feat(kis-collection): finalize sqlite migration, add fallback resilience, and update WBS documentation
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@@ -1,83 +1,87 @@
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"""data_feed 원자료 컬럼(MA/Ret/ATR/수급 5D·20D) 파생 함수 단위 테스트.
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사용자 요청(2026-06-22): "json 로딩되는 게 원래는 sqlite에 파이선 코드로 수집돼야
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하는거 아니야" — GAS가 계산하던 data_feed 원자료 일부를 Python(kis_data_collection_v1)
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으로 옮기는 1단계 작업. 네트워크를 사용하지 않고 순수 계산 로직만 검증한다.
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"""
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from __future__ import annotations
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import json
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import sys
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import unittest
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from pathlib import Path
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ROOT = Path(__file__).resolve().parents[2]
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if str(ROOT) not in sys.path:
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sys.path.insert(0, str(ROOT))
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from src.quant_engine.kis_data_collection_v1 import (
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_aggregate_flow,
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_compute_atr20,
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_compute_ma,
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_compute_ret_pct,
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)
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from src.quant_engine import kis_data_collection_v1 as kdc
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def _price_rows(closes: list[float], highs: list[float] | None = None, lows: list[float] | None = None) -> list[dict]:
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"""closes[0]이 최신 거래일. high/low를 안 주면 close와 동일하게 채운다(ATR=0 케이스 테스트용)."""
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highs = highs or closes
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lows = lows or closes
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return [{"close": c, "high": h, "low": l, "volume": 1000} for c, h, l in zip(closes, highs, lows)]
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class TestKisDataCollectionV1(unittest.TestCase):
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def setUp(self) -> None:
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self._tmp_root = Path(ROOT / "Temp" / "unit_test_kis_data_collection_v1")
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self._tmp_root.mkdir(parents=True, exist_ok=True)
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self.seed_json = self._tmp_root / "seed.json"
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self.seed_json.write_text(
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json.dumps(
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{"data": {"data_feed": [{"Ticker": "005930", "Name": "삼성전자", "Sector": "반도체"}]}},
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ensure_ascii=False,
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),
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encoding="utf-8",
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)
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def tearDown(self) -> None:
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for path in self._tmp_root.glob("*"):
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try:
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path.unlink()
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except OSError:
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pass
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try:
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self._tmp_root.rmdir()
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except OSError:
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pass
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def test_build_seed_rows(self):
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rows = kdc._build_seed_rows(self.seed_json)
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self.assertEqual(len(rows), 1)
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self.assertEqual(rows[0]["Ticker"], "005930")
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def test_resolve_price_source_prefers_kis_then_naver(self):
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original_kis = kdc._normalize_kis_fields
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original_naver = kdc._normalize_naver_price_history
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kdc._normalize_kis_fields = lambda ticker, account: {"status": "OK", "current_price": 70000}
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kdc._normalize_naver_price_history = lambda ticker: {"status": "OK", "close": 65000}
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try:
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kis, naver, source_priority = kdc._resolve_price_source(
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"005930",
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kis_account="mock",
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include_naver=True,
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include_live_kis=True,
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)
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self.assertEqual(kis["status"], "OK")
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self.assertEqual(naver["status"], "OK")
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self.assertEqual(source_priority[0], "kis_open_api")
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self.assertIn("naver_finance", source_priority)
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finally:
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kdc._normalize_kis_fields = original_kis
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kdc._normalize_naver_price_history = original_naver
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def test_persist_collection_row_and_failure_helpers(self):
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db_path = self._tmp_root / "collector.db"
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normalized = {"Name": "삼성전자", "Sector": "반도체", "collection_as_of": "2026-06-22"}
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provenance = {"source_priority": ["gathertradingdata_json"]}
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kdc._persist_collection_row(
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sqlite_db=db_path,
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run_id="run-1",
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ticker="005930",
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normalized=normalized,
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provenance=provenance,
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)
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error = kdc._append_collection_failure(
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sqlite_db=db_path,
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run_id="run-1",
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ticker="005930",
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row={"Ticker": "005930"},
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exc=RuntimeError("boom"),
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)
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self.assertEqual(error["ticker"], "005930")
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self.assertIn("boom", error["error"])
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def test_compute_ma_returns_none_when_insufficient_rows():
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rows = _price_rows([100.0, 101.0, 102.0])
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assert _compute_ma(rows, 20) is None
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def test_compute_ma_averages_most_recent_n_rows():
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closes = [110.0] * 5 + [100.0] * 15
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rows = _price_rows(closes)
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# 최근 5거래일 평균 = 110, 20거래일 평균 = (5*110 + 15*100)/20 = 102.5
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assert _compute_ma(rows, 5) == 110.0
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assert _compute_ma(rows, 20) == 102.5
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def test_compute_ret_pct_against_n_days_ago_close():
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closes = [110.0, 109, 108, 107, 106, 100.0]
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rows = _price_rows(closes)
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# 최신(110) vs 5거래일전(100) → (110/100 - 1) * 100 = 10%
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assert _compute_ret_pct(rows, 5) == 10.0
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def test_compute_ret_pct_none_when_window_exceeds_rows():
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rows = _price_rows([100.0, 99.0])
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assert _compute_ret_pct(rows, 20) is None
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def test_compute_atr20_requires_full_21_row_window():
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rows = _price_rows([100.0] * 20)
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assert _compute_atr20(rows) is None # 20행으로는 전일종가 페어 20쌍을 못 만듦(21행 필요)
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def test_compute_atr20_computes_true_range_average():
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# 21행: high-low가 항상 2, prev_close와의 간극은 그보다 작게 설계 → ATR20 = 2.0
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closes = [100.0 + i * 0.1 for i in range(21)]
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highs = [c + 1.0 for c in closes]
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lows = [c - 1.0 for c in closes]
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rows = _price_rows(closes, highs, lows)
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atr = _compute_atr20(rows)
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assert atr is not None
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assert abs(atr - 2.0) < 0.5
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def test_aggregate_flow_sums_recent_window():
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rows = [{"frgn_net": 100, "inst_net": -50}] * 5 + [{"frgn_net": 1000, "inst_net": 1000}] * 15
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frg5, inst5 = _aggregate_flow(rows, 5)
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assert frg5 == 500
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assert inst5 == -250
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def test_aggregate_flow_none_when_window_exceeds_rows():
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rows = [{"frgn_net": 10, "inst_net": 10}] * 3
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frg, inst = _aggregate_flow(rows, 20)
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assert frg is None
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assert inst is None
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if __name__ == "__main__":
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unittest.main()
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