ls증권 히스토리 구독 넣음

kis_trader/backtest/universe_history_source.py

@@ -0,0 +1,81 @@
+"""
+백테/Optuna 유니버스 이력 테이블 소스 해석
+========================================
+- ``kiwoom`` / ``target`` → ``target_candidates_history`` (실매 키움·KIS 조건식)
+- ``ls`` → ``ls_candidates_history`` (LS AFR 수집)
+
+기본값 ``kiwoom``. CLI / 웹 body / env ``BACKTEST_UNIVERSE_HISTORY_SOURCE`` 우선순위.
+"""
+from __future__ import annotations
+
+from typing import Any, Optional
+
+from kis_trader.utils.env import get_env_bool, get_env_from_db
+
+VALID_HISTORY_SOURCES = frozenset({"kiwoom", "target", "ls"})
+
+
+def normalize_universe_history_source(raw: Any) -> str:
+    s = str(raw or "").strip().lower()
+    if s in ("", "kiwoom", "target", "kis", "condition"):
+        return "kiwoom"
+    if s in ("ls", "ls_condition", "ls_afr"):
+        return "ls"
+    return "kiwoom"
+
+
+def resolve_backtest_universe_history_source(
+    override: Any = None,
+    *,
+    default: str = "kiwoom",
+) -> str:
+    """override(CLI/웹) > env BACKTEST_UNIVERSE_HISTORY_SOURCE > default."""
+    if override is not None and str(override).strip() != "":
+        return normalize_universe_history_source(override)
+    env_v = get_env_from_db("BACKTEST_UNIVERSE_HISTORY_SOURCE", default)
+    return normalize_universe_history_source(env_v or default)
+
+
+def history_table_for_source(source: str) -> str:
+    src = normalize_universe_history_source(source)
+    if src == "ls":
+        return "ls_candidates_history"
+    return "target_candidates_history"
+
+
+def history_source_label(source: str, *, strict: bool = False) -> str:
+    src = normalize_universe_history_source(source)
+    if src == "ls":
+        return "history_ls_strict" if strict else "history_ls"
+    return "history_strict" if strict else "history"
+
+
+def ls_universe_session_only_enabled() -> bool:
+    """LS sticky(장전 00시 스냅) 제외 — 기본 ON."""
+    return bool(get_env_bool("BACKTEST_LS_UNIVERSE_SESSION_ONLY", True))
+
+
+def apply_ls_session_filter_to_start(
+    start_time: str,
+    *,
+    source: str,
+    session_only: Optional[bool] = None,
+) -> str:
+    """
+    LS + session_only 이면 당일 09:00:00 이전 스냅을 조회 시작에서 잘라낸다.
+    start_time 형식: 'YYYY-MM-DD HH:MM:SS'
+    """
+    src = normalize_universe_history_source(source)
+    if src != "ls":
+        return start_time
+    if session_only is None:
+        session_only = ls_universe_session_only_enabled()
+    if not session_only:
+        return start_time
+    # start_time 날짜의 09:00:00 과 max
+    try:
+        day = str(start_time)[:10]
+        floor = f"{day} 09:00:00"
+        return floor if floor > str(start_time) else str(start_time)
+    except Exception:
+        return start_time