whdwo798
a64a3f017b
- main.py: sleep 0.05/0.1 → 1.1초 (KIS rate limit 준수) - main.py: 전일 날짜 계산 수정 (월요일→금요일), 인라인 주석 env 파싱, 장 중 재시작 즉시 루프 진입 - strategy/volatility_breakout.py: has_prev_data() 추가, 중복 수집 skip - db/repository.py, order_executor.py: UPDATE ORDER BY → 서브쿼리 수정 (SQLite 호환) - kis_client.py: get_balance TR ID VTTC8001R → VTTC8434R - test_connection.py: API 호출 간 sleep 추가 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
103 lines
3.5 KiB
Python
103 lines
3.5 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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conn.execute("""
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UPDATE trades
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SET exit_time=?, exit_price=?, exit_reason=?, fee=fee+?
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WHERE id = (
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SELECT id 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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)
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""", (
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datetime.now().strftime("%H:%M:%S"),
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exit_price, reason, fee, ticker,
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))
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