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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)
145 lines
4.1 KiB
Python
145 lines
4.1 KiB
Python
"""
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APScheduler configuration for background jobs.
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"""
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import logging
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from zoneinfo import ZoneInfo
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from apscheduler.schedulers.background import BackgroundScheduler
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from apscheduler.triggers.cron import CronTrigger
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KST = ZoneInfo("Asia/Seoul")
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from jobs.snapshot_job import create_daily_snapshots
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from jobs.collection_job import run_daily_collection, run_financial_collection
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from jobs.kjb_signal_job import run_kjb_signals
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from jobs.screening_job import run_morning_screening, run_intraday_exit_check, run_closing_review
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logger = logging.getLogger(__name__)
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# Create scheduler instance
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scheduler = BackgroundScheduler()
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def configure_jobs():
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"""Configure scheduled jobs."""
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# Daily data collection at 18:00 (after market close, before snapshot)
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scheduler.add_job(
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run_daily_collection,
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trigger=CronTrigger(
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hour=18,
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minute=0,
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day_of_week='mon-fri',
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timezone=KST,
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),
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id='daily_collection',
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name='Collect daily market data',
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replace_existing=True,
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)
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logger.info("Configured daily_collection job at 18:00 KST")
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# Weekly financial statement collection at 19:00 Monday
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# (after daily collection, financial data updates quarterly)
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scheduler.add_job(
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run_financial_collection,
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trigger=CronTrigger(
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hour=19,
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minute=0,
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day_of_week='mon',
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timezone=KST,
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),
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id='weekly_financial_collection',
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name='Collect financial statements from FnGuide',
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replace_existing=True,
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)
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logger.info("Configured weekly_financial_collection job at 19:00 KST Monday")
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# Daily snapshot at 18:30 (after data collection completes)
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scheduler.add_job(
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create_daily_snapshots,
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trigger=CronTrigger(
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hour=18,
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minute=30,
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day_of_week='mon-fri',
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timezone=KST,
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),
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id='daily_snapshots',
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name='Create daily portfolio snapshots',
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replace_existing=True,
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)
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logger.info("Configured daily_snapshots job at 18:30 KST")
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# KJB signal generation at 18:15 (after daily collection, before snapshot)
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scheduler.add_job(
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run_kjb_signals,
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trigger=CronTrigger(
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hour=18,
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minute=15,
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day_of_week='mon-fri',
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timezone=KST,
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),
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id='kjb_daily_signals',
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name='Generate KJB trading signals',
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replace_existing=True,
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)
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logger.info("Configured kjb_daily_signals job at 18:15 KST")
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# Morning screening at 08:30 KST
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scheduler.add_job(
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run_morning_screening,
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trigger=CronTrigger(
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hour=8,
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minute=30,
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day_of_week='mon-fri',
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timezone=KST,
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),
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id='morning_screening',
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name='KOSPI volume screening',
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replace_existing=True,
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)
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logger.info("Configured morning_screening job at 08:30 KST")
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# Intraday exit check every 5 minutes during 09:05~15:20 KST
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scheduler.add_job(
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run_intraday_exit_check,
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trigger=CronTrigger(
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hour='9-15',
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minute='*/5',
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day_of_week='mon-fri',
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timezone=KST,
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),
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id='intraday_exit_check',
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name='Check exit conditions for held positions',
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replace_existing=True,
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)
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logger.info("Configured intraday_exit_check job every 5min 09:00-15:59 KST")
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# Closing review at 15:35 KST
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scheduler.add_job(
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run_closing_review,
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trigger=CronTrigger(
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hour=15,
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minute=35,
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day_of_week='mon-fri',
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timezone=KST,
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),
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id='closing_review',
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name='Post-market closing review',
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replace_existing=True,
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)
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logger.info("Configured closing_review job at 15:35 KST")
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def start_scheduler():
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"""Start the scheduler."""
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if not scheduler.running:
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configure_jobs()
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scheduler.start()
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logger.info("Scheduler started")
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def stop_scheduler():
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"""Stop the scheduler."""
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if scheduler.running:
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scheduler.shutdown()
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logger.info("Scheduler stopped")
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