update auto trading client
This commit is contained in:
hyejwon
parent
692a55dfd5
commit
8cd0a4248c
99
cli/main.py
99
cli/main.py
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@ -1112,5 +1112,104 @@ def run_swing_pipeline():
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console.print(f"\n[green]\u2713 Reports saved:[/green] {base_path.resolve()}")
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# ─── Phase 4: Order Execution (선택적 주문 실행) ───
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if buy_signals and config.get("broker_enabled"):
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console.print()
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console.print(Rule("Phase 4: Order Execution (주문 실행)", style="bold red"))
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is_paper = config.get("kiwoom_is_paper", True)
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dry_run = config.get("broker_dry_run", True)
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mode_label = "모의투자" if is_paper else "실전투자"
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run_label = "DRY RUN (검증만)" if dry_run else "실제 주문"
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console.print(f"[dim]Mode: {mode_label} / {run_label}[/dim]\n")
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order_table = Table(
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title="Pending Orders",
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show_header=True,
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header_style="bold",
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box=box.ROUNDED,
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)
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order_table.add_column("Ticker", justify="center", width=10)
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order_table.add_column("Name", width=20)
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order_table.add_column("Action", justify="center", width=8)
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order_table.add_column("Entry Price", justify="right", width=12)
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order_table.add_column("Stop Loss", justify="right", width=12)
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order_table.add_column("Take Profit", justify="right", width=12)
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for r in buy_signals:
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sig = r["swing_signal"]
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entry_str = f"{int(sig['entry_price']):,}" if sig.get("entry_price") else "-"
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sl_str = f"{int(sig['stop_loss']):,}" if sig.get("stop_loss") else "-"
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tp_str = f"{int(sig['take_profit']):,}" if sig.get("take_profit") else "-"
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order_table.add_row(
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r["ticker"], r["name"], "[green]BUY[/green]",
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entry_str, sl_str, tp_str,
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)
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console.print(order_table)
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execute = typer.prompt(
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f"\n{len(buy_signals)}건 주문을 실행하시겠습니까? ({mode_label}/{run_label})",
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default="N",
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).strip().upper()
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if execute in ("Y", "YES"):
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from tradingagents.broker.kiwoom_client import KiwoomClient
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from tradingagents.broker.executor import BrokerExecutor
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from tradingagents.portfolio import load_portfolio, save_portfolio
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client = KiwoomClient(
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app_key=config["kiwoom_app_key"],
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app_secret=config["kiwoom_app_secret"],
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account_no=config["kiwoom_account_no"],
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is_paper=is_paper,
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)
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portfolio = load_portfolio(
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portfolio_id=config.get("portfolio_id", "default"),
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results_dir=config.get("results_dir", "./results"),
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defaults={
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"total_capital": config.get("total_capital", 100_000_000),
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"max_positions": config.get("max_positions", 5),
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"max_position_pct": config.get("max_position_pct", 0.20),
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},
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)
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executor = BrokerExecutor(client=client, portfolio=portfolio, dry_run=dry_run)
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exec_results = []
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for r in buy_signals:
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with console.status(f"[bold cyan]Executing {r['ticker']}...[/bold cyan]"):
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result = executor.execute_signal(
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ticker=r["ticker"],
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swing_signal=r["swing_signal"],
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market=selections["market"],
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)
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if result:
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exec_results.append(result)
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status = result.get("status", "unknown")
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color = {"filled": "green", "dry_run": "yellow", "rejected": "red", "failed": "red"}.get(status, "dim")
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msg = f" [{color}]{r['ticker']}: {status}[/{color}]"
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if result.get("quantity"):
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msg += f" (x{result['quantity']} @ {result.get('price', 0):,.0f})"
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if result.get("broker_msg"):
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msg += f" - {result['broker_msg']}"
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if result.get("reason"):
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msg += f" - {result['reason']}"
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console.print(msg)
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save_path = save_portfolio(
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portfolio,
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results_dir=config.get("results_dir", "./results"),
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)
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console.print(f"\n[green]Portfolio saved:[/green] {save_path}")
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console.print(f"\n{portfolio.summary()}")
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elif buy_signals and not config.get("broker_enabled"):
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console.print(
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"\n[dim]Tip: 주문 실행을 원하시면 config에서 broker_enabled=True 설정 후 "
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"KIWOOM_APP_KEY, KIWOOM_APP_SECRET, KIWOOM_ACCOUNT_NO 환경변수를 설정하세요.[/dim]"
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)
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if __name__ == "__main__":
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app()
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@ -0,0 +1,4 @@
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from tradingagents.broker.kiwoom_client import KiwoomClient
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from tradingagents.broker.executor import BrokerExecutor
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__all__ = ["KiwoomClient", "BrokerExecutor"]
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@ -0,0 +1,260 @@
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"""Broker executor: bridges trading agent decisions to actual orders.
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Converts swing_signal dicts from the trading pipeline into
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real orders via the Kiwoom REST API.
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"""
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import logging
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import math
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from typing import Optional
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from tradingagents.broker.kiwoom_client import KiwoomClient
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from tradingagents.portfolio.state import Order, PortfolioState
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logger = logging.getLogger(__name__)
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class BrokerExecutor:
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"""Executes trading decisions through Kiwoom Securities API."""
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def __init__(
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self,
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client: KiwoomClient,
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portfolio: PortfolioState,
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dry_run: bool = False,
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):
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"""
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Args:
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client: Authenticated KiwoomClient instance
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portfolio: Current portfolio state
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dry_run: If True, validate but don't send orders to broker
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"""
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self.client = client
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self.portfolio = portfolio
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self.dry_run = dry_run
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def execute_signal(
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self,
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ticker: str,
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swing_signal: dict,
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market: str = "KRX",
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) -> Optional[dict]:
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"""Execute a swing trading signal.
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Args:
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ticker: Stock code (e.g. '005930')
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swing_signal: Dict from signal_processing with action, entry_price,
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stop_loss, take_profit, position_size_pct, etc.
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market: 'KRX' or 'US'
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Returns:
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Execution result dict or None if skipped.
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"""
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action = swing_signal.get("action", "PASS").upper()
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if action == "BUY":
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return self._execute_buy(ticker, swing_signal, market)
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elif action == "SELL":
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return self._execute_sell(ticker, swing_signal, market)
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else:
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logger.info(f"PASS for {ticker}: {swing_signal.get('rationale', '')}")
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return None
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def _execute_buy(self, ticker: str, signal: dict, market: str) -> dict:
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"""Execute a BUY order."""
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# Validate portfolio capacity
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if not self.portfolio.can_add_position():
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logger.warning(f"Cannot buy {ticker}: max positions reached ({self.portfolio.max_positions})")
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return {"status": "rejected", "reason": "max_positions_reached", "ticker": ticker}
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if self.portfolio.has_position(ticker):
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logger.warning(f"Cannot buy {ticker}: already holding position")
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return {"status": "rejected", "reason": "already_holding", "ticker": ticker}
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# Calculate position size
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position_size_pct = signal.get("position_size_pct") or 0.10
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position_size_pct = min(position_size_pct, self.portfolio.max_position_pct)
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max_capital = self.portfolio.total_capital * position_size_pct
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available = self.portfolio.available_capital
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capital_to_use = min(max_capital, available)
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if capital_to_use <= 0:
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logger.warning(f"Cannot buy {ticker}: insufficient capital")
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return {"status": "rejected", "reason": "insufficient_capital", "ticker": ticker}
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# Get current price from broker
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current_price = self.client.get_current_price_value(ticker)
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entry_price = signal.get("entry_price") or current_price
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if not entry_price or entry_price <= 0:
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logger.warning(f"Cannot buy {ticker}: no valid price")
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return {"status": "rejected", "reason": "no_price", "ticker": ticker}
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# Calculate quantity
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quantity = math.floor(capital_to_use / entry_price)
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if quantity <= 0:
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logger.warning(f"Cannot buy {ticker}: price {entry_price} exceeds available capital")
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return {"status": "rejected", "reason": "price_too_high", "ticker": ticker}
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# Build order
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order = Order(
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action="BUY",
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ticker=ticker,
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market=market,
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price=entry_price,
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stop_loss=signal.get("stop_loss") or entry_price * 0.95,
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take_profit=signal.get("take_profit") or entry_price * 1.15,
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quantity=quantity,
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position_size_pct=position_size_pct,
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max_hold_days=signal.get("max_hold_days") or 20,
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rationale=signal.get("rationale", ""),
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)
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result = {
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"status": "pending",
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"ticker": ticker,
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"action": "BUY",
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"quantity": quantity,
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"price": entry_price,
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"total_cost": quantity * entry_price,
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"position_size_pct": position_size_pct,
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"stop_loss": order.stop_loss,
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"take_profit": order.take_profit,
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}
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if self.dry_run:
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result["status"] = "dry_run"
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logger.info(
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f"[DRY RUN] BUY {ticker} x{quantity} @ {entry_price:,.0f} "
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f"(SL: {order.stop_loss:,.0f} / TP: {order.take_profit:,.0f})"
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)
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# Still update portfolio state for tracking
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self.portfolio.add_position(order)
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return result
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# Execute via Kiwoom API
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try:
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broker_result = self.client.buy(
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stock_code=ticker,
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quantity=quantity,
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price=0, # Market order
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order_type="market",
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)
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return_code = int(broker_result.get("return_code", -1))
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if return_code == 0:
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result["status"] = "filled"
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result["order_no"] = broker_result.get("ord_no")
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result["broker_msg"] = broker_result.get("return_msg")
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self.portfolio.add_position(order)
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logger.info(f"BUY filled: {ticker} x{quantity} @ market (order #{result['order_no']})")
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else:
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result["status"] = "failed"
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result["broker_msg"] = broker_result.get("return_msg", "Unknown error")
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logger.error(f"BUY failed for {ticker}: {result['broker_msg']}")
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except Exception as e:
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result["status"] = "error"
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result["error"] = str(e)
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logger.error(f"BUY error for {ticker}: {e}")
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return result
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def _execute_sell(self, ticker: str, signal: dict, market: str) -> dict:
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"""Execute a SELL order."""
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if not self.portfolio.has_position(ticker):
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logger.warning(f"Cannot sell {ticker}: no position held")
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return {"status": "rejected", "reason": "no_position", "ticker": ticker}
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position = self.portfolio.positions[ticker]
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quantity = position.quantity
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# Get current price
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current_price = self.client.get_current_price_value(ticker)
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exit_price = current_price or signal.get("entry_price") or position.current_price
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result = {
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"status": "pending",
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"ticker": ticker,
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"action": "SELL",
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"quantity": quantity,
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"price": exit_price,
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"entry_price": position.entry_price,
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"pnl": (exit_price - position.entry_price) * quantity,
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"pnl_pct": (exit_price / position.entry_price - 1) * 100 if position.entry_price else 0,
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}
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if self.dry_run:
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result["status"] = "dry_run"
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logger.info(
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f"[DRY RUN] SELL {ticker} x{quantity} @ {exit_price:,.0f} "
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f"(PnL: {result['pnl']:+,.0f} / {result['pnl_pct']:+.1f}%)"
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)
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self.portfolio.close_position(ticker, exit_price, "agent_decision")
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return result
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# Execute via Kiwoom API
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try:
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broker_result = self.client.sell(
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stock_code=ticker,
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quantity=quantity,
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price=0,
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order_type="market",
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)
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return_code = int(broker_result.get("return_code", -1))
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if return_code == 0:
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result["status"] = "filled"
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result["order_no"] = broker_result.get("ord_no")
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result["broker_msg"] = broker_result.get("return_msg")
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self.portfolio.close_position(ticker, exit_price, "agent_decision")
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logger.info(f"SELL filled: {ticker} x{quantity} @ market (order #{result['order_no']})")
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else:
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result["status"] = "failed"
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result["broker_msg"] = broker_result.get("return_msg", "Unknown error")
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logger.error(f"SELL failed for {ticker}: {result['broker_msg']}")
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except Exception as e:
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result["status"] = "error"
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result["error"] = str(e)
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logger.error(f"SELL error for {ticker}: {e}")
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return result
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def check_exit_conditions(self, trade_date: str) -> list[dict]:
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"""Check all positions for exit conditions (SL/TP/max hold).
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Returns list of execution results for positions that were closed.
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"""
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results = []
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for ticker, position in list(self.portfolio.positions.items()):
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current_price = self.client.get_current_price_value(ticker)
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if not current_price:
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continue
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position.current_price = current_price
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exit_reason = None
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if current_price <= position.stop_loss:
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exit_reason = "stop_loss"
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elif current_price >= position.take_profit:
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exit_reason = "take_profit"
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elif position.days_held >= position.max_hold_days:
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exit_reason = "max_hold"
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if exit_reason:
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logger.info(
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f"Exit trigger [{exit_reason}] for {ticker}: "
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f"price={current_price:,.0f} SL={position.stop_loss:,.0f} "
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f"TP={position.take_profit:,.0f} days={position.days_held}"
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)
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signal = {"action": "SELL", "entry_price": current_price}
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result = self._execute_sell(ticker, signal, position.market)
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if result:
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result["exit_reason"] = exit_reason
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results.append(result)
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return results
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@ -0,0 +1,244 @@
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"""Kiwoom Securities REST API client.
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Supports both 실전투자 (real) and 모의투자 (paper trading).
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API docs: https://openapi.kiwoom.com
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"""
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import logging
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import time
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from datetime import datetime
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from typing import Optional
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import requests
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logger = logging.getLogger(__name__)
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# Base URLs
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REAL_BASE_URL = "https://api.kiwoom.com"
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PAPER_BASE_URL = "https://mockapi.kiwoom.com"
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class KiwoomClient:
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"""Kiwoom Securities REST API client."""
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def __init__(
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self,
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app_key: str,
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app_secret: str,
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account_no: str,
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is_paper: bool = True,
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):
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self.app_key = app_key
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self.app_secret = app_secret
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self.account_no = account_no
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self.is_paper = is_paper
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self.base_url = PAPER_BASE_URL if is_paper else REAL_BASE_URL
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self._token: Optional[str] = None
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self._token_expires: Optional[datetime] = None
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# ── Authentication ──────────────────────────────────────────
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def _ensure_token(self) -> str:
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"""Get valid access token, refreshing if needed."""
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if self._token and self._token_expires and datetime.now() < self._token_expires:
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return self._token
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resp = requests.post(
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f"{self.base_url}/oauth2/token",
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json={
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"grant_type": "client_credentials",
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"appkey": self.app_key,
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"secretkey": self.app_secret,
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},
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headers={"Content-Type": "application/json;charset=UTF-8"},
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timeout=10,
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)
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resp.raise_for_status()
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data = resp.json()
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self._token = data["token"]
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self._token_expires = datetime.strptime(data["expires_dt"], "%Y-%m-%d %H:%M:%S")
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logger.info(f"Kiwoom token acquired, expires: {data['expires_dt']}")
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return self._token
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def _headers(self, api_id: str, cont_yn: str = "N", next_key: str = "") -> dict:
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"""Build request headers."""
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token = self._ensure_token()
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headers = {
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"Content-Type": "application/json;charset=UTF-8",
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"authorization": f"Bearer {token}",
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"api-id": api_id,
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}
|
||||
if cont_yn:
|
||||
headers["cont-yn"] = cont_yn
|
||||
if next_key:
|
||||
headers["next-key"] = next_key
|
||||
return headers
|
||||
|
||||
def _post(self, path: str, api_id: str, body: dict, **kwargs) -> dict:
|
||||
"""Make authenticated POST request."""
|
||||
headers = self._headers(api_id, **kwargs)
|
||||
resp = requests.post(
|
||||
f"{self.base_url}{path}",
|
||||
json=body,
|
||||
headers=headers,
|
||||
timeout=15,
|
||||
)
|
||||
resp.raise_for_status()
|
||||
result = resp.json()
|
||||
|
||||
if result.get("return_code") and int(result["return_code"]) != 0:
|
||||
logger.error(f"Kiwoom API error [{api_id}]: {result.get('return_msg')}")
|
||||
|
||||
return result
|
||||
|
||||
# ── Orders ──────────────────────────────────────────────────
|
||||
|
||||
def buy(
|
||||
self,
|
||||
stock_code: str,
|
||||
quantity: int,
|
||||
price: int = 0,
|
||||
order_type: str = "market",
|
||||
) -> dict:
|
||||
"""Place a buy order.
|
||||
|
||||
Args:
|
||||
stock_code: 6-digit stock code (e.g. '005930')
|
||||
quantity: Number of shares
|
||||
price: Limit price (0 for market order)
|
||||
order_type: 'market' or 'limit'
|
||||
|
||||
Returns:
|
||||
Order response with ord_no, return_code, return_msg
|
||||
"""
|
||||
body = {
|
||||
"dmst_stex_tp": "SOR",
|
||||
"stk_cd": stock_code.zfill(6),
|
||||
"ord_qty": str(quantity),
|
||||
"ord_uv": str(price),
|
||||
"trde_tp": "3" if order_type == "market" else "0",
|
||||
}
|
||||
result = self._post("/api/dostk/ordr", "kt10000", body)
|
||||
logger.info(
|
||||
f"BUY {stock_code} x{quantity} @ {'시장가' if order_type == 'market' else price}: "
|
||||
f"{result.get('return_msg', '')}"
|
||||
)
|
||||
return result
|
||||
|
||||
def sell(
|
||||
self,
|
||||
stock_code: str,
|
||||
quantity: int,
|
||||
price: int = 0,
|
||||
order_type: str = "market",
|
||||
) -> dict:
|
||||
"""Place a sell order.
|
||||
|
||||
Args:
|
||||
stock_code: 6-digit stock code
|
||||
quantity: Number of shares
|
||||
price: Limit price (0 for market order)
|
||||
order_type: 'market' or 'limit'
|
||||
|
||||
Returns:
|
||||
Order response with ord_no, return_code, return_msg
|
||||
"""
|
||||
body = {
|
||||
"dmst_stex_tp": "SOR",
|
||||
"stk_cd": stock_code.zfill(6),
|
||||
"ord_qty": str(quantity),
|
||||
"ord_uv": str(price),
|
||||
"trde_tp": "3" if order_type == "market" else "0",
|
||||
}
|
||||
result = self._post("/api/dostk/ordr", "kt10001", body)
|
||||
logger.info(
|
||||
f"SELL {stock_code} x{quantity} @ {'시장가' if order_type == 'market' else price}: "
|
||||
f"{result.get('return_msg', '')}"
|
||||
)
|
||||
return result
|
||||
|
||||
def cancel_order(self, original_order_no: str, stock_code: str, quantity: int) -> dict:
|
||||
"""Cancel an existing order."""
|
||||
body = {
|
||||
"dmst_stex_tp": "SOR",
|
||||
"stk_cd": stock_code.zfill(6),
|
||||
"ord_qty": str(quantity),
|
||||
"orgn_ord_no": original_order_no,
|
||||
}
|
||||
return self._post("/api/dostk/ordr", "kt10003", body)
|
||||
|
||||
# ── Account / Balance ───────────────────────────────────────
|
||||
|
||||
def get_account_no(self) -> str:
|
||||
"""Retrieve account number from API."""
|
||||
result = self._post("/api/dostk/acnt", "ka00001", {})
|
||||
acct = result.get("acctNo", self.account_no)
|
||||
logger.info(f"Account number: {acct}")
|
||||
return acct
|
||||
|
||||
def get_deposit(self) -> dict:
|
||||
"""Get deposit/cash balance details (예수금상세현황).
|
||||
|
||||
Returns:
|
||||
Dict with deposit info including available cash.
|
||||
"""
|
||||
return self._post("/api/dostk/acnt", "kt00001", {})
|
||||
|
||||
def get_balance(self) -> dict:
|
||||
"""Get account valuation and holdings (계좌평가현황).
|
||||
|
||||
Returns:
|
||||
Dict with total valuation, P&L, and individual holdings.
|
||||
"""
|
||||
return self._post("/api/dostk/acnt", "kt00004", {})
|
||||
|
||||
def get_holdings(self) -> dict:
|
||||
"""Get filled/settled positions (체결잔고).
|
||||
|
||||
Returns:
|
||||
Dict with list of current stock holdings.
|
||||
"""
|
||||
return self._post("/api/dostk/acnt", "kt00005", {})
|
||||
|
||||
# ── Market Data ─────────────────────────────────────────────
|
||||
|
||||
def get_current_price(self, stock_code: str) -> dict:
|
||||
"""Get current price and basic stock info (주식기본정보).
|
||||
|
||||
Args:
|
||||
stock_code: 6-digit stock code
|
||||
|
||||
Returns:
|
||||
Dict with current price, volume, bid/ask, etc.
|
||||
"""
|
||||
body = {"stk_cd": stock_code.zfill(6)}
|
||||
return self._post("/api/dostk/mrkcond", "ka10001", body)
|
||||
|
||||
def get_orderbook(self, stock_code: str) -> dict:
|
||||
"""Get order book / bid-ask data (호가).
|
||||
|
||||
Args:
|
||||
stock_code: 6-digit stock code
|
||||
|
||||
Returns:
|
||||
Dict with bid/ask prices and volumes.
|
||||
"""
|
||||
body = {"stk_cd": stock_code.zfill(6)}
|
||||
return self._post("/api/dostk/mrkcond", "ka10004", body)
|
||||
|
||||
# ── Helpers ──────────────────────────────────────────────────
|
||||
|
||||
def get_current_price_value(self, stock_code: str) -> Optional[int]:
|
||||
"""Get just the current price as an integer."""
|
||||
try:
|
||||
result = self.get_current_price(stock_code)
|
||||
# Price field varies; try common field names
|
||||
for field in ("cur_prc", "stk_prpr", "현재가"):
|
||||
if field in result:
|
||||
return abs(int(str(result[field]).replace(",", "")))
|
||||
return None
|
||||
except Exception as e:
|
||||
logger.warning(f"Failed to get price for {stock_code}: {e}")
|
||||
return None
|
||||
|
|
@ -34,6 +34,13 @@ DEFAULT_CONFIG = {
|
|||
"screening_max_candidates": 5,
|
||||
"us_universe": "sp500", # "sp500", "nasdaq100", or "custom"
|
||||
"custom_watchlist": [], # custom ticker list for manual universe
|
||||
# Broker settings (Kiwoom Securities REST API)
|
||||
"broker_enabled": False, # True to enable order execution
|
||||
"broker_dry_run": True, # True = validate only, False = real orders
|
||||
"kiwoom_app_key": os.getenv("KIWOOM_APP_KEY", ""),
|
||||
"kiwoom_app_secret": os.getenv("KIWOOM_APP_SECRET", ""),
|
||||
"kiwoom_account_no": os.getenv("KIWOOM_ACCOUNT_NO", ""),
|
||||
"kiwoom_is_paper": True, # True = 모의투자, False = 실전투자
|
||||
# Data vendor configuration
|
||||
"data_vendors": {
|
||||
"core_stock_apis": "yfinance",
|
||||
|
|
|
|||
Loading…
Reference in New Issue