auto: 일일 백업 2026-06-09 02:00

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

agents/stock/workspace/sim/indicators.py

@@ -0,0 +1,83 @@
+"""기술지표 — 순수 함수. 일봉 리스트(시간 오름차순)나 종가 리스트를 받아 계산만 한다.
+
+입력 candle dict 키: open/high/low/close/volume (daily_candles_cache.get_candles 형식).
+모든 함수는 데이터 부족 시 None 을 반환한다 (raise X).
+"""
+from __future__ import annotations
+
+
+def sma(values: list[float], period: int) -> float | None:
+    """최근 period 개 단순이동평균."""
+    if period <= 0 or len(values) < period:
+        return None
+    return sum(values[-period:]) / period
+
+
+def rsi(closes: list[float], period: int = 14) -> float | None:
+    """Wilder RSI. closes 오름차순, period+1 개 이상 필요."""
+    if len(closes) < period + 1:
+        return None
+    gains = losses = 0.0
+    for i in range(1, period + 1):
+        diff = closes[i] - closes[i - 1]
+        if diff >= 0:
+            gains += diff
+        else:
+            losses -= diff
+    avg_gain = gains / period
+    avg_loss = losses / period
+    for i in range(period + 1, len(closes)):
+        diff = closes[i] - closes[i - 1]
+        gain = diff if diff > 0 else 0.0
+        loss = -diff if diff < 0 else 0.0
+        avg_gain = (avg_gain * (period - 1) + gain) / period
+        avg_loss = (avg_loss * (period - 1) + loss) / period
+    if avg_loss == 0:
+        return 100.0
+    rs = avg_gain / avg_loss
+    return 100.0 - (100.0 / (1.0 + rs))
+
+
+def atr(candles: list[dict], period: int = 14) -> float | None:
+    """Average True Range (Wilder). candles 오름차순, period+1 개 이상 필요."""
+    if len(candles) < period + 1:
+        return None
+    trs: list[float] = []
+    for i in range(1, len(candles)):
+        h = candles[i]['high']
+        lo = candles[i]['low']
+        prev_close = candles[i - 1]['close']
+        trs.append(max(h - lo, abs(h - prev_close), abs(lo - prev_close)))
+    if len(trs) < period:
+        return None
+    atr_val = sum(trs[:period]) / period
+    for tr in trs[period:]:
+        atr_val = (atr_val * (period - 1) + tr) / period
+    return atr_val
+
+
+def recent_high(candles: list[dict], period: int, exclude_last: bool = True) -> float | None:
+    """최근 period 봉 최고가. exclude_last 면 마지막(오늘) 봉 제외 → 돌파 판정용."""
+    series = candles[:-1] if exclude_last else candles
+    window = series[-period:]
+    if not window:
+        return None
+    return max(c['high'] for c in window)
+
+
+def recent_low(candles: list[dict], period: int, exclude_last: bool = True) -> float | None:
+    """최근 period 봉 최저가 — 손절선 후보."""
+    series = candles[:-1] if exclude_last else candles
+    window = series[-period:]
+    if not window:
+        return None
+    return min(c['low'] for c in window)
+
+
+def volume_avg(candles: list[dict], period: int, exclude_last: bool = True) -> float | None:
+    """최근 period 봉 평균 거래량. exclude_last 면 오늘 제외."""
+    series = candles[:-1] if exclude_last else candles
+    window = series[-period:]
+    if len(window) < period:
+        return None
+    return sum(c['volume'] for c in window) / period