#!/usr/bin/env python3 """ kis_trader/engine/strategy_eod.py — 전략 EOD 시각 판정 (실매·백테·엔진 공통) ===================================================================== strategies.base 와 engine 간 순환 import 방지용 — 엔진은 이 모듈만 import. """ from __future__ import annotations from datetime import datetime as dt from typing import Any, Dict, Tuple def parse_eod_hm(raw: str, default: str = "15:20") -> Tuple[int, int]: """EOD 시각 문자열 → (시, 분). ``1515`` / ``15:15`` 모두 허용.""" s = str(raw or default).strip() if not s or s.lower() == "none": s = default if ":" in s: parts = s.split(":", 1) try: return int(parts[0]), int(parts[1]) except (ValueError, TypeError): pass if len(s) == 4 and s.isdigit(): return int(s[:2]), int(s[2:]) try: hh, mm = [int(x) for x in s.split(":")] return hh, mm except Exception: return 15, 20 def is_live_eod_now( enabled: bool, eod_hm: str, now: dt, *, default_hm: str = "15:20", ) -> bool: """실매 EOD 당일청산 시각 도달 여부.""" if not enabled: return False eod_hh, eod_mm = parse_eod_hm(eod_hm, default_hm) return (now.hour > eod_hh) or (now.hour == eod_hh and now.minute >= eod_mm) # 전략별 EOD env 키 — 실매·백테·파라서치 공통 _STRATEGY_EOD_SPEC: Dict[str, Tuple[str, str, bool, str, str]] = { "BREAKOUT": ("BREAKOUT_EOD_ENABLED", "BREAKOUT_EOD_HM", True, "15:15", ""), # 정규장 15:30 마감 — 최소 10분 전 강제청산 (순차매도 여유) "MOMENTUM": ("MOMENTUM_EOD_ENABLED", "MOMENTUM_EOD_HM", True, "15:20", "MOMENTUM_FORCE_EOD_EXIT"), "TAIL": ("TAIL_EOD_ENABLED", "TAIL_EOD_HM", True, "15:20", "force_eod_exit"), "SHORT": ("TAIL_EOD_ENABLED", "TAIL_EOD_HM", True, "15:20", "force_eod_exit"), } def _params_truthy_bool(val: Any, default: bool) -> bool: if val is None or val == "" or val == "None": return default if isinstance(val, bool): return val return str(val).strip().lower() in ("1", "true", "t", "y", "yes", "on") def resolve_strategy_eod_params( params: Dict[str, Any], strategy_id: str, ) -> Tuple[bool, str]: """params → (eod_enabled, eod_hm). UI ``eod_enabled``/``eod_hm`` 우선, 없으면 env 키.""" sid = str(strategy_id or "").strip().upper() if sid == "SHORT": sid = "TAIL" spec = _STRATEGY_EOD_SPEC.get(sid) if spec is None: return False, "15:20" en_key, hm_key, def_en, def_hm, leg_key = spec if "eod_enabled" in params: enabled = _params_truthy_bool(params.get("eod_enabled"), def_en) elif en_key in params: enabled = _params_truthy_bool(params.get(en_key), def_en) elif leg_key and leg_key in params: enabled = _params_truthy_bool(params.get(leg_key), def_en) else: enabled = def_en raw_hm = params.get("eod_hm") if raw_hm not in (None, "", "None"): eod_hm = str(raw_hm).strip() elif params.get(hm_key) not in (None, "", "None"): eod_hm = str(params.get(hm_key)).strip() else: eod_hm = def_hm return enabled, eod_hm def is_backtest_eod_bar( candle_time: str, enabled: bool, eod_hm: str, *, default_hm: str = "15:20", ) -> bool: """백테 1분봉/스캔키 — 실매 ``is_live_eod_now`` 와 동일 시각 기준.""" if not enabled: return False eod_hh, eod_mm = parse_eod_hm(eod_hm, default_hm) t = str(candle_time).strip() if len(t) < 12: return False try: bar_hh = int(t[8:10]) bar_mm = int(t[10:12]) except (ValueError, TypeError): return False return (bar_hh > eod_hh) or (bar_hh == eod_hh and bar_mm >= eod_mm) def is_strategy_eod_bar( candle_time: str, params: Dict[str, Any], strategy_id: str, ) -> bool: """전략 params + 봉시각 → EOD 청산 여부 (실매와 동일 키·시각).""" sid = str(strategy_id or "").strip().upper() if sid == "SHORT": sid = "TAIL" spec = _STRATEGY_EOD_SPEC.get(sid) if spec is None: return False _, _, _, def_hm, _ = spec enabled, eod_hm = resolve_strategy_eod_params(params, sid) return is_backtest_eod_bar(candle_time, enabled, eod_hm, default_hm=def_hm)