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.
53 lines
1.8 KiB
Python
53 lines
1.8 KiB
Python
#!/usr/bin/env python3
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"""키움 전종목 침묵 구간의 한투 틱이 키움 구독 종목인지."""
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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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db = TradeDB()
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windows = [
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("2026-08-19 09:05:07", "2026-08-19 09:05:33"),
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("2026-08-19 09:08:50", "2026-08-19 09:09:01"),
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("2026-08-19 09:11:09", "2026-08-19 09:14:55"),
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("2026-08-19 09:14:57", "2026-08-19 09:19:11"),
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("2026-08-19 09:27:24", "2026-08-19 09:31:32"),
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]
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kw_codes = {
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r["code"]
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for r in db.conn.execute(
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"SELECT DISTINCT code FROM ws_ticks WHERE source=%s AND recv_ts >= %s AND recv_ts < %s",
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("kiwoom", "2026-08-19 09:00:00", "2026-08-19 09:35:00"),
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).fetchall()
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}
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print("kiwoom codes today morning", len(kw_codes))
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for a, b in windows:
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rows = db.conn.execute(
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"SELECT code, COUNT(*) n FROM ws_ticks WHERE source=%s AND recv_ts >= %s AND recv_ts <= %s "
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"GROUP BY code ORDER BY n DESC LIMIT 8",
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("kis", a, b),
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).fetchall()
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tot = db.conn.execute(
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"SELECT COUNT(*) n, COUNT(DISTINCT code) codes FROM ws_ticks "
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"WHERE source=%s AND recv_ts >= %s AND recv_ts <= %s",
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("kis", a, b),
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).fetchone()
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overlap_n = 0
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overlap_codes = 0
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for r in db.conn.execute(
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"SELECT code, COUNT(*) n FROM ws_ticks WHERE source=%s AND recv_ts >= %s AND recv_ts <= %s GROUP BY code",
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("kis", a, b),
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).fetchall():
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if r["code"] in kw_codes:
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overlap_n += int(r["n"])
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overlap_codes += 1
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print(f"\n{a} ~ {b}")
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print(" kis", dict(tot), "overlap_kw_univ ticks", overlap_n, "codes", overlap_codes)
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print(" top", [dict(x) for x in rows[:5]])
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