Files
kis_bot/kis_trader/engine/live_sell_price.py
Your Name d737deb47c fix(ws): KIS/키움 WS·조건검색 안정화 및 매도시세 폴백
WS 매니저 spill·조건검색 CNSR 회복·kiwoom_ws_diag 진단 경로를 보강한다.
live_sell_price stale RAM/REST 폴백 정합을 유지한다.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-28 16:46:37 +09:00

307 lines
9.5 KiB
Python

#!/usr/bin/env python3
"""
kis_trader/engine/live_sell_price.py — 실매 매도 현재가
================================================================================
판정 = WS 읽기 체인(메인 2초 실패→2차→3차). 한투 inquire_price 60초 캐시 금지.
1·2·3 전부 실패일 때만 키움 ka10007 REST 1회(쿨다운).
EOD = 마지막 WS → REST → 매수가 폴백.
"""
from __future__ import annotations
import threading
import time
from typing import Any, Callable, Optional, Tuple
from kis_trader.utils.env import get_env_bool, get_env_float
_stale_rest_lock = threading.Lock()
_stale_rest_ts: dict = {}
_stale_log_ts: dict = {}
# WS/REST 성공 직후 가격 — REST 쿨다운(기본 30s) 동안 재사용 (매도 공백 방지)
_last_good_lock = threading.Lock()
_last_good_px: dict = {}
def _remember_last_good(code: str, px: float, src: str) -> None:
code = str(code or "").strip()
if not code or px <= 0:
return
with _last_good_lock:
_last_good_px[code] = (float(px), str(src or "WS"), time.time())
def _last_good_price(code: str, max_age_sec: float) -> Tuple[float, str]:
code = str(code or "").strip()
if not code or max_age_sec <= 0:
return 0.0, ""
with _last_good_lock:
rec = _last_good_px.get(code)
if not rec:
return 0.0, ""
px, src, ts = rec
if (time.time() - float(ts)) > float(max_age_sec):
return 0.0, ""
return float(px), str(src or "")
def _stck_prpr(raw: Any) -> float:
if raw is None:
return 0.0
if isinstance(raw, dict):
v = raw.get("stck_prpr") or raw.get("price") or 0
else:
v = raw
try:
return abs(float(str(v).replace(",", "")))
except (TypeError, ValueError):
return 0.0
def _ws_chain_price(ws: Any, code: str) -> Tuple[float, str]:
"""get_price 생략=2초 체인. 성공 시 (px, vendor)."""
getter = getattr(ws, "get_price", None)
if not callable(getter):
return 0.0, ""
try:
wsd = getter(code)
except TypeError:
try:
wsd = getter(code, max_age_sec=0)
except Exception:
wsd = None
except Exception:
wsd = None
px = _stck_prpr(wsd)
vendor = ""
if isinstance(wsd, dict):
vendor = str(wsd.get("_feed_vendor") or "").strip()
if not vendor:
lab = getattr(ws, "get_tick_feed_label", None)
if callable(lab):
try:
vendor = str(lab(code) or "").strip()
except Exception:
vendor = ""
if px > 0:
return px, vendor or "WS"
return 0.0, ""
def _quote_packet_raw(wsd: Any) -> str:
"""체결시각 원문. FID20 동결 RAM 을 매도 last-RAM 으로 쓰지 않기 위함."""
if not isinstance(wsd, dict):
return ""
for k in (
"kis_cntg_hour_raw", "chetime", "tick_time", "kiwoom_fid20",
"stck_cntg_hour",
):
v = str(wsd.get(k) or "").strip()
if v:
return v
return ""
def _last_ram_sell_ok(wsd: Any, max_age_sec: float) -> bool:
"""마지막 RAM: wall 나이·패킷 나이 둘 다 max 이내. 동결 FID20 거부."""
if max_age_sec <= 0 or not isinstance(wsd, dict):
return False
try:
wall = float(wsd.get("_age_ms") or 0) / 1000.0
except (TypeError, ValueError):
wall = 0.0
if wall > float(max_age_sec):
return False
raw = _quote_packet_raw(wsd)
if not raw:
return True
try:
from kis_trader.engine.feed_fallback import packet_lag_seconds
lag = packet_lag_seconds(raw)
except Exception:
return True
if lag is None:
return True
return float(lag) <= float(max_age_sec)
def _ws_last_and_age(ws: Any, code: str) -> Tuple[float, float]:
"""마지막 RAM 체결가 + 나이(초). 캐시 없으면 (0, inf). EOD 전용."""
getter = getattr(ws, "get_price", None)
if not callable(getter):
return 0.0, float("inf")
wsd = None
try:
wsd = getter(code, max_age_sec=None)
except TypeError:
try:
wsd = getter(code)
except Exception:
wsd = None
except Exception:
wsd = None
px = _stck_prpr(wsd)
age = float("inf")
if isinstance(wsd, dict):
try:
age = float(wsd.get("_age_ms") or 0) / 1000.0
except (TypeError, ValueError):
age = 0.0 if px > 0 else float("inf")
elif px > 0:
age = 0.0
return px, age
def _kiwoom_rest_once(ws: Any, code: str) -> float:
fn = getattr(ws, "inquire_kiwoom_rest_price", None)
if not callable(fn):
return 0.0
try:
return abs(float(fn(code) or 0.0))
except (TypeError, ValueError):
return 0.0
except Exception:
return 0.0
def _stale_rest_allowed(code: str, cooldown_sec: float) -> bool:
now = time.time()
with _stale_rest_lock:
last = float(_stale_rest_ts.get(code, 0.0) or 0.0)
if last > 0.0 and (now - last) < float(cooldown_sec):
return False
_stale_rest_ts[code] = now
return True
def _log_throttled(logger: Any, key: str, msg: str, *args: Any) -> None:
if logger is None:
return
now = time.time()
last = float(_stale_log_ts.get(key, 0.0) or 0.0)
if now - last < 60.0:
return
_stale_log_ts[key] = now
try:
logger.info(msg, *args)
except Exception:
pass
def resolve_live_sell_price(
ws: Any,
inquire_price: Optional[Callable],
code: str,
*,
is_eod: bool = False,
fallback_price: float = 0.0,
logger: Any = None,
allow_kiwoom_rest: Optional[bool] = None,
) -> Tuple[float, str]:
"""
실매 매도용 현재가.
Returns:
(price, src) src = kiwoom|kis|ls|kiwoom_rest|EOD_FALLBACK|""
inquire_price 인자는 호환용으로 받지만 한투 60초 캐시는 쓰지 않음.
"""
code = str(code or "").strip()
fb = float(fallback_price or 0.0)
stale_sec = float(get_env_float("SELL_WS_STALE_REST_SEC", 1.0) or 0.0)
cooldown = float(get_env_float("SELL_WS_STALE_REST_COOLDOWN_SEC", 30.0) or 0.0)
if cooldown < 1.0:
cooldown = 1.0
if allow_kiwoom_rest is None:
allow_kiwoom_rest = bool(get_env_bool("SELL_SCAN_ALLOW_KIWOOM_REST", False))
_ = inquire_price # 한투 경로 사용 금지 (시그니처 유지)
if is_eod:
ws_px, _age = _ws_last_and_age(ws, code)
if ws_px > 0:
_remember_last_good(code, ws_px, "WS")
return ws_px, "WS"
if allow_kiwoom_rest and stale_sec > 0 and _stale_rest_allowed(code, cooldown):
rest_px = _kiwoom_rest_once(ws, code)
if rest_px > 0:
return rest_px, "kiwoom_rest"
if fb > 0:
_log_throttled(
logger,
"eod_fb:" + code,
"📌 [EOD가격] %s WS·키움REST 없음 → 매수가 폴백 %.0f (시장가 청산)",
code,
fb,
)
return fb, "EOD_FALLBACK"
return 0.0, ""
chain_px, vendor = _ws_chain_price(ws, code)
if chain_px > 0:
_remember_last_good(code, chain_px, vendor or "WS")
return chain_px, vendor or "WS"
last_max = float(get_env_float("SELL_WS_LAST_RAM_MAX_AGE_SEC", 30.0) or 0.0)
if last_max > 0:
last_px, last_age = _ws_last_and_age(ws, code)
getter = getattr(ws, "get_price", None)
wsd_last = None
if callable(getter):
try:
wsd_last = getter(code, max_age_sec=None)
except TypeError:
wsd_last = None
except Exception:
wsd_last = None
if last_px > 0 and _last_ram_sell_ok(wsd_last, last_max):
lab = ""
if isinstance(wsd_last, dict):
lab = str(wsd_last.get("_feed_vendor") or "").strip()
_remember_last_good(code, last_px, lab or "WS_last")
_log_throttled(
logger,
"last_ram:" + code,
"📌 [매도시세] %s 3초체인 실패 → last-RAM %.0f (age=%.1fs)",
code,
last_px,
last_age if last_age != float("inf") else -1.0,
)
return last_px, "WS_last"
cached_px, cached_src = _last_good_price(code, cooldown)
if cached_px > 0:
_log_throttled(
logger,
"last_good:" + code,
"📌 [매도시세] %s WS체인 실패 → 직전가 유지(%s) %.0f",
code,
cached_src,
cached_px,
)
return cached_px, cached_src + "_cached"
if allow_kiwoom_rest and stale_sec > 0 and _stale_rest_allowed(code, cooldown):
rest_px = _kiwoom_rest_once(ws, code)
if rest_px > 0:
_remember_last_good(code, rest_px, "kiwoom_rest")
_log_throttled(
logger,
"stale_rest:" + code,
"📌 [매도시세] %s 1·2·3차 실패 → 키움 REST(ka10007) %.0f",
code,
rest_px,
)
lab = getattr(ws, "_remember_feed_read", None)
if callable(lab):
try:
lab("tick", code, "kiwoom_rest")
except Exception:
pass
return rest_px, "kiwoom_rest"
_log_throttled(
logger,
"stale_keep:" + code,
"📌 [매도시세] %s 키움 REST 실패·쿨다운 — 가격 없음",
code,
)
return 0.0, ""