- core/fng.py: F&G API wrapper with 1h cache (alternative.me) - FNG_MIN_ENTRY=41 (env-configurable), blocks entry below threshold - core/strategy.py: call is_entry_allowed() before volume/regime checks - daemon/runner.py: log F&G status on every scan cycle - core/notify.py: include F&G value in buy/signal/status notifications - core/trader.py: pass current F&G value to notify_buy Backtest evidence (1y / 18 tickers / 1h candles): - No filter: 820 trades, 32.7% WR, avg +0.012%, KRW +95k - F&G >= 41: 372 trades, 39.5% WR, avg +0.462%, KRW +1.72M - Blocked 452 trades (avg -0.372%, saved ~1.68M KRW loss) Also add: - backtest_db.py: Oracle DB storage for backtest runs/results/trades - fng_1y_backtest.py, fng_adaptive_backtest.py, fng_sim_comparison.py Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
180 lines
5.5 KiB
Python
180 lines
5.5 KiB
Python
"""Telegram 매매 알림."""
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from __future__ import annotations
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import logging
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import os
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import requests
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logger = logging.getLogger(__name__)
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_API = "https://api.telegram.org/bot{token}/sendMessage"
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def _send(text: str) -> None:
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token = os.getenv("TELEGRAM_TRADE_TOKEN", "")
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chat_id = os.getenv("TELEGRAM_CHAT_ID", "")
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if not token or not chat_id:
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logger.warning("Telegram 설정 없음, 알림 스킵")
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return
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try:
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requests.post(
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_API.format(token=token),
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json={"chat_id": chat_id, "text": text, "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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logger.error(f"Telegram 알림 실패: {e}")
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def notify_buy(
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ticker: str, price: float, amount: float, invested_krw: int,
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max_budget: int = 0, per_position: int = 0,
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fng: int = 0,
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) -> None:
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budget_line = (
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f"운용예산: {max_budget:,}원 (포지션당 {per_position:,}원)\n"
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if max_budget else ""
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)
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fng_label = (
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"극탐욕" if fng >= 76 else
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"탐욕" if fng >= 56 else
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"중립" if fng >= 46 else
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"약공포" if fng >= 41 else
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"공포" if fng >= 26 else
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"극공포"
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) if fng else ""
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fng_line = f"F&G: {fng} ({fng_label})\n" if fng else ""
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_send(
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f"📈 <b>[매수]</b> {ticker}\n"
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f"가격: {price:,.2f}원\n"
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f"수량: {amount:.8f}\n"
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f"투자금: {invested_krw:,.2f}원\n"
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f"{fng_line}"
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f"{budget_line}"
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)
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def notify_sell(
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ticker: str, price: float, pnl_pct: float, reason: str,
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krw_profit: float = 0.0, fee_krw: float = 0.0,
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cum_profit: float = 0.0,
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) -> None:
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trade_emoji = "✅" if pnl_pct >= 0 else "❌"
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cum_emoji = "💚" if cum_profit >= 0 else "🔴"
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_send(
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f"{trade_emoji} <b>[매도]</b> {ticker}\n"
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f"가격: {price:,.2f}원\n"
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f"수익률: {pnl_pct:+.2f}%\n"
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f"실손익: {krw_profit:+,.2f}원 (수수료 {fee_krw:,.2f}원)\n"
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f"{cum_emoji} 누적손익: {cum_profit:+,.2f}원\n"
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f"사유: {reason}"
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)
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def notify_signal(ticker: str, signal_price: float, vol_mult: float, fng: int = 0) -> None:
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"""거래량 축적 신호 감지 알림."""
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from .fng import FNG_MIN_ENTRY
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fng_label = (
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"극탐욕" if fng >= 76 else
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"탐욕" if fng >= 56 else
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"중립" if fng >= 46 else
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"약공포" if fng >= 41 else
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"공포" if fng >= 26 else
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"극공포"
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) if fng else ""
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fng_line = f"F&G: {fng} ({fng_label})\n" if fng else ""
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warn_line = (
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f"⚠️ F&G={fng} < {FNG_MIN_ENTRY} → <b>진입차단중</b>\n"
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if fng and fng < FNG_MIN_ENTRY else ""
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)
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_send(
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f"🔍 <b>[축적감지]</b> {ticker}\n"
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f"신호가: {signal_price:,.2f}원\n"
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f"거래량: {vol_mult:.1f}x 급증 + 2h 횡보\n"
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f"{fng_line}"
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f"{warn_line}"
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f"진입 목표: {signal_price * 1.048:,.2f}원 (+4.8%)"
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)
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def notify_error(message: str) -> None:
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_send(f"⚠️ <b>[오류]</b>\n{message}")
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def notify_status(
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positions: dict,
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max_budget: int = 0,
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per_position: int = 0,
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cum_profit: float = 0.0,
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) -> None:
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"""정각마다 시장 레짐 + 1시간 이상 보유 포지션 현황 전송."""
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from datetime import datetime
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import pyupbit
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from .market_regime import get_regime
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now = datetime.now().strftime("%H:%M")
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cum_sign = "+" if cum_profit >= 0 else ""
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# 시장 레짐
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regime = get_regime()
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regime_line = (
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f"{regime['emoji']} 시장: {regime['name'].upper()} "
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f"(score {regime['score']:+.2f}%) "
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f"| 조건 TREND≥{regime['trend_pct']}% / VOL≥{regime['vol_mult']}x\n"
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)
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# F&G 지수
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from .fng import get_fng, FNG_MIN_ENTRY
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fv = get_fng()
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fng_label = (
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"극탐욕" if fv >= 76 else
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"탐욕" if fv >= 56 else
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"중립" if fv >= 46 else
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"약공포" if fv >= 41 else
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"공포" if fv >= 26 else
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"극공포"
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)
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fng_status = "✅진입허용" if fv >= FNG_MIN_ENTRY else "🚫진입차단"
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fng_line = f"😨 F&G: {fv} ({fng_label}) {fng_status}\n"
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# 1시간 이상 보유 포지션만 필터
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long_positions = {
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ticker: pos for ticker, pos in positions.items()
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if (datetime.now() - pos["entry_time"]).total_seconds() >= 3600
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}
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cum_emoji = "💚" if cum_profit >= 0 else "🔴"
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budget_info = (
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f"💰 운용예산: {max_budget:,}원 | 포지션당: {per_position:,}원\n"
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f"{cum_emoji} 누적손익: {cum_sign}{cum_profit:,.0f}원\n"
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if max_budget else ""
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)
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# 포지션 없어도 레짐 정보는 전송
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header = f"📊 <b>[{now} 현황]</b>\n{regime_line}{fng_line}{budget_info}"
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if not long_positions:
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_send(header + "1h+ 보유 포지션 없음")
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return
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lines = [header]
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for ticker, pos in long_positions.items():
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current = pyupbit.get_current_price(ticker)
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if not current:
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continue
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pnl = (current - pos["buy_price"]) / pos["buy_price"] * 100
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peak = pos["peak_price"]
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drop = (peak - current) / peak * 100
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elapsed = (datetime.now() - pos["entry_time"]).total_seconds() / 3600
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emoji = "📈" if pnl >= 0 else "📉"
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lines.append(
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f"{emoji} <b>{ticker}</b>\n"
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f" 현재가: {current:,.2f}원\n"
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f" 수익률: {pnl:+.2f}%\n"
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f" 최고가 대비: -{drop:.2f}%\n"
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f" 보유: {elapsed:.2f}h"
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)
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_send("\n".join(lines))
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