feat(vol_breakout): 15m 현물 롱 라이브·모니터·cron 운영 추가

vol_breakout 멀티종목 tick, vol_live HTML 모니터, 마감 봉만 저장하는 캔들 다운로드,
텔레그램 체결 알림, cron/watch 감시 스크립트 및 테스트를 포함한다.

Co-authored-by: Cursor <cursoragent@cursor.com>

scripts/3_audit_ops_safety.py

@@ -0,0 +1,229 @@
+#!/usr/bin/env python3
+"""운영 신호·체결·거래소 주문 최종 점검 (놓침/중복)."""
+
+from __future__ import annotations
+
+import json
+import sys
+from collections import Counter
+from datetime import datetime, timedelta
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+SRC = ROOT / "src"
+if str(SRC) not in sys.path:
+    sys.path.insert(0, str(SRC))
+
+from bithumb.api.bithumb_private import BithumbPrivateClient
+from bithumb.config import load_settings
+from bithumb.operations.exchange_reconcile import (
+    _known_order_uuids,
+    _match_orders_to_signals,
+    _unsettled_signals_for_reconcile,
+    reconcile_exchange_fills,
+)
+from bithumb.operations.runner import (
+    _history_index,
+    _is_settled,
+    _is_signal_api_executable,
+    _ledger_pending_signals,
+    _settle_expired_backlog,
+)
+from bithumb.operations.signal_pipeline import (
+    filter_signals_for_ops,
+    generate_raw_signals,
+    load_ops_candles,
+)
+from bithumb.operations.state_store import load_state
+
+
+def _parse_dt(value: str) -> datetime:
+    return datetime.strptime(value, "%Y-%m-%d %H:%M:%S")
+
+
+def main() -> int:
+    settings = load_settings()
+    state = load_state(
+        settings.ops_state_json,
+        initial_cash_krw=settings.gt_initial_cash_krw,
+    )
+    df = load_ops_candles(settings)
+    latest_bar = len(df) - 1
+    gen = generate_raw_signals(
+        settings,
+        df=df,
+        use_cache=True,
+        force_tail_refresh=(
+            settings.ops_mode == "live" and settings.ops_live_force_tail_refresh
+        ),
+    )
+    all_kept = filter_signals_for_ops(settings, gen["raw_signals"])["kept"]
+    trade_history = list(state.get("trade_history") or [])
+    live_since = (
+        str(state["live_initialized_at"])
+        if settings.ops_mode == "live" and state.get("live_initialized_at")
+        else None
+    )
+    max_age = settings.ops_ledger_execute_max_age_minutes
+    now = datetime.now()
+
+    # tick과 동일 순서 시뮬레이션 (state 파일은 쓰지 않음)
+    sim_history = list(trade_history)
+    exchange_reconciled: list[dict] = []
+    stale_settled: list[dict] = []
+
+    if settings.ops_mode == "live" and settings.ops_exchange_reconcile:
+        client = BithumbPrivateClient(
+            access_key=settings.bithumb_access_key,
+            secret_key=settings.bithumb_secret_key,
+            base_url=settings.api_url,
+            sleep_sec=settings.request_sleep_sec,
+            retries=settings.request_retries,
+        )
+        exchange_reconciled = reconcile_exchange_fills(
+            all_kept,
+            sim_history,
+            client=client,
+            market=settings.market,
+            lookback_hours=settings.ops_exchange_order_lookback_hours,
+            match_window_min=settings.ops_exchange_match_window_min,
+            lookback_days=settings.ops_ledger_lookback_days,
+        )
+        sim_history.extend(exchange_reconciled)
+
+    stale_settled = _settle_expired_backlog(
+        all_kept,
+        sim_history,
+        max_age_minutes=max_age,
+        live_since=live_since,
+        lookback_days=settings.ops_ledger_lookback_days,
+    )
+    sim_history.extend(stale_settled)
+
+    ledger_pending = _ledger_pending_signals(
+        all_kept,
+        sim_history,
+        latest_bar_index=latest_bar,
+        lookback_days=settings.ops_ledger_lookback_days,
+    )
+
+    executable_pending: list[dict] = []
+    expired_pending: list[dict] = []
+    for sig in ledger_pending:
+        ok, reason = _is_signal_api_executable(
+            sig,
+            max_age_minutes=max_age,
+            live_since=live_since,
+            now=now,
+        )
+        if ok:
+            executable_pending.append(sig)
+        else:
+            expired_pending.append({**sig, "skip_reason": reason})
+
+    # 중복 uuid
+    uuids = []
+    for rec in sim_history:
+        trade = rec.get("trade") or {}
+        if trade.get("executed"):
+            resp = trade.get("api_response")
+            if isinstance(resp, dict) and resp.get("uuid"):
+                uuids.append(str(resp["uuid"]))
+    uuid_counts = Counter(uuids)
+    dup_uuids = {u: c for u, c in uuid_counts.items() if c > 1}
+
+    # history 내 동일 신호 executed 중복
+    idx = _history_index(sim_history)
+    executed_keys = [
+        key
+        for key, rec in idx.items()
+        if (rec.get("trade") or {}).get("executed")
+    ]
+    raw_executed_count = sum(
+        1
+        for rec in sim_history
+        if (rec.get("trade") or {}).get("executed")
+    )
+
+    # 거래소 주문 vs 미정산 (reconcile 후에도 남는 orphan)
+    orphan_orders = 0
+    unmatched_unsettled = len(
+        _unsettled_signals_for_reconcile(
+            all_kept,
+            sim_history,
+            lookback_days=settings.ops_ledger_lookback_days,
+        )
+    )
+    if settings.ops_mode == "live":
+        client = BithumbPrivateClient(
+            access_key=settings.bithumb_access_key,
+            secret_key=settings.bithumb_secret_key,
+            base_url=settings.api_url,
+            sleep_sec=settings.request_sleep_sec,
+            retries=settings.request_retries,
+        )
+        since = now - timedelta(hours=settings.ops_exchange_order_lookback_hours)
+        orders = client.fetch_filled_orders_since(settings.market, since)
+        known = _known_order_uuids(sim_history)
+        unsettled = _unsettled_signals_for_reconcile(
+            all_kept,
+            sim_history,
+            lookback_days=settings.ops_ledger_lookback_days,
+        )
+        matches = _match_orders_to_signals(
+            orders,
+            unsettled,
+            match_window_min=settings.ops_exchange_match_window_min,
+            known_uuids=set(known),
+        )
+        orphan_orders = len(orders) - len(matches) - len(
+            [u for u in known if u in {str(o.get("uuid")) for o in orders}]
+        )
+
+    print("=== 최종 점검 (놓침/중복) ===")
+    print(f"mode: {settings.ops_mode}")
+    print(f"now: {now.strftime('%Y-%m-%d %H:%M:%S')}")
+    print(f"kept_signals: {len(all_kept)} | latest_bar: {latest_bar}")
+    print(f"trade_history (raw): {len(trade_history)}")
+    print()
+    print("[tick 시뮬레이션 — exchange → stale 순]")
+    print(f"  exchange_reconciled (would add): {len(exchange_reconciled)}")
+    print(f"  stale_settled (would add): {len(stale_settled)}")
+    print(f"  ledger_pending (after sim): {len(ledger_pending)}")
+    print(f"  executable_pending (API 체결 대상): {len(executable_pending)}")
+    print(f"  expired_still_pending (버그 의심): {len(expired_pending)}")
+    print()
+    print("[중복]")
+    print(f"  executed records (raw): {raw_executed_count}")
+    print(f"  unique executed keys: {len(executed_keys)}")
+    print(f"  duplicate uuid in history: {len(dup_uuids)}")
+    if dup_uuids:
+        for u, c in list(dup_uuids.items())[:5]:
+            print(f"    uuid={u} count={c}")
+    print()
+    print("[놓침 위험]")
+    print(f"  unsettled after sim: {unmatched_unsettled}")
+    print(f"  orphan exchange orders (approx): {max(orphan_orders, 0)}")
+    if executable_pending:
+        print("  executable_pending 목록:")
+        for sig in executable_pending[:15]:
+            print(f"    {sig['datetime']} {sig['side']}")
+        if len(executable_pending) > 15:
+            print(f"    ... 외 {len(executable_pending) - 15}건")
+    if expired_pending:
+        print("  expired_still_pending (stale 미적용 의심):")
+        for sig in expired_pending[:10]:
+            print(f"    {sig['datetime']} {sig['side']} — {sig.get('skip_reason')}")
+
+    ok = (
+        len(dup_uuids) == 0
+        and len(expired_pending) == 0
+        and len(executable_pending) <= settings.ops_max_backlog_per_tick
+    )
+    print()
+    print("RESULT:", "PASS" if ok else "REVIEW_NEEDED")
+    return 0 if ok else 1
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())