Files
shuim 028a1c352b feat: 자동매매 신뢰성 개선 — 시세 실서버 라우팅·일일 한도 전역화·수동 매수 API
- korea_investment_api: KIS_QUOTES_VIA_REAL — 모의투자 모드에서 시세/차트/호가 조회를
  실계좌 시세 서버(20/s)로 위임, 주문·잔고는 모의서버 유지 (EGW00201 대응)
- recommendations: execute_auto_trade_background asyncio.Lock 중복 실행 방지 +
  MAX_DAILY_TRADES를 당일 BUY 건수 차감 전역 기준으로 적용 (11종목 동시 매수 재발 방지)
- manual_buy.py 신규: POST /api/v1/portfolio/buy (리스크 가드 + safe_place_order + db_worker)
- mcp-server: claude_code_client(claude -p 헤드리스 모드) 추가, trade_monitor 부분매도 시
  active 유지·remaining_pct 갱신, API 키 헤더·/api/v1 경로 수정, ODNO 주문ID 수정
- config: MCP_REQUEST_TIMEOUT, MCP_RISK_CACHE_TTL, BATCH_ANALYSIS_INTERVAL,
  SWING_INDEX_BREAKER_ENABLED(OFF), API_TRIGGERED_AUTO_TRADE(OFF) 추가
- docker-compose: 포트 충돌 해소 (postgres 15433, frontend 3001)
- frontend: 추천 패널 매수 버튼, 차트/호가/저널 패널 개선
- CLAUDE.md 압축 최적화 (규칙 변경 없음), _sweep_single_axis.py 백테스트 단일축 스윕

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-09-19 23:37:08 +09:00

296 lines
11 KiB
Python

"""
MCP 프록시 엔드포인트 + 공통 리스크 평가 유틸리티
이슈 4 - request_mcp_risk_assessment():
auto/day 스케줄러 양쪽에서 재사용 가능한 공통 RISK_ASSESSMENT 함수.
호출부는 trade_plan / portfolio / signals 세 dict를 넘긴다.
이슈 6 - httpx.AsyncClient 싱글톤:
요청마다 클라이언트를 생성/소멸하지 않는다.
lifespan에서 init_http_client() → 사용 → close_http_client() 순서로 호출.
"""
from fastapi import APIRouter, HTTPException
from typing import Dict, Any, Optional, Tuple
from pydantic import BaseModel
import httpx
import logging
import time
from app.core.config import settings
logger = logging.getLogger(__name__)
router = APIRouter()
# ─── httpx 싱글톤 클라이언트 ──────────────────────────────────────────
_http_client: Optional[httpx.AsyncClient] = None
def _mcp_default_headers() -> dict:
"""MCP 서버 인증용 기본 헤더. MCP_API_KEY가 설정되어 있으면 X-API-Key 포함."""
headers: dict = {}
if settings.MCP_API_KEY:
headers["X-API-Key"] = settings.MCP_API_KEY
return headers
async def init_http_client() -> None:
"""lifespan 시작 시 한 번만 호출. keepalive 연결 풀 설정."""
global _http_client
_http_client = httpx.AsyncClient(
timeout=httpx.Timeout(connect=5.0, read=60.0, write=10.0, pool=5.0),
limits=httpx.Limits(max_keepalive_connections=5, max_connections=10),
headers=_mcp_default_headers(),
)
logger.info("MCP httpx.AsyncClient initialized (api_key=%s)", "set" if settings.MCP_API_KEY else "none")
async def close_http_client() -> None:
"""lifespan 종료 시 한 번만 호출."""
global _http_client
if _http_client is not None:
await _http_client.aclose()
_http_client = None
logger.info("🔒 MCP httpx.AsyncClient closed")
def get_http_client() -> httpx.AsyncClient:
"""공유 클라이언트 반환. 초기화 전 접근 시 RuntimeError."""
if _http_client is None:
raise RuntimeError(
"http_client not initialized — call init_http_client() in lifespan"
)
return _http_client
# ─── fail-open 카운터 ─────────────────────────────────────────────────
_fail_open_count: int = 0
_FAIL_OPEN_WARN_THRESHOLD: int = 5 # 연속 N회 초과 시 경고 로그
# ─── RISK_ASSESSMENT 결과 캐시 (MCP_RISK_CACHE_TTL>0 일 때만) ────────────
# 스케줄러가 매 사이클(60s/30s) 같은 종목셋으로 재요청하는 AI 호출을 줄인다.
_risk_cache: Dict[str, Tuple[float, bool, str]] = {} # key → (expires_at, approve, reason)
def _risk_cache_key(trade_plan: Dict[str, Any]) -> str:
stocks = trade_plan.get("top_stocks") or []
codes = sorted(
str(s.get("stock_code", s) if isinstance(s, dict) else s) for s in stocks
)
if not codes and trade_plan.get("stock_code"):
codes = [str(trade_plan["stock_code"])]
return f"{trade_plan.get('strategy', '')}:{trade_plan.get('action', '')}:{','.join(codes)}"
# ─── 공통 리스크 평가 함수 ────────────────────────────────────────────
async def request_mcp_risk_assessment(
trade_plan: Dict[str, Any],
portfolio: Dict[str, Any],
signals: Dict[str, Any],
) -> Tuple[bool, str]:
"""MCP RISK_ASSESSMENT 호출 — auto/day 스케줄러 공통 진입점.
Args:
trade_plan: 주문 계획 (action, strategy, stock_code, quantity, price 등)
portfolio: 현재 포트폴리오 요약 (보유 종목 목록, 총 평가금액 등)
signals: 진입 신호 정보 (strategy, rules, indicators 등)
Returns:
(approve: bool, reason: str)
- approve=True → 주문 실행
- approve=False → 주문 스킵
- MCP 장애 / 타임아웃 → fail-open (approve=True, 매매 중단 방지)
"""
global _fail_open_count
if not settings.MCP_VALIDATION_ENABLED:
return True, "mcp_disabled"
_ttl = settings.MCP_RISK_CACHE_TTL
_ckey = _risk_cache_key(trade_plan) if _ttl > 0 else None
if _ckey:
_hit = _risk_cache.get(_ckey)
if _hit and _hit[0] > time.monotonic():
return _hit[1], f"{_hit[2]} (cached)"
try:
client = get_http_client()
except RuntimeError:
_fail_open_count += 1
logger.warning(
"MCP http_client 미초기화 — fail-open (누적 %d회)", _fail_open_count
)
if _fail_open_count > _FAIL_OPEN_WARN_THRESHOLD:
logger.error(
"MCP fail-open 연속 %d회 초과: MCP 서버 연결 상태를 점검하세요",
_fail_open_count,
)
return True, "client_not_initialized_fail_open"
try:
resp = await client.post(
f"{settings.MCP_SERVER_URL}/analyze",
json={
"analysis_type": "RISK_ASSESSMENT",
"data": {
"trade_plan": trade_plan,
"portfolio": portfolio,
"signals": signals,
},
},
timeout=settings.MCP_REQUEST_TIMEOUT,
)
if resp.status_code == 200:
result = resp.json()
# 응답: {"result": {"decision": "approve"|"deny", "reason": "..."}}
payload = result.get("result", result)
decision = str(payload.get("decision", "approve")).lower()
reason = str(payload.get("reason", ""))
_fail_open_count = 0 # 정상 응답 수신 시 카운터 리셋
approve = not ("deny" in decision or "reject" in decision)
if _ckey:
_risk_cache[_ckey] = (time.monotonic() + _ttl, approve, reason)
return approve, reason
else:
_fail_open_count += 1
logger.warning(
"MCP RISK_ASSESSMENT HTTP %d — fail-open (누적 %d회)",
resp.status_code, _fail_open_count,
)
if _fail_open_count > _FAIL_OPEN_WARN_THRESHOLD:
logger.error(
"MCP fail-open 연속 %d회 초과: MCP 서버 응답 오류가 지속됩니다",
_fail_open_count,
)
return True, f"mcp_http_{resp.status_code}_fail_open"
except httpx.TimeoutException:
_fail_open_count += 1
logger.warning(
"MCP RISK_ASSESSMENT 타임아웃 — fail-open (누적 %d회)", _fail_open_count
)
if _fail_open_count > _FAIL_OPEN_WARN_THRESHOLD:
logger.error(
"MCP fail-open 연속 %d회 초과: MCP 서버 타임아웃이 지속됩니다",
_fail_open_count,
)
return True, "mcp_timeout_fail_open"
except Exception as e:
_fail_open_count += 1
logger.warning(
"MCP RISK_ASSESSMENT 오류: %s — fail-open (누적 %d회)", e, _fail_open_count
)
if _fail_open_count > _FAIL_OPEN_WARN_THRESHOLD:
logger.error(
"MCP fail-open 연속 %d회 초과: 오류=%s", _fail_open_count, e
)
return True, f"mcp_error_fail_open: {e}"
# ─── 모델 ──────────────────────────────────────────────────────────────
class MCPToolRequest(BaseModel):
tool_name: str
parameters: Dict[str, Any]
class MCPAnalysisRequest(BaseModel):
analysis_type: str # "RULE_VALIDATION", "MARKET_ANALYSIS", "RISK_ASSESSMENT"
data: Dict[str, Any]
# ─── 엔드포인트 ────────────────────────────────────────────────────────
@router.get("/status")
async def get_mcp_status():
"""MCP 서버 상태 확인"""
try:
client = get_http_client()
except RuntimeError:
return {"status": "disconnected", "message": "http_client not initialized"}
try:
response = await client.get(f"{settings.MCP_SERVER_URL}/health", timeout=2.0)
if response.status_code == 200:
health_data = response.json()
return {
"status": "connected",
"mcp_server_url": settings.MCP_SERVER_URL,
"claude_configured": health_data.get("claude_configured", False),
"ai_provider": health_data.get("ai_provider", "unknown"),
"details": health_data,
}
return {"status": "error", "message": "MCP server responded with error"}
except Exception as e:
return {"status": "disconnected", "message": str(e)}
@router.post("/tools/call")
async def call_mcp_tool(request: MCPToolRequest):
"""MCP 도구 호출"""
try:
client = get_http_client()
except RuntimeError as e:
raise HTTPException(status_code=503, detail=str(e))
try:
response = await client.post(
f"{settings.MCP_SERVER_URL}/tools/call",
json={"tool_name": request.tool_name, "parameters": request.parameters},
timeout=30.0,
)
if response.status_code == 200:
return response.json()
raise HTTPException(
status_code=response.status_code,
detail=f"MCP tool call failed: {response.text}",
)
except httpx.TimeoutException:
raise HTTPException(status_code=504, detail="MCP server timeout")
except HTTPException:
raise
except Exception as e:
raise HTTPException(status_code=500, detail=f"Failed to call MCP tool: {str(e)}")
@router.post("/analyze")
async def analyze_with_claude(request: MCPAnalysisRequest):
"""Claude AI를 통한 분석 요청"""
try:
client = get_http_client()
except RuntimeError as e:
raise HTTPException(status_code=503, detail=str(e))
try:
response = await client.post(
f"{settings.MCP_SERVER_URL}/analyze",
json={"analysis_type": request.analysis_type, "data": request.data},
timeout=60.0,
)
if response.status_code == 200:
return response.json()
raise HTTPException(
status_code=response.status_code,
detail=f"Claude analysis failed: {response.text}",
)
except httpx.TimeoutException:
raise HTTPException(status_code=504, detail="Analysis timeout")
except HTTPException:
raise
except Exception as e:
raise HTTPException(status_code=500, detail=f"Failed to analyze: {str(e)}")
@router.get("/tools")
async def list_mcp_tools():
"""사용 가능한 MCP 도구 목록"""
try:
client = get_http_client()
except RuntimeError as e:
raise HTTPException(status_code=503, detail=str(e))
try:
response = await client.get(f"{settings.MCP_SERVER_URL}/tools", timeout=10.0)
if response.status_code == 200:
return response.json()
raise HTTPException(
status_code=response.status_code, detail="Failed to fetch tools list"
)
except HTTPException:
raise
except Exception as e:
raise HTTPException(status_code=500, detail=f"Failed to list tools: {str(e)}")