- portfolio.py: summary_lock으로 동시성 보호, apply_buy/apply_sell async화 - mdd_manager.py: MDD -10% 시 단기전략 비활성화 (is_short_term_strategy_paused) - loss_tracker.py: DB 직접 접근 → db_worker 큐 기반 전환 - db_worker.py: upsert_stock_ban 태스크 추가 - correlation_filter.py: 섹터 집중도 + 피어슨 상관관계 검증 (CLAUDE.md 5.4) - trade_executor.py: 상관관계 필터 통합, await 적용 - mean_reversion_strategy.py: config 값 타입 안전성 (float 변환) - main.py/day_trading.py: MDD 체크 후 자동매매/데이트레이딩 차단 Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
976 lines
44 KiB
Python
976 lines
44 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.json_helpers import _dumps
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from app.services.db_worker import db_writer_worker
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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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# 로깅 설정
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import os
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import logging.handlers
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from app.core.logging_config import KSTFormatter
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_log_level = getattr(logging, settings.LOG_LEVEL.upper(), logging.INFO)
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_log_format = '%(asctime)s - %(name)s - %(levelname)s - %(message)s'
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_log_dir = os.path.join(os.path.dirname(os.path.dirname(os.path.dirname(__file__))), "logs")
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os.makedirs(_log_dir, exist_ok=True)
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_log_file = os.path.join(_log_dir, "backend.log")
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_formatter = KSTFormatter(_log_format)
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_handlers: list[logging.Handler] = [
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logging.StreamHandler(),
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logging.handlers.RotatingFileHandler(
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_log_file, maxBytes=10 * 1024 * 1024, backupCount=5, encoding="utf-8"
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),
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]
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for _h in _handlers:
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_h.setFormatter(_formatter)
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logging.basicConfig(level=_log_level, handlers=_handlers)
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logger = logging.getLogger(__name__)
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def _normalize_recommendations(rec: dict) -> dict:
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"""서로 다른 포맷의 추천 결과를 recommendations_by_rule 포맷으로 정규화.
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- get_rule_based_recommendations_realtime() → {"recommendations": [...], ...}
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- get_rule_based_recommendations_from_db() → {"recommendations_by_rule": {...}, ...}
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둘 다 recommendations_by_rule 키를 보장한 상태로 돌려준다.
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Redis 캐시 데이터와 DB 데이터 모두 이 함수를 통해 정규화.
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변환 실패 시 원본 rec를 그대로 반환 (런타임 에러 방지).
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"""
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if not rec:
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return rec or {}
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try:
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# Case 1: Already normalized (dict)
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if isinstance(rec.get("recommendations_by_rule"), dict):
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return rec
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# Determine the source of the recommendation list
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raw_list = []
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if "recommendations" in rec and isinstance(rec["recommendations"], list):
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raw_list = rec["recommendations"]
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elif "recommendations_by_rule" in rec and isinstance(rec["recommendations_by_rule"], list):
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# This is the case that causes the bug
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raw_list = rec["recommendations_by_rule"]
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if not raw_list:
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# if there is no list to process, make sure the output has a dict
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rec["recommendations_by_rule"] = {}
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return rec
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# Group the list by rule
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by_rule: dict = {}
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for item in raw_list:
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rule = (
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item.get("rule_name")
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or item.get("signal")
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or item.get("strategy")
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or "general"
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)
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by_rule.setdefault(rule, []).append(item)
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# Return the original dict with the new/replaced 'recommendations_by_rule'
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return {**rec, "recommendations_by_rule": by_rule}
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except Exception as e:
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logger.warning(f"⚠️ _normalize_recommendations 변환 실패, 원본 반환: {e}")
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return rec
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async def batch_analysis_scheduler():
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"""10분 간격 배치 분석 스케줄러.
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장중 10분마다 KIS API로 종목 분석 후 stock_analysis DB에 upsert.
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분석 완료 후 Redis에 recommendations:latest 캐시를 저장해
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auto_trade_scheduler가 DB 조회 없이 바로 매매 판단에 활용할 수 있도록 한다.
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개선:
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- 15:30 이후 장 종료 감지 → 익일 08:50까지 자동 중단
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- 분석 실패 시 exponential backoff 재시도 (최대 3회: 10s/20s/40s)
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"""
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await asyncio.sleep(15) # 부팅 안정화 (auto_trade_scheduler보다 늦게 시작)
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from app.api.endpoints.recommendations import get_rule_based_recommendations_realtime
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from app.core.redis import setex_json, TTL_RECOMMENDATIONS, TTL_ANALYSIS
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from datetime import timedelta as _td
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interval = int(getattr(settings, "BATCH_ANALYSIS_INTERVAL", 600)) # 기본 10분
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_KST = pytz.timezone("Asia/Seoul")
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logger.info(f"📊 Batch analysis scheduler started (every {interval}s)")
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try:
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while True:
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now_kst = pytz.datetime.datetime.now(_KST)
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# 15:30 이후 → 장 종료, 익일 08:50까지 대기
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if now_kst.hour > 15 or (now_kst.hour == 15 and now_kst.minute >= 30):
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tomorrow_start = (
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_KST.localize(
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pytz.datetime.datetime(now_kst.year, now_kst.month, now_kst.day, 8, 50, 0)
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) + _td(days=1)
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)
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sleep_sec = max((tomorrow_start - now_kst).total_seconds(), 3600)
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logger.info(f"⏸️ [Batch] 장 종료 (15:30 이후). {sleep_sec / 3600:.1f}시간 후 재개")
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await asyncio.sleep(sleep_sec)
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continue
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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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# ── exponential backoff 재시도 (최대 3회) ────────────────────────
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max_retries = 3
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for attempt in range(max_retries):
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try:
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suffix = f" (재시도 {attempt + 1}/{max_retries})" if attempt > 0 else ""
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logger.info(f"🔄 [Batch] 10-min analysis cycle starting...{suffix}")
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result = await get_rule_based_recommendations_realtime()
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count = len(result.get("recommendations", [])) if result else 0
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logger.info(f"✅ [Batch] Done: {count} stocks saved/updated in stock_analysis DB")
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# ── Redis 캐시 업데이트 ─────────────────────────────────────────
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if result:
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# 정규화: recommendations_by_rule 키 보장 (auto_trade_scheduler 호환)
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normalized = _normalize_recommendations(result)
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ok = await setex_json(
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"recommendations:latest", TTL_RECOMMENDATIONS, normalized
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)
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if ok:
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rec_by_rule = normalized.get('recommendations_by_rule', [])
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rec_count = len(rec_by_rule) if isinstance(rec_by_rule, (list, dict)) else 0
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logger.info(
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f"💾 [Batch] Redis 캐시 갱신 완료: recommendations:latest "
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f"(rule 수: {rec_count}, "
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f"TTL: {TTL_RECOMMENDATIONS}s)"
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)
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# ===== 개별 종목별 캐시 (병렬 처리 적용) =====
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raw_list = result.get("recommendations", [])
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cache_tasks = []
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for item in raw_list:
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code = item.get("stock_code") or item.get("code")
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if code:
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cache_tasks.append(setex_json(f"analysis:{code}", TTL_ANALYSIS, item))
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if cache_tasks:
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await asyncio.gather(*cache_tasks, return_exceptions=True)
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logger.info(f"💾 [Batch] 개별 종목 분석 데이터 캐시 갱신 완료: {len(cache_tasks)}건 (TTL: {TTL_ANALYSIS}s)")
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# ===============================================
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# ───────────────────────────────────────────────────────
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break # 성공 시 재시도 루프 탈출
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except Exception as e:
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wait = 10 * (2 ** attempt) # 10s → 20s → 40s
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if attempt < max_retries - 1:
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logger.warning(
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f"⚠️ [Batch] 분석 실패 ({attempt + 1}/{max_retries}), "
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f"{wait}초 후 재시도: {e}"
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)
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await asyncio.sleep(wait)
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else:
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logger.error(f"❌ Batch analysis error (최대 재시도 초과): {e}", exc_info=True)
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await asyncio.sleep(interval)
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except asyncio.CancelledError:
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logger.info("⏹️ Batch analysis scheduler stopped")
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raise
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async def auto_trade_scheduler():
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"""1분 간격 자동매매 스케줄러.
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Redis 캐시(recommendations:latest)를 먼저 확인 → 캐시 히트 시 DB 조회 없이 매매 실행.
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케시 미스(30분 TTL 만료) 시만 get_rule_based_recommendations_from_db() 호출.
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주문 직전 MCP RISK_ASSESSMENT 호출 → 승인 시만 주문.
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"""
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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_from_db,
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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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from app.api.endpoints.mcp import request_mcp_risk_assessment
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from app.core.redis import get_json
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logger.info("⏱️ Auto-trade scheduler started (every 60s, Redis→DB fallback mode)")
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try:
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while True:
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try:
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if not is_market_open():
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logger.info("💤 Market is closed. Next check in 30 minutes.")
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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
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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. MDD 체크 (CLAUDE.md 5.3) — 신규 진입 가능 여부
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from app.services.mdd_manager import mdd_manager
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can_open_new = await mdd_manager.can_open_new_position()
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if not can_open_new:
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logger.warning(
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"⚠️ [Auto-Trade] MDD -10% 이상 도달 — 신규 진입 차단. "
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"기존 포지션만 손절/익절 모니터링 중"
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)
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# 3. 자동매매: Redis 캐시 우선 → cache miss 시만 DB 조회
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if settings.AUTO_TRADE_ENABLED and can_open_new:
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# ── Redis 캐시 확인 (10분 배치 결과, TTL 30분) ────────────────
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rec = await get_json("recommendations:latest")
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if rec:
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rec_by_rule = rec.get('recommendations_by_rule', [])
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rec_count = len(rec_by_rule) if isinstance(rec_by_rule, (list, dict)) else 0
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logger.info(
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"⚡ Redis cache hit: recommendations:latest "
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f"(rule 수: {rec_count}) "
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"→ DB 조회 생략"
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)
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# 포맷 정규화 (다른 키 조합 대응)
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rec = _normalize_recommendations(rec)
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else:
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logger.info("🔄 Redis cache miss → DB에서 추천 조회")
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rec = await get_rule_based_recommendations_from_db(session)
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# ──────────────────────────────────────────────────────
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if rec and rec.get("recommendations_by_rule"):
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# ── MCP RISK_ASSESSMENT (공통 함수, 이슈 4) ──────────
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recommendations = rec.get("recommendations_by_rule", [])
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# Handle both list and dict formats for backwards compatibility
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if isinstance(recommendations, dict):
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# Old format: {rule_name: [stocks]}
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recommendation_count = sum(len(v) for v in recommendations.values())
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rules_list = list(recommendations.keys())
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top_stocks_list = [
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item.get("stock_code") or item.get("code", "")
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for rule_items in recommendations.values()
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for item in (
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rule_items[:3]
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if isinstance(rule_items, list)
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else []
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)
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][:10]
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else:
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# New format: [{rule_id, rule_name, stocks: [...]}]
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recommendation_count = sum(
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len(rule_group.get("stocks", []))
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for rule_group in recommendations
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if isinstance(rule_group, dict)
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)
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rules_list = [
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rule_group.get("rule_name", rule_group.get("rule_id", ""))
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for rule_group in recommendations
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if isinstance(rule_group, dict)
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]
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top_stocks_list = [
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item.get("stock_code") or item.get("code", "")
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for rule_group in recommendations
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if isinstance(rule_group, dict)
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for item in rule_group.get("stocks", [])[:3]
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][:10]
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trade_plan = {
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"action": "BUY",
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"strategy": "rule_based_batch",
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"recommendation_count": recommendation_count,
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"rules": rules_list,
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"top_stocks": top_stocks_list,
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}
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portfolio: dict = {}
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signals = {
|
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"source": "db_recommendations",
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"rules_triggered": rules_list,
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}
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approve, reason = await request_mcp_risk_assessment(
|
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trade_plan, portfolio, signals
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)
|
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# ─────────────────────────────────────────────────────
|
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if not approve:
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logger.warning(
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f"🛑 MCP RISK_ASSESSMENT DENY → 주문 스킵. 사유: {reason}"
|
|
)
|
|
try:
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from app.services.db_worker import enqueue_db_write
|
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await enqueue_db_write({
|
|
"type": "log_mcp_deny",
|
|
"reason": reason,
|
|
"trade_plan": trade_plan,
|
|
})
|
|
except Exception:
|
|
pass
|
|
else:
|
|
if reason:
|
|
logger.info(
|
|
f"✅ MCP RISK_ASSESSMENT APPROVE. 참고: {reason}"
|
|
)
|
|
logger.info("📊 Found recommendations, executing auto-trade")
|
|
await execute_auto_trade_background(rec, session)
|
|
else:
|
|
logger.info("⏭️ Auto-trade skipped: no recommendations")
|
|
elif settings.AUTO_TRADE_ENABLED and not can_open_new:
|
|
logger.info("⏸️ Auto-trade disabled (MDD protection) - only monitoring stop-loss/take-profit")
|
|
else:
|
|
logger.info("⏸️ Auto-trade disabled - only monitoring stop-loss/take-profit")
|
|
except Exception as e:
|
|
logger.error(f"❌ Auto-trade scheduler error: {e}", exc_info=True)
|
|
|
|
await asyncio.sleep(60)
|
|
except asyncio.CancelledError:
|
|
logger.info("⏹️ Auto-trade scheduler stopped")
|
|
raise
|
|
|
|
|
|
async def day_trade_scheduler():
|
|
"""30초 간격 데이트레이딩 스케줄러 (MDD 보호 기능 포함).
|
|
|
|
- Opening Range 수집 (09:00~09:30)
|
|
- 진입 신호 스캔 + 주문 실행 (09:30~15:00) — MDD -10% 이상이면 진입 중단
|
|
- EOD 강제 청산 (15:20~15:30)
|
|
- 장 외 시간: 30분 슬립
|
|
|
|
MDD 체크 (CLAUDE.md 섹션 5.3):
|
|
- MDD -10% 도달 시: 데이트레이딩(단기전략) 일시 중단
|
|
"""
|
|
await asyncio.sleep(5)
|
|
from app.api.endpoints.day_trading import run_day_trading_cycle
|
|
from app.services.mdd_manager import mdd_manager
|
|
|
|
logger.info("📈 Day-trade scheduler started (every 30s)")
|
|
try:
|
|
while True:
|
|
if not is_market_open():
|
|
await asyncio.sleep(1800)
|
|
continue
|
|
if not settings.DAY_TRADE_ENABLED:
|
|
await asyncio.sleep(60)
|
|
continue
|
|
|
|
# MDD 체크: 단기 전략 활성화 여부 확인 (CLAUDE.md 5.3)
|
|
short_term_enabled = await mdd_manager.is_short_term_strategy_enabled()
|
|
if not short_term_enabled:
|
|
logger.info("⏸️ [DayTrade] MDD -10% 이상 — 단기 전략(데이트레이딩) 중단 (신규 진입 불가)")
|
|
await asyncio.sleep(60) # 1분 후 재확인
|
|
continue
|
|
|
|
try:
|
|
result = await run_day_trading_cycle()
|
|
phase = result.get("phase", "")
|
|
if result.get("entries"):
|
|
logger.info(f"📈 데이트레이딩 진입: {result['entries']}")
|
|
if result.get("exits"):
|
|
logger.info(f"📉 데이트레이딩 청산: {result['exits']}")
|
|
if phase not in ("market_closed", "outside_window"):
|
|
logger.debug(f"Day-trade cycle [{phase}]: {result.get('time')}")
|
|
except Exception as e:
|
|
logger.error(f"❌ Day-trade scheduler error: {e}", exc_info=True)
|
|
await asyncio.sleep(30)
|
|
except asyncio.CancelledError:
|
|
logger.info("⏹️ Day-trade scheduler stopped")
|
|
raise
|
|
|
|
|
|
async def post_market_analyzer_scheduler():
|
|
"""장 종료 후 16:00 KST 1회 실행 — 매매일지 자동 생성 + 전략 자동 최적화.
|
|
|
|
조건:
|
|
- 매일 16:00 KST 에 1회 실행 (이미 오늘 실행했으면 스킵)
|
|
- 최근 7일 내 SELL FILLED 거래 >= 5건이면 최적화 실행
|
|
- 마지막 최적화로부터 3일 이상 경과 시만 최적화 실행
|
|
"""
|
|
import pytz as _pytz
|
|
from datetime import datetime as _dt, date as _date, timedelta as _td
|
|
|
|
_KST = _pytz.timezone("Asia/Seoul")
|
|
_last_run: _date | None = None
|
|
|
|
await asyncio.sleep(60) # 부팅 안정화
|
|
logger.info("📝 Post-market analyzer scheduler started (daily 16:00 KST)")
|
|
|
|
try:
|
|
while True:
|
|
now_kst = _dt.now(_KST)
|
|
today = now_kst.date()
|
|
|
|
if _last_run == today:
|
|
tomorrow_16 = _KST.localize(_dt(today.year, today.month, today.day, 16, 0, 0)) + _td(days=1)
|
|
sleep_sec = (tomorrow_16 - now_kst).total_seconds()
|
|
await asyncio.sleep(max(sleep_sec, 60))
|
|
continue
|
|
|
|
if (now_kst.hour, now_kst.minute) < (16, 0):
|
|
target = _KST.localize(_dt(today.year, today.month, today.day, 16, 0, 0))
|
|
sleep_sec = (target - now_kst).total_seconds()
|
|
if sleep_sec > 0:
|
|
await asyncio.sleep(min(sleep_sec, 1800))
|
|
continue
|
|
|
|
if today.weekday() >= 5:
|
|
await asyncio.sleep(3600)
|
|
continue
|
|
|
|
logger.info("📝 [PostMarket] 매매일지 자동 생성 + 전략 최적화 시작")
|
|
_last_run = today
|
|
|
|
try:
|
|
from app.services.trade_analyzer import (
|
|
analyze_performance,
|
|
get_uncovered_trades,
|
|
generate_journal_for_trade,
|
|
create_journal_record,
|
|
)
|
|
from app.services.strategy_optimizer import (
|
|
run_optimization,
|
|
save_optimization_log,
|
|
get_last_optimization_date,
|
|
)
|
|
from app.models.models import TradeHistory
|
|
from sqlalchemy import func, and_
|
|
from datetime import datetime as _utcnow_dt
|
|
|
|
async with AsyncSessionLocal() as db:
|
|
uncovered = await get_uncovered_trades(db, days=7)
|
|
perf = await analyze_performance(db, days=30)
|
|
journal_count = 0
|
|
for trade in uncovered:
|
|
try:
|
|
content = generate_journal_for_trade(trade, perf)
|
|
await create_journal_record(db, trade, content)
|
|
journal_count += 1
|
|
except Exception as e:
|
|
logger.warning(f"일지 생성 실패 ({trade.stock_code}): {e}")
|
|
if journal_count > 0:
|
|
await db.commit()
|
|
logger.info(f"📝 [PostMarket] 일지 {journal_count}건 생성 완료")
|
|
|
|
since_7d = _utcnow_dt.utcnow() - _td(days=7)
|
|
trade_count_result = await db.execute(
|
|
select(func.count(TradeHistory.id)).where(
|
|
and_(
|
|
TradeHistory.order_type == "SELL",
|
|
TradeHistory.status == "FILLED",
|
|
TradeHistory.created_at >= since_7d,
|
|
)
|
|
)
|
|
)
|
|
recent_trade_count = trade_count_result.scalar() or 0
|
|
last_opt = await get_last_optimization_date(db)
|
|
days_since_opt = (today - last_opt).days if last_opt else 999
|
|
|
|
if recent_trade_count >= 5 and days_since_opt >= 3:
|
|
logger.info(f"🔧 [PostMarket] 전략 최적화 실행 (최근거래:{recent_trade_count}건, 마지막:{days_since_opt}일 전)")
|
|
result = await run_optimization(db, perf, trigger="auto", period_days=90)
|
|
await save_optimization_log(db, result, trigger="auto")
|
|
logger.info(f"✅ [PostMarket] 최적화 완료: applied={result.applied}, {result.apply_reason}")
|
|
else:
|
|
logger.info(f"⏭️ [PostMarket] 최적화 스킵 (거래:{recent_trade_count}건, 마지막최적화:{days_since_opt}일 전)")
|
|
|
|
except Exception as e:
|
|
logger.error(f"❌ [PostMarket] 분석 실패: {e}", exc_info=True)
|
|
|
|
await asyncio.sleep(3600)
|
|
|
|
except asyncio.CancelledError:
|
|
logger.info("⏹️ Post-market analyzer scheduler stopped")
|
|
raise
|
|
|
|
|
|
async def krx_data_collector_scheduler():
|
|
"""장 종료 후 KRX 일봉 데이터 자동 수집 스케줄러.
|
|
|
|
매일 15:40 KST 이후 collect_all(update_mode=True) 를 1회 실행.
|
|
이미 오늘 수집 완료된 경우 다음 날까지 스킵.
|
|
"""
|
|
import pytz as _pytz
|
|
from datetime import datetime as _dt, date as _date
|
|
|
|
_KST = _pytz.timezone("Asia/Seoul")
|
|
_last_collected: _date | None = None
|
|
|
|
await asyncio.sleep(30) # 부팅 안정화
|
|
logger.info("📅 KRX data collector scheduler started (daily after 15:40 KST)")
|
|
|
|
try:
|
|
while True:
|
|
now_kst = _dt.now(_KST)
|
|
today = now_kst.date()
|
|
|
|
# 오늘 이미 수집했으면 자정까지 대기
|
|
if _last_collected == today:
|
|
# 다음 날 16:00까지 남은 초 계산
|
|
from datetime import timedelta as _td
|
|
tomorrow_16 = _KST.localize(
|
|
_dt(today.year, today.month, today.day, 16, 0, 0)
|
|
) + _td(days=1)
|
|
sleep_sec = (tomorrow_16 - now_kst).total_seconds()
|
|
logger.info(f"📅 KRX 오늘 수집 완료. 다음 수집까지 {sleep_sec/3600:.1f}시간 대기")
|
|
await asyncio.sleep(max(sleep_sec, 60))
|
|
continue
|
|
|
|
# 15:40 이전이면 대기
|
|
collect_hour, collect_min = 15, 40
|
|
if (now_kst.hour, now_kst.minute) < (collect_hour, collect_min):
|
|
# 오늘 15:40까지 남은 초
|
|
target = _KST.localize(
|
|
_dt(today.year, today.month, today.day, collect_hour, collect_min, 0)
|
|
)
|
|
sleep_sec = (target - now_kst).total_seconds()
|
|
if sleep_sec > 0:
|
|
logger.info(f"📅 KRX 수집 대기 중... 15:40까지 {sleep_sec/60:.0f}분 남음")
|
|
await asyncio.sleep(min(sleep_sec, 1800)) # 최대 30분마다 재확인
|
|
continue
|
|
|
|
# 주말(토/일)은 스킵하고 다음 날 재확인
|
|
if today.weekday() >= 5:
|
|
await asyncio.sleep(3600)
|
|
continue
|
|
|
|
# 수집 실행 (최대 3회 재시도, 30분 간격)
|
|
max_krx_retries = 3
|
|
for krx_attempt in range(max_krx_retries):
|
|
try:
|
|
suffix = f" (재시도 {krx_attempt + 1}/{max_krx_retries})" if krx_attempt > 0 else ""
|
|
logger.info(f"📥 [KRX] 일봉 데이터 증분 수집 시작 (update mode){suffix}...")
|
|
from collect_krx_data import collect_all
|
|
await collect_all(update_mode=True)
|
|
_last_collected = today
|
|
logger.info("✅ [KRX] 일봉 데이터 수집 완료")
|
|
break
|
|
except Exception as e:
|
|
if krx_attempt < max_krx_retries - 1:
|
|
logger.warning(
|
|
f"⚠️ [KRX] 수집 실패 ({krx_attempt + 1}/{max_krx_retries}), "
|
|
f"30분 후 재시도: {e}"
|
|
)
|
|
await asyncio.sleep(1800)
|
|
else:
|
|
logger.error(f"❌ [KRX] 데이터 수집 최대 재시도 초과: {e}", exc_info=True)
|
|
|
|
except asyncio.CancelledError:
|
|
logger.info("⏹️ KRX data collector scheduler stopped")
|
|
raise
|
|
|
|
|
|
@asynccontextmanager
|
|
async def lifespan(app: FastAPI):
|
|
"""애플리케이션 시작/종료 시 실행될 코드"""
|
|
logger.info("Starting Auto Stock Trading System...")
|
|
logger.info(f"KIS API Mode: {'모의투자 (VIRTUAL)' if settings.is_virtual_trading else '실전투자 (REAL)'}")
|
|
logger.info(f"KIS Base URL: {settings.KOREA_INVESTMENT_API_BASE_URL}")
|
|
logger.info(f"KIS Account: {settings.KOREA_INVESTMENT_ACCOUNT_NUMBER}")
|
|
|
|
# ── 필수 환경변수 검증 (조기 경보) ──────────────────────────────────────────
|
|
for warn_msg in settings.validate_required():
|
|
logger.warning(f"⚠️ [Config] {warn_msg}")
|
|
|
|
# DB 테이블 자동 생성
|
|
# 컬럼 추가/테이블 생성 DDL 은 Alembic migration 으로 관리됨.
|
|
# 배포 전 `cd backend && alembic upgrade head` 를 실행할 것.
|
|
# (alembic/versions/0001_initial_schema_columns.py)
|
|
try:
|
|
logger.info(f"Connecting to database: {settings.DATABASE_URL.split('@')[1] if '@' in settings.DATABASE_URL else 'unknown'}")
|
|
async with engine.begin() as conn:
|
|
await conn.run_sync(Base.metadata.create_all)
|
|
logger.info("✅ Database tables created successfully")
|
|
|
|
try:
|
|
from app.services.loss_tracker import loss_tracker
|
|
async with AsyncSessionLocal() as session:
|
|
await loss_tracker.load_from_db(session)
|
|
except Exception as e:
|
|
logger.warning(f"⚠️ loss_tracker 초기화 실패 (non-critical): {e}")
|
|
|
|
# ── 전략 파라미터 DB 초기화 (config.py 기본값 → strategy_configs 테이블 seed) ──
|
|
try:
|
|
from app.services.strategy_config_service import strategy_cfg
|
|
await strategy_cfg.auto_init()
|
|
except Exception as e:
|
|
logger.warning(f"⚠️ strategy_cfg 초기화 실패 (non-critical): {e}")
|
|
# ────────────────────────────────────────────────────────────────────────────
|
|
|
|
try:
|
|
from app.models.models import StockAnalysis, TradeHistory, Portfolio
|
|
from sqlalchemy import delete
|
|
from datetime import datetime, timedelta
|
|
|
|
async with AsyncSessionLocal() as session:
|
|
_kst = pytz.timezone("Asia/Seoul")
|
|
_today_kst = datetime.now(_kst).date()
|
|
cutoff_date = _today_kst - timedelta(days=7)
|
|
result = await session.execute(
|
|
delete(StockAnalysis).where(StockAnalysis.analysis_date < cutoff_date)
|
|
)
|
|
if result.rowcount > 0:
|
|
logger.info(f"🗑️ Deleted {result.rowcount} old stock_analysis records")
|
|
|
|
cutoff_datetime = _today_kst - timedelta(days=1)
|
|
result = await session.execute(
|
|
delete(TradeHistory).where(
|
|
TradeHistory.status.in_(['PENDING', 'FAILED']),
|
|
TradeHistory.created_at < cutoff_datetime,
|
|
)
|
|
)
|
|
if result.rowcount > 0:
|
|
logger.info(f"🗑️ Deleted {result.rowcount} old PENDING/FAILED trades")
|
|
|
|
result = await session.execute(
|
|
delete(Portfolio).where(Portfolio.quantity <= 0)
|
|
)
|
|
if result.rowcount > 0:
|
|
logger.info(f"🗑️ Deleted {result.rowcount} empty portfolio records")
|
|
|
|
await session.commit()
|
|
logger.info("✅ Test data cleanup completed")
|
|
except Exception as e:
|
|
logger.warning(f"⚠️ Test data cleanup failed (non-critical): {e}")
|
|
|
|
except ConnectionRefusedError as e:
|
|
logger.error(f"❌ Database connection refused: {e}")
|
|
raise
|
|
except Exception as e:
|
|
logger.error(f"❌ Failed to create database tables: {e}")
|
|
import traceback
|
|
logger.error(traceback.format_exc())
|
|
raise
|
|
|
|
try:
|
|
from app.api.endpoints.day_trading import restore_positions_from_db
|
|
await restore_positions_from_db()
|
|
except Exception as e:
|
|
logger.warning(f"⚠️ 데이트레이딩 포지션 복구 실패 (non-critical): {e}")
|
|
|
|
# ── httpx 싱글톤 클라이언트 초기화 ──────────────────────────────────────
|
|
from app.api.endpoints.mcp import init_http_client, close_http_client
|
|
await init_http_client()
|
|
|
|
# ── Redis 클라이언트 초기화 ───────────────────────────────────────────────
|
|
from app.core.redis import init_redis, close_redis
|
|
await init_redis()
|
|
|
|
# 워커 + 스케줄러 시작
|
|
app.state.db_worker_task = asyncio.create_task(db_writer_worker())
|
|
app.state.auto_trade_task = asyncio.create_task(auto_trade_scheduler())
|
|
app.state.batch_analysis_task = asyncio.create_task(batch_analysis_scheduler())
|
|
app.state.day_trade_task = asyncio.create_task(day_trade_scheduler())
|
|
app.state.krx_collector_task = asyncio.create_task(krx_data_collector_scheduler())
|
|
app.state.post_market_task = asyncio.create_task(post_market_analyzer_scheduler())
|
|
|
|
# KIS 실시간 스트림 시작 (설정으로 제어 가능)
|
|
if settings.KIS_WS_ENABLED:
|
|
from app.services.kis_realtime_stream import run_kis_realtime_stream
|
|
app.state.kis_stream_task = asyncio.create_task(run_kis_realtime_stream())
|
|
logger.info("📡 KIS 실시간 스트림 태스크 시작 (KIS_WS_ENABLED=True)")
|
|
else:
|
|
logger.info("⏭️ KIS 실시간 스트림 비활성화됨 (KIS_WS_ENABLED=False in .env)")
|
|
app.state.kis_stream_task = None
|
|
|
|
yield
|
|
|
|
# 태스크 정리
|
|
for task_attr in (
|
|
"auto_trade_task",
|
|
"batch_analysis_task",
|
|
"day_trade_task",
|
|
"krx_collector_task",
|
|
"post_market_task",
|
|
"db_worker_task",
|
|
"kis_stream_task",
|
|
):
|
|
try:
|
|
task = getattr(app.state, task_attr, None)
|
|
if task:
|
|
task.cancel()
|
|
with contextlib.suppress(asyncio.CancelledError):
|
|
await task
|
|
except Exception as e:
|
|
logger.warning(f"Failed to stop {task_attr} gracefully: {e}")
|
|
|
|
# ── httpx 클라이언트 종료 ─────────────────────────────────────────────────
|
|
try:
|
|
await close_http_client()
|
|
except Exception as e:
|
|
logger.warning(f"Failed to close http_client: {e}")
|
|
|
|
# ── Redis 클라이언트 종료 ─────────────────────────────────────────────────
|
|
try:
|
|
await close_redis()
|
|
except Exception as e:
|
|
logger.warning(f"Failed to close Redis: {e}")
|
|
|
|
logger.info("Shutting down Auto Stock Trading System...")
|
|
await engine.dispose()
|
|
|
|
|
|
app = FastAPI(
|
|
title=settings.APP_NAME,
|
|
description="Claude AI와 MCP를 활용한 자동 주식 매매 시스템",
|
|
version="1.0.0",
|
|
lifespan=lifespan,
|
|
debug=settings.DEBUG,
|
|
)
|
|
|
|
# CORS 설정
|
|
_cors_origins = getattr(settings, "CORS_ORIGINS", None)
|
|
if _cors_origins:
|
|
_allowed_origins = [o.strip() for o in _cors_origins.split(",") if o.strip()]
|
|
else:
|
|
_allowed_origins = [
|
|
"http://localhost:5173",
|
|
"http://localhost:3000",
|
|
"http://127.0.0.1:5173",
|
|
"http://127.0.0.1:3000",
|
|
]
|
|
app.add_middleware(
|
|
CORSMiddleware,
|
|
allow_origins=_allowed_origins,
|
|
allow_credentials=True,
|
|
allow_methods=["*"],
|
|
allow_headers=["*"],
|
|
expose_headers=["*"],
|
|
)
|
|
logger.info("CORS middleware configured")
|
|
|
|
|
|
_LOG_SKIP_PREFIXES = ("/health", "/ws/")
|
|
|
|
|
|
@app.middleware("http")
|
|
async def log_requests(request: Request, call_next):
|
|
path = request.url.path
|
|
# /health, /ws/ 는 폴링이 잦아 로그 노이즈가 크므로 debug 레벨로 낮춤
|
|
if any(path.startswith(p) for p in _LOG_SKIP_PREFIXES):
|
|
return await call_next(request)
|
|
|
|
start_time = time.time()
|
|
logger.info(f"🔵 Request: {request.method} {request.url}")
|
|
response = await call_next(request)
|
|
process_time = time.time() - start_time
|
|
logger.info(
|
|
f"🟢 Response: {request.method} {request.url} "
|
|
f"- Status: {response.status_code} - Time: {process_time:.3f}s"
|
|
)
|
|
return response
|
|
|
|
|
|
app.include_router(api_router, prefix="/api/v1")
|
|
|
|
|
|
# ── 전역 예외 핸들러 ────────────────────────────────────────────────────────────
|
|
from fastapi import Request as _Request
|
|
from fastapi.responses import JSONResponse as _JSONResponse
|
|
|
|
|
|
@app.exception_handler(Exception)
|
|
async def global_exception_handler(_req: _Request, exc: Exception) -> _JSONResponse:
|
|
"""처리되지 않은 예외를 500 JSON으로 변환해 일관된 에러 응답을 보장한다."""
|
|
logger.error(f"Unhandled exception: {_req.method} {_req.url} — {exc}", exc_info=True)
|
|
return _JSONResponse(
|
|
status_code=500,
|
|
content={"detail": "내부 서버 오류가 발생했습니다. 잠시 후 다시 시도해 주세요."},
|
|
)
|
|
|
|
|
|
@app.get("/")
|
|
async def root():
|
|
return {"message": "Auto Stock Trading System API", "version": "1.0.0", "status": "running"}
|
|
|
|
|
|
@app.get("/health")
|
|
async def health_check():
|
|
"""DB / Redis 연결 상태를 포함한 헬스체크."""
|
|
from sqlalchemy import text as _sa_text
|
|
from app.core.redis import get_redis
|
|
|
|
db_ok = False
|
|
redis_ok = False
|
|
|
|
try:
|
|
async with engine.connect() as conn:
|
|
await conn.execute(_sa_text("SELECT 1"))
|
|
db_ok = True
|
|
except Exception:
|
|
pass
|
|
|
|
try:
|
|
r = get_redis()
|
|
if r:
|
|
await r.ping()
|
|
redis_ok = True
|
|
except Exception:
|
|
pass
|
|
|
|
status = "healthy" if (db_ok and redis_ok) else "degraded"
|
|
return {
|
|
"status": status,
|
|
"db": "ok" if db_ok else "error",
|
|
"redis": "ok" if redis_ok else "error",
|
|
}
|
|
|
|
|
|
@app.websocket("/ws/{client_id}")
|
|
async def websocket_endpoint(websocket: WebSocket, client_id: str):
|
|
"""WebSocket 연결 엔드포인트.
|
|
|
|
클라이언트→서버 지원 프로토콜:
|
|
{"type": "ping"} → {"type": "pong"}
|
|
{"type": "subscribe", "stock_codes": [...]} → ACK
|
|
{"type": "unsubscribe", "stock_codes": [...]} → ACK
|
|
{"type": "set_subscriptions", "stock_codes": [...]} → ACK
|
|
{"type": "get_chart", "stock_code": "...", "period": "D", "limit": 200}
|
|
→ {"type": "chart_data", ...}
|
|
그 외 메시지 → echo
|
|
"""
|
|
await websocket_manager.connect(websocket, client_id)
|
|
try:
|
|
while True:
|
|
try:
|
|
data = await asyncio.wait_for(websocket.receive_text(), timeout=60.0)
|
|
except asyncio.TimeoutError:
|
|
# 60초 동안 메시지 없음 → ping 전송으로 연결 유지 확인
|
|
try:
|
|
await websocket_manager.send_personal_message(
|
|
json.dumps({"type": "ping"}), client_id
|
|
)
|
|
except Exception:
|
|
break
|
|
continue
|
|
try:
|
|
msg = json.loads(data)
|
|
except (json.JSONDecodeError, AttributeError):
|
|
await websocket_manager.send_personal_message(f"Echo: {data}", client_id)
|
|
continue
|
|
|
|
msg_type = msg.get("type", "")
|
|
|
|
if msg_type == "ping":
|
|
await websocket_manager.send_personal_message(
|
|
json.dumps({"type": "pong"}), client_id
|
|
)
|
|
continue
|
|
|
|
if msg_type == "subscribe":
|
|
codes = [str(c) for c in msg.get("stock_codes", [])]
|
|
websocket_manager.subscribe(client_id, codes)
|
|
await websocket_manager.send_personal_message(
|
|
json.dumps({
|
|
"type": "ack", "action": "subscribe",
|
|
"stock_codes": codes,
|
|
"subscriptions": websocket_manager.get_subscriptions(client_id),
|
|
}),
|
|
client_id,
|
|
)
|
|
continue
|
|
|
|
if msg_type == "unsubscribe":
|
|
codes = [str(c) for c in msg.get("stock_codes", [])]
|
|
websocket_manager.unsubscribe(client_id, codes)
|
|
await websocket_manager.send_personal_message(
|
|
json.dumps({
|
|
"type": "ack", "action": "unsubscribe",
|
|
"stock_codes": codes,
|
|
"subscriptions": websocket_manager.get_subscriptions(client_id),
|
|
}),
|
|
client_id,
|
|
)
|
|
continue
|
|
|
|
if msg_type == "set_subscriptions":
|
|
codes = [str(c) for c in msg.get("stock_codes", [])]
|
|
websocket_manager.set_subscriptions(client_id, codes)
|
|
# 구독 목록 변경 → KIS 스트림에 즉시 동기화 요청
|
|
from app.services.kis_realtime_stream import kis_stream
|
|
kis_stream.notify_subscription_change()
|
|
await websocket_manager.send_personal_message(
|
|
json.dumps({
|
|
"type": "ack", "action": "set_subscriptions",
|
|
"stock_codes": codes,
|
|
"subscriptions": websocket_manager.get_subscriptions(client_id),
|
|
}),
|
|
client_id,
|
|
)
|
|
# 구독 종목 차트 캐시 사전 워밍업 (백그라운드, 논블로킹)
|
|
if codes:
|
|
async def _warmup_chart_cache(stock_codes: list):
|
|
from app.api.endpoints.market_data import get_chart_data_cached, chart_cache
|
|
from datetime import datetime
|
|
for code in stock_codes:
|
|
cached = chart_cache.get(f"{code}__D")
|
|
if cached and (datetime.now() - cached["timestamp"]).total_seconds() < 600:
|
|
continue
|
|
try:
|
|
await get_chart_data_cached(code, "D", 100)
|
|
logger.debug(f"[warmup] {code} 차트 캐시 완료")
|
|
except Exception as e:
|
|
logger.debug(f"[warmup] {code} 캐시 실패: {e}")
|
|
asyncio.create_task(_warmup_chart_cache(codes))
|
|
continue
|
|
|
|
if msg_type == "get_chart":
|
|
stock_code = str(msg.get("stock_code", "")).strip()
|
|
period = msg.get("period", "D")
|
|
limit = int(msg.get("limit", 200))
|
|
if not stock_code:
|
|
continue
|
|
try:
|
|
from app.api.endpoints.market_data import get_chart_data_cached
|
|
chart_data = await get_chart_data_cached(stock_code, period, limit)
|
|
await websocket_manager.send_personal_message(
|
|
_dumps({"type": "chart_data", "stock_code": stock_code, "period": period, "data": chart_data}),
|
|
client_id,
|
|
)
|
|
except Exception as e:
|
|
logger.error(f"get_chart 오류 ({stock_code}): {e}")
|
|
await websocket_manager.send_personal_message(
|
|
_dumps({"type": "chart_data", "stock_code": stock_code, "period": period, "data": [], "error": str(e)}),
|
|
client_id,
|
|
)
|
|
continue
|
|
|
|
await websocket_manager.send_personal_message(f"Echo: {data}", client_id)
|
|
|
|
except WebSocketDisconnect:
|
|
websocket_manager.disconnect(client_id)
|
|
logger.info(f"Client {client_id} disconnected")
|
|
|
|
@app.post("/api/admin/reset-daily-loss")
|
|
async def reset_daily_loss():
|
|
"""테스트용 일일 손실 한도 강제 리셋"""
|
|
from app.services.mdd_manager import mdd_manager
|
|
mdd_manager.reset() # 이미 reset() 메서드 존재 [cite:9]
|
|
return {"status": "ok", "message": "daily loss limit reset"}
|
|
|
|
|
|
if __name__ == "__main__":
|
|
import uvicorn
|
|
uvicorn.run(
|
|
"app.main:app",
|
|
host=settings.BACKEND_HOST,
|
|
port=settings.BACKEND_PORT,
|
|
reload=settings.DEBUG,
|
|
)
|