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- KOSPIMarketStateDetector: KOSPI MA 기반 시장 상태 판단 (bull/neutral/bear/crash) - VolumeScreener: 거래대금 2000억+ 스크리닝 (상한가 우선, 희소성 체크, 대형주 예외) - SectorPortfolioManager: 섹터 기반 비중 배분 - KJBScreeningSignalGenerator: 눌림목 진입, 5MA 손절, 단계적 익절 - KISTradeExecutor: KIS API 자동 매수/매도 (기본값 모의투자) - ScreeningSignal / AutoOrder DB 모델 추가 - screening API 엔드포인트 추가 - 스케줄러 잡 3종 추가 (08:30/5분/15:35) - Price.trading_value 컬럼 추가 - MarketIndex 테이블 추가 (KOSPI/KOSDAQ 지수 일봉) - IndexCollector 추가 (일일 수집 잡 등록) - intraday_exit_check 시간 필터 추가 (09:05~15:20 KST) - 드라이런 스크립트 추가 (scripts/screening_dryrun.py)
106 lines
3.7 KiB
Python
106 lines
3.7 KiB
Python
"""
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Market index price data collector (KOSPI, KOSDAQ).
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Uses pykrx to collect index OHLCV data.
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"""
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import logging
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from datetime import datetime, timedelta
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import pandas as pd
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from sqlalchemy.orm import Session
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from sqlalchemy.dialects.postgresql import insert
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from app.services.collectors.base import BaseCollector
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from app.models.stock import MarketIndex
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logger = logging.getLogger(__name__)
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INDEX_LIST = [
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("1001", "KOSPI"),
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("2001", "KOSDAQ"),
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]
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class IndexCollector(BaseCollector):
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"""Collects daily OHLCV data for market indices (KOSPI, KOSDAQ)."""
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def __init__(self, db: Session, start_date: str = None, end_date: str = None):
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super().__init__(db)
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self.end_date = end_date or datetime.now().strftime("%Y%m%d")
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self.start_date = start_date or (
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datetime.now() - timedelta(days=7)
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).strftime("%Y%m%d")
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def collect(self) -> int:
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from pykrx import stock as pykrx_stock
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total = 0
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for code, name in INDEX_LIST:
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try:
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df = pykrx_stock.get_index_ohlcv(self.start_date, self.end_date, code)
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if df is None or df.empty:
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continue
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df = df.reset_index()
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records = []
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for _, row in df.iterrows():
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date_val = row.iloc[0]
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if hasattr(date_val, "date"):
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date_val = date_val.date()
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try:
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close_val = float(row.iloc[4])
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except (ValueError, TypeError):
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continue
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if close_val == 0:
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continue
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def safe_float(v):
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try:
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return float(v) if not pd.isna(v) else None
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except (ValueError, TypeError):
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return None
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def safe_int(v):
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try:
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return int(float(v)) if not pd.isna(v) else None
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except (ValueError, TypeError):
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return None
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records.append({
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"code": code,
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"date": date_val,
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"name": name,
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"open": safe_float(row.iloc[1]),
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"high": safe_float(row.iloc[2]),
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"low": safe_float(row.iloc[3]),
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"close": close_val,
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"volume": safe_int(row.iloc[5]) if len(row) > 5 else None,
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"trading_value": safe_int(row.iloc[6]) if len(row) > 6 else None,
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})
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if records:
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stmt = insert(MarketIndex).values(records)
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stmt = stmt.on_conflict_do_update(
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index_elements=["code", "date"],
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set_={
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"open": stmt.excluded.open,
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"high": stmt.excluded.high,
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"low": stmt.excluded.low,
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"close": stmt.excluded.close,
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"volume": stmt.excluded.volume,
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"trading_value": stmt.excluded.trading_value,
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},
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)
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self.db.execute(stmt)
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self.db.commit()
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total += len(records)
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logger.info(f"IndexCollector: {name} {len(records)} records")
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except Exception as e:
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self.db.rollback()
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logger.warning(f"IndexCollector failed for {code} ({name}): {e}")
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return total
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