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.
138 lines
4.1 KiB
Python
138 lines
4.1 KiB
Python
#!/usr/bin/env python3
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"""활발 종목 + 키움만 멈춘 구간 (한투는 계속)."""
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from __future__ import annotations
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import sys
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from pathlib import Path
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ROOT = Path(__file__).resolve().parents[1]
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if str(ROOT) not in sys.path:
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sys.path.insert(0, str(ROOT))
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from database import TradeDB
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TT = """
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STR_TO_DATE(
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CASE
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WHEN CHAR_LENGTH(tick_time) >= 14 THEN LEFT(tick_time, 14)
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ELSE NULL
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END,
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'%%Y%%m%%d%%H%%i%%s'
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)
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"""
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db = TradeDB()
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t0 = "2026-08-19 09:00:00"
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t1 = "2026-08-19 09:35:00"
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print("== 활발 종목(키움 n>=100) recv 최대공백 키움 vs 한투 ==")
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rows = db.conn.execute(
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f"""
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SELECT k.code, k.n_kw, s.n_kis,
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k.max_recv max_recv_kw, s.max_recv max_recv_kis,
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(k.max_recv - IFNULL(s.max_recv,0)) delta_recv,
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k.max_tt max_tt_kw, s.max_tt max_tt_kis
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FROM (
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SELECT code, COUNT(*) n_kw, MAX(recv_gap) max_recv, MAX(tt_gap) max_tt
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FROM (
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SELECT code,
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TIMESTAMPDIFF(SECOND, LAG(recv_ts) OVER (PARTITION BY code ORDER BY id), recv_ts) recv_gap,
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TIMESTAMPDIFF(SECOND, LAG({TT}) OVER (PARTITION BY code ORDER BY {TT}, id), {TT}) tt_gap
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FROM ws_ticks
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WHERE source='kiwoom' AND recv_ts >= %s AND recv_ts < %s
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) a GROUP BY code HAVING n_kw >= 100
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) k
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LEFT JOIN (
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SELECT code, COUNT(*) n_kis, MAX(recv_gap) max_recv, MAX(tt_gap) max_tt
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FROM (
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SELECT code,
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TIMESTAMPDIFF(SECOND, LAG(recv_ts) OVER (PARTITION BY code ORDER BY id), recv_ts) recv_gap,
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TIMESTAMPDIFF(SECOND, LAG({TT}) OVER (PARTITION BY code ORDER BY {TT}, id), {TT}) tt_gap
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FROM ws_ticks
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WHERE source='kis' AND recv_ts >= %s AND recv_ts < %s
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) b GROUP BY code
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) s ON s.code = k.code
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ORDER BY delta_recv DESC
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""",
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(t0, t1, t0, t1),
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).fetchall()
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print("n_active", len(rows))
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for r in rows[:20]:
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print(dict(r))
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print("\n== 전종목: 키움 0건인데 한투>0 인 초(연속 침묵) ==")
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rows = db.conn.execute(
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"""
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SELECT recv_ts,
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SUM(source='kis') n_kis,
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SUM(source='kiwoom') n_kw
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FROM ws_ticks
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WHERE recv_ts >= %s AND recv_ts < %s AND source IN ('kis','kiwoom')
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GROUP BY recv_ts
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HAVING SUM(source='kiwoom') = 0 AND SUM(source='kis') > 0
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ORDER BY recv_ts
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""",
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(t0, t1),
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).fetchall()
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print("silent_seconds", len(rows))
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# streak
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streaks = []
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prev = None
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start = None
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n_kis = 0
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sec = 0
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from datetime import datetime as dt
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def parse(s):
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return dt.strptime(str(s)[:19], "%Y-%m-%d %H:%M:%S")
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for r in rows:
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ts = parse(r["recv_ts"])
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nk = int(r["n_kis"])
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if prev is None or (ts - prev).total_seconds() != 1:
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if start is not None:
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streaks.append((start, prev, sec, n_kis))
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start = ts
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sec = 1
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n_kis = nk
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else:
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sec += 1
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n_kis += nk
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prev = ts
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if start is not None:
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streaks.append((start, prev, sec, n_kis))
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streaks.sort(key=lambda x: -x[2])
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print("streaks>=5s:")
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for s, e, sec, nk in streaks:
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if sec >= 5:
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print(f" {s} ~ {e} {sec}s kis_ticks={nk}")
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print("\n== 025980 키움 recv_gap>=10 구간 (그 사이 한투 건수) ==")
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kw = db.conn.execute(
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"""
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SELECT id, tick_time, recv_ts,
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TIMESTAMPDIFF(SECOND, LAG(recv_ts) OVER (ORDER BY id), recv_ts) recv_gap,
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LAG(recv_ts) OVER (ORDER BY id) prev_recv
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FROM ws_ticks
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WHERE source='kiwoom' AND code=%s AND recv_ts >= %s AND recv_ts < %s
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""",
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("025980", t0, t1),
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).fetchall()
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gaps = [dict(r) for r in kw if r["recv_gap"] is not None and int(r["recv_gap"]) >= 10]
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print("n_gaps", len(gaps))
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for g in gaps:
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prev = g["prev_recv"]
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cur = g["recv_ts"]
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kis_n = db.conn.execute(
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"SELECT COUNT(*) n FROM ws_ticks WHERE source=%s AND code=%s "
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"AND recv_ts > %s AND recv_ts < %s",
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("kis", "025980", prev, cur),
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).fetchone()
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print({
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"prev": str(prev),
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"cur": str(cur),
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"kw_gap": g["recv_gap"],
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"kw_tick_time": g["tick_time"],
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"kis_during": kis_n["n"] if kis_n else 0,
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})
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