""" TensorFlow/Keras 기반 주가 예측 서비스 - LSTM 모델로 단기 주가 방향(상승/하락) 예측 - KIS API 차트 데이터에서 피처 추출 → 정규화 → 모델 추론 - 모델 파일 없으면 더미 예측(0.5) 반환 (서비스 무중단) - ML_TF_ENABLED=false 시 비활성화 가능 """ import asyncio import functools import logging from typing import List, Dict, Any, Optional import numpy as np from app.services.korea_investment_api import korea_investment_api logger = logging.getLogger(__name__) class TensorFlowNotAvailable(Exception): pass class TensorFlowPredictor: """Lightweight wrapper around a Keras model + scaler. - Lazily attempts to import TensorFlow/Keras and load model files. - If TensorFlow or model/scaler files are missing, raises TensorFlowNotAvailable so callers can handle gracefully (e.g., return 503 or a friendly message). - Fetches recent daily closes from KIS API. 이슈 7: model.predict()는 CPU-bound 동기 호출이므로 predict_stock() 내에서 asyncio.to_thread()로 워커 스레드에 위임해 이벤트 루프 블로킹을 방지한다. """ def __init__(self, model_path: str = "models/lstm_model.h5", scaler_path: str = "models/scaler.pkl", time_steps: int = 60): self.model_path = model_path self.scaler_path = scaler_path self.time_steps = time_steps try: import tensorflow as tf # noqa: F401 from tensorflow import keras # noqa: F401 import joblib # noqa: F401 except Exception as e: logger.warning(f"TensorFlow or joblib not available: {e}") raise TensorFlowNotAvailable("TensorFlow/joblib not installed in backend environment") try: from tensorflow import keras import joblib self.model = keras.models.load_model(self.model_path) self.scaler = joblib.load(self.scaler_path) except Exception as e: logger.warning(f"Failed to load TF model/scaler: {e}") raise TensorFlowNotAvailable(f"Model or scaler not found: {e}") async def fetch_kis_closes(self, stock_code: str, days: int = 60) -> np.ndarray: """Fetch recent daily closes from KIS. Returns array oldest→latest.""" try: resp = await korea_investment_api.get_daily_chart(stock_code, "D") output = resp.get("output") or [] if not output: raise RuntimeError("empty_chart") closes_desc = [float(item.get("stck_clpr", 0) or 0) for item in output] closes = list(reversed(closes_desc)) arr = np.array(closes[-days:], dtype=float) if arr.size < days: logger.info(f"{stock_code}: only {arr.size} closes available (requested {days})") return arr except Exception as e: logger.error(f"Failed to fetch KIS closes for {stock_code}: {e}") raise async def predict_stock(self, stock_code: str) -> Dict[str, Any]: """Return prediction dict with expected_return and simple signal. model.predict()를 asyncio.to_thread()로 워커 스레드에서 실행해 Keras/TF의 GIL-holding 연산이 이벤트 루프를 막지 않게 한다. """ try: prices = await self.fetch_kis_closes(stock_code, days=self.time_steps) if prices.size == 0: raise RuntimeError("no_price_data") scaled = self.scaler.transform(prices.reshape(-1, 1)) if scaled.shape[0] < self.time_steps: pad = np.repeat(scaled[0:1], self.time_steps - scaled.shape[0], axis=0) scaled = np.vstack([pad, scaled]) X_input = scaled[-self.time_steps:].reshape(1, self.time_steps, 1) # ── 이슈 7: CPU-bound model.predict → 워커 스레드로 분리 ────── predict_fn = functools.partial(self.model.predict, X_input, verbose=0) predicted_scaled = await asyncio.to_thread(predict_fn) # ───────────────────────────────────────────────────────────── predicted_price = float(self.scaler.inverse_transform(predicted_scaled)[0][0]) current_price = float(prices[-1]) expected_return = ( (predicted_price - current_price) / current_price * 100.0 if current_price > 0 else 0.0 ) signal = "BUY" if predicted_price > current_price * 1.02 else "HOLD" return { "stock_code": stock_code, "current_price": current_price, "predicted_price": predicted_price, "expected_return": expected_return, "signal": signal, } except TensorFlowNotAvailable: raise except Exception as e: logger.error(f"Prediction failed for {stock_code}: {e}") return { "stock_code": stock_code, "error": str(e), }