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.
110 lines
3.4 KiB
Python
110 lines
3.4 KiB
Python
#!/usr/bin/env python3
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"""같은 종목·같은 분에 키움 vs 한투 틱 밀도 (스톨 전)."""
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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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from kis_trader.utils.env import get_env_from_db, get_env_int
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db = TradeDB()
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print("LIVE_TICK", get_env_from_db("LIVE_TICK_PROVIDER", ""))
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print("LIVE_OB", get_env_from_db("LIVE_OB_PROVIDER", ""))
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print("KW_MAX", get_env_from_db("KIWOOM_WS_MAX_SUBSCRIPTIONS", ""), "def", get_env_int("KIWOOM_WS_MAX_SUBSCRIPTIONS", 100))
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print("SCOPE", get_env_from_db("WS_TICK_RECORD_SCOPE", ""))
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print("TICK_SELL", get_env_from_db("TICK_SELL_ENABLED", ""), "BO", get_env_from_db("BREAKOUT_TICK_SELL_ENABLED", ""))
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print("\n== 09:00~09:05 (매도 전) 겹치는 종목 틱수 ==")
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rows = db.conn.execute(
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"""
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SELECT code,
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SUM(source='kiwoom') n_kw,
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SUM(source='kis') n_kis
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FROM ws_ticks
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WHERE recv_ts >= %s AND recv_ts < %s AND source IN ('kiwoom','kis')
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GROUP BY code
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HAVING SUM(source='kiwoom') > 0 AND SUM(source='kis') > 0
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ORDER BY SUM(source='kis') DESC
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LIMIT 15
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""",
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("2026-08-19 09:00:00", "2026-08-19 09:05:00"),
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).fetchall()
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for r in rows:
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d = dict(r)
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kw = int(d["n_kw"] or 0)
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ki = int(d["n_kis"] or 0)
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d["kis_per_kw"] = round(ki / kw, 2) if kw else None
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print(d)
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print("\n== 025980 분별 틱수 09:00~09:20 ==")
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rows = db.conn.execute(
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"""
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SELECT DATE_FORMAT(recv_ts, '%%H:%%i') mm,
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SUM(source='kiwoom') n_kw,
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SUM(source='kis') n_kis
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FROM ws_ticks
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WHERE code=%s AND recv_ts >= %s AND recv_ts < %s AND source IN ('kiwoom','kis')
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GROUP BY DATE_FORMAT(recv_ts, '%%H:%%i')
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ORDER BY mm
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""",
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("025980", "2026-08-19 09:00:00", "2026-08-19 09:20:00"),
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).fetchall()
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for r in rows:
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print(dict(r))
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print("\n== 같은 초 025980 09:04:50~09:05:06 (건강 구간) ==")
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rows = db.conn.execute(
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"""
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SELECT DATE_FORMAT(recv_ts, '%%H:%%i:%%s') ss,
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SUM(source='kiwoom') n_kw,
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SUM(source='kis') n_kis
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FROM ws_ticks
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WHERE code=%s AND recv_ts >= %s AND recv_ts <= %s AND source IN ('kiwoom','kis')
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GROUP BY DATE_FORMAT(recv_ts, '%%H:%%i:%%s')
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ORDER BY ss
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""",
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("025980", "2026-08-19 09:04:50", "2026-08-19 09:05:06"),
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).fetchall()
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for r in rows:
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print(dict(r))
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print("\n== 09:00~09:35 distinct 종목: 키움만 / 한투만 / 둘다 ==")
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r = db.conn.execute(
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"""
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SELECT
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COUNT(DISTINCT CASE WHEN source='kiwoom' THEN code END) kw,
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COUNT(DISTINCT CASE WHEN source='kis' THEN code END) kis,
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COUNT(DISTINCT code) either
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FROM ws_ticks
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WHERE recv_ts >= %s AND recv_ts < %s AND source IN ('kiwoom','kis')
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""",
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("2026-08-19 09:00:00", "2026-08-19 09:35:00"),
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).fetchone()
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print(dict(r))
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only = db.conn.execute(
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"""
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SELECT
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SUM(srcs='kis') only_kis,
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SUM(srcs='kiwoom') only_kw,
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SUM(srcs='both') both_n
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FROM (
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SELECT code,
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CASE
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WHEN SUM(source='kis')>0 AND SUM(source='kiwoom')>0 THEN 'both'
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WHEN SUM(source='kis')>0 THEN 'kis'
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ELSE 'kiwoom'
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END srcs
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FROM ws_ticks
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WHERE recv_ts >= %s AND recv_ts < %s AND source IN ('kiwoom','kis')
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GROUP BY code
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) z
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""",
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("2026-08-19 09:00:00", "2026-08-19 09:35:00"),
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).fetchone()
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print(dict(only))
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