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auto: 일일 백업 2026-06-11 02:00

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Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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hyowons
2026-06-11 02:00:01 +09:00
parent af058cf36d
commit 81e8847a8e
14 changed files with 1064 additions and 342 deletions
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agents/stock/workspace/sim/signals.py
+10 -4
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@@ -171,28 +171,34 @@ def evaluate_candidate(code, name, sources, ind, flow, analyst, market_ok) -> di
return {**base, 'state': 'WAIT', 'reason': '수급 미충족'}
# 4. 과열 보류 — 회전율이 평균 대비 과도하면 돌파·눌림목 불문 신규매수 보류
# 장중엔 부분 누적 거래량을 경과시간 비례로 하루치 환산(vol_time_frac, engine 주입·백테스트는 1.0)
vfrac = ind.get('vol_time_frac') or 1.0
vol_today = ind['today_volume'] / vfrac
t_today, t_avg = ind.get('turnover_today'), ind.get('turnover_avg')
if t_today is not None:
t_today = t_today / vfrac
proj = ' (환산)' if vfrac < 1.0 else ''
overheated = bool(t_today and t_avg and t_today >= t_avg * config.TURNOVER_OVERHEAT_MULT)
if t_today is not None and t_avg:
checks.append({'label': '과열 아님(회전율)', 'ok': not overheated,
'detail': f"{t_today:.2f}% vs 평균 {t_avg:.2f}% (보류 {config.TURNOVER_OVERHEAT_MULT:.0f}배↑)"})
'detail': f"{t_today:.2f}%{proj} vs 평균 {t_avg:.2f}% (보류 {config.TURNOVER_OVERHEAT_MULT:.0f}배↑)"})
if overheated:
return {**base, 'state': 'WAIT',
'reason': f'과열(회전율 {t_today:.1f}% ≥ 평균×{config.TURNOVER_OVERHEAT_MULT:.0f}) — 신규매수 보류'}
# 5. 매수 경로 — 돌파 우선 (전고점 + 거래량 급증 + 회전율 급증 모두 충족)
price_break = bool(ind['recent_high'] and price > ind['recent_high'])
vol_mult_ok = bool(ind['volume_avg'] and ind['today_volume'] >= ind['volume_avg'] * config.VOLUME_BREAKOUT_MULT)
vol_mult_ok = bool(ind['volume_avg'] and vol_today >= ind['volume_avg'] * config.VOLUME_BREAKOUT_MULT)
turn_ok = (t_today is None or not t_avg) or (t_today >= t_avg * config.TURNOVER_BREAKOUT_MULT)
breakout = price_break and vol_mult_ok and turn_ok
checks.append({'label': '돌파(전고점)', 'ok': price_break,
'detail': f"고점 {ind['recent_high']:,.0f}" if ind['recent_high'] else '—'})
checks.append({'label': '거래량 급증', 'ok': vol_mult_ok,
'detail': f"{ind['today_volume']:,} vs 평균 {ind['volume_avg']:,.0f}" if ind['volume_avg'] else '—'})
'detail': f"{vol_today:,.0f}{proj} vs 평균 {ind['volume_avg']:,.0f}" if ind['volume_avg'] else '—'})
if t_today is not None and t_avg:
checks.append({'label': '회전율 급증', 'ok': bool(turn_ok),
'detail': f"{t_today:.2f}% vs 평균 {t_avg:.2f}%"})
'detail': f"{t_today:.2f}%{proj} vs 평균 {t_avg:.2f}%"})
else:
checks.append({'label': '회전율', 'ok': None, 'detail': '데이터 없음(통과)'})