ls증권 히스토리 구독 넣음

kis_trader/network/ls_chart.py

@@ -0,0 +1,238 @@
+"""
+kis_trader/network/ls_chart.py — LS 분봉 REST (t8412)
+==============================================================================
+``ls_condition`` 전략 갭보정용. 주문 경로와 무관.
+TR: t8412 주식차트(N분) — POST /stock/chart — 초당 1건.
+"""
+from __future__ import annotations
+
+import json
+import threading
+import time
+from datetime import datetime
+from typing import Any, Dict, List, Optional, Tuple
+
+import pandas as pd
+
+from ..utils.env import get_env_bool, get_env_float, get_env_from_db, get_env_int
+from ..utils.logger import get_logger
+from ..utils.request_handler import SafeRequest
+from ..ws.ls_ws import LS_REST_BASE, fetch_ls_access_token
+
+logger = get_logger("kis_trader.ls_chart")
+
+CHART_URL = f"{LS_REST_BASE}/stock/chart"
+
+
+def ls_datetime_to_candle_time(dt_s: str) -> str:
+    """``YYYY-MM-DD HH:MM:00`` → ``YYYYMMDDHHMM``."""
+    s = (dt_s or "").strip()
+    if len(s) >= 16 and s[4] == "-" and s[10] == " ":
+        return s[0:4] + s[5:7] + s[8:10] + s[11:13] + s[14:16]
+    digits = "".join(ch for ch in s if ch.isdigit())
+    return digits[:12]
+
+
+def candle_time_to_ls_datetime(ct: str) -> str:
+    """``YYYYMMDDHHMM`` → ``YYYY-MM-DD HH:MM:00``."""
+    d = "".join(ch for ch in (ct or "") if ch.isdigit())[:12]
+    if len(d) < 12:
+        return ""
+    return f"{d[0:4]}-{d[4:6]}-{d[6:8]} {d[8:10]}:{d[10:12]}:00"
+
+
+def load_ls_real_creds() -> Tuple[str, str]:
+    """실키만 (시세 REST). 빈 값이면 ("","")."""
+    try:
+        from database import TradeDB
+
+        db = TradeDB()
+        row = db.conn.execute(
+            "SELECT LS_APP_KEY_REAL, LS_APP_SECRET_REAL FROM env_config "
+            "ORDER BY id DESC LIMIT 1"
+        ).fetchone()
+        if not row:
+            return "", ""
+        r = dict(row)
+        return (
+            (r.get("LS_APP_KEY_REAL") or "").strip(),
+            (r.get("LS_APP_SECRET_REAL") or "").strip(),
+        )
+    except Exception as e:
+        logger.debug("LS 키 로드 실패: %s", e)
+        return "", ""
+
+
+class LSChartClient(SafeRequest):
+    """t8412 SafeRequest — min_interval 기본 1.05s (서버 초당 1건)."""
+
+    def __init__(self) -> None:
+        gap = max(1.0, float(get_env_float("LS_GAP_FILL_INTERVAL_SEC", 1.05) or 1.05))
+        super().__init__(
+            min_interval_sec=gap,
+            max_retries=max(1, get_env_int("LS_GAP_FILL_MAX_RETRIES", 3)),
+            timeout_sec=max(5.0, float(get_env_float("LS_GAP_FILL_TIMEOUT_SEC", 20.0) or 20.0)),
+        )
+        self._token = ""
+        self._token_at = 0.0
+        self._tok_lock = threading.Lock()
+        self._app_key = ""
+        self._app_secret = ""
+
+    def _ensure_creds(self) -> bool:
+        if self._app_key and self._app_secret:
+            return True
+        k, s = load_ls_real_creds()
+        self._app_key, self._app_secret = k, s
+        return bool(k and s)
+
+    def _ensure_token(self) -> str:
+        with self._tok_lock:
+            if self._token and (time.time() - self._token_at) < 12 * 3600:
+                return self._token
+            if not self._ensure_creds():
+                raise RuntimeError("LS AppKey/Secret 미설정")
+            self._token = fetch_ls_access_token(self._app_key, self._app_secret)
+            self._token_at = time.time()
+            return self._token
+
+    def fetch_minute_bars(
+        self,
+        code: str,
+        *,
+        ncnt: int = 1,
+        qrycnt: Optional[int] = None,
+        edate: str = "99999999",
+    ) -> pd.DataFrame:
+        """
+        t8412 → DataFrame columns: time(YYYYMMDDHHMM), open, high, low, close, volume
+        오래된→최신 정렬.
+        """
+        if not get_env_bool("LS_GAP_FILL_ENABLED", True):
+            return pd.DataFrame()
+        code = (code or "").strip()
+        if not (code.isdigit() and len(code) == 6):
+            return pd.DataFrame()
+        limit = int(
+            qrycnt
+            if qrycnt is not None
+            else get_env_int("LS_GAP_FILL_LIMIT", 150)
+        )
+        limit = max(1, min(500, limit))
+        ncnt = max(1, int(ncnt or 1))
+
+        token = self._ensure_token()
+        body = {
+            "t8412InBlock": {
+                "shcode": code,
+                "ncnt": ncnt,
+                "qrycnt": limit,
+                "nday": "0",
+                "sdate": "",
+                "stime": "",
+                "edate": edate or "99999999",
+                "etime": "",
+                "cts_date": "",
+                "cts_time": "",
+                "comp_yn": "N",
+            }
+        }
+        headers = {
+            "content-type": "application/json; charset=UTF-8",
+            "authorization": f"Bearer {token}",
+            "tr_cd": "t8412",
+            "tr_cont": "N",
+            "tr_cont_key": "",
+            "mac_address": "",
+        }
+        resp = self.request("POST", CHART_URL, headers=headers, data=json.dumps(body))
+        if resp is None:
+            return pd.DataFrame()
+        try:
+            data = resp.json() if resp.text else {}
+        except Exception:
+            logger.warning("t8412 JSON 파싱 실패 code=%s", code)
+            return pd.DataFrame()
+        rsp = str(data.get("rsp_cd") or "")
+        if rsp and rsp not in ("00000", "0"):
+            # 09000 등 자료없음은 빈 DF
+            logger.debug(
+                "t8412 rsp_cd=%s msg=%s code=%s",
+                rsp, data.get("rsp_msg"), code,
+            )
+            if rsp != "00000":
+                return pd.DataFrame()
+        rows_out = data.get("t8412OutBlock1") or []
+        if isinstance(rows_out, dict):
+            rows_out = [rows_out]
+        parsed: List[Dict[str, Any]] = []
+        for r in rows_out:
+            if not isinstance(r, dict):
+                continue
+            date = "".join(ch for ch in str(r.get("date") or "") if ch.isdigit())
+            tim = "".join(ch for ch in str(r.get("time") or "") if ch.isdigit())
+            if len(tim) >= 6:
+                tim = tim[:4]  # HHMMSS → HHMM for candle_time
+            elif len(tim) == 4:
+                pass
+            else:
+                continue
+            if len(date) < 8:
+                continue
+            ctime = date[:8] + tim[:4]
+            try:
+                close = float(r.get("close") or 0)
+            except (TypeError, ValueError):
+                continue
+            if close <= 0:
+                continue
+            try:
+                o = float(r.get("open") or close)
+                h = float(r.get("high") or close)
+                l = float(r.get("low") or close)
+                v = float(r.get("jdiff_vol") or r.get("volume") or 0)
+            except (TypeError, ValueError):
+                o = h = l = close
+                v = 0.0
+            parsed.append({
+                "time": ctime,
+                "open": o,
+                "high": h,
+                "low": l,
+                "close": close,
+                "volume": v,
+            })
+        if not parsed:
+            return pd.DataFrame()
+        df = pd.DataFrame(parsed)
+        df = df.drop_duplicates(subset=["time"], keep="last")
+        df = df.sort_values("time").reset_index(drop=True)
+        return df
+
+
+_client: Optional[LSChartClient] = None
+_client_lock = threading.Lock()
+
+
+def get_ls_chart_client() -> LSChartClient:
+    global _client
+    with _client_lock:
+        if _client is None:
+            _client = LSChartClient()
+        return _client
+
+
+def fetch_ls_minute_chart_df(
+    code: str,
+    *,
+    ncnt: int = 1,
+    qrycnt: Optional[int] = None,
+) -> pd.DataFrame:
+    """갭보정 진입점 — DataFrame(time/open/high/low/close/volume)."""
+    try:
+        return get_ls_chart_client().fetch_minute_bars(
+            code, ncnt=ncnt, qrycnt=qrycnt,
+        )
+    except Exception as e:
+        logger.warning("LS t8412 실패 %s: %s", code, e)
+        return pd.DataFrame()