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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)
51 lines
1.7 KiB
Python
51 lines
1.7 KiB
Python
from datetime import datetime
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from sqlalchemy import (
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Column, Integer, String, BigInteger, Boolean, Numeric, DateTime, Date,
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ForeignKey,
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)
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from sqlalchemy.orm import relationship
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from app.core.database import Base
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class ScreeningSignal(Base):
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__tablename__ = "screening_signals"
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id = Column(Integer, primary_key=True, index=True)
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screen_date = Column(Date, nullable=False, index=True)
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ticker = Column(String(20), nullable=False, index=True)
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name = Column(String(100))
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sector = Column(String(50))
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market_cap = Column(BigInteger)
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trading_value = Column(BigInteger)
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is_limit_up = Column(Boolean, default=False)
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daily_return = Column(Numeric(8, 4))
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trigger_low = Column(Numeric(12, 2))
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market_state = Column(String(20))
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status = Column(String(20), default="pending", index=True)
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entry_date = Column(Date)
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entry_price = Column(Numeric(12, 2))
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exit_date = Column(Date)
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exit_price = Column(Numeric(12, 2))
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created_at = Column(DateTime, default=datetime.utcnow)
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orders = relationship("AutoOrder", back_populates="screening_signal")
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class AutoOrder(Base):
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__tablename__ = "auto_orders"
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id = Column(Integer, primary_key=True, index=True)
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order_date = Column(DateTime, nullable=False, index=True)
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ticker = Column(String(20), nullable=False, index=True)
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order_type = Column(String(10))
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qty = Column(Integer)
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price = Column(Numeric(12, 2))
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order_no = Column(String(50))
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status = Column(String(20), default="pending")
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screening_signal_id = Column(Integer, ForeignKey("screening_signals.id"), nullable=True)
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created_at = Column(DateTime, default=datetime.utcnow)
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screening_signal = relationship("ScreeningSignal", back_populates="orders")
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