feat: initial upbit auto-trader implementation
Strategy C: volatility breakout (Larry Williams K=0.5) AND momentum (MA20 + 2x volume surge) must both trigger for a buy signal. Hard rules: - Trailing stop: sell when price drops -10% from peak - Max budget: 1,000,000 KRW total, up to 3 positions (333,333 KRW each) - Scan top 20 KRW tickers by 24h trading volume every 60s - Monitor positions every 10s Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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core/trader.py
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119
core/trader.py
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"""매수/매도 실행 및 포지션 관리."""
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from __future__ import annotations
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import logging
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import os
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import threading
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import time
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from typing import Optional
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import pyupbit
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from dotenv import load_dotenv
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load_dotenv()
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logger = logging.getLogger(__name__)
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MAX_BUDGET = 1_000_000 # 총 운용 한도: 100만원
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MAX_POSITIONS = 3 # 최대 동시 보유 종목 수
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PER_POSITION = MAX_BUDGET // MAX_POSITIONS # 종목당 33만3천원
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_lock = threading.Lock()
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_positions: dict = {}
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# 구조: { ticker: { buy_price, peak_price, amount, invested_krw } }
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_upbit: Optional[pyupbit.Upbit] = None
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def _get_upbit() -> pyupbit.Upbit:
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global _upbit
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if _upbit is None:
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_upbit = pyupbit.Upbit(os.getenv("ACCESS_KEY"), os.getenv("SECRET_KEY"))
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return _upbit
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def get_positions() -> dict:
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return _positions
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def buy(ticker: str) -> bool:
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"""시장가 매수. 예산·포지션 수 확인 후 진입."""
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with _lock:
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if ticker in _positions:
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logger.debug(f"{ticker} 이미 보유 중")
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return False
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if len(_positions) >= MAX_POSITIONS:
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logger.info(f"최대 포지션 도달({MAX_POSITIONS}), {ticker} 패스")
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return False
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invested = sum(p["invested_krw"] for p in _positions.values())
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available = MAX_BUDGET - invested
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order_krw = min(available, PER_POSITION)
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if order_krw < 10_000:
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logger.info(f"잔여 예산 부족({order_krw:,}원), {ticker} 패스")
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return False
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upbit = _get_upbit()
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try:
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current = pyupbit.get_current_price(ticker)
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result = upbit.buy_market_order(ticker, order_krw)
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if not result or "error" in str(result):
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logger.error(f"매수 실패: {result}")
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return False
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time.sleep(0.5) # 체결 대기
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currency = ticker.split("-")[1]
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amount = float(upbit.get_balance(currency) or 0)
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_positions[ticker] = {
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"buy_price": current,
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"peak_price": current,
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"amount": amount,
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"invested_krw": order_krw,
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}
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logger.info(
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f"[매수] {ticker} @ {current:,.0f}원 | "
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f"수량={amount} | 투자금={order_krw:,}원"
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)
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return True
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except Exception as e:
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logger.error(f"매수 예외 {ticker}: {e}")
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return False
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def sell(ticker: str, reason: str = "") -> bool:
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"""시장가 전량 매도."""
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with _lock:
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if ticker not in _positions:
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return False
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pos = _positions[ticker]
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upbit = _get_upbit()
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try:
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result = upbit.sell_market_order(ticker, pos["amount"])
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if not result or "error" in str(result):
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logger.error(f"매도 실패: {result}")
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return False
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current = pyupbit.get_current_price(ticker)
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pnl = (current - pos["buy_price"]) / pos["buy_price"] * 100
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logger.info(
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f"[매도] {ticker} @ {current:,.0f}원 | "
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f"수익률={pnl:+.1f}% | 사유={reason}"
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)
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del _positions[ticker]
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return True
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except Exception as e:
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logger.error(f"매도 예외 {ticker}: {e}")
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return False
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def update_peak(ticker: str, current_price: float) -> None:
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"""최고가 갱신 (트레일링 스탑 기준선 상향)."""
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with _lock:
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if ticker in _positions:
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if current_price > _positions[ticker]["peak_price"]:
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_positions[ticker]["peak_price"] = current_price
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