Files
upbit-trader/core/notify.py
joungmin 83a229dd26 feat: add market regime filter and compound reinvestment
- Add market_regime.py: BTC/ETH/SOL/XRP weighted 2h trend score
  Bull(≥+1.5%) / Neutral / Bear(<-1%) regime detection with 10min cache
- strategy.py: dynamic TREND/VOL thresholds based on current regime
  Bull: 3%/1.5x, Neutral: 5%/2.0x, Bear: 8%/3.5x
- price_collector.py: always include leader coins in price history
- trader.py: compound reinvestment (profit added to budget, floor at initial)
- notify.py: regime info in hourly report, P&L icons (/, 💚/🔴)
- main.py: hourly status at top-of-hour, filter positions held 1h+
- backtest.py: timestop/combo comparison modes

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-01 10:14:36 +09:00

129 lines
3.8 KiB
Python

"""Telegram 매매 알림."""
from __future__ import annotations
import logging
import os
import requests
logger = logging.getLogger(__name__)
_API = "https://api.telegram.org/bot{token}/sendMessage"
def _send(text: str) -> None:
token = os.getenv("TELEGRAM_TRADE_TOKEN", "")
chat_id = os.getenv("TELEGRAM_CHAT_ID", "")
if not token or not chat_id:
logger.warning("Telegram 설정 없음, 알림 스킵")
return
try:
requests.post(
_API.format(token=token),
json={"chat_id": chat_id, "text": text, "parse_mode": "HTML"},
timeout=5,
)
except Exception as e:
logger.error(f"Telegram 알림 실패: {e}")
def notify_buy(
ticker: str, price: float, amount: float, invested_krw: int,
max_budget: int = 0, per_position: int = 0,
) -> None:
budget_line = (
f"운용예산: {max_budget:,}원 (포지션당 {per_position:,}원)\n"
if max_budget else ""
)
_send(
f"📈 <b>[매수]</b> {ticker}\n"
f"가격: {price:,.0f}\n"
f"수량: {amount}\n"
f"투자금: {invested_krw:,}\n"
f"{budget_line}"
)
def notify_sell(
ticker: str, price: float, pnl_pct: float, reason: str,
krw_profit: float = 0.0, fee_krw: float = 0.0,
cum_profit: float = 0.0,
) -> None:
trade_emoji = "" if pnl_pct >= 0 else ""
cum_emoji = "💚" if cum_profit >= 0 else "🔴"
_send(
f"{trade_emoji} <b>[매도]</b> {ticker}\n"
f"가격: {price:,.0f}\n"
f"수익률: {pnl_pct:+.2f}%\n"
f"실손익: {krw_profit:+,.0f}원 (수수료 {fee_krw:,.0f}원)\n"
f"{cum_emoji} 누적손익: {cum_profit:+,.0f}\n"
f"사유: {reason}"
)
def notify_error(message: str) -> None:
_send(f"⚠️ <b>[오류]</b>\n{message}")
def notify_status(
positions: dict,
max_budget: int = 0,
per_position: int = 0,
cum_profit: float = 0.0,
) -> None:
"""정각마다 시장 레짐 + 1시간 이상 보유 포지션 현황 전송."""
from datetime import datetime
import pyupbit
from .market_regime import get_regime
now = datetime.now().strftime("%H:%M")
cum_sign = "+" if cum_profit >= 0 else ""
# 시장 레짐
regime = get_regime()
regime_line = (
f"{regime['emoji']} 시장: {regime['name'].upper()} "
f"(score {regime['score']:+.2f}%) "
f"| 조건 TREND≥{regime['trend_pct']}% / VOL≥{regime['vol_mult']}x\n"
)
# 1시간 이상 보유 포지션만 필터
long_positions = {
ticker: pos for ticker, pos in positions.items()
if (datetime.now() - pos["entry_time"]).total_seconds() >= 3600
}
cum_emoji = "💚" if cum_profit >= 0 else "🔴"
budget_info = (
f"💰 운용예산: {max_budget:,}원 | 포지션당: {per_position:,}\n"
f"{cum_emoji} 누적손익: {cum_sign}{cum_profit:,.0f}\n"
if max_budget else ""
)
# 포지션 없어도 레짐 정보는 전송
header = f"📊 <b>[{now} 현황]</b>\n{regime_line}{budget_info}"
if not long_positions:
_send(header + "1h+ 보유 포지션 없음")
return
lines = [header]
for ticker, pos in long_positions.items():
current = pyupbit.get_current_price(ticker)
if not current:
continue
pnl = (current - pos["buy_price"]) / pos["buy_price"] * 100
peak = pos["peak_price"]
drop = (peak - current) / peak * 100
elapsed = (datetime.now() - pos["entry_time"]).total_seconds() / 3600
emoji = "📈" if pnl >= 0 else "📉"
lines.append(
f"{emoji} <b>{ticker}</b>\n"
f" 현재가: {current:,.0f}\n"
f" 수익률: {pnl:+.2f}%\n"
f" 최고가 대비: -{drop:.1f}%\n"
f" 보유: {elapsed:.1f}h"
)
_send("\n".join(lines))