fix: persist WF shadow state to DB and tighten ATR max stop
- core/price_db.py: add wf_state table CRUD (ensure/upsert/load/delete) to persist shadow_cons_wins across restarts - core/trader.py: save WF blocked state on shadow enter/close, restore shadow_cons_wins on startup from DB - core/monitor.py: lower ATR_MAX_STOP 4.0% → 2.0% based on sweep results - atr_sweep.py: new ATR_MAX_STOP sweep tool using real ATR calc from DB Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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@@ -282,6 +282,71 @@ def delete_sell_price(ticker: str) -> None:
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)
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# ── WF 상태 영구 저장 (재시작 후 shadow 재활 상태 유지) ──────────────────────
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def ensure_wf_state_table() -> None:
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"""wf_state 테이블이 없으면 생성."""
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ddl = """
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CREATE TABLE wf_state (
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ticker VARCHAR2(20) NOT NULL PRIMARY KEY,
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is_blocked NUMBER(1) DEFAULT 0 NOT NULL,
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shadow_cons_wins NUMBER DEFAULT 0 NOT NULL,
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updated_at TIMESTAMP DEFAULT SYSTIMESTAMP NOT NULL
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)
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"""
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with _conn() as conn:
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try:
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conn.cursor().execute(ddl)
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except oracledb.DatabaseError as e:
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if e.args[0].code != 955: # ORA-00955: 이미 존재
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raise
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def upsert_wf_state(ticker: str, is_blocked: bool, shadow_cons_wins: int) -> None:
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"""WF 차단 상태 저장 또는 갱신."""
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sql = """
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MERGE INTO wf_state w
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USING (SELECT :ticker AS ticker FROM dual) d
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ON (w.ticker = d.ticker)
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WHEN MATCHED THEN
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UPDATE SET is_blocked = :is_blocked,
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shadow_cons_wins = :shadow_cons_wins,
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updated_at = SYSTIMESTAMP
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WHEN NOT MATCHED THEN
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INSERT (ticker, is_blocked, shadow_cons_wins)
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VALUES (:ticker, :is_blocked, :shadow_cons_wins)
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"""
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with _conn() as conn:
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conn.cursor().execute(sql, {
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"ticker": ticker,
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"is_blocked": 1 if is_blocked else 0,
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"shadow_cons_wins": shadow_cons_wins,
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})
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def load_wf_states() -> dict[str, dict]:
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"""저장된 WF 상태 전체 로드.
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Returns:
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{ticker: {"is_blocked": bool, "shadow_cons_wins": int}}
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"""
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with _conn() as conn:
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cur = conn.cursor()
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cur.execute("SELECT ticker, is_blocked, shadow_cons_wins FROM wf_state")
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return {
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r[0]: {"is_blocked": bool(r[1]), "shadow_cons_wins": int(r[2])}
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for r in cur.fetchall()
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}
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def delete_wf_state(ticker: str) -> None:
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"""WF 상태 삭제 (WF 해제 시)."""
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with _conn() as conn:
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conn.cursor().execute(
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"DELETE FROM wf_state WHERE ticker = :ticker", {"ticker": ticker}
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)
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def load_positions() -> list[dict]:
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"""저장된 전체 포지션 로드."""
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sql = """
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