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
4.9 KiB
Python
145 lines
4.9 KiB
Python
"""
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config_schema.py — env 설정 키 → 테이블 분류 (전략별 config_* + 공통 env_config)
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테이블 명명: config_{전략} (config_scalp, config_short, …)
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공통(API·MM·인프라): env_config
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기존 ENV_CONFIG_KEYS 전체는 get_merged_env_snapshot() 으로 flat dict 유지 (하위 호환).
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"""
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from __future__ import annotations
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from typing import Dict, Iterable, List, Tuple
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# (테이블명, 전략 ID — 로그/문서용)
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CONFIG_TABLE_NAMES: Tuple[str, ...] = (
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"env_config",
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"config_scalp",
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"config_short",
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"config_momentum",
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"config_breakout",
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"config_range_break",
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"config_updow",
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"config_dbband",
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"config_dart",
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)
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STRATEGY_ID_TO_TABLE: Dict[str, str] = {
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"SCALP": "config_scalp",
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"SHORT": "config_short",
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"MOMENTUM": "config_momentum",
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"BREAKOUT": "config_breakout",
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"RANGE_BREAK": "config_range_break",
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"UPDOW": "config_updow",
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"DBBAND": "config_dbband",
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"DART": "config_dart",
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}
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# 전략 ON/OFF · MM alias — 접두어 규칙 예외 없이 전략 테이블에만 저장
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_EXPLICIT_KEY_TABLE: Dict[str, str] = {
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"STRATEGY_SCALP_ENABLED": "config_scalp",
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"STRATEGY_SHORT_ENABLED": "config_short",
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"STRATEGY_MOMENTUM_ENABLED": "config_momentum",
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"STRATEGY_BREAKOUT_ENABLED": "config_breakout",
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"STRATEGY_RANGE_BREAK_ENABLED": "config_range_break",
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"STRATEGY_UPDOW_ENABLED": "config_updow",
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"STRATEGY_DBBAND_ENABLED": "config_dbband",
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"STRATEGY_DART_ENABLED": "config_dart",
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"KIS_SCALP_MM_CHANNEL": "config_scalp",
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"KIS_SHORT_MM_CHANNEL": "config_short",
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"KIS_MOMENTUM_MM_CHANNEL": "config_momentum",
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"KIS_BREAKOUT_MM_CHANNEL": "config_breakout",
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"KIS_RANGE_BREAK_MM_CHANNEL": "config_range_break",
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"KIS_UPDOW_MM_CHANNEL": "config_updow",
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"KIS_DBBAND_MM_CHANNEL": "config_dbband",
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"KIS_DART_MM_CHANNEL": "config_dart",
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}
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# 꼬리 오케스트레이터(SHORT strategy_id) — TAIL_* 와 분리
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_SHORT_ORCHESTRATOR_KEYS = frozenset({
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"SHORT_GAP_FILL_LIMIT",
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"SHORT_LIVE_BACKTEST_ALIGN",
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"SHORT_LIVE_SIGNAL_LOOKBACK_BARS",
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"SHORT_UNIVERSE_SOURCE",
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"RANK_SHORT_SORT",
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"RANK_SHORT_LIMIT",
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"CONDITION_SHORT_NAME",
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"CONDITION_SHORT_SEQ",
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"SHORT_CAND_LIMIT",
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"KIS_SHORT_MM_CHANNEL",
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})
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# 익절 호가 — 실행 공통이지만 SHORT 튜닝과 함께 둠
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_SHORT_EXEC_KEYS = frozenset({
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"SELL_USE_ORDERBOOK_ON_PROFIT",
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"SELL_ORDERBOOK_BID_LEVELS",
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"SELL_ORDERBOOK_DEPTH_MULT",
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})
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def classify_config_key(key: str) -> str:
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"""설정 키가 들어갈 테이블명 반환."""
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k = (key or "").strip()
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if not k:
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return "env_config"
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explicit = _EXPLICIT_KEY_TABLE.get(k)
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if explicit:
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return explicit
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if k in _SHORT_ORCHESTRATOR_KEYS or k in _SHORT_EXEC_KEYS:
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return "config_short"
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if k.startswith("UPDOW_") or k == "MIN_CANDLE_LEN_UPDOW":
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return "config_updow"
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if k.startswith("DBBAND_"):
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return "config_dbband"
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# DART_API_KEY 만 글로벌 시크릿(env_config), 나머지 DART_* → config_dart
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if k == "DART_API_KEY":
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return "env_config"
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if k.startswith("DART_"):
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return "config_dart"
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if k.startswith("BREAKOUT_"):
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return "config_breakout"
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if k.startswith("RANGE_BREAK_"):
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return "config_range_break"
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if k.startswith("MOMENTUM_"):
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return "config_momentum"
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if k.startswith("SCALP_"):
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return "config_scalp"
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if k.startswith("SHORT_") or k.startswith("TAIL_") or k.startswith("SHOULDER"):
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return "config_short"
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if k.startswith("STOP_ATR") or k.startswith("TARGET_ATR"):
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return "config_short"
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if k.startswith("RANK_UPDOW_") or k.startswith("CONDITION_UPDOW"):
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return "config_updow"
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if k.startswith("RANK_DBBAND_") or k.startswith("CONDITION_DBBAND"):
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return "config_dbband"
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if k.startswith("RANK_BREAKOUT_") or k.startswith("CONDITION_BREAKOUT"):
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return "config_breakout"
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if k.startswith("RANK_RANGE_BREAK_") or k.startswith("CONDITION_RANGE_BREAK"):
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return "config_range_break"
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if k.startswith("RANK_MOMENTUM_") or k.startswith("CONDITION_MOMENTUM"):
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return "config_momentum"
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if k.startswith("RANK_SCALP_") or k.startswith("CONDITION_SCALP"):
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return "config_scalp"
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if k.startswith("RANK_SHORT_") or k.startswith("CONDITION_SHORT"):
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return "config_short"
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return "env_config"
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def split_env_keys(all_keys: Iterable[str]) -> Dict[str, Tuple[str, ...]]:
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"""키 목록을 테이블별 튜플로 분류."""
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buckets: Dict[str, List[str]] = {t: [] for t in CONFIG_TABLE_NAMES}
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for key in all_keys:
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tbl = classify_config_key(key)
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if tbl not in buckets:
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tbl = "env_config"
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buckets[tbl].append(key)
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return {t: tuple(buckets[t]) for t in CONFIG_TABLE_NAMES}
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def build_config_schema(all_keys: Tuple[str, ...]) -> Dict[str, Tuple[str, ...]]:
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"""ENV_CONFIG_KEYS 로부터 테이블별 키 튜플 생성."""
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return split_env_keys(all_keys)
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