7f1921441b
- llm_advisor: Anthropic → OpenRouter API 전환 (claude-haiku-4.5) - llm_advisor: get_ticker_context DB tool 추가 (24h/7d 가격, 뉴스) - llm_advisor: 구조화 JSON 응답 (confidence, reason, market_status, watch_needed) - llm_advisor: LLM primary + cascade fallback (llm_active 플래그) - llm_advisor: SQL bind variable 버그 수정 (INTERVAL → NUMTODSINTERVAL) - tick_collector: backtest_ohlcv 1분봉 실시간 갱신 추가 (60초 주기) - context_collector: 신규 데몬 — 1시간마다 price_stats + SearXNG 뉴스 수집 - ecosystem: tick-collector, tick-trader, context-collector PM2 등록 Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
119 lines
3.7 KiB
Python
119 lines
3.7 KiB
Python
"""30초마다 전 종목 현재가를 Oracle price_tick 테이블에 적재.
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+ 60초마다 backtest_ohlcv 1분봉 최신 데이터 갱신.
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"""
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import sys, os, time, logging
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from datetime import datetime
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sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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from dotenv import load_dotenv
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load_dotenv(os.path.join(os.path.dirname(os.path.dirname(os.path.abspath(__file__))), '.env'))
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import pyupbit
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import oracledb
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TICKERS = [
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'KRW-XRP', 'KRW-BTC', 'KRW-ETH', 'KRW-SOL', 'KRW-DOGE',
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'KRW-ADA', 'KRW-SUI', 'KRW-NEAR', 'KRW-KAVA', 'KRW-SXP',
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'KRW-AKT', 'KRW-SONIC', 'KRW-IP', 'KRW-ORBS', 'KRW-VIRTUAL',
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'KRW-BARD', 'KRW-XPL', 'KRW-KITE', 'KRW-ENSO', 'KRW-0G',
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'KRW-MANTRA', 'KRW-EDGE', 'KRW-CFG', 'KRW-ARDR', 'KRW-SIGN',
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'KRW-AZTEC', 'KRW-ATH', 'KRW-HOLO', 'KRW-BREV', 'KRW-SHIB',
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]
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INTERVAL = 30 # 초
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OHLCV_INTERVAL = 60 # 1분봉 갱신 주기 (초)
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logging.basicConfig(
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level=logging.INFO,
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format='%(asctime)s %(levelname)s %(message)s',
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handlers=[
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logging.FileHandler('/tmp/tick_collector.log'),
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logging.StreamHandler(sys.stdout),
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]
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)
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log = logging.getLogger(__name__)
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def get_conn():
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kwargs = dict(user=os.environ["ORACLE_USER"], password=os.environ["ORACLE_PASSWORD"],
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dsn=os.environ["ORACLE_DSN"])
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if w := os.environ.get("ORACLE_WALLET"):
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kwargs["config_dir"] = w
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return oracledb.connect(**kwargs)
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def collect(conn):
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prices = pyupbit.get_current_price(TICKERS)
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if not prices:
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log.warning("현재가 조회 실패")
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return
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ts = datetime.now().replace(microsecond=0)
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rows = [(t, ts, p) for t, p in prices.items() if p]
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cur = conn.cursor()
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cur.executemany(
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"INSERT INTO price_tick (ticker, ts, price) VALUES (:1, :2, :3)",
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rows
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)
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conn.commit()
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log.info(f"적재 {len(rows)}건 ts={ts}")
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def refresh_ohlcv(conn):
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"""backtest_ohlcv 1분봉을 최근 5개씩 갱신 (중복 무시)."""
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total = 0
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for ticker in TICKERS:
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try:
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df = pyupbit.get_ohlcv(ticker, interval='minute1', count=5)
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if df is None or df.empty:
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continue
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rows = [
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(ticker, 'minute1', ts.to_pydatetime(),
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float(r['open']), float(r['high']), float(r['low']),
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float(r['close']), float(r['volume']))
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for ts, r in df.iterrows()
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]
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cur = conn.cursor()
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cur.executemany(
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"INSERT INTO backtest_ohlcv "
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"(ticker,interval_cd,ts,open_p,high_p,low_p,close_p,volume_p) "
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"VALUES (:1,:2,:3,:4,:5,:6,:7,:8)",
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rows, batcherrors=True,
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)
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inserted = len(rows) - len(cur.getbatcherrors())
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total += inserted
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time.sleep(0.15)
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except Exception as e:
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log.warning(f"[ohlcv] {ticker} 오류: {e}")
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conn.commit()
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if total > 0:
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log.info(f"[ohlcv] 1분봉 갱신 {total}건")
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def main():
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log.info("=== tick_collector 시작 (30초 간격 + 1분봉 갱신) ===")
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conn = get_conn()
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last_ohlcv = 0
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while True:
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t0 = time.time()
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try:
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collect(conn)
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# 1분봉 갱신 (OHLCV_INTERVAL마다)
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if t0 - last_ohlcv >= OHLCV_INTERVAL:
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refresh_ohlcv(conn)
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last_ohlcv = t0
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except oracledb.DatabaseError as e:
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log.error(f"DB 오류: {e} — 재연결")
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try: conn.close()
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except: pass
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conn = get_conn()
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except Exception as e:
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log.error(f"오류: {e}")
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elapsed = time.time() - t0
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time.sleep(max(1.0, INTERVAL - elapsed))
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if __name__ == '__main__':
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main()
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