fix: harden screening data collection

backend/app/services/collectors/price_collector.py

@@ -240,7 +240,9 @@ class PriceCollector(BaseCollector):
                 logger.info("Collecting stock prices via KRX Open API")
                 total = self._collect_openapi()
                 logger.info(f"Collected {total} price records via Open API")
-                return total
+                if total > 0:
+                    return total
+                logger.warning("KRX Open API returned 0 price records, falling back to pykrx")
             except Exception as e:
                 logger.warning(f"KRX Open API failed, falling back to pykrx: {e}")
 

backend/app/services/collectors/stock_collector.py

@@ -224,7 +224,10 @@ class StockCollector(BaseCollector):
         if client:
             try:
                 logger.info("Collecting stock data via KRX Open API")
-                return self._collect_openapi()
+                total = self._collect_openapi()
+                if total > 0:
+                    return total
+                logger.warning("KRX Open API returned 0 stock records, falling back to pykrx")
             except Exception as e:
                 logger.warning(f"KRX Open API failed, falling back to pykrx: {e}")
 

backend/jobs/screening_job.py

@@ -3,6 +3,7 @@ from collections import defaultdict
 from datetime import date, datetime, time as dtime, timedelta
 from decimal import Decimal
 from typing import Iterable
+from zoneinfo import ZoneInfo
 
 import pandas as pd
 from sqlalchemy import func
@@ -16,6 +17,15 @@ logger = logging.getLogger(__name__)
 
 LOOKBACK_CALENDAR_DAYS = 430
 MIN_HISTORY_ROWS = 20
+KST = ZoneInfo("Asia/Seoul")
+
+
+def _now_kst() -> datetime:
+    return datetime.now(KST)
+
+
+def _today_kst() -> date:
+    return _now_kst().date()
 
 
 def _as_float(value, default: float = 0.0) -> float:
@@ -256,7 +266,7 @@ def run_morning_screening():
 
 def run_intraday_exit_check():
     """09:05~15:20 KST - Check exits and optional auto entries."""
-    now = datetime.now()
+    now = _now_kst()
     if not (dtime(9, 5) <= now.time() <= dtime(15, 20)):
         logger.info("Outside trading window (09:05~15:20), skipping trade check")
         return
@@ -280,7 +290,7 @@ def run_intraday_exit_check():
             if not pos:
                 continue
 
-            latest_date = _latest_price_date(db, market="KOSPI") or date.today()
+            latest_date = _latest_price_date(db, market="KOSPI") or _today_kst()
             rows = (
                 db.query(Price)
                 .filter(
@@ -316,7 +326,7 @@ def run_intraday_exit_check():
             sell_qty = max(1, int(pos.qty * exit_signal["sell_ratio"]))
             order = executor.place_sell_order(signal.ticker, sell_qty)
             db.add(AutoOrder(
-                order_date=datetime.now(),
+                order_date=_now_kst().replace(tzinfo=None),
                 ticker=signal.ticker,
                 order_type="sell",
                 qty=sell_qty,
@@ -327,7 +337,7 @@ def run_intraday_exit_check():
             ))
             if order.success and exit_signal["sell_ratio"] >= 1.0:
                 signal.status = "closed"
-                signal.exit_date = date.today()
+                signal.exit_date = _today_kst()
                 signal.exit_price = current_price
 
         if not getattr(settings, "screening_auto_trade_enabled", False):
@@ -347,7 +357,7 @@ def run_intraday_exit_check():
         for signal in watching:
             if signal.ticker in open_tickers:
                 continue
-            latest_date = _latest_price_date(db, market="KOSPI") or date.today()
+            latest_date = _latest_price_date(db, market="KOSPI") or _today_kst()
             rows = (
                 db.query(Price)
                 .filter(
@@ -376,7 +386,7 @@ def run_intraday_exit_check():
 
             order = executor.place_buy_order(signal.ticker, qty, int(entry["entry_price"]))
             db.add(AutoOrder(
-                order_date=datetime.now(),
+                order_date=_now_kst().replace(tzinfo=None),
                 ticker=signal.ticker,
                 order_type="buy",
                 qty=qty,
@@ -407,7 +417,7 @@ def run_closing_review():
     logger.info("Starting closing review")
     db = SessionLocal()
     try:
-        today = date.today()
+        today = _today_kst()
 
         stale_before = today - timedelta(days=7)
         stale_signals = (