refactor: enhance Optuna backtesting framework, optimize orderbook filtering, and update database management utilities.

scratch/test_kis_hoga_ws.py

@@ -0,0 +1,91 @@
+import sys
+import asyncio
+import json
+import websockets
+import logging
+
+sys.path.insert(0, "/home/hoon/kis_bot")
+from database import TradeDB
+import requests
+
+logging.basicConfig(level=logging.INFO)
+
+async def test_kis_hoga(code="005930"):
+    db = TradeDB()
+    row = db.conn.execute(
+        "SELECT KIS_APP_KEY_REAL, KIS_APP_SECRET_REAL FROM env_config ORDER BY id DESC LIMIT 1"
+    ).fetchone()
+    db.close()
+    
+    if not row:
+        print("KIS API 설정이 없습니다.")
+        return
+        
+    app_key = dict(row).get("KIS_APP_KEY_REAL")
+    app_secret = dict(row).get("KIS_APP_SECRET_REAL")
+    
+    # 직접 발급 (테스트용)
+    url_app = "https://openapi.koreainvestment.com:9443/oauth2/Approval"
+    headers = {"content-type": "application/json; utf-8"}
+    body = {
+        "grant_type": "client_credentials",
+        "appkey": app_key,
+        "secretkey": app_secret
+    }
+    
+    print(f"DEBUG: appkey length={len(str(app_key))}, appsecret length={len(str(app_secret))}")
+    
+    res = requests.post(url_app, headers=headers, json=body)
+    approval_key = res.json().get("approval_key")
+    
+    if not approval_key:
+        print(f"❌ Approval Key 발급 실패: {res.text}")
+        return
+        
+    print(f"Approval Key 획득: {approval_key[:10]}...")
+    
+    url = "ws://ops.koreainvestment.com:21000"
+    
+    async with websockets.connect(url, ping_interval=60) as ws:
+        print(f"웹소켓 연결 성공: {url}")
+        
+        req = {
+            "header": {
+                "approval_key": approval_key,
+                "custtype": "P",
+                "tr_type": "1", # 1: 등록
+                "content-type": "utf-8"
+            },
+            "body": {
+                "input": {
+                    "tr_id": "H0STASP0",
+                    "tr_key": code
+                }
+            }
+        }
+        
+        await ws.send(json.dumps(req))
+        print(f"{code} 실시간 호가(H0STASP0) 구독 요청 발송")
+        
+        count = 0
+        while count < 5:
+            res = await ws.recv()
+            if res.startswith('0') or res.startswith('1'):
+                # 실시간 데이터 스트림
+                parts = res.split('|')
+                if len(parts) >= 4:
+                    tr_id = parts[1]
+                    raw_data = parts[3]
+                    fields = raw_data.split('^')
+                    if tr_id == "H0STASP0":
+                        ask1 = fields[3]
+                        bid1 = fields[13]
+                        ask1_vol = fields[23]
+                        bid1_vol = fields[33]
+                        print(f"🔔 [실시간 호가 수신] {code} - 매도1호가: {ask1}(잔량 {ask1_vol}) | 매수1호가: {bid1}(잔량 {bid1_vol})")
+                        count += 1
+            else:
+                print(f"💬 [시스템 메시지] {res}")
+
+if __name__ == "__main__":
+    asyncio.run(test_kis_hoga("005930"))