늘림목까지 완성성

2026-02-22 21:42:41 +09:00
parent 6a9fef7be8
commit 168e7d016e
10 changed files with 2120 additions and 266 deletions
--- a/auto_ai_reporter.py
+++ b/auto_ai_reporter.py
@@ -0,0 +1,263 @@
+#!/usr/bin/env python3
+"""
+자동 AI 분석 보고서
+- 매일 13:00에 최근 10건 거래 분석
+- AI가 문제점 진단 및 .env 수정 권장
+"""
+
+import os
+import sys
+import time
+import json
+import sqlite3
+import datetime
+import warnings
+import requests
+from dotenv import load_dotenv
+
+# .env 로드
+current_dir = os.path.dirname(os.path.abspath(__file__))
+env_file = os.path.join(current_dir, '.env')
+load_dotenv(env_file)
+
+# Gemini deprecated 경고 억제
+warnings.filterwarnings("ignore", message=".*google.generativeai.*")
+
+# Gemini API
+try:
+    import google.generativeai as genai
+    GEMINI_API_KEY = os.getenv("GEMINI_API_KEY")
+    if GEMINI_API_KEY:
+        genai.configure(api_key=GEMINI_API_KEY)
+        model = genai.GenerativeModel('gemini-2.5-flash')
+    else:
+        model = None
+except Exception as e:
+    print(f"❌ Gemini 초기화 실패: {e}")
+    model = None
+
+# Mattermost (Ver2와 동일: mm_config.json + MM_BOT_TOKEN_)
+MM_SERVER_URL = os.getenv("MM_SERVER_URL", "https://mattermost.hoonfam.org")
+MM_TOKEN = os.environ.get("MM_BOT_TOKEN_", os.getenv("MATTERMOST_TOKEN", "")).strip()
+MM_CONFIG_FILE = os.path.join(current_dir, "mm_config.json")
+MM_CHANNEL = os.getenv("MATTERMOST_CHANNEL", "stock")
+
+def _load_mm_channels():
+    try:
+        if os.path.exists(MM_CONFIG_FILE):
+            with open(MM_CONFIG_FILE, 'r', encoding='utf-8') as f:
+                return json.load(f).get("channels", {})
+    except Exception:
+        pass
+    return {}
+
+def send_mm(message):
+    """Mattermost 전송"""
+    channels = _load_mm_channels()
+    channel_id = channels.get(MM_CHANNEL)
+    if not channel_id or not MM_TOKEN:
+        print("❌ MM 설정 없음 (mm_config.json 또는 MM_BOT_TOKEN_)")
+        return False
+    api_url = f"{MM_SERVER_URL.rstrip('/')}/api/v4/posts"
+    headers = {"Authorization": f"Bearer {MM_TOKEN}", "Content-Type": "application/json"}
+    payload = {"channel_id": channel_id, "message": message}
+    try:
+        r = requests.post(api_url, headers=headers, json=payload, timeout=5)
+        r.raise_for_status()
+        return True
+    except Exception as e:
+        print(f"❌ MM 전송 에러: {e}")
+        return False
+
+def get_recent_trades(limit=10):
+    """최근 거래 N건 조회"""
+    db_path = os.path.join(os.path.dirname(__file__), 'quant_bot.db')
+    conn = sqlite3.connect(db_path)
+    
+    cursor = conn.execute(f"""
+        SELECT 
+            code, name, 
+            buy_price, sell_price, qty,
+            profit_rate, realized_pnl,
+            strategy, sell_reason,
+            buy_date, sell_date, hold_minutes
+        FROM trade_history
+        ORDER BY id DESC
+        LIMIT {limit}
+    """)
+    
+    trades = []
+    for row in cursor.fetchall():
+        trades.append({
+            'code': row[0],
+            'name': row[1],
+            'buy_price': row[2],
+            'sell_price': row[3],
+            'qty': row[4],
+            'profit_rate': row[5],
+            'realized_pnl': row[6],
+            'strategy': row[7],
+            'sell_reason': row[8],
+            'buy_date': row[9],
+            'sell_date': row[10],
+            'hold_minutes': row[11]
+        })
+    
+    conn.close()
+    return trades
+
+def get_trade_summary(trades):
+    """거래 통계 요약"""
+    if not trades:
+        return "거래 없음"
+    
+    total = len(trades)
+    wins = sum(1 for t in trades if t['profit_rate'] > 0)
+    losses = total - wins
+    win_rate = wins / total * 100 if total > 0 else 0
+    
+    avg_profit = sum(t['profit_rate'] for t in trades) / total
+    total_pnl = sum(t['realized_pnl'] for t in trades)
+    
+    avg_hold = sum(t['hold_minutes'] for t in trades) / total
+    
+    return f"""
+📊 최근 {total}건 거래 통계
+- 승률: {win_rate:.1f}% ({wins}승 {losses}패)
+- 평균 수익률: {avg_profit:.2f}%
+- 총 손익: {total_pnl:,.0f}원
+- 평균 보유: {avg_hold:.0f}분
+"""
+
+def analyze_with_ai(trades):
+    """AI로 거래 분석 및 권장사항"""
+    if not model:
+        return "❌ AI 분석 불가 (Gemini API 키 없음)"
+    
+    trades_text = ""
+    for i, t in enumerate(trades, 1):
+        trades_text += f"""
+[거래 {i}] {t['name']} ({t['strategy']})
+- 매수: {t['buy_price']:,.0f}원 × {t['qty']}주
+- 매도: {t['sell_price']:,.0f}원
+- 손익: {t['profit_rate']:+.2f}% ({t['realized_pnl']:,.0f}원)
+- 보유: {t['hold_minutes']}분
+- 사유: {t['sell_reason']}
+"""
+    
+    prompt = f"""당신은 퀀트 트레이딩 전문가입니다.
+
+다음은 최근 {len(trades)}건의 거래 내역입니다:
+
+{trades_text}
+
+{get_trade_summary(trades)}
+
+**당신의 임무:**
+1. 문제점 3가지 진단 (구체적으로)
+2. .env 수정 권장사항 (변수명=값 형식)
+3. 예상 효과
+
+**출력 형식:**
+## 🔍 문제점
+1. [구체적 문제 1]
+2. [구체적 문제 2]
+3. [구체적 문제 3]
+
+## 💡 권장 수정사항
+```
+RSI_OVERHEAT_THRESHOLD=XX
+HIGH_PRICE_CHASE_THRESHOLD=X.XX
+STOP_LOSS_PCT=-X.XX
+...
+```
+
+## 📈 예상 효과
+- [효과 1]
+- [효과 2]
+
+**간결하고 명확하게 답변하세요.**
+"""
+    
+    try:
+        response = model.generate_content(prompt)
+        return response.text
+    except Exception as e:
+        return f"❌ AI 분석 실패: {e}"
+
+def send_daily_report():
+    """13시 정기 보고서"""
+    print(f"\n{'='*80}")
+    print(f"🤖 자동 AI 분석 시작: {datetime.datetime.now()}")
+    print(f"{'='*80}\n")
+    
+    trades = get_recent_trades(10)
+    
+    if not trades:
+        print("❌ 거래 내역 없음")
+        return
+    
+    print("🧠 AI 분석 중...")
+    analysis = analyze_with_ai(trades)
+    
+    summary = get_trade_summary(trades)
+    
+    message = f"""🤖 **[13시 AI 자동 분석]**
+
+{summary}
+
+{analysis}
+
+---
+💬 명령어 사용법:
+- `!env 보기` - 현재 설정 확인
+- `!env RSI_OVERHEAT_THRESHOLD=75` - 설정 변경
+- `!ai 왜 승률이 낮아?` - AI 질문
+"""
+    
+    if send_mm(message):
+        print("✅ 보고서 전송 완료")
+    else:
+        print("❌ 전송 실패")
+
+def main():
+    """메인 루프"""
+    print("🤖 자동 AI 분석 보고서 시작")
+    print(f"- 보고 시간: 매일 13:00")
+    print(f"- 분석 대상: 최근 10건 거래")
+    print(f"- AI 모델: Gemini 2.5 Flash")
+    print()
+    
+    if not model:
+        print("❌ Gemini API 키가 없습니다.")
+        return
+    
+    reported_today = False
+    main.last_date = datetime.date.today()
+    
+    while True:
+        now = datetime.datetime.now()
+        current_date = now.date()
+        
+        if main.last_date != current_date:
+            reported_today = False
+            print(f"\n📅 날짜 변경: {current_date}")
+        
+        main.last_date = current_date
+        
+        if now.hour == 13 and now.minute == 0 and not reported_today:
+            send_daily_report()
+            reported_today = True
+            time.sleep(60)
+        
+        time.sleep(60)
+
+if __name__ == "__main__":
+    try:
+        main()
+    except KeyboardInterrupt:
+        print("\n\n👋 종료")
+    except Exception as e:
+        print(f"\n\n❌ 에러: {e}")
+        import traceback
+        traceback.print_exc()