refactor: MVC 구조 분리 + 미사용 파일 archive 정리
- tick_trader.py를 Controller로 축소, 로직을 3개 모듈로 분리: - core/signal.py: 시그널 감지, 지표 계산 (calc_vr, calc_atr, detect_signal) - core/order.py: Upbit 주문 실행 (매수/매도/취소/조회) - core/position_manager.py: 포지션 관리, DB sync, 복구, 청산 조건 - type hints, Google docstring, 구체적 예외 타입 적용 - 50줄 초과 함수 분리 (process_signal, restore_positions) - 미사용 파일 58개 archive/ 폴더로 이동 - README.md 추가 Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
joungmin
380
archive/core/price_db.py
Normal file
380
archive/core/price_db.py
Normal file
@@ -0,0 +1,380 @@
|
||||
"""Oracle ADB price_history CRUD."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
from contextlib import contextmanager
|
||||
from typing import Generator, Optional
|
||||
|
||||
import oracledb
|
||||
|
||||
_pool: Optional[oracledb.ConnectionPool] = None
|
||||
|
||||
|
||||
def _get_pool() -> oracledb.ConnectionPool:
|
||||
global _pool
|
||||
if _pool is None:
|
||||
kwargs: dict = dict(
|
||||
user=os.environ["ORACLE_USER"],
|
||||
password=os.environ["ORACLE_PASSWORD"],
|
||||
dsn=os.environ["ORACLE_DSN"],
|
||||
min=1,
|
||||
max=3,
|
||||
increment=1,
|
||||
)
|
||||
wallet = os.environ.get("ORACLE_WALLET")
|
||||
if wallet:
|
||||
kwargs["config_dir"] = wallet
|
||||
_pool = oracledb.create_pool(**kwargs)
|
||||
return _pool
|
||||
|
||||
|
||||
@contextmanager
|
||||
def _conn() -> Generator[oracledb.Connection, None, None]:
|
||||
pool = _get_pool()
|
||||
conn = pool.acquire()
|
||||
try:
|
||||
yield conn
|
||||
conn.commit()
|
||||
except Exception:
|
||||
conn.rollback()
|
||||
raise
|
||||
finally:
|
||||
pool.release(conn)
|
||||
|
||||
|
||||
def insert_prices(ticker_prices: dict[str, float]) -> None:
|
||||
"""여러 종목의 현재가를 한 번에 저장 (recorded_at = 현재 시각)."""
|
||||
if not ticker_prices:
|
||||
return
|
||||
rows = [(ticker, price) for ticker, price in ticker_prices.items()]
|
||||
sql = "INSERT INTO price_history (ticker, price) VALUES (:1, :2)"
|
||||
with _conn() as conn:
|
||||
conn.cursor().executemany(sql, rows)
|
||||
|
||||
|
||||
def insert_prices_with_time(rows: list[tuple]) -> None:
|
||||
"""(ticker, price, recorded_at) 튜플 리스트를 한 번에 저장 (백필용)."""
|
||||
if not rows:
|
||||
return
|
||||
sql = """
|
||||
INSERT INTO price_history (ticker, price, recorded_at)
|
||||
VALUES (:1, :2, :3)
|
||||
"""
|
||||
with _conn() as conn:
|
||||
conn.cursor().executemany(sql, rows)
|
||||
|
||||
|
||||
def get_price_n_hours_ago(ticker: str, hours: float) -> Optional[float]:
|
||||
"""N시간 전 가장 가까운 가격 반환. 데이터 없으면 None."""
|
||||
sql = """
|
||||
SELECT price FROM price_history
|
||||
WHERE ticker = :ticker
|
||||
AND recorded_at BETWEEN
|
||||
SYSTIMESTAMP - INTERVAL ':h' HOUR - INTERVAL '10' MINUTE
|
||||
AND SYSTIMESTAMP - INTERVAL ':h' HOUR + INTERVAL '10' MINUTE
|
||||
ORDER BY ABS(CAST(recorded_at AS DATE) -
|
||||
CAST(SYSTIMESTAMP - INTERVAL ':h' HOUR AS DATE))
|
||||
FETCH FIRST 1 ROWS ONLY
|
||||
"""
|
||||
# Oracle INTERVAL bind param 미지원으로 직접 포맷
|
||||
h = int(hours)
|
||||
sql = f"""
|
||||
SELECT price FROM price_history
|
||||
WHERE ticker = :ticker
|
||||
AND recorded_at BETWEEN
|
||||
SYSTIMESTAMP - ({h}/24) - (10/1440)
|
||||
AND SYSTIMESTAMP - ({h}/24) + (10/1440)
|
||||
ORDER BY ABS(CAST(recorded_at AS DATE) -
|
||||
CAST(SYSTIMESTAMP - ({h}/24) AS DATE))
|
||||
FETCH FIRST 1 ROWS ONLY
|
||||
"""
|
||||
with _conn() as conn:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute(sql, {"ticker": ticker})
|
||||
row = cursor.fetchone()
|
||||
return float(row[0]) if row else None
|
||||
|
||||
|
||||
def cleanup_old_prices(keep_hours: int = 48) -> None:
|
||||
"""N시간 이상 오래된 데이터 삭제 (DB 용량 관리)."""
|
||||
sql = f"DELETE FROM price_history WHERE recorded_at < SYSTIMESTAMP - ({keep_hours}/24)"
|
||||
with _conn() as conn:
|
||||
conn.cursor().execute(sql)
|
||||
|
||||
|
||||
# ── 포지션 영구 저장 (재시작 후 실제 매수가 복원용) ──────────────────────────
|
||||
|
||||
def upsert_position(
|
||||
ticker: str,
|
||||
buy_price: float,
|
||||
peak_price: float,
|
||||
amount: float,
|
||||
invested_krw: int,
|
||||
entry_time: str, # ISO 포맷 문자열
|
||||
trade_id: str = "",
|
||||
) -> None:
|
||||
"""포지션 저장 또는 갱신 (MERGE)."""
|
||||
sql = """
|
||||
MERGE INTO positions p
|
||||
USING (SELECT :ticker AS ticker FROM dual) s
|
||||
ON (p.ticker = s.ticker)
|
||||
WHEN MATCHED THEN
|
||||
UPDATE SET peak_price = :peak_price,
|
||||
amount = :amount,
|
||||
invested_krw = :invested_krw,
|
||||
updated_at = SYSTIMESTAMP
|
||||
WHEN NOT MATCHED THEN
|
||||
INSERT (ticker, buy_price, peak_price, amount, invested_krw, entry_time, trade_id)
|
||||
VALUES (:ticker, :buy_price, :peak_price, :amount, :invested_krw,
|
||||
TO_TIMESTAMP(:entry_time, 'YYYY-MM-DD"T"HH24:MI:SS.FF6'), :trade_id)
|
||||
"""
|
||||
with _conn() as conn:
|
||||
conn.cursor().execute(sql, {
|
||||
"ticker": ticker,
|
||||
"buy_price": buy_price,
|
||||
"peak_price": peak_price,
|
||||
"amount": amount,
|
||||
"invested_krw": invested_krw,
|
||||
"entry_time": entry_time,
|
||||
"trade_id": trade_id,
|
||||
})
|
||||
|
||||
|
||||
def delete_position(ticker: str) -> None:
|
||||
"""포지션 삭제 (매도 완료 시)."""
|
||||
with _conn() as conn:
|
||||
conn.cursor().execute(
|
||||
"DELETE FROM positions WHERE ticker = :ticker", {"ticker": ticker}
|
||||
)
|
||||
|
||||
|
||||
# ── Walk-forward 거래 이력 ────────────────────────────────────────────────────
|
||||
|
||||
def ensure_trade_results_table() -> None:
|
||||
"""trade_results 테이블이 없으면 생성."""
|
||||
ddl = """
|
||||
CREATE TABLE trade_results (
|
||||
id NUMBER GENERATED ALWAYS AS IDENTITY PRIMARY KEY,
|
||||
ticker VARCHAR2(20) NOT NULL,
|
||||
is_win NUMBER(1) NOT NULL,
|
||||
pnl_pct NUMBER(10,4),
|
||||
traded_at TIMESTAMP DEFAULT SYSTIMESTAMP NOT NULL
|
||||
)
|
||||
"""
|
||||
idx = "CREATE INDEX idx_tr_ticker ON trade_results (ticker, traded_at DESC)"
|
||||
with _conn() as conn:
|
||||
for sql in (ddl, idx):
|
||||
try:
|
||||
conn.cursor().execute(sql)
|
||||
except oracledb.DatabaseError as e:
|
||||
if e.args[0].code not in (955, 1408):
|
||||
raise
|
||||
# sell_reason 컬럼이 100 BYTE 이하이면 500으로 확장
|
||||
try:
|
||||
conn.cursor().execute(
|
||||
"ALTER TABLE trade_results MODIFY sell_reason VARCHAR2(500)"
|
||||
)
|
||||
except oracledb.DatabaseError:
|
||||
pass # 이미 500 이상이거나 컬럼 없으면 무시
|
||||
|
||||
|
||||
def record_trade(
|
||||
ticker: str,
|
||||
is_win: bool,
|
||||
pnl_pct: float,
|
||||
fee_krw: float = 0.0,
|
||||
krw_profit: float = 0.0,
|
||||
trade_id: str = "",
|
||||
buy_price: float = 0.0,
|
||||
sell_price: float = 0.0,
|
||||
invested_krw: int = 0,
|
||||
sell_reason: str = "",
|
||||
) -> None:
|
||||
"""거래 결과 저장 (수수료·KRW 손익·trade_id 포함)."""
|
||||
with _conn() as conn:
|
||||
conn.cursor().execute(
|
||||
"INSERT INTO trade_results "
|
||||
"(ticker, is_win, pnl_pct, fee_krw, krw_profit, "
|
||||
" trade_id, buy_price, sell_price, invested_krw, sell_reason) "
|
||||
"VALUES (:t, :w, :p, :f, :k, :tid, :bp, :sp, :ikrw, :sr)",
|
||||
{
|
||||
"t": ticker,
|
||||
"w": 1 if is_win else 0,
|
||||
"p": round(pnl_pct, 4),
|
||||
"f": round(fee_krw, 2),
|
||||
"k": round(krw_profit, 2),
|
||||
"tid": trade_id,
|
||||
"bp": buy_price,
|
||||
"sp": sell_price,
|
||||
"ikrw": invested_krw,
|
||||
"sr": sell_reason,
|
||||
},
|
||||
)
|
||||
|
||||
|
||||
def get_cumulative_krw_profit() -> float:
|
||||
"""전체 거래 누적 KRW 손익 반환 (수수료 차감 후). 데이터 없으면 0."""
|
||||
with _conn() as conn:
|
||||
cur = conn.cursor()
|
||||
cur.execute("SELECT SUM(krw_profit) FROM trade_results WHERE krw_profit IS NOT NULL")
|
||||
row = cur.fetchone()
|
||||
return float(row[0]) if row and row[0] is not None else 0.0
|
||||
|
||||
|
||||
def load_recent_wins(ticker: str, n: int = 5) -> list[bool]:
|
||||
"""직전 N건 거래의 승/패 리스트 반환 (오래된 순). 없으면 빈 리스트."""
|
||||
sql = """
|
||||
SELECT is_win FROM (
|
||||
SELECT is_win FROM trade_results
|
||||
WHERE ticker = :t
|
||||
ORDER BY traded_at DESC
|
||||
FETCH FIRST :n ROWS ONLY
|
||||
) ORDER BY ROWNUM DESC
|
||||
"""
|
||||
with _conn() as conn:
|
||||
cur = conn.cursor()
|
||||
cur.execute(sql, {"t": ticker, "n": n})
|
||||
rows = cur.fetchall()
|
||||
return [bool(r[0]) for r in rows]
|
||||
|
||||
|
||||
# ── 직전 매도가 영구 저장 (재시작 후 재매수 차단 유지용) ──────────────────────
|
||||
|
||||
def ensure_sell_prices_table() -> None:
|
||||
"""sell_prices 테이블이 없으면 생성."""
|
||||
ddl = """
|
||||
CREATE TABLE sell_prices (
|
||||
ticker VARCHAR2(20) NOT NULL PRIMARY KEY,
|
||||
price NUMBER(20,8) NOT NULL,
|
||||
updated_at TIMESTAMP DEFAULT SYSTIMESTAMP NOT NULL
|
||||
)
|
||||
"""
|
||||
with _conn() as conn:
|
||||
try:
|
||||
conn.cursor().execute(ddl)
|
||||
except oracledb.DatabaseError as e:
|
||||
if e.args[0].code != 955: # ORA-00955: 이미 존재
|
||||
raise
|
||||
|
||||
|
||||
def upsert_sell_price(ticker: str, price: float) -> None:
|
||||
"""직전 매도가 저장 또는 갱신."""
|
||||
sql = """
|
||||
MERGE INTO sell_prices s
|
||||
USING (SELECT :ticker AS ticker FROM dual) d
|
||||
ON (s.ticker = d.ticker)
|
||||
WHEN MATCHED THEN
|
||||
UPDATE SET price = :price, updated_at = SYSTIMESTAMP
|
||||
WHEN NOT MATCHED THEN
|
||||
INSERT (ticker, price) VALUES (:ticker, :price)
|
||||
"""
|
||||
with _conn() as conn:
|
||||
conn.cursor().execute(sql, {"ticker": ticker, "price": price})
|
||||
|
||||
|
||||
def load_sell_prices() -> dict[str, float]:
|
||||
"""저장된 직전 매도가 전체 로드."""
|
||||
with _conn() as conn:
|
||||
cur = conn.cursor()
|
||||
cur.execute("SELECT ticker, price FROM sell_prices")
|
||||
return {r[0]: float(r[1]) for r in cur.fetchall()}
|
||||
|
||||
|
||||
def delete_sell_price(ticker: str) -> None:
|
||||
"""매도가 기록 삭제 (더 이상 필요 없을 때)."""
|
||||
with _conn() as conn:
|
||||
conn.cursor().execute(
|
||||
"DELETE FROM sell_prices WHERE ticker = :ticker", {"ticker": ticker}
|
||||
)
|
||||
|
||||
|
||||
# ── WF 상태 영구 저장 (재시작 후 shadow 재활 상태 유지) ──────────────────────
|
||||
|
||||
def ensure_wf_state_table() -> None:
|
||||
"""wf_state 테이블이 없으면 생성."""
|
||||
ddl = """
|
||||
CREATE TABLE wf_state (
|
||||
ticker VARCHAR2(20) NOT NULL PRIMARY KEY,
|
||||
is_blocked NUMBER(1) DEFAULT 0 NOT NULL,
|
||||
shadow_cons_wins NUMBER DEFAULT 0 NOT NULL,
|
||||
updated_at TIMESTAMP DEFAULT SYSTIMESTAMP NOT NULL
|
||||
)
|
||||
"""
|
||||
with _conn() as conn:
|
||||
try:
|
||||
conn.cursor().execute(ddl)
|
||||
except oracledb.DatabaseError as e:
|
||||
if e.args[0].code != 955: # ORA-00955: 이미 존재
|
||||
raise
|
||||
|
||||
|
||||
def upsert_wf_state(ticker: str, is_blocked: bool, shadow_cons_wins: int) -> None:
|
||||
"""WF 차단 상태 저장 또는 갱신."""
|
||||
sql = """
|
||||
MERGE INTO wf_state w
|
||||
USING (SELECT :ticker AS ticker FROM dual) d
|
||||
ON (w.ticker = d.ticker)
|
||||
WHEN MATCHED THEN
|
||||
UPDATE SET is_blocked = :is_blocked,
|
||||
shadow_cons_wins = :shadow_cons_wins,
|
||||
updated_at = SYSTIMESTAMP
|
||||
WHEN NOT MATCHED THEN
|
||||
INSERT (ticker, is_blocked, shadow_cons_wins)
|
||||
VALUES (:ticker, :is_blocked, :shadow_cons_wins)
|
||||
"""
|
||||
with _conn() as conn:
|
||||
conn.cursor().execute(sql, {
|
||||
"ticker": ticker,
|
||||
"is_blocked": 1 if is_blocked else 0,
|
||||
"shadow_cons_wins": shadow_cons_wins,
|
||||
})
|
||||
|
||||
|
||||
def load_wf_states() -> dict[str, dict]:
|
||||
"""저장된 WF 상태 전체 로드.
|
||||
|
||||
Returns:
|
||||
{ticker: {"is_blocked": bool, "shadow_cons_wins": int}}
|
||||
"""
|
||||
with _conn() as conn:
|
||||
cur = conn.cursor()
|
||||
cur.execute("SELECT ticker, is_blocked, shadow_cons_wins FROM wf_state")
|
||||
return {
|
||||
r[0]: {"is_blocked": bool(r[1]), "shadow_cons_wins": int(r[2])}
|
||||
for r in cur.fetchall()
|
||||
}
|
||||
|
||||
|
||||
def delete_wf_state(ticker: str) -> None:
|
||||
"""WF 상태 삭제 (WF 해제 시)."""
|
||||
with _conn() as conn:
|
||||
conn.cursor().execute(
|
||||
"DELETE FROM wf_state WHERE ticker = :ticker", {"ticker": ticker}
|
||||
)
|
||||
|
||||
|
||||
def load_positions() -> list[dict]:
|
||||
"""저장된 전체 포지션 로드."""
|
||||
sql = """
|
||||
SELECT ticker, buy_price, peak_price, amount, invested_krw,
|
||||
TO_CHAR(entry_time, 'YYYY-MM-DD"T"HH24:MI:SS.FF6') AS entry_time,
|
||||
trade_id
|
||||
FROM positions
|
||||
"""
|
||||
with _conn() as conn:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute(sql)
|
||||
rows = cursor.fetchall()
|
||||
return [
|
||||
{
|
||||
"ticker": r[0],
|
||||
"buy_price": float(r[1]),
|
||||
"peak_price": float(r[2]),
|
||||
"amount": float(r[3]),
|
||||
"invested_krw": int(r[4]),
|
||||
"entry_time": r[5],
|
||||
"trade_id": r[6] or "",
|
||||
}
|
||||
for r in rows
|
||||
]
|
||||
Reference in New Issue
Block a user