kjh2064
da0e1b0f7e
매크로·실적·펀더멘털·공매도수급·호가미시구조·대내외 변수 5개 독립 팩터군의 confluence(최소 3/5 합의) 없이는 매도 트리거를 금지하는 정성적 매도판단 엔진과, 보유종목 제외 위성후보 추천 로직을 추가한다. - 단일 팩터 임계값 돌파만으로는 매도 신호를 생성하지 않음 (mechanical_sell_prohibited=true) - 데이터 결측 시 항상 DATA_MISSING/INSUFFICIENT_DATA_NO_ACTION — 추정값으로 채우지 않음 - KIS 호가10단계·공매도거래비중 + Naver 시세/수급 스크래핑 입력 연동 - SQLite 시계열 저장 + 사후 적중률 자체평가 (evaluate_qualitative_sell_strategy_accuracy_v1) - Gitea 일일 스케줄(장마감 후) + 파이프라인 계약 검증 게이트
85 lines
3.0 KiB
YAML
85 lines
3.0 KiB
YAML
name: Qualitative Sell Strategy (Read-Only, SQLite Canonical)
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on:
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schedule:
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- cron: "0 10 * * 1-5" # KST 19:00-ish daily post-close batch window (UTC 10:00)
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workflow_dispatch:
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jobs:
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evaluate-qualitative-sell:
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runs-on: self-hosted
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steps:
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- name: Checkout Code
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run: |
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if [ -d .git ]; then
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git remote set-url origin http://x-access-token:${{ secrets.GITHUB_TOKEN }}@192.168.123.100:8418/KimJaeHyun/myfinance.git
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else
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git init
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git remote add origin http://x-access-token:${{ secrets.GITHUB_TOKEN }}@192.168.123.100:8418/KimJaeHyun/myfinance.git
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fi
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git fetch origin main --depth=1
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git reset --hard FETCH_HEAD
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- name: Configure Runtime Paths
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run: |
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export PATH=/usr/local/bin:$PATH
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echo "/usr/local/bin" >> $GITHUB_PATH
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/usr/bin/python3 --version
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- name: Setup Python Environment
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run: |
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VENV_BASE=/volume1/gitea/python_venv
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REQ_HASH=$(md5sum tools/build_qualitative_sell_inputs_v1.py 2>/dev/null | cut -d' ' -f1 || echo "qual-default")
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VENV="$VENV_BASE/$REQ_HASH"
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if [ ! -f "$VENV/bin/python" ]; then
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mkdir -p "$VENV_BASE"
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/usr/bin/python3 -m venv "$VENV"
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"$VENV/bin/pip" install --upgrade pip --quiet
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"$VENV/bin/pip" install requests beautifulsoup4 pyyaml openpyxl --quiet
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fi
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echo "$VENV/bin" >> $GITHUB_PATH
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- name: "[CRITICAL] No Direct API Trading Gate"
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run: python3 tools/validate_no_direct_api_trading_v1.py
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- name: "[CRITICAL] Validate KIS API Credentials (mock)"
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env:
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KIS_APP_Key_TEST: ${{ secrets.KIS_APP_KEY_TEST }}
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KIS_APP_Secret_TEST: ${{ secrets.KIS_APP_SECRET_TEST }}
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run: python3 tools/validate_kis_api_credentials_v1.py --account mock --ticker 005930
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- name: Build Qualitative Sell Inputs (batch)
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env:
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KIS_APP_Key: ${{ secrets.KIS_APP_KEY }}
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KIS_APP_Secret: ${{ secrets.KIS_APP_SECRET }}
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run: |
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if [ -f GatherTradingData.xlsx ]; then
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python3 tools/build_qualitative_sell_inputs_v1.py \
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--batch \
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--workbook GatherTradingData.xlsx \
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--kis-account real \
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--apply
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else
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echo "GatherTradingData.xlsx missing -> skip batch build"
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fi
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- name: Build Satellite Recommendations
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run: |
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if [ -f GatherTradingData.xlsx ]; then
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python3 tools/build_satellite_candidate_recommendations_v1.py \
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--workbook GatherTradingData.xlsx \
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--apply
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else
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echo "GatherTradingData.xlsx missing -> skip satellite build"
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fi
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- name: Evaluate Qualitative Sell Accuracy
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run: |
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if [ -f outputs/qualitative_sell_strategy/qualitative_sell_strategy.db ]; then
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python3 tools/evaluate_qualitative_sell_strategy_accuracy_v1.py \
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--sqlite-db outputs/qualitative_sell_strategy/qualitative_sell_strategy.db
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else
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echo "qualitative_sell_strategy.db missing -> skip accuracy evaluation"
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fi
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