fix: .env 미로드(ncue) fallback 및 B-1 운영 설정 정합

python-dotenv 없을 때 env_loader가 .env를 직접 파싱하도록 해 LIVE_TRADING_ENABLED=1이 dry-run으로 보이던 문제를 해결한다. 06 기동 시 로더·LIVE 상태를 출력하고, B-1 한도 검증·잔고 점검 스크립트를 추가한다. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-03 20:26:23 +09:00
parent 893f830aaf
commit 1fc560744d
7 changed files with 163 additions and 47 deletions
--- a/.env.example
+++ b/.env.example
@@ -60,16 +60,13 @@ MONITOR_ALERT_KRW_AMOUNT=40000
 MONITOR_LOOP_SLEEP_SEC=180
 MATCH_LIVE_CACHE_SEC=180

-# 3 실거래 — Phase별 권장값: docs/05_ops/env.recommended.md
-# Phase C (dry-run): LIVE=0, LIVE_* 무제한(시뮬 정합), COOLDOWN=3(1봉)
-# Phase B-1: LIVE=1, LIVE_DAILY_KRW_MAX=400000, MAX_TRADES=15, COOLDOWN=3
-# Phase B-2: LIVE_DAILY_KRW_MAX=5000000, MAX_TRADES=30, COOLDOWN=120
-LIVE_TRADING_ENABLED=0
+# 3 실거래 — 기본: Phase B-1 (운영). Phase C dry-run은 docs/05_ops/env.recommended.md
+LIVE_TRADING_ENABLED=1
 LIVE_ORDER_KRW=40000
 LIVE_BUY_PCT_LARGE=1.0
 LIVE_BUY_PCT_SMALL=0.05
-LIVE_DAILY_KRW_MAX=4000000
+LIVE_DAILY_KRW_MAX=400000
 LIVE_COOLDOWN_MIN=3
-LIVE_MAX_TRADES_PER_DAY=999
-LIVE_DAILY_LOSS_LIMIT_KRW=20000
+LIVE_MAX_TRADES_PER_DAY=15
+LIVE_DAILY_LOSS_LIMIT_KRW=40000
 LIVE_SLIPPAGE_PCT=0.05
--- a/config.py
+++ b/config.py
@@ -391,9 +391,9 @@ LIVE_TRADING_ENABLED = _getenv("LIVE_TRADING_ENABLED", "0").strip() in (
 LIVE_ORDER_KRW = _getenv_int("LIVE_ORDER_KRW", "40000")
 LIVE_BUY_PCT_LARGE = _getenv_float("LIVE_BUY_PCT_LARGE", "1.0")
 LIVE_BUY_PCT_SMALL = _getenv_float("LIVE_BUY_PCT_SMALL", "0.05")
-# Phase C dry-run: 초기자금×10 (hybrid full tier 여유). B-1은 .env에서 400000 권장.
-LIVE_DAILY_KRW_MAX = _getenv_int("LIVE_DAILY_KRW_MAX", "4000000")
+# Phase B-1 기본: 일한도=초기자금 1배. Phase C dry-run은 .env에서 4000000 등으로 상향.
+LIVE_DAILY_KRW_MAX = _getenv_int("LIVE_DAILY_KRW_MAX", "400000")
 LIVE_COOLDOWN_MIN = _getenv_int("LIVE_COOLDOWN_MIN", "3")
-LIVE_MAX_TRADES_PER_DAY = _getenv_int("LIVE_MAX_TRADES_PER_DAY", "10")
-LIVE_DAILY_LOSS_LIMIT_KRW = _getenv_int("LIVE_DAILY_LOSS_LIMIT_KRW", "20000")
+LIVE_MAX_TRADES_PER_DAY = _getenv_int("LIVE_MAX_TRADES_PER_DAY", "15")
+LIVE_DAILY_LOSS_LIMIT_KRW = _getenv_int("LIVE_DAILY_LOSS_LIMIT_KRW", "40000")
 LIVE_SLIPPAGE_PCT = _getenv_float("LIVE_SLIPPAGE_PCT", "0.05")
--- a/deepcoin/env_loader.py
+++ b/deepcoin/env_loader.py
@@ -6,41 +6,73 @@ config·HTS·스크립트 진입 전에 한 번 호출하면 cwd와 무관하게

 from __future__ import annotations

+import os
 from pathlib import Path

 from deepcoin.paths import PROJECT_ROOT

 _ENV_LOADED = False
+_ENV_LOADER = "none"
 ENV_FILE = PROJECT_ROOT / ".env"


+def _load_env_fallback(*, override: bool) -> None:
+    """
+    python-dotenv 미설치 시 .env 를 직접 파싱해 os.environ 에 반영합니다.
+
+    Args:
+        override: True면 기존 키를 .env 값으로 덮어씀.
+    """
+    if not ENV_FILE.is_file():
+        return
+    for line in ENV_FILE.read_text(encoding="utf-8").splitlines():
+        line = line.strip()
+        if not line or line.startswith("#"):
+            continue
+        if line.startswith("export "):
+            line = line[7:].strip()
+        if "=" not in line:
+            continue
+        key, _, value = line.partition("=")
+        key = key.strip()
+        value = value.strip().strip('"').strip("'")
+        if not key:
+            continue
+        if not override and key in os.environ:
+            continue
+        os.environ[key] = value
+
+
 def load_project_env(*, override: bool = False) -> bool:
    """
-    PROJECT_ROOT/.env 를 python-dotenv로 로드합니다.
+    PROJECT_ROOT/.env 를 로드합니다 (python-dotenv 우선, 없으면 fallback).

    Args:
        override: True면 기존 OS 환경 변수를 .env 값으로 덮어씀.

    Returns:
-        .env 파일이 존재해 로드 시도했으면 True, 없으면 False.
+        .env 파일이 존재해 로드했으면 True, 없으면 False.
    """
-    global _ENV_LOADED
+    global _ENV_LOADED, _ENV_LOADER
    if _ENV_LOADED and not override:
        return ENV_FILE.is_file()

-    try:
-        from dotenv import load_dotenv
-    except ImportError:
+    if not ENV_FILE.is_file():
        _ENV_LOADED = True
+        _ENV_LOADER = "missing"
        return False

-    if ENV_FILE.is_file():
+    try:
+        from dotenv import load_dotenv
+
        load_dotenv(ENV_FILE, override=override)
-        _ENV_LOADED = True
-        return True
+        _ENV_LOADER = "dotenv"
+    except ImportError:
+        _load_env_fallback(override=override)
+        _ENV_LOADER = "fallback"

    _ENV_LOADED = True
-    return False
+    return True


 def env_status() -> dict[str, str | bool]:
@@ -50,4 +82,6 @@ def env_status() -> dict[str, str | bool]:
        "env_file": str(ENV_FILE),
        "env_exists": ENV_FILE.is_file(),
        "loaded": _ENV_LOADED,
+        "loader": _ENV_LOADER,
+        "live_trading_enabled": os.getenv("LIVE_TRADING_ENABLED", ""),
    }
--- a/docs/05_ops/live_verification_20260603.md
+++ b/docs/05_ops/live_verification_20260603.md
@@ -1,7 +1,7 @@
 # Live Phase A — dry-run 검증

- 일시: 2026-06-03 08:50:59
- 결과: **WARN**
+- 일시: 2026-06-03 19:55:24
+- 결과: **PASS**

 ## Plan (목적)

@@ -19,14 +19,10 @@ python scripts/06_execute_live.py --once
 ## Check (점검 결과)

 - GT_SIGNAL_CAUSAL=True
- LIVE_TRADING_ENABLED=False
+- LIVE_TRADING_ENABLED=True
 - monitor_rules: buy_compound_tight, sell_mtf_cross_all_tf
 - hybrid DD: {'dd_large_pct': 5.0, 'dd_medium_pct': 2.0}

-### 이슈
-
- paper_portfolio.json 과 sim replay 불일치 — signal_history 갱신 후 06 --once 1회 권장
-
 ## Act (다음 단계)

 1. `05_run_monitor.py` 1~2일 병행 (알림만)
--- a/scripts/06_execute_live.py
+++ b/scripts/06_execute_live.py
@@ -6,16 +6,44 @@ from pathlib import Path

 runpy.run_path(str(Path(__file__).resolve().parent / "_bootstrap.py"))

-from config import LIVE_TRADING_ENABLED, MONITOR_LOOP_SLEEP_SEC
+from deepcoin.env_loader import ENV_FILE, env_status  # noqa: E402
+
+from config import (
+    GT_INITIAL_CASH_KRW,
+    LIVE_DAILY_KRW_MAX,
+    LIVE_DAILY_LOSS_LIMIT_KRW,
+    LIVE_MAX_TRADES_PER_DAY,
+    LIVE_TRADING_ENABLED,
+    MONITOR_LOOP_SLEEP_SEC,
+)
 from deepcoin.ops.live_trader import LiveTrader

 if __name__ == "__main__":
    parser = argparse.ArgumentParser(description="WLD 실거래 (06)")
    parser.add_argument("--once", action="store_true", help="1회만 실행")
    args = parser.parse_args()
-    trader = LiveTrader()
+    st = env_status()
+    mode = "LIVE=ON (실주문)" if LIVE_TRADING_ENABLED else "LIVE=OFF (dry-run)"
+    print(
+        f"[06] 운영 설정 · {mode} · "
+        f"초기₩{GT_INITIAL_CASH_KRW:,} · 일한도₩{LIVE_DAILY_KRW_MAX:,} · "
+        f"일손실₩{LIVE_DAILY_LOSS_LIMIT_KRW:,} · max_trades={LIVE_MAX_TRADES_PER_DAY}"
+    )
+    print(
+        f"[06] .env 로더={st.get('loader')} · 파일={ENV_FILE.name} · "
+        f"LIVE_TRADING_ENABLED(raw)={st.get('live_trading_enabled')!r}"
+    )
+    if st.get("loader") == "fallback":
+        print(
+            "주의: python-dotenv 미설치 — fallback 파서 사용. "
+            "권장: pip install python-dotenv (requirements.txt)"
+        )
    if not LIVE_TRADING_ENABLED:
-        print("주의: LIVE_TRADING_ENABLED=0 — 주문 없이 dry_run 로그만")
+        print(
+            "주의: LIVE_TRADING_ENABLED=0 — .env에 1인지 확인 후 재기동. "
+            "(ncue 등 dotenv 없는 환경이면 pip install python-dotenv)"
+        )
+    trader = LiveTrader()
    if args.once:
        trader.run_once()
    else:
--- a/scripts/06_verify_live_dryrun.py
+++ b/scripts/06_verify_live_dryrun.py
@@ -105,8 +105,8 @@ def check_config() -> list[str]:
    print(f"  monitor_rules={[r['rule_id'] for r in rules]}")
    if not GT_SIGNAL_CAUSAL:
        issues.append("GT_SIGNAL_CAUSAL=0 — hybrid live sizing 비활성")
-    if LIVE_TRADING_ENABLED:
-        issues.append("LIVE_TRADING_ENABLED=1 — dry-run 점검 시 0 권장")
+    if not LIVE_TRADING_ENABLED:
+        issues.append("LIVE_TRADING_ENABLED=0 — 실전 운영 시 1 필요")
    if len(rules) != 2:
        issues.append(f"monitor_rules {len(rules)}개 (기대 2)")
    expected = {"buy_compound_tight", "sell_mtf_cross_all_tf"}
@@ -118,27 +118,37 @@ def check_config() -> list[str]:

 def check_capital_alignment() -> list[str]:
    """
-    초기 자금 40만 원 기준 원화 한도·알림 비율 점검 (100만 시대 ×0.4).
+    초기 자금 40만 원 기준 원화 한도·알림 비율 점검.
+
+    LIVE_TRADING_ENABLED=1 → Phase B-1(운영), 0 → Phase C(dry-run).

    Returns:
        불일치 시 이슈 문자열 목록.
    """
    issues: list[str] = []
-    _print_header("1b. 초기 자금·비율 (40만 원)")
+    phase = "B-1 실전" if LIVE_TRADING_ENABLED else "C dry-run"
+    _print_header(f"1b. 초기 자금·비율 (40만 원, {phase})")
    ic = int(GT_INITIAL_CASH_KRW)
-    expected = {
+    expected: dict[str, int] = {
        "GT_INITIAL_CASH_KRW": 400_000,
        "MONITOR_ALERT_KRW_AMOUNT": int(ic * 0.10),
        "LIVE_ORDER_KRW": int(ic * 0.10),
-        "LIVE_DAILY_LOSS_LIMIT_KRW": int(ic * 0.05),
-        "LIVE_DAILY_KRW_MAX": int(ic * 10),
    }
+    if LIVE_TRADING_ENABLED:
+        expected["LIVE_DAILY_LOSS_LIMIT_KRW"] = int(ic * 0.10)
+        expected["LIVE_DAILY_KRW_MAX"] = ic
+        expected["LIVE_MAX_TRADES_PER_DAY"] = 15
+    else:
+        expected["LIVE_DAILY_LOSS_LIMIT_KRW"] = int(ic * 0.05)
+        expected["LIVE_DAILY_KRW_MAX"] = int(ic * 10)
+        expected["LIVE_MAX_TRADES_PER_DAY"] = 999
    actual = {
        "GT_INITIAL_CASH_KRW": ic,
        "MONITOR_ALERT_KRW_AMOUNT": int(MONITOR_ALERT_KRW_AMOUNT),
        "LIVE_ORDER_KRW": int(LIVE_ORDER_KRW),
        "LIVE_DAILY_LOSS_LIMIT_KRW": int(LIVE_DAILY_LOSS_LIMIT_KRW),
        "LIVE_DAILY_KRW_MAX": int(LIVE_DAILY_KRW_MAX),
+        "LIVE_MAX_TRADES_PER_DAY": int(LIVE_MAX_TRADES_PER_DAY),
    }
    for key, exp in expected.items():
        got = actual[key]
@@ -147,13 +157,16 @@ def check_capital_alignment() -> list[str]:
        print(f"  [{mark}] {key}={got:,} (기대 {exp:,})")
        if not ok:
            issues.append(f"{key}={got:,} ≠ 기대 {exp:,}")
-    paper = PaperPortfolio.load()
-    if int(paper.cash_krw) != ic and paper.qty < 1e-12:
-        issues.append(
-            f"paper 현금 ₩{paper.cash_krw:,.0f} ≠ 초기 ₩{ic:,} (보유 없을 때)"
-        )
-    elif int(getattr(paper, "initial_cash_krw", 0) or paper.cash_krw) != ic:
-        print(f"  [INFO] paper 운용 중 (cash=₩{paper.cash_krw:,.0f})")
+    if not LIVE_TRADING_ENABLED:
+        paper = PaperPortfolio.load()
+        if int(paper.cash_krw) != ic and paper.qty < 1e-12:
+            issues.append(
+                f"paper 현금 ₩{paper.cash_krw:,.0f} ≠ 초기 ₩{ic:,} (보유 없을 때)"
+            )
+        elif int(getattr(paper, "initial_cash_krw", 0) or paper.cash_krw) != ic:
+            print(f"  [INFO] paper 운용 중 (cash=₩{paper.cash_krw:,.0f})")
+    else:
+        print("  [INFO] LIVE=1 — paper_portfolio 검사 생략 (실계좌·live_signal_history 사용)")
    return issues


@@ -354,7 +367,7 @@ def main() -> int:
            print(f"  WARN: {i}")
        print("  → 이슈 확인 후 Phase B(소액 파일럿) 진행")
        return 1
-    print("  Phase A PASS — Phase B(소액 LIVE_TRADING_ENABLED=1) 준비 완료")
+    print("  운영 설정 PASS — 06_execute_live 실전 기동 가능")
    return 0


--- a/scripts/check_balance.py
+++ b/scripts/check_balance.py
@@ -0,0 +1,48 @@
+#!/usr/bin/env python3
+"""빗썸 실계좌 잔고 조회 (운영 점검용)."""
+
+from __future__ import annotations
+
+import runpy
+import sys
+from pathlib import Path
+
+runpy.run_path(str(Path(__file__).resolve().parent / "_bootstrap.py"))
+
+from config import GT_INITIAL_CASH_KRW, LIVE_TRADING_ENABLED, SYMBOL  # noqa: E402
+from deepcoin.ops.monitor import Monitor  # noqa: E402
+
+
+def main() -> int:
+    """
+    KRW·거래 심볼 잔고를 출력합니다.
+
+    Returns:
+        0 성공, 1 API 오류.
+    """
+    print(f"LIVE_TRADING_ENABLED={int(LIVE_TRADING_ENABLED)}")
+    print(f"GT_INITIAL_CASH_KRW=₩{GT_INITIAL_CASH_KRW:,}")
+    m = Monitor(cooldown_file=None)
+    raw = m.getBalances()
+    if isinstance(raw, dict) and raw.get("error"):
+        print("API_ERROR", raw.get("error"))
+        return 1
+    if not isinstance(raw, list):
+        print("UNEXPECTED_RESPONSE", type(raw))
+        return 1
+    krw = next((x for x in raw if x.get("currency") == "KRW"), None)
+    coin = next((x for x in raw if x.get("currency") == SYMBOL), None)
+    if krw:
+        bal = float(krw["balance"])
+        print(f"KRW available=₩{bal:,.0f}")
+        if bal < float(GT_INITIAL_CASH_KRW):
+            print(f"  [WARN] 가용 KRW < 초기자금 ₩{GT_INITIAL_CASH_KRW:,}")
+    if coin:
+        print(f"{SYMBOL} qty={float(coin['balance']):.6f}")
+    else:
+        print(f"{SYMBOL} qty=0")
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())