Files
Bithumb/src/deepcoin/data/downloader.py
xavis 2783826a03 feat(spot): fractal_swing live 운영 — 슬리피지·증분 sync·신호 tail 갱신
운영 백테스트(+1,873,140%)과 live/paper 체결 규칙을 맞추고, 캔들 증분 sync·
tail 신호 갱신·일일 체결 상한·슬리피지를 반영한다. docs/live 차트 생성 스크립트와
.env.example·README를 갱신한다.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-13 08:26:11 +09:00

196 lines
5.7 KiB
Python

"""빗썸 캔들 역방향 수집."""
from __future__ import annotations
import logging
from dataclasses import dataclass
from datetime import datetime, timedelta
from typing import Any
from deepcoin.api.bithumb import BithumbCandleClient, parse_kst_datetime
from deepcoin.config import Settings
from deepcoin.data.candle_store import CandleStore
logger = logging.getLogger(__name__)
@dataclass(frozen=True)
class DownloadResult:
"""인터벌별 수집 결과."""
interval_min: int
mode: str
requests: int
saved_rows: int
reached_target: bool
def _candle_rows_from_api(
candles: list[dict[str, Any]],
) -> list[tuple[str, float, float, float, float, float]]:
"""API 응답을 DB upsert 튜플로 변환한다."""
rows: list[tuple[str, float, float, float, float, float]] = []
for candle in candles:
ts = candle.get("candle_date_time_kst") or candle.get("candle_date_time_utc")
if not ts:
continue
rows.append(
(
str(ts).replace("T", " "),
float(candle["opening_price"]),
float(candle["high_price"]),
float(candle["low_price"]),
float(candle["trade_price"]),
float(candle.get("candle_acc_trade_volume", 0.0)),
)
)
return rows
class CandleDownloader:
"""설정 기반 캔들 다운로더."""
def __init__(self, settings: Settings) -> None:
"""다운로더를 초기화한다.
Args:
settings: 애플리케이션 설정.
"""
self.settings = settings
self._client = BithumbCandleClient(
base_url=settings.api_url,
count=settings.candle_count,
sleep_sec=settings.request_sleep_sec,
retries=settings.request_retries,
)
def download_all(
self,
store: CandleStore,
*,
days: int,
full: bool = False,
) -> list[DownloadResult]:
"""모든 인터벌을 수집한다.
Args:
store: 캔들 저장소.
days: 풀 다운 목표 일수.
full: True면 목표 일수까지 역방향 풀 다운.
Returns:
인터벌별 DownloadResult 리스트.
"""
results: list[DownloadResult] = []
for interval_min in self.settings.download_intervals:
results.append(
self._download_interval(store, interval_min, days=days, full=full)
)
return results
def _download_interval(
self,
store: CandleStore,
interval_min: int,
*,
days: int,
full: bool,
) -> DownloadResult:
"""단일 인터벌을 수집한다."""
symbol = self.settings.symbol
count_before, _, db_max = store.get_range(symbol, interval_min)
target_from = datetime.now() - timedelta(days=max(1, days))
if full or db_max is None:
mode = "full"
stop_at = target_from
else:
mode = "incremental"
if db_max >= datetime.now() - timedelta(minutes=max(interval_min, 1)):
return DownloadResult(
interval_min=interval_min,
mode="uptodate",
requests=0,
saved_rows=0,
reached_target=True,
)
stop_at = db_max - timedelta(minutes=interval_min)
to_kst: datetime | None = None
requests = 0
saved_rows = 0
reached_target = False
oldest_seen: datetime | None = None
while True:
candles = self._client.fetch_candles(
self.settings.market,
interval_min,
to_kst=to_kst,
)
requests += 1
if not candles:
break
rows = _candle_rows_from_api(candles)
if not rows:
break
if mode == "incremental" and db_max is not None:
inserted = store.insert_new_rows(
symbol,
self.settings.coin_name,
interval_min,
rows,
after=db_max,
)
else:
inserted = store.upsert_rows(
symbol,
self.settings.coin_name,
interval_min,
rows,
)
saved_rows += inserted
batch_oldest = min(parse_kst_datetime(r[0]) for r in rows)
if oldest_seen is None or batch_oldest < oldest_seen:
oldest_seen = batch_oldest
if batch_oldest <= stop_at:
reached_target = True
break
to_kst = batch_oldest
if to_kst <= stop_at:
reached_target = True
break
if mode == "full" and oldest_seen is not None and oldest_seen <= target_from:
reached_target = True
if mode == "incremental" and requests == 0 and count_before > 0:
return DownloadResult(
interval_min=interval_min,
mode="uptodate",
requests=0,
saved_rows=0,
reached_target=True,
)
logger.info(
"수집 완료 %s_%s mode=%s requests=%s inserted=%s reached=%s",
symbol,
interval_min,
mode,
requests,
saved_rows,
reached_target,
)
return DownloadResult(
interval_min=interval_min,
mode=mode,
requests=requests,
saved_rows=saved_rows,
reached_target=reached_target,
)