83bd51117f
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>
59 lines
1.7 KiB
Python
59 lines
1.7 KiB
Python
"""트레일링 스탑 감시 - 백그라운드 스레드에서 실행."""
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import logging
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import time
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from .market import get_current_price
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from . import trader
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logger = logging.getLogger(__name__)
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STOP_LOSS_PCT = 0.10 # 최고가 대비 -10%
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CHECK_INTERVAL = 10 # 10초마다 체크
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def _check_stop(ticker: str, pos: dict) -> None:
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"""단일 포지션 스탑 체크."""
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current = get_current_price(ticker)
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if current is None:
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return
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# 최고가 갱신
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trader.update_peak(ticker, current)
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# 최신 peak_price 읽기 (update 후)
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pos = trader.get_positions().get(ticker)
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if pos is None:
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return
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peak = pos["peak_price"]
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buy_price = pos["buy_price"]
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drop_from_peak = (peak - current) / peak
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# 로그 (보유 중 상태 확인)
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pnl = (current - buy_price) / buy_price * 100
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logger.info(
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f"[감시] {ticker} 현재={current:,.0f} | "
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f"최고={peak:,.0f} | 하락={drop_from_peak:.1%} | 수익률={pnl:+.1f}%"
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)
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if drop_from_peak >= STOP_LOSS_PCT:
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reason = (
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f"트레일링스탑 | 최고가={peak:,.0f}원 → "
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f"현재={current:,.0f}원 ({drop_from_peak:.1%} 하락)"
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)
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trader.sell(ticker, reason=reason)
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def run_monitor(interval: int = CHECK_INTERVAL) -> None:
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"""전체 포지션 감시 루프."""
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logger.info(f"모니터 시작 (체크 주기={interval}초, 스탑={STOP_LOSS_PCT:.0%})")
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while True:
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positions_snapshot = dict(trader.get_positions())
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for ticker, pos in positions_snapshot.items():
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try:
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_check_stop(ticker, pos)
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except Exception as e:
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logger.error(f"모니터 오류 {ticker}: {e}")
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time.sleep(interval)
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