""" ML 앙상블 API 엔드포인트 - POST /train: 모델 학습 - GET /predict/{stock_code}: 개별 종목 예측 - GET /status: 모델 상태 조회 - GET /backtest: 백테스트 결과 """ from fastapi import APIRouter, HTTPException, Query, BackgroundTasks import logging import asyncio from app.services.ml_ensemble import get_ensemble from app.services.korea_investment_api import korea_investment_api from app.core.config import settings router = APIRouter() logger = logging.getLogger(__name__) @router.get("/status") async def get_model_status(): """앙상블 모델 상태 조회""" ensemble = get_ensemble() status = ensemble.get_status() status["config"] = { "enabled": settings.ML_ENSEMBLE_ENABLED, "rule_weight": settings.ML_ENSEMBLE_RULE_WEIGHT, "ml_weight": settings.ML_ENSEMBLE_ML_WEIGHT, "buy_threshold": settings.ML_ENSEMBLE_BUY_THRESHOLD, "confidence_min": settings.ML_ENSEMBLE_CONFIDENCE_MIN, } return status @router.get("/predict/{stock_code}") async def predict_stock(stock_code: str): """개별 종목 ML 앙상블 예측""" ensemble = get_ensemble() if not ensemble.is_trained: raise HTTPException( status_code=503, detail="모델이 학습되지 않았습니다. POST /ml-ensemble/train 으로 학습을 먼저 실행하세요." ) try: chart_resp = await korea_investment_api.get_daily_chart(stock_code, "D") chart_data = chart_resp.get("output", []) if not chart_data or len(chart_data) < 61: raise HTTPException(status_code=400, detail=f"차트 데이터 부족: {len(chart_data) if chart_data else 0}일 (최소 61일 필요)") result = ensemble.predict(chart_data) result["stock_code"] = stock_code return result except HTTPException: raise except Exception as e: logger.error(f"예측 실패 ({stock_code}): {e}") raise HTTPException(status_code=500, detail=str(e)) async def _train_task(limit: int): """백그라운드 학습 작업""" import numpy as np from app.services.feature_engineering import ( chart_data_to_dataframe, extract_features, prepare_training_data ) from app.services.korea_investment_api import KoreaInvestmentAPI kis_api = KoreaInvestmentAPI() # 종목 조회 stocks = [] try: kospi = await kis_api.get_volume_rank("J") if kospi and kospi.get("output"): for item in kospi["output"]: name = item.get("hts_kor_isnm", "") skip = ["ETF", "레버리지", "인버스", "KODEX", "선물", "TIGER", "ARIRANG"] if not any(k in name for k in skip): stocks.append((item["mksc_shrn_iscd"], name)) except Exception as e: logger.error(f"종목 조회 실패: {e}") await asyncio.sleep(3) try: kosdaq = await kis_api.get_volume_rank("Q") if kosdaq and kosdaq.get("output"): for item in kosdaq["output"]: name = item.get("hts_kor_isnm", "") skip = ["ETF", "레버리지", "인버스", "KODEX", "선물", "TIGER", "ARIRANG"] if not any(k in name for k in skip): stocks.append((item["mksc_shrn_iscd"], name)) except Exception as e: logger.error(f"종목 조회 실패: {e}") stocks = stocks[:limit] logger.info(f"학습 대상: {len(stocks)}개 종목") # 데이터 수집 all_X_tab, all_X_seq, all_y = [], [], [] for i, (code, name) in enumerate(stocks): try: chart_resp = await kis_api.get_daily_chart(code, "D") chart_data = chart_resp.get("output", []) if not chart_data or len(chart_data) < 80: continue df = chart_data_to_dataframe(chart_data) feat = extract_features(df) X_tab, X_seq, y, _ = prepare_training_data(df, feat) if len(X_tab) > 0: all_X_tab.append(X_tab) all_X_seq.append(X_seq) all_y.append(y) logger.info(f"[{i+1}/{len(stocks)}] {code}: {len(X_tab)}개 샘플") except Exception as e: logger.warning(f"[{i+1}] {code} 실패: {e}") await asyncio.sleep(3) if not all_X_tab: logger.error("학습 데이터 없음") return X_tabular = np.vstack(all_X_tab) X_seq = np.vstack(all_X_seq) y = np.concatenate(all_y) logger.info(f"총 {len(X_tabular)}개 샘플로 학습 시작") ensemble = get_ensemble() metrics = ensemble.train(X_tabular, X_seq, y) logger.info(f"학습 완료: {metrics}") @router.post("/train") async def train_model( background_tasks: BackgroundTasks, limit: int = Query(50, description="학습 종목 수"), ): """앙상블 모델 학습 (백그라운드 실행)""" background_tasks.add_task(_train_task, limit) return { "message": f"학습이 백그라운드에서 시작되었습니다 ({limit}개 종목)", "status": "training_started", } @router.get("/backtest") async def get_backtest(): """모델 학습 메트릭 및 백테스트 결과 조회""" ensemble = get_ensemble() if not ensemble.is_trained: raise HTTPException(status_code=503, detail="모델이 학습되지 않았습니다") return { "is_trained": True, "metrics": ensemble.training_metrics, "weights": { "lgbm": ensemble.weights[0], "lstm": ensemble.weights[1], "rf": ensemble.weights[2], }, }