kis_bot/kis_trader/utils/usd_krw_fx.py

"""
kis_trader/utils/usd_krw_fx.py — USD→KRW 일자별 환율 (표시용)
================================================================
해외 탭 UI에서 달러 금액 옆 원 환산용.
출처 기본: Frankfurter(ECB 기준가, 키 불필요). SafeRequest 로 429 재시도.

※ 매매 체결 환율·증권사 적용환율이 아님. 표시·참고 전용.
"""
from __future__ import annotations

import json
import logging
import threading
from datetime import datetime, timedelta
from pathlib import Path
from typing import Any, Dict, Iterable, List, Optional, Set

from kis_trader.utils.env import get_env_float, get_env_from_db, get_env_int
from kis_trader.utils.request_handler import SafeRequest

logger = logging.getLogger(__name__)

_cache_lock = threading.Lock()
_mem_rates: Dict[str, float] = {}


def _api_base() -> str:
    # 공개 ECB 기준가 API — 키 불필요. DB/Env 로 교체 가능.
    return (
        get_env_from_db("FX_USD_KRW_API_BASE", "https://api.frankfurter.app") or ""
    ).strip().rstrip("/")


def _cache_dir() -> Path:
    raw = (
        get_env_from_db("FX_USD_KRW_CACHE_DIR", "data/fx_usd_krw") or "data/fx_usd_krw"
    ).strip()
    p = Path(raw)
    if not p.is_absolute():
        # 레포 루트 기준
        root = Path(__file__).resolve().parents[2]
        p = root / p
    try:
        p.mkdir(parents=True, exist_ok=True)
    except Exception:
        pass
    return p


def _fallback_rate() -> float:
    # API 실패 시 마지막 수단(표시만). 하드코딩 금지 → env.
    return float(get_env_float("FX_USD_KRW_FALLBACK", 1400.0))


def _http_enabled() -> bool:
    """외부(Frankfurter 등) HTTP 조회. 기본 OFF — 캐시·폴백만 (UI 지연 방지)."""
    raw = str(get_env_from_db("FX_USD_KRW_HTTP_ENABLED", "0") or "0").strip().lower()
    return raw in ("1", "true", "yes", "y", "on")


def get_display_usd_krw_rate(ymd: str = "") -> float:
    """표시용 USD→KRW. 메모리→디스크→폴백만. HTTP 절대 호출 없음.

    영구구독/해외탭 병기용. 매매 체결환율 아님.
    """
    y = _norm_ymd(ymd) or datetime.now().strftime("%Y-%m-%d")
    with _cache_lock:
        if y in _mem_rates and _mem_rates[y] > 0:
            return float(_mem_rates[y])
    disk = _read_disk(y)
    if disk is not None and disk > 0:
        with _cache_lock:
            _mem_rates[y] = disk
        return float(disk)
    try:
        dt = datetime.strptime(y, "%Y-%m-%d").date()
    except ValueError:
        return _fallback_rate()
    max_back = int(get_env_int("FX_USD_KRW_LOOKBACK_DAYS", 5))
    for i in range(1, max_back + 1):
        prev = (dt - timedelta(days=i)).isoformat()
        with _cache_lock:
            if prev in _mem_rates and _mem_rates[prev] > 0:
                return float(_mem_rates[prev])
        disk_prev = _read_disk(prev)
        if disk_prev is not None and disk_prev > 0:
            with _cache_lock:
                _mem_rates[prev] = disk_prev
                _mem_rates[y] = disk_prev
            return float(disk_prev)
    return _fallback_rate()


def _norm_ymd(raw: Any) -> str:
    s = str(raw or "").strip()
    if not s:
        return ""
    s = s.replace("/", "-").replace(".", "-")
    if len(s) >= 10 and s[4] == "-" and s[7] == "-":
        return s[:10]
    digits = "".join(ch for ch in s if ch.isdigit())
    if len(digits) >= 8:
        return f"{digits[:4]}-{digits[4:6]}-{digits[6:8]}"
    return ""


def _trade_fx_ymd(t: Dict[str, Any]) -> str:
    """청산일 우선, 없으면 매수일 — '그날의 환율'."""
    for k in (
        "sell_date",
        "sell_time",
        "exit_time",
        "exit_date",
        "buy_date",
        "buy_time",
        "entry_time",
        "entry_date",
    ):
        ymd = _norm_ymd(t.get(k))
        if ymd:
            return ymd
    return ""


class UsdKrwFxClient(SafeRequest):
    """Frankfurter 등 USD/KRW 일자별 조회 (표시용)."""

    def __init__(self) -> None:
        timeout = float(get_env_float("FX_USD_KRW_TIMEOUT_SEC", 12.0))
        min_iv = float(get_env_float("FX_USD_KRW_MIN_INTERVAL_SEC", 0.2))
        retries = int(get_env_int("FX_USD_KRW_MAX_RETRIES", 2))
        super().__init__(
            min_interval_sec=min_iv,
            max_retries=retries,
            timeout_sec=timeout,
        )

    def fetch_rate(self, ymd: str) -> Optional[float]:
        """성공 시 환율. 네트워크/HTTP 실패는 None. 휴일 후퇴는 get_usd_krw_rate 에서만."""
        got = self.fetch_rate_detail(ymd)
        return got[0] if got else None

    def fetch_rate_detail(self, ymd: str) -> Optional[tuple]:
        """(rate, source_date) 또는 None. HTTP 4xx(데이터없음) vs 네트워크 실패 구분용 status도 로그."""
        ymd = _norm_ymd(ymd)
        if not ymd:
            return None
        base = _api_base()
        if not base:
            return None
        url = f"{base}/{ymd}"
        try:
            resp = self.get(url, params={"from": "USD", "to": "KRW"}, timeout=self.timeout_sec)
            if resp is None or getattr(resp, "status_code", None) is None:
                return None
            if resp.status_code == 404:
                return None  # 호출측 lookback
            if resp.status_code != 200:
                logger.warning("FX USD/KRW HTTP %s date=%s", resp.status_code, ymd)
                return None
            data = resp.json()
            rates = data.get("rates") or {}
            krw = rates.get("KRW")
            if krw is None:
                return None
            src = _norm_ymd(data.get("date")) or ymd
            return (float(krw), src)
        except Exception as e:
            logger.warning("FX USD/KRW fetch fail date=%s: %s", ymd, e)
            return None


def norm_fx_ymd(raw: Any) -> str:
    """공개: YYYY-MM-DD 정규화 (API 쿼리용)."""
    return _norm_ymd(raw)


def _read_disk(ymd: str) -> Optional[float]:
    path = _cache_dir() / f"{ymd}.json"
    if not path.is_file():
        return None
    try:
        data = json.loads(path.read_text(encoding="utf-8"))
        v = data.get("rate")
        return float(v) if v is not None else None
    except Exception:
        return None


def _write_disk(ymd: str, rate: float, source_date: str = "") -> None:
    path = _cache_dir() / f"{ymd}.json"
    try:
        path.write_text(
            json.dumps(
                {
                    "ymd": ymd,
                    "rate": rate,
                    "source_date": source_date or ymd,
                    "pair": "USD/KRW",
                },
                ensure_ascii=False,
            ),
            encoding="utf-8",
        )
    except Exception as e:
        logger.debug("FX cache write fail %s: %s", path, e)


def get_usd_krw_rate(ymd: str, *, client: Optional[UsdKrwFxClient] = None) -> Optional[float]:
    """단일 일자 USD→KRW. Frankfurter 가 주말이면 직전 영업일 환율을 그 날짜 키로 캐시."""
    ymd = _norm_ymd(ymd)
    if not ymd:
        return None
    with _cache_lock:
        if ymd in _mem_rates:
            return _mem_rates[ymd]
    disk = _read_disk(ymd)
    if disk is not None and disk > 0:
        with _cache_lock:
            _mem_rates[ymd] = disk
        return disk
    # 외부 HTTP 기본 OFF — UI/영구구독이 네트워크에 묶이지 않게
    if not _http_enabled():
        try:
            dt0 = datetime.strptime(ymd, "%Y-%m-%d").date()
        except ValueError:
            return None
        max_back0 = int(get_env_int("FX_USD_KRW_LOOKBACK_DAYS", 5))
        for i in range(1, max_back0 + 1):
            prev0 = (dt0 - timedelta(days=i)).isoformat()
            with _cache_lock:
                if prev0 in _mem_rates and _mem_rates[prev0] > 0:
                    rate0 = _mem_rates[prev0]
                    _mem_rates[ymd] = rate0
                    return rate0
            disk0 = _read_disk(prev0)
            if disk0 is not None and disk0 > 0:
                with _cache_lock:
                    _mem_rates[prev0] = disk0
                    _mem_rates[ymd] = disk0
                return disk0
        return None
    cli = client or UsdKrwFxClient()
    detail = cli.fetch_rate_detail(ymd)
    if detail is not None:
        rate, src = detail
        if rate > 0:
            _write_disk(ymd, rate, source_date=src)
            with _cache_lock:
                _mem_rates[ymd] = rate
            return rate
    # 요청일 조회가 완전 실패(타임아웃 등)하면 lookback 으로 오염 캐시하지 않음.
    # 주말·미래만: 디스크/메모리에 있는 직전일 재사용. 추가 HTTP lookback 은
    # FX_USD_KRW_HTTP_LOOKBACK=1 일 때만 (기본 OFF — 타임아웃 폭주·오캐시 방지).
    use_http_lb = str(get_env_from_db("FX_USD_KRW_HTTP_LOOKBACK", "0") or "0").strip().lower() in (
        "1", "true", "yes", "y", "on",
    )
    max_back = int(get_env_int("FX_USD_KRW_LOOKBACK_DAYS", 5))
    try:
        dt = datetime.strptime(ymd, "%Y-%m-%d").date()
    except ValueError:
        return None
    for i in range(1, max_back + 1):
        prev = (dt - timedelta(days=i)).isoformat()
        with _cache_lock:
            if prev in _mem_rates and _mem_rates[prev] > 0:
                rate = _mem_rates[prev]
                _write_disk(ymd, rate, source_date=prev)
                _mem_rates[ymd] = rate
                return rate
        disk_prev = _read_disk(prev)
        if disk_prev is not None and disk_prev > 0:
            with _cache_lock:
                _mem_rates[prev] = disk_prev
                _mem_rates[ymd] = disk_prev
            _write_disk(ymd, disk_prev, source_date=prev)
            return disk_prev
        if not use_http_lb:
            continue
        detail = cli.fetch_rate_detail(prev)
        if detail is None:
            continue
        rate, src = detail
        if rate > 0:
            _write_disk(prev, rate, source_date=src)
            _write_disk(ymd, rate, source_date=src)
            with _cache_lock:
                _mem_rates[prev] = rate
                _mem_rates[ymd] = rate
            return rate
    return None


def get_usd_krw_rates(dates: Iterable[str]) -> Dict[str, float]:
    """여러 일자 → {YYYY-MM-DD: rate}. 실패일은 fallback 사용하지 않고 생략."""
    out: Dict[str, float] = {}
    uniq: List[str] = []
    seen: Set[str] = set()
    for d in dates:
        y = _norm_ymd(d)
        if not y or y in seen:
            continue
        seen.add(y)
        uniq.append(y)
    if not uniq:
        return out
    cli = UsdKrwFxClient()
    for y in uniq:
        r = get_usd_krw_rate(y, client=cli)
        if r is not None and r > 0:
            out[y] = round(float(r), 4)
    return out


def enrich_payload_with_usd_krw_fx(payload: Dict[str, Any]) -> Dict[str, Any]:
    """
    백테/실거래/페이퍼 JSON 에 currency·fx_rates·거래별 fx_rate/pnl_krw 부착.
    기존 숫자(USD)는 변경하지 않음 — 표시용 필드만 추가.
    """
    if not isinstance(payload, dict):
        return payload
    trades = payload.get("trades") or []
    if not isinstance(trades, list):
        trades = []
    need: List[str] = []
    for t in trades:
        if isinstance(t, dict):
            y = _trade_fx_ymd(t)
            if y:
                need.append(y)
    # 요약용: end / 마지막 청산일
    params = payload.get("params") if isinstance(payload.get("params"), dict) else {}
    summary = payload.get("summary") if isinstance(payload.get("summary"), dict) else {}
    for k in ("end", "start"):
        y = _norm_ymd(params.get(k) if params else None)
        if y:
            need.append(y)
    rates = get_usd_krw_rates(need)
    fb = _fallback_rate()
    total_pnl_krw = 0.0
    used_fallback = False
    for t in trades:
        if not isinstance(t, dict):
            continue
        y = _trade_fx_ymd(t)
        rate = rates.get(y) if y else None
        if rate is None or rate <= 0:
            rate = fb
            used_fallback = True
        t["fx_ymd"] = y or None
        t["fx_rate"] = round(float(rate), 4)
        try:
            pnl = float(t.get("pnl") if t.get("pnl") is not None else (t.get("realized_pnl") or t.get("unrealized_pnl") or 0))
        except (TypeError, ValueError):
            pnl = 0.0
        pnl_krw = round(pnl * float(rate))
        t["pnl_krw"] = pnl_krw
        if not t.get("is_open"):
            total_pnl_krw += pnl_krw
        # 가격 원 환산(참고)
        for src, dst in (
            ("buy_price", "buy_price_krw"),
            ("avg_price", "avg_price_krw"),
            ("entry", "entry_krw"),
            ("sell_price", "sell_price_krw"),
            ("exit_price", "exit_price_krw"),
            ("exit", "exit_krw"),
        ):
            if t.get(src) is None:
                continue
            try:
                t[dst] = round(float(t.get(src)) * float(rate))
            except (TypeError, ValueError):
                pass

    payload["currency"] = "USD"
    payload["fx_pair"] = "USD/KRW"
    payload["fx_rates"] = rates
    payload["fx_source"] = (
        "frankfurter" if (_http_enabled() and _api_base()) else "cache_or_fallback"
    )
    payload["fx_fallback_used"] = used_fallback
    if summary is not None:
        try:
            usd_pnl = float(summary.get("total_pnl") or 0)
        except (TypeError, ValueError):
            usd_pnl = 0.0
        # 거래별 합이 있으면 그걸 우선(당일 환율 반영)
        if trades:
            summary["total_pnl_krw"] = int(round(total_pnl_krw))
        else:
            end_y = _norm_ymd(params.get("end") if params else None)
            er = rates.get(end_y) if end_y else None
            if er is None or er <= 0:
                er = fb
                used_fallback = True
            summary["total_pnl_krw"] = int(round(usd_pnl * float(er)))
        try:
            mdd = float(summary.get("max_drawdown") or 0)
        except (TypeError, ValueError):
            mdd = 0.0
        end_y = _norm_ymd(params.get("end") if params else None) or (max(rates.keys()) if rates else "")
        er = rates.get(end_y) if end_y else None
        if er is None or er <= 0:
            er = fb
        summary["max_drawdown_krw"] = int(round(mdd * float(er)))
        summary["fx_rate_end"] = round(float(er), 4) if er else None
        payload["summary"] = summary
        payload["fx_fallback_used"] = used_fallback or bool(payload.get("fx_fallback_used"))
    return payload