0ecac7cb95
한투 호가 = 2번째 앱키 전용 키 없거나 start 실패 시 메인에 H0STASP0 안 붙임. 운영설정 WS_ORDERBOOK_SAVE_KIS 빨간 danger. LS RAM 합집합 후보∪보유∪영구∪grace. sync_targets와 split reconcile 둘 다. 틱 DB 영구 게이트는 그대로. 분봉 쓰레기 → 다음 소스 봉 통째 그 분 틱 0건이거나 전부 봉끝 대비 LIVE_FEED_FALLBACK_MAX_AGE_SEC 초과면 구멍. 메인 WS → 2차 → LS → REST → rollup. CANDLE_GARBAGE_FALLBACK 기본 true. 파일: feed_fallback.py(신규), ws_manager.py, kis_ws.py, candle_series.py, bt_candle_source.py, live_config_schema.py, database.py, 스모크, MD 2개. 같은 ws_manager/database/kis_ws/live_config에는 직전 커밋 이후 쌓여 있던 시세 폴백·ENV 키 정리도 같이 들어갔습니다. 파일 단위로 나눌 수 없어서입니다.
132 lines
4.6 KiB
Python
132 lines
4.6 KiB
Python
#!/usr/bin/env python3
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"""어제(8/18) 키움 FID20 동결·지연 틱 버그가 오늘(8/19)에도 있는지 DB 검증."""
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from __future__ import annotations
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import sys
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from pathlib import Path
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ROOT = Path(__file__).resolve().parents[1]
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if str(ROOT) not in sys.path:
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sys.path.insert(0, str(ROOT))
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from database import TradeDB
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def main() -> None:
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db = TradeDB()
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cols = [r["Field"] for r in db.conn.execute("SHOW COLUMNS FROM ws_ticks").fetchall()]
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print("ws_ticks cols:", cols)
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need = {"code", "tick_time", "recv_ts", "source", "volume", "price"}
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missing = need - set(cols)
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if missing:
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print("MISSING", missing)
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return
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has_raw = "tick_time_raw" in cols
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raw_sel = "tick_time_raw" if has_raw else "NULL AS tick_time_raw"
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print("tick_time_raw:", has_raw)
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# recv_ts 초 단위, tick_time 은 HHMMSS 또는 YYYYMMDDHHMMSS
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lag_expr = """
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TIMESTAMPDIFF(
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SECOND,
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STR_TO_DATE(
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CASE
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WHEN CHAR_LENGTH(tick_time) >= 14 THEN LEFT(tick_time, 14)
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WHEN CHAR_LENGTH(tick_time) = 6 THEN CONCAT(DATE_FORMAT(recv_ts, '%%Y%%m%%d'), tick_time)
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ELSE NULL
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END,
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'%%Y%%m%%d%%H%%i%%s'
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),
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recv_ts
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)
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"""
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windows = [
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("어제동결창 10:40-12:00", "2026-08-18 10:40:00", "2026-08-18 12:00:00"),
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("어제아침 09:00-09:15", "2026-08-18 09:00:00", "2026-08-18 09:15:00"),
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("오늘아침 09:00-now", "2026-08-19 09:00:00", "2026-08-19 23:59:59"),
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("오늘전체 recv", "2026-08-19 00:00:00", "2026-08-19 23:59:59"),
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]
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for title, a, b in windows:
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sql = (
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"SELECT COUNT(*) AS n, "
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"MIN(recv_ts) AS min_recv, MAX(recv_ts) AS max_recv, "
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f"MIN({lag_expr}) AS min_lag, "
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f"MAX({lag_expr}) AS max_lag, "
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f"AVG({lag_expr}) AS avg_lag, "
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f"SUM(CASE WHEN {lag_expr} > 5 THEN 1 ELSE 0 END) AS n_lag5, "
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f"SUM(CASE WHEN {lag_expr} > 120 THEN 1 ELSE 0 END) AS n_lag120, "
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f"SUM(CASE WHEN {lag_expr} > 600 THEN 1 ELSE 0 END) AS n_lag600 "
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"FROM ws_ticks WHERE source=%s AND recv_ts >= %s AND recv_ts < %s"
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)
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row = db.conn.execute(sql, ("kiwoom", a, b)).fetchone()
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print(f"\n== {title} kiwoom ==")
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print(dict(row) if row else None)
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sql2 = (
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"SELECT COUNT(*) AS n, "
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f"MAX({lag_expr}) AS max_lag, "
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f"AVG({lag_expr}) AS avg_lag, "
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f"SUM(CASE WHEN {lag_expr} > 5 THEN 1 ELSE 0 END) AS n_lag5 "
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"FROM ws_ticks WHERE source=%s AND recv_ts >= %s AND recv_ts < %s"
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)
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rowk = db.conn.execute(sql2, ("kis", a, b)).fetchone()
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print(" kis:", dict(rowk) if rowk else None)
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# 오늘 키움: tick_time 최빈(동결 시 한 시각에 몰림)
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print("\n== 오늘 키움 tick_time 상위 8 ==")
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top = db.conn.execute(
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"SELECT tick_time, COUNT(*) AS n, MIN(recv_ts) AS min_recv, MAX(recv_ts) AS max_recv "
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"FROM ws_ticks WHERE source=%s AND recv_ts >= %s "
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"GROUP BY tick_time ORDER BY n DESC LIMIT 8",
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("kiwoom", "2026-08-19 09:00:00"),
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).fetchall()
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for r in top or []:
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print(dict(r))
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print("\n== 어제동결창 키움 tick_time 상위 5 ==")
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top_y = db.conn.execute(
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"SELECT tick_time, COUNT(*) AS n, MIN(recv_ts) AS min_recv, MAX(recv_ts) AS max_recv "
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"FROM ws_ticks WHERE source=%s AND recv_ts >= %s AND recv_ts < %s "
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"GROUP BY tick_time ORDER BY n DESC LIMIT 5",
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("kiwoom", "2026-08-18 10:40:00", "2026-08-18 12:00:00"),
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).fetchall()
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for r in top_y or []:
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print(dict(r))
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print("\n== 오늘 키움 lag>120 샘플 8 ==")
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samples = db.conn.execute(
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"SELECT code, tick_time, "
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+ raw_sel
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+ ", recv_ts, price, volume, "
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+ lag_expr
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+ " AS lag_sec "
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"FROM ws_ticks WHERE source=%s AND recv_ts >= %s "
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f"AND {lag_expr} > 120 "
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"ORDER BY recv_ts DESC LIMIT 8",
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("kiwoom", "2026-08-19 09:00:00"),
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).fetchall()
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if not samples:
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print("(없음)")
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for r in samples or []:
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print(dict(r))
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print("\n== 오늘 키움 최근 5건 ==")
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recent = db.conn.execute(
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"SELECT code, tick_time, "
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+ raw_sel
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+ ", recv_ts, price, "
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+ lag_expr
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+ " AS lag_sec "
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"FROM ws_ticks WHERE source=%s AND recv_ts >= %s "
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"ORDER BY recv_ts DESC LIMIT 5",
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("kiwoom", "2026-08-19 09:00:00"),
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).fetchall()
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for r in recent or []:
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print(dict(r))
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if __name__ == "__main__":
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main()
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