2026-01-22 16:21:18 +09:00
|
|
|
package service
|
|
|
|
|
|
|
|
|
|
import TradingDecision
|
|
|
|
|
import kotlinx.coroutines.CoroutineScope
|
|
|
|
|
import kotlinx.coroutines.Dispatchers
|
2026-02-03 18:07:18 +09:00
|
|
|
import kotlinx.coroutines.Job
|
2026-02-06 17:53:17 +09:00
|
|
|
import kotlinx.coroutines.SupervisorJob
|
2026-02-05 14:26:02 +09:00
|
|
|
import kotlinx.coroutines.TimeoutCancellationException
|
2026-02-03 18:07:18 +09:00
|
|
|
import kotlinx.coroutines.async
|
2026-02-06 17:53:17 +09:00
|
|
|
import kotlinx.coroutines.awaitAll
|
|
|
|
|
import kotlinx.coroutines.coroutineScope
|
2026-02-03 18:07:18 +09:00
|
|
|
import kotlinx.coroutines.delay
|
2026-02-06 17:53:17 +09:00
|
|
|
import kotlinx.coroutines.isActive
|
2026-01-22 16:21:18 +09:00
|
|
|
import kotlinx.coroutines.launch
|
2026-02-05 14:26:02 +09:00
|
|
|
import kotlinx.coroutines.withTimeout
|
2026-02-19 15:47:31 +09:00
|
|
|
import kotlinx.serialization.Serializable
|
2026-01-22 16:21:18 +09:00
|
|
|
import model.CandleData
|
2026-02-19 15:47:31 +09:00
|
|
|
import model.ConfigIndex
|
|
|
|
|
import model.KisSession
|
2026-02-06 17:53:17 +09:00
|
|
|
import model.RankingStock
|
2026-02-03 18:07:18 +09:00
|
|
|
import model.RankingType
|
2026-02-05 15:37:11 +09:00
|
|
|
import network.DartCodeManager
|
2026-02-10 15:08:52 +09:00
|
|
|
import network.FinancialMapper
|
|
|
|
|
import network.FinancialStatement
|
2026-02-03 18:07:18 +09:00
|
|
|
import network.KisTradeService
|
2026-02-19 15:47:31 +09:00
|
|
|
import util.MarketUtil
|
2026-01-22 17:56:31 +09:00
|
|
|
import java.time.LocalDateTime
|
2026-01-22 16:21:18 +09:00
|
|
|
import java.time.LocalTime
|
2026-01-22 17:56:31 +09:00
|
|
|
import java.time.ZoneId
|
|
|
|
|
import java.time.format.DateTimeFormatter
|
2026-02-06 17:53:17 +09:00
|
|
|
import java.util.concurrent.atomic.AtomicLong
|
2026-01-22 16:26:29 +09:00
|
|
|
import kotlin.collections.List
|
2026-01-22 16:21:18 +09:00
|
|
|
|
2026-01-22 17:56:31 +09:00
|
|
|
import kotlin.math.*
|
2026-01-22 16:21:18 +09:00
|
|
|
// service/AutoTradingManager.kt
|
2026-01-23 17:05:09 +09:00
|
|
|
typealias TradingDecisionCallback = (TradingDecision?, Boolean)->Unit
|
2026-01-22 16:21:18 +09:00
|
|
|
object AutoTradingManager {
|
2026-02-06 17:53:17 +09:00
|
|
|
private val scope = CoroutineScope(Dispatchers.Default + SupervisorJob())
|
2026-02-03 18:07:18 +09:00
|
|
|
private var discoveryJob: Job? = null
|
2026-01-22 16:21:18 +09:00
|
|
|
|
2026-02-06 17:53:17 +09:00
|
|
|
// 모니터링을 위한 상태 변수
|
|
|
|
|
private val lastTickTime = AtomicLong(System.currentTimeMillis())
|
|
|
|
|
private var watchdogJob: Job? = null
|
|
|
|
|
|
|
|
|
|
// 설정 상수
|
|
|
|
|
private const val MIN_RISE_RATE = 0.1
|
2026-02-12 15:31:34 +09:00
|
|
|
private const val MAX_RISE_RATE = 21.0
|
2026-02-10 15:08:52 +09:00
|
|
|
private const val CYCLE_TIMEOUT = 30 * 60 * 1000L // 한 사이클 최대 10분
|
2026-02-06 17:53:17 +09:00
|
|
|
private const val WATCHDOG_CHECK_INTERVAL = 30 * 1000L // 30초마다 생존 확인
|
|
|
|
|
private const val STUCK_THRESHOLD = 5 * 60 * 1000L // 5분간 반응 없으면 'Stuck'으로 판단
|
|
|
|
|
|
|
|
|
|
fun isRunning(): Boolean = discoveryJob?.isActive == true
|
2026-02-10 15:08:52 +09:00
|
|
|
private var remainingCandidates = mutableListOf<RankingStock>()
|
2026-02-13 13:49:40 +09:00
|
|
|
// private val processedCodes = mutableSetOf<String>() // 중복 처리 방지용 (선택 사항)
|
2026-02-12 15:31:34 +09:00
|
|
|
private val reanalysisList = mutableListOf<RankingStock>()
|
|
|
|
|
private val retryCountMap = mutableMapOf<String, Int>()
|
2026-02-06 17:53:17 +09:00
|
|
|
/**
|
|
|
|
|
* 자동 발굴 루프 시작 및 Watchdog 실행
|
|
|
|
|
*/
|
|
|
|
|
fun startAutoDiscoveryLoop(tradeService: KisTradeService, callback: TradingDecisionCallback) {
|
|
|
|
|
if (isRunning()) return
|
|
|
|
|
|
|
|
|
|
// 1. 기존 Watchdog이 있다면 제거 후 새로 시작
|
|
|
|
|
watchdogJob?.cancel()
|
|
|
|
|
watchdogJob = scope.launch {
|
|
|
|
|
while (isActive) {
|
|
|
|
|
delay(WATCHDOG_CHECK_INTERVAL)
|
|
|
|
|
val now = System.currentTimeMillis()
|
|
|
|
|
if (isRunning() && (now - lastTickTime.get() > STUCK_THRESHOLD)) {
|
|
|
|
|
println("🚨 [Watchdog] 루프 멈춤 감지 (5분간 응답 없음). 강제 재시작합니다.")
|
|
|
|
|
restartLoop(tradeService, callback)
|
2026-02-05 15:37:11 +09:00
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
2026-02-06 17:53:17 +09:00
|
|
|
// 2. 메인 루프 실행
|
|
|
|
|
runDiscoveryLoop(tradeService, callback)
|
|
|
|
|
}
|
2026-02-03 18:07:18 +09:00
|
|
|
|
2026-02-19 15:47:31 +09:00
|
|
|
|
|
|
|
|
suspend fun resumePendingSellOrders(tradeService: KisTradeService) {
|
|
|
|
|
// 1. DB에서 매도 중(SELLING)이거나 만료(EXPIRED)된 매도 건을 가져옵니다.
|
|
|
|
|
val pendingSells = DatabaseFactory.getAutoTradesByStatus(listOf(TradeStatus.SELLING, TradeStatus.EXPIRED))
|
|
|
|
|
|
|
|
|
|
pendingSells.forEach { item ->
|
|
|
|
|
// 2. 실제로 잔고에 해당 종목이 있는지 확인 (안전장치)
|
|
|
|
|
val balance = tradeService.fetchIntegratedBalance().getOrNull()
|
|
|
|
|
val holding = balance?.holdings?.find { it.code == item.code }
|
|
|
|
|
|
|
|
|
|
if (holding != null && holding.quantity.toInt() > 0) {
|
|
|
|
|
var final = MarketUtil.roundToTickSize(item.targetPrice)
|
|
|
|
|
println("🔄 [재주문] ${item.name} (${item.code}) ${item.orderedPrice} ${final} 전날 미체결 매도 건 재주문 시도")
|
|
|
|
|
// 3. 기존 목표가(targetPrice)로 다시 매도 주문 전송
|
|
|
|
|
tradeService.postOrder(
|
|
|
|
|
stockCode = item.code,
|
|
|
|
|
qty = item.quantity.toString(),
|
|
|
|
|
price = final.toLong().toString(),
|
|
|
|
|
isBuy = false
|
|
|
|
|
).onSuccess { newOrderNo ->
|
|
|
|
|
// 4. 새로운 주문번호로 DB 업데이트 및 상태를 SELLING으로 유지
|
|
|
|
|
DatabaseFactory.updateStatusAndOrderNo(item.id!!, TradeStatus.SELLING, newOrderNo)
|
|
|
|
|
println("✅ [재주문 완료] ${item.name}: $newOrderNo")
|
|
|
|
|
}.onFailure {
|
|
|
|
|
println("❌ [재주문 실패] ${item.name}: ${it.message}")
|
|
|
|
|
}
|
|
|
|
|
} else {
|
|
|
|
|
// 잔고에 없다면 이미 매도된 것으로 간주하고 완료 처리
|
|
|
|
|
DatabaseFactory.updateStatusAndOrderNo(item.id!!, TradeStatus.COMPLETED)
|
|
|
|
|
}
|
|
|
|
|
delay(200) // API 호출 부하 방지
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
2026-02-06 17:53:17 +09:00
|
|
|
private fun runDiscoveryLoop(tradeService: KisTradeService, callback: TradingDecisionCallback) {
|
2026-02-03 18:07:18 +09:00
|
|
|
discoveryJob = scope.launch {
|
2026-02-06 17:53:17 +09:00
|
|
|
println("🚀 [AutoTrading] 발굴 루프 시작: ${LocalDateTime.now()}")
|
2026-02-03 18:07:18 +09:00
|
|
|
|
2026-02-06 17:53:17 +09:00
|
|
|
while (isActive) {
|
2026-02-03 18:07:18 +09:00
|
|
|
try {
|
2026-02-06 17:53:17 +09:00
|
|
|
lastTickTime.set(System.currentTimeMillis()) // 생존 신고
|
2026-02-05 15:37:11 +09:00
|
|
|
|
2026-02-06 17:53:17 +09:00
|
|
|
withTimeout(CYCLE_TIMEOUT) {
|
|
|
|
|
println("⏱️ [Cycle Start] ${LocalTime.now()}")
|
2026-02-05 15:37:11 +09:00
|
|
|
|
2026-02-06 17:53:17 +09:00
|
|
|
// [프로세스 1] 장 마감 및 잔고 체크
|
|
|
|
|
val now = LocalTime.now(ZoneId.of("Asia/Seoul"))
|
2026-02-09 15:38:12 +09:00
|
|
|
//&& now.isBefore(LocalTime.of(15, 30))
|
2026-02-12 15:31:34 +09:00
|
|
|
if (now.isAfter(LocalTime.of(15, 30)) ) {
|
2026-02-19 15:47:31 +09:00
|
|
|
// executeClosingLiquidation(tradeService)
|
2026-02-12 13:11:07 +09:00
|
|
|
return@withTimeout
|
|
|
|
|
}
|
2026-02-05 15:37:11 +09:00
|
|
|
|
2026-02-06 17:53:17 +09:00
|
|
|
val balance = tradeService.fetchIntegratedBalance().getOrNull()
|
|
|
|
|
val myCash = balance?.deposit?.replace(",", "")?.toLongOrNull() ?: 0L
|
|
|
|
|
val myHoldings = balance?.holdings?.filter { it.quantity.toInt() > 0 }?.map { it.code }?.toSet() ?: emptySet()
|
|
|
|
|
val pendingStocks = DatabaseFactory.findAllMonitoringTrades().map { it.code }
|
|
|
|
|
// [프로세스 2] 후보군 수집
|
2026-02-10 15:08:52 +09:00
|
|
|
if (remainingCandidates.isEmpty()) {
|
2026-02-12 15:31:34 +09:00
|
|
|
val candidates: MutableList<RankingStock> = fetchCandidates(tradeService).apply {
|
2026-02-10 15:08:52 +09:00
|
|
|
println("후보군 총 개수 : $size")
|
2026-02-13 13:49:40 +09:00
|
|
|
}.filter { !it.name.contains("호스팩", true) }
|
2026-02-10 15:08:52 +09:00
|
|
|
.sortedBy { (it.prdy_ctrt.toDoubleOrNull() ?: 0.0) }
|
2026-02-12 15:31:34 +09:00
|
|
|
.toMutableList()
|
2026-02-13 13:49:40 +09:00
|
|
|
|
2026-02-12 15:31:34 +09:00
|
|
|
if (reanalysisList.isNotEmpty()) {
|
|
|
|
|
candidates.addAll(reanalysisList)
|
|
|
|
|
}
|
2026-02-13 15:40:20 +09:00
|
|
|
reanalysisList.clear()
|
2026-02-13 13:49:40 +09:00
|
|
|
remainingCandidates.addAll(candidates.filter { it.code !in myHoldings && it.code !in pendingStocks }.distinctBy { it.code })
|
2026-02-10 15:08:52 +09:00
|
|
|
} else {
|
|
|
|
|
println("미확인 데이터 ${remainingCandidates.size}")
|
|
|
|
|
}
|
2026-02-12 15:31:34 +09:00
|
|
|
|
|
|
|
|
|
2026-02-06 17:53:17 +09:00
|
|
|
// [프로세스 3] 종목별 순회 분석
|
2026-02-12 15:31:34 +09:00
|
|
|
var totalCount = remainingCandidates.size
|
|
|
|
|
println("후보군 조건 충족 총 개수 : ${totalCount}")
|
2026-02-10 15:08:52 +09:00
|
|
|
val iterator = remainingCandidates.iterator()
|
2026-02-12 15:31:34 +09:00
|
|
|
|
2026-02-10 15:08:52 +09:00
|
|
|
while (iterator.hasNext()) {
|
2026-02-12 15:31:34 +09:00
|
|
|
totalCount--
|
2026-02-10 15:08:52 +09:00
|
|
|
val stock = iterator.next()
|
2026-02-09 15:32:31 +09:00
|
|
|
try {
|
|
|
|
|
processSingleStock(stock, myCash, tradeService, callback)
|
2026-02-10 15:08:52 +09:00
|
|
|
// 성공적으로 처리(또는 분석 완료) 후 리스트에서 제거
|
2026-02-09 15:32:31 +09:00
|
|
|
} catch (e: Exception) {
|
2026-02-10 15:08:52 +09:00
|
|
|
println("❌ 처리 중 오류 발생 (건너뜀): ${stock.name}")
|
|
|
|
|
// 오류 시 리스트에 남겨둘지, 제거할지 결정
|
|
|
|
|
// (심각한 에러면 remove하고 다음 루프에서 다시 받는게 안전)
|
|
|
|
|
} finally {
|
|
|
|
|
iterator.remove()
|
2026-02-09 15:32:31 +09:00
|
|
|
}
|
2026-02-12 15:31:34 +09:00
|
|
|
println("남은 후보군 개수 : ${totalCount}")
|
2026-02-19 15:47:31 +09:00
|
|
|
delay(250)
|
2026-02-03 18:07:18 +09:00
|
|
|
}
|
2026-02-06 17:53:17 +09:00
|
|
|
|
|
|
|
|
println("⏱️ [Cycle End] ${LocalTime.now()}")
|
2026-02-03 18:07:18 +09:00
|
|
|
}
|
2026-02-06 17:53:17 +09:00
|
|
|
} catch (e: TimeoutCancellationException) {
|
|
|
|
|
println("⏳ [Cycle Timeout] 사이클이 너무 길어져 초기화 후 재시작합니다.")
|
|
|
|
|
} catch (e: Exception) {
|
|
|
|
|
println("⚠️ [Loop Error] ${e.message}")
|
2026-02-19 15:47:31 +09:00
|
|
|
delay(3000)
|
2026-02-06 17:53:17 +09:00
|
|
|
}
|
|
|
|
|
|
2026-02-19 15:47:31 +09:00
|
|
|
waitForNextCycle(0.3)
|
2026-02-06 17:53:17 +09:00
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
2026-02-04 14:52:09 +09:00
|
|
|
|
2026-02-12 15:31:34 +09:00
|
|
|
fun addToReanalysis(stock: RankingStock) {
|
|
|
|
|
val count = retryCountMap.getOrDefault(stock.code, 0)
|
|
|
|
|
if (count < 2) { // 최대 2회까지만 재시도하여 무한 루프 방지
|
|
|
|
|
retryCountMap[stock.code] = count + 1
|
|
|
|
|
reanalysisList.add(stock)
|
|
|
|
|
println("📝 [Memory] ${stock.name} 관망 판정 -> 차기 루프 재분석 리스트 등록")
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
2026-02-06 17:53:17 +09:00
|
|
|
private suspend fun processSingleStock(stock: RankingStock, myCash: Long, tradeService: KisTradeService, callback: TradingDecisionCallback) {
|
|
|
|
|
try {
|
2026-02-19 15:47:31 +09:00
|
|
|
val maxBudget = KisSession.config.getValues(ConfigIndex.MAX_BUDGET_INDEX)
|
|
|
|
|
val maxPrice = KisSession.config.getValues(ConfigIndex.MAX_PRICE_INDEX)
|
|
|
|
|
val minPrice = KisSession.config.getValues(ConfigIndex.MIN_PRICE_INDEX)
|
2026-02-06 17:53:17 +09:00
|
|
|
// 개별 종목 분석은 최대 2분으로 제한
|
|
|
|
|
withTimeout(120000L) {
|
|
|
|
|
val corpInfo = DartCodeManager.getCorpCode(stock.code)
|
|
|
|
|
if (corpInfo?.cName.isNullOrEmpty()) {
|
2026-02-13 15:40:20 +09:00
|
|
|
print("-> 기업명을 못찾아서 제외 | ")
|
2026-02-06 17:53:17 +09:00
|
|
|
return@withTimeout
|
|
|
|
|
}
|
2026-02-12 15:31:34 +09:00
|
|
|
callback(TradingDecision().apply {
|
|
|
|
|
this.stockCode = stock.code
|
|
|
|
|
this.confidence = -1.0
|
|
|
|
|
this.stockName = stock.name
|
|
|
|
|
}, false)
|
2026-02-04 14:52:09 +09:00
|
|
|
|
2026-02-06 17:53:17 +09:00
|
|
|
val dailyData = tradeService.fetchPeriodChartData(stock.code, "D", true).getOrNull() ?: return@withTimeout
|
2026-02-13 15:40:20 +09:00
|
|
|
val today = dailyData.lastOrNull() ?: null
|
|
|
|
|
if (today == null) {
|
|
|
|
|
print("-> 금일 금액 조회 실패 | ")
|
|
|
|
|
return@withTimeout
|
|
|
|
|
}
|
2026-02-06 17:53:17 +09:00
|
|
|
val currentPrice = today.stck_prpr.toDouble()
|
|
|
|
|
|
2026-02-19 15:47:31 +09:00
|
|
|
if (currentPrice > myCash || currentPrice > maxBudget || currentPrice > maxPrice || currentPrice < minPrice) {
|
|
|
|
|
print("-> 가격 정책으로 제외 [1주:${currentPrice}, 자산:${myCash}, 최소 기준:${minPrice}, 최대 기준:${maxPrice}] | ")
|
2026-02-12 15:31:34 +09:00
|
|
|
return@withTimeout
|
|
|
|
|
}
|
2026-02-06 17:53:17 +09:00
|
|
|
|
|
|
|
|
println("🔍 [분석 진입] ${stock.name} (${LocalTime.now()})")
|
2026-02-12 15:31:34 +09:00
|
|
|
|
2026-02-06 17:53:17 +09:00
|
|
|
|
|
|
|
|
val analyzer = coroutineScope {
|
|
|
|
|
val min30 = async { tradeService.fetchChartData(stock.code, true).getOrDefault(emptyList()) }
|
|
|
|
|
val weekly = async { tradeService.fetchPeriodChartData(stock.code, "W", true).getOrDefault(emptyList()) }
|
|
|
|
|
val monthly = async { tradeService.fetchPeriodChartData(stock.code, "M", true).getOrDefault(emptyList()) }
|
|
|
|
|
TechnicalAnalyzer().apply {
|
|
|
|
|
this.daily = dailyData
|
|
|
|
|
this.min30 = min30.await()
|
|
|
|
|
this.weekly = weekly.await()
|
|
|
|
|
this.monthly = monthly.await()
|
2026-02-04 14:52:09 +09:00
|
|
|
}
|
2026-02-06 17:53:17 +09:00
|
|
|
}
|
2026-02-04 14:52:09 +09:00
|
|
|
|
2026-02-10 15:08:52 +09:00
|
|
|
|
2026-02-13 13:49:40 +09:00
|
|
|
RagService.processStock(currentPrice,analyzer, stock.name, stock.code) { decision, isSuccess ->
|
2026-02-06 17:53:17 +09:00
|
|
|
callback(decision?.apply { this.currentPrice = currentPrice }, isSuccess)
|
2026-02-03 18:07:18 +09:00
|
|
|
}
|
2026-02-06 17:53:17 +09:00
|
|
|
println("✅ [분석 종료] ${stock.name} (${LocalTime.now()})")
|
2026-02-03 18:07:18 +09:00
|
|
|
}
|
2026-02-06 17:53:17 +09:00
|
|
|
} catch (e: Exception) {
|
|
|
|
|
println("❌ [Stock Error] ${stock.name}: ${e.message}")
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
private suspend fun fetchCandidates(tradeService: KisTradeService): List<RankingStock> = coroutineScope {
|
2026-02-09 15:32:31 +09:00
|
|
|
|
|
|
|
|
|
2026-02-06 17:53:17 +09:00
|
|
|
listOf(
|
2026-02-09 15:32:31 +09:00
|
|
|
// async { tradeService.fetchMarketRanking(RankingType.VOLUME1, true).getOrDefault(emptyList()) },
|
|
|
|
|
// async { tradeService.fetchMarketRanking(RankingType.VOLUME0, true).getOrDefault(emptyList()) },
|
2026-02-06 17:53:17 +09:00
|
|
|
async { tradeService.fetchMarketRanking(RankingType.VOLUME, true).getOrDefault(emptyList()) },
|
2026-02-13 13:49:40 +09:00
|
|
|
async { tradeService.fetchMarketRanking(RankingType.VOLUME0, true).getOrDefault(emptyList()) },
|
|
|
|
|
async { tradeService.fetchMarketRanking(RankingType.VOLUME1, true).getOrDefault(emptyList()) },
|
|
|
|
|
async { tradeService.fetchMarketRanking(RankingType.VOLUME4, true).getOrDefault(emptyList()) },
|
2026-02-06 17:53:17 +09:00
|
|
|
async { tradeService.fetchMarketRanking(RankingType.RISE, true).getOrDefault(emptyList()) },
|
|
|
|
|
async { tradeService.fetchMarketRanking(RankingType.FALL, true).getOrDefault(emptyList()) },
|
2026-02-09 15:32:31 +09:00
|
|
|
// async { tradeService.fetchMarketRanking(RankingType.RISE2, true).getOrDefault(emptyList()) },
|
|
|
|
|
// async { tradeService.fetchMarketRanking(RankingType.FALL2, true).getOrDefault(emptyList()) },
|
2026-02-06 17:53:17 +09:00
|
|
|
async { tradeService.fetchMarketRanking(RankingType.VALUE, true).getOrDefault(emptyList()) },
|
|
|
|
|
async { tradeService.fetchMarketRanking(RankingType.VOLUME_POWER, true).getOrDefault(emptyList()) },
|
2026-02-10 15:08:52 +09:00
|
|
|
// async { tradeService.fetchMarketRanking(RankingType.NEW_HIGH, true).getOrDefault(emptyList()) },
|
2026-02-09 15:32:31 +09:00
|
|
|
async { tradeService.fetchMarketRanking(RankingType.COMPANY_TRADE, true).getOrDefault(emptyList()) },
|
|
|
|
|
async { tradeService.fetchMarketRanking(RankingType.FINANCE, true).getOrDefault(emptyList()) },
|
|
|
|
|
async { tradeService.fetchMarketRanking(RankingType.MARKET_VALUE, true).getOrDefault(emptyList()) },
|
|
|
|
|
async { tradeService.fetchMarketRanking(RankingType.SHORT_SALE, true).getOrDefault(emptyList()) },
|
2026-02-06 17:53:17 +09:00
|
|
|
).awaitAll().flatten()
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
private fun restartLoop(tradeService: KisTradeService, callback: TradingDecisionCallback) {
|
|
|
|
|
discoveryJob?.cancel()
|
|
|
|
|
startAutoDiscoveryLoop(tradeService, callback)
|
|
|
|
|
}
|
|
|
|
|
|
2026-02-13 13:49:40 +09:00
|
|
|
private suspend fun waitForNextCycle(minutes: Double) {
|
2026-02-06 17:53:17 +09:00
|
|
|
println("💤 대기 모드 진입...")
|
|
|
|
|
val endWait = System.currentTimeMillis() + (minutes * 60 * 1000L)
|
|
|
|
|
while (System.currentTimeMillis() < endWait && isRunning()) {
|
|
|
|
|
lastTickTime.set(System.currentTimeMillis()) // 대기 중에도 Watchdog에 생존 신고
|
2026-02-13 13:49:40 +09:00
|
|
|
println("💤 대기 모드 상태 확인...")
|
2026-02-19 15:47:31 +09:00
|
|
|
delay(1000)
|
2026-02-06 17:53:17 +09:00
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
private suspend fun executeClosingLiquidation(tradeService: KisTradeService) {
|
|
|
|
|
val activeTrades = DatabaseFactory.findAllMonitoringTrades()
|
|
|
|
|
val balanceResult = tradeService.fetchIntegratedBalance().getOrNull()
|
|
|
|
|
val realHoldings = balanceResult?.holdings?.associateBy { it.code } ?: emptyMap()
|
|
|
|
|
|
|
|
|
|
activeTrades.forEach { trade ->
|
|
|
|
|
try {
|
|
|
|
|
if (!realHoldings.containsKey(trade.code)) {
|
|
|
|
|
DatabaseFactory.updateStatusAndOrderNo(trade.id!!, TradeStatus.COMPLETED)
|
|
|
|
|
return@forEach
|
|
|
|
|
}
|
|
|
|
|
// 마감 정리 로직 (필요 시 주석 해제하여 사용)
|
|
|
|
|
println("📢 [마감 정리 체크] ${trade.name}")
|
|
|
|
|
} catch (e: Exception) {
|
|
|
|
|
println("⚠️ [마감 에러] ${trade.name}: ${e.message}")
|
|
|
|
|
}
|
|
|
|
|
delay(200)
|
2026-02-03 18:07:18 +09:00
|
|
|
}
|
2026-01-22 16:21:18 +09:00
|
|
|
}
|
|
|
|
|
|
2026-02-03 18:07:18 +09:00
|
|
|
fun stopDiscovery() {
|
|
|
|
|
discoveryJob?.cancel()
|
|
|
|
|
discoveryJob = null
|
|
|
|
|
println("🛑 [AutoTrading] 자동 발굴 중단됨")
|
|
|
|
|
}
|
|
|
|
|
|
2026-02-13 13:49:40 +09:00
|
|
|
fun addStock(currentPrice : Double , technicalAnalyzer : TechnicalAnalyzer,stockName: String, stockCode: String, result: TradingDecisionCallback) {
|
2026-01-22 16:21:18 +09:00
|
|
|
scope.launch {
|
2026-02-13 13:49:40 +09:00
|
|
|
RagService.processStock(currentPrice,technicalAnalyzer,stockName, stockCode, result)
|
2026-01-22 16:21:18 +09:00
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
2026-02-06 17:53:17 +09:00
|
|
|
fun checkAndRestart(tradeService: KisTradeService, callback: TradingDecisionCallback) {
|
|
|
|
|
if (!isRunning()) {
|
|
|
|
|
println("⚠️ [Watchdog] 자동 발굴 루프가 중단된 것을 감지했습니다. 재시작을 시도합니다...")
|
|
|
|
|
startAutoDiscoveryLoop(tradeService, callback)
|
|
|
|
|
} else {
|
2026-01-22 16:21:18 +09:00
|
|
|
|
2026-02-06 17:53:17 +09:00
|
|
|
}
|
2026-01-22 16:21:18 +09:00
|
|
|
}
|
2026-02-06 17:53:17 +09:00
|
|
|
|
2026-01-22 16:21:18 +09:00
|
|
|
}
|
2026-02-10 15:08:52 +09:00
|
|
|
|
|
|
|
|
object FinancialAnalyzer {
|
|
|
|
|
|
|
|
|
|
fun isSafetyBeltMet(fs: FinancialStatement): Boolean {
|
|
|
|
|
val isDebtSafe = fs.debtRatio < 200.0 // 부채비율 200% 미만
|
|
|
|
|
val isLiquiditySafe = fs.quickRatio > 80.0 // 당좌비율 80% 이상
|
|
|
|
|
val isNotDeficit = fs.isNetIncomePositive // 당기순이익은 일단 흑자여야 함
|
|
|
|
|
|
|
|
|
|
return isDebtSafe && isLiquiditySafe && isNotDeficit
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
/**
|
|
|
|
|
* [매수 고려] 우량 기업 요건 확인
|
|
|
|
|
* 모든 조건 충족 시 적극적인 분석(AI/차트) 단계로 진입합니다.
|
|
|
|
|
*/
|
|
|
|
|
fun isBuyConsiderationMet(fs: FinancialStatement): Boolean {
|
|
|
|
|
val highProfitability = fs.roe >= 10.0 // ROE 10% 이상
|
|
|
|
|
val strongGrowth = fs.netIncomeGrowth >= 15.0 // 이익 성장률 15% 이상
|
|
|
|
|
val verySafeDebt = fs.debtRatio <= 100.0 // 부채비율 100% 이하 (안전)
|
|
|
|
|
val goodLiquidity = fs.quickRatio >= 120.0 // 당좌비율 120% 이상 (여유)
|
|
|
|
|
val businessHealthy = fs.isOperatingProfitPositive // 본업(영업이익)이 흑자
|
|
|
|
|
|
|
|
|
|
return highProfitability && strongGrowth && verySafeDebt && goodLiquidity && businessHealthy
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
/**
|
|
|
|
|
* 종합 상태 반환 (UI 또는 로그용)
|
|
|
|
|
*/
|
|
|
|
|
fun getInvestmentStatus(fs: FinancialStatement): String {
|
|
|
|
|
return when {
|
|
|
|
|
isBuyConsiderationMet(fs) -> "🚀 [매수 검토 권장] 재무 건전성 및 성장성 우수"
|
|
|
|
|
isSafetyBeltMet(fs) -> "⚖️ [관망/보류] 생존 요건은 충족하나 성장성 부족"
|
|
|
|
|
else -> "🚨 [위험/제외] 재무 안정성 미달 또는 적자 기업"
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
fun calculateScore(fs: FinancialStatement): Int {
|
|
|
|
|
var score = 50.0 // 기본 점수
|
|
|
|
|
|
|
|
|
|
// 성장성 (영업이익 증가율)
|
|
|
|
|
score += when {
|
|
|
|
|
fs.operatingProfitGrowth > 20 -> 20
|
|
|
|
|
fs.operatingProfitGrowth > 0 -> 10
|
|
|
|
|
else -> -10 // 역성장 시 감점
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// 수익성 (ROE)
|
|
|
|
|
score += when {
|
|
|
|
|
fs.roe > 15 -> 15
|
|
|
|
|
fs.roe > 5 -> 5
|
|
|
|
|
fs.roe < 0 -> -15 // 적자 시 큰 감점
|
|
|
|
|
else -> 0
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// 안정성 (부채비율)
|
|
|
|
|
score += when {
|
|
|
|
|
fs.debtRatio < 100 -> 15
|
|
|
|
|
fs.debtRatio < 200 -> 5
|
|
|
|
|
else -> -10
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// 유동성 (당좌비율)
|
|
|
|
|
if (fs.quickRatio < 100) score -= 10 // 단기 채무 지급 능력 부족 시 감점
|
|
|
|
|
|
|
|
|
|
return score.coerceIn(0.0, 100.0).toInt()
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
2026-02-05 14:26:02 +09:00
|
|
|
data class InvestmentScores(
|
|
|
|
|
val ultraShort: Int, // 초단기 (분봉/에너지)
|
|
|
|
|
val shortTerm: Int, // 단기 (일봉/뉴스)
|
|
|
|
|
val midTerm: Int, // 중기 (주봉/재무)
|
|
|
|
|
val longTerm: Int // 장기 (월봉/펀더멘털)
|
2026-02-10 15:08:52 +09:00
|
|
|
) {
|
|
|
|
|
override fun toString(): String {
|
|
|
|
|
return """
|
|
|
|
|
ultraShort $ultraShort
|
|
|
|
|
shortTerm $shortTerm
|
|
|
|
|
midTerm $midTerm
|
|
|
|
|
longTerm $longTerm
|
|
|
|
|
""".trimIndent()
|
|
|
|
|
}
|
|
|
|
|
}
|
2026-02-19 15:47:31 +09:00
|
|
|
|
|
|
|
|
@Serializable
|
2026-02-04 14:52:09 +09:00
|
|
|
class TechnicalAnalyzer {
|
2026-01-22 16:21:18 +09:00
|
|
|
var monthly: List<CandleData> = emptyList()
|
|
|
|
|
var weekly: List<CandleData> = emptyList()
|
|
|
|
|
var daily: List<CandleData> = emptyList()
|
|
|
|
|
var min30: List<CandleData> = emptyList()
|
2026-01-22 16:26:29 +09:00
|
|
|
|
2026-02-19 15:47:31 +09:00
|
|
|
fun isOverheatedStock(): Boolean {
|
|
|
|
|
if (min30.size < 20 || daily.size < 20) return false
|
|
|
|
|
|
|
|
|
|
val currentPrice = min30.last().stck_prpr.toDouble()
|
|
|
|
|
|
|
|
|
|
// 1. 일봉 기준 이격도 체크 (20일 이평선 대비)
|
|
|
|
|
val ma20Daily = daily.takeLast(20).map { it.stck_prpr.toDouble() }.average()
|
|
|
|
|
val disparityDaily = (currentPrice / ma20Daily) * 100
|
|
|
|
|
// 20일 평균선보다 25% 이상 떠 있다면 매우 위험 (과열)
|
|
|
|
|
if (disparityDaily > 125.0) return true
|
2026-02-05 14:26:02 +09:00
|
|
|
|
2026-02-19 15:47:31 +09:00
|
|
|
// 2. 분봉(30분봉) 기준 단기 급등 체크
|
|
|
|
|
val startPrice30 = min30.first().stck_oprc.toDouble()
|
|
|
|
|
val riseRate30 = ((currentPrice - startPrice30) / startPrice30) * 100
|
|
|
|
|
// 최근 30분봉 데이터(약 수 시간) 내에서 15% 이상 급등했다면 추격 매수 위험
|
|
|
|
|
if (riseRate30 > 15.0) return true
|
|
|
|
|
|
|
|
|
|
// 3. 비정상적 거래량 폭발 (매집봉 없는 단기 펌핑)
|
|
|
|
|
val avgVol = min30.dropLast(3).map { it.cntg_vol.toDouble() }.average()
|
|
|
|
|
val recentVol = min30.last().cntg_vol.toDouble()
|
|
|
|
|
// 평균 거래량보다 10배 이상 갑자기 터진 거래량은 세력의 털기(Exhaustion)일 수 있음
|
|
|
|
|
if (recentVol > avgVol * 10) return true
|
|
|
|
|
|
|
|
|
|
// 4. 볼린저 밴드 상단 이탈 강도
|
|
|
|
|
// ScalpingAnalyzer의 bollingerBands를 활용해 bbUpper보다 크게 이탈했는지 확인
|
|
|
|
|
return false
|
|
|
|
|
}
|
2026-01-22 17:56:31 +09:00
|
|
|
|
|
|
|
|
fun calculateScores(
|
|
|
|
|
financialScore: Int // 재무제표 점수 (성장률 등 기반)
|
|
|
|
|
): InvestmentScores {
|
|
|
|
|
|
|
|
|
|
// 1. 초단기 (분봉 + 에너지 지표 위주)
|
2026-02-04 14:52:09 +09:00
|
|
|
val ultra = (calculateMFI(min30, 14) * 0.4 +
|
|
|
|
|
calculateStochastic(min30) * 0.3 +
|
|
|
|
|
(if(calculateChange(min30.takeLast(10)) > 0) 30 else 0)).toInt()
|
2026-01-22 17:56:31 +09:00
|
|
|
|
|
|
|
|
// 2. 단기 (일봉 추세 + OBV 에너지)
|
2026-02-04 14:52:09 +09:00
|
|
|
val short = (calculateRSI(daily) * 0.3 +
|
|
|
|
|
(if(calculateOBV(daily) > 0) 40 else 10) +
|
|
|
|
|
(if(calculateChange(daily.takeLast(3)) > 0) 30 else 0)).toInt()
|
2026-01-22 17:56:31 +09:00
|
|
|
|
|
|
|
|
// 3. 중기 (주봉 + 재무 점수 혼합)
|
2026-02-04 14:52:09 +09:00
|
|
|
val mid = (if(calculateChange(weekly) > 0) 40 else 10) +
|
2026-01-22 17:56:31 +09:00
|
|
|
(financialScore * 0.6).toInt()
|
|
|
|
|
|
|
|
|
|
// 4. 장기 (월봉 + 섹터/기업 펀더멘털)
|
2026-02-04 14:52:09 +09:00
|
|
|
val long = (if(calculateChange(monthly) > 0) 50 else 0) +
|
2026-01-22 17:56:31 +09:00
|
|
|
(financialScore * 0.5).toInt()
|
|
|
|
|
|
|
|
|
|
return InvestmentScores(
|
|
|
|
|
ultraShort = ultra.coerceIn(0, 100),
|
|
|
|
|
shortTerm = short.coerceIn(0, 100),
|
|
|
|
|
midTerm = mid.coerceIn(0, 100),
|
|
|
|
|
longTerm = long.coerceIn(0, 100)
|
|
|
|
|
)
|
|
|
|
|
}
|
|
|
|
|
|
2026-01-22 16:21:18 +09:00
|
|
|
fun generateComprehensiveReport(): String {
|
|
|
|
|
// [1] 단기 에너지 지표 계산 (최근 30분봉 기준)
|
|
|
|
|
val obv = calculateOBV(min30)
|
|
|
|
|
val mfi = calculateMFI(min30, 14)
|
|
|
|
|
val adLine = calculateADLine(min30)
|
|
|
|
|
|
|
|
|
|
// [2] 시계열별 가격 변동 및 추세 요약
|
|
|
|
|
val m10 = min30.takeLast(10)
|
|
|
|
|
val change10 = calculateChange(m10)
|
|
|
|
|
val change30 = calculateChange(min30)
|
|
|
|
|
val changeDaily = calculateChange(daily.takeLast(2)) // 전일 대비
|
|
|
|
|
|
|
|
|
|
// [3] 이평선 및 가격 위치
|
|
|
|
|
val ma5 = m10.takeLast(5).map { it.stck_prpr.toDouble() }.average()
|
|
|
|
|
val currentPrice = min30.last().stck_prpr.toDouble()
|
2026-01-23 17:05:09 +09:00
|
|
|
val signal = ScalpingAnalyzer().analyze(min30.toScalpingList(),isDailyBullish())
|
2026-01-22 16:21:18 +09:00
|
|
|
// [4] 거래량 강도
|
|
|
|
|
val avgVol30 = min30.map { it.cntg_vol.toLong() }.average()
|
|
|
|
|
val recentVol5 = m10.takeLast(5).map { it.cntg_vol.toLong() }.average()
|
|
|
|
|
val volStrength = if (avgVol30 > 0) recentVol5 / avgVol30 else 1.0
|
2026-01-22 17:56:31 +09:00
|
|
|
val atr = calculateATR(min30)
|
|
|
|
|
val stochK = calculateStochastic(min30)
|
|
|
|
|
val priceRange30 = min30.maxOf { it.stck_hgpr.toDouble() } - min30.minOf { it.stck_lwpr.toDouble() }
|
2026-01-22 16:21:18 +09:00
|
|
|
return """
|
2026-01-23 17:05:09 +09:00
|
|
|
- 초/단타 종합 스코어: ${signal.compositeScore} / 100
|
|
|
|
|
- 초/단타 매수 신호 발생 여부: ${if (signal.buySignal) "YES" else "NO"}
|
|
|
|
|
- 초/단타 성공 확률 예측: ${signal.successProbPct}%
|
|
|
|
|
- 초/단타 위험 등급: ${signal.riskLevel} (ATR 변동성 기반)
|
|
|
|
|
- 초/단타 RSI: ${"%.1f".format(signal.rsi)} / 거래량 비율: ${"%.1f".format(signal.volRatio)}배
|
|
|
|
|
- 초/단타 권장 가격: 손절가(${signal.suggestedSlPrice.toInt()}원), 익절가(${signal.suggestedTpPrice.toInt()}원)
|
2026-01-22 17:56:31 +09:00
|
|
|
- 월봉/주봉 위치: ${if(calculateChange(monthly) > 0) "장기 상승" else "장기 하락"} / ${if(calculateChange(weekly) > 0) "중기 상승" else "중기 하락"}
|
|
|
|
|
- 일봉 대비: ${ "%.2f".format(changeDaily) }% 변동
|
|
|
|
|
- 30분 대비: ${ "%.2f".format(change30) }% 변동
|
|
|
|
|
- 10분 대비: ${ "%.2f".format(change10) }% 변동
|
|
|
|
|
- 이평선 상태: 현재가(${currentPrice.toInt()}) vs MA5(${ma5.toInt()}) -> ${if(currentPrice > ma5) "상단 위치" else "하단 위치"}
|
2026-01-23 17:05:09 +09:00
|
|
|
- OBV (누적 거래량 에너지): ${ "%.0f".format(obv) }
|
|
|
|
|
- MFI (자금 유입 지수): ${ "%.1f".format(mfi) }
|
|
|
|
|
- A/D (누적 분산 라인): ${ "%.0f".format(adLine) }
|
2026-01-22 17:56:31 +09:00
|
|
|
- 거래량 강도: 최근 5분 평균이 30분 평균의 ${ "%.1f".format(volStrength) }배 수준
|
2026-01-23 17:05:09 +09:00
|
|
|
- ATR (평균 변동폭): ${"%.0f".format(atr)}원
|
|
|
|
|
- 30분 내 최대 진폭: ${"%.0f".format(priceRange30)}원
|
|
|
|
|
- 스토캐스틱(%K): ${"%.1f".format(stochK)}
|
|
|
|
|
- 변동성 강도: 현재 진폭이 ATR 대비 ${"%.1f".format(priceRange30 / atr)}배 수준
|
2026-01-22 17:56:31 +09:00
|
|
|
- 30분봉 최고가: ${min30.maxOf { it.stck_hgpr.toInt() }}
|
|
|
|
|
- 30분봉 최저가: ${min30.minOf { it.stck_lwpr.toInt() }}
|
|
|
|
|
- RSI(14): ${ "%.1f".format(calculateRSI(min30)) }
|
2026-01-23 17:05:09 +09:00
|
|
|
""".trimIndent()
|
2026-01-22 16:21:18 +09:00
|
|
|
}
|
|
|
|
|
|
2026-01-22 17:56:31 +09:00
|
|
|
/**
|
|
|
|
|
* ATR (Average True Range): 최근 변동 폭의 평균. 그래프의 '출렁임' 크기를 측정
|
|
|
|
|
*/
|
|
|
|
|
fun calculateATR(candles: List<CandleData>, period: Int = 14): Double {
|
|
|
|
|
val sub = candles.takeLast(period + 1)
|
|
|
|
|
val trList = mutableListOf<Double>()
|
|
|
|
|
for (i in 1 until sub.size) {
|
|
|
|
|
val high = sub[i].stck_hgpr.toDouble()
|
|
|
|
|
val low = sub[i].stck_lwpr.toDouble()
|
|
|
|
|
val prevClose = sub[i - 1].stck_prpr.toDouble()
|
|
|
|
|
|
|
|
|
|
val tr = maxOf(high - low, Math.abs(high - prevClose), Math.abs(low - prevClose))
|
|
|
|
|
trList.add(tr)
|
|
|
|
|
}
|
|
|
|
|
return trList.average()
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
/**
|
|
|
|
|
* Stochastic (%K): 최근 가격 범위 내에서 현재가의 위치 (0~100)
|
|
|
|
|
* 반복되는 파동(Ups and Downs)에서 현재가 고점인지 저점인지 판단
|
|
|
|
|
*/
|
|
|
|
|
fun calculateStochastic(candles: List<CandleData>, period: Int = 14): Double {
|
|
|
|
|
val sub = candles.takeLast(period)
|
|
|
|
|
val highest = sub.maxOf { it.stck_hgpr.toDouble() }
|
|
|
|
|
val lowest = sub.minOf { it.stck_lwpr.toDouble() }
|
|
|
|
|
val current = sub.last().stck_prpr.toDouble()
|
|
|
|
|
|
|
|
|
|
return if (highest != lowest) (current - lowest) / (highest - lowest) * 100 else 50.0
|
|
|
|
|
}
|
|
|
|
|
|
2026-01-22 16:21:18 +09:00
|
|
|
private fun calculateChange(list: List<CandleData>): Double {
|
|
|
|
|
val start = list.first().stck_oprc.toDouble()
|
|
|
|
|
val end = list.last().stck_prpr.toDouble()
|
|
|
|
|
return if (start != 0.0) ((end - start) / start) * 100 else 0.0
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
private fun calculateRSI(list: List<CandleData>): Double {
|
|
|
|
|
if (list.size < 2) return 50.0
|
|
|
|
|
var gains = 0.0
|
|
|
|
|
var losses = 0.0
|
|
|
|
|
for (i in 1 until list.size) {
|
|
|
|
|
val diff = list[i].stck_prpr.toDouble() - list[i - 1].stck_prpr.toDouble()
|
|
|
|
|
if (diff > 0) gains += diff else losses -= diff
|
|
|
|
|
}
|
|
|
|
|
return if (gains + losses == 0.0) 50.0 else (gains / (gains + losses)) * 100
|
|
|
|
|
}
|
|
|
|
|
|
2026-01-23 17:05:09 +09:00
|
|
|
fun isDailyBullish(): Boolean {
|
|
|
|
|
if (daily.size < 20) return true // 데이터 부족 시 보수적으로 true 혹은 예외처리
|
|
|
|
|
|
|
|
|
|
val currentPrice = daily.last().stck_prpr.toDouble()
|
|
|
|
|
|
|
|
|
|
// 1. MA20 (한 달 생명선) 계산
|
|
|
|
|
val ma20 = daily.takeLast(20).map { it.stck_prpr.toDouble() }.average()
|
|
|
|
|
|
|
|
|
|
// 2. MA5 (단기 가속도) 계산
|
|
|
|
|
val ma5 = daily.takeLast(5).map { it.stck_prpr.toDouble() }.average()
|
|
|
|
|
|
|
|
|
|
// 3. 방향성 (어제 MA5 vs 오늘 MA5)
|
|
|
|
|
val prevMa5 = daily.dropLast(1).takeLast(5).map { it.stck_prpr.toDouble() }.average()
|
|
|
|
|
val isMa5Rising = ma5 > prevMa5
|
|
|
|
|
|
|
|
|
|
// [최종 판별]: 현재가가 생명선 위에 있고, 단기 이평선이 고개를 들었을 때만 'Bull(상승)'로 간주
|
|
|
|
|
return currentPrice > ma20 && isMa5Rising
|
|
|
|
|
}
|
|
|
|
|
|
2026-01-22 16:21:18 +09:00
|
|
|
fun calculateOBV(candles: List<CandleData>): Double {
|
|
|
|
|
var obv = 0.0
|
|
|
|
|
for (i in 1 until candles.size) {
|
|
|
|
|
val prevClose = candles[i - 1].stck_prpr.toDouble()
|
|
|
|
|
val currClose = candles[i].stck_prpr.toDouble()
|
|
|
|
|
val currVol = candles[i].cntg_vol.toDouble()
|
|
|
|
|
|
|
|
|
|
when {
|
|
|
|
|
currClose > prevClose -> obv += currVol
|
|
|
|
|
currClose < prevClose -> obv -= currVol
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
return obv
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
/**
|
|
|
|
|
* MFI (Money Flow Index) 계산 (기간: 보통 14일)
|
|
|
|
|
*/
|
|
|
|
|
fun calculateMFI(candles: List<CandleData>, period: Int = 14): Double {
|
|
|
|
|
val subList = candles.takeLast(period + 1)
|
|
|
|
|
var posFlow = 0.0
|
|
|
|
|
var negFlow = 0.0
|
|
|
|
|
|
|
|
|
|
for (i in 1 until subList.size) {
|
|
|
|
|
val prevTypical = (subList[i-1].stck_hgpr.toDouble() + subList[i-1].stck_lwpr.toDouble() + subList[i-1].stck_prpr.toDouble()) / 3
|
|
|
|
|
val currTypical = (subList[i].stck_hgpr.toDouble() + subList[i].stck_lwpr.toDouble() + subList[i].stck_prpr.toDouble()) / 3
|
|
|
|
|
val moneyFlow = currTypical * subList[i].cntg_vol.toDouble()
|
|
|
|
|
|
|
|
|
|
if (currTypical > prevTypical) posFlow += moneyFlow
|
|
|
|
|
else if (currTypical < prevTypical) negFlow += moneyFlow
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
return if (negFlow == 0.0) 100.0 else 100 - (100 / (1+ (posFlow / negFlow)))
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
private fun calculateADLine(candles: List<CandleData>): Double {
|
|
|
|
|
var ad = 0.0
|
|
|
|
|
candles.forEach {
|
|
|
|
|
val high = it.stck_hgpr.toDouble(); val low = it.stck_lwpr.toDouble(); val close = it.stck_prpr.toDouble()
|
|
|
|
|
val mfv = if (high != low) ((close - low) - (high - close)) / (high - low) else 0.0
|
|
|
|
|
ad += mfv * it.cntg_vol.toDouble()
|
|
|
|
|
}
|
|
|
|
|
return ad
|
|
|
|
|
}
|
|
|
|
|
|
2026-01-22 16:26:29 +09:00
|
|
|
fun clear() {
|
|
|
|
|
monthly = emptyList()
|
|
|
|
|
weekly = emptyList()
|
|
|
|
|
daily = emptyList()
|
|
|
|
|
min30 = emptyList()
|
|
|
|
|
}
|
|
|
|
|
|
2026-01-22 17:56:31 +09:00
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
class ScalpingAnalyzer {
|
|
|
|
|
companion object {
|
|
|
|
|
private const val SMA_SHORT = 10
|
|
|
|
|
private const val SMA_LONG = 20
|
|
|
|
|
private const val RSI_WINDOW = 14
|
|
|
|
|
private const val VOL_WINDOW = 20
|
|
|
|
|
private const val VOL_SURGE_THRESHOLD = 1.5
|
|
|
|
|
private const val RSI_THRESHOLD = 50.0
|
|
|
|
|
private const val BB_LOWER_POS = 0.2
|
|
|
|
|
private const val BB_UPPER_POS = 0.8
|
|
|
|
|
private const val ATR_WINDOW = 14
|
2026-02-04 14:52:09 +09:00
|
|
|
private const val DEFAULT_SL_PCT = -1.5
|
|
|
|
|
private const val DEFAULT_TP_PCT = 1.5
|
2026-01-22 17:56:31 +09:00
|
|
|
private const val HIGH_SCORE_THRESHOLD = 80
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
fun computeRSI(closes: List<Double>, window: Int = RSI_WINDOW): List<Double> {
|
|
|
|
|
val rsi = mutableListOf<Double>()
|
|
|
|
|
if (closes.size < window + 1) return rsi
|
|
|
|
|
for (i in window until closes.size) {
|
|
|
|
|
val gains = mutableListOf<Double>()
|
|
|
|
|
val losses = mutableListOf<Double>()
|
|
|
|
|
for (j in (i - window + 1) until i + 1) {
|
|
|
|
|
val delta = closes[j] - closes[j - 1]
|
|
|
|
|
if (delta > 0) gains.add(delta) else losses.add(abs(delta))
|
|
|
|
|
}
|
|
|
|
|
val avgGain = gains.average()
|
|
|
|
|
val avgLoss = losses.average()
|
|
|
|
|
val rs = if (avgLoss > 0) avgGain / avgLoss else Double.POSITIVE_INFINITY
|
|
|
|
|
rsi.add(100.0 - (100.0 / (1.0 + rs)))
|
|
|
|
|
}
|
|
|
|
|
return rsi
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
fun bollingerBands(closes: List<Double>, window: Int = SMA_LONG): Triple<List<Double>, List<Double>, List<Double>> {
|
|
|
|
|
val sma = mutableListOf<Double>()
|
|
|
|
|
val upper = mutableListOf<Double>()
|
|
|
|
|
val lower = mutableListOf<Double>()
|
|
|
|
|
for (i in window - 1 until closes.size) {
|
|
|
|
|
val slice = closes.subList(i - window + 1, i + 1)
|
|
|
|
|
val mean = slice.average()
|
|
|
|
|
val std = sqrt(slice.map { (it - mean).pow(2.0) }.average()) * 2.0
|
|
|
|
|
sma.add(mean)
|
|
|
|
|
upper.add(mean + std)
|
|
|
|
|
lower.add(mean - std)
|
|
|
|
|
}
|
|
|
|
|
return Triple(upper, sma, lower)
|
|
|
|
|
}
|
|
|
|
|
|
2026-01-23 17:05:09 +09:00
|
|
|
fun analyze(candles: List<Candle>, isDailyBullish: Boolean): ScalpingSignalModel {
|
2026-01-22 17:56:31 +09:00
|
|
|
if (candles.size < SMA_LONG) throw IllegalArgumentException("최소 20봉 필요")
|
|
|
|
|
|
|
|
|
|
val closes = candles.map { it.close }
|
|
|
|
|
val volumes = candles.map { it.volume }
|
|
|
|
|
|
|
|
|
|
// 지표 계산
|
|
|
|
|
val sma10 = simpleMovingAverage(closes, SMA_SHORT)
|
|
|
|
|
val sma20 = simpleMovingAverage(closes, SMA_LONG)
|
|
|
|
|
val rsiList = computeRSI(closes)
|
|
|
|
|
val volAvg = simpleMovingAverage(volumes, VOL_WINDOW)
|
|
|
|
|
val volRatioList = volumes.mapIndexed { i, v -> if (i >= VOL_WINDOW) v / volAvg[i - VOL_WINDOW] else 0.0 }
|
|
|
|
|
val (bbUpper, bbMiddle, bbLower) = bollingerBands(closes)
|
|
|
|
|
|
|
|
|
|
val current = candles.last()
|
|
|
|
|
val idx = candles.size - 1
|
|
|
|
|
val currentClose = current.close
|
|
|
|
|
val sma10Now = if (sma10.size > 0) sma10.last() else 0.0
|
|
|
|
|
val sma20Now = if (sma20.size > 0) sma20.last() else 0.0
|
|
|
|
|
val rsiNow = if (rsiList.isNotEmpty()) rsiList.last() else 0.0
|
|
|
|
|
val volRatioNow = volRatioList.last()
|
|
|
|
|
val bbPos = if (bbUpper.isNotEmpty() && bbLower.isNotEmpty()) {
|
|
|
|
|
(currentClose - bbLower.last()) / (bbUpper.last() - bbLower.last())
|
|
|
|
|
} else 0.5
|
|
|
|
|
|
2026-01-23 17:05:09 +09:00
|
|
|
|
|
|
|
|
|
|
|
|
|
val nearHigh = candles.takeLast(6).dropLast(1).maxOf { it.high }
|
|
|
|
|
val isBreakout = currentClose > nearHigh
|
|
|
|
|
|
|
|
|
|
// [추가] 2. 캔들 패턴: 망치형/역망치형 등 꼬리 분석 (하단 지지력 확인)
|
|
|
|
|
val bodySize = abs(current.close - current.open)
|
|
|
|
|
val lowerShadow = minOf(current.close, current.open) - current.low
|
|
|
|
|
val isBottomSupport = lowerShadow > bodySize * 1.5 // 밑꼬리가 몸통보다 긴 경우
|
|
|
|
|
|
|
|
|
|
// 신호 조건 고도화
|
|
|
|
|
// 일봉 추세(dailyTrend)가 살아있고, 전고점을 돌파(isBreakout)할 때 더 높은 점수
|
|
|
|
|
|
|
|
|
|
// val maBull = currentClose > sma10Now && sma10Now > sma20Now
|
2026-01-22 17:56:31 +09:00
|
|
|
val rsiBull = rsiNow > RSI_THRESHOLD
|
|
|
|
|
val volSurge = volRatioNow > VOL_SURGE_THRESHOLD
|
|
|
|
|
val bbGood = bbPos > BB_LOWER_POS && bbPos < BB_UPPER_POS
|
2026-01-23 17:05:09 +09:00
|
|
|
val maBull = currentClose > sma10Now && sma10Now > sma20Now
|
|
|
|
|
val buySignal = maBull && rsiBull && volSurge && bbGood && isBreakout
|
|
|
|
|
// val buySignal = maBull && rsiBull && volSurge && bbGood
|
|
|
|
|
|
2026-01-22 17:56:31 +09:00
|
|
|
|
2026-01-23 17:05:09 +09:00
|
|
|
val score = (if (maBull) 25 else 0) +
|
|
|
|
|
(if (rsiBull) 15 else 0) +
|
|
|
|
|
(if (isBreakout) 20 else 0) + // 돌파 에너지 가중치
|
|
|
|
|
(minOf((volRatioNow - 1.0) * 20, 20.0)).toInt() +
|
|
|
|
|
(if (bbGood) 10 else 0) +
|
|
|
|
|
(if (isDailyBullish) 10 else 0) // 단타/장기 정렬 점수
|
2026-01-22 17:56:31 +09:00
|
|
|
|
|
|
|
|
// 위험도 (ATR proxy)
|
|
|
|
|
val returns = closes.mapIndexed { i, c -> if (i > 0) (c - closes[i-1])/closes[i-1] * 100 else 0.0 }
|
|
|
|
|
val atrProxy = if (returns.size >= ATR_WINDOW) {
|
|
|
|
|
returns.subList(returns.size - ATR_WINDOW, returns.size).average()
|
|
|
|
|
} else 1.0
|
|
|
|
|
val riskLevel = when {
|
|
|
|
|
abs(atrProxy) < 1 -> "Low"
|
|
|
|
|
abs(atrProxy) < 2 -> "Medium"
|
|
|
|
|
else -> "High"
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// 성공 확률 & SL/TP
|
|
|
|
|
val successProb = if (buySignal) 75.0 else 35.0 + (score / 100.0 * 20)
|
|
|
|
|
val slPrice = currentClose * (1 + DEFAULT_SL_PCT / 100)
|
|
|
|
|
val tpPrice = currentClose * (1 + DEFAULT_TP_PCT / 100)
|
|
|
|
|
val rrRatio = abs(DEFAULT_TP_PCT / DEFAULT_SL_PCT)
|
|
|
|
|
|
2026-01-23 17:05:09 +09:00
|
|
|
|
|
|
|
|
|
2026-01-22 17:56:31 +09:00
|
|
|
return ScalpingSignalModel(
|
|
|
|
|
currentPrice = currentClose,
|
|
|
|
|
buySignal = buySignal,
|
|
|
|
|
compositeScore = minOf(score.toInt(), 100),
|
|
|
|
|
successProbPct = successProb,
|
|
|
|
|
riskLevel = riskLevel,
|
|
|
|
|
rsi = rsiNow,
|
|
|
|
|
volRatio = volRatioNow,
|
|
|
|
|
suggestedSlPrice = slPrice,
|
|
|
|
|
suggestedTpPrice = tpPrice,
|
|
|
|
|
riskRewardRatio = rrRatio
|
|
|
|
|
)
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
private fun simpleMovingAverage(values: List<Double>, window: Int): List<Double> {
|
|
|
|
|
val sma = mutableListOf<Double>()
|
|
|
|
|
for (i in window - 1 until values.size) {
|
|
|
|
|
val slice = values.subList(i - window + 1, i + 1)
|
|
|
|
|
sma.add(slice.average())
|
|
|
|
|
}
|
|
|
|
|
return sma
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
data class Candle(
|
|
|
|
|
val timestamp: Long,
|
|
|
|
|
val open: Double,
|
|
|
|
|
val high: Double,
|
|
|
|
|
val low: Double,
|
|
|
|
|
val close: Double,
|
|
|
|
|
val volume: Double
|
|
|
|
|
)
|
|
|
|
|
|
|
|
|
|
data class ScalpingSignalModel(
|
|
|
|
|
val currentPrice: Double,
|
|
|
|
|
val buySignal: Boolean,
|
|
|
|
|
val compositeScore: Int, // 0-100: 종합 매수 추천도 (80+ 강매수)
|
|
|
|
|
val successProbPct: Double, // 성공 확률 추정 %
|
|
|
|
|
val riskLevel: String, // "Low", "Medium", "High"
|
|
|
|
|
val rsi: Double,
|
|
|
|
|
val volRatio: Double,
|
|
|
|
|
val suggestedSlPrice: Double, // 손절 가격
|
|
|
|
|
val suggestedTpPrice: Double, // 익절 가격
|
|
|
|
|
val riskRewardRatio: Double
|
|
|
|
|
)
|
|
|
|
|
|
|
|
|
|
fun CandleData.toScalpingCandle(): Candle {
|
|
|
|
|
// 1. 날짜(YYYYMMDD)와 시간(HHMMSS) 문자열 결합
|
|
|
|
|
val dateTimeStr = "${this.stck_bsop_date}${this.stck_cntg_hour}"
|
|
|
|
|
val formatter = DateTimeFormatter.ofPattern("yyyyMMddHHmmss")
|
|
|
|
|
|
|
|
|
|
// 2. 타임스탬프(Epoch Milliseconds) 계산
|
|
|
|
|
val timestamp = try {
|
|
|
|
|
val ldt = LocalDateTime.parse(dateTimeStr, formatter)
|
|
|
|
|
ldt.atZone(ZoneId.systemDefault()).toInstant().toEpochMilli()
|
|
|
|
|
} catch (e: Exception) {
|
|
|
|
|
// 시간 파싱 실패 시 현재 시스템 시간 사용
|
|
|
|
|
System.currentTimeMillis()
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// 3. String 필드들을 Double로 변환하여 Candle 객체 생성
|
|
|
|
|
return Candle(
|
|
|
|
|
timestamp = timestamp,
|
|
|
|
|
open = this.stck_oprc.toDoubleOrNull() ?: 0.0,
|
|
|
|
|
high = this.stck_hgpr.toDoubleOrNull() ?: 0.0,
|
|
|
|
|
low = this.stck_lwpr.toDoubleOrNull() ?: 0.0,
|
|
|
|
|
close = this.stck_prpr.toDoubleOrNull() ?: 0.0, // stck_prpr가 종가 역할
|
|
|
|
|
volume = this.cntg_vol.toDoubleOrNull() ?: 0.0
|
|
|
|
|
)
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
/**
|
|
|
|
|
* 리스트 전체를 변환하는 유틸리티
|
|
|
|
|
*/
|
|
|
|
|
fun List<CandleData>.toScalpingList(): List<Candle> {
|
|
|
|
|
return this.map { it.toScalpingCandle() }
|
|
|
|
|
}
|