0ecac7cb95
한투 호가 = 2번째 앱키 전용 키 없거나 start 실패 시 메인에 H0STASP0 안 붙임. 운영설정 WS_ORDERBOOK_SAVE_KIS 빨간 danger. LS RAM 합집합 후보∪보유∪영구∪grace. sync_targets와 split reconcile 둘 다. 틱 DB 영구 게이트는 그대로. 분봉 쓰레기 → 다음 소스 봉 통째 그 분 틱 0건이거나 전부 봉끝 대비 LIVE_FEED_FALLBACK_MAX_AGE_SEC 초과면 구멍. 메인 WS → 2차 → LS → REST → rollup. CANDLE_GARBAGE_FALLBACK 기본 true. 파일: feed_fallback.py(신규), ws_manager.py, kis_ws.py, candle_series.py, bt_candle_source.py, live_config_schema.py, database.py, 스모크, MD 2개. 같은 ws_manager/database/kis_ws/live_config에는 직전 커밋 이후 쌓여 있던 시세 폴백·ENV 키 정리도 같이 들어갔습니다. 파일 단위로 나눌 수 없어서입니다.
234 lines
7.5 KiB
Python
234 lines
7.5 KiB
Python
"""
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kis_trader/network/ls_chart.py — LS 분봉 REST (t8412)
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==============================================================================
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``ls_condition`` 전략 갭보정용. 주문 경로와 무관.
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TR: t8412 주식차트(N분) — POST /stock/chart — 초당 1건.
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"""
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from __future__ import annotations
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import json
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import threading
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import time
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from datetime import datetime
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from typing import Any, Dict, List, Optional, Tuple
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import pandas as pd
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from ..utils.env import get_env_bool, get_env_float, get_env_from_db, get_env_int
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from ..utils.logger import get_logger
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from ..utils.request_handler import SafeRequest
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from ..ws.ls_ws import LS_REST_BASE, fetch_ls_access_token
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logger = get_logger("kis_trader.ls_chart")
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CHART_URL = f"{LS_REST_BASE}/stock/chart"
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def ls_datetime_to_candle_time(dt_s: str) -> str:
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"""``YYYY-MM-DD HH:MM:00`` → ``YYYYMMDDHHMM``."""
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s = (dt_s or "").strip()
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if len(s) >= 16 and s[4] == "-" and s[10] == " ":
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return s[0:4] + s[5:7] + s[8:10] + s[11:13] + s[14:16]
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digits = "".join(ch for ch in s if ch.isdigit())
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return digits[:12]
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def candle_time_to_ls_datetime(ct: str) -> str:
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"""``YYYYMMDDHHMM`` → ``YYYY-MM-DD HH:MM:00``."""
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d = "".join(ch for ch in (ct or "") if ch.isdigit())[:12]
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if len(d) < 12:
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return ""
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return f"{d[0:4]}-{d[4:6]}-{d[6:8]} {d[8:10]}:{d[10:12]}:00"
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def load_ls_real_creds() -> Tuple[str, str]:
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"""실키만 (시세 REST). 빈 값이면 ("",""). env_auth_config 우선."""
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try:
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from database import TradeDB
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db = TradeDB()
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r = db.get_auth_env()
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return (
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(r.get("LS_APP_KEY_REAL") or "").strip(),
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(r.get("LS_APP_SECRET_REAL") or "").strip(),
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)
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except Exception as e:
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logger.debug("LS 키 로드 실패: %s", e)
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return "", ""
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class LSChartClient(SafeRequest):
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"""t8412 SafeRequest — min_interval 기본 1.05s (서버 초당 1건)."""
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def __init__(self) -> None:
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gap = max(1.0, float(get_env_float("LS_GAP_FILL_INTERVAL_SEC", 1.05) or 1.05))
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super().__init__(
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min_interval_sec=gap,
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max_retries=max(1, get_env_int("LS_GAP_FILL_MAX_RETRIES", 3)),
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timeout_sec=max(5.0, float(get_env_float("LS_GAP_FILL_TIMEOUT_SEC", 20.0) or 20.0)),
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)
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self._token = ""
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self._token_at = 0.0
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self._tok_lock = threading.Lock()
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self._app_key = ""
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self._app_secret = ""
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def _ensure_creds(self) -> bool:
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if self._app_key and self._app_secret:
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return True
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k, s = load_ls_real_creds()
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self._app_key, self._app_secret = k, s
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return bool(k and s)
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def _ensure_token(self) -> str:
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with self._tok_lock:
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if not self._ensure_creds():
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raise RuntimeError("LS AppKey/Secret 미설정")
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# expires_in 공유 캐시 (12h 하드코딩 제거)
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self._token = fetch_ls_access_token(
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self._app_key, self._app_secret, reason="ls_chart",
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)
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self._token_at = time.time()
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return self._token
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def fetch_minute_bars(
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self,
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code: str,
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*,
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ncnt: int = 1,
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qrycnt: Optional[int] = None,
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edate: str = "99999999",
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) -> pd.DataFrame:
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"""
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t8412 → DataFrame columns: time(YYYYMMDDHHMM), open, high, low, close, volume
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오래된→최신 정렬.
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"""
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if not get_env_bool("LS_GAP_FILL_ENABLED", True):
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return pd.DataFrame()
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code = (code or "").strip()
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if not (code.isdigit() and len(code) == 6):
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return pd.DataFrame()
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limit = int(
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qrycnt
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if qrycnt is not None
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else get_env_int("LS_GAP_FILL_LIMIT", 150)
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)
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limit = max(1, min(500, limit))
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ncnt = max(1, int(ncnt or 1))
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token = self._ensure_token()
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body = {
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"t8412InBlock": {
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"shcode": code,
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"ncnt": ncnt,
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"qrycnt": limit,
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"nday": "0",
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"sdate": "",
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"stime": "",
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"edate": edate or "99999999",
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"etime": "",
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"cts_date": "",
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"cts_time": "",
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"comp_yn": "N",
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}
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}
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headers = {
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"content-type": "application/json; charset=UTF-8",
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"authorization": f"Bearer {token}",
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"tr_cd": "t8412",
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"tr_cont": "N",
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"tr_cont_key": "",
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"mac_address": "",
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}
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resp = self.request("POST", CHART_URL, headers=headers, data=json.dumps(body))
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if resp is None:
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return pd.DataFrame()
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try:
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data = resp.json() if resp.text else {}
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except Exception:
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logger.warning("t8412 JSON 파싱 실패 code=%s", code)
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return pd.DataFrame()
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rsp = str(data.get("rsp_cd") or "")
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if rsp and rsp not in ("00000", "0"):
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# 09000 등 자료없음은 빈 DF
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logger.debug(
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"t8412 rsp_cd=%s msg=%s code=%s",
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rsp, data.get("rsp_msg"), code,
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)
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if rsp != "00000":
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return pd.DataFrame()
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rows_out = data.get("t8412OutBlock1") or []
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if isinstance(rows_out, dict):
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rows_out = [rows_out]
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parsed: List[Dict[str, Any]] = []
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for r in rows_out:
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if not isinstance(r, dict):
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continue
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date = "".join(ch for ch in str(r.get("date") or "") if ch.isdigit())
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tim = "".join(ch for ch in str(r.get("time") or "") if ch.isdigit())
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if len(tim) >= 6:
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tim = tim[:4] # HHMMSS → HHMM for candle_time
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elif len(tim) == 4:
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pass
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else:
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continue
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if len(date) < 8:
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continue
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ctime = date[:8] + tim[:4]
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try:
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close = float(r.get("close") or 0)
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except (TypeError, ValueError):
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continue
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if close <= 0:
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continue
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try:
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o = float(r.get("open") or close)
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h = float(r.get("high") or close)
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l = float(r.get("low") or close)
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v = float(r.get("jdiff_vol") or r.get("volume") or 0)
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except (TypeError, ValueError):
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o = h = l = close
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v = 0.0
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parsed.append({
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"time": ctime,
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"open": o,
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"high": h,
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"low": l,
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"close": close,
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"volume": v,
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})
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if not parsed:
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return pd.DataFrame()
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df = pd.DataFrame(parsed)
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df = df.drop_duplicates(subset=["time"], keep="last")
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df = df.sort_values("time").reset_index(drop=True)
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return df
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_client: Optional[LSChartClient] = None
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_client_lock = threading.Lock()
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def get_ls_chart_client() -> LSChartClient:
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global _client
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with _client_lock:
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if _client is None:
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_client = LSChartClient()
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return _client
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def fetch_ls_minute_chart_df(
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code: str,
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*,
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ncnt: int = 1,
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qrycnt: Optional[int] = None,
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) -> pd.DataFrame:
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"""갭보정 진입점 — DataFrame(time/open/high/low/close/volume)."""
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try:
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return get_ls_chart_client().fetch_minute_bars(
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code, ncnt=ncnt, qrycnt=qrycnt,
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)
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except Exception as e:
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logger.warning("LS t8412 실패 %s: %s", code, e)
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return pd.DataFrame()
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