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>
592 lines
22 KiB
Python
592 lines
22 KiB
Python
"""WebSocket 기반 20초봉 트레이더.
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구조:
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WebSocket → trade tick 수신 → 20초봉 집계 → 3봉 가속 시그널(VOL≥8x) → cascade 청산
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cascade (초 기준):
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① 0~ 40초: +2.0% 지정가
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② 40~ 100초: +1.0% 지정가
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③ 100~ 300초: +0.5% 지정가
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④ 300~3500초: +0.1% 지정가
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⑤ 3500초~: Trail Stop 0.8% 시장가
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실행:
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.venv/bin/python3 daemons/tick_trader.py
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로그:
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/tmp/tick_trader.log
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"""
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import sys, os, time, logging, threading, requests, math
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from datetime import datetime, timedelta
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from collections import deque, defaultdict
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from typing import Optional
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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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from core.llm_advisor import get_exit_price
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import pyupbit
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# ── 전략 파라미터 ──────────────────────────────────────────────────────────────
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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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BAR_SEC = 20 # 봉 주기 (초)
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VOL_LOOKBACK = 61 # 거래량 평균 기준 봉 수
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ATR_LOOKBACK = 28 # ATR 계산 봉 수
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VOL_MIN = 8.0 # 거래량 배수 임계값
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MAX_POS = int(os.environ.get('MAX_POSITIONS', 3))
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PER_POS = int(os.environ.get('MAX_BUDGET', 15_000_000)) // MAX_POS
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FEE = 0.0005
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# cascade 청산 (초 기준) — 지정가 매도
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CASCADE_STAGES = [
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(0, 40, 0.020, '①'), # 2봉
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(40, 100, 0.010, '②'), # 3봉
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(100, 300, 0.005, '③'), # 10봉
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(300, 3500, 0.001, '④'), # 160봉
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]
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TRAIL_STOP_R = 0.008
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TIMEOUT_SECS = 14400 # 4시간
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LLM_INTERVAL = 60 # LLM 호출 간격 (초)
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LLM_MIN_ELAPSED = 60 # 진입 후 최소 N초 이후부터 LLM 활성
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SIM_MODE = os.environ.get('SIMULATION_MODE', 'true').lower() == 'true'
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upbit_client = pyupbit.Upbit(os.environ['ACCESS_KEY'], os.environ['SECRET_KEY'])
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TG_TOKEN = os.environ.get('TELEGRAM_TRADE_TOKEN', '')
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TG_CHAT_ID = os.environ.get('TELEGRAM_CHAT_ID', '')
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# ── 로깅 ──────────────────────────────────────────────────────────────────────
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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_trader.log'),
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]
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)
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log = logging.getLogger(__name__)
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def tg(msg: str) -> None:
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if not TG_TOKEN or not TG_CHAT_ID:
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return
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try:
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requests.post(
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f'https://api.telegram.org/bot{TG_TOKEN}/sendMessage',
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json={'chat_id': TG_CHAT_ID, 'text': msg, 'parse_mode': 'HTML'},
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timeout=5,
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)
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except Exception as e:
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log.warning(f'Telegram 전송 실패: {e}')
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# ── 20초봉 집계 ───────────────────────────────────────────────────────────────
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bars: dict = defaultdict(lambda: deque(maxlen=VOL_LOOKBACK + 10))
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cur_bar: dict = {}
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bar_lock = threading.Lock()
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def _new_bar(price: float, volume: float, ts: datetime) -> dict:
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return {'open': price, 'high': price, 'low': price,
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'close': price, 'volume': volume, 'ts': ts}
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def on_tick(ticker: str, price: float, volume: float) -> None:
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with bar_lock:
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if ticker not in cur_bar:
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cur_bar[ticker] = _new_bar(price, volume, datetime.now())
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return
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b = cur_bar[ticker]
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b['high'] = max(b['high'], price)
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b['low'] = min(b['low'], price)
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b['close'] = price
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b['volume'] += volume
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def finalize_bars() -> None:
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"""BAR_SEC마다 봉 확정 + 지정가 체결 확인."""
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while True:
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time.sleep(BAR_SEC)
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now = datetime.now()
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with bar_lock:
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for ticker in list(cur_bar.keys()):
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b = cur_bar[ticker]
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if b['volume'] == 0:
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continue
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bars[ticker].append(b)
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cur_bar[ticker] = _new_bar(b['close'], 0, now)
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check_and_enter(ticker)
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# 봉 확정 후 지정가 체결 확인 (bar_lock 밖에서)
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check_filled_positions()
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# ── 지표 계산 ─────────────────────────────────────────────────────────────────
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def calc_vr(bar_list: list, idx: int) -> float:
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start = max(0, idx - VOL_LOOKBACK)
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end = max(0, idx - 2)
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baseline = [bar_list[i]['volume'] for i in range(start, end)]
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if not baseline:
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return 0.0
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avg = sum(baseline) / len(baseline)
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return bar_list[idx]['volume'] / avg if avg > 0 else 0.0
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def calc_atr(bar_list: list) -> float:
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if len(bar_list) < ATR_LOOKBACK + 2:
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return 0.0
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trs = []
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for i in range(-ATR_LOOKBACK - 1, -1):
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b = bar_list[i]
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bp = bar_list[i - 1]
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tr = max(b['high'] - b['low'],
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abs(b['high'] - bp['close']),
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abs(b['low'] - bp['close']))
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trs.append(tr)
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prev_close = bar_list[-2]['close']
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return (sum(trs) / len(trs)) / prev_close if prev_close > 0 else 0.0
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# ── 시그널 감지 ───────────────────────────────────────────────────────────────
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def check_and_enter(ticker: str) -> None:
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bar_list = list(bars[ticker])
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n = len(bar_list)
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if n < VOL_LOOKBACK + 5:
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return
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if ticker in positions:
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return
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if len(positions) >= MAX_POS:
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return
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b0, b1, b2 = bar_list[-3], bar_list[-2], bar_list[-1]
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if not all(b['close'] > b['open'] for b in [b0, b1, b2]):
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return
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if not (b2['close'] > b1['close'] > b0['close']):
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return
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vr2 = calc_vr(bar_list, n - 1)
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vr1 = calc_vr(bar_list, n - 2)
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vr0 = calc_vr(bar_list, n - 3)
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if vr2 < VOL_MIN or not (vr2 > vr1 > vr0):
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return
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atr_raw = calc_atr(bar_list)
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entry_price = b2['close']
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log.info(f"[시그널] {ticker} {entry_price:,.0f}원 vol {vr2:.1f}x")
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tg(
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f"🔔 <b>시그널</b> {ticker}\n"
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f"가격: {b0['close']:,.0f}→{b1['close']:,.0f}→{b2['close']:,.0f}\n"
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f"볼륨: {vr0:.1f}x→{vr1:.1f}x→{vr2:.1f}x"
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)
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enter_position(ticker, entry_price, atr_raw, [vr0, vr1, vr2])
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# ── 주문 ──────────────────────────────────────────────────────────────────────
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def do_buy(ticker: str) -> tuple:
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"""시장가 매수. Returns (qty, avg_price)."""
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if SIM_MODE:
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price = pyupbit.get_current_price(ticker)
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qty = PER_POS * (1 - FEE) / price
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log.info(f"[SIM 매수] {ticker} {PER_POS:,}원 → {qty:.6f}개 @ {price:,.0f}")
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return qty, price
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try:
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order = upbit_client.buy_market_order(ticker, PER_POS)
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if not order or 'error' in str(order):
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log.error(f"매수 실패: {order}")
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return None, None
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uuid = order.get('uuid')
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time.sleep(1.5)
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qty = upbit_client.get_balance(ticker.split('-')[1])
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avg_price = _avg_price_from_order(uuid) if uuid else None
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if not avg_price:
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avg_price = pyupbit.get_current_price(ticker)
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return (qty if qty and qty > 0 else None), avg_price
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except Exception as e:
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log.error(f"매수 오류 {ticker}: {e}")
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return None, None
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def _round_price(price: float) -> float:
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"""Upbit 주문가격 단위로 내림 처리 (invalid_price_ask 방지)."""
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if price >= 2_000_000: unit = 1000
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elif price >= 1_000_000: unit = 500
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elif price >= 500_000: unit = 100
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elif price >= 100_000: unit = 50
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elif price >= 10_000: unit = 10
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elif price >= 1_000: unit = 5
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elif price >= 100: unit = 1
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elif price >= 10: unit = 0.1
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else: unit = 0.01
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return math.floor(price / unit) * unit
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def submit_limit_sell(ticker: str, qty: float, price: float) -> Optional[str]:
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"""지정가 매도 주문. Returns UUID."""
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price = _round_price(price)
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if SIM_MODE:
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return f"sim-{ticker}"
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try:
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order = upbit_client.sell_limit_order(ticker, price, qty)
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if not order or 'error' in str(order):
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log.error(f"지정가 매도 제출 실패: {order}")
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return None
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return order.get('uuid')
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except Exception as e:
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log.error(f"지정가 매도 오류 {ticker}: {e}")
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return None
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def cancel_order_safe(uuid: Optional[str]) -> None:
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if SIM_MODE or not uuid or uuid.startswith('sim-'):
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return
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try:
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upbit_client.cancel_order(uuid)
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except Exception as e:
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log.warning(f"주문 취소 실패 {uuid}: {e}")
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def check_order_state(uuid: str) -> tuple:
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"""Returns (state, avg_price). state: 'done'|'wait'|'cancel'|None"""
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try:
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detail = upbit_client.get_order(uuid)
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if not detail:
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return None, None
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state = detail.get('state')
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avg_price = float(detail.get('avg_price') or 0) or None
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return state, avg_price
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except Exception as e:
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log.warning(f"주문 조회 실패 {uuid}: {e}")
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return None, None
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def _avg_price_from_order(uuid: str) -> Optional[float]:
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try:
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detail = upbit_client.get_order(uuid)
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if not detail:
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return None
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trades = detail.get('trades', [])
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if trades:
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total_funds = sum(float(t['funds']) for t in trades)
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total_vol = sum(float(t['volume']) for t in trades)
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return total_funds / total_vol if total_vol > 0 else None
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avg = detail.get('avg_price')
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return float(avg) if avg else None
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except Exception as e:
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log.warning(f"체결가 조회 실패 {uuid}: {e}")
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return None
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def do_sell_market(ticker: str, qty: float) -> Optional[float]:
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"""Trail Stop / Timeout용 시장가 매도."""
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if SIM_MODE:
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price = pyupbit.get_current_price(ticker)
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log.info(f"[SIM 시장가매도] {ticker} {qty:.6f}개 @ {price:,.0f}")
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return price
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try:
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order = upbit_client.sell_market_order(ticker, qty)
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if not order or 'error' in str(order):
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log.error(f"시장가 매도 실패: {order}")
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return None
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uuid = order.get('uuid')
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time.sleep(1.5)
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avg_price = _avg_price_from_order(uuid) if uuid else None
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return avg_price or pyupbit.get_current_price(ticker)
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except Exception as e:
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log.error(f"시장가 매도 오류 {ticker}: {e}")
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return None
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# ── 포지션 관리 ───────────────────────────────────────────────────────────────
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positions: dict = {}
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def enter_position(ticker: str, entry_price: float, atr_raw: float, vr: list) -> None:
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qty, actual_price = do_buy(ticker)
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if qty is None:
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log.warning(f"[진입 실패] {ticker}")
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return
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entry_price = actual_price or entry_price
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# ① 지정가 매도 즉시 제출
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_, _, lr, tag = CASCADE_STAGES[0]
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target = entry_price * (1 + lr)
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sell_uuid = submit_limit_sell(ticker, qty, target)
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positions[ticker] = {
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'entry_price': entry_price,
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'entry_ts': datetime.now(),
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'running_peak': entry_price,
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'qty': qty,
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'stage': 0,
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'sell_uuid': sell_uuid,
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'sell_price': target,
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'llm_last_ts': None, # LLM 마지막 호출 시각
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}
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log.info(f"[진입] {ticker} {entry_price:,.0f}원 vol {vr[2]:.1f}x "
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f"지정가 {tag} {target:,.0f}원")
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tg(
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f"🟢 <b>매수</b> {ticker}\n"
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f"체결가: {entry_price:,.0f}원 수량: {qty:.6f}\n"
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f"지정가 매도 제출: {tag} {target:,.0f}원 (+{lr*100:.1f}%)\n"
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f"{'[시뮬]' if SIM_MODE else '[실거래]'}"
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)
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def _advance_stage(ticker: str) -> None:
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"""다음 cascade 단계로 전환. 기존 지정가 취소 후 재주문."""
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pos = positions[ticker]
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cancel_order_safe(pos.get('sell_uuid'))
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next_stage = pos['stage'] + 1
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pos['stage'] = next_stage
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if next_stage < len(CASCADE_STAGES):
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_, _, lr, tag = CASCADE_STAGES[next_stage]
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target = pos['entry_price'] * (1 + lr)
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uuid = submit_limit_sell(ticker, pos['qty'], target)
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pos['sell_uuid'] = uuid
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pos['sell_price'] = target
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log.info(f"[단계전환] {ticker} → {tag} 목표가 {target:,.0f}원")
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else:
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pos['sell_uuid'] = None
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pos['sell_price'] = None
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log.info(f"[단계전환] {ticker} → ⑤ Trail Stop")
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def _record_exit(ticker: str, exit_price: float, tag: str) -> None:
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"""체결 완료 후 포지션 종료 처리."""
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pos = positions[ticker]
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pnl = (exit_price - pos['entry_price']) / pos['entry_price'] * 100
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krw = PER_POS * (pnl / 100) - PER_POS * FEE * 2
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held = int((datetime.now() - pos['entry_ts']).total_seconds())
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reason_tag = {
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'①': '① +2.0% 익절', '②': '② +1.0% 익절',
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'③': '③ +0.5% 익절', '④': '④ +0.1% 본전',
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'trail': '⑤ 트레일스탑', 'timeout': '⑤ 타임아웃',
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}.get(tag, tag)
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icon = "✅" if pnl > 0 else "🔴"
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log.info(f"[청산/{tag}] {ticker} {exit_price:,.0f}원 PNL {pnl:+.2f}% {krw:+,.0f}원 {held}초 보유")
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tg(
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f"{icon} <b>청산</b> {ticker} [{reason_tag}]\n"
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f"진입: {pos['entry_price']:,.0f}원\n"
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f"청산: {exit_price:,.0f}원\n"
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f"PNL: <b>{pnl:+.2f}%</b> ({krw:+,.0f}원) {held}초 보유\n"
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f"{'[시뮬]' if SIM_MODE else '[실거래]'}"
|
|
)
|
|
del positions[ticker]
|
|
|
|
|
|
def _should_call_llm(pos: dict, elapsed: float) -> bool:
|
|
"""LLM 호출 조건: 진입 후 LLM_MIN_ELAPSED 초 경과 + LLM_INTERVAL 간격."""
|
|
if elapsed < LLM_MIN_ELAPSED:
|
|
return False
|
|
last = pos.get('llm_last_ts')
|
|
if last is None:
|
|
return True
|
|
return (datetime.now() - last).total_seconds() >= LLM_INTERVAL
|
|
|
|
|
|
def check_filled_positions() -> None:
|
|
"""20초마다 지정가 체결 확인.
|
|
|
|
흐름:
|
|
1. 체결 완료 확인
|
|
2. LLM 어드바이저 호출 (1분 주기) → 목표가 반환 시 주문 교체
|
|
3. LLM hold/오류 시 cascade fallback (단계 시간 초과 → 다음 단계)
|
|
"""
|
|
for ticker in list(positions.keys()):
|
|
if ticker not in positions:
|
|
continue
|
|
pos = positions[ticker]
|
|
uuid = pos.get('sell_uuid')
|
|
elapsed = (datetime.now() - pos['entry_ts']).total_seconds()
|
|
|
|
if uuid is None:
|
|
# Trail Stop 구간 — update_positions(tick)에서 처리
|
|
continue
|
|
|
|
stage = pos['stage']
|
|
_, end, _, tag = CASCADE_STAGES[stage]
|
|
bar_list = list(bars.get(ticker, []))
|
|
|
|
if SIM_MODE:
|
|
# SIM: 최근 봉 고가가 목표가 이상이면 체결
|
|
if bar_list and bar_list[-1]['high'] >= pos['sell_price']:
|
|
_record_exit(ticker, pos['sell_price'], tag)
|
|
continue
|
|
else:
|
|
# 실거래: API로 체결 확인
|
|
state, avg_price = check_order_state(uuid)
|
|
if state == 'done':
|
|
_record_exit(ticker, avg_price or pos['sell_price'], tag)
|
|
continue
|
|
if state in ('cancel', None):
|
|
_advance_stage(ticker)
|
|
continue
|
|
|
|
# ── LLM 어드바이저 (primary) ──────────────────────────────────────
|
|
if _should_call_llm(pos, elapsed):
|
|
pos['llm_last_ts'] = datetime.now()
|
|
current_price = bar_list[-1]['close'] if bar_list else pos['sell_price']
|
|
new_price = get_exit_price(ticker, pos, bar_list, current_price)
|
|
if new_price is not None:
|
|
cancel_order_safe(uuid)
|
|
new_uuid = submit_limit_sell(ticker, pos['qty'], new_price)
|
|
pos['sell_uuid'] = new_uuid
|
|
pos['sell_price'] = new_price
|
|
pos['llm_active'] = True
|
|
continue
|
|
else:
|
|
pos['llm_active'] = False
|
|
|
|
# ── Cascade fallback: LLM 실패 시에만 단계 전환 ──────────────────
|
|
if not pos.get('llm_active') and elapsed >= end:
|
|
_advance_stage(ticker)
|
|
|
|
|
|
def update_positions(current_prices: dict) -> None:
|
|
"""tick마다 Trail Stop / Timeout 체크 — ③ 종료(300s) 이후에만 동작."""
|
|
stage3_end = CASCADE_STAGES[2][1] # 300초
|
|
|
|
for ticker in list(positions.keys()):
|
|
if ticker not in current_prices:
|
|
continue
|
|
pos = positions[ticker]
|
|
price = current_prices[ticker]
|
|
elapsed = (datetime.now() - pos['entry_ts']).total_seconds()
|
|
|
|
# ③ 이전: peak 추적 안 함, Trail Stop 비활성
|
|
if elapsed < stage3_end:
|
|
continue
|
|
|
|
# ③ 종료 직후 첫 틱: peak을 현재가로 초기화 (진입가 기준 제거)
|
|
if not pos.get('trail_peak_set'):
|
|
pos['running_peak'] = price
|
|
pos['trail_peak_set'] = True
|
|
else:
|
|
pos['running_peak'] = max(pos['running_peak'], price)
|
|
|
|
# 지정가 주문 중이면 Trail Stop 비활성
|
|
if pos.get('sell_uuid') is not None:
|
|
continue
|
|
|
|
drop = (pos['running_peak'] - price) / pos['running_peak']
|
|
|
|
if drop >= TRAIL_STOP_R:
|
|
exit_price = do_sell_market(ticker, pos['qty']) or price
|
|
_record_exit(ticker, exit_price, 'trail')
|
|
elif elapsed >= TIMEOUT_SECS and price <= pos['entry_price']:
|
|
exit_price = do_sell_market(ticker, pos['qty']) or price
|
|
_record_exit(ticker, exit_price, 'timeout')
|
|
|
|
|
|
# ── 메인 ──────────────────────────────────────────────────────────────────────
|
|
def preload_bars() -> None:
|
|
need_min = (VOL_LOOKBACK + 10) // 3 + 1
|
|
log.info(f"[사전적재] REST API 1분봉 {need_min}개로 bars[] 초기화 중...")
|
|
loaded = 0
|
|
for ticker in TICKERS:
|
|
for attempt in range(3):
|
|
try:
|
|
df = pyupbit.get_ohlcv(ticker, interval='minute1', count=need_min)
|
|
if df is None or df.empty:
|
|
time.sleep(0.5)
|
|
continue
|
|
with bar_lock:
|
|
for _, row in df.iterrows():
|
|
o, h, l, c = float(row['open']), float(row['high']), float(row['low']), float(row['close'])
|
|
v3 = float(row['volume']) / 3
|
|
ts = row.name.to_pydatetime()
|
|
for _ in range(3):
|
|
bars[ticker].append({'open': o, 'high': h, 'low': l, 'close': c, 'volume': v3, 'ts': ts})
|
|
loaded += 1
|
|
break
|
|
except Exception as e:
|
|
log.warning(f"[사전적재] {ticker} 시도{attempt+1} 실패: {e}")
|
|
time.sleep(1)
|
|
time.sleep(0.2)
|
|
log.info(f"[사전적재] 완료 {loaded}/{len(TICKERS)} 티커")
|
|
|
|
|
|
def main():
|
|
mode = "🔴 실거래" if not SIM_MODE else "🟡 시뮬레이션"
|
|
log.info(f"=== tick_trader 시작 ({mode}) ===")
|
|
log.info(f"봉주기: 20초 | VOL >= {VOL_MIN}x | 포지션 최대 {MAX_POS}개 | 1개당 {PER_POS:,}원")
|
|
stage_nums = ['①','②','③','④','⑤','⑥']
|
|
stage_desc = ' → '.join(
|
|
f"{stage_nums[i]} {s[1]}초 +{s[2]*100:.1f}%" for i, s in enumerate(CASCADE_STAGES)
|
|
)
|
|
log.info(f"청산: {stage_desc} → {stage_nums[len(CASCADE_STAGES)]} Trail -{TRAIL_STOP_R*100:.1f}% (지정가→시장가)")
|
|
tg(
|
|
f"🚀 <b>tick_trader 시작</b> ({mode})\n"
|
|
f"봉주기 20초 | VOL ≥ {VOL_MIN}x | 최대 {MAX_POS}포지션\n"
|
|
f"① 40초 +2.0% 지정가\n"
|
|
f"② 100초 +1.0% 지정가\n"
|
|
f"③ 700초 +0.5% 지정가\n"
|
|
f"④ 3100초 +0.1% 지정가\n"
|
|
f"⑤ Trail -{TRAIL_STOP_R*100:.1f}% 시장가"
|
|
)
|
|
|
|
preload_bars()
|
|
|
|
t = threading.Thread(target=finalize_bars, daemon=True)
|
|
t.start()
|
|
|
|
ws = pyupbit.WebSocketManager("trade", TICKERS)
|
|
log.info("WebSocket 연결됨")
|
|
|
|
last_pos_log = time.time()
|
|
|
|
while True:
|
|
try:
|
|
data = ws.get()
|
|
if data is None:
|
|
continue
|
|
|
|
ticker = data.get('code')
|
|
price = data.get('trade_price')
|
|
volume = data.get('trade_volume')
|
|
|
|
if not ticker or price is None or volume is None:
|
|
continue
|
|
|
|
on_tick(ticker, float(price), float(volume))
|
|
|
|
if positions:
|
|
update_positions({ticker: float(price)})
|
|
|
|
if time.time() - last_pos_log > 60:
|
|
warmed = sum(1 for t in TICKERS if len(bars[t]) >= VOL_LOOKBACK + 5)
|
|
if positions:
|
|
pos_lines = ' '.join(
|
|
f"{t.split('-')[1]} {p['entry_price']:,.0f}→{p['running_peak']:,.0f} [{CASCADE_STAGES[p['stage']][3] if p['stage'] < len(CASCADE_STAGES) else '⑤'}]"
|
|
for t, p in positions.items()
|
|
)
|
|
log.info(f"[상태] 포지션 {len(positions)}/{MAX_POS} {pos_lines}")
|
|
else:
|
|
log.info(f"[상태] 포지션 없음 ({warmed}/{len(TICKERS)} 준비완료)")
|
|
last_pos_log = time.time()
|
|
|
|
except Exception as e:
|
|
log.error(f"루프 오류: {e}")
|
|
time.sleep(1)
|
|
|
|
|
|
if __name__ == '__main__':
|
|
main()
|