378 lines
15 KiB
Python
378 lines
15 KiB
Python
"""
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FastAPI 애플리케이션 진입점
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- CORS, 미들웨어 설정
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- WebSocket 실시간 시세 브로드캐스트
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- 라우터 등록 및 startup/shutdown 이벤트 관리
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"""
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from fastapi import FastAPI, WebSocket, WebSocketDisconnect, Request
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from fastapi.middleware.cors import CORSMiddleware
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from contextlib import asynccontextmanager
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import contextlib
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import asyncio
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import json
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import logging
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import time
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import pytz
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from app.core.config import settings
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from app.api import api_router
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from app.services.websocket_manager import websocket_manager
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from app.core.database import engine, Base, AsyncSessionLocal
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from app.models import models # 모델 임포트
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from app.core.market_schedule import is_market_open
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from sqlalchemy import text
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# 로깅 설정
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logging.basicConfig(
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level=getattr(logging, settings.LOG_LEVEL.upper(), logging.INFO),
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format='%(asctime)s - %(name)s - %(levelname)s - %(message)s'
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)
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logger = logging.getLogger(__name__)
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async def auto_trade_scheduler():
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"""1분 간격 자동매매 스케줄러.
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실시간 분석을 수행하고, 보유 종목 손절/익절을 체크하며, 자동매매를 실행한다.
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"""
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# 지연 시작으로 앱 부팅 안정화
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await asyncio.sleep(2)
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from app.api.endpoints.recommendations import (
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get_rule_based_recommendations_realtime,
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execute_auto_trade_background,
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)
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from app.api.endpoints.portfolio import check_and_execute_exit_trades
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logger.info("⏱️ Auto-trade scheduler started (every 60s)")
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try:
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while True:
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try:
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# 장 운영 시간 체크
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if not is_market_open():
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logger.info("💤 Market is closed. Skipping auto-trade cycle. Next check in 30 minutes.")
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# 장 종료 시에는 30분(1800초) 대기하여 리소스 절약
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await asyncio.sleep(1800)
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continue
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async with AsyncSessionLocal() as session:
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# 1. 보유 종목 손절/익절 체크 (먼저 실행)
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logger.info("💰 Checking portfolio for stop-loss/take-profit...")
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try:
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await check_and_execute_exit_trades(session)
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except Exception as e:
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logger.error(f"Exit trade check error: {e}", exc_info=True)
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# 2. 자동매매가 활성화된 경우에만 신규 매수 진행
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if settings.AUTO_TRADE_ENABLED:
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logger.info("🔄 Starting real-time analysis cycle...")
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rec = await get_rule_based_recommendations_realtime()
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if rec and rec.get("recommendations_by_rule"):
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logger.info(f"📊 Found recommendations, executing auto-trade")
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await execute_auto_trade_background(rec, session)
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else:
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logger.info("⏭️ Auto-trade skipped: no recommendations matched rules")
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else:
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logger.info("⏸️ Auto-trade disabled - only monitoring stop-loss/take-profit")
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except Exception as e:
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logger.error(f"❌ Auto-trade scheduler error: {e}", exc_info=True)
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await asyncio.sleep(60)
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except asyncio.CancelledError:
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logger.info("⏹️ Auto-trade scheduler stopped")
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raise
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async def day_trade_scheduler():
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"""30초 간격 데이트레이딩 스케줄러.
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- Opening Range 수집 (09:00~09:30)
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- 진입 신호 스캔 + 주문 실행 (09:30~15:00)
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- EOD 강제 청산 (15:20~15:30)
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- 장 외 시간: 30분 슬립
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"""
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await asyncio.sleep(5) # 부팅 안정화 대기
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from app.api.endpoints.day_trading import run_day_trading_cycle
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logger.info("📈 Day-trade scheduler started (every 30s)")
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try:
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while True:
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if not is_market_open():
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await asyncio.sleep(1800)
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continue
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if not settings.DAY_TRADE_ENABLED:
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await asyncio.sleep(60)
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continue
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try:
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result = await run_day_trading_cycle()
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phase = result.get("phase", "")
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if result.get("entries"):
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logger.info(f"📈 데이트레이딩 진입: {result['entries']}")
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if result.get("exits"):
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logger.info(f"📉 데이트레이딩 청산: {result['exits']}")
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if phase not in ("market_closed", "outside_window"):
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logger.debug(f"Day-trade cycle [{phase}]: {result.get('time')}")
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except Exception as e:
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logger.error(f"❌ Day-trade scheduler error: {e}", exc_info=True)
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await asyncio.sleep(30)
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except asyncio.CancelledError:
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logger.info("⏹️ Day-trade scheduler stopped")
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raise
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@asynccontextmanager
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async def lifespan(app: FastAPI):
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"""애플리케이션 시작/종료 시 실행될 코드"""
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logger.info("Starting Auto Stock Trading System...")
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kis_mode = settings.KIS_MODE.upper()
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logger.info(f"KIS API Mode: {'모의투자 (VIRTUAL)' if settings.is_virtual_trading else '실전투자 (REAL)'}")
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logger.info(f"KIS Base URL: {settings.KOREA_INVESTMENT_API_BASE_URL}")
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logger.info(f"KIS Account: {settings.KOREA_INVESTMENT_ACCOUNT_NUMBER}")
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# DB 테이블 자동 생성
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try:
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logger.info(f"Connecting to database: {settings.DATABASE_URL.split('@')[1] if '@' in settings.DATABASE_URL else 'unknown'}")
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async with engine.begin() as conn:
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await conn.run_sync(Base.metadata.create_all)
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# Ensure trade_history columns exist (self-heal without external migration)
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await conn.execute(text("""
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ALTER TABLE trade_history
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ADD COLUMN IF NOT EXISTS total_amount NUMERIC(15, 2),
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ADD COLUMN IF NOT EXISTS entry_reason TEXT,
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ADD COLUMN IF NOT EXISTS exit_reason TEXT,
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ADD COLUMN IF NOT EXISTS signals JSONB,
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ADD COLUMN IF NOT EXISTS entry_trade_id INTEGER,
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ADD COLUMN IF NOT EXISTS slippage NUMERIC(10, 2),
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ADD COLUMN IF NOT EXISTS commission NUMERIC(10, 2),
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ADD COLUMN IF NOT EXISTS net_profit_loss NUMERIC(15, 2),
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ADD COLUMN IF NOT EXISTS profit_loss_rate NUMERIC(10, 4);
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"""))
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await conn.execute(text("""
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UPDATE trade_history
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SET total_amount = executed_price * executed_quantity
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WHERE total_amount IS NULL AND executed_price IS NOT NULL AND executed_quantity IS NOT NULL;
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"""))
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# stock_analysis에 ATR / ADX / ML 컬럼 추가 (CLAUDE.md 섹션 6.2)
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await conn.execute(text("""
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ALTER TABLE stock_analysis
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ADD COLUMN IF NOT EXISTS atr_14 NUMERIC(15, 2),
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ADD COLUMN IF NOT EXISTS adx_14 NUMERIC(10, 2),
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ADD COLUMN IF NOT EXISTS ml_score INTEGER,
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ADD COLUMN IF NOT EXISTS ml_confidence NUMERIC(5, 4),
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ADD COLUMN IF NOT EXISTS ml_signal VARCHAR(10);
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"""))
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# active_trades에 분할 청산 컬럼 추가 (CLAUDE.md 섹션 7.3)
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await conn.execute(text("""
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ALTER TABLE active_trades
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ADD COLUMN IF NOT EXISTS remaining_pct NUMERIC(5, 2) DEFAULT 1.0,
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ADD COLUMN IF NOT EXISTS highest_since_entry NUMERIC(15, 2),
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ADD COLUMN IF NOT EXISTS strategy_name VARCHAR(100);
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"""))
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# Risk Management 테이블 생성
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await conn.execute(text("""
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CREATE TABLE IF NOT EXISTS trading_sessions (
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id SERIAL PRIMARY KEY,
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session_date DATE UNIQUE NOT NULL,
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consecutive_losses INTEGER DEFAULT 0,
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daily_profit_loss NUMERIC(15, 2) DEFAULT 0,
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is_paused BOOLEAN DEFAULT FALSE,
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pause_reason TEXT,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
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);
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"""))
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# 종목별 연속 손실 ban 영속화 테이블 (CLAUDE.md 섹션 7.4)
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await conn.execute(text("""
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CREATE TABLE IF NOT EXISTS stock_bans (
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stock_code VARCHAR(20) PRIMARY KEY,
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consecutive_losses INTEGER DEFAULT 0 NOT NULL,
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ban_until TIMESTAMP,
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updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
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);
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"""))
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logger.info("✅ Database tables created successfully (and columns verified)")
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# 연속 손실 ban 상태 복원 (재시작 후에도 유지 — CLAUDE.md 섹션 7.4)
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try:
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from app.services.loss_tracker import loss_tracker
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async with AsyncSessionLocal() as session:
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await loss_tracker.load_from_db(session)
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except Exception as e:
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logger.warning(f"⚠️ loss_tracker 초기화 실패 (non-critical): {e}")
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# 테스트 데이터 및 오래된 데이터 자동 정리
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try:
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from app.models.models import StockAnalysis, TradeHistory, Portfolio
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from sqlalchemy import delete
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from datetime import datetime, date, timedelta
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async with AsyncSessionLocal() as session:
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_kst = pytz.timezone("Asia/Seoul")
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_today_kst = datetime.now(_kst).date()
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# 오래된 stock_analysis 삭제 (7일 이전)
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cutoff_date = _today_kst - timedelta(days=7)
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result = await session.execute(
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delete(StockAnalysis).where(StockAnalysis.analysis_date < cutoff_date)
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)
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if result.rowcount > 0:
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logger.info(f"🗑️ Deleted {result.rowcount} old stock_analysis records")
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# PENDING/FAILED 오래된 거래 삭제 (1일 이전)
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cutoff_datetime = _today_kst - timedelta(days=1)
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result = await session.execute(
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delete(TradeHistory).where(
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TradeHistory.status.in_(['PENDING', 'FAILED']),
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TradeHistory.created_at < cutoff_datetime
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)
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)
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if result.rowcount > 0:
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logger.info(f"🗑️ Deleted {result.rowcount} old PENDING/FAILED trades")
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# 수량 0인 포트폴리오 삭제
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result = await session.execute(
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delete(Portfolio).where(Portfolio.quantity <= 0)
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)
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if result.rowcount > 0:
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logger.info(f"🗑️ Deleted {result.rowcount} empty portfolio records")
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await session.commit()
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logger.info("✅ Test data cleanup completed")
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except Exception as e:
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logger.warning(f"⚠️ Test data cleanup failed (non-critical): {e}")
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except ConnectionRefusedError as e:
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logger.error(f"❌ Database connection refused: {e}")
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logger.error("Please check if PostgreSQL server is running and accessible")
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raise
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except Exception as e:
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logger.error(f"❌ Failed to create database tables: {e}")
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import traceback
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logger.error(traceback.format_exc())
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raise
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# 데이트레이딩 포지션 복구 (재시작 시 인메모리 유실 방지)
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try:
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from app.api.endpoints.day_trading import restore_positions_from_db
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await restore_positions_from_db()
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except Exception as e:
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logger.warning(f"⚠️ 데이트레이딩 포지션 복구 실패 (non-critical): {e}")
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# 스케줄러 시작
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app.state.auto_trade_task = asyncio.create_task(auto_trade_scheduler())
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app.state.day_trade_task = asyncio.create_task(day_trade_scheduler())
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yield
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# 종료 시 정리 작업
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# 스케줄러 중단
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for task_attr in ("auto_trade_task", "day_trade_task"):
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try:
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task = getattr(app.state, task_attr, None)
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if task:
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task.cancel()
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with contextlib.suppress(asyncio.CancelledError):
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await task
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except Exception as e:
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logger.warning(f"Failed to stop {task_attr} gracefully: {e}")
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logger.info("Shutting down Auto Stock Trading System...")
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await engine.dispose()
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app = FastAPI(
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title=settings.APP_NAME,
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description="Claude AI와 MCP를 활용한 자동 주식 매매 시스템",
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version="1.0.0",
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lifespan=lifespan,
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debug=settings.DEBUG,
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)
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# CORS 설정 (반드시 라우터 등록 전에)
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# allow_origins=["*"] + allow_credentials=True 조합은 CORS 스펙 위반으로 브라우저 차단됨
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_cors_origins = getattr(settings, "CORS_ORIGINS", None)
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if _cors_origins:
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_allowed_origins = [o.strip() for o in _cors_origins.split(",") if o.strip()]
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else:
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_allowed_origins = [
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"http://localhost:5173",
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"http://localhost:3000",
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"http://127.0.0.1:5173",
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"http://127.0.0.1:3000",
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]
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app.add_middleware(
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CORSMiddleware,
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allow_origins=_allowed_origins,
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allow_credentials=True,
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allow_methods=["*"],
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allow_headers=["*"],
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expose_headers=["*"],
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)
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logger.info("CORS middleware configured")
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# 요청 로깅 미들웨어
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@app.middleware("http")
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async def log_requests(request: Request, call_next):
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start_time = time.time()
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logger.info(f"🔵 Request: {request.method} {request.url}")
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response = await call_next(request)
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process_time = time.time() - start_time
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logger.info(f"🟢 Response: {request.method} {request.url} - Status: {response.status_code} - Time: {process_time:.3f}s")
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return response
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# API 라우터 등록
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app.include_router(api_router, prefix="/api/v1")
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@app.get("/")
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async def root():
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return {
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"message": "Auto Stock Trading System API",
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"version": "1.0.0",
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"status": "running"
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}
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@app.get("/health")
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async def health_check():
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return {"status": "healthy"}
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@app.websocket("/ws/{client_id}")
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async def websocket_endpoint(websocket: WebSocket, client_id: str):
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"""WebSocket 연결 엔드포인트"""
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await websocket_manager.connect(websocket, client_id)
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try:
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while True:
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data = await websocket.receive_text()
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# ping/pong 하트비트 처리
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try:
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msg = json.loads(data)
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if msg.get("type") == "ping":
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await websocket_manager.send_personal_message(
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json.dumps({"type": "pong"}), client_id
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)
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continue
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except (json.JSONDecodeError, AttributeError):
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pass
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await websocket_manager.send_personal_message(
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f"Echo: {data}", client_id
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)
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except WebSocketDisconnect:
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websocket_manager.disconnect(client_id)
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logger.info(f"Client {client_id} disconnected")
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if __name__ == "__main__":
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import uvicorn
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uvicorn.run(
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"app.main:app",
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host=settings.BACKEND_HOST,
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port=settings.BACKEND_PORT,
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reload=settings.DEBUG,
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)
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