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kis_bot/kis_trader/strategies/base.py
Your Name bc2b1b642c feat(execution): AccountOrderWorker로 매수·매도 주문 직렬화 
전략별 tick/scan 매도 락 대신 계좌 단일 PriorityQueue로 place를 B-full 직렬화한다.
틱매도 only_code 필터와 inflight 중복 enqueue 방지로 REST 폭주를 줄인다.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-28 16:45:26 +09:00

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"""
kis_trader/strategies/base.py — 전략 공통 기반 클래스
======================================================
각 전략은 **독립 쓰레드**로 돌아간다. 구조:
start() → 백그라운드 thread 기동 → self._run_loop() (while self._running)
stop() → self._running = False + join
루프 안에서 하는 일:
1. 장 세션 체크 (check_market_status — 매도·EOD 포함, 정규장 마감까지)
2. 보유 종목(active_trades where strategy=self.strategy_id) 로드 → 매도 시그널 체크
3. check_buy_allowed() 통과 시 후보 순회 → 매수 시그널 체크 ({SID}_TIME_END = 매수 종료만)
4. 시그널 발생 시 OrderManager.place() 로 집중 (실제 주문은 OrderManager 내부에서 종목Lock+ODNO+실잔고검증)
"""
from __future__ import annotations
import random
import threading
import time
from abc import ABC, abstractmethod
from datetime import datetime as dt
from typing import Dict, List, Optional, Any, Tuple
from ..database.db_manager import TradeDBExt
from ..execution.kis_client import KISClient
from ..execution.order_manager import OrderManager
from ..network.ws_manager import WSManager
from ..utils.env import get_env_bool, get_env_float, get_env_from_db, get_env_int
from ..utils.logger import get_logger
import logging
def _live_feed_providers() -> Tuple[str, str]:
"""시세(T)·호가(O) provider — RAM TTL 캐시(get_env_from_db). 로그 접두용.
TradeDB.get_merged_env_snapshot() 직접 호출 금지(핫패스에서 config 전체 재조회).
"""
tick_p = str(get_env_from_db("LIVE_TICK_PROVIDER", "kiwoom") or "kiwoom").strip().lower()
ob_p = str(get_env_from_db("LIVE_OB_PROVIDER", "kiwoom") or "kiwoom").strip().lower()
return tick_p, ob_p
class FeedPrefixLoggerAdapter(logging.LoggerAdapter):
"""탈락/스캔 로그(🔍 [) 앞에 T:설정|O:설정|R:실제읽기 접두어를 붙인다.
예: 🔍 [탈락-RSI] → 🔍 [T:kis|O:kiwoom|R:kis(1차)|탈락-RSI]
T/O = LIVE_*_PROVIDER(DB). R = get_tick_feed_label(code) — 직전 get_price 읽기.
extra={'scan_code': code} 로 R: 활성화 (_scan_log 헬퍼 사용).
TRIGGER_FEED_DETAIL_LOG(기본 true) 이면 틱가·틱타임·호가·1/2/3차 체인 꼬리 추가.
"""
def log(self, level, msg, *args, **kwargs):
if self.isEnabledFor(level):
if args:
try:
msg = str(msg) % args
args = ()
except Exception:
pass
msg, kwargs = self.process(msg, kwargs)
self.logger.log(level, msg, *args, **kwargs)
def process(self, msg, kwargs):
if isinstance(msg, str) and "🔍 [" in msg and "시세:" not in msg and "LIVE_TICK_PROVIDER" in self.extra:
try:
# 이미 T:|O: 접두가 있으면 중복 삽입 금지 (매수체크 로그 등)
if "🔍 [T:" not in msg[:32]:
tick_p, ob_p = _live_feed_providers()
read_lab = ""
extra = kwargs.get("extra") or {}
scan_code = str(extra.get("scan_code") or "").strip()
ws = self.extra.get("ws")
if scan_code and ws is not None and hasattr(ws, "get_tick_feed_label"):
try:
read_lab = str(ws.get_tick_feed_label(scan_code) or "").strip()
except Exception:
read_lab = ""
if read_lab:
msg = msg.replace(
"🔍 [",
f"🔍 [T:{tick_p}|O:{ob_p}|R:{read_lab}|",
1,
)
elif tick_p or ob_p:
msg = msg.replace("🔍 [", f"🔍 [T:{tick_p}|O:{ob_p}|", 1)
if scan_code and ws is not None and hasattr(ws, "get_trigger_feed_trace"):
try:
detail = str(ws.get_trigger_feed_trace(scan_code) or "").strip()
except Exception:
detail = ""
if detail and "틱1차설정=" not in msg:
msg = f"{msg} · {detail}"
except Exception:
pass
return msg, kwargs
# 비본주 판별 — kis_trader.utils.non_stock 공용 (KISClient 랭킹 필터와 동일)
from ..utils.non_stock import is_non_stock as _is_non_stock
from ..utils.non_stock import is_unmanageable_holding as _is_unmanageable_holding
from ..engine.strategy_eod import (
is_backtest_eod_bar,
is_live_eod_now,
is_strategy_eod_bar,
parse_eod_hm,
resolve_strategy_eod_params,
)
class BaseStrategy(ABC, threading.Thread):
"""
모든 전략의 공통 부모 클래스. threading.Thread 상속 → start() 시 독립 쓰레드.
서브클래스 구현 필수:
- strategy_id (class attribute 또는 property, 고유 문자열)
- check_buy(code, name) -> Optional[dict] (매수 시그널 dict)
- check_sell_signals() -> List[dict] (매도 시그널 리스트)
- _candidate_filter(c) -> bool (본인이 관심 있는 후보인지)
"""
strategy_id: str = "BASE"
loop_min_sleep: float = 0.1
loop_max_sleep: float = 0.1
# 전략별 유니버스 소스 기본값 (env 미설정 시) — HTS 조건검색 단일 정책
DEFAULT_UNIVERSE_SOURCES: Dict[str, str] = {
"SCALP": "kiwoom_condition",
"SHORT": "kiwoom_condition", # 키움 tail(A 시가대비+F 저가회복) WS 실시간
"BREAKOUT": "kiwoom_condition",
"MOMENTUM": "kiwoom_condition", # 키움 WS 실시간 조건 (KIS REST 폴링 대비 유니버스 품질↑)
"UPDOW": "condition",
}
def __init__(
self,
*,
db: TradeDBExt,
client: KISClient,
ws: WSManager,
order_mgr: OrderManager,
condition_mgr=None,
ranking_mgr=None,
kiwoom_condition_mgr=None,
ls_condition_mgr=None,
market_guard=None,
):
super().__init__(daemon=True, name=f"Strat-{self.strategy_id}")
self.db = db
self.client = client
self.ws = ws
self.order_mgr = order_mgr
self.condition_mgr = condition_mgr # ConditionSearchManager (KIS REST, 선택)
self.ranking_mgr = ranking_mgr # VolumeRankManager (선택)
# KiwoomConditionSearchManager (키움 WS 실시간 조건검색, 선택). KIS 와 별개 소스.
self.kiwoom_condition_mgr = kiwoom_condition_mgr
# LsConditionSearchManager (LS AFR 조건검색, 선택). 시세는 키움/한투 유지.
self.ls_condition_mgr = ls_condition_mgr
self.market_guard = market_guard # MarketGuard (선택, None 이면 가드 없음)
base_logger = get_logger(f"kis_trader.strategy.{self.strategy_id}")
self.logger = FeedPrefixLoggerAdapter(
base_logger,
{"db": self.db, "ws": self.ws, "LIVE_TICK_PROVIDER": True},
)
# MarketGuard PANIC 차단 로그 스팸 방지용 (분당 1회)
self._panic_log_ts: float = 0.0
# 유니버스 소스: ranking | condition(KIS) | kiwoom_condition | ls_condition
# env: {STRATEGY_ID}_UNIVERSE_SOURCE — 런타임에 스위치 가능.
key = f"{self.strategy_id}_UNIVERSE_SOURCE"
default = self.DEFAULT_UNIVERSE_SOURCES.get(self.strategy_id, "ranking")
self.universe_source = (
(get_env_from_db(key, default) or default).strip().lower()
)
if self.universe_source not in (
"ranking", "condition", "kiwoom_condition", "ls_condition",
):
self.logger.warning(
"알 수 없는 UNIVERSE_SOURCE=%s → 기본값 %s 사용",
self.universe_source, default,
)
self.universe_source = default
self._running = False
# 보유 종목 — 재시작·이벤트·안전망(기본 60초) DB sync. 루프마다 SELECT 금지.
self.holdings: Dict[str, dict] = {}
# 장중 고점·세션저점·전략별 부가키 — DB sync 로 덮어쓰지 않음 (래칫/어깨 퇴행 방지)
self._runtime: Dict[str, dict] = {}
self._holdings_db_sync_ts: float = 0.0
self._prof_sync_skipped: int = 0
# 최근 매도 쿨다운 (종목별 마지막 매도 타임스탬프)
self.recently_sold: Dict[str, float] = {}
# 후보 ENTER 시각 (datetime) — 중분 편입 시 해당 봉 시가 매수 보류용
self._cand_enter_dt: Dict[str, Any] = {}
# 당일 매매불가 종목 (다음 후보로 넘어감)
self.untradable_skip: set = set()
# 일일 익절 목표 가드 (Orchestrator 주입, 없으면 OFF)
self.daily_profit_halt: Any = None
# 틱매도 — WS 현재가 갱신 시 매도 검사 (기본 OFF · env 로 ON)
# 주문 실행은 Orchestrator 의 AccountOrderWorker(계좌 단일 큐) 가 place 직렬화.
self.order_worker: Any = None # main 에서 주입
self._inflight_lock = threading.Lock()
self._tick_sell_last_ts: Dict[str, float] = {}
self._tick_sell_listener_on = False
# 종목당 매도/매수 intent 1장 — enqueue 중복 방지 (Worker 완료 시 해제)
self._sell_inflight: set = set()
self._buy_inflight: set = set()
self._order_enqueue_skip = 0
# 루프 숙제별 ms 계측 (LOOP_PROFILE_ENABLED)
self._loop_prof_i = 0
self._loop_prof_scan: Optional[Dict[str, Any]] = None
# 당일 trade_history — 루프당 1회 DB, 종목 check_buy 는 RAM 필터만
self._today_trades_cache_day: str = ""
self._today_trades_cache: List[Dict] = []
# 세밀 계측 카운터 (루프마다 리셋)
self._prof_trd_hit = 0
self._prof_trd_miss = 0
self._prof_trd_db_ms = 0.0
self._prof_sync_db_ms = 0.0
self._prof_sync_merge_ms = 0.0
self._prof_cand_load_ms = 0.0
self._prof_cand_note_ms = 0.0
self._sync_holdings_from_db(log_restore=True)
# ------------------------------------------------------------------
# 외부 인터페이스
# ------------------------------------------------------------------
def stop_loop(self) -> None:
"""쓰레드 정지 요청 (daemon 이지만 정상 종료 시 호출)."""
self._running = False
self._unregister_tick_sell_listener()
def _tick_sell_enabled(self) -> bool:
"""공통 TICK_SELL_ENABLED 또는 {SID}_TICK_SELL_ENABLED (전략키 비어있지 않으면 우선)."""
sid = (self.strategy_id or "BASE").upper()
sid_key = f"{sid}_TICK_SELL_ENABLED"
raw_sid = str(get_env_from_db(sid_key, "") or "").strip()
if raw_sid:
return bool(get_env_bool(sid_key, False))
return bool(get_env_bool("TICK_SELL_ENABLED", False))
def _mark_sell_inflight(self, code: str) -> bool:
"""True=이 종목 매도 intent 슬롯 확보 (Worker 완료 시 해제)."""
code = (code or "").strip()
if not code:
return False
with self._inflight_lock:
if code in self._sell_inflight:
return False
self._sell_inflight.add(code)
return True
def _release_sell_inflight(self, code: str) -> None:
code = (code or "").strip()
if not code:
return
with self._inflight_lock:
self._sell_inflight.discard(code)
def _mark_buy_inflight(self, code: str) -> bool:
code = (code or "").strip()
if not code:
return False
with self._inflight_lock:
if code in self._buy_inflight:
return False
self._buy_inflight.add(code)
return True
def _release_buy_inflight(self, code: str) -> None:
code = (code or "").strip()
if not code:
return
with self._inflight_lock:
self._buy_inflight.discard(code)
def _enqueue_sell(self, sig: Dict, *, source: str = "scan") -> bool:
"""매도 signal → AccountOrderWorker. False=inflight/큐 drop."""
code = str((sig or {}).get("code") or "").strip()
if not code:
return False
if not self._mark_sell_inflight(code):
return False
ow = getattr(self, "order_worker", None)
if ow is None:
try:
self._submit_sell(sig)
return True
finally:
self._release_sell_inflight(code)
if ow.enqueue(self, "SELL", sig, source=source):
return True
self._release_sell_inflight(code)
self._order_enqueue_skip = int(getattr(self, "_order_enqueue_skip", 0) or 0) + 1
return False
def _enqueue_buy(self, sig: Dict, *, source: str = "scan") -> bool:
"""매수 signal → AccountOrderWorker."""
code = str((sig or {}).get("code") or "").strip()
if not code:
return False
if not self._mark_buy_inflight(code):
return False
ow = getattr(self, "order_worker", None)
if ow is None:
try:
self._submit_buy(sig)
return True
finally:
self._release_buy_inflight(code)
if ow.enqueue(self, "BUY", sig, source=source):
return True
self._release_buy_inflight(code)
self._order_enqueue_skip = int(getattr(self, "_order_enqueue_skip", 0) or 0) + 1
return False
def _register_tick_sell_listener(self) -> None:
if self._tick_sell_listener_on:
return
ws = getattr(self, "ws", None)
if ws is None or not hasattr(ws, "register_price_listener"):
return
try:
ws.register_price_listener(self._on_ws_price_tick)
self._tick_sell_listener_on = True
if self._tick_sell_enabled():
self.logger.info(
"📡 [틱매도] 리스너 등록 ON (%s_TICK_SELL / TICK_SELL) → AccountOrderWorker",
self.strategy_id,
)
else:
self.logger.debug(
"틱매도 리스너 등록(대기) — env OFF 시 콜백 no-op",
)
except Exception as ex:
self.logger.warning("틱매도 리스너 등록 실패: %s", ex)
def _unregister_tick_sell_listener(self) -> None:
if not self._tick_sell_listener_on:
return
ws = getattr(self, "ws", None)
if ws is not None and hasattr(ws, "unregister_price_listener"):
try:
ws.unregister_price_listener(self._on_ws_price_tick)
except Exception:
pass
self._tick_sell_listener_on = False
def _on_ws_price_tick(self, code: str, price: float, raw: Any = None) -> None:
"""WS 현재가 갱신 → 보유 중이면 check_sell_signals → OrderWorker enqueue.
매도 규칙은 루프 매도와 동일 함수. 바뀌는 것은 호출 시점(틱)뿐.
이 함수는 한투·키움·LS **수신 스레드**에서 돈다 — place/REST 없음.
"""
if not self._running or not self._tick_sell_enabled():
return
code = (code or "").strip()
if not code or code not in self.holdings:
return
try:
min_ms = max(0, int(get_env_int("TICK_SELL_MIN_INTERVAL_MS", 50) or 0))
except Exception:
min_ms = 50
now = time.time()
last = float(self._tick_sell_last_ts.get(code, 0.0) or 0.0)
if min_ms > 0 and (now - last) * 1000.0 < float(min_ms):
return
self._tick_sell_last_ts[code] = now
try:
if code not in self.holdings:
return
sell_signals = self.check_sell_signals(only_code=code) or []
for sig in sell_signals:
if (sig.get("code") or "") != code:
continue
if self._enqueue_sell(sig, source="tick"):
break
except Exception as ex:
self.logger.debug("틱매도 예외 %s: %s", code, ex)
def _loop_profile_on(self) -> bool:
"""LOOP_PROFILE_ENABLED — 한 바퀴 숙제별 ms 계측 ON/OFF."""
try:
return bool(get_env_bool("LOOP_PROFILE_ENABLED", False))
except Exception:
return False
def _loop_profile_every_n(self) -> int:
try:
return max(1, int(get_env_int("LOOP_PROFILE_EVERY_N", 1) or 1))
except Exception:
return 1
def _loop_profile_emit(self, row: Dict[str, Any]) -> None:
"""계측 1줄 — 전략 logger + 선택 파일."""
parts = [
f"[LOOP_PROF] {self.strategy_id}",
f"total={row.get('total_ms', 0):.1f}",
f"reload={row.get('reload_ms', 0):.1f}",
f"sync_hold={row.get('sync_hold_ms', 0):.1f}",
f"sync_db={row.get('sync_db_ms', 0):.1f}",
f"sync_merge={row.get('sync_merge_ms', 0):.1f}",
f"sync_skip={row.get('sync_skip', 0)}",
f"halt={row.get('halt_ms', 0):.1f}",
f"sell_chk={row.get('sell_chk_ms', 0):.1f}",
f"enqueue_sell={row.get('enqueue_sell_ms', 0):.1f}",
f"cand={row.get('cand_ms', 0):.1f}",
f"cand_load={row.get('cand_load_ms', 0):.1f}",
f"cand_mgr={row.get('cand_mgr_ms', 0):.1f}",
f"cand_post={row.get('cand_post_ms', 0):.1f}",
f"cand_slot={row.get('cand_slot_ms', 0):.1f}",
f"cand_note={row.get('cand_note_ms', 0):.1f}",
f"cand_src={row.get('cand_src', '-')}",
f"cand_n={row.get('cand_n', 0)}",
f"ws_sync={row.get('ws_sync_ms', 0):.1f}",
f"pending={row.get('pending_ms', 0):.1f}",
f"scan={row.get('scan_ms', 0):.1f}",
f"scan_other={row.get('scan_other_ms', 0):.1f}",
f"scan_name={row.get('scan_name_ms', 0):.1f}",
f"scan_pre={row.get('scan_pre_ms', 0):.1f}",
f"pre_filt={row.get('pre_filt_ms', 0):.1f}",
f"pre_guard={row.get('pre_guard_ms', 0):.1f}",
f"g_env={row.get('guard_env_ms', 0):.1f}",
f"g_daily={row.get('guard_daily_ms', 0):.1f}",
f"g_trdb={row.get('guard_trades_db_ms', 0):.1f}",
f"g_tr_n={row.get('guard_trades_n', 0)}",
f"g_budg={row.get('guard_budget_ms', 0):.1f}",
f"pre_cd={row.get('pre_cd_ms', 0):.1f}",
f"pre_gap={row.get('pre_gap_ms', 0):.1f}",
f"sleep_rej={row.get('sleep_rej_ms', 0):.1f}",
f"sleep_ok={row.get('sleep_ok_ms', 0):.1f}",
f"sleep_fail={row.get('sleep_fail_ms', 0):.1f}",
f"buy_n={row.get('buy_n', 0)}",
f"buy_sum={row.get('buy_sum_ms', 0):.1f}",
f"buy_max={row.get('buy_max_ms', 0):.1f}",
f"trd_hit={row.get('trd_hit', 0)}",
f"trd_miss={row.get('trd_miss', 0)}",
f"trd_db={row.get('trd_db_ms', 0):.1f}",
f"gap_skip={row.get('gap_skip', 0)}",
f"slot_et={row.get('slot_et_ms', 0):.1f}",
f"slot_get={row.get('slot_get_ms', 0):.1f}",
f"slot_ok={row.get('slot_ok', 0)}",
f"slot_miss={row.get('slot_miss', 0)}",
f"slot_hit={row.get('slot_cache_hit', 0)}",
f"slot_missc={row.get('slot_cache_miss', 0)}",
f"g_hit={row.get('guard_trades_hit', 0)}",
f"overlay={row.get('overlay_ms', 0):.1f}",
f"sleep={row.get('sleep_ms', 0):.1f}",
f"order_enqueue_skip={row.get('order_enqueue_skip', 0)}",
f"sum_parts={row.get('sum_parts_ms', 0):.1f}",
]
if row.get("buy_max_code"):
parts.append(f"buy_max_code={row.get('buy_max_code')}")
line = " ".join(parts)
try:
self.logger.info("%s", line)
except Exception:
pass
path = str(get_env_from_db("LOOP_PROFILE_LOG_PATH", "logs/loop_profile.log") or "").strip()
if not path:
return
try:
import os
if not os.path.isabs(path):
root = os.path.abspath(os.path.join(os.path.dirname(__file__), "..", ".."))
path = os.path.join(root, path)
os.makedirs(os.path.dirname(path) or ".", exist_ok=True)
with open(path, "a", encoding="utf-8") as f:
f.write(dt.now().strftime("%Y-%m-%d %H:%M:%S.%f")[:-3] + " " + line + "\n")
except Exception as ex:
try:
self.logger.debug("LOOP_PROF 파일 기록 실패: %s", ex)
except Exception:
pass
def _cb_prof_start(self, code: str) -> Optional[Dict[str, Any]]:
"""check_buy 내부 단계 계측 시작 — LOOP_PROFILE_ENABLED 일 때만."""
if not self._loop_profile_on():
return None
now = time.perf_counter()
return {
"code": str(code or ""),
"t0": now,
"_last": now,
"stages": {},
}
def _cb_prof_mark(self, ctx: Optional[Dict[str, Any]], stage: str) -> None:
if not ctx:
return
now = time.perf_counter()
last = float(ctx.get("_last") or ctx.get("t0") or now)
st = ctx.setdefault("stages", {})
st[stage] = float(st.get(stage, 0) or 0) + (now - last) * 1000.0
ctx["_last"] = now
def _cb_prof_finish(self, ctx: Optional[Dict[str, Any]], *, note: str = "") -> None:
"""check_buy 끝 — 느린 건 CHECK_BUY_PROF 로그 + 최근 결과 보관."""
if not ctx:
return
now = time.perf_counter()
total = (now - float(ctx.get("t0") or now)) * 1000.0
stages = ctx.setdefault("stages", {})
# 마지막 mark ~ finish (탈락 logger / 어댑터 등)
try:
last = float(ctx.get("_last") or ctx.get("t0") or now)
after_ms = (now - last) * 1000.0
if after_ms >= 0.05:
stages["after"] = float(stages.get("after", 0) or 0) + after_ms
except Exception:
pass
ctx["total_ms"] = total
self._last_cb_prof = ctx
try:
min_ms = float(get_env_int("CHECK_BUY_PROF_MIN_MS", 500) or 500)
except Exception:
min_ms = 500.0
if total < min_ms:
return
# 큰 단계 순
ordered = sorted(
((k, float(v or 0)) for k, v in stages.items()),
key=lambda x: -x[1],
)
parts = [
f"[CHECK_BUY_PROF] {self.strategy_id}",
f"code={ctx.get('code')}",
f"total={total:.1f}",
]
if note:
parts.append(f"note={note}")
for k, v in ordered[:12]:
parts.append(f"{k}={v:.1f}")
line = " ".join(parts)
try:
self.logger.info("%s", line)
except Exception:
pass
path = str(get_env_from_db("LOOP_PROFILE_LOG_PATH", "logs/loop_profile.log") or "").strip()
if not path:
return
try:
import os
if not os.path.isabs(path):
root = os.path.abspath(os.path.join(os.path.dirname(__file__), "..", ".."))
path = os.path.join(root, path)
os.makedirs(os.path.dirname(path) or ".", exist_ok=True)
with open(path, "a", encoding="utf-8") as f:
f.write(dt.now().strftime("%Y-%m-%d %H:%M:%S.%f")[:-3] + " " + line + "\n")
except Exception:
pass
def _run_sell_section(self) -> Dict[str, float]:
"""매도 구간 — check_sell_signals 만 (place 는 OrderWorker)."""
out = {
"sell_chk_ms": 0.0,
"enqueue_sell_ms": 0.0,
}
t0 = time.perf_counter()
try:
sell_signals = self.check_sell_signals() or []
except Exception as ex:
self.logger.debug("매도체크 예외: %s", ex)
sell_signals = []
out["sell_chk_ms"] = (time.perf_counter() - t0) * 1000.0
t1 = time.perf_counter()
for sig in sell_signals:
sc = str(sig.get("code") or "").strip()
if not sc:
continue
self._enqueue_sell(sig, source="scan")
out["enqueue_sell_ms"] = (time.perf_counter() - t1) * 1000.0
return out
def _ws_last_quote(self, code: str) -> Optional[dict]:
"""실매 매수 현재가. 생략=2초 체인(메인 실패→2차→3차). REST 없음."""
ws = self.ws
getp = getattr(ws, "get_price", None)
if not callable(getp):
return None
try:
return getp(code)
except TypeError:
try:
return getp(code, max_age_sec=0)
except Exception:
return None
except Exception:
return None
def _scan_log(
self,
level: str,
code: Optional[str],
msg: str,
*args: Any,
**kwargs: Any,
) -> None:
"""🔍 스캔/탈락 로그 — FeedPrefixLoggerAdapter 가 T/O/R 접두 부착."""
extra = dict(kwargs.pop("extra", None) or {})
c = str(code or "").strip()
if c:
extra["scan_code"] = c
getattr(self.logger, level)(msg, *args, extra=extra, **kwargs)
def _resolve_sell_price(self, code: str, *, is_eod: bool, buy_price: float) -> float:
"""실매 매도 현재가 — 마지막 WS를 TTL로 버리지 않음. EOD는 매수가 폴백."""
from kis_trader.engine.live_sell_price import resolve_live_sell_price
inquire = getattr(self.client, "inquire_price", None)
px, _src = resolve_live_sell_price(
self.ws,
inquire,
code,
is_eod=bool(is_eod),
fallback_price=float(buy_price or 0.0),
logger=self.logger,
)
return float(px or 0.0)
# ------------------------------------------------------------------
# 스캔 루프 sleep (env 핫리로드 — 재시작 없이 반영)
# ------------------------------------------------------------------
# REST 유량과는 별개의 "스캔 회전율" 조절. WS 따라가기 속도를 결정한다.
# 전략별 클래스 기본값(loop_min_sleep 등)을 폴백으로 두고, env 가 있으면 우선.
def _scan_sleep(self, kind: str) -> float:
"""kind: 'loop'(루프끝) | 'reject'(탈락) | 'buy_ok'(매수성공) | 'buy_fail'(주문실패)."""
from ..utils.env import get_env_float
if kind == "loop":
lo = get_env_float("STRATEGY_LOOP_SLEEP_MIN", self.loop_min_sleep)
hi = get_env_float("STRATEGY_LOOP_SLEEP_MAX", self.loop_max_sleep)
elif kind == "reject":
lo = get_env_float("SCAN_REJECT_SLEEP_MIN", 0.2)
hi = get_env_float("SCAN_REJECT_SLEEP_MAX", 0.5)
elif kind == "buy_ok":
lo = get_env_float("SCAN_BUY_OK_SLEEP_MIN", 1.0)
hi = get_env_float("SCAN_BUY_OK_SLEEP_MAX", 2.0)
else: # buy_fail
lo = get_env_float("SCAN_BUY_FAIL_SLEEP_MIN", 0.3)
hi = get_env_float("SCAN_BUY_FAIL_SLEEP_MAX", 0.8)
lo = max(0.0, lo)
hi = max(lo, hi)
return random.uniform(lo, hi)
# ------------------------------------------------------------------
# 하락매수(dip) 종목 제외 — 대형주에 떨어지는 칼날 잡기 방지
# ------------------------------------------------------------------
def is_dip_buy_excluded(self, code: str) -> bool:
"""
하락매수 계열(UPDOW·SHORT) 이 매수하면 안 되는 종목인지 판정.
- ``DIP_BUY_EXCLUDE_CODES`` : 콤마구분 종목코드 화이트리스트 제외 (기본 빈 값 → 무효)
예) 삼성전자·하이닉스 등 대형 주도주는 하락매수가 아니라 추세추종 대상.
기본값이 비어 있으면 기존 동작과 100% 동일 (필터 OFF).
"""
raw = str(get_env_from_db("DIP_BUY_EXCLUDE_CODES", "") or "").strip()
if not raw:
return False
code = str(code or "").strip()
excluded = {c.strip() for c in raw.split(",") if c.strip()}
return code in excluded
def run(self) -> None:
"""threading.Thread.run() 오버라이드 — 전략 메인 루프."""
self._running = True
self.logger.info("🚀 전략 쓰레드 시작 [%s]", self.strategy_id)
self._register_tick_sell_listener()
try:
self._run_loop()
except Exception as e:
self.logger.exception("전략 루프 예외: %s", e)
finally:
self._unregister_tick_sell_listener()
self.logger.info("⏹ 전략 쓰레드 종료 [%s]", self.strategy_id)
# ------------------------------------------------------------------
# 메인 루프
# ------------------------------------------------------------------
def _run_loop(self) -> None:
last_date = dt.now().strftime("%Y-%m-%d")
last_closed_log = 0.0
while self._running:
try:
prof = self._loop_profile_on()
self._loop_prof_i = int(getattr(self, "_loop_prof_i", 0) or 0) + 1
do_prof = bool(
prof
and (self._loop_prof_i % self._loop_profile_every_n() == 0)
)
row: Dict[str, Any] = {}
t_loop0 = time.perf_counter() if do_prof else 0.0
miss0 = int(getattr(self, "_order_enqueue_skip", 0) or 0)
self._loop_iter_start = time.time()
self._set_loop_phase("start")
now = dt.now()
today = now.strftime("%Y-%m-%d")
# 날짜 변경 처리 (당일 매매불가 리셋 등)
if today != last_date:
last_date = today
self.untradable_skip.clear()
self.on_new_day()
# 장 시간 체크 (서브클래스 오버라이드 가능)
if not self.check_market_status():
# 장외 heartbeat: 봇 기동 직후 1회 + 이후 1시간마다 1회.
# (봇 살아있음·보유·유니버스 상태만 확인용 — 잦은 로그 노이즈 제거)
interval = get_env_int("OFF_HOURS_LOG_INTERVAL_SEC", 3600)
if time.time() - last_closed_log >= interval:
try:
universe = self._load_candidates()
except Exception:
universe = []
self.logger.info(
"🌙 [장외] holdings=%d universe=%d recently_sold=%d",
len(self.holdings), len(universe), len(self.recently_sold),
)
last_closed_log = time.time()
time.sleep(30)
continue
# 설정 리로드 (DB env_config 실시간 반영)
t0 = time.perf_counter() if do_prof else 0.0
# 세밀 계측 카운터 리셋 (당일거래 공유캐시는 루프마다 비우지 않음)
self._prof_trd_hit = 0
self._prof_trd_miss = 0
self._prof_trd_db_ms = 0.0
self._prof_sync_db_ms = 0.0
self._prof_sync_merge_ms = 0.0
self._prof_sync_skipped = 0
self._prof_cand_load_ms = 0.0
self._prof_cand_note_ms = 0.0
self._prof_cand_mgr_ms = 0.0
self._prof_cand_post_ms = 0.0
self._prof_cand_slot_ms = 0.0
self._prof_cand_src = "-"
self._prof_cand_n = 0
self._prof_slot_et_ms = 0.0
self._prof_slot_get_ms = 0.0
self._prof_slot_ok = 0
self._prof_slot_miss = 0
self._prof_slot_cache_hit = 0
self._prof_slot_cache_miss = 0
self._prof_guard_acc = {}
self.reload_config()
self._set_loop_phase("reload")
if do_prof:
row["reload_ms"] = (time.perf_counter() - t0) * 1000.0
# 보유 = 이벤트 RAM + 안전망 DB sync(기본 60초). 매수/매도 체결은 RAM 즉시 갱신.
t0 = time.perf_counter() if do_prof else 0.0
self._sync_holdings_from_db()
self._set_loop_phase("sync_hold")
if do_prof:
row["sync_hold_ms"] = (time.perf_counter() - t0) * 1000.0
row["sync_db_ms"] = float(self._prof_sync_db_ms)
row["sync_merge_ms"] = float(self._prof_sync_merge_ms)
row["sync_skip"] = int(getattr(self, "_prof_sync_skipped", 0) or 0)
# 전략 ON/OFF 핫게이트 — WS 구독 해제 없음. 보유 청산만 유지.
if not self._strategy_switch_enabled():
if self.holdings:
self._run_sell_section()
self._set_loop_phase("switch_off_sleep")
time.sleep(self._scan_sleep("loop"))
continue
# 일일익절 B안 — 매수루프 비어도 hit 후 보유 리스크 정리
t0 = time.perf_counter() if do_prof else 0.0
guard = getattr(self, "daily_profit_halt", None)
if guard is not None:
try:
guard.maybe_trim_open_risk(self.strategy_id)
except Exception as ex:
self.logger.debug("일일익절 리스크버짓 예외: %s", ex)
self._set_loop_phase("halt")
if do_prof:
row["halt_ms"] = (time.perf_counter() - t0) * 1000.0
# ── [1] 매도 먼저 ────────────────────────────────
sell_timings = self._run_sell_section()
self._set_loop_phase("sell_done")
if do_prof:
row.update(sell_timings)
# ── [2] 후보 구독 동기화 (공유 WS) ────────────────
t0 = time.perf_counter() if do_prof else 0.0
t_c0 = time.perf_counter()
candidates = self._load_candidates()
self._prof_cand_load_ms = (time.perf_counter() - t_c0) * 1000.0
self._set_loop_phase("candidates")
# 중분 편입 시가 애매 가드용 — 후보 ENTER 시각(초) 기록
t_n0 = time.perf_counter()
self._note_candidate_enters(candidates)
self._prof_cand_note_ms = (time.perf_counter() - t_n0) * 1000.0
if do_prof:
row["cand_ms"] = (time.perf_counter() - t0) * 1000.0
row["cand_load_ms"] = float(self._prof_cand_load_ms)
row["cand_mgr_ms"] = float(getattr(self, "_prof_cand_mgr_ms", 0) or 0)
row["cand_post_ms"] = float(getattr(self, "_prof_cand_post_ms", 0) or 0)
row["cand_slot_ms"] = float(getattr(self, "_prof_cand_slot_ms", 0) or 0)
row["cand_note_ms"] = float(self._prof_cand_note_ms)
row["cand_src"] = str(getattr(self, "_prof_cand_src", "-") or "-")
row["cand_n"] = int(getattr(self, "_prof_cand_n", 0) or 0)
cand_codes = [c.get("code") for c in candidates if c.get("code")]
hold_codes = list(self.holdings.keys())
# WS_SUBSCRIBE_KIS_MINIMAL: 후보=키움, 한투=보유만, 영구KR=LS (sync_targets_split)
# US_MOMENTUM 등은 _sync_ws_for_loop 오버라이드로 해외 WS 만 사용
t0 = time.perf_counter() if do_prof else 0.0
self._sync_ws_for_loop(cand_codes, hold_codes)
self._set_loop_phase("ws_sync")
if do_prof:
row["ws_sync_ms"] = (time.perf_counter() - t0) * 1000.0
# ── [2b] 미체결 지정가 만료 취소 ───────────────────
t0 = time.perf_counter() if do_prof else 0.0
self.manage_pending_orders()
self._set_loop_phase("scan")
if do_prof:
row["pending_ms"] = (time.perf_counter() - t0) * 1000.0
# ── [3] 매수 체크 (매수 종료 TIME_END 와 매도 세션 분리) ──
max_stocks = self._max_stocks()
active_cnt = len(self.holdings)
self._loop_prof_scan = None
t0 = time.perf_counter() if do_prof else 0.0
if candidates and active_cnt < max_stocks and self.check_buy_allowed():
self._scan_and_buy(candidates, max_stocks, active_cnt)
else:
self._log_buy_section_gate(candidates, active_cnt, max_stocks)
if do_prof:
row["scan_ms"] = (time.perf_counter() - t0) * 1000.0
sc = getattr(self, "_loop_prof_scan", None) or {}
row["buy_n"] = int(sc.get("buy_n", 0) or 0)
row["buy_sum_ms"] = float(sc.get("buy_sum_ms", 0) or 0)
row["buy_max_ms"] = float(sc.get("buy_max_ms", 0) or 0)
row["buy_max_code"] = sc.get("buy_max_code") or ""
row["gap_skip"] = int(sc.get("gap_skip", 0) or 0)
# scan 중 check_buy 밖(이름해석·필터·sleep 등)
row["scan_other_ms"] = max(
0.0,
float(row["scan_ms"]) - float(row["buy_sum_ms"]),
)
row["scan_name_ms"] = float(sc.get("scan_name_ms", 0) or 0)
row["scan_pre_ms"] = float(sc.get("scan_pre_ms", 0) or 0)
row["pre_filt_ms"] = float(sc.get("pre_filt_ms", 0) or 0)
row["pre_guard_ms"] = float(sc.get("pre_guard_ms", 0) or 0)
row["pre_cd_ms"] = float(sc.get("pre_cd_ms", 0) or 0)
row["pre_gap_ms"] = float(sc.get("pre_gap_ms", 0) or 0)
row["sleep_rej_ms"] = float(sc.get("sleep_rej_ms", 0) or 0)
row["sleep_ok_ms"] = float(sc.get("sleep_ok_ms", 0) or 0)
row["sleep_fail_ms"] = float(sc.get("sleep_fail_ms", 0) or 0)
row["guard_env_ms"] = float(sc.get("guard_env_ms", 0) or 0)
row["guard_daily_ms"] = float(sc.get("guard_daily_ms", 0) or 0)
row["guard_trades_db_ms"] = float(sc.get("guard_trades_db_ms", 0) or 0)
row["guard_trades_n"] = int(sc.get("guard_trades_n", 0) or 0)
row["guard_budget_ms"] = float(sc.get("guard_budget_ms", 0) or 0)
row["slot_et_ms"] = float(getattr(self, "_prof_slot_et_ms", 0) or 0)
row["slot_get_ms"] = float(getattr(self, "_prof_slot_get_ms", 0) or 0)
row["slot_ok"] = int(getattr(self, "_prof_slot_ok", 0) or 0)
row["slot_miss"] = int(getattr(self, "_prof_slot_miss", 0) or 0)
row["slot_cache_hit"] = int(getattr(self, "_prof_slot_cache_hit", 0) or 0)
row["slot_cache_miss"] = int(getattr(self, "_prof_slot_cache_miss", 0) or 0)
row["guard_trades_hit"] = int(sc.get("guard_trades_hit", 0) or 0)
row["trd_hit"] = int(self._prof_trd_hit)
row["trd_miss"] = int(self._prof_trd_miss)
row["trd_db_ms"] = float(self._prof_trd_db_ms)
# 고점·세션저점 등 런타임 오버레이 저장 (다음 루프 DB sync 시 max merge)
t0 = time.perf_counter() if do_prof else 0.0
self._capture_runtime_overlay()
if do_prof:
row["overlay_ms"] = (time.perf_counter() - t0) * 1000.0
t0 = time.perf_counter() if do_prof else 0.0
time.sleep(self._scan_sleep("loop"))
if do_prof:
row["sleep_ms"] = (time.perf_counter() - t0) * 1000.0
row["total_ms"] = (time.perf_counter() - t_loop0) * 1000.0
row["order_enqueue_skip"] = int(
getattr(self, "_order_enqueue_skip", 0) or 0
) - miss0
# 숙제 합( sleep 제외 ) — total 과 비교해 미계측 구간 파악
part_keys = (
"reload_ms", "sync_hold_ms", "halt_ms",
"sell_chk_ms", "enqueue_sell_ms",
"cand_ms", "ws_sync_ms", "pending_ms",
"scan_ms", "overlay_ms",
)
row["sum_parts_ms"] = sum(float(row.get(k, 0) or 0) for k in part_keys)
self._loop_profile_emit(row)
except KeyboardInterrupt:
self._running = False
break
except Exception as e:
self.logger.error("루프 예외: %s", e)
time.sleep(5)
def _sync_ws_for_loop(self, cand_codes: List[str], hold_codes: List[str]) -> None:
"""후보·보유 WS 구독 동기화 — reconcile 은 WSManager 백그라운드 워커."""
ls_feed = str(getattr(self, "universe_source", "") or "") == "ls_condition"
self.ws.sync_targets_split(
self.strategy_id, cand_codes, hold_codes, ls_feed=ls_feed,
)
def manage_pending_orders(self) -> None:
"""미체결 ATR 지정가 만료 시 취소 — 서브클래스에서 구현."""
return None
def on_limit_buy_submitted(self, signal: Dict, result) -> None:
"""지정가 접수 성공 — 체결 전까지 holdings 미반영 (서브클래스)."""
return None
def _resolve_buy_qty_live(
self,
curr_price: float,
*,
invest_cap: Optional[float] = None,
hard_cap: int = 0,
max_stocks: Optional[int] = None,
) -> Tuple[int, Optional[str]]:
"""포트폴리오 정합 ON → ``resolve_live_buy_qty``, OFF → ``invest_qty_for_price``."""
from ..utils.position_sizing import invest_qty_for_price
cap = float(
invest_cap if invest_cap is not None
else getattr(self, "slot_money", 0) or get_env_int("SLOT_MONEY_DEFAULT", 3_000_000)
)
if hard_cap > 0 and cap > hard_cap:
cap = float(hard_cap)
if self._live_portfolio_budget_enabled():
qty, _, rej = self._resolve_live_buy_qty(
curr_price, invest_cap=cap, max_stocks=max_stocks,
)
return qty, rej
qty = invest_qty_for_price(curr_price, cap)
if qty < 1:
return 0, "수량0"
return qty, None
def _live_portfolio_budget_enabled(self) -> bool:
from ..utils.live_portfolio_common import live_portfolio_budget_align_enabled
return live_portfolio_budget_align_enabled(self.strategy_id)
def _portfolio_exposure_krw(self) -> float:
from ..backtest.backtest_portfolio_common import portfolio_exposure_krw
return portfolio_exposure_krw(self.holdings)
def _live_total_budget_krw(self, max_stocks: Optional[int] = None) -> float:
from ..utils.live_portfolio_common import resolve_live_total_budget_krw
ms = max_stocks if max_stocks is not None else self._max_stocks()
slot = float(getattr(self, "slot_money", 0) or get_env_int("SLOT_MONEY_DEFAULT", 3_000_000))
return resolve_live_total_budget_krw(self.strategy_id, ms, slot)
def _live_portfolio_budget_full(self, max_stocks: Optional[int] = None) -> bool:
from ..utils.live_portfolio_common import live_portfolio_budget_full
if not self._live_portfolio_budget_enabled():
return False
ms = max_stocks if max_stocks is not None else self._max_stocks()
slot = float(getattr(self, "slot_money", 0) or get_env_int("SLOT_MONEY_DEFAULT", 3_000_000))
return live_portfolio_budget_full(self.holdings, self.strategy_id, slot, ms)
def _live_portfolio_entry_guard(self, code: str, max_stocks: Optional[int] = None) -> Optional[str]:
from ..utils.live_portfolio_common import live_portfolio_entry_reject
if not self._live_portfolio_budget_enabled():
return None
ms = max_stocks if max_stocks is not None else self._max_stocks()
slot = float(getattr(self, "slot_money", 0) or get_env_int("SLOT_MONEY_DEFAULT", 3_000_000))
prof = None
if self._loop_profile_on():
prof = getattr(self, "_prof_guard_acc", None)
if prof is None:
prof = {}
self._prof_guard_acc = prof
return live_portfolio_entry_reject(
self.db, self.holdings, self.strategy_id, code, slot, ms,
prof=prof,
)
def _resolve_live_buy_qty(
self,
curr_price: float,
*,
invest_cap: Optional[float] = None,
max_stocks: Optional[int] = None,
) -> Tuple[int, float, Optional[str]]:
from ..utils.live_portfolio_common import resolve_live_buy_qty
ms = max_stocks if max_stocks is not None else self._max_stocks()
slot = float(getattr(self, "slot_money", 0) or get_env_int("SLOT_MONEY_DEFAULT", 3_000_000))
return resolve_live_buy_qty(
curr_price,
self.holdings,
self.strategy_id,
slot,
max_stocks=ms,
invest_cap=invest_cap,
)
def _loop_diag_enabled(self) -> bool:
try:
return bool(get_env_bool("STRATEGY_LOOP_DIAG_ENABLED", True))
except Exception:
return True
def _loop_stall_sec(self) -> float:
try:
return max(0.0, float(get_env_float("STRATEGY_LOOP_STALL_SEC", 30.0) or 0.0))
except Exception:
return 30.0
def _set_loop_phase(self, phase: str) -> None:
self._loop_phase = str(phase or "")
if self._loop_diag_enabled():
self._maybe_log_loop_stall()
def _maybe_log_loop_stall(self) -> None:
start = float(getattr(self, "_loop_iter_start", 0) or 0)
if start <= 0:
return
elapsed = time.time() - start
stall = self._loop_stall_sec()
if stall <= 0 or elapsed < stall:
return
now_m = time.time()
last = float(getattr(self, "_loop_stall_log_ts", 0) or 0)
if now_m - last < 60.0:
return
self._loop_stall_log_ts = now_m
self.logger.warning(
"⚠️ [루프 지연] %s phase=%s elapsed=%.0fs holdings=%d order_enqueue_skip=%d",
self.strategy_id,
getattr(self, "_loop_phase", "?"),
elapsed,
len(self.holdings),
int(getattr(self, "_order_enqueue_skip", 0) or 0),
)
def _log_buy_section_gate(
self,
candidates: List[Dict],
active_cnt: int,
max_stocks: int,
) -> None:
"""매수체크 미진입 사유 — 60초 rate limit (후보0·만석·매수허용OFF)."""
if not self._loop_diag_enabled():
return
now_m = time.time()
last = float(getattr(self, "_last_buy_gate_log_ts", 0) or 0)
first_iter = int(getattr(self, "_loop_prof_i", 0) or 0) <= 1
if not first_iter and now_m - last < 60.0:
return
self._last_buy_gate_log_ts = now_m
if active_cnt >= max_stocks:
self.logger.info(
"🔍 [매수체크 스킵] 보유만석 %d/%d codes=%s",
active_cnt,
max_stocks,
",".join(list(self.holdings.keys())[:12]),
)
return
if not candidates:
detail = f"src={self.universe_source}"
if self.universe_source == "kiwoom_condition":
mgr = self.kiwoom_condition_mgr
if mgr is None:
detail += " kiwoom_condition_mgr=None(핸들갱신 필요)"
elif not self._is_strategy_registered(mgr):
detail += " 키움매니저미등록"
else:
try:
univ_n = len(mgr.get_universe_for(self.strategy_id) or [])
detail += f" universe={univ_n}"
except Exception:
pass
self.logger.info("🔍 [매수체크 스킵] 후보0 %s", detail)
return
if not self.check_buy_allowed():
self.logger.info(
"🔍 [매수체크 스킵] 매수허용=False "
"(장외·TIME_END·EOD·LS복구게이트·PANIC)"
)
def _scan_and_buy(self, candidates: List[Dict], max_stocks: int, active_cnt: int) -> None:
if self._live_portfolio_budget_full(max_stocks):
now_ts = time.time()
last = getattr(self, "_live_budget_full_log_ts", 0.0)
if now_ts - last >= 300:
self._live_budget_full_log_ts = now_ts
self.logger.info(
"🔍 [탈락-총한도] %s exposure=%.0f >= budget=%.0f (보유 %d/%d)",
self.strategy_id,
self._portfolio_exposure_krw(),
self._live_total_budget_krw(max_stocks),
active_cnt, max_stocks,
)
return
# ── 시장 급락 서킷브레이커 가드 ────────────────────────────────
# MarketGuard 가 PANIC 모드면 신규 매수 전면 차단.
# 매도는 평소처럼 동작 (포지션 정리·손실 확대 방지).
if self.market_guard is not None and self.market_guard.is_panic():
now_ts = time.time()
if now_ts - self._panic_log_ts >= 60: # 분당 1회만 로그
self._panic_log_ts = now_ts
self.logger.warning(
"⛔ [매수차단] MarketGuard PANIC: %s (보유 %d, 후보 %d)",
self.market_guard.panic_reason(), active_cnt, len(candidates),
)
return
guard = getattr(self, "daily_profit_halt", None)
if guard is not None:
try:
allowed, halt_msg = guard.buy_allowed(self.strategy_id)
if not allowed:
now_ts = time.time()
log_key = f"profit_halt_{self.strategy_id}"
if now_ts - getattr(self, "_profit_halt_log_ts", 0.0) >= 60.0:
self._profit_halt_log_ts = now_ts
self.logger.info(
"⛔ [매수차단] %s (보유 %d, 후보 %d)",
halt_msg or "일일익절", active_cnt, len(candidates),
)
return
except Exception as ex:
self.logger.debug("일일익절 가드 예외(매수 계속): %s", ex)
_codes = [
str(c.get("code") or c.get("stk_cd") or "").strip()
for c in (candidates or [])
]
_codes = [c for c in _codes if c]
if _codes and str(getattr(self, "strategy_id", "")).upper().startswith("US_"):
self.logger.info(
"🔍 [매수체크] 후보 %d (보유 %d/%d) codes=%s",
len(candidates), active_cnt, max_stocks,
",".join(_codes[:12]),
)
else:
self.logger.info(
"🔍 [매수체크] 후보 %d (보유 %d/%d)",
len(candidates), active_cnt, max_stocks,
)
prof_scan = self._loop_profile_on()
buy_n = 0
buy_sum = 0.0
buy_max = 0.0
buy_max_code = ""
gap_skip = 0
scan_name_ms = 0.0
scan_pre_ms = 0.0
pre_filt_ms = 0.0
pre_guard_ms = 0.0
pre_cd_ms = 0.0
pre_gap_ms = 0.0
sleep_rej_ms = 0.0
sleep_ok_ms = 0.0
sleep_fail_ms = 0.0
if prof_scan:
self._prof_guard_acc = {}
def _snap_scan():
g = getattr(self, "_prof_guard_acc", None) or {}
return {
"buy_n": buy_n,
"buy_sum_ms": buy_sum,
"buy_max_ms": buy_max,
"buy_max_code": buy_max_code,
"gap_skip": gap_skip,
"scan_name_ms": scan_name_ms,
"scan_pre_ms": scan_pre_ms,
"pre_filt_ms": pre_filt_ms,
"pre_guard_ms": pre_guard_ms,
"pre_cd_ms": pre_cd_ms,
"pre_gap_ms": pre_gap_ms,
"sleep_rej_ms": sleep_rej_ms,
"sleep_ok_ms": sleep_ok_ms,
"sleep_fail_ms": sleep_fail_ms,
"guard_env_ms": float(g.get("guard_env_ms", 0) or 0),
"guard_daily_ms": float(g.get("guard_daily_ms", 0) or 0),
"guard_trades_db_ms": float(g.get("guard_trades_db_ms", 0) or 0),
"guard_trades_n": int(g.get("guard_trades_n", 0) or 0),
"guard_trades_hit": int(g.get("guard_trades_hit", 0) or 0),
"guard_budget_ms": float(g.get("guard_budget_ms", 0) or 0),
}
for c in candidates:
if not self._running:
if prof_scan:
self._loop_prof_scan = _snap_scan()
return
t_pre0 = time.perf_counter() if prof_scan else 0.0
code = c.get("code") or c.get("stk_cd", "")
# 매수체크 핫패스: DB 이름조회 금지(느림·불필요).
# 한글명은 주문/알림 시 OrderManager._resolve_order_display_name 만.
name = c.get("name") or c.get("stk_nm") or code
if not str(name or "").strip():
name = code
if prof_scan:
scan_name_ms += (time.perf_counter() - t_pre0) * 1000.0
t_pre0 = time.perf_counter()
if not code or code in self.holdings:
if prof_scan:
dt = (time.perf_counter() - t_pre0) * 1000.0
scan_pre_ms += dt
pre_filt_ms += dt
continue
if code in self.untradable_skip:
if prof_scan:
dt = (time.perf_counter() - t_pre0) * 1000.0
scan_pre_ms += dt
pre_filt_ms += dt
continue
if not self._candidate_filter(c):
if prof_scan:
dt = (time.perf_counter() - t_pre0) * 1000.0
scan_pre_ms += dt
pre_filt_ms += dt
continue
if prof_scan:
dt = (time.perf_counter() - t_pre0) * 1000.0
scan_pre_ms += dt
pre_filt_ms += dt
t_pre0 = time.perf_counter()
guard = self._live_portfolio_entry_guard(code, max_stocks)
if guard:
self._scan_log("info", code, "🔍 [%s] %s(%s)", guard, name, code)
if prof_scan:
dt = (time.perf_counter() - t_pre0) * 1000.0
scan_pre_ms += dt
pre_guard_ms += dt
continue
if prof_scan:
dt = (time.perf_counter() - t_pre0) * 1000.0
scan_pre_ms += dt
pre_guard_ms += dt
t_pre0 = time.perf_counter()
# 재진입 쿨다운
cooldown_sec = self._reentry_cooldown_sec()
elapsed = time.time() - self.recently_sold.get(code, 0)
if elapsed < cooldown_sec:
if prof_scan:
dt = (time.perf_counter() - t_pre0) * 1000.0
scan_pre_ms += dt
pre_cd_ms += dt
continue
if prof_scan:
dt = (time.perf_counter() - t_pre0) * 1000.0
scan_pre_ms += dt
pre_cd_ms += dt
t_pre0 = time.perf_counter()
# 갭보정 미완료 → 불완전한 봉으로 매수 판단 금지
# 갭보정 완료 후 자동으로 다음 루프에서 check_buy 진입
if hasattr(self.ws, "is_gap_ready") and not self.ws.is_gap_ready(code):
gap_skip += 1
if prof_scan:
dt = (time.perf_counter() - t_pre0) * 1000.0
scan_pre_ms += dt
pre_gap_ms += dt
continue
if prof_scan:
dt = (time.perf_counter() - t_pre0) * 1000.0
scan_pre_ms += dt
pre_gap_ms += dt
t_buy0 = time.perf_counter() if prof_scan else 0.0
signal = self.check_buy(code, name)
if prof_scan:
dt_ms = (time.perf_counter() - t_buy0) * 1000.0
buy_n += 1
buy_sum += dt_ms
if dt_ms >= buy_max:
buy_max = dt_ms
buy_max_code = str(code)
if not signal:
if prof_scan:
t_sl = time.perf_counter()
time.sleep(self._scan_sleep("reject"))
if prof_scan:
sleep_rej_ms += (time.perf_counter() - t_sl) * 1000.0
continue
if self._enqueue_buy(signal, source="scan"):
if prof_scan:
t_sl = time.perf_counter()
time.sleep(self._scan_sleep("buy_ok"))
if prof_scan:
sleep_ok_ms += (time.perf_counter() - t_sl) * 1000.0
self._loop_prof_scan = _snap_scan()
return # 1루프당 1매수 intent (포지션 과집중 방지)
if prof_scan:
t_sl = time.perf_counter()
time.sleep(self._scan_sleep("buy_fail"))
if prof_scan:
sleep_fail_ms += (time.perf_counter() - t_sl) * 1000.0
if prof_scan:
self._loop_prof_scan = _snap_scan()
def _note_candidate_enters(self, candidates: List[Dict]) -> None:
"""후보 집합 변화 → ENTER/EXIT 시각 갱신 (중분 시가 애매 가드)."""
from datetime import datetime
now = datetime.now()
codes = set()
for c in candidates or []:
code = str(c.get("code") or c.get("stk_cd") or "").strip()
if code:
codes.add(code)
if not hasattr(self, "_cand_enter_dt") or self._cand_enter_dt is None:
self._cand_enter_dt = {}
for gone in list(self._cand_enter_dt.keys()):
if gone not in codes:
self._cand_enter_dt.pop(gone, None)
for code in codes:
if code not in self._cand_enter_dt:
self._cand_enter_dt[code] = now
def _defer_mid_enroll_entry(
self,
code: str,
entry_bar_key: Any,
tf_min: int = 1,
params: Optional[Dict] = None,
) -> Optional[str]:
"""중분 편입 + 같은 진입봉이면 사유 문자열, 아니면 None."""
from kis_trader.engine.mid_enroll_entry_gate import gate_reason_mid_enroll
enroll = None
if hasattr(self, "_cand_enter_dt"):
enroll = (self._cand_enter_dt or {}).get(str(code).strip())
return gate_reason_mid_enroll(
str(entry_bar_key or ""),
enroll,
tf_min=int(tf_min or 1),
params=params,
)
# ------------------------------------------------------------------
# OrderManager 호출 래퍼
# ------------------------------------------------------------------
def _submit_buy(self, signal: Dict):
from ..execution.order_manager import OrderRequest
import json
code = signal["code"]
feats = signal.get("entry_features") or {}
if "_env_snapshot" not in feats:
snap = {}
try:
ob = self.ws.get_orderbook(code)
if ob:
snap = ob.copy()
except Exception:
pass
if snap:
# 불필요한 큰 필드 제거 (메모리/DB 최적화)
snap.pop("raw", None)
feats["_env_snapshot"] = json.dumps(snap, ensure_ascii=False)
else:
feats["_env_snapshot"] = "{}"
signal["entry_features"] = feats
req = OrderRequest(
strategy_id=self.strategy_id,
code=signal["code"],
name=signal.get("name", signal["code"]),
side="BUY",
qty=int(signal.get("qty", 0)),
price_ref=float(signal.get("price", 0)),
stop_price=float(signal.get("stop_price", 0)),
target_price=float(signal.get("target_price", 0)),
atr_entry=float(signal.get("atr_entry", 0)),
size_class=signal.get("size_class"),
entry_features=signal.get("entry_features"),
use_limit_buy=bool(signal.get("use_limit_buy")),
)
result = self.order_mgr.place(req)
if result.success and not signal.get("use_limit_buy"):
# 로컬 holdings 갱신 (DB 는 OrderManager 가 이미 upsert 함)
fp = float(result.filled_avg_price)
self.holdings[req.code] = {
"buy_price": fp,
"qty": result.filled_qty,
"stop_price": req.stop_price,
"target_price": req.target_price,
"max_price": float(signal.get("max_price", fp) or fp),
"session_low": float(signal.get("session_low", fp) or fp),
"atr_entry": req.atr_entry,
"buy_time": dt.now().strftime("%Y-%m-%d %H:%M:%S"),
"name": req.name,
"size_class": req.size_class or "",
}
self._capture_runtime_overlay()
try:
from ..utils.today_trades_cache import invalidate_today_trades_cache
invalidate_today_trades_cache()
except Exception:
pass
elif result.success and signal.get("use_limit_buy"):
self.on_limit_buy_submitted(signal, result)
else:
# 매매불가 종목은 당일 제외
if result.reason and "order_reject" in result.reason:
if any(k in (result.reason or "") for k in ("매매불가", "40070000")):
self.untradable_skip.add(req.code)
return result
def _submit_sell(self, signal: Dict):
from ..execution.order_manager import OrderRequest
req = OrderRequest(
strategy_id=self.strategy_id,
code=signal["code"],
name=signal.get("name", signal["code"]),
side="SELL",
qty=int(signal.get("qty", 0)),
price_ref=float(signal.get("current_price", signal.get("price", 0))),
reason=signal.get("reason", ""),
buy_price=float(signal.get("buy_price", 0)),
profit_pct=float(signal.get("profit_pct", 0)),
)
result = self.order_mgr.place(req)
if result.success:
self.recently_sold[req.code] = time.time()
self._drop_local_position(req.code)
elif result.reason == "broker_no_position":
if req.code in self.holdings:
self.logger.info(
"🧹 [유령정리] %s %s — 로컬 holdings 제거 (%s)",
req.name, req.code, result.reason,
)
self._drop_local_position(req.code)
return result
# ------------------------------------------------------------------
# 서브클래스 공통 헬퍼
# ------------------------------------------------------------------
def _session_time_bounds(self) -> Tuple[int, int]:
"""실매 **매도·EOD** 세션 (HHMM). ``{SID}_TIME_END``(매수 종료)와 별도.
종료 우선순위:
- SHORT: ``TAIL_TIME_START`` / ``TAIL_TIME_END``
- 그 외: ``{SID}_SELL_TIME_END`` → ``MARKET_SESSION_END_HM`` → 기본 **1530**
"""
sid = self.strategy_id.upper()
if sid == "SHORT":
from ..engine.tail_env_keys import tail_market_time_hm
return tail_market_time_hm()
start = get_env_int(f"{sid}_TIME_START", 0) or get_env_int("TIME_START", 0) or 900
sell_end = (
get_env_int(f"{sid}_SELL_TIME_END", 0)
or get_env_int("MARKET_SESSION_END_HM", 0)
or 1530
)
return start, sell_end
def _buy_time_bounds(self) -> Tuple[int, int]:
"""신규 **매수** 허용 구간 (HHMM). ``{SID}_TIME_END`` / ``TIME_END`` = 매수 종료만."""
sid = self.strategy_id.upper()
if sid == "SHORT":
return self._session_time_bounds()
start = get_env_int(f"{sid}_TIME_START", 0) or get_env_int("TIME_START", 0) or 900
buy_end = get_env_int(f"{sid}_TIME_END", 0) or get_env_int("TIME_END", 0)
if buy_end <= 0:
_, sell_end = self._session_time_bounds()
buy_end = sell_end
return start, buy_end
def check_market_status(self) -> bool:
"""매도·EOD 포함 실매 세션이 열려 있는지 (정규장 마감까지).
``{STRATEGY_ID}_TIME_END`` 는 **매수 종료** 전용 — 여기서는 사용하지 않는다.
``FORCE_MARKET_OPEN=true`` 면 모든 시간 통과 (백테스트/디버그용).
"""
if get_env_bool("FORCE_MARKET_OPEN", False):
return True
now = dt.now()
if now.weekday() >= 5: # 토/일
return False
hhmm_now = now.hour * 100 + now.minute
start, end = self._session_time_bounds()
return start <= hhmm_now <= end
def check_buy_allowed(self) -> bool:
"""신규 매수 허용 시간 — ``{SID}_TIME_END`` / ``TIME_END`` 기준 (매수 종료).
EOD(``{SID}_EOD_HM``) 시각 이후에는 신규매수 금지.
벽시계 비교라 익일 장중(EOD 전)에는 자동으로 다시 허용된다.
전략에 ``eod_enabled`` 가 없거나 false 면 EOD 매수차단 없음
(예: 해외모멘텀 기본 ``US_MOMENTUM_EOD_ENABLED=false``).
"""
if get_env_bool("FORCE_MARKET_OPEN", False):
return True
if not self.check_market_status():
return False
now = dt.now()
hhmm_now = now.hour * 100 + now.minute
start, buy_end = self._buy_time_bounds()
if not (start <= hhmm_now <= buy_end):
return False
# EOD 이후 신규매수 차단 — SCALP 15:25 청산 직후 재매수(003470) 재발 방지
# 해외모멘텀은 check_buy_allowed 오버라이드 + eod 기본 OFF → 국장 EOD에 안 걸림
if is_live_eod_now(
bool(getattr(self, "eod_enabled", False)),
str(getattr(self, "eod_hm", "15:20") or "15:20"),
now,
default_hm="15:20",
):
return False
# LS 복구 중 신규매수 게이트 (기본 OFF — LS_WS_BLOCK_BUY_WHILE_RECOVERING)
try:
from kis_trader.engine.ls_feed_gate import ls_feed_blocks_new_buy
if ls_feed_blocks_new_buy():
return False
except Exception:
pass
return True
def _max_stocks(self) -> int:
"""전략별 동시 보유 한도.
우선순위:
1. ``{STRATEGY_ID}_MAX_STOCKS`` (예: ``SCALP_MAX_STOCKS``)
2. ``MAX_STOCKS`` (글로벌, 미설정/구버전 호환)
3. 3 (최후 fallback)
"""
sid = self.strategy_id.upper()
if sid == "SHORT":
per_strategy = (
get_env_int("TAIL_MAX_STOCKS", 0)
or get_env_int("SHORT_MAX_STOCKS", 0)
)
else:
per_strategy = get_env_int(f"{sid}_MAX_STOCKS", 0)
if per_strategy > 0:
return per_strategy
return get_env_int("MAX_STOCKS", 3)
def _reentry_cooldown_sec(self) -> int:
sid = self.strategy_id.upper()
cd = get_env_int(f"{sid}_COOLDOWN_SEC", 0)
if cd > 0:
return cd
if sid == "SHORT":
tail_cd = get_env_int("TAIL_COOLDOWN_SEC", 0)
if tail_cd > 0:
return tail_cd
return get_env_int("REENTRY_COOLDOWN_SEC", 300)
# DB sync 시 holdings 에 합치지 않고 _runtime 만 유지하는 장중 오버레이 키
_RUNTIME_OVERLAY_KEYS: Tuple[str, ...] = (
"max_price", "session_low",
"updow_entry_bar_key", "box_low", "box_high",
)
def _load_holdings_from_db(self, *, log_restore: bool = False) -> None:
"""DB → holdings 강제 동기화 (지정가 체결·복원 등 이벤트 시)."""
self._sync_holdings_from_db(log_restore=log_restore, force=True)
def _drop_local_position(self, code: str) -> None:
"""매도·유령정리 후 메모리 보유·런타임 오버레이 제거."""
self.holdings.pop(code, None)
self._runtime.pop(code, None)
def _should_skip_holdings_db_sync(self, *, force: bool, log_restore: bool) -> bool:
"""하이브리드 안전망: 간격 미경과면 DB get_active_trades 생략.
HOLDINGS_DB_SYNC_INTERVAL_SEC=0 → 매 루프 sync(레거시).
force/log_restore → 항상 수행.
"""
if force or log_restore:
return False
try:
interval = max(0, int(get_env_int("HOLDINGS_DB_SYNC_INTERVAL_SEC", 60) or 0))
except Exception:
interval = 60
if interval <= 0:
return False
last = float(getattr(self, "_holdings_db_sync_ts", 0.0) or 0.0)
if last <= 0.0:
return False
if (time.time() - last) < float(interval):
self._prof_sync_db_ms = 0.0
self._prof_sync_merge_ms = 0.0
self._prof_sync_skipped = 1
return True
return False
def _merge_runtime_overlay(
self, code: str, avg_bp: float, db_max: float, db_sess_low: float,
) -> Tuple[float, float]:
"""DB 행 + _runtime → max_price/session_low (퇴행 방지)."""
rt = self._runtime.get(code) or {}
max_p = max(
avg_bp,
float(db_max or 0),
float(rt.get("max_price") or 0),
)
sess_candidates = [
v for v in (
avg_bp,
float(db_sess_low or 0),
float(rt.get("session_low") or 0),
) if v > 0
]
sess_low = min(sess_candidates) if sess_candidates else avg_bp
return max_p, sess_low
def _apply_runtime_extra_fields(self, code: str, holding: Dict[str, Any]) -> None:
"""UPDOW 등 전략 부가 필드를 _runtime → holdings 로 복원."""
rt = self._runtime.get(code) or {}
for k in self._RUNTIME_OVERLAY_KEYS:
if k in ("max_price", "session_low"):
continue
if k in rt and rt[k] is not None:
holding[k] = rt[k]
def _capture_runtime_overlay(self) -> None:
"""매도 판단 루프가 갱신한 고점·저점을 _runtime 에 저장."""
for code, h in self.holdings.items():
rt = self._runtime.setdefault(code, {})
mp = float(h.get("max_price") or 0)
if mp > float(rt.get("max_price") or 0):
rt["max_price"] = mp
sl = float(h.get("session_low") or 0)
if sl > 0:
prev = float(rt.get("session_low") or 0)
rt["session_low"] = sl if prev <= 0 else min(prev, sl)
for k in self._RUNTIME_OVERLAY_KEYS:
if k in ("max_price", "session_low"):
continue
if k in h and h[k] is not None:
rt[k] = h[k]
def _after_holdings_sync(self) -> None:
"""서브클래스 훅 — DB sync 직후 (UPDOW entry_bar_key 등)."""
return None
def _sync_holdings_from_db(self, *, log_restore: bool = False, force: bool = False) -> None:
"""DB active_trades → holdings. 하이브리드: 이벤트 RAM + 주기 안전망.
- 재시작(log_restore) / force / 지정가 체결(_load_holdings_from_db): 즉시 DB
- 루프: HOLDINGS_DB_SYNC_INTERVAL_SEC(기본 60)마다만 DB (공유 conn 락 완화)
- 시장가 매수·매도 성공 시 RAM은 이미 갱신 (_submit_buy / _drop_local_position)
- 장중 고점은 _runtime 과 merge. DB에 없는 종목은 holdings·_runtime 제거
- ETF/ETN/스팩 등 시세 불가 종목만 보유 루프에서 제외.
우선주는 매수 차단 대상이지만, 이미 산 경우 매도 가능하도록 유지.
"""
if self._should_skip_holdings_db_sync(force=force, log_restore=log_restore):
return
self._prof_sync_skipped = 0
try:
prefix = self.strategy_id.split("_")[0] if "_" in self.strategy_id else self.strategy_id
t_db0 = time.perf_counter()
rows = self.db.get_active_trades(strategy_prefix=prefix)
self._prof_sync_db_ms = (time.perf_counter() - t_db0) * 1000.0
t_m0 = time.perf_counter()
skipped_non_stock: list[str] = []
new_holdings: Dict[str, dict] = {}
for code, t in rows.items():
if t.get("strategy") and t["strategy"] != self.strategy_id:
continue
if get_env_bool("EXCLUDE_NON_STOCK", True):
name = (t.get("name") or "").strip()
# 우선주(is_non_stock)는 매도 정리 위해 holdings 유지.
# ETF/ETN/스팩만 자동 제외.
if _is_unmanageable_holding(name, code):
skipped_non_stock.append(f"{code}({name})")
continue
avg_bp = float(t.get("avg_buy_price", 0) or t.get("buy_price", 0) or 0)
qty = int(t.get("current_qty", 0) or t.get("qty", 0) or 0)
if qty <= 0 or avg_bp <= 0:
continue
db_max = float(t.get("max_price") or 0)
db_sess = float(t.get("session_low") or 0)
max_p, sess_low = self._merge_runtime_overlay(code, avg_bp, db_max, db_sess)
holding = {
"buy_price": avg_bp,
"qty": qty,
"stop_price": t.get("stop_price", 0),
"target_price": t.get("target_price", 0),
"max_price": max_p,
"session_low": sess_low,
"atr_entry": t.get("atr_at_entry", t.get("atr_entry", 0)),
"buy_time": t.get("buy_date", dt.now().strftime("%Y-%m-%d %H:%M:%S")),
"name": t.get("name", code),
"size_class": t.get("size_class", ""),
}
self._apply_runtime_extra_fields(code, holding)
new_holdings[code] = holding
db_codes = set(new_holdings.keys())
for code in list(self._runtime.keys()):
if code not in db_codes:
del self._runtime[code]
prev_codes = set(self.holdings.keys())
self.holdings.clear()
self.holdings.update(new_holdings)
self._after_holdings_sync()
self._prof_sync_merge_ms = (time.perf_counter() - t_m0) * 1000.0
self._holdings_db_sync_ts = time.time()
if log_restore and self.holdings:
self.logger.info(
"📂 [DB 복원] 보유 %d종목 (%s)",
len(self.holdings), self.strategy_id,
)
elif not log_restore:
added = db_codes - prev_codes
if added:
self.logger.info(
"📂 [DB동기화] +%d종목 (%s) poll/체결 반영: %s",
len(added), self.strategy_id, ",".join(sorted(added)[:5]),
)
removed = prev_codes - db_codes
if removed:
self.logger.debug(
"📂 [DB동기화] -%d종목 (%s) 청산 반영: %s",
len(removed), self.strategy_id, ",".join(sorted(removed)[:5]),
)
if skipped_non_stock:
self.logger.warning(
"⚠️ ETF/ETN/스팩 보유 자동 제외(시세불가 — 한투 HTS에서 직접 처분 권장): %s",
", ".join(skipped_non_stock),
)
except Exception as e:
self.logger.warning("DB holdings 동기화 실패: %s", e)
def _load_candidates(self) -> List[Dict]:
"""
후보 로드 우선순위:
1) universe_source == "ranking" → VolumeRankManager
2) universe_source == "condition" → ConditionSearchManager (KIS REST)
3) universe_source == "kiwoom_condition" → KiwoomConditionSearchManager (키움 WS)
4) universe_source == "ls_condition" → LsConditionSearchManager (LS AFR)
⚡ 운영 스위치는 **{SID}_UNIVERSE_SOURCE 하나** 만 바꾸면 됨.
- condition + CONDITION_{SID}_NAME/SEQ → KIS 조건 (REST 폴링)
- kiwoom_condition + CONDITION_{SID}_NAME → 키움 조건 (WS 실시간, seq 자동)
- ls_condition + CONDITION_{SID}_NAME/LS_NAME → LS 동명 조건 (AFR, 시세는 키움/한투)
- ranking → 거래량/거래대금 순위
(키움 seq 를 고정하려면 CONDITION_{SID}_KIWOOM_SEQ 선택 설정)
"""
key = f"{self.strategy_id}_UNIVERSE_SOURCE"
default = self.DEFAULT_UNIVERSE_SOURCES.get(self.strategy_id, "ranking")
current_src = (get_env_from_db(key, default) or default).strip().lower()
if current_src not in (
"ranking", "condition", "kiwoom_condition", "ls_condition",
):
current_src = default
if current_src != self.universe_source:
self.logger.info(
"🔄 [유니버스 소스 전환] %s: %s → %s (재시작 없이 즉시 반영)",
self.strategy_id, self.universe_source, current_src,
)
self.universe_source = current_src
# 소스명 → 매니저 매핑. primary(선택 소스) 먼저, 나머지는 폴백 순.
# ※ ls_condition 선택 시 키움/KIS 로 자동 폴백하지 않음 (의도 스위치 존중).
mgr_by_src = {
"ranking": self.ranking_mgr,
"condition": self.condition_mgr,
"kiwoom_condition": self.kiwoom_condition_mgr,
"ls_condition": self.ls_condition_mgr,
}
if self.universe_source == "ls_condition":
order = ["ls_condition"]
else:
order = [self.universe_source] + [
s for s in ("condition", "kiwoom_condition", "ranking")
if s != self.universe_source
]
candidates: List[Dict] = []
do_prof = self._loop_profile_on()
self._prof_cand_src = current_src
self._prof_cand_mgr_ms = 0.0
self._prof_cand_post_ms = 0.0
self._prof_cand_slot_ms = 0.0
for tag in order:
mgr = mgr_by_src.get(tag)
if mgr is None:
continue
if not self._is_strategy_registered(mgr):
continue
try:
t_m0 = time.perf_counter() if do_prof else 0.0
universe = mgr.get_universe_for(self.strategy_id)
# 매니저에 등록은 돼 있으나 아직 비어있음 → [] 이 정답 (폴백 금지).
# (설정된 유니버스가 비어있을 수 있는 상태: 장 마감 후 등)
if universe:
candidates = mgr.get_candidates_for(self.strategy_id) or []
else:
candidates = []
if do_prof:
self._prof_cand_mgr_ms = (time.perf_counter() - t_m0) * 1000.0
self._prof_cand_src = tag
out = self._post_filter_candidates(candidates)
if do_prof:
self._prof_cand_n = len(out)
return out
except Exception as e:
self.logger.debug("%s 유니버스 로드 실패: %s", tag, e)
# 매니저 모두 본 전략 설정 없음 → 레거시 DB 경로
# (ls_condition 은 DB 폴백도 하지 않음 — 빈 후보)
if self.universe_source == "ls_condition":
out = self._post_filter_candidates([])
if do_prof:
self._prof_cand_n = len(out)
return out
try:
t_m0 = time.perf_counter() if do_prof else 0.0
candidates = self.db.get_target_candidates() or []
if do_prof:
self._prof_cand_mgr_ms = (time.perf_counter() - t_m0) * 1000.0
self._prof_cand_src = "db_legacy"
except Exception as e:
self.logger.debug("target_candidates 조회 실패: %s", e)
candidates = []
out = self._post_filter_candidates(candidates)
if do_prof:
self._prof_cand_n = len(out)
return out
def _post_filter_candidates(self, candidates: List[Dict]) -> List[Dict]:
"""매니저 결과 → ETN/비본주 자동 제외 + 전략별 후보 하드캡.
- ``EXCLUDE_NON_STOCK=true`` (기본 true): ETN/ETF/스팩/우선주 등 비본주 자동 제외.
``kis_trader.utils.non_stock.is_non_stock`` (코드 끝 5/7/9·알파벳 + 이름).
- ``{STRATEGY_ID}_CAND_LIMIT`` (기본 0=무제한): 매니저 원본 순서 보존하며 상위 N개만 사용.
WS 구독 41 한도 안전 + cond/ranking 폭주 시 매수 체크 분당 회전율 보장.
(조건검색 매니저는 신규 ENTER·t1859 스냅을 앞으로 두어 캡에 신규가 안 잘리게 함)
"""
do_prof = self._loop_profile_on()
t_post0 = time.perf_counter() if do_prof else 0.0
if not candidates:
if do_prof:
self._prof_cand_post_ms = (time.perf_counter() - t_post0) * 1000.0
self._prof_cand_slot_ms = 0.0
return []
# 1) 비본주 필터
if get_env_bool("EXCLUDE_NON_STOCK", True):
filtered: List[Dict] = []
dropped = 0
for c in candidates:
code = (c.get("code") or c.get("stk_cd") or "").strip()
name = (c.get("name") or c.get("stk_nm") or "").strip()
if _is_non_stock(name, code):
dropped += 1
continue
filtered.append(c)
if dropped:
self.logger.debug("🛡 비본주 자동 제외 %d종목 (ETN/ETF/스팩/우선주)", dropped)
candidates = filtered
# 2) 전략별 후보 하드캡
sid = self.strategy_id.upper()
cap = get_env_int(f"{sid}_CAND_LIMIT", 0)
if cap > 0 and len(candidates) > cap:
self.logger.debug(
"✂ 후보 하드캡 적용: %d → %d (%s_CAND_LIMIT=%d)",
len(candidates), cap, sid, cap,
)
candidates = candidates[:cap]
# 실매 후보 = 키움/매니저 RAM. history 교집합 없음 (백테 재생용 복사본만).
if do_prof:
self._prof_cand_post_ms = (time.perf_counter() - t_post0) * 1000.0
self._prof_cand_slot_ms = 0.0
return candidates
def _is_strategy_registered(self, mgr) -> bool:
"""매니저의 _configs 에 본 전략이 들어있는지."""
if mgr is None:
return False
try:
cfgs = getattr(mgr, "_configs", [])
return any(c.get("strategy_id") == self.strategy_id for c in cfgs)
except Exception:
return False
def on_new_day(self) -> None:
"""날짜 변경 훅 (서브클래스 오버라이드 가능)."""
pass
def _get_today_trades(self, today: Optional[str] = None) -> List[Dict]:
"""당일 trade_history — 전략 공유 RAM + TTL (종목·전략마다 SELECT 금지).
일일 횟수/손익 게이트·pre_guard 가 동일 캐시 사용.
TTL(기본 1초) 내·같은 날짜면 DB 안 감. 매수 체결 시 invalidate.
"""
from ..utils.today_trades_cache import get_today_trades_cached
day = str(today or dt.now().strftime("%Y%m%d"))
rows, from_cache, db_ms = get_today_trades_cached(self.db, day)
if from_cache:
self._prof_trd_hit += 1
else:
self._prof_trd_miss += 1
self._prof_trd_db_ms += float(db_ms or 0)
self._today_trades_cache_day = day
self._today_trades_cache = rows
return rows
def reload_config(self) -> None:
"""설정 리로드 훅 (서브클래스 오버라이드)."""
pass
def _strategy_switch_enabled(self) -> bool:
"""``STRATEGY_{SID}_ENABLED`` — 운영설정 ON/OFF 핫게이트.
False 여도 WS 구독은 유지(해제 안 함). 기동 시 OFF 전략은 쓰레드 자체가 없음.
"""
sid = str(getattr(self, "strategy_id", "") or "").strip().upper()
if not sid:
return True
# main._register_strategies 기본값과 동기
defaults = {
"SCALP": True,
"SHORT": True,
"MOMENTUM": False,
"US_MOMENTUM": True,
"BREAKOUT": False,
"RANGE_BREAK": False,
"UPDOW": False,
"DBBAND": False,
"DART": False,
}
return bool(get_env_bool(f"STRATEGY_{sid}_ENABLED", defaults.get(sid, True)))
# ------------------------------------------------------------------
# 서브클래스 구현 필수 메서드
# ------------------------------------------------------------------
@abstractmethod
def check_buy(self, code: str, name: str) -> Optional[Dict]:
"""매수 시그널. 성공 시 dict(code/name/price/qty/stop_price/...)."""
raise NotImplementedError
@abstractmethod
def check_sell_signals(self, only_code: Optional[str] = None) -> List[Dict]:
"""보유 종목 순회 → 매도 시그널 리스트. only_code=틱매도 1종목만."""
raise NotImplementedError
def _candidate_filter(self, candidate: Dict) -> bool:
"""후보 중 본 전략이 관심 있는 것만 True. 기본 True."""
return True
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