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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)
139 lines
4.1 KiB
Python
139 lines
4.1 KiB
Python
"""
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Stock and market data models.
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"""
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from datetime import datetime
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from sqlalchemy import (
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Column, Integer, String, Numeric, DateTime, Date,
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BigInteger, Text, Enum as SQLEnum
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)
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import enum
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from app.core.database import Base
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class StockType(str, enum.Enum):
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COMMON = "common"
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SPAC = "spac"
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PREFERRED = "preferred"
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REIT = "reit"
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OTHER = "other"
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class ReportType(str, enum.Enum):
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ANNUAL = "annual"
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QUARTERLY = "quarterly"
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class AssetClass(str, enum.Enum):
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EQUITY = "equity"
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BOND = "bond"
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GOLD = "gold"
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MIXED = "mixed"
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class Stock(Base):
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__tablename__ = "stocks"
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ticker = Column(String(20), primary_key=True)
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name = Column(String(100), nullable=False)
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market = Column(String(20), nullable=False)
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close_price = Column(Numeric(12, 2), nullable=True)
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market_cap = Column(BigInteger, nullable=True)
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eps = Column(Numeric(12, 2), nullable=True)
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forward_eps = Column(Numeric(12, 2), nullable=True)
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bps = Column(Numeric(12, 2), nullable=True)
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dividend_per_share = Column(Numeric(12, 2), nullable=True)
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stock_type = Column(SQLEnum(StockType), default=StockType.COMMON)
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base_date = Column(Date, nullable=False)
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class Sector(Base):
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__tablename__ = "sectors"
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ticker = Column(String(20), primary_key=True)
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sector_code = Column(String(10), nullable=False)
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company_name = Column(String(100), nullable=False)
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sector_name = Column(String(50), nullable=False)
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base_date = Column(Date, nullable=False)
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class Valuation(Base):
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__tablename__ = "valuations"
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ticker = Column(String(20), primary_key=True)
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base_date = Column(Date, primary_key=True)
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per = Column(Numeric(10, 2), nullable=True)
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pbr = Column(Numeric(10, 2), nullable=True)
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psr = Column(Numeric(10, 2), nullable=True)
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pcr = Column(Numeric(10, 2), nullable=True)
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dividend_yield = Column(Numeric(6, 2), nullable=True)
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class Price(Base):
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__tablename__ = "prices"
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ticker = Column(String(20), primary_key=True)
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date = Column(Date, primary_key=True)
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open = Column(Numeric(12, 2), nullable=False)
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high = Column(Numeric(12, 2), nullable=False)
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low = Column(Numeric(12, 2), nullable=False)
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close = Column(Numeric(12, 2), nullable=False)
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volume = Column(BigInteger, nullable=False)
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trading_value = Column(BigInteger, nullable=True)
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class Financial(Base):
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__tablename__ = "financials"
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ticker = Column(String(20), primary_key=True)
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base_date = Column(Date, primary_key=True)
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report_type = Column(SQLEnum(ReportType), primary_key=True)
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account = Column(String(50), primary_key=True)
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value = Column(Numeric(20, 2), nullable=True)
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class ETF(Base):
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__tablename__ = "etfs"
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ticker = Column(String(20), primary_key=True)
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name = Column(String(100), nullable=False)
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asset_class = Column(SQLEnum(AssetClass), nullable=False)
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market = Column(String(20), nullable=False)
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expense_ratio = Column(Numeric(5, 4), nullable=True)
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class ETFPrice(Base):
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__tablename__ = "etf_prices"
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ticker = Column(String(20), primary_key=True)
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date = Column(Date, primary_key=True)
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close = Column(Numeric(12, 2), nullable=False)
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nav = Column(Numeric(12, 2), nullable=True)
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volume = Column(BigInteger, nullable=True)
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class MarketIndex(Base):
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__tablename__ = "market_indices"
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code = Column(String(10), primary_key=True)
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date = Column(Date, primary_key=True)
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name = Column(String(50), nullable=True)
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open = Column(Numeric(12, 2), nullable=True)
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high = Column(Numeric(12, 2), nullable=True)
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low = Column(Numeric(12, 2), nullable=True)
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close = Column(Numeric(12, 2), nullable=False)
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volume = Column(BigInteger, nullable=True)
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trading_value = Column(BigInteger, nullable=True)
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class JobLog(Base):
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__tablename__ = "job_logs"
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id = Column(Integer, primary_key=True, index=True)
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job_name = Column(String(50), nullable=False)
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status = Column(String(20), nullable=False)
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started_at = Column(DateTime, default=datetime.utcnow)
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finished_at = Column(DateTime, nullable=True)
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records_count = Column(Integer, nullable=True)
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error_msg = Column(Text, nullable=True)
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