kyu
6d3b0bacc0
- 19개 마이크로서비스 (news-collector, score-engine, ta-engine, dart-collector, aux-signal, us-market, graph-engine, telegram-bot, dashboard-api, kis-api 등) - 가치투자 스코어링 + 10공식 앙상블 보팅 (매직포뮬러/F-Score/Altman/PEG/ 모멘텀/Beneish/GP-A/G-Score/Amihud/BAB) - 뉴스 수집→형태소→임베딩→중복제거→AI분석 파이프라인 - 기술적분석 + GAT 그래프신경망 + 미증시 동조 시그널 Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
368 lines
15 KiB
Python
368 lines
15 KiB
Python
"""
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Aux Signal Service (port 8282, 172.30.0.25)
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외부 보조 데이터 수집:
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- 네이버 종목 integration API → 컨센서스 + 기관/외국인 일별 수급
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- 한국은행 ECOS API → USD/KRW 환율, 국고채 10년 금리
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"""
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import os
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import asyncio
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import json
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from datetime import date, datetime, timedelta
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from typing import Optional, List
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import asyncpg
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import structlog
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import httpx
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from fastapi import FastAPI, Query, BackgroundTasks
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from apscheduler.schedulers.asyncio import AsyncIOScheduler
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from apscheduler.triggers.cron import CronTrigger
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from pytz import timezone
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# ─────────────────────────────────────────────────────────────
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# 설정
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# ─────────────────────────────────────────────────────────────
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PG = {
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"host": os.getenv("POSTGRES_HOST", "postgres"),
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"port": int(os.getenv("POSTGRES_PORT", 5432)),
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"database": os.getenv("POSTGRES_DB", "trading_ai"),
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"user": os.getenv("POSTGRES_USER", "kyu"),
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"password": os.getenv("POSTGRES_PASSWORD", ""),
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}
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KST = timezone("Asia/Seoul")
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ECOS_KEY = os.getenv("ECOS_API_KEY", "")
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logger = structlog.get_logger()
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app = FastAPI(title="Aux Signal")
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pg_pool: Optional[asyncpg.Pool] = None
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scheduler = AsyncIOScheduler(timezone=KST)
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# ─────────────────────────────────────────────────────────────
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# DDL
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# ─────────────────────────────────────────────────────────────
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DDL = """
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CREATE TABLE IF NOT EXISTS analyst_consensus (
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stock_code VARCHAR(10) PRIMARY KEY,
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target_price BIGINT DEFAULT 0,
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recomm_mean DOUBLE PRECISION DEFAULT 0,
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create_date DATE,
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updated_at TIMESTAMP DEFAULT NOW()
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);
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CREATE TABLE IF NOT EXISTS inst_daily_flow (
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stock_code VARCHAR(10),
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trade_date DATE,
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foreign_net BIGINT DEFAULT 0,
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inst_net BIGINT DEFAULT 0,
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individual_net BIGINT DEFAULT 0,
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foreign_hold_ratio DOUBLE PRECISION DEFAULT 0,
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close_price BIGINT DEFAULT 0,
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change_amount BIGINT DEFAULT 0,
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PRIMARY KEY (stock_code, trade_date)
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);
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CREATE INDEX IF NOT EXISTS idx_flow_stock ON inst_daily_flow(stock_code, trade_date DESC);
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CREATE TABLE IF NOT EXISTS macro_daily (
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indicator VARCHAR(20),
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trade_date DATE,
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value DOUBLE PRECISION,
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created_at TIMESTAMP DEFAULT NOW(),
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PRIMARY KEY (indicator, trade_date)
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);
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"""
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# ─────────────────────────────────────────────────────────────
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# Helpers
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# ─────────────────────────────────────────────────────────────
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def _parse_int(v) -> int:
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if not v or v in ("-", ""):
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return 0
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s = str(v).replace(",", "").replace("+", "").replace(" ", "").strip()
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try: return int(s)
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except Exception: return 0
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def _parse_float(v) -> float:
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if not v or v in ("-", ""):
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return 0.0
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s = str(v).replace(",", "").replace("%", "").replace("+", "").replace(" ", "").strip()
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try: return float(s)
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except Exception: return 0.0
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# ─────────────────────────────────────────────────────────────
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# 네이버 종목 integration API
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# 응답: consensusInfo + dealTrendInfos (60일치 일별 매매동향)
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# ─────────────────────────────────────────────────────────────
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async def fetch_naver(client: httpx.AsyncClient, code: str) -> Optional[dict]:
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url = f"https://m.stock.naver.com/api/stock/{code}/integration"
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try:
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r = await client.get(url, headers={"User-Agent": "Mozilla/5.0"}, timeout=15)
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if r.status_code != 200:
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return None
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return r.json()
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except Exception as e:
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logger.debug("naver.req_err", code=code, err=str(e))
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return None
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async def save_consensus(conn, code: str, ci: dict):
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if not ci:
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return False
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tp = _parse_int(ci.get("priceTargetMean"))
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rm = _parse_float(ci.get("recommMean"))
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cd = ci.get("createDate")
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cd_date = None
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if cd:
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try:
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cd_date = datetime.strptime(cd, "%Y-%m-%d").date()
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except Exception:
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cd_date = None
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if tp == 0 and rm == 0:
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return False
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await conn.execute("""
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INSERT INTO analyst_consensus (stock_code, target_price, recomm_mean, create_date)
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VALUES ($1, $2, $3, $4)
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ON CONFLICT (stock_code) DO UPDATE
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SET target_price=$2, recomm_mean=$3, create_date=$4, updated_at=NOW()
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""", code, tp, rm, cd_date)
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return True
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async def save_flow(conn, code: str, dt_infos: list) -> int:
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saved = 0
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for r in dt_infos:
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try:
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bz = r.get("bizdate")
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if not bz: continue
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trade_dt = datetime.strptime(bz, "%Y%m%d").date()
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await conn.execute("""
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INSERT INTO inst_daily_flow
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(stock_code, trade_date, foreign_net, inst_net,
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individual_net, foreign_hold_ratio,
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close_price, change_amount)
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VALUES ($1, $2, $3, $4, $5, $6, $7, $8)
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ON CONFLICT (stock_code, trade_date) DO UPDATE
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SET foreign_net=$3, inst_net=$4, individual_net=$5,
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foreign_hold_ratio=$6, close_price=$7, change_amount=$8
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""", code, trade_dt,
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_parse_int(r.get("foreignerPureBuyQuant")),
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_parse_int(r.get("organPureBuyQuant")),
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_parse_int(r.get("individualPureBuyQuant")),
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_parse_float(r.get("foreignerHoldRatio")),
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_parse_int(r.get("closePrice")),
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_parse_int(r.get("compareToPreviousClosePrice")))
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saved += 1
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except Exception as e:
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logger.debug("flow.save_err", code=code, err=str(e))
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return saved
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async def collect_naver_data(count: int = 500):
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"""시총 상위 N개 종목 컨센서스 + 일별 수급 수집"""
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async with pg_pool.acquire() as conn:
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rows = await conn.fetch("""
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SELECT DISTINCT ON (d.stock_code) d.stock_code,
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COALESCE(p.market_cap, 0) AS mc
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FROM dart_corps d
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LEFT JOIN stock_prices p ON p.stock_code=d.stock_code
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WHERE d.is_active=true
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ORDER BY d.stock_code, p.collected_at DESC NULLS LAST
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""")
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top = sorted(rows, key=lambda r: -r["mc"])[:count]
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logger.info("naver.collect_start", count=len(top))
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cons_saved, flow_saved = 0, 0
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async with httpx.AsyncClient() as client:
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for i, row in enumerate(top):
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code = row["stock_code"]
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j = await fetch_naver(client, code)
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if j:
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async with pg_pool.acquire() as c2:
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if await save_consensus(c2, code, j.get("consensusInfo") or {}):
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cons_saved += 1
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s = await save_flow(c2, code, j.get("dealTrendInfos") or [])
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flow_saved += s
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# 네이버 rate-limit 회피
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if i < len(top) - 1:
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await asyncio.sleep(0.3)
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logger.info("naver.collect_done", consensus=cons_saved, flow_rows=flow_saved)
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return {"consensus": cons_saved, "flow_rows": flow_saved}
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# ─────────────────────────────────────────────────────────────
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# ECOS 매크로
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# 731Y001 → 환율 (0000001=USD/KRW)
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# 817Y002 → 시장금리 (010195000=국고채 10년)
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# ─────────────────────────────────────────────────────────────
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ECOS_BASE = "https://ecos.bok.or.kr/api/StatisticSearch"
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ECOS_SERIES = [
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# (indicator_name, stat_code, item_code1, freq)
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("usdkrw", "731Y001", "0000001", "D"),
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("kor_10y", "817Y002", "010195000", "D"),
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("kor_3y", "817Y002", "010190000", "D"),
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("kospi", "802Y001", "0001000", "D"),
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]
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async def fetch_ecos_series(client: httpx.AsyncClient, stat: str, item: str,
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freq: str = "D", days: int = 90) -> list:
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if not ECOS_KEY:
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return []
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end = date.today().strftime("%Y%m%d")
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start = (date.today() - timedelta(days=days)).strftime("%Y%m%d")
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url = f"{ECOS_BASE}/{ECOS_KEY}/json/kr/1/200/{stat}/{freq}/{start}/{end}/{item}"
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try:
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r = await client.get(url, timeout=15)
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if r.status_code != 200:
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return []
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j = r.json()
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return (j.get("StatisticSearch") or {}).get("row", []) or []
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except Exception as e:
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logger.warning("ecos.req_err", stat=stat, item=item, err=str(e))
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return []
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async def collect_ecos_macro(days: int = 90):
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if not ECOS_KEY:
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logger.error("ecos.no_key")
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return {"saved": 0, "err": "ECOS_API_KEY missing"}
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saved = 0
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async with httpx.AsyncClient() as client:
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for name, stat, item, freq in ECOS_SERIES:
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rows = await fetch_ecos_series(client, stat, item, freq, days)
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async with pg_pool.acquire() as conn:
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for r in rows:
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try:
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t = r.get("TIME")
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v = r.get("DATA_VALUE")
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if not t or not v:
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continue
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dt = datetime.strptime(t, "%Y%m%d").date()
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await conn.execute("""
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INSERT INTO macro_daily (indicator, trade_date, value)
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VALUES ($1, $2, $3)
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ON CONFLICT (indicator, trade_date) DO UPDATE
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SET value=$3
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""", name, dt, float(v))
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saved += 1
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except Exception as e:
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logger.debug("ecos.save_err", err=str(e))
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await asyncio.sleep(0.2)
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logger.info("ecos.collect_done", saved=saved)
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return {"saved": saved}
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# ─────────────────────────────────────────────────────────────
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# 시작/종료
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# ─────────────────────────────────────────────────────────────
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@app.on_event("startup")
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async def on_start():
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global pg_pool
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pg_pool = await asyncpg.create_pool(**PG, min_size=2, max_size=10)
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async with pg_pool.acquire() as conn:
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await conn.execute(DDL)
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# 네이버 컨센서스/수급: 매일 평일 16:30 (장 마감 후)
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scheduler.add_job(collect_naver_data, CronTrigger(
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day_of_week="mon-fri", hour=16, minute=30),
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id="naver_collect", replace_existing=True)
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# ECOS 매크로: 매일 새벽 5시
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scheduler.add_job(collect_ecos_macro, CronTrigger(hour=5),
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id="ecos_macro", replace_existing=True)
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scheduler.start()
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logger.info("aux-signal.started")
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@app.on_event("shutdown")
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async def on_stop():
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if scheduler.running:
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scheduler.shutdown()
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if pg_pool:
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await pg_pool.close()
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# ─────────────────────────────────────────────────────────────
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# REST API
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# ─────────────────────────────────────────────────────────────
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@app.get("/health")
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async def health():
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return {"ok": True, "service": "aux-signal",
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"ts": datetime.now(KST).isoformat()}
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@app.post("/collect/naver")
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async def manual_naver(count: int = Query(default=500, ge=10, le=2000),
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bg: BackgroundTasks = None):
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if bg:
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bg.add_task(collect_naver_data, count)
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return {"status": "queued", "count": count}
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return await collect_naver_data(count)
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@app.post("/collect/macro")
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async def manual_macro(days: int = Query(default=90, ge=7, le=365)):
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return await collect_ecos_macro(days)
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@app.get("/consensus/{code}")
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async def get_consensus(code: str):
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async with pg_pool.acquire() as conn:
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row = await conn.fetchrow(
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"SELECT * FROM analyst_consensus WHERE stock_code=$1", code)
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return dict(row) if row else {"err": "no data"}
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@app.get("/flow/{code}")
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async def get_flow(code: str, days: int = Query(default=30, ge=1, le=90)):
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async with pg_pool.acquire() as conn:
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rows = await conn.fetch("""
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SELECT trade_date, foreign_net, inst_net, individual_net,
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foreign_hold_ratio, close_price, change_amount
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FROM inst_daily_flow
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WHERE stock_code=$1 AND trade_date >= CURRENT_DATE - $2::int
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ORDER BY trade_date DESC
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""", code, days)
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return [dict(r) for r in rows]
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@app.get("/macro/latest")
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async def macro_latest():
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async with pg_pool.acquire() as conn:
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rows = await conn.fetch("""
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SELECT DISTINCT ON (indicator) indicator, trade_date, value
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FROM macro_daily
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ORDER BY indicator, trade_date DESC
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""")
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return {r["indicator"]: {"date": str(r["trade_date"]),
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"value": float(r["value"])}
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for r in rows}
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@app.get("/macro/{indicator}")
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async def macro_series(indicator: str, days: int = Query(default=30, ge=1, le=365)):
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async with pg_pool.acquire() as conn:
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rows = await conn.fetch("""
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SELECT trade_date, value FROM macro_daily
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WHERE indicator=$1 AND trade_date >= CURRENT_DATE - $2::int
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ORDER BY trade_date DESC
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""", indicator, days)
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return [{"date": str(r["trade_date"]), "value": float(r["value"])}
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for r in rows]
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@app.get("/stats")
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async def stats():
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async with pg_pool.acquire() as conn:
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c = await conn.fetchval("SELECT COUNT(*) FROM analyst_consensus")
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f = await conn.fetchrow(
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"SELECT COUNT(*) AS rows, COUNT(DISTINCT stock_code) AS codes,"
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" MAX(trade_date) AS latest FROM inst_daily_flow")
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m = await conn.fetchrow(
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"SELECT COUNT(*) AS rows, COUNT(DISTINCT indicator) AS indicators,"
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" MAX(trade_date) AS latest FROM macro_daily")
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return {"consensus_stocks": c,
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"flow": dict(f) if f else {},
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"macro": dict(m) if m else {}}
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