80ab004eba
- price_history table on Oracle ADB stores prices every 10 minutes - check_trend(): current price vs N hours ago (default 1h, +3% threshold) - check_momentum(): unchanged (MA20 + 2x volume still applies) - Ticker list cached 5 minutes to avoid 429 rate limits - Collector starts 30s after boot to avoid simultaneous API calls - Configurable: TREND_HOURS, TREND_MIN_GAIN_PCT in .env Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
92 lines
2.8 KiB
Python
92 lines
2.8 KiB
Python
"""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."""
|
|
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 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)
|