QuantEngineByItz/src/quant_engine/auto_fill_rsi14_v1.py

#!/usr/bin/env python3
"""
WBS-9.3: RSI14 자동 충전 절차

조건: rsi_14 IS NULL AND close_price IS NOT NULL
"""

def calculate_rsi14(closes: list[float], period: int = 14) -> float:
    """
    Calculate RSI (Relative Strength Index) for 14 days.

    입력: close 가격 리스트 (최소 14일)
    출력: RSI14 (0-100)
    """
    if len(closes) < period:
        return None

    # 가격 변화 계산
    deltas = [closes[i] - closes[i - 1] for i in range(1, len(closes))]

    # Gains/Losses 분리
    gains = [d if d > 0 else 0 for d in deltas]
    losses = [abs(d) if d < 0 else 0 for d in deltas]

    # 평균 계산 (간단한 이동평균)
    avg_gain = sum(gains[-period:]) / period if period <= len(gains) else sum(gains) / len(gains)
    avg_loss = sum(losses[-period:]) / period if period <= len(losses) else sum(losses) / len(losses)

    if avg_loss == 0:
        return 100 if avg_gain > 0 else 50

    rs = avg_gain / avg_loss
    rsi = 100 - (100 / (1 + rs))

    return round(rsi, 2)


def auto_fill_rsi14(row: dict, historical_closes: list[float] = None) -> dict:
    """
    자동 충전: rsi_14 필드

    입력:
      row: 현재 행 (rsi_14 = None)
      historical_closes: 과거 close 가격 (최소 14일)

    출력:
      row (rsi_14 채워짐) 또는 원본 (실패시)
    """
    if not historical_closes or row.get("rsi_14") is not None:
        return row

    rsi14 = calculate_rsi14(historical_closes)
    if rsi14 is not None:
        row["rsi_14"] = rsi14
        row["_fill_source"] = "auto_fill_rsi14_v1"

    return row