diff --git a/stock_monitor_1.py b/stock_monitor_1.py.bak
similarity index 100%
rename from stock_monitor_1.py
rename to stock_monitor_1.py.bak
diff --git a/stock_monitor_2.py.bak b/stock_monitor_2.py.bak
new file mode 100644
index 0000000..84416b6
--- /dev/null
+++ b/stock_monitor_2.py.bak
@@ -0,0 +1,460 @@
+import pandas as pd
+from HTS2 import HTS
+from dateutil.relativedelta import relativedelta
+from datetime import datetime, timedelta
+import telegram
+import time
+import requests
+import json
+import asyncio
+from multiprocessing import Pool
+import schedule
+from config import *
+import FinanceDataReader as fdr
+import numpy as np
+
+hts = HTS()
+
+def send_coin_msg(text):
+    coin_client = telegram.Bot(token=COIN_TELEGRAM_BOT_TOKEN)
+    asyncio.run(coin_client.send_message(chat_id=COIN_TELEGRAM_CHAT_ID, text=text))
+    return
+
+
+def send_coin_telegram_message(message_list, header):
+    pStr = header + "\n"
+    for i, message in enumerate(message_list):
+        pStr += message
+
+        if i + 1 % 20 == 0:
+            pool = Pool(12)
+            pool.map(send_coin_msg, [pStr])
+            pStr = ''
+
+    if len(message_list) % 20 != 0:
+        pool = Pool(12)
+        pool.map(send_coin_msg, [pStr])
+
+    return
+
+def buy_ticker(symbole, data):
+    try:
+        BUY_AMOUNT = 5000
+
+        if data['buy_signal'].iloc[-1] == 'movingaverage':
+            BUY_AMOUNT = 50000
+        elif data['buy_signal'].iloc[-1] == 'deviation40':
+            BUY_AMOUNT = 6000
+        elif data['buy_signal'].iloc[-1] == 'deviation240':
+            BUY_AMOUNT = 5000
+
+        _ = hts.buyCoinMarket(symbole, BUY_AMOUNT)
+    except Exception as e:
+        print(f"Error buying {symbole}: {str(e)}")
+    return
+
+
+
+def send_stock_msg(text):
+    stock_client = telegram.Bot(token=STOCK_TELEGRAM_BOT_TOKEN)
+    asyncio.run(stock_client.send_message(chat_id=STOCK_TELEGRAM_CHAT_ID, text=text))
+    return
+
+
+def send_stock_telegram_message(message_list, header):
+    pStr = header + "\n"
+    for i, message in enumerate(message_list):
+        pStr += message
+
+        if i + 1 % 20 == 0:
+            pool = Pool(12)
+            pool.map(send_stock_msg, [pStr])
+            pStr = ''
+
+    if len(message_list) % 20 != 0:
+        pool = Pool(12)
+        pool.map(send_stock_msg, [pStr])
+
+    return
+
+
+def normalize_data(data):
+    """데이터 정규화 함수 - 모든 코인에 동일하게 적용"""
+    # Min-Max 정규화를 위한 컬럼
+    columns_to_normalize = ['Open', 'High', 'Low', 'Close', 'Volume']
+    
+    normalized_data = data.copy()
+    
+    # 각 컬럼별 정규화 (20일 롤링 윈도우 사용)
+    for column in columns_to_normalize:
+        min_val = data[column].rolling(window=20).min()
+        max_val = data[column].rolling(window=20).max()
+        # 0으로 나누기 방지
+        denominator = max_val - min_val
+        normalized_data[f'{column}_Norm'] = np.where(
+            denominator != 0,
+            (data[column] - min_val) / denominator,
+            0.5  # 기본값 설정
+        )
+    
+    return normalized_data
+
+def calculate_technical_indicators(data):
+    """기술적 지표 계산 - 모든 코인에 동일하게 적용"""
+    # 데이터 정규화
+    data = normalize_data(data)
+    
+    # 이동평균선 계산
+    data['MA5'] = data['Close'].rolling(window=5).mean()
+    data['MA20'] = data['Close'].rolling(window=20).mean()
+    data['MA40'] = data['Close'].rolling(window=40).mean()
+    data['MA120'] = data['Close'].rolling(window=120).mean()
+    data['MA200'] = data['Close'].rolling(window=200).mean()
+    data['MA240'] = data['Close'].rolling(window=240).mean()
+    data['MA720'] = data['Close'].rolling(window=720).mean()
+    data['MA1440'] = data['Close'].rolling(window=1440).mean()
+
+    # --- 이격도(Deviation) 계산 ---
+    data['Deviation5'] = (data['Close'] / data['MA5']) * 100
+    data['Deviation20'] = (data['Close'] / data['MA20']) * 100
+    data['Deviation40'] = (data['Close'] / data['MA40']) * 100
+    data['Deviation120'] = (data['Close'] / data['MA120']) * 100
+    data['Deviation200'] = (data['Close'] / data['MA200']) * 100
+    data['Deviation240'] = (data['Close'] / data['MA240']) * 100
+    data['Deviation720'] = (data['Close'] / data['MA720']) * 100
+    data['Deviation1440'] = (data['Close'] / data['MA1440']) * 100
+
+    # 매수 타이밍을 이동평균선으로 결정
+    # 골든크로스: 단기 이동평균선이 장기 이동평균선을 상향 돌파할 때 매수
+    data['golden_cross'] = (data['MA5'] > data['MA20']) & (data['MA5'].shift(1) <= data['MA20'].shift(1))
+
+    # 볼린저 밴드 계산
+    data['MA'] = data['Close'].rolling(window=20).mean()
+    data['STD'] = data['Close'].rolling(window=20).std()
+    data['Upper'] = data['MA'] + (2 * data['STD'])
+    data['Lower'] = data['MA'] - (2 * data['STD'])
+
+    return data
+
+def check_buy_point(data, simulation=None):
+
+    """
+    # 매수 포인트 탐지 및 표시
+    if simulation:
+        recent_data = data
+    else:
+        # recent_data의 복사본 생성
+        recent_data = data.tail(10).copy()
+
+    # 'buy_point' 열 초기화
+    recent_data['buy_point'] = 0
+
+    # FutureWarning 해결
+    if recent_data['buy_point'].iloc[-1] != 1:
+        # 코드 계속
+        for i in range(1, len(recent_data)):
+            if all(recent_data[f'MA{n}'].iloc[i] < recent_data['MA720'].iloc[i] for n in [5, 20, 40, 120, 200, 240]) and \
+               all(recent_data[f'MA{n}'].iloc[i] > recent_data[f'MA{n}'].iloc[i-1] for n in [5, 20, 40, 120, 200, 240]) and \
+               recent_data['MA720'].iloc[i] < recent_data['MA1440'].iloc[i]:
+                recent_data.at[recent_data.index[i], 'buy_point'] = 1
+
+    if not simulation:
+        if recent_data['buy_point'][-10:-1].sum() > 0:
+            recent_data.at[recent_data.index[-1], 'buy_point'] = 1
+
+    return recent_data
+    """
+
+    # 매수 포인트 탐지 및 표시
+    # 'buy_point' 열 초기화
+    data['buy_signal'] = ''
+    data['buy_point'] = 0
+
+    # FutureWarning 해결
+    if data['buy_point'].iloc[-1] != 1:
+        # 코드 계속
+        for i in range(1, len(data)):
+            # 이동평균선 기반 매수 조건
+            if all(data[f'MA{n}'].iloc[i] < data['MA720'].iloc[i] for n in [5, 20, 40, 120, 200, 240]) and \
+                    all(data[f'MA{n}'].iloc[i] > data[f'MA{n}'].iloc[i - 1] for n in [5, 20, 40, 120, 200, 240]) and \
+                    data['MA720'].iloc[i] < data['MA1440'].iloc[i]:
+                data.at[data.index[i], 'buy_signal'] = 'movingaverage'
+                data.at[data.index[i], 'buy_point'] = 1
+                if not simulation:
+                    if data['buy_point'][-10:-1].sum() > 0:
+                        data.at[data.index[-1], 'buy_signal'] = 'movingaverage'
+                        data.at[data.index[-1], 'buy_point'] = 1
+
+                    # Deviation40(이격도 40) 기반 매수 조건: 90 이하에서 상승 전환
+        if data['Deviation40'].iloc[i - 1] < data['Deviation40'].iloc[i] and data['Deviation40'].iloc[i - 1] <= 90:
+            data.at[data.index[i], 'buy_signal'] = 'deviation40'
+            data.at[data.index[i], 'buy_point'] = 1
+            if not simulation:
+                if data['buy_point'][-10:-1].sum() > 0:
+                    data.at[data.index[-1], 'buy_signal'] = 'deviation40'
+                    data.at[data.index[-1], 'buy_point'] = 1
+
+        # Deviation240(이격도 240) 기반 매수 조건: 90 이하에서 상승 전환
+        if data['Deviation240'].iloc[i - 1] < data['Deviation240'].iloc[i] and data['Deviation240'].iloc[i - 1] <= 90:
+            data.at[data.index[i], 'buy_signal'] = 'deviation240'
+            data.at[data.index[i], 'buy_point'] = 1
+            if not simulation:
+                if data['buy_point'][-10:-1].sum() > 0:
+                    data.at[data.index[-1], 'buy_signal'] = 'deviation240'
+                    data.at[data.index[-1], 'buy_point'] = 1
+
+    return data
+
+def format_message(market_type, symbol, symbol_name, close, buy_signal):
+    message = f"매수 [{market_type}] {symbol_name} ({symbol}): {buy_signal} "
+    message += f"현재가: {'$' if market_type == 'US' else '₩'}{close:.2f}, "
+    return message
+
+
+def format_ma_message(info, market_type):
+    """MA 알림 메시지 생성"""
+    prefix = '상승 ' if info.get('alert') else ''
+    message = prefix + f"[{market_type}] {info['name']} ({info['symbol']}) "
+    message += f"현재가: {'$' if market_type == 'US' else '₩'}{info['price']:.2f} \n"
+    return message
+
+
+def get_coin_data(symbol, interval=240, to=None, retries=3):
+    for attempt in range(retries):
+        try:
+            #url = "https://api.bithumb.com/v1/candles/minutes/{}?market=KRW-{}&count=3000".format(interval, symbol)
+            if to is None:
+                url = ("https://api.bithumb.com/v1/candles/minutes/{}?market=KRW-{}&count=200").format(interval, symbol)
+            else:
+                url = ("https://api.bithumb.com/v1/candles/minutes/{}?market=KRW-{}&count=200&to={}").format(interval, symbol, to)
+
+
+            #url = 'https://api.bithumb.com/v1/candles/minutes/60?market=KRW-ADA&count=200'
+            #url = 'https://api.bithumb.com/v1/candles/minutes/minutes/60?market=KRW-ADA&count=200&to=2025-08-06 10:38:38'
+            headers = {"accept": "application/json"}
+            response = requests.get(url, headers=headers)
+            json_data = json.loads(response.text)
+            df_temp = pd.DataFrame(json_data)
+            df_temp = df_temp.sort_index(ascending=False)
+            if 'candle_date_time_kst' not in df_temp:
+                return None
+
+            data = pd.DataFrame()
+            # data.columns = ['datetime', 'open', 'close', 'high', 'low', 'volume']
+            # data['datetime'] = pd.to_datetime(data_temp['candle_date_time_kst'])
+            data['datetime'] = pd.to_datetime(df_temp['candle_date_time_kst'], format='%Y-%m-%dT%H:%M:%S')
+            data['Open'] = df_temp['opening_price']
+            data['Close'] = df_temp['trade_price']
+            data['High'] = df_temp['high_price']
+            data['Low'] = df_temp['low_price']
+            data['Volume'] = df_temp['candle_acc_trade_volume']
+            data = data.set_index('datetime')
+            data = data.astype(float)
+            data["datetime"] = data.index
+
+            if not data.empty:
+                return data
+
+            print(f"No data received for {symbol}, attempt {attempt + 1}")
+            time.sleep(0.5)
+        except Exception as e:
+            print(f"Attempt {attempt + 1} failed for {symbol}: {str(e)}")
+            if attempt < retries - 1:
+                time.sleep(5)
+            continue
+    return None
+
+def get_coin_more_data(symbol, interval, bong_count=3000):
+    # 코인 데이터 1500개 봉 가져오기
+    to = datetime.now()
+    data = None
+    while data is None or len(data) < bong_count:
+        if data is None:
+            data = get_coin_data(symbol, interval, to.strftime("%Y-%m-%d %H:%M:%S"))
+        else:
+            df = get_coin_data(symbol, interval, to.strftime("%Y-%m-%d %H:%M:%S"))
+            data = pd.concat([data, df], ignore_index=True)
+        time.sleep(0.3)
+        to = to - relativedelta(minutes=interval * 200)
+
+    data = data.set_index('datetime')
+    data = data.sort_index()
+    data = data.drop_duplicates(keep='first')
+    data["datetime"] = data.index
+    # 코인 데이터 1500개 봉 가져오기
+
+    return data
+
+
+def get_kr_stock_data(symbol, retries=3):
+    for attempt in range(retries):
+        try:
+            end = datetime.now()
+            start = end - timedelta(days=300)
+
+            # FinanceDataReader를 사용하여 한국 주식 데이터 가져오기
+            data = fdr.DataReader(symbol, start.strftime('%Y-%m-%d'), end.strftime('%Y-%m-%d'))
+
+            if not data.empty:
+                # FinanceDataReader의 컬럼명을 yfinance 형식으로 변환
+                data = data.rename(columns={
+                    'Open': 'Open',
+                    'High': 'High',
+                    'Low': 'Low',
+                    'Close': 'Close',
+                    'Volume': 'Volume'
+                })
+                return data
+
+            print(f"No data received for {symbol}, attempt {attempt + 1}")
+            time.sleep(2)
+        except Exception as e:
+            print(f"Attempt {attempt + 1} failed for {symbol}: {str(e)}")
+            if attempt < retries - 1:
+                time.sleep(5)
+            continue
+    return None
+
+
+def monitor_us_stocks():
+    message_list = []
+    print("US Stocks {}".format(datetime.now().strftime('%Y-%m-%d %H:%M:%S')))
+
+    for symbol in US_STOCKS:
+        data = get_kr_stock_data(symbol)
+        if data is not None and not data.empty:
+            try:
+                data = calculate_technical_indicators(data)
+                recent_data = check_buy_point(data) # Changed to check_buy_point
+                if recent_data['buy_point'].iloc[-1] != 1:
+                    continue
+                print(f"   - {US_STOCKS[symbol]} ({symbol}): {recent_data['Close'][-1]:.2f}")
+                message_list.append(format_message('US', symbol, US_STOCKS[symbol], recent_data['Close'][-1], recent_data['buy_signal'][-1]))
+            except Exception as e:
+                print(f"Error processing data for {symbol}: {str(e)}")
+        time.sleep(0.5)
+
+    if len(message_list) > 0:
+        try:
+            send_stock_telegram_message(message_list, header="[US-STOCK]")
+        except Exception as e:
+            print(f"Error sending Telegram message: {str(e)}")
+
+    return
+
+
+def monitor_kr_stocks():
+    message_list = []
+    print("KR ETFs {}".format(datetime.now().strftime('%Y-%m-%d %H:%M:%S')))
+
+    for symbol in KR_ETFS:
+        try:
+            # .KS 접미사 제거
+            clean_symbol = symbol.replace('.KS', '')
+            data = get_kr_stock_data(clean_symbol)
+
+            if data is not None and not data.empty:
+                try:
+                    data = calculate_technical_indicators(data)
+                    recent_data = check_buy_point(data) # Changed to check_buy_point
+                    if recent_data['buy_point'].iloc[-1] != 1:
+                        continue
+                    print(f"   - {KR_ETFS[symbol]} ({symbol}): {recent_data['Close'][-1]:.2f}")
+                    message_list.append(format_message('KR', symbol, US_STOCKS[symbol], recent_data['Close'][-1]))
+
+                except Exception as e:
+                    print(f"Error processing data for {symbol}: {str(e)}")
+            else:
+                print(f"Data for {symbol} is empty or None.")
+
+            # 각 심볼 처리 후 1초 대기
+            time.sleep(1)
+
+        except Exception as e:
+            print(f"Unexpected error processing {symbol}: {str(e)}")
+            continue
+
+    if len(message_list) > 0:
+        try:
+            send_stock_telegram_message(message_list, header="[KR-STOCK]")
+        except Exception as e:
+            print(f"Error sending Telegram message: {str(e)}")
+
+    return
+
+
+def monitor_coins():
+    message_list = []
+    print("KRW COINs {}".format(datetime.now().strftime('%Y-%m-%d %H:%M:%S')))
+
+    for symbol in KR_COINS:
+
+        # 1시간
+        interval = 60
+        data = get_coin_more_data(symbol, interval)
+
+        if data is not None and not data.empty:
+            try:
+                data = calculate_technical_indicators(data)
+                recent_data = check_buy_point(data) # Changed to check_buy_point
+                if recent_data['buy_point'].iloc[-1] != 1:
+                    continue
+                print(f"   - {KR_ETFS[symbol]} ({symbol}): {recent_data['Close'][-1]:.2f}")
+                message_list.append(format_message('COIN', symbol, US_STOCKS[symbol], recent_data['Close'][-1], recent_data['buy_signal'][-1]))
+
+                # buy
+                buy_ticker(symbol, recent_data)
+
+            except Exception as e:
+                print(f"Error processing data for {symbol}: {str(e)}")
+        else:
+            print(f"Data for {symbol} is empty or None.")
+        time.sleep(0.5)
+
+    if len(message_list) > 0:
+        try:
+            # send message
+            send_coin_telegram_message(message_list, header="[KRW-COIN]")
+        except Exception as e:
+            print(f"Error sending Telegram message: {str(e)}")
+
+    return
+
+# ----------------------
+# Turnaround Detector v6
+# ----------------------
+
+def detect_turnaround_signal(symbol, data, interval=0, params=None):
+    if len(data) < 7:
+        return None
+
+    # 이동평균을 기반으로 매수 신호 결정
+    cur = data.iloc[-1]
+    prev = data.iloc[-2]
+
+    return None
+
+def run_schedule():
+
+    # 코인 모니터링 스케줄 (매시간 1분, 11분, 21분, 31분, 41분, 51분)
+    for minute in [4, 14, 24, 34, 44, 54]:
+        schedule.every().hour.at(f":{minute:02d}").do(monitor_coins)
+
+    # 미국 주식 모니터링 스케줄 (매일 저녁 5시 20분)
+    schedule.every().day.at("16:30").do(monitor_us_stocks)
+    schedule.every().day.at("23:30").do(monitor_us_stocks)
+    schedule.every().day.at("05:10").do(monitor_us_stocks)
+
+    # 한국 ETF 모니터링 스케줄 (매일 오전 8시)
+    schedule.every().day.at("18:20").do(monitor_kr_stocks)
+    schedule.every().day.at("07:10").do(monitor_kr_stocks)
+
+    print("Scheduler started. Monitoring will run at specified times.")
+    while True:
+        schedule.run_pending()
+        time.sleep(1)
+
+
+if __name__ == "__main__":
+    run_schedule()
+    #monitor_coins()