whdwo798
bf041e4d18
- order_executor: _update_trade_exit에 pnl 계산 저장 추가 - main: 매수 시 positions DB INSERT, 매도 시 DELETE - main: 재시작 시 DB에서 positions 복원 (_restore_positions_from_db)
109 lines
3.8 KiB
Python
109 lines
3.8 KiB
Python
"""
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execution/order_executor.py
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주문 실행 모듈
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DRY_RUN=true 시 실제 주문 전송 없음
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"""
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import os
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import asyncio
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import logging
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from datetime import datetime
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from app.execution.kis_client import KISClient
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from app.db.models import get_conn
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from app.config import FEE_RATE, TAX_RATE
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logger = logging.getLogger(__name__)
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class OrderExecutor:
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def __init__(self, kis: KISClient):
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self.kis = kis
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self.dry_run = os.getenv("DRY_RUN", "true").lower() == "true"
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def _calc_fee(self, price: float, qty: int, is_buy: bool) -> float:
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amt = price * qty
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return amt * (FEE_RATE + (0 if is_buy else TAX_RATE))
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async def buy(self, ticker: str, name: str,
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qty: int, reason: str = "",
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ai_boosted: bool = False) -> dict:
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"""시장가 매수"""
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try:
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result = await self.kis.order_buy(ticker, qty)
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price = result.get("entry_price", 0)
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# DB 저장
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fee = self._calc_fee(price, qty, True)
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self._save_trade(
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ticker=ticker, name=name,
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entry_price=price, qty=qty,
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side="BUY", fee=fee,
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ai_boosted=ai_boosted,
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)
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mode = "[DRY]" if self.dry_run else ""
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logger.info(f"{mode} 매수 {name}({ticker}) {qty}주 @ {price:,}원")
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return {"success": True, "price": price, "qty": qty}
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except Exception as e:
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logger.error(f"매수 실패 {ticker}: {e}")
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return {"success": False, "error": str(e)}
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async def sell(self, ticker: str, name: str,
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qty: int, reason: str = "") -> dict:
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"""시장가 매도"""
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try:
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result = await self.kis.order_sell(ticker, qty)
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price = result.get("exit_price", 0)
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fee = self._calc_fee(price, qty, False)
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self._update_trade_exit(
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ticker=ticker, exit_price=price,
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qty=qty, reason=reason, fee=fee,
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)
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mode = "[DRY]" if self.dry_run else ""
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logger.info(f"{mode} 매도 {name}({ticker}) {qty}주 @ {price:,}원 [{reason}]")
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return {"success": True, "price": price, "qty": qty}
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except Exception as e:
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logger.error(f"매도 실패 {ticker}: {e}")
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return {"success": False, "error": str(e)}
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def _save_trade(self, ticker, name, entry_price,
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qty, side, fee, ai_boosted=False):
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with get_conn() as conn:
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conn.execute("""
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INSERT INTO trades
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(date, ticker, name, entry_time, entry_price,
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quantity, side, fee, ai_boosted)
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VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?)
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""", (
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datetime.now().strftime("%Y-%m-%d"),
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ticker, name,
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datetime.now().strftime("%H:%M:%S"),
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entry_price, qty, side, fee,
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1 if ai_boosted else 0,
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))
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def _update_trade_exit(self, ticker, exit_price,
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qty, reason, fee):
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with get_conn() as conn:
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row = conn.execute("""
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SELECT id, entry_price, quantity FROM trades
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WHERE ticker=? AND exit_time IS NULL
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ORDER BY id DESC LIMIT 1
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""", (ticker,)).fetchone()
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if not row:
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return
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trade_id, entry_price, trade_qty = row
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actual_qty = qty if qty else trade_qty
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pnl = (exit_price - entry_price) * actual_qty - fee
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conn.execute("""
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UPDATE trades
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SET exit_time=?, exit_price=?, exit_reason=?, fee=fee+?, pnl=?
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WHERE id=?
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""", (
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datetime.now().strftime("%H:%M:%S"),
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exit_price, reason, fee, pnl, trade_id,
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))
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