61bec4bd1d
ㅇ Changes: - Introduced the DART strategy to the trading system, including its configuration and integration into the existing framework. - Updated the database schema to include DART-specific tables for disclosures and watchlists. - Enhanced the backtesting and parameter search functionalities to support the DART strategy. - Implemented new rules for browser verification and API interactions to ensure compliance with the updated DART strategy. Impact: - These additions expand the trading capabilities of the system, allowing for more comprehensive analysis and execution of DART-related strategies, while maintaining system integrity and performance.
145 lines
4.4 KiB
Python
145 lines
4.4 KiB
Python
#!/usr/bin/env python3
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"""
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스모크: 1M→N분 완전버킷 롤업 + confirm/merge volume upsert.
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근본원인(2026-07-16 샘표): 불완전 롤업 삽입 + 동일 candle_time append 중복
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→ RAM prior volume 왜곡 → 실매 vol 통과 / 백테 탈락.
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실행:
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python3 -u scripts/smoke_candle_upsert_rollup.py
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"""
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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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sys.path.insert(0, str(ROOT))
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from kis_trader.engine.candle_rollup import floor_candle_time_to_tf, rollup_1m_bars_to_tf
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from kis_trader.ws.kis_ws import CandleAggregator
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def bar(ct, o, h, l, c, v, src="ws"):
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return {
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"candle_time": ct,
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"open": o,
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"high": h,
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"low": l,
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"close": c,
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"volume": v,
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"source": src,
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}
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def main() -> None:
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assert floor_candle_time_to_tf("202607160912", 3) == "202607160912"
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assert floor_candle_time_to_tf("202607160913", 3) == "202607160912"
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assert floor_candle_time_to_tf("202607160914", 3) == "202607160912"
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partial = [
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bar("202607160912", 100, 101, 99, 100, 100),
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bar("202607160913", 100, 102, 99, 101, 200),
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]
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assert rollup_1m_bars_to_tf(partial, 3) == []
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full = partial + [bar("202607160914", 101, 110, 100, 105, 4226)]
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rolled = rollup_1m_bars_to_tf(full, 3)
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assert len(rolled) == 1
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assert rolled[0]["candle_time"] == "202607160912"
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assert rolled[0]["volume"] == 100 + 200 + 4226
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more = full + [
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bar("202607160915", 105, 106, 104, 105, 50),
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bar("202607160916", 105, 107, 104, 106, 60),
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]
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assert len(rollup_1m_bars_to_tf(more, 3)) == 1
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agg = CandleAggregator(db=None, timeframes=[1, 3])
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code = "007540"
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assert agg.merge_confirmed_bars(
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code, 3,
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[bar("202607160912", 43000, 44000, 42000, 43500, 515, "rollup_1m")],
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log_tag="smoke_partial",
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) == 1
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assert agg.merge_confirmed_bars(
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code, 3,
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[bar("202607160912", 43000, 44500, 42000, 43800, 4526, "rest")],
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log_tag="smoke_full",
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) == 1
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buf = agg._confirmed[(code, 3)]
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assert len(buf) == 1 and buf[0]["volume"] == 4526
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assert agg.merge_confirmed_bars(
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code, 3,
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[bar("202607160912", 43000, 44000, 42000, 43700, 100, "ws")],
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log_tag="smoke_small",
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) == 0
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assert buf[0]["volume"] == 4526
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agg2 = CandleAggregator(db=None, timeframes=[3])
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key = (code, 3)
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agg2.merge_confirmed_bars(
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code, 3,
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[bar("202607160912", 43000, 44000, 42000, 43500, 515, "rollup_1m")],
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)
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with agg2._lock:
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confirmed = agg2._confirm_current_bucket(key, {
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"candle_time": "202607160912",
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"open": 43000,
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"high": 44200,
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"low": 42000,
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"close": 43600,
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"volume": 800,
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"source": "ws",
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})
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assert len(agg2._confirmed[key]) == 1
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assert confirmed["volume"] == 800
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with agg2._lock:
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agg2._confirm_current_bucket(key, {
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"candle_time": "202607160912",
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"open": 43000,
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"high": 44100,
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"low": 42000,
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"close": 43400,
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"volume": 100,
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"source": "ws",
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})
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assert agg2._confirmed[key][0]["volume"] == 800
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# 진행 중 분봉은 REST/merge confirmed 에 넣지 않음 (장초 직전봉% 왜곡 방지)
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import datetime as _dt
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agg3 = CandleAggregator(db=None, timeframes=[1])
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code2 = "333050"
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frozen = _dt.datetime(2026, 7, 16, 9, 0, 34)
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# 전일 + 미완성 당일 09:00 을 넣으려 할 때 → 09:00 만 skip
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n = agg3.merge_confirmed_bars(
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code2, 1,
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[
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bar("202607151530", 5280, 5280, 5280, 5280, 960, "rest"),
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bar("202607160900", 5220, 5250, 5200, 5220, 10, "rest"), # 진행분
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],
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log_tag="smoke_skip_open",
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skip_incomplete_bucket=True,
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now=frozen,
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)
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assert n == 1
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buf3 = agg3._confirmed[(code2, 1)]
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assert len(buf3) == 1 and buf3[0]["candle_time"] == "202607151530"
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# 이미 들어간 진행분 purge
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agg3._confirmed[(code2, 1)].append(
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bar("202607160900", 5220, 5250, 5200, 5220, 10, "rest")
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)
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agg3.merge_confirmed_bars(
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code2, 1, [], log_tag="smoke_purge", skip_incomplete_bucket=True, now=frozen,
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)
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assert all(
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str(c["candle_time"])[:12] < "202607160900"
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for c in agg3._confirmed[(code2, 1)]
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)
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print("SMOKE_OK candle_upsert_rollup")
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if __name__ == "__main__":
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main()
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