dsyoon
2cb67c42b3
3분~일봉 GT 타점 분석(03c), leg 체결 순서 수정, 총자산 90% 검증 루프, walk-forward Go/No-Go 시뮬, monitor·live_trader 및 reference 문서를 포함한다. Co-authored-by: Cursor <cursoragent@cursor.com>
87 lines
2.6 KiB
Python
87 lines
2.6 KiB
Python
"""
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05 연동: 최신 봉에서 matched 규칙 평가.
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"""
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from __future__ import annotations
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import time
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from typing import Any
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import pandas as pd
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from config import CHART_LOOKBACK_DAYS, MATCH_LIVE_CACHE_SEC, MATCH_LIVE_LOOKBACK_DAYS, SYMBOL
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from deepcoin.data.mtf_bb import load_frames_from_db
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from deepcoin.matching.load_rules import load_monitor_rules
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from deepcoin.matching.rule_eval import (
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build_mtf_scan_frame,
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conditions_columns,
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eval_conditions,
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)
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from deepcoin.ops.monitor import Monitor
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_cache: dict[str, Any] = {"ts": 0.0, "frame": None, "rules_key": ""}
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def evaluate_live_rules(
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rules: list[dict[str, Any]] | None = None,
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*,
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lookback_days: int | None = None,
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force_refresh: bool = False,
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) -> list[dict[str, Any]]:
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"""
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최신 완성 3분봉에서 활성 규칙 발화 여부를 검사합니다.
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Args:
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rules: 규칙 목록. None이면 matched_rules에서 로드.
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lookback_days: DB 조회 일수(기본 MATCH_LIVE_LOOKBACK_DAYS).
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force_refresh: 캐시 무시.
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Returns:
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발화한 규칙 정보 리스트 (rule_id, side, dt, close).
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"""
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active = rules if rules is not None else load_monitor_rules()
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if not active:
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return []
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lb = lookback_days if lookback_days is not None else MATCH_LIVE_LOOKBACK_DAYS
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rules_key = ",".join(r["rule_id"] for r in active)
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now = time.time()
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global _cache
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if (
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not force_refresh
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and _cache.get("frame") is not None
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and now - float(_cache.get("ts", 0)) < MATCH_LIVE_CACHE_SEC
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and _cache.get("rules_key") == rules_key
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):
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frame = _cache["frame"]
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else:
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mon = Monitor(cooldown_file=None)
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days = min(lb, CHART_LOOKBACK_DAYS)
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frames = load_frames_from_db(mon, SYMBOL, lookback_days=days)
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needed = conditions_columns(active)
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frame = build_mtf_scan_frame(frames, needed)
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_cache["ts"] = now
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_cache["frame"] = frame
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_cache["rules_key"] = rules_key
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if frame.empty:
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return []
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ts = frame.index[-1]
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row_frame = frame.iloc[[-1]]
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fired: list[dict[str, Any]] = []
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close_col = "close"
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for rule in active:
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if not eval_conditions(row_frame, rule["conditions"]).iloc[0]:
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continue
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fired.append(
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{
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"rule_id": rule["rule_id"],
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"side": rule["side"],
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"kind": rule.get("kind", ""),
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"dt": ts.strftime("%Y-%m-%d %H:%M:%S"),
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"close": float(row_frame[close_col].iloc[0]),
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}
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)
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return fired
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