galaxis-po/backend/app/schemas/screening.py
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feat: 김종봉식 KOSPI 종목발굴 전략 구현
- 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)
2026-05-05 23:03:53 +09:00

72 lines
1.8 KiB
Python

from datetime import date, datetime
from decimal import Decimal
from typing import List, Optional
from pydantic import BaseModel
from app.schemas.portfolio import FloatDecimal
class ScreeningSignalResponse(BaseModel):
id: int
screen_date: date
ticker: str
name: Optional[str] = None
sector: Optional[str] = None
market_cap: Optional[int] = None
trading_value: Optional[int] = None
is_limit_up: bool = False
daily_return: Optional[FloatDecimal] = None
trigger_low: Optional[FloatDecimal] = None
market_state: Optional[str] = None
status: str
entry_date: Optional[date] = None
entry_price: Optional[FloatDecimal] = None
exit_date: Optional[date] = None
exit_price: Optional[FloatDecimal] = None
created_at: datetime
class Config:
from_attributes = True
class AutoOrderResponse(BaseModel):
id: int
order_date: datetime
ticker: str
order_type: Optional[str] = None
qty: Optional[int] = None
price: Optional[FloatDecimal] = None
order_no: Optional[str] = None
status: Optional[str] = None
screening_signal_id: Optional[int] = None
created_at: datetime
class Config:
from_attributes = True
class WatchlistItem(BaseModel):
ticker: str
name: Optional[str] = None
sector: Optional[str] = None
screen_date: date
trading_value: Optional[int] = None
is_limit_up: bool = False
daily_return: Optional[FloatDecimal] = None
trigger_low: Optional[FloatDecimal] = None
market_state: Optional[str] = None
status: str
class Config:
from_attributes = True
class ScreeningSummary(BaseModel):
date: date
market_state: str
total_screened: int
limit_up_count: int
watchlist_count: int
signals: List[ScreeningSignalResponse]