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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)
190 lines
7.3 KiB
Python
190 lines
7.3 KiB
Python
import logging
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from dataclasses import dataclass, field
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from datetime import datetime, timedelta
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from typing import List, Optional
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import httpx
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logger = logging.getLogger(__name__)
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@dataclass
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class OrderResult:
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success: bool
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order_no: str = ""
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message: str = ""
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ticker: str = ""
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order_type: str = "" # buy/sell
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qty: int = 0
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price: int = 0
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@dataclass
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class Position:
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ticker: str
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name: str
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qty: int
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avg_price: float
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current_price: float
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pnl_amount: float
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pnl_rate: float
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@dataclass
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class AccountBalance:
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total_amount: float
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available_amount: float
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stock_amount: float
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pnl_amount: float
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positions: List[Position] = field(default_factory=list)
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class KISTradeExecutor:
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BASE_URL_REAL = "https://openapi.koreainvestment.com:9443"
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BASE_URL_PAPER = "https://openapivts.koreainvestment.com:29443"
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def __init__(self, app_key: str, app_secret: str, account_no: str, paper_trade: bool = True):
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self._app_key = app_key
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self._app_secret = app_secret
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self._account_no = account_no
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self._paper_trade = paper_trade
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self._base_url = self.BASE_URL_PAPER if paper_trade else self.BASE_URL_REAL
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self._access_token: Optional[str] = None
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self._token_expires_at: Optional[datetime] = None
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# account_no format: "12345678-01" -> CANO="12345678", ACNT_PRDT_CD="01"
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parts = account_no.split("-") if "-" in account_no else (account_no[:8], account_no[8:] or "01")
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self._cano = parts[0]
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self._acnt_prdt_cd = parts[1] if len(parts) > 1 else "01"
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@property
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def _is_token_valid(self) -> bool:
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if not self._access_token or not self._token_expires_at:
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return False
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return datetime.now() < self._token_expires_at - timedelta(minutes=5)
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def _ensure_token(self) -> None:
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if self._is_token_valid:
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return
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url = f"{self._base_url}/oauth2/tokenP"
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body = {
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"grant_type": "client_credentials",
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"appkey": self._app_key,
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"appsecret": self._app_secret,
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}
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with httpx.Client() as client:
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resp = client.post(url, json=body)
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resp.raise_for_status()
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data = resp.json()
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self._access_token = data["access_token"]
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expires_in = int(data.get("expires_in", 86400))
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self._token_expires_at = datetime.now() + timedelta(seconds=expires_in)
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logger.info("KIS access token refreshed, expires in %d seconds", expires_in)
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def _headers(self, tr_id: str) -> dict:
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self._ensure_token()
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return {
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"content-type": "application/json; charset=utf-8",
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"authorization": f"Bearer {self._access_token}",
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"appkey": self._app_key,
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"appsecret": self._app_secret,
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"tr_id": tr_id,
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}
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def _order_tr_id(self, order_type: str) -> str:
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if self._paper_trade:
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return "VTTC0802U" if order_type == "buy" else "VTTC0801U"
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return "TTTC0802U" if order_type == "buy" else "TTTC0801U"
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def _place_order(self, ticker: str, qty: int, price: Optional[int], order_type: str) -> OrderResult:
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tr_id = self._order_tr_id(order_type)
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# ORD_DVSN: "00" = limit order, "01" = market order
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ord_dvsn = "00" if price else "01"
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body = {
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"CANO": self._cano,
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"ACNT_PRDT_CD": self._acnt_prdt_cd,
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"PDNO": ticker,
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"ORD_DVSN": ord_dvsn,
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"ORD_QTY": str(qty),
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"ORD_UNPR": str(price or 0),
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}
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url = f"{self._base_url}/uapi/domestic-stock/v1/trading/order-cash"
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try:
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with httpx.Client() as client:
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resp = client.post(url, headers=self._headers(tr_id), json=body)
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resp.raise_for_status()
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data = resp.json()
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if data.get("rt_cd") == "0":
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order_no = data.get("output", {}).get("ODNO", "")
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logger.info("KIS %s order success: %s qty=%d price=%s order_no=%s",
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order_type, ticker, qty, price, order_no)
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return OrderResult(
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success=True, order_no=order_no, ticker=ticker,
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order_type=order_type, qty=qty, price=price or 0,
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message=data.get("msg1", ""),
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)
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else:
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msg = data.get("msg1", "Unknown error")
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logger.warning("KIS %s order failed: %s - %s", order_type, ticker, msg)
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return OrderResult(success=False, ticker=ticker, order_type=order_type, message=msg)
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except Exception as e:
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logger.error("KIS %s order exception: %s - %s", order_type, ticker, str(e))
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return OrderResult(success=False, ticker=ticker, order_type=order_type, message=str(e))
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def place_buy_order(self, ticker: str, qty: int, price: Optional[int] = None) -> OrderResult:
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return self._place_order(ticker, qty, price, "buy")
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def place_sell_order(self, ticker: str, qty: int, price: Optional[int] = None) -> OrderResult:
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return self._place_order(ticker, qty, price, "sell")
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def get_account_balance(self) -> AccountBalance:
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tr_id = "VTTC8434R" if self._paper_trade else "TTTC8434R"
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params = {
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"CANO": self._cano,
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"ACNT_PRDT_CD": self._acnt_prdt_cd,
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"AFHR_FLPR_YN": "N",
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"OFL_YN": "",
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"INQR_DVSN": "02",
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"UNPR_DVSN": "01",
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"FUND_STTL_ICLD_YN": "N",
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"FNCG_AMT_AUTO_RDPT_YN": "N",
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"PRCS_DVSN": "01",
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"CTX_AREA_FK100": "",
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"CTX_AREA_NK100": "",
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}
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url = f"{self._base_url}/uapi/domestic-stock/v1/trading/inquire-balance"
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try:
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with httpx.Client() as client:
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resp = client.get(url, headers=self._headers(tr_id), params=params)
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resp.raise_for_status()
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data = resp.json()
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positions = []
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for item in data.get("output1", []):
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if int(item.get("hldg_qty", "0")) > 0:
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positions.append(Position(
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ticker=item.get("pdno", ""),
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name=item.get("prdt_name", ""),
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qty=int(item.get("hldg_qty", "0")),
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avg_price=float(item.get("pchs_avg_pric", "0")),
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current_price=float(item.get("prpr", "0")),
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pnl_amount=float(item.get("evlu_pfls_amt", "0")),
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pnl_rate=float(item.get("evlu_pfls_rt", "0")),
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))
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output2 = data.get("output2", [{}])
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summary = output2[0] if output2 else {}
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return AccountBalance(
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total_amount=float(summary.get("tot_evlu_amt", "0")),
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available_amount=float(summary.get("dnca_tot_amt", "0")),
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stock_amount=float(summary.get("scts_evlu_amt", "0")),
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pnl_amount=float(summary.get("evlu_pfls_smtl_amt", "0")),
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positions=positions,
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)
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except Exception as e:
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logger.error("KIS balance inquiry failed: %s", str(e))
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return AccountBalance(total_amount=0, available_amount=0, stock_amount=0, pnl_amount=0)
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def get_positions(self) -> List[Position]:
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balance = self.get_account_balance()
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return balance.positions
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