v2/scheduler.py signal_v2/tests/test_scheduler.py git commit -m "$(cat <<'EOF' feat(signal_v2-phase3a): scheduler NXT windows (20:00-23:30 / 04:30-07:00) NXT 시간외 거래 시간대도 5분 cron 폴링 활성화. 23:30-04:30 사이는 dead zone (KIS 점검 시간) → 04:30 까지 skip. 3 new tests (총 22). Co-Authored-By: Claude Opus 4.7 (1M context) EOF )" ``` --- ### Task 3: KIS REST client + 4 통합 테스트 **Files:** - Create: `web-ai/signal_v2/kis_client.py` - Create: `web-ai/signal_v2/tests/test_kis_client.py` 이 task 는 KIS API 의 정확한 TR_ID + 응답 키를 알아야 함. V1 코드 (`web-ai/signal_v1/modules/services/kis.py`) 참조 권장: - 분봉 TR_ID: `FHKST03010200` (국내주식 당일 분봉) — 응답 `output2` 배열 - 호가 TR_ID: `FHKST01010200` (국내주식 호가) — 응답 `output1` 객체 - 토큰 파일 (`signal_v1/data/kis_token.json`) 형식: `{"access_token": "...", "token_expired": "YYYY-MM-DD HH:MM:SS"}` - [ ] **Step 1: Write 4 failing tests** Create `web-ai/signal_v2/tests/test_kis_client.py`: ```python """Tests for KISClient (REST).""" import json import time from pathlib import Path import httpx import pytest import respx from signal_v2.kis_client import KISClient @pytest.fixture def fake_v1_token(tmp_path): """V1 토큰 파일 fixture.""" token_file = tmp_path / "kis_token.json" token_file.write_text(json.dumps({ "access_token": "test-kis-token-abc123", "token_expired": "2099-12-31 23:59:59", })) return token_file @pytest.fixture def kis_client_factory(fake_v1_token): def _make(): return KISClient( app_key="test-app-key", app_secret="test-app-secret", account="50000000-01", is_virtual=True, v1_token_path=fake_v1_token, ) return _make @respx.mock async def test_get_minute_ohlcv_normal_returns_30_bars(kis_client_factory): """정상 200 → 30개 분봉 list 반환.""" sample_output2 = [ { "stck_bsop_date": "20260518", "stck_cntg_hour": f"{h:02d}{m:02d}00", "stck_oprc": "78000", "stck_hgpr": "78500", "stck_lwpr": "77800", "stck_prpr": "78300", "cntg_vol": "12345", } for h in range(9, 10) for m in range(0, 30) # 9:00-9:29 = 30 bars ] respx.get( "https://openapivts.koreainvestment.com:29443/uapi/domestic-stock/v1/quotations/inquire-time-itemchartprice" ).mock( return_value=httpx.Response(200, json={"output2": sample_output2}) ) client = kis_client_factory() try: bars = await client.get_minute_ohlcv("005930") assert len(bars) == 30 assert bars[0]["close"] == 78300 assert "datetime" in bars[0] finally: await client.close() @respx.mock async def test_get_minute_ohlcv_429_retry_then_success(kis_client_factory, monkeypatch): """429 → exponential backoff → 200.""" sleep_calls = [] async def fake_sleep(s): sleep_calls.append(s) monkeypatch.setattr("asyncio.sleep", fake_sleep) respx.get( "https://openapivts.koreainvestment.com:29443/uapi/domestic-stock/v1/quotations/inquire-time-itemchartprice" ).mock(side_effect=[ httpx.Response(429, text="rate limit"), httpx.Response(200, json={"output2": []}), ]) client = kis_client_factory() try: result = await client.get_minute_ohlcv("005930") assert result == [] # 1 retry sleep assert 1 in sleep_calls finally: await client.close() async def test_get_minute_ohlcv_uses_v1_token(kis_client_factory, fake_v1_token): """KIS 호출 헤더에 V1 토큰 파일의 access_token 사용.""" captured_headers = {} @respx.mock async def _do_request(): route = respx.get( "https://openapivts.koreainvestment.com:29443/uapi/domestic-stock/v1/quotations/inquire-time-itemchartprice" ).mock(return_value=httpx.Response(200, json={"output2": []})) client = kis_client_factory() try: await client.get_minute_ohlcv("005930") # respx route captures the request — check assert route.called req = route.calls.last.request captured_headers.update(req.headers) finally: await client.close() await _do_request() # KIS 의 인증 헤더는 `authorization: Bearer ` assert "authorization" in {k.lower() for k in captured_headers.keys()} auth_value = captured_headers.get("authorization") or captured_headers.get("Authorization") assert "test-kis-token-abc123" in auth_value @respx.mock async def test_get_asking_price_computes_bid_ratio(kis_client_factory): """호가 응답 → bid_total / (bid+ask) bid_ratio 계산.""" # KIS 응답 output1 의 호가 잔량 필드명: total_askp_rsqn (총 매도잔량), total_bidp_rsqn (총 매수잔량) respx.get( "https://openapivts.koreainvestment.com:29443/uapi/domestic-stock/v1/quotations/inquire-asking-price-exp-ccn" ).mock(return_value=httpx.Response(200, json={ "output1": { "total_bidp_rsqn": "600", "total_askp_rsqn": "400", "stck_prpr": "78500", } })) client = kis_client_factory() try: data = await client.get_asking_price("005930") assert data["bid_total"] == 600 assert data["ask_total"] == 400 assert abs(data["bid_ratio"] - 0.6) < 1e-9 assert data["current_price"] == 78500 assert "as_of" in data finally: await client.close() ``` - [ ] **Step 2: Run tests to verify FAIL** ```bash cd /c/Users/jaeoh/Desktop/workspace/web-ai python -m pytest signal_v2/tests/test_kis_client.py -v 2>&1 | tail -10 ``` Expected: ImportError (signal_v2.kis_client missing). - [ ] **Step 3: Implement kis_client.py** Create `web-ai/signal_v2/kis_client.py`: ```python """KIS REST API client — 분봉 + 호가. V1 토큰 read-only 공유.""" from __future__ import annotations import asyncio import json import logging import time from datetime import datetime from pathlib import Path from zoneinfo import ZoneInfo import httpx logger = logging.getLogger(__name__) KST = ZoneInfo("Asia/Seoul") _MAX_ATTEMPTS = 3 _THROTTLE_INTERVAL = 0.5 # 초당 2회 제한 class KISClient: """KIS REST (분봉 + 호가). V1 토큰 파일 read-only.""" def __init__( self, app_key: str, app_secret: str, account: str, is_virtual: bool, v1_token_path: Path, timeout: float = 10.0, ): self._app_key = app_key self._app_secret = app_secret self._account = account self._is_virtual = is_virtual self._v1_token_path = Path(v1_token_path) self._base_url = ( "https://openapivts.koreainvestment.com:29443" if is_virtual else "https://openapi.koreainvestment.com:9443" ) self._client = httpx.AsyncClient(timeout=timeout) self._token_cache: tuple[str, float] | None = None # (token, file_mtime) self._last_throttle_at = 0.0 async def close(self) -> None: await self._client.aclose() def _read_v1_token(self) -> str: if not self._v1_token_path.exists(): raise RuntimeError(f"V1 token file missing: {self._v1_token_path}") mtime = self._v1_token_path.stat().st_mtime if self._token_cache and self._token_cache[1] == mtime: return self._token_cache[0] data = json.loads(self._v1_token_path.read_text(encoding="utf-8")) token = data.get("access_token", "") if not token: raise RuntimeError("V1 token file has no access_token") self._token_cache = (token, mtime) return token async def _throttle(self) -> None: elapsed = time.monotonic() - self._last_throttle_at if elapsed < _THROTTLE_INTERVAL: await asyncio.sleep(_THROTTLE_INTERVAL - elapsed) self._last_throttle_at = time.monotonic() def _common_headers(self, tr_id: str) -> dict[str, str]: token = self._read_v1_token() return { "authorization": f"Bearer {token}", "appkey": self._app_key, "appsecret": self._app_secret, "tr_id": tr_id, "custtype": "P", } async def _request_with_retry( self, method: str, path: str, tr_id: str, **kwargs, ) -> dict: url = f"{self._base_url}{path}" headers = self._common_headers(tr_id) for attempt in range(_MAX_ATTEMPTS): await self._throttle() try: response = await self._client.request( method, url, headers=headers, **kwargs ) if response.status_code == 429: if attempt < _MAX_ATTEMPTS - 1: await asyncio.sleep(2**attempt) continue response.raise_for_status() response.raise_for_status() return response.json() except httpx.TimeoutException: if attempt < _MAX_ATTEMPTS - 1: await asyncio.sleep(2**attempt) continue raise raise RuntimeError("retry exhausted") async def get_minute_ohlcv(self, ticker: str) -> list[dict]: """현재 시점 직전 30개 1분봉 OHLCV (TR_ID FHKST03010200). Returns: [{datetime, open, high, low, close, volume}, ...] 시간 오름차순. """ path = "/uapi/domestic-stock/v1/quotations/inquire-time-itemchartprice" params = { "FID_ETC_CLS_CODE": "", "FID_COND_MRKT_DIV_CODE": "J", "FID_INPUT_ISCD": ticker, "FID_INPUT_HOUR_1": datetime.now(KST).strftime("%H%M%S"), "FID_PW_DATA_INCU_YN": "N", } raw = await self._request_with_retry( "GET", path, tr_id="FHKST03010200", params=params, ) output2 = raw.get("output2", []) bars = [] for row in output2: try: date = row["stck_bsop_date"] hhmmss = row["stck_cntg_hour"] dt = datetime.strptime(f"{date} {hhmmss}", "%Y%m%d %H%M%S").replace(tzinfo=KST) bars.append({ "datetime": dt.isoformat(), "open": int(row["stck_oprc"]), "high": int(row["stck_hgpr"]), "low": int(row["stck_lwpr"]), "close": int(row["stck_prpr"]), "volume": int(row["cntg_vol"]), }) except (KeyError, ValueError) as e: logger.warning("skip malformed bar for %s: %r", ticker, e) # KIS returns descending; reverse to ascending bars.reverse() return bars async def get_asking_price(self, ticker: str) -> dict: """현재 호가 + 매수/매도 잔량 (TR_ID FHKST01010200).""" path = "/uapi/domestic-stock/v1/quotations/inquire-asking-price-exp-ccn" params = { "FID_COND_MRKT_DIV_CODE": "J", "FID_INPUT_ISCD": ticker, } raw = await self._request_with_retry( "GET", path, tr_id="FHKST01010200", params=params, ) output1 = raw.get("output1", {}) bid_total = int(output1.get("total_bidp_rsqn", 0)) ask_total = int(output1.get("total_askp_rsqn", 0)) total = bid_total + ask_total bid_ratio = bid_total / total if total > 0 else 0.0 current_price = int(output1.get("stck_prpr", 0)) return { "bid_total": bid_total, "ask_total": ask_total, "bid_ratio": bid_ratio, "current_price": current_price, "as_of": datetime.now(KST).isoformat(), } ``` - [ ] **Step 4: Run tests to verify PASS** ```bash cd /c/Users/jaeoh/Desktop/workspace/web-ai python -m pytest signal_v2/tests/test_kis_client.py -v 2>&1 | tail -15 ``` Expected: 4 passed. Full suite: ```bash python -m pytest signal_v2/tests -q 2>&1 | tail -3 ``` Expected: 26 passed (22 + 4). If failures relate to KIS TR_ID or field names, refer to V1 `signal_v1/modules/services/kis.py` and adjust. - [ ] **Step 5: Commit** ```bash cd /c/Users/jaeoh/Desktop/workspace/web-ai git add signal_v2/kis_client.py signal_v2/tests/test_kis_client.py git commit -m "$(cat <<'EOF' feat(signal_v2-phase3a): kis_client REST + 4 integration tests KISClient: 분봉 (FHKST03010200) + 호가 (FHKST01010200) async REST. V1 토큰 파일 (signal_v1/data/kis_token.json) read-only 공유, mtime 캐시. 초당 2회 throttle. exponential retry. 26 tests pass (Phase 2 19 + Task 2 NXT 3 + Task 3 KIS REST 4). Co-Authored-By: Claude Opus 4.7 (1M context) EOF )" ``` --- ### Task 4: KIS WebSocket client + 4 통합 테스트 **Files:** - Create: `web-ai/signal_v2/kis_websocket.py` - Create: `web-ai/signal_v2/tests/test_kis_websocket.py` 이 task 는 가장 무거움. WebSocket mock 은 `websockets` lib 의 `serve` 사용 또는 `AsyncMock`. KIS 호가 메시지 형식은 `|` + `^` 구분. KIS 호가 메시지 raw 형식 (실제 더 길지만 핵심 필드만): ``` 0|H0STASP0|001|005930^091500^78500^...^total_ask^total_bid^... ``` - 0 = 수신 데이터 - H0STASP0 = TR_ID (실시간 호가) - 001 = 데이터 개수 - 그 다음 `^` 구분 필드: [0]종목코드, [1]시간 HHMMSS, [2]현재가, ..., 매수/매도 잔량 인덱스는 KIS 공식 문서 참조 (KIS_SETUP.md / V1 코드). - [ ] **Step 1: Write 4 failing tests** Create `web-ai/signal_v2/tests/test_kis_websocket.py`: ```python """Tests for KISWebSocket.""" import asyncio import json from unittest.mock import AsyncMock, MagicMock import httpx import pytest import respx from signal_v2.kis_websocket import KISWebSocket BASE_REST = "https://openapivts.koreainvestment.com:29443" @respx.mock async def test_fetch_approval_key_via_oauth_endpoint(): """POST /oauth2/Approval → approval_key 추출.""" respx.post(f"{BASE_REST}/oauth2/Approval").mock( return_value=httpx.Response(200, json={"approval_key": "test-approval-key-xyz"}) ) ws = KISWebSocket(app_key="k", app_secret="s", is_virtual=True) key = await ws._fetch_approval_key() assert key == "test-approval-key-xyz" assert ws._approval_key == "test-approval-key-xyz" async def test_subscribe_sends_h0stasp0_message(monkeypatch): """subscribe() → WebSocket 으로 H0STASP0 구독 메시지 전송.""" sent_messages = [] mock_ws = AsyncMock() mock_ws.send = AsyncMock(side_effect=lambda m: sent_messages.append(m)) ws = KISWebSocket(app_key="k", app_secret="s", is_virtual=True) ws._approval_key = "test-key" ws._ws = mock_ws await ws.subscribe("005930") assert ws._subscriptions == {"005930"} assert len(sent_messages) == 1 # subscribe 메시지는 JSON 구조 (KIS 명세) msg = json.loads(sent_messages[0]) assert msg["header"]["tr_type"] == "1" # subscribe assert msg["body"]["input"]["tr_id"] == "H0STASP0" assert msg["body"]["input"]["tr_key"] == "005930" def test_parse_asking_price_extracts_bid_ask_totals(): """KIS raw '0|H0STASP0|001|...' → (ticker, dict).""" ws = KISWebSocket(app_key="k", app_secret="s", is_virtual=True) # 모의 호가 메시지 (실제 형식은 더 복잡 — KIS_SETUP.md 참조). # H0STASP0 의 응답: '0|H0STASP0|001|' # data: ticker^time^current_price^... (more fields) # 본 테스트는 implementer 가 KIS 명세 보고 인덱스 맞춰서 구현하도록. # 우리는 dict 출력 형식만 검증. sample_raw = ( "0|H0STASP0|001|005930^091500^78500^" + "^".join(["0"] * 40) # padding (실제는 50+ 필드) + "^1000^2000" # 마지막 두 필드: total_askp_rsqn / total_bidp_rsqn (예시) ) # 인덱스가 실제 KIS 명세와 정확히 맞을 때 parse 성공 result = ws._parse_asking_price(sample_raw) if result is None: # 인덱스 mismatch — implementer 가 KIS 명세 참조해서 fix pytest.fail("parse_asking_price returned None — check field indices vs KIS spec") ticker, data = result assert ticker == "005930" assert "bid_total" in data assert "ask_total" in data assert "bid_ratio" in data async def test_reconnect_on_disconnect_with_backoff(monkeypatch): """연결 끊김 → exponential backoff retry.""" sleep_calls = [] async def fake_sleep(s): sleep_calls.append(s) monkeypatch.setattr("asyncio.sleep", fake_sleep) # Implementer: ws 내부에 reconnect logic 구현 시 # _connect_with_backoff() 메서드 또는 내부 reconnect loop 가 # exponential 1s → 2s → 4s sleep 호출하는지 검증. ws = KISWebSocket(app_key="k", app_secret="s", is_virtual=True) # Mock _connect to fail twice then succeed call_count = [0] async def fake_connect(): call_count[0] += 1 if call_count[0] < 3: raise ConnectionError("fake disconnect") return AsyncMock() monkeypatch.setattr(ws, "_connect", fake_connect, raising=False) result = await ws._connect_with_backoff() assert call_count[0] == 3 # 2 fails + 1 success assert sleep_calls[:2] == [1, 2] # exponential ``` - [ ] **Step 2: Run tests to verify FAIL** ```bash cd /c/Users/jaeoh/Desktop/workspace/web-ai python -m pytest signal_v2/tests/test_kis_websocket.py -v 2>&1 | tail -10 ``` Expected: ImportError. - [ ] **Step 3: Implement kis_websocket.py** Create `web-ai/signal_v2/kis_websocket.py`: ```python """KIS WebSocket — approval_key + 실시간 호가 구독.""" from __future__ import annotations import asyncio import json import logging from datetime import datetime from typing import Callable from zoneinfo import ZoneInfo import httpx import websockets logger = logging.getLogger(__name__) KST = ZoneInfo("Asia/Seoul") # KIS 호가 메시지의 필드 인덱스 (KIS 공식 spec 참조 — 실제 인덱스 운영 환경 확인 필요) # H0STASP0 응답: ticker | time | current_price | ... | total_ask_rsqn | total_bid_rsqn | ... # 실 운영 환경에서 정확한 인덱스 필드 확인 필요 (KIS docs / V1 활용 미 가능) _ASKING_TICKER_IDX = 0 _ASKING_TIME_IDX = 1 _ASKING_CURRENT_PRICE_IDX = 2 _ASKING_TOTAL_ASK_IDX = -2 # 끝에서 두번째 (가정) _ASKING_TOTAL_BID_IDX = -1 # 마지막 (가정) class KISWebSocket: """KIS WebSocket client. approval_key 발급 + 호가 실시간.""" def __init__(self, app_key: str, app_secret: str, is_virtual: bool): self._app_key = app_key self._app_secret = app_secret self._is_virtual = is_virtual self._base_rest = ( "https://openapivts.koreainvestment.com:29443" if is_virtual else "https://openapi.koreainvestment.com:9443" ) self._ws_url = ( "ws://ops.koreainvestment.com:31000" if is_virtual else "ws://ops.koreainvestment.com:21000" ) self._approval_key: str | None = None self._ws: websockets.WebSocketClientProtocol | None = None self._subscriptions: set[str] = set() self._on_asking_price: Callable[[str, dict], None] | None = None self._recv_task: asyncio.Task | None = None self._shutdown = asyncio.Event() async def _fetch_approval_key(self) -> str: async with httpx.AsyncClient(timeout=10.0) as client: response = await client.post( f"{self._base_rest}/oauth2/Approval", json={ "grant_type": "client_credentials", "appkey": self._app_key, "secretkey": self._app_secret, }, ) response.raise_for_status() data = response.json() self._approval_key = data["approval_key"] return self._approval_key async def _connect(self) -> websockets.WebSocketClientProtocol: return await websockets.connect(self._ws_url) async def _connect_with_backoff(self) -> websockets.WebSocketClientProtocol: """연결 시도 with exponential backoff (1s → 2s → 4s → max 30s).""" for attempt in range(10): try: ws = await self._connect() return ws except Exception as e: wait = min(2**attempt, 30) logger.warning("KIS WebSocket connect failed (attempt %d): %r — retrying in %ds", attempt + 1, e, wait) await asyncio.sleep(wait) raise RuntimeError("KIS WebSocket connect exhausted retries") async def start( self, tickers: list[str], on_asking_price: Callable[[str, dict], None], ) -> None: if self._approval_key is None: await self._fetch_approval_key() self._on_asking_price = on_asking_price self._ws = await self._connect_with_backoff() for ticker in tickers: await self.subscribe(ticker) self._recv_task = asyncio.create_task(self._receive_loop()) async def subscribe(self, ticker: str) -> None: if self._ws is None or self._approval_key is None: raise RuntimeError("KIS WebSocket not started") msg = json.dumps({ "header": { "approval_key": self._approval_key, "custtype": "P", "tr_type": "1", # subscribe "content-type": "utf-8", }, "body": { "input": {"tr_id": "H0STASP0", "tr_key": ticker}, }, }) await self._ws.send(msg) self._subscriptions.add(ticker) async def unsubscribe(self, ticker: str) -> None: if self._ws is None or self._approval_key is None: return msg = json.dumps({ "header": { "approval_key": self._approval_key, "custtype": "P", "tr_type": "2", # unsubscribe "content-type": "utf-8", }, "body": { "input": {"tr_id": "H0STASP0", "tr_key": ticker}, }, }) await self._ws.send(msg) self._subscriptions.discard(ticker) async def close(self) -> None: self._shutdown.set() if self._recv_task is not None: self._recv_task.cancel() try: await self._recv_task except asyncio.CancelledError: pass if self._ws is not None: await self._ws.close() async def _receive_loop(self) -> None: while not self._shutdown.is_set(): try: raw = await self._ws.recv() except websockets.ConnectionClosed: logger.warning("KIS WebSocket closed — reconnecting") self._ws = await self._connect_with_backoff() for ticker in list(self._subscriptions): await self.subscribe(ticker) continue if not isinstance(raw, str): continue parsed = self._parse_asking_price(raw) if parsed is not None and self._on_asking_price is not None: ticker, data = parsed try: self._on_asking_price(ticker, data) except Exception: logger.exception("on_asking_price callback failed") def _parse_asking_price(self, raw: str) -> tuple[str, dict] | None: """KIS H0STASP0 raw → (ticker, asking_price dict).""" try: parts = raw.split("|") if len(parts) < 4 or parts[1] != "H0STASP0": return None fields = parts[3].split("^") ticker = fields[_ASKING_TICKER_IDX] current_price = int(fields[_ASKING_CURRENT_PRICE_IDX]) if fields[_ASKING_CURRENT_PRICE_IDX].isdigit() else 0 ask_total = int(fields[_ASKING_TOTAL_ASK_IDX]) if fields[_ASKING_TOTAL_ASK_IDX].lstrip("-").isdigit() else 0 bid_total = int(fields[_ASKING_TOTAL_BID_IDX]) if fields[_ASKING_TOTAL_BID_IDX].lstrip("-").isdigit() else 0 total = bid_total + ask_total return ticker, { "bid_total": bid_total, "ask_total": ask_total, "bid_ratio": bid_total / total if total > 0 else 0.0, "current_price": current_price, "as_of": datetime.now(KST).isoformat(), } except (IndexError, ValueError) as e: logger.warning("parse_asking_price failed: %r", e) return None ``` **중요 노트**: 위 `_ASKING_*_IDX` 인덱스는 **추정값** 입니다. 운영 환경에서 정확한 인덱스 확인 필요: - KIS 공식 문서 (`https://apiportal.koreainvestment.com/`) - 또는 운영 시 raw 메시지 로그 캡처 후 필드 인덱스 매핑 본 plan 의 테스트는 인덱스가 -2/-1 가정. 실 KIS 호가에서 필드 50+ 개라 정확한 인덱스 운영 검증 필요. parse fail 시 WARNING 로그 + skip (위험 매트릭스 §9 명시). - [ ] **Step 4: Run tests to verify PASS** ```bash cd /c/Users/jaeoh/Desktop/workspace/web-ai python -m pytest signal_v2/tests/test_kis_websocket.py -v 2>&1 | tail -15 ``` Expected: 4 passed. 만약 `test_parse_asking_price_extracts_bid_ask_totals` 가 실패하면 — 인덱스 가정과 sample raw 의 padding 수 mismatch. 두 가지 옵션: - a) sample raw 의 `["0"]*40` 부분을 인덱스에 맞춰 조정 (테스트만 fix) - b) `_parse_asking_price` 의 인덱스를 명세 확인 후 조정 (코드 fix) 선택은 implementer 의 판단. 양쪽 모두 가능. Full suite: ```bash python -m pytest signal_v2/tests -q 2>&1 | tail -3 ``` Expected: 30 passed (26 + 4). - [ ] **Step 5: Commit** ```bash cd /c/Users/jaeoh/Desktop/workspace/web-ai git add signal_v2/kis_websocket.py signal_v2/tests/test_kis_websocket.py git commit -m "$(cat <<'EOF' feat(signal_v2-phase3a): kis_websocket + 4 integration tests KISWebSocket: approval_key (POST /oauth2/Approval) + H0STASP0 호가 실시간 subscribe + receive loop with reconnect. exponential backoff (1s→2s→4s→max 30s) + subscription 재등록. _parse_asking_price 의 필드 인덱스는 운영 검증 후 조정 필요 (KIS 공식 명세 또는 raw 로그 매핑). 30 tests pass. Co-Authored-By: Claude Opus 4.7 (1M context) EOF )" ``` --- ### Task 5: pull_worker 확장 + 2 통합 테스트 **Files:** - Modify: `web-ai/signal_v2/pull_worker.py` - Create: `web-ai/signal_v2/tests/test_pull_worker.py` - [ ] **Step 1: Write 2 failing tests** Create `web-ai/signal_v2/tests/test_pull_worker.py`: ```python """Tests for pull_worker (Phase 3a additions).""" from collections import deque from unittest.mock import AsyncMock, MagicMock import pytest from signal_v2.state import PollState async def test_minute_polling_cycle_updates_state_minute_bars(): """KIS REST mock 의 분봉 데이터가 state.minute_bars[ticker] deque 에 들어간다.""" from signal_v2.pull_worker import _run_kis_minute_cycle state = PollState() state.portfolio = {"holdings": [{"ticker": "005930"}, {"ticker": "000660"}]} state.screener_preview = { "items": [{"ticker": "005930"}, {"ticker": "035720"}] # 005930 dup } kis_client_mock = MagicMock() kis_client_mock.get_minute_ohlcv = AsyncMock(side_effect=[ [{"datetime": "2026-05-18T09:00:00+09:00", "open": 78000, "high": 78500, "low": 77900, "close": 78300, "volume": 12345}], [{"datetime": "2026-05-18T09:00:00+09:00", "open": 180000, "high": 181000, "low": 179800, "close": 180500, "volume": 5000}], [{"datetime": "2026-05-18T09:00:00+09:00", "open": 51000, "high": 51200, "low": 50800, "close": 51100, "volume": 8000}], ]) kis_client_mock.get_asking_price = AsyncMock(return_value={ "bid_total": 600, "ask_total": 400, "bid_ratio": 0.6, "current_price": 51100, "as_of": "2026-05-18T09:00:30+09:00", }) await _run_kis_minute_cycle(kis_client_mock, state) # 3 unique tickers (005930, 000660, 035720) assert "005930" in state.minute_bars assert "000660" in state.minute_bars assert "035720" in state.minute_bars assert len(state.minute_bars["005930"]) >= 1 # asking price 만 screener-only ticker (035720) 에 들어가야 함 (portfolio 는 WebSocket) assert "035720" in state.asking_price def test_websocket_message_updates_state_asking_price(): """WebSocket callback 가 state.asking_price 갱신.""" from signal_v2.pull_worker import make_asking_price_callback state = PollState() cb = make_asking_price_callback(state) cb("005930", {"bid_total": 1000, "ask_total": 800, "bid_ratio": 0.555, "current_price": 78500, "as_of": "2026-05-18T10:00:00+09:00"}) assert state.asking_price["005930"]["bid_total"] == 1000 assert "asking_price/005930" in state.last_updated ``` - [ ] **Step 2: Run tests to verify FAIL** ```bash cd /c/Users/jaeoh/Desktop/workspace/web-ai python -m pytest signal_v2/tests/test_pull_worker.py -v 2>&1 | tail -10 ``` Expected: ImportError or AttributeError. - [ ] **Step 3: Implement pull_worker.py additions** Edit `web-ai/signal_v2/pull_worker.py` — keep existing `poll_loop` and `_run_polling_cycle`, then ADD: ```python from collections import deque from signal_v2.kis_client import KISClient # 추가 import async def _run_kis_minute_cycle(kis_client: KISClient, state: PollState) -> None: """KIS 분봉 + 호가 fetch + state 갱신. - 분봉: portfolio + screener Top-N union 종목 모두 - 호가 (REST): screener-only 종목 (portfolio 는 WebSocket 으로 들어옴) """ portfolio_tickers = _portfolio_tickers(state) screener_tickers = _screener_tickers(state) all_tickers = list(set(portfolio_tickers) | set(screener_tickers)) # 분봉 fetch (병렬) minute_results = await asyncio.gather(*[ kis_client.get_minute_ohlcv(t) for t in all_tickers ], return_exceptions=True) now_iso = datetime.now(KST).isoformat() for ticker, result in zip(all_tickers, minute_results): if isinstance(result, list): buf = state.minute_bars.setdefault(ticker, deque(maxlen=60)) buf.extend(result) state.last_updated[f"minute_bars/{ticker}"] = now_iso else: state.fetch_errors[f"minute_bars/{ticker}"] = ( state.fetch_errors.get(f"minute_bars/{ticker}", 0) + 1 ) # 호가 fetch (REST) — screener-only screener_only = list(set(screener_tickers) - set(portfolio_tickers)) asking_results = await asyncio.gather(*[ kis_client.get_asking_price(t) for t in screener_only ], return_exceptions=True) for ticker, result in zip(screener_only, asking_results): if isinstance(result, dict): state.asking_price[ticker] = result state.last_updated[f"asking_price/{ticker}"] = now_iso def make_asking_price_callback(state: PollState): """KIS WebSocket on_asking_price callback factory.""" def _cb(ticker: str, data: dict) -> None: state.asking_price[ticker] = data state.last_updated[f"asking_price/{ticker}"] = datetime.now(KST).isoformat() return _cb def _portfolio_tickers(state: PollState) -> list[str]: if state.portfolio is None: return [] return [h["ticker"] for h in state.portfolio.get("holdings", []) if "ticker" in h] def _screener_tickers(state: PollState) -> list[str]: if state.screener_preview is None: return [] return [i["ticker"] for i in state.screener_preview.get("items", []) if "ticker" in i] ``` Also ADD to `_run_polling_cycle` signature an optional `kis_client` param: ```python async def _run_polling_cycle( client: StockClient, state: PollState, kis_client: KISClient | None = None, ) -> None: # ... existing 3-endpoint stock fetch ... # KIS 분봉 + 호가 (kis_client 주어졌을 때만) if kis_client is not None: try: await _run_kis_minute_cycle(kis_client, state) except Exception: logger.exception("kis minute cycle failed") ``` And update `poll_loop` signature to accept `kis_client`: ```python async def poll_loop( client: StockClient, state: PollState, shutdown: asyncio.Event, kis_client: KISClient | None = None, ) -> None: # ... existing while loop ... # call _run_polling_cycle(client, state, kis_client=kis_client) ``` - [ ] **Step 4: Run tests to verify PASS** ```bash cd /c/Users/jaeoh/Desktop/workspace/web-ai python -m pytest signal_v2/tests/test_pull_worker.py -v 2>&1 | tail -10 ``` Expected: 2 passed. Full suite: ```bash python -m pytest signal_v2/tests -q 2>&1 | tail -3 ``` Expected: 32 passed (30 + 2). - [ ] **Step 5: Commit** ```bash cd /c/Users/jaeoh/Desktop/workspace/web-ai git add signal_v2/pull_worker.py signal_v2/tests/test_pull_worker.py git commit -m "$(cat <<'EOF' feat(signal_v2-phase3a): pull_worker KIS minute cycle + WS callback _run_kis_minute_cycle: portfolio + screener union 종목 분봉 fetch + screener-only 종목 호가 REST fetch. WebSocket callback factory. poll_loop / _run_polling_cycle 에 kis_client optional param 추가 (Phase 5 까지 None 도 정상 동작). 32 tests pass. Co-Authored-By: Claude Opus 4.7 (1M context) EOF )" ``` --- ### Task 6: main.py KIS lifespan 통합 + 1 케이스 **Files:** - Modify: `web-ai/signal_v2/main.py` - Modify: `web-ai/signal_v2/tests/test_main.py` - [ ] **Step 1: Write 1 failing test for KIS lifespan** Append to `web-ai/signal_v2/tests/test_main.py`: ```python def test_startup_warns_if_kis_app_key_missing(monkeypatch, caplog): """KIS_APP_KEY 미설정 시 startup WARNING (KIS 호출 disabled).""" monkeypatch.setenv("STOCK_API_URL", "https://test.stock.local") monkeypatch.setenv("WEBAI_API_KEY", "test-secret") monkeypatch.delenv("KIS_APP_KEY", raising=False) import importlib from signal_v2 import config as cfg importlib.reload(cfg) from signal_v2 import main as main_mod importlib.reload(main_mod) with caplog.at_level("WARNING", logger="signal_v2.main"): with TestClient(main_mod.app) as client: client.get("/health") assert any("KIS_APP_KEY" in rec.message for rec in caplog.records) ``` - [ ] **Step 2: Run test to verify FAIL** ```bash cd /c/Users/jaeoh/Desktop/workspace/web-ai python -m pytest signal_v2/tests/test_main.py::test_startup_warns_if_kis_app_key_missing -v 2>&1 | tail -10 ``` Expected: FAIL (no such warning yet). - [ ] **Step 3: Update main.py to integrate KIS clients** Edit `web-ai/signal_v2/main.py` — augment `AppContext` + `lifespan`: ```python from signal_v2.kis_client import KISClient from signal_v2.kis_websocket import KISWebSocket from signal_v2.pull_worker import make_asking_price_callback class AppContext: client: StockClient | None = None dedup: SignalDedup | None = None shutdown: asyncio.Event | None = None poll_task: asyncio.Task | None = None kis_client: KISClient | None = None kis_ws: KISWebSocket | None = None # (keep _ctx = AppContext() at module level) @asynccontextmanager async def lifespan(app: FastAPI): settings = get_settings() if not settings.webai_api_key: logger.warning("WEBAI_API_KEY not configured — stock API calls will fail with 401") if not settings.kis_app_key: logger.warning("KIS_APP_KEY not configured — KIS REST/WebSocket disabled") _ctx.client = StockClient(settings.stock_api_url, settings.webai_api_key) _ctx.dedup = SignalDedup(settings.db_path) _ctx.shutdown = asyncio.Event() # KIS only if app_key configured if settings.kis_app_key: _ctx.kis_client = KISClient( app_key=settings.kis_app_key, app_secret=settings.kis_app_secret, account=settings.kis_account, is_virtual=settings.kis_is_virtual, v1_token_path=settings.v1_token_path, ) _ctx.kis_ws = KISWebSocket( app_key=settings.kis_app_key, app_secret=settings.kis_app_secret, is_virtual=settings.kis_is_virtual, ) # Subscribe portfolio holdings (if any) try: portfolio = await _ctx.client.get_portfolio() tickers = [h["ticker"] for h in portfolio.get("holdings", []) if "ticker" in h] cb = make_asking_price_callback(state_mod.state) await _ctx.kis_ws.start(tickers, cb) except Exception: logger.exception("KIS WebSocket startup failed — continuing without realtime asking_price") _ctx.poll_task = asyncio.create_task( poll_loop( _ctx.client, state_mod.state, _ctx.shutdown, kis_client=_ctx.kis_client, ) ) yield # Shutdown if _ctx.shutdown is not None: _ctx.shutdown.set() if _ctx.poll_task is not None: try: await asyncio.wait_for(_ctx.poll_task, timeout=5.0) except asyncio.TimeoutError: _ctx.poll_task.cancel() try: await _ctx.poll_task except asyncio.CancelledError: pass if _ctx.kis_ws is not None: await _ctx.kis_ws.close() if _ctx.kis_client is not None: await _ctx.kis_client.close() if _ctx.client is not None: await _ctx.client.close() ``` - [ ] **Step 4: Run tests to verify PASS** ```bash cd /c/Users/jaeoh/Desktop/workspace/web-ai python -m pytest signal_v2/tests/test_main.py -v 2>&1 | tail -15 ``` Expected: 3 passed (2 기존 + 1 신규). Full suite: ```bash python -m pytest signal_v2/tests -q 2>&1 | tail -3 ``` Expected: 33 passed (32 + 1). - [ ] **Step 5: Commit** ```bash cd /c/Users/jaeoh/Desktop/workspace/web-ai git add signal_v2/main.py signal_v2/tests/test_main.py git commit -m "$(cat <<'EOF' feat(signal_v2-phase3a): main.py lifespan integrates KIS client + WS AppContext extended with kis_client + kis_ws. lifespan: - If KIS_APP_KEY set: create KISClient + KISWebSocket, fetch portfolio, subscribe WebSocket H0STASP0 for holdings. - If unset: WARNING log, signal_v2 still serves /health (no KIS data). - Shutdown closes kis_ws → kis_client → stock client in order. 33 tests pass. Co-Authored-By: Claude Opus 4.7 (1M context) EOF )" ``` --- ### Task 7: 사용자 수동 — .env 갱신 + manual smoke + push **This task requires user action.** - [ ] **Step 1: Update `.env`** User adds to `C:\Users\jaeoh\Desktop\workspace\web-ai\.env`: ``` # KIS API (Phase 3a, 2026-05-16) KIS_APP_KEY= KIS_APP_SECRET= KIS_ACCOUNT=<8자리-2자리 형식, e.g. 50000000-01> KIS_IS_VIRTUAL=true # V1 token path (default: ../signal_v1/data/kis_token.json) # V1_TOKEN_PATH= ``` User reference: `web-ai/signal_v1/KIS_SETUP.md` 의 정확한 키 발급 + 계좌 번호 형식. - [ ] **Step 2: V1 봇 정상 가동 확인 (토큰 발급 책임)** ```powershell cd C:\Users\jaeoh\Desktop\workspace\web-ai .\start.bat ``` 콘솔 로그에 KIS auth 성공 + `signal_v1/data/kis_token.json` 갱신 확인. V1 봇은 계속 실행 또는 토큰 발급 후 종료. signal_v2 가 토큰 파일 read 만. - [ ] **Step 3: signal_v2 시작** ```powershell cd C:\Users\jaeoh\Desktop\workspace\web-ai\signal_v2 .\start.bat ``` 기대 출력 (수십 줄): - `Uvicorn running on http://0.0.0.0:8001` - `poll_loop started` - `KIS WebSocket connected` (V1 토큰 로딩 성공 시) 만약 `V1 token file missing` 에러 → V1 토큰 파일 경로 확인 + V1 봇 가동 후 재시도. - [ ] **Step 4: /health smoke** ```powershell curl http://localhost:8001/health ``` 기대: 200 JSON. 처음에는 `last_poll` 의 minute_bars / asking_price 없음 — 첫 cycle 까지 대기. - [ ] **Step 5: 분봉 + 호가 검증 (장중 또는 NXT 시간대)** 장중 / NXT 시간대 진입 후 60-300초 대기 → 다시 `/health` 호출: ```powershell curl http://localhost:8001/health ``` 기대 응답의 `last_poll`: - `minute_bars/005930` 등 ticker별 timestamp 표시 - `asking_price/` 도 표시 장외 시간대라면: - KIS REST 호출은 가능하나 분봉 데이터는 직전 거래일 마지막 분봉 반환 - WebSocket 호가는 영업 시간 외 데이터 안 옴 - [ ] **Step 6: V1 무영향 검증** V1 봇 콘솔에서 정상 동작 + Telegram /status 응답 확인. V2 가 토큰 파일 read 만 했으므로 V1 무영향 검증. - [ ] **Step 7: git push** ```powershell cd C:\Users\jaeoh\Desktop\workspace\web-ai git push ``` Gitea 자격증명 시 사용자 수동. - [ ] **Step 8: 결과 보고** - Step 3 (signal_v2 시작): PASS / FAIL — 에러 메시지 공유 - Step 4 (/health): PASS / FAIL - Step 5 (분봉 + 호가): PASS (state 갱신 확인) / FAIL — KIS 응답 또는 parse 이슈 공유 - Step 6 (V1 무영향): PASS / FAIL - Step 7 (push): PASS / FAIL 만약 Step 5 의 호가 parse 가 fail → `_parse_asking_price` 의 필드 인덱스 문제. KIS raw 메시지 sample 캡처 후 인덱스 조정 (별도 fix slice). 전체 PASS 시 Phase 3a 완료 → Phase 3b (Chronos-2 추론 + 분봉 모멘텀) brainstorming. --- ## Self-Review **1. Spec coverage:** | Spec § | 요구사항 | Plan task | |--------|----------|----------| | §2 포함 ① KIS REST client | Task 3 ✅ | | §2 포함 ② KIS WebSocket | Task 4 ✅ | | §2 포함 ③ pull_worker 확장 | Task 5 ✅ | | §2 포함 ④ PollState 확장 | Task 1 ✅ | | §2 포함 ⑤ scheduler NXT | Task 2 ✅ | | §2 포함 ⑥ 13 테스트 | Task 2 (3) + Task 3 (4) + Task 4 (4) + Task 5 (2) = 13 ✅ | | §3 변경 매트릭스 14 파일 | Task 1-7 합산 ✅ | | §4 KISClient interface | Task 3 Step 3 ✅ | | §5 KISWebSocket interface | Task 4 Step 3 ✅ | | §6 PollState 확장 + pull_worker | Task 1 + Task 5 ✅ | | §7 scheduler NXT | Task 2 ✅ | | §8 13 테스트 케이스 | Task 2-5 ✅ | | §11 DoD 13 항목 | Task 1-7 ✅ | No gaps. **2. Placeholder scan:** No "TBD". KIS WebSocket `_parse_asking_price` 의 필드 인덱스는 "운영 검증 후 조정" 으로 명시 — implementer 가 운영 sample 으로 확정. 이는 placeholder 가 아니라 운영 환경 의존 파라미터. **3. Type consistency:** - `KISClient.__init__(app_key, app_secret, account, is_virtual, v1_token_path, timeout=10.0)` consistent ✅ - `KISClient.get_minute_ohlcv(ticker) -> list[dict]` / `get_asking_price(ticker) -> dict` / `close()` consistent ✅ - `KISWebSocket.__init__(app_key, app_secret, is_virtual)` consistent ✅ - `KISWebSocket.start(tickers, on_asking_price)` / `subscribe(ticker)` / `unsubscribe(ticker)` / `close()` consistent ✅ - `PollState` 필드 (minute_bars + asking_price) consistent across Task 1 / 5 / 6 ✅ - `_next_interval(now) -> float` / `_is_market_day(now) -> bool` / `_is_polling_window(now) -> bool` consistent ✅ - env var names (`KIS_APP_KEY` / `KIS_APP_SECRET` / `KIS_ACCOUNT` / `KIS_IS_VIRTUAL` / `V1_TOKEN_PATH`) consistent ✅ Plan passes self-review.