버그 및 크리티컬 에러 수정

2026-02-23 00:30:23 +09:00
parent ae2f9cac6d
commit 1814f5e55e
4 changed files with 124 additions and 25 deletions
--- a/backend/app/core/market_schedule.py
+++ b/backend/app/core/market_schedule.py
@@ -4,19 +4,38 @@
 - KST 기준 장 시작/종료 시간 판별
 - 공휴일, 주말 휴장 체크
 """
-from datetime import datetime, time
+from datetime import datetime, time, date as date_type
+
 try:
    import pytz
    KST = pytz.timezone('Asia/Seoul')
 except ImportError:
-    # pytz가 없으면 기본 timezone 사용 (환경변수에 의존)
    from datetime import timezone, timedelta
    KST = timezone(timedelta(hours=9))

+# 한국 공휴일 (holidays 패키지)
+try:
+    import holidays as _holidays_lib
+    _kr_holidays = _holidays_lib.KR()
+except ImportError:
+    _kr_holidays = None
+
+
+def _is_holiday(d: date_type) -> bool:
+    """공휴일 여부 확인. holidays 패키지 없으면 False 반환."""
+    if _kr_holidays is None:
+        return False
+    return d in _kr_holidays
+
+
 def is_market_open() -> bool:
    """
    현재 한국 증시 정규장 운영 시간인지 확인
-    (평일 09:00 ~ 15:30, 공휴일 제외 로직은 아직 미포함)
+    (평일 09:00 ~ 15:30 KST, 공휴일 제외)
+
+    수정:
+      - market_end 경계: <= → < (15:30 정각은 폐장)
+      - 공휴일 체크 추가 (holidays 패키지)
    """
    now = datetime.now(KST)

@@ -24,12 +43,16 @@ def is_market_open() -> bool:
    if now.weekday() >= 5:
        return False

-    # 2. 시간 체크 (09:00 ~ 15:30)
+    # 2. 공휴일 체크
+    if _is_holiday(now.date()):
+        return False
+
+    # 3. 시간 체크 (09:00 이상 ~ 15:30 미만)
    current_time = now.time()
    market_start = time(9, 0)
    market_end = time(15, 30)

-    return market_start <= current_time <= market_end
+    return market_start <= current_time < market_end  # 15:30 정각 제외


 def is_opening_range_period() -> bool:
@@ -37,6 +60,8 @@ def is_opening_range_period() -> bool:
    now = datetime.now(KST)
    if now.weekday() >= 5:
        return False
+    if _is_holiday(now.date()):
+        return False
    t = now.time()
    return time(9, 0) <= t < time(9, 30)

@@ -46,14 +71,21 @@ def is_day_trade_entry_window() -> bool:
    now = datetime.now(KST)
    if now.weekday() >= 5:
        return False
+    if _is_holiday(now.date()):
+        return False
    t = now.time()
    return time(9, 30) <= t < time(15, 0)


 def is_eod_flat_time() -> bool:
-    """EOD 강제 청산 구간 (15:20~15:30)"""
+    """EOD 강제 청산 구간 (15:20~15:29)
+
+    수정: 상한을 15:30 미만(<)으로 변경 — 15:30은 폐장 후.
+    """
    now = datetime.now(KST)
    if now.weekday() >= 5:
        return False
+    if _is_holiday(now.date()):
+        return False
    t = now.time()
-    return time(15, 20) <= t <= time(15, 30)
+    return time(15, 20) <= t < time(15, 30)
--- a/backend/batch_daily_analysis.py
+++ b/backend/batch_daily_analysis.py
@@ -23,6 +23,9 @@ from datetime import datetime, date, timedelta
 from pathlib import Path
 from typing import Optional

+import pytz
+KST = pytz.timezone('Asia/Seoul')
+
 sys.path.insert(0, str(Path(__file__).parent))

 from sqlalchemy import delete, select
@@ -83,8 +86,8 @@ async def detect_and_log_market_regime() -> str:
        from pykrx import stock as pykrx_stock
        from app.services.mean_reversion_strategy import detect_market_regime

-        today = datetime.now().strftime("%Y%m%d")
-        start = (datetime.now() - timedelta(days=400)).strftime("%Y%m%d")
+        today = datetime.now(KST).strftime("%Y%m%d")
+        start = (datetime.now(KST) - timedelta(days=400)).strftime("%Y%m%d")

        # KOSPI 지수 코드 1001
        df = pykrx_stock.get_index_ohlcv_by_date(start, today, "1001")
@@ -119,7 +122,7 @@ async def get_all_tradable_stocks(kis_api: KoreaInvestmentAPI, limit: int = 500)
    try:
        from pykrx import stock as pykrx_stock

-        today = datetime.now().strftime("%Y%m%d")
+        today = datetime.now(KST).strftime("%Y%m%d")

        SKIP_KEYWORDS = [
            "ETF", "레버리지", "인버스", "KODEX", "TIGER", "ARIRANG",
@@ -281,6 +284,7 @@ async def run_db_scanner(analysis_date: date) -> set[str]:
      - 종가 ≤ BB 하단 × 1.015  (BB 하단 근처)
      - 시세 ≥ 5,000원
      - ADX ≤ 30  (지나치게 강한 추세는 평균회귀 부적합)
+      - MA5 ≥ MA20 × 0.95  (ADX 방향 proxy — 강한 하락 추세 종목 제외)

    Returns: 신호 종목 코드 set
    """
@@ -293,6 +297,8 @@ async def run_db_scanner(analysis_date: date) -> set[str]:
                    StockAnalysis.rsi,
                    StockAnalysis.bollinger_lower,
                    StockAnalysis.adx_14,
+                    StockAnalysis.ma5,
+                    StockAnalysis.ma20,
                ).where(
                    StockAnalysis.analysis_date == analysis_date,
                    StockAnalysis.current_price >= 5000,
@@ -319,9 +325,16 @@ async def run_db_scanner(analysis_date: date) -> set[str]:
            if adx is not None and adx > 30:
                continue

+            # ADX 방향 proxy: MA5 < MA20 × 0.95 → 강한 하락 추세 → 평균회귀 부적합
+            # DI+/DI- 컬럼이 없으므로 MA 방향으로 추세 하락 여부 판단
+            ma5, ma20 = row.ma5, row.ma20
+            if ma5 is not None and ma20 is not None and ma20 > 0:
+                if float(ma5) < float(ma20) * 0.95:
+                    continue
+
            signal_tickers.add(row.stock_code)

-        logger.info("🔍 DB 스캐너: %d개 신호 종목 (RSI≤30 + BB하단 + ADX≤30)", len(signal_tickers))
+        logger.info("🔍 DB 스캐너: %d개 신호 종목 (RSI≤30 + BB하단 + ADX≤30 + MA방향)", len(signal_tickers))
        return signal_tickers

    except Exception as exc:
@@ -348,8 +361,8 @@ async def batch_analyze_all_stocks(limit: int = None):
      - DB 트랜잭션: 1,000회 → 50회 (20× 감소)
      - 동시 처리: 5 → 10 종목
    """
-    start_time    = datetime.now()
-    analysis_date = date.today()
+    start_time    = datetime.now(KST)
+    analysis_date = datetime.now(KST).date()

    logger.info("🚀 Starting daily batch analysis for %s", analysis_date)
    logger.info("⚙️  동시 처리: %d종목 | 벌크저장 단위: %d개 | API 세마포어: %dreq",
@@ -409,7 +422,7 @@ async def batch_analyze_all_stocks(limit: int = None):
        logger.warning("⚠️  워치리스트 초기화 실패 (non-critical): %s", exc)

    # 결과 요약
-    duration = (datetime.now() - start_time).total_seconds()
+    duration = (datetime.now(KST) - start_time).total_seconds()
    stats    = korea_investment_api.get_monitor_stats()

    logger.info("=" * 60)
--- a/backend/batch_intraday_analysis.py
+++ b/backend/batch_intraday_analysis.py
@@ -16,6 +16,9 @@ import sys
 from datetime import datetime, date
 from pathlib import Path

+import pytz
+KST = pytz.timezone('Asia/Seoul')
+
 sys.path.insert(0, str(Path(__file__).parent))

 from sqlalchemy import select, delete, update, func
@@ -32,6 +35,7 @@ from app.services.watchlist import (
    WATCHLIST_ENTRY_SCORE,
    WATCHLIST_EXIT_SCORE,
 )
+from batch_daily_analysis import run_db_scanner

 logging.basicConfig(
    level=logging.INFO,
@@ -111,14 +115,14 @@ async def analyze_update_and_manage(
                    )
                    .values(
                        is_active=False,
-                        removed_at=datetime.now(),
+                        removed_at=datetime.now(KST),
                        removed_reason="price_filter",
                    )
                )
                await session.commit()
            return False, None

-        now = datetime.now()
+        now = datetime.now(KST)
        score = result.score

        async with AsyncSessionLocal() as session:
@@ -336,7 +340,7 @@ async def refresh_watchlist(analysis_date: date, current_codes: set[str]) -> int
        if not candidates:
            return 0

-        now = datetime.now()
+        now = datetime.now(KST)
        for row in candidates:
            session.add(WatchlistStock(
                stock_code=row.stock_code,
@@ -362,8 +366,8 @@ async def main():
        logger.info("📴 장중이 아닙니다 (09:00~15:30 평일). 종료합니다.")
        return

-    start_time = datetime.now()
-    analysis_date = date.today()
+    start_time = datetime.now(KST)
+    analysis_date = datetime.now(KST).date()
    logger.info(
        f"⚡ [Intraday] {start_time.strftime('%H:%M:%S')} 시작 — "
        f"분석종목 재분석 (진입≥{WATCHLIST_ENTRY_SCORE}, 제거<{WATCHLIST_EXIT_SCORE})"
@@ -392,28 +396,77 @@ async def main():
    ]
    results = await asyncio.gather(*tasks, return_exceptions=True)

-    success = sum(1 for r in results if isinstance(r, tuple) and r[0] is True)
+    # removed 카운터 수정: analyze_update_and_manage는 제거 시에도 True 반환하므로
+    # success(=분석 성공)에 removed가 포함됨 → retained = success - removed 로 표시
+    analyzed_ok  = sum(1 for r in results if isinstance(r, tuple) and r[0] is True)
    removed = sum(
        1 for r in results
        if isinstance(r, tuple) and r[0] is True
        and r[1] is not None and r[1] < WATCHLIST_EXIT_SCORE
    )
-    fail = sum(1 for r in results if isinstance(r, tuple) and r[0] is False)
+    retained = analyzed_ok - removed  # 워치리스트에 실제 유지된 종목 수
+    fail  = sum(1 for r in results if isinstance(r, tuple) and r[0] is False)
    error = sum(1 for r in results if isinstance(r, Exception))

    # 워치리스트 외부 후보 재분석 — score DB 최신화 (refresh_watchlist 전에 실행)
    await rescore_outside_candidates(analysis_date, current_codes)

-    # 고점수 신규 종목 추가
+    # 장중 DB 스캐너 실행 — 장중 과매도 신규 종목 포착 (RSI≤30 + BB하단 + ADX≤30 + MA방향)
+    scanner_tickers = await run_db_scanner(analysis_date)
+    scanner_new = scanner_tickers - current_codes  # 워치리스트 미포함 신규 신호 종목
+    added_scanner = 0
+    if scanner_new:
+        now_kst = datetime.now(KST)
+        async with AsyncSessionLocal() as session:
+            # 현재 활성 종목 수 확인
+            from sqlalchemy import func as sa_func
+            count_result = await session.execute(
+                select(sa_func.count())
+                .select_from(WatchlistStock)
+                .where(WatchlistStock.is_active == True)
+            )
+            active_count = count_result.scalar() or 0
+            slots = WATCHLIST_MAX_SIZE - active_count
+
+            for code in list(scanner_new)[:slots]:
+                # stock_analysis에서 종목명 조회
+                name_result = await session.execute(
+                    select(StockAnalysis.stock_name)
+                    .where(
+                        StockAnalysis.stock_code == code,
+                        StockAnalysis.analysis_date == analysis_date,
+                    )
+                    .limit(1)
+                )
+                name_row = name_result.first()
+                if not name_row:
+                    continue
+                session.add(WatchlistStock(
+                    stock_code=code,
+                    stock_name=name_row.stock_name,
+                    added_at=now_kst,
+                    added_reason="intraday_scanner",
+                    score_at_add=None,
+                    is_active=True,
+                ))
+                added_scanner += 1
+            await session.commit()
+
+        if added_scanner:
+            logger.info(f"📡 장중 스캐너 신규 추가: {added_scanner}개 (RSI≤30+BB하단)")
+        current_codes |= scanner_new  # refresh_watchlist 중복 방지용 갱신
+
+    # 고점수 신규 종목 추가 (스캐너 추가분 제외)
    added = await refresh_watchlist(analysis_date, current_codes)

-    duration = (datetime.now() - start_time).total_seconds()
+    duration = (datetime.now(KST) - start_time).total_seconds()
    logger.info(
-        f"✅ [Intraday] 완료: {success}/{total} 성공, "
-        f"{removed} 제거, +{added} 신규, "
+        f"✅ [Intraday] 완료: {retained}/{total} 유지, "
+        f"{removed} 제거, +{added} 신규(score), +{added_scanner} 신규(스캐너), "
        f"{fail} 실패, {error} 오류 — {duration:.1f}초"
    )


+
 if __name__ == "__main__":
    asyncio.run(main())
--- a/backend/requirements.txt
+++ b/backend/requirements.txt
@@ -20,6 +20,7 @@ numpy>=1.26.0
 ta==0.11.0
 python-dotenv==1.0.0
 pytz>=2024.1
+holidays>=0.45
 celery==5.3.4
 pytest==7.4.3
 pytest-asyncio==0.21.1