import sys import os sys.stdout.reconfigure(line_buffering=True, encoding="utf-8") sys.stderr.reconfigure(line_buffering=True, encoding="utf-8") os.environ["PYTHONUNBUFFERED"] = "1" os.environ["PYTHONIOENCODING"] = "utf-8" import time import requests from dotenv import load_dotenv load_dotenv() import pandas as pd import numpy as np from datetime import datetime, timezone, timedelta import threading import streamlit as st import plotly.graph_objects as go from plotly.subplots import make_subplots import ta import urllib3 urllib3.disable_warnings(urllib3.exceptions.InsecureRequestWarning) # ────────────────────────────────────────────── # 페이지 설정 (반드시 최상단) # ────────────────────────────────────────────── st.set_page_config( page_title="중고모아 트레이딩 대시보드", layout="wide", initial_sidebar_state="expanded" ) # 라이트모드 강제 + 한글 폰트 st.markdown(""" """, unsafe_allow_html=True) # ────────────────────────────────────────────── # 설정 — 모든 운영 파라미터는 DB (settings_db.py) 에서 동적으로 조회. # .env 값은 최초 기동 시에만 DB 기본값으로 복사된다. # ────────────────────────────────────────────── import settings_db import trades_db import exchange_keys import exchange_adapters import users_db settings_db.init_db_with_env_defaults() trades_db.init_db() exchange_keys.init_db() users_db.init_db() # ────────────────────────────────────────────── # 로고 (SVG) — assets/logo.svg 가 있으면 그걸, 없으면 inline fallback # ────────────────────────────────────────────── def load_logo_svg(scale: float = 1.0) -> str: try: with open("assets/logo.svg", "r", encoding="utf-8") as f: return f.read() except Exception: return "" def TELEGRAM_TOKEN(): return settings_db.get("telegram_token", "") def TELEGRAM_CHAT_ID(): return settings_db.get("telegram_chat_id", "") def ALERT_COOLDOWN(): return settings_db.get_int("alert_cooldown_sec", 600) def STOP_LOSS_PCT_v(): return settings_db.get_float("stop_loss_pct", 0.0075) BASE = "https://fapi.binance.com" KST = timedelta(hours=9) # 호환용 상수 — 일부 함수에서 직접 참조. DB 값으로 매번 갱신. STOP_LOSS_PCT = 0.0075 # runtime 에서 STOP_LOSS_PCT_v() 사용 권장 LONG_SIGNALS = {"strong_long_signal", "long_signal", "vol_long_signal", "reversal_long_signal"} SHORT_SIGNALS = {"strong_short_signal", "short_signal", "vol_short_signal", "reversal_short_signal"} TF_LABEL_MAP = { "1m": "1분봉", "3m": "3분봉", "5m": "5분봉", "15m": "15분봉", "30m": "30분봉", "1h": "1시간봉", "4h": "4시간봉", "12h": "12시간봉", "1d": "1일봉", "3d": "3일봉", "1M": "1개월봉", } # Streamlit 은 매 rerun 마다 메인 스크립트를 새 namespace 에서 재실행해 # globals() 가드도 우회된다. 알림 mutable 상태는 별도 모듈에 두어 sys.modules # 캐싱으로 process lifetime 보존되도록 한다 (alert_state.py 참조). import alert_state # ────────────────────────────────────────────── # 텔레그램 # ────────────────────────────────────────────── def send_telegram(message: str): token = TELEGRAM_TOKEN() chat_id = TELEGRAM_CHAT_ID() if not token or not chat_id: print("[텔레그램] 토큰/chat_id 미설정 — 메시지 skip") return try: url = f"https://api.telegram.org/bot{token}/sendMessage" requests.post(url, data={"chat_id": chat_id, "text": message}, timeout=10) except Exception as e: print(f"[텔레그램 오류] {e}") SIG_DEFS = [ ("strong_long_signal", "strong_long", "🟢 강한 롱", "long"), ("strong_short_signal", "strong_short", "🔴 강한 숏", "short"), ("long_signal", "long", "🔼 일반 롱", "long"), ("short_signal", "short", "🔽 일반 숏", "short"), ("vol_long_signal", "vol_long", "🔼 볼륨 롱", "long"), ("vol_short_signal", "vol_short", "🔽 볼륨 숏", "short"), ("reversal_long_signal", "rev_long", "🔄 롱 추세 꺾임 감지", "long"), ("reversal_short_signal","rev_short", "🔄 숏 추세 꺾임 감지", "short"), ("short_caution_signal", "short_caution","⚠️ 숏 주의", "caution"), ] def check_and_alert(df, symbol, interval): now = time.time() if df is None or df.empty: return forming_ct = df.iloc[-1]["open_time"] # 재시작 후 첫 polling — 역사적 신호 burst 차단을 위해 dedup 만 silent sync if interval not in alert_state.synced_intervals: for sig, key, _, _ in SIG_DEFS: if sig not in df.columns: continue triggered = df[df[sig].fillna(False)] if not triggered.empty: alert_state.last_fired_candle[(interval, key)] = triggered.iloc[-1]["open_time"] alert_state.synced_intervals.add(interval) print(f"[알림스레드] {interval} 초기 sync 완료 — 이후 polling 부터 새 신호만 발사") return # Phase 1 — pending_groups 검증. forming candle 이라도 매 polling 마다 신호 # 상태 확인. 사라지면 즉시 [취소 알림] (캔들 마감까지 기다리지 않음). new_pending = [] for p in alert_state.pending_groups: if p["interval"] != interval: new_pending.append(p) continue ct = p["candle_time"] row_match = df[df["open_time"] == ct] if row_match.empty: continue # 캔들이 df 윈도우 밖 — 검증 포기, drop row = row_match.iloc[0] any_still_true = any(bool(row.get(s, False)) for s in p["sig_cols"]) if any_still_true: if ct == forming_ct: # forming 중 + 신호 살아있음 → 계속 감시 new_pending.append(p) # closed + 신호 살아있음 → 확정, pending 에서 제거 else: # 신호 사라짐 (forming/closed 무관) → 즉시 취소 알림 send_telegram(f"[취소 알림]\n{p['msg']}") le = alert_state.long_entry.get(interval) se = alert_state.short_entry.get(interval) if p["direction"] == "long" and le is not None and le.get("open_time") == ct: trades_db.record_exit(symbol, interval, "long", ct, float(row["close"]), "cancelled") alert_state.long_entry[interval] = None elif p["direction"] == "short" and se is not None and se.get("open_time") == ct: trades_db.record_exit(symbol, interval, "short", ct, float(row["close"]), "cancelled") alert_state.short_entry[interval] = None alert_state.pending_groups = new_pending # Phase 2 — 신호 검사 + 알림 발사 (모든 TF forming candle 포함). # 30초 polling 으로 매 사이클마다 forming candle 의 신호 상태 재검증 → # 신호 사라지면 즉시 [취소 알림] 발사 (Phase 1 로직). 5m=2.5m, 15m=7.5m, # 30m=15m, 1h=30m 의 절반 시간보다 훨씬 빠른 검증 주기. recent = df.tail(3) eligible = [] for sig, key, sub_label, direction in SIG_DEFS: if sig not in recent.columns: continue triggered = recent[recent[sig].fillna(False)] seen_key = (interval, sig) prev_seen = alert_state.signal_seen_count.get(seen_key) if triggered.empty: # 신호 사라짐 → 카운터 리셋 (다음 True 시점부터 다시 1회 카운트) if prev_seen: alert_state.signal_seen_count[seen_key] = {"candle_time": prev_seen["candle_time"], "count": 0} continue candle_time = triggered.iloc[-1]["open_time"] state_key = (interval, key) if candle_time == alert_state.last_fired_candle.get(state_key): continue if now - alert_state.last_alert.get(state_key, 0) <= ALERT_COOLDOWN(): continue # 연속 True polling 카운트 갱신 if prev_seen is None or prev_seen["candle_time"] != candle_time: alert_state.signal_seen_count[seen_key] = {"candle_time": candle_time, "count": 1} else: alert_state.signal_seen_count[seen_key] = {"candle_time": candle_time, "count": prev_seen["count"] + 1} count = alert_state.signal_seen_count[seen_key]["count"] # forming candle 만 안정성 (N polls) 요구. 닫힌 캔들은 즉시 발사 (data 확정). stable_min = settings_db.get_int("forming_stable_polls", 2) if candle_time == forming_ct and count < stable_min: continue eligible.append({ "sig": sig, "key": key, "sub_label": sub_label, "direction": direction, "candle_time": candle_time, "row": triggered.iloc[-1], }) if not eligible: groups = {} else: groups = {"long": [], "short": [], "caution": []} for e in eligible: groups[e["direction"]].append(e) tf_label = TF_LABEL_MAP.get(interval, interval) def _send_group(group): if not group: return candle_time = group[0]["candle_time"] candle_time_str = pd.Timestamp(candle_time).strftime("%Y-%m-%d %H:%M") sub_labels = " + ".join(e["sub_label"] for e in group) direction = group[0]["direction"] trades_db.log_signal_events(symbol, interval, group) if direction == "caution": msg = ( f"{sub_labels} 신호\n{symbol} {tf_label}\n" f"시간: {candle_time_str}" ) send_telegram(msg) else: entry_price = float(group[0]["row"]["open"]) sl_pct = STOP_LOSS_PCT_v() if direction == "long": stop_price = entry_price * (1 - sl_pct) else: stop_price = entry_price * (1 + sl_pct) msg = ( f"{sub_labels} 진입 신호\n{symbol} {tf_label}\n" f"시간: {candle_time_str}\n" f"진입가: {entry_price:,.2f}\n" f"손절가: {stop_price:,.2f}" ) entry_record = {"price": entry_price, "stop": stop_price, "open_time": candle_time, "entry_msg": msg} # 청산 권고는 30m / 1h 의 새 진입 신호만 트리거 (5m / 15m opposite # 은 노이즈가 많아 청산권고로 부적합 — 변동성 큰 날 폭주 방지). if interval in ("30m", "1h"): opposite_dict = alert_state.short_entry if direction == "long" else alert_state.long_entry opposite_label = "숏" if direction == "long" else "롱" opposite_direction = "short" if direction == "long" else "long" for opp_interval, opp_rec in list(opposite_dict.items()): if opp_rec is None: continue send_telegram( f"[반대 신호 감지 - {opposite_label} 청산 권장]\n" f"--- 기존 진입 ---\n{opp_rec['entry_msg']}\n" f"--- 반대 신호 ---\n{msg}" ) trades_db.record_exit(symbol, opp_interval, opposite_direction, opp_rec.get("open_time"), entry_price, "reversal") opposite_dict[opp_interval] = None if direction == "long": alert_state.long_entry[interval] = entry_record else: alert_state.short_entry[interval] = entry_record trades_db.record_entry(symbol, interval, direction, [e["sig"] for e in group], candle_time, entry_price, stop_price) send_telegram(msg) for e in group: alert_state.last_alert[(interval, e["key"])] = now alert_state.last_fired_candle[(interval, e["key"])] = e["candle_time"] if candle_time == forming_ct: alert_state.pending_groups.append({ "interval": interval, "direction": direction, "candle_time": candle_time, "msg": msg, "sig_cols": [e["sig"] for e in group], }) _send_group(groups.get("long", [])) _send_group(groups.get("short", [])) _send_group(groups.get("caution", [])) current_price = float(df.iloc[-1]["close"]) le = alert_state.long_entry.get(interval) se = alert_state.short_entry.get(interval) if le is not None and current_price <= le["stop"]: send_telegram( f"[손절가알림]\n{le['entry_msg']}\n" f"현재가: {current_price:,.2f}" ) trades_db.record_exit(symbol, interval, "long", le.get("open_time"), current_price, "stop_loss") alert_state.long_entry[interval] = None if se is not None and current_price >= se["stop"]: send_telegram( f"[손절가알림]\n{se['entry_msg']}\n" f"현재가: {current_price:,.2f}" ) trades_db.record_exit(symbol, interval, "short", se.get("open_time"), current_price, "stop_loss") alert_state.short_entry[interval] = None # ────────────────────────────────────────────── # 데이터 수집 # ────────────────────────────────────────────── def get_klines(symbol="BTCUSDT", interval="5m", limit=375): url = f"{BASE}/fapi/v1/klines" r = requests.get(url, params={"symbol": symbol, "interval": interval, "limit": limit}, timeout=10, verify=False) df = pd.DataFrame(r.json(), columns=[ "open_time","open","high","low","close","volume", "close_time","quote_vol","trades","taker_buy_vol","taker_sell_vol","ignore" ]) for c in ["open","high","low","close","volume","taker_buy_vol","taker_sell_vol"]: df[c] = df[c].astype(float) df["taker_sell_vol"] = df["volume"] - df["taker_buy_vol"] df["open_time"] = pd.to_datetime(df["open_time"], unit="ms") + KST return df def get_funding_rate(symbol="BTCUSDT", limit=100): url = f"{BASE}/fapi/v1/fundingRate" r = requests.get(url, params={"symbol": symbol, "limit": limit}, timeout=10, verify=False) df = pd.DataFrame(r.json()) df["fundingRate"] = df["fundingRate"].astype(float) * 100 df["fundingTime"] = pd.to_datetime(df["fundingTime"], unit="ms") + KST return df def get_open_interest_history(symbol="BTCUSDT", period="5m", limit=100): url = f"{BASE}/futures/data/openInterestHist" r = requests.get(url, params={"symbol": symbol, "period": period, "limit": limit}, timeout=10, verify=False) df = pd.DataFrame(r.json()) df["sumOpenInterest"] = df["sumOpenInterest"].astype(float) df["timestamp"] = pd.to_datetime(df["timestamp"], unit="ms") + KST return df def get_long_short_ratio(symbol="BTCUSDT", period="5m", limit=500): url = f"{BASE}/futures/data/topLongShortPositionRatio" r = requests.get(url, params={"symbol": symbol, "period": period, "limit": limit}, timeout=10, verify=False) df = pd.DataFrame(r.json()) df["longShortRatio"] = df["longShortRatio"].astype(float) df["timestamp"] = pd.to_datetime(df["timestamp"], unit="ms") + KST return df def get_taker_buy_sell_ratio(symbol="BTCUSDT", period="5m", limit=100): url = f"{BASE}/futures/data/takerlongshortRatio" r = requests.get(url, params={"symbol": symbol, "period": period, "limit": limit}, timeout=10, verify=False) df = pd.DataFrame(r.json()) df["buySellRatio"] = df["buySellRatio"].astype(float) df["timestamp"] = pd.to_datetime(df["timestamp"], unit="ms") + KST return df # ────────────────────────────────────────────── # 지표 계산 # ────────────────────────────────────────────── def compute_indicators(df, interval="5m"): c = df["close"] df["MA7"] = c.rolling(7).mean() df["MA25"] = c.rolling(25).mean() df["MA99"] = c.rolling(99).mean() df["MA200"] = c.rolling(200).mean() df["BB_mid"] = c.rolling(20).mean() df["BB_std"] = c.rolling(20).std() df["BB_upper"] = df["BB_mid"] + 2 * df["BB_std"] df["BB_lower"] = df["BB_mid"] - 2 * df["BB_std"] df["RSI"] = ta.momentum.RSIIndicator(c, window=14).rsi() macd = ta.trend.MACD(c, window_slow=26, window_fast=12, window_sign=9) df["MACD"] = macd.macd() df["MACD_signal"] = macd.macd_signal() df["MACD_hist"] = macd.macd_diff() stoch = ta.momentum.StochRSIIndicator(c, window=14, smooth1=3, smooth2=3) df["StochRSI_k"] = stoch.stochrsi_k() * 100 df["StochRSI_d"] = stoch.stochrsi_d() * 100 df["ATR"] = ta.volatility.AverageTrueRange(df["high"], df["low"], df["close"], window=14).average_true_range() df = compute_signals(df, interval) return df def compute_signals(df, interval="5m"): # 임계값들은 settings_db 에서 1회 조회 (rerun 마다 N개 변수 호출 비용 작음) LONG_RSI_MAX = settings_db.get_float("long_rsi_max", 75.0) SHORT_RSI_MIN = settings_db.get_float("short_rsi_min", 25.0) SLONG_RSI_MAX = settings_db.get_float("strong_long_rsi_max", 65.0) SSHORT_RSI_MIN = settings_db.get_float("strong_short_rsi_min", 35.0) BODY_PCT_MIN = settings_db.get_float("body_pct_min", 0.002) REV_BODY_PCT = settings_db.get_float("reversal_body_pct", 0.003) REV_VOL_MULT = settings_db.get_float("reversal_vol_mult", 1.3) VOL_EXH_MULT = settings_db.get_float("vol_exhaustion_mult", 3.0) VOL_NET_MULT = settings_db.get_float("vol_net_mult", 2.0) OI_ACTIVE_PCT = settings_db.get_float("oi_active_pct", 0.001) FR_SHORT_EXTREME = settings_db.get_float("fr_short_extreme", -0.007) # close 가 MA7, MA25 양쪽 위/아래에 있는 것 만 요구. MA끼리 정렬 (MA7>MA25)은 # 추세 반전 직후엔 늦게 형성되어 양봉/음봉 신호를 차단하는 부작용 있어 제거. df["bull_ma_2"] = ( (df["close"] > df["MA7"]) & (df["close"] > df["MA25"]) ) df["bear_ma_2"] = ( (df["close"] < df["MA7"]) & (df["close"] < df["MA25"]) ) df["bull_ma"] = ( (df["close"] > df["MA7"]) & (df["MA7"] > df["MA25"]) ) df["bear_ma"] = ( (df["close"] < df["MA7"]) & (df["MA7"] < df["MA25"]) ) bb_range = (df["BB_upper"] - df["BB_lower"]).replace(0, float("nan")) df["bb_pos"] = (df["close"] - df["BB_lower"]) / bb_range body_pct = (df["close"] - df["open"]) / df["open"].replace(0, float("nan")) df["long_signal"] = df["bull_ma_2"] & (df["RSI"] < LONG_RSI_MAX) & (df["MACD_hist"] > df["MACD_hist"].shift(1)) & (df["close"] > df["BB_mid"]) & (body_pct >= BODY_PCT_MIN) df["short_signal"] = df["bear_ma_2"] & (df["RSI"] > SHORT_RSI_MIN) & (df["MACD_hist"] < df["MACD_hist"].shift(1)) & (df["close"] < df["BB_mid"]) & (body_pct <= -BODY_PCT_MIN) df["long_signal"] = df["long_signal"] & (df["long_signal"].rolling(5, min_periods=1).sum().shift(1).fillna(0) == 0) df["short_signal"] = df["short_signal"] & (df["short_signal"].rolling(5, min_periods=1).sum().shift(1).fillna(0) == 0) if "sumOpenInterest" in df.columns and df["sumOpenInterest"].notna().sum() > 5: oi_series = df["sumOpenInterest"].ffill() else: oi_series = df["close"] * df["volume"] df["oi_up"] = oi_series > oi_series.shift(1) df["oi_down"] = oi_series < oi_series.shift(1) df["oi_up_2"] = df["oi_up"] & df["oi_up"].shift(1).fillna(False) df["oi_down_2"] = df["oi_down"] & df["oi_down"].shift(1).fillna(False) df["oi_active"] = oi_series.pct_change().abs() > OI_ACTIVE_PCT df["taker_buy_dom"] = df["taker_buy_vol"] > df["taker_sell_vol"] df["taker_sell_dom"] = df["taker_sell_vol"] > df["taker_buy_vol"] df["taker_buy_2"] = df["taker_buy_dom"] & df["taker_buy_dom"].shift(1).fillna(False) df["taker_sell_2"] = df["taker_sell_dom"] & df["taker_sell_dom"].shift(1).fillna(False) df["fr_long_favor"] = df["taker_buy_vol"].rolling(3).mean() > df["taker_sell_vol"].rolling(3).mean() df["fr_short_favor"] = df["taker_sell_vol"].rolling(3).mean() > df["taker_buy_vol"].rolling(3).mean() df["strong_long_signal"] = df["bull_ma_2"] & (df["RSI"] < SLONG_RSI_MAX) & (df["MACD_hist"] > df["MACD_hist"].shift(1)) & df["oi_up_2"] & df["taker_buy_2"] & df["fr_long_favor"] & (df["close"] > df["open"]) df["strong_short_signal"] = df["bear_ma_2"] & (df["RSI"] > SSHORT_RSI_MIN) & (df["MACD_hist"] < df["MACD_hist"].shift(1)) & df["oi_down_2"] & df["taker_sell_2"] & df["fr_short_favor"] & (df["close"] < df["open"]) df["strong_long_signal"] = df["strong_long_signal"] & (df["strong_long_signal"].rolling(10, min_periods=1).sum().shift(1).fillna(0) == 0) df["strong_short_signal"] = df["strong_short_signal"] & (df["strong_short_signal"].rolling(10, min_periods=1).sum().shift(1).fillna(0) == 0) vol_avg = df["volume"].rolling(10).mean() spike = df["volume"] > vol_avg * VOL_EXH_MULT buy_spike = spike & (df["taker_buy_vol"] > df["taker_sell_vol"]) sell_spike = spike & (df["taker_sell_vol"] > df["taker_buy_vol"]) df["exhaustion_short"] = buy_spike.shift(1).fillna(False) df["exhaustion_long"] = sell_spike.shift(1).fillna(False) _vol_min_map = {"1m": 33, "3m": 100, "5m": 100, "15m": 300, "30m": 600, "1h": 1200, "2h": 2400, "4h": 4800, "12h": 14400, "1d": 28800, "3d": 86400, "1M": 864000} _vol_min = _vol_min_map.get(interval, 100) df["sell_net"] = df["taker_sell_vol"] - df["taker_buy_vol"] sell_net_avg = df["sell_net"].rolling(10).mean() sell_spike_strong = ( (df["sell_net"] > sell_net_avg * VOL_NET_MULT) & (df["sell_net"] > 0) & (df["taker_sell_vol"] > _vol_min) & df["oi_active"] ) cooldown_vol_short = sell_spike_strong.rolling(10, min_periods=1).sum().shift(1).fillna(0) == 0 df["vol_short_signal"] = sell_spike_strong & cooldown_vol_short df["buy_net"] = df["taker_buy_vol"] - df["taker_sell_vol"] buy_net_avg = df["buy_net"].rolling(10).mean() buy_spike_strong = ( (df["buy_net"] > buy_net_avg * VOL_NET_MULT) & (df["buy_net"] > 0) & (df["taker_buy_vol"] > _vol_min) & df["oi_active"] ) cooldown_vol_long = buy_spike_strong.rolling(10, min_periods=1).sum().shift(1).fillna(0) == 0 df["vol_long_signal"] = buy_spike_strong & cooldown_vol_long if "fundingRate" in df.columns and "sumOpenInterest" in df.columns: fr_extreme = df["fundingRate"] <= FR_SHORT_EXTREME raw_signal = df["oi_down_2"] & fr_extreme cooldown_mask = raw_signal.rolling(5, min_periods=1).sum().shift(1).fillna(0) == 0 df["short_caution_signal"] = raw_signal & cooldown_mask else: df["short_caution_signal"] = False # 추세 꺾임 감지: 직전 3봉의 추세 방향과 현재 캔들 방향이 반대 + 강한 폭 + 거래량 동반. # - 추세 판단: close[t-1] vs close[t-3] (현재 캔들 제외, 직전까지의 흐름) # - 현재 캔들 강도: |close-open|/open >= 0.3% (작은 캔들 노이즈 차단) # - 거래량: 직전 3봉 평균의 1.3배 이상 (확신) # - 쿨다운: 3봉 prior_close = df["close"].shift(1) prior_close_3 = df["close"].shift(3) was_up = prior_close > prior_close_3 was_down = prior_close < prior_close_3 candle_body_pct = (df["close"] - df["open"]) / df["open"].replace(0, float("nan")) vol_avg3 = df["volume"].rolling(3).mean().shift(1) vol_strong = df["volume"] > vol_avg3 * REV_VOL_MULT rev_short_raw = was_up & (candle_body_pct < -REV_BODY_PCT) & vol_strong rev_long_raw = was_down & (candle_body_pct > REV_BODY_PCT) & vol_strong df["reversal_short_signal"] = rev_short_raw & (rev_short_raw.rolling(3, min_periods=1).sum().shift(1).fillna(0) == 0) df["reversal_long_signal"] = rev_long_raw & (rev_long_raw.rolling(3, min_periods=1).sum().shift(1).fillna(0) == 0) return df # ────────────────────────────────────────────── # 차트 빌드 # ────────────────────────────────────────────── COLORS = { "bg": "#ffffff", "grid": "#e0e3eb", "text": "#131722", "green": "#26a69a", "red": "#ef5350", "yellow":"#f5ce05", "blue": "#2962ff", "purple":"#9c27b0", "orange":"#ff9800", "MA7": "#f5ce05", "MA25": "#ef5350", "MA99": "#9c27b0", "MA200": "#2962ff", "BB": "rgba(41,98,255,0.1)", } def _to_floor_freq(period): return {"1m":"1min","3m":"3min","5m":"5min","15m":"15min","30m":"30min","1h":"1h","4h":"4h","12h":"12h","1d":"1D","3d":"3D","1M":"1ME"}.get(period, period) def build_chart(symbol, interval, candle_limit=200): # 지표 계산은 충분한 history 필요 (MA99=99, MACD=26, BB=20, RSI=14 등). # candle_limit 가 작아도 fetch 는 최소 200 으로 — 차트 표시 시점에만 candle_limit 로 잘라서 보여준다. fetch_limit = max(candle_limit, 200) df = get_klines(symbol, interval, fetch_limit) oi_period = interval if interval in ["5m","15m","30m","1h","4h","12h","1d","3d","1M"] else "5m" try: oi = get_open_interest_history(symbol, oi_period, 200) if not oi.empty: oi_m = oi[["timestamp","sumOpenInterest"]].rename(columns={"timestamp":"open_time"}) df["open_time_r"] = df["open_time"].dt.floor(_to_floor_freq(oi_period)) oi_m["open_time"] = oi_m["open_time"].dt.floor(_to_floor_freq(oi_period)) df = df.merge(oi_m, left_on="open_time_r", right_on="open_time", how="left", suffixes=("","_oi")) df = df.drop(columns=["open_time_r","open_time_oi"], errors="ignore") df["sumOpenInterest"] = df["sumOpenInterest"].ffill() except: pass try: fr = get_funding_rate(symbol, 200) if not fr.empty: fr_m = fr[["fundingTime","fundingRate"]].rename(columns={"fundingTime":"open_time"}) fr_m["open_time"] = fr_m["open_time"].dt.floor(_to_floor_freq("1h")) df["open_time_r2"] = df["open_time"].dt.floor(_to_floor_freq("1h")) df = df.merge(fr_m, left_on="open_time_r2", right_on="open_time", how="left", suffixes=("","_fr")) df = df.drop(columns=["open_time_r2","open_time_fr"], errors="ignore") df["fundingRate"] = df["fundingRate"].ffill().fillna(0) except: pass try: ls = get_long_short_ratio(symbol, oi_period, 200) if not ls.empty: ls_m = ls[["timestamp","longShortRatio"]].rename(columns={"timestamp":"open_time"}) df["open_time_r3"] = df["open_time"].dt.floor(_to_floor_freq(oi_period)) ls_m["open_time"] = ls_m["open_time"].dt.floor(_to_floor_freq(oi_period)) df = df.merge(ls_m, left_on="open_time_r3", right_on="open_time", how="left", suffixes=("","_ls")) df = df.drop(columns=["open_time_r3","open_time_ls"], errors="ignore") df["longShortRatio"] = df["longShortRatio"].ffill() except: pass df = compute_indicators(df, interval) try: if interval != "1h": df_1h = get_klines(symbol, "1h", 150) df_1h["MA7"] = df_1h["close"].rolling(7).mean() df_1h["MA25"] = df_1h["close"].rolling(25).mean() df_1h["MA99"] = df_1h["close"].rolling(99).mean() df_1h["MA200"] = df_1h["close"].rolling(200).mean() df_1h["h1_bull_2"] = ( (df_1h["close"] > df_1h["MA7"]) & (df_1h["MA7"] > df_1h["MA25"]) ) df_1h["h1_bear_2"] = ( (df_1h["close"] < df_1h["MA7"]) & (df_1h["MA7"] < df_1h["MA25"]) ) df_1h["h1_bull"] = ( (df_1h["close"] > df_1h["MA7"]) & (df_1h["MA7"] > df_1h["MA25"]) & (df_1h["MA25"] > df_1h["MA99"]) ) df_1h["h1_bear"] = ( (df_1h["close"] < df_1h["MA7"]) & (df_1h["MA7"] < df_1h["MA25"]) & (df_1h["MA25"] < df_1h["MA99"]) ) df_1h_m = df_1h[["open_time","h1_bull","h1_bear","h1_bull_2","h1_bear_2"]].copy() df["open_time_1h"] = df["open_time"].dt.floor("1h") df_1h_m["open_time"] = df_1h_m["open_time"].dt.floor("1h") df = df.merge(df_1h_m, left_on="open_time_1h", right_on="open_time", how="left", suffixes=("","_1h")) df = df.drop(columns=["open_time_1h","open_time_1h_x","open_time_1h_y"], errors="ignore") df["_date"] = df["open_time"].dt.date for col in ["h1_bull","h1_bear","h1_bull_2","h1_bear_2"]: df[col] = df.groupby("_date")[col].transform(lambda x: x.ffill()) df.drop(columns=["_date"], inplace=True) df["h1_bull"] = df["h1_bull"].fillna(False) df["h1_bear"] = df["h1_bear"].fillna(False) df["h1_bull_2"] = df["h1_bull_2"].fillna(False) df["h1_bear_2"] = df["h1_bear_2"].fillna(False) else: df["h1_bull"] = df["bull_ma"] df["h1_bear"] = df["bear_ma"] df["h1_bull_2"] = df["bull_ma_2"] df["h1_bear_2"] = df["bear_ma_2"] except: df["h1_bull"] = False df["h1_bear"] = False df["long_signal"] = df["long_signal"] & df["taker_buy_dom"] df["short_signal"] = df["short_signal"] & df["taker_sell_dom"] df["strong_long_signal"] = df["strong_long_signal"] df["strong_short_signal"] = df["strong_short_signal"] df["short_caution_signal"]= df["short_caution_signal"] df["long_exhaustion_warn"] = False # 지표 계산은 충분한 history 로 했고, 차트 표시는 사용자가 지정한 candle_limit 만큼만. if len(df) > candle_limit: df = df.tail(candle_limit).reset_index(drop=True) t = df["open_time"] fig = make_subplots( rows=7, cols=1, shared_xaxes=True, row_heights=[0.38, 0.10, 0.10, 0.10, 0.10, 0.11, 0.11], vertical_spacing=0.01, subplot_titles=["", "Taker Buy/Sell Volume", "Open Interest", "Funding Rate (%)", "Long/Short Ratio (탑트레이더)", "RSI / StochRSI", "MACD"] ) fig.add_trace(go.Candlestick( x=t, open=df["open"], high=df["high"], low=df["low"], close=df["close"], increasing_line_color=COLORS["green"], decreasing_line_color=COLORS["red"], increasing_fillcolor=COLORS["green"], decreasing_fillcolor=COLORS["red"], name="캔들", line=dict(width=1) ), row=1, col=1) fig.add_trace(go.Scatter(x=t, y=df["BB_upper"], line=dict(color=COLORS["BB"].replace("0.1","0.6"), width=0.8), name="BB상단", showlegend=False), row=1, col=1) fig.add_trace(go.Scatter(x=t, y=df["BB_lower"], line=dict(color=COLORS["BB"].replace("0.1","0.6"), width=0.8), fill="tonexty", fillcolor=COLORS["BB"], name="BB하단", showlegend=False), row=1, col=1) for ma, col in [("MA200", COLORS["MA200"]), ("MA99", COLORS["MA99"]), ("MA25", COLORS["MA25"]), ("MA7", COLORS["MA7"])]: fig.add_trace(go.Scatter(x=t, y=df[ma], line=dict(color=col, width=1.2), name=ma), row=1, col=1) if "longShortRatio" in df.columns: fig.add_trace(go.Scatter(x=t, y=df["longShortRatio"], line=dict(color=COLORS["orange"], width=1), name="탑트레이더 L/S"), row=1, col=1) if "fundingRate" in df.columns: fig.add_trace(go.Scatter(x=t, y=df["fundingRate"], line=dict(color=COLORS["purple"], width=1), name="Funding Rate"), row=1, col=1) if "sumOpenInterest" in df.columns: fig.add_trace(go.Scatter(x=t, y=df["sumOpenInterest"], line=dict(color=COLORS["blue"], width=1), name="OI"), row=1, col=1) fig.add_trace(go.Scatter(x=t, y=df["taker_sell_vol"], mode="markers", marker=dict(color=COLORS["red"], size=3), name="Taker Sell"), row=1, col=1) fig.add_trace(go.Scatter(x=t, y=df["taker_buy_vol"], mode="markers", marker=dict(color=COLORS["green"], size=3), name="Taker Buy"), row=1, col=1) for mask, sym, color, sig_name in [ (df["exhaustion_short"], "star", COLORS["red"], "매수소진(숏)"), (df["exhaustion_long"], "star", COLORS["green"], "매도소진(롱)"), (df.get("long_exhaustion_warn", pd.Series([False]*len(df), index=df.index)), "x", COLORS["orange"], "롱소진경고(숏전환)"), (df["strong_short_signal"],"triangle-down", COLORS["red"], "강한 숏 진입 신호"), (df.get("vol_short_signal", pd.Series([False]*len(df), index=df.index)), "triangle-down", COLORS["orange"], "볼륨급등 숏 신호"), (df.get("vol_long_signal", pd.Series([False]*len(df), index=df.index)), "triangle-up", "#00bfff", "볼륨급등 롱 신호"), (df["strong_long_signal"], "triangle-up", COLORS["green"], "강한 롱 진입 신호"), (df["short_signal"], "triangle-down", COLORS["orange"], "숏 진입 신호"), (df["long_signal"], "triangle-up", COLORS["blue"], "롱 진입 신호"), (df.get("short_caution_signal", pd.Series([False]*len(df), index=df.index)), "diamond", "#ff00ff", "숏 진입(주의)"), ]: d = df[mask] if not d.empty: cd = list(zip(d["open_time"].dt.strftime("%m/%d %H:%M").tolist(), d["open"].tolist())) _long_sigs = ["강한 롱 진입 신호", "볼륨급등 롱 신호", "롱 진입 신호", "매도소진(롱)"] _short_sigs = ["강한 숏 진입 신호", "볼륨급등 숏 신호", "숏 진입 신호", "매수소진(숏)", "롱소진경고(숏전환)", "숏 진입(주의)"] if sig_name in _long_sigs: y_val = d["low"] * 0.9998 elif sig_name in _short_sigs: y_val = d["high"] * 1.0002 else: y_val = d["close"] fig.add_trace(go.Scatter( x=d["open_time"], y=y_val, mode="markers", marker=dict(symbol=sym, color=color, size=10), name=sig_name, customdata=cd, hovertemplate="" + sig_name + "
신호: %{customdata[0]}
가격: %{customdata[1]:,.1f}", showlegend=True, ), row=1, col=1) else: fig.add_trace(go.Scatter( x=[None], y=[None], mode="markers", marker=dict(symbol=sym, color=color, size=10), name=sig_name, showlegend=True, ), row=1, col=1) buy_vol = df["taker_buy_vol"] - df["taker_sell_vol"] colors_v = [COLORS["green"] if v >= 0 else COLORS["red"] for v in buy_vol] fig.add_trace(go.Bar(x=t, y=buy_vol, marker_color=colors_v, name="Taker Net"), row=2, col=1) if "sumOpenInterest" not in df.columns: df["spike_avg"] = df["volume"].rolling(10).mean() fig.add_trace(go.Scatter(x=t, y=df["spike_avg"] * 3, line=dict(color=COLORS["yellow"], width=0.8, dash="dot"), name="스파이크 기준(3x)"), row=2, col=1) if "sumOpenInterest" in df.columns: fig.add_trace(go.Scatter(x=t, y=df["sumOpenInterest"], line=dict(color=COLORS["purple"], width=1.5), fill="tozeroy", fillcolor="rgba(156,39,176,0.15)", name="OI"), row=3, col=1) if "fundingRate" in df.columns: fr_colors = [COLORS["red"] if v < 0 else COLORS["green"] for v in df["fundingRate"]] fig.add_trace(go.Bar(x=t, y=df["fundingRate"], marker_color=fr_colors, name="FR"), row=4, col=1) fig.add_hline(y=0.005, line=dict(color=COLORS["orange"], width=1, dash="dash"), row=4, col=1) fig.add_hline(y=-0.005, line=dict(color=COLORS["orange"], width=1, dash="dash"), row=4, col=1) fig.add_hline(y=-0.007, line=dict(color=COLORS["red"], width=1, dash="dash"), row=4, col=1) if "longShortRatio" in df.columns: fig.add_trace(go.Scatter(x=t, y=df["longShortRatio"], line=dict(color=COLORS["orange"], width=1.5), name="탑트레이더 L/S"), row=5, col=1) fig.add_hline(y=1.0, line=dict(color=COLORS["grid"], width=0.8, dash="dash"), row=5, col=1) fig.add_trace(go.Scatter(x=t, y=df["RSI"], line=dict(color=COLORS["blue"], width=1.5), name="RSI(14)"), row=6, col=1) fig.add_trace(go.Scatter(x=t, y=df["StochRSI_k"],line=dict(color=COLORS["red"], width=1.5), name="StochRSI K"), row=6, col=1) fig.add_trace(go.Scatter(x=t, y=df["StochRSI_d"],line=dict(color=COLORS["orange"], width=1.0, dash="dot"), name="StochRSI D"), row=6, col=1) for lvl in [20, 50, 80]: fig.add_hline(y=lvl, line=dict(color=COLORS["grid"], width=0.6, dash="dash"), row=6, col=1) hist_colors = [COLORS["green"] if v >= 0 else COLORS["red"] for v in df["MACD_hist"].fillna(0)] fig.add_trace(go.Bar(x=t, y=df["MACD_hist"], marker_color=hist_colors, name="MACD Hist"), row=7, col=1) fig.add_trace(go.Scatter(x=t, y=df["MACD"], line=dict(color=COLORS["blue"], width=1.2), name="MACD"), row=7, col=1) fig.add_trace(go.Scatter(x=t, y=df["MACD_signal"], line=dict(color=COLORS["orange"], width=1.2), name="Signal"), row=7, col=1) fig.add_hline(y=0, line=dict(color=COLORS["grid"], width=0.5), row=7, col=1) last_price = df["close"].iloc[-1] fig.add_hline(y=last_price, line=dict(color=COLORS["yellow"], width=1, dash="dash"), row=1, col=1) fig.add_annotation( x=df["open_time"].iloc[-1], y=last_price, text=f"▶ {last_price:,.1f}", showarrow=False, font=dict(color=COLORS["yellow"], size=12), xanchor="left", yanchor="middle", bgcolor="rgba(245,206,5,0.15)", bordercolor=COLORS["yellow"], borderwidth=1, row=1, col=1 ) fig.update_layout( height=1600, paper_bgcolor="#ffffff", plot_bgcolor="#ffffff", font=dict(color=COLORS["text"], size=11, family="'Noto Sans KR', 'Apple SD Gothic Neo', 'Malgun Gothic', sans-serif"), legend=dict(bgcolor="rgba(255,255,255,0.95)", bordercolor=COLORS["grid"], borderwidth=1, orientation="h", x=0, y=1.02, yanchor="bottom", font=dict(size=10)), xaxis_rangeslider_visible=False, margin=dict(l=60, r=100, t=60, b=20), hovermode="x unified", dragmode="pan", showlegend=False, ) for i in range(1, 8): fig.update_xaxes(showgrid=True, gridcolor=COLORS["grid"], zeroline=False, row=i, col=1, showline=True, linecolor=COLORS["grid"]) fig.update_yaxes(showgrid=True, gridcolor=COLORS["grid"], zeroline=False, row=i, col=1, showline=True, linecolor=COLORS["grid"]) def tight(series, pad=0.03): s = series.dropna() if s.empty: return None, None lo, hi = s.min(), s.max() margin = (hi - lo) * pad if (hi - lo) > 0 else abs(lo) * pad + 1 return lo - margin, hi + margin lo, hi = tight(pd.concat([df["low"], df["high"]]), pad=0.02) if lo: fig.update_yaxes(range=[lo, hi], row=1, col=1) buy_vol = df["taker_buy_vol"] - df["taker_sell_vol"] abs_max = buy_vol.abs().quantile(0.98) * 1.5 if abs_max > 0: fig.update_yaxes(range=[-abs_max, abs_max], row=2, col=1) if "sumOpenInterest" in df.columns: lo, hi = tight(df["sumOpenInterest"], pad=0.05) if lo: fig.update_yaxes(range=[lo, hi], row=3, col=1) if "fundingRate" in df.columns: lo, hi = tight(df["fundingRate"], pad=0.2) if lo: fig.update_yaxes(range=[lo, hi], row=4, col=1) if "longShortRatio" in df.columns: lo, hi = tight(df["longShortRatio"], pad=0.05) if lo: fig.update_yaxes(range=[lo, hi], row=5, col=1) fig.update_yaxes(range=[0, 100], row=6, col=1) macd_all = pd.concat([df["MACD"], df["MACD_signal"], df["MACD_hist"]]).dropna() lo, hi = tight(macd_all, pad=0.1) if lo: fig.update_yaxes(range=[lo, hi], row=7, col=1) return fig, df # ────────────────────────────────────────────── # 알림 스레드 # ────────────────────────────────────────────── # 알림 스레드용 mutable state 는 alert_state 모듈에 보관 (위 import 참조). def _build_signal_df(symbol, interval, klines_limit=200): df = get_klines(symbol, interval, klines_limit) oi_period = interval if interval in ["5m","15m","30m","1h","4h","12h","1d","3d","1M"] else "5m" try: oi = get_open_interest_history(symbol, oi_period, min(klines_limit, 500)) if not oi.empty: oi_m = oi[["timestamp","sumOpenInterest"]].rename(columns={"timestamp":"open_time"}) df["open_time_r"] = df["open_time"].dt.floor(_to_floor_freq(oi_period)) oi_m["open_time"] = oi_m["open_time"].dt.floor(_to_floor_freq(oi_period)) df = df.merge(oi_m, left_on="open_time_r", right_on="open_time", how="left", suffixes=("","_oi")) df = df.drop(columns=["open_time_r","open_time_oi"], errors="ignore") df["sumOpenInterest"] = df["sumOpenInterest"].ffill() except: pass try: fr = get_funding_rate(symbol, 200) if not fr.empty: fr_m = fr[["fundingTime","fundingRate"]].rename(columns={"fundingTime":"open_time"}) fr_m["open_time"] = fr_m["open_time"].dt.floor(_to_floor_freq("1h")) df["open_time_r2"] = df["open_time"].dt.floor(_to_floor_freq("1h")) df = df.merge(fr_m, left_on="open_time_r2", right_on="open_time", how="left", suffixes=("","_fr")) df = df.drop(columns=["open_time_r2","open_time_fr"], errors="ignore") df["fundingRate"] = df["fundingRate"].ffill().fillna(0) except: pass df = compute_indicators(df, interval) return df def _alert_timeframes(): return settings_db.get_list("alert_timeframes", default=["5m", "15m", "30m", "1h"]) def _alert_loop(): while True: poll = max(10, settings_db.get_int("polling_interval_sec", 30)) if not settings_db.get_bool("alert_enabled", True): time.sleep(poll) continue with alert_state.alert_lock: symbol = alert_state.alert_symbol for interval in _alert_timeframes(): try: df = _build_signal_df(symbol, interval, 200) check_and_alert(df, symbol, interval) except Exception as e: print(f"[알림스레드 오류] {interval}: {e}") time.sleep(poll) # ────────────────────────────────────────────── # 일일 리포트 (자정 KST) # ────────────────────────────────────────────── DAILY_REPORT_TIMEFRAMES = ["5m", "15m", "30m", "1h", "4h"] DAILY_REPORT_KLINES_LIMIT = {"5m": 500, "15m": 250, "30m": 200, "1h": 200, "4h": 200} DAILY_REPORT_PAIRS = [ ("strong_long_signal", "strong_short_signal"), ("long_signal", "short_signal"), ("vol_long_signal", "vol_short_signal"), ] DAILY_REPORT_SIGNAL_LABELS = [ ("strong_long_signal", "강한 롱"), ("strong_short_signal", "강한 숏"), ("long_signal", "일반 롱"), ("short_signal", "일반 숏"), ("vol_long_signal", "볼륨 롱"), ("vol_short_signal", "볼륨 숏"), ] def _count_daily_signals_per_type(df, cutoff_kst, offset=1): result = {sig: [0, 0] for sig, _ in DAILY_REPORT_SIGNAL_LABELS} if df is None or df.empty or "open_time" not in df.columns: return result recent = df[df["open_time"] >= cutoff_kst].reset_index(drop=True) if len(recent) <= offset: return result for long_sig, short_sig in DAILY_REPORT_PAIRS: if long_sig not in recent.columns or short_sig not in recent.columns: continue for i in range(len(recent) - offset): row = recent.iloc[i] future = recent.iloc[i + offset] if bool(row.get(long_sig, False)): result[long_sig][0] += 1 if bool(future.get(short_sig, False)): result[long_sig][1] += 1 if bool(row.get(short_sig, False)): result[short_sig][0] += 1 if bool(future.get(long_sig, False)): result[short_sig][1] += 1 return result def _build_daily_report_lines(dfs, cutoff_kst, now_kst, symbol, offset, header_suffix): lines = [ f"📊 24시간 신호 통계 ({symbol}) - {header_suffix}", f"기준: {now_kst.strftime('%Y-%m-%d %H:%M')} KST", ] for tf in DAILY_REPORT_TIMEFRAMES: df = dfs.get(tf) counts = _count_daily_signals_per_type(df, cutoff_kst, offset=offset) lines.append("") lines.append(f"[{TF_LABEL_MAP.get(tf, tf)}]") total_all = 0 failed_all = 0 for sig, sig_label in DAILY_REPORT_SIGNAL_LABELS: t, f = counts.get(sig, [0, 0]) passed = t - f lines.append(f"{sig_label}: {passed}T {f}F") total_all += t failed_all += f passed_all = total_all - failed_all rate = (passed_all / total_all * 100) if total_all > 0 else 0.0 lines.append(f"합계: {passed_all}T {failed_all}F (승률 {rate:.2f}%)") return "\n".join(lines) def _count_stop_touches_per_type(df, cutoff_kst, lookahead=3): """ 각 진입 신호 캔들 (1번째 캔들) 기준으로 그 후 lookahead 개 캔들 동안 (즉 1번째 캔들 시작가 ~ (lookahead+1) 번째 캔들 시작가 구간) 손절가를 터치했는지 카운트. 롱은 low <= stop, 숏은 high >= stop. 반환: {signal_name: [touch_count, total_count]} """ result = {sig: [0, 0] for sig, _ in DAILY_REPORT_SIGNAL_LABELS} if df is None or df.empty or "open_time" not in df.columns: return result recent = df[df["open_time"] >= cutoff_kst].reset_index(drop=True) if len(recent) <= lookahead: return result for sig, _ in DAILY_REPORT_SIGNAL_LABELS: if sig not in recent.columns: continue if sig in LONG_SIGNALS: direction = "long" elif sig in SHORT_SIGNALS: direction = "short" else: continue # short_caution_signal — 진입 신호 아님, 손절가 추적 X for i in range(len(recent) - lookahead): row = recent.iloc[i] if not bool(row.get(sig, False)): continue entry = float(row["open"]) window = recent.iloc[i:i + lookahead] result[sig][1] += 1 if direction == "long": stop = entry * (1 - STOP_LOSS_PCT) if float(window["low"].min()) <= stop: result[sig][0] += 1 else: stop = entry * (1 + STOP_LOSS_PCT) if float(window["high"].max()) >= stop: result[sig][0] += 1 return result def _build_stop_touch_lines(dfs, cutoff_kst, now_kst, symbol): lines = [ f"[손절가 터치 횟수 알림(시간봉 *3배기준)] ({symbol})", f"기준: {now_kst.strftime('%Y-%m-%d %H:%M')} KST", f"손절 비율: ±{STOP_LOSS_PCT*100:.2f}% (10x 레버리지 기준 ROI ±{STOP_LOSS_PCT*100*10:.1f}%)", ] for tf in DAILY_REPORT_TIMEFRAMES: df = dfs.get(tf) counts = _count_stop_touches_per_type(df, cutoff_kst, lookahead=3) lines.append("") lines.append(f"[{TF_LABEL_MAP.get(tf, tf)}]") touch_all = 0 total_all = 0 for sig, sig_label in DAILY_REPORT_SIGNAL_LABELS: if sig == "short_caution_signal": continue touch, total = counts.get(sig, [0, 0]) lines.append(f"{sig_label}: {touch}/{total}") touch_all += touch total_all += total rate = (touch_all / total_all * 100) if total_all > 0 else 0.0 lines.append(f"합계: {touch_all}/{total_all} (터치율 {rate:.2f}%)") return "\n".join(lines) def _count_reversal_outcomes(df, cutoff_kst, lookahead=3): """추세 꺾임 신호의 lookahead 봉 후 방향 일치 카운트. - reversal_long: close[i+lookahead] > close[i] -> T (상승 지속) - reversal_short: close[i+lookahead] < close[i] -> T (하락 지속) 반환: {sig_name: [total, failed]} """ result = {"reversal_long_signal": [0, 0], "reversal_short_signal": [0, 0]} if df is None or df.empty or "open_time" not in df.columns: return result recent = df[df["open_time"] >= cutoff_kst].reset_index(drop=True) if len(recent) <= lookahead: return result for sig in ("reversal_long_signal", "reversal_short_signal"): if sig not in recent.columns: continue for i in range(len(recent) - lookahead): row = recent.iloc[i] if not bool(row.get(sig, False)): continue future = recent.iloc[i + lookahead] entry_close = float(row["close"]) future_close = float(future["close"]) confirmed = (sig == "reversal_long_signal" and future_close > entry_close) or \ (sig == "reversal_short_signal" and future_close < entry_close) result[sig][0] += 1 if not confirmed: result[sig][1] += 1 return result def _build_reversal_lines(dfs, cutoff_kst, now_kst, symbol): lines = [ f"📊 추세 꺾임 감지 통계 ({symbol})", f"기준: {now_kst.strftime('%Y-%m-%d %H:%M')} KST (3봉 후 방향 일치)", ] for tf in DAILY_REPORT_TIMEFRAMES: df = dfs.get(tf) counts = _count_reversal_outcomes(df, cutoff_kst, lookahead=3) lines.append("") lines.append(f"[{TF_LABEL_MAP.get(tf, tf)}]") total_all = 0 failed_all = 0 for sig, lbl in [("reversal_long_signal", "🔄 롱 추세 꺾임 감지"), ("reversal_short_signal", "🔄 숏 추세 꺾임 감지")]: t, f = counts[sig] passed = t - f lines.append(f"{lbl}: {passed}T {f}F") total_all += t failed_all += f passed_all = total_all - failed_all rate = (passed_all / total_all * 100) if total_all > 0 else 0.0 lines.append(f"합계: {passed_all}T {failed_all}F (승률 {rate:.2f}%)") return "\n".join(lines) def send_daily_report(symbol="BTCUSDT"): now_kst = (datetime.now(timezone.utc) + KST).replace(tzinfo=None) cutoff_kst = now_kst - timedelta(hours=24) dfs = {} for tf in DAILY_REPORT_TIMEFRAMES: try: dfs[tf] = _build_signal_df(symbol, tf, DAILY_REPORT_KLINES_LIMIT[tf]) except Exception as e: print(f"[일일리포트 {tf} 데이터 오류] {e}") dfs[tf] = None msg_1x = _build_daily_report_lines(dfs, cutoff_kst, now_kst, symbol, offset=1, header_suffix="1배 시간 (다음 봉 검증)") send_telegram(msg_1x) msg_2x = _build_daily_report_lines(dfs, cutoff_kst, now_kst, symbol, offset=2, header_suffix="2배 시간 (2번째 봉 검증)") send_telegram(msg_2x) msg_touch = _build_stop_touch_lines(dfs, cutoff_kst, now_kst, symbol) send_telegram(msg_touch) msg_rev = _build_reversal_lines(dfs, cutoff_kst, now_kst, symbol) send_telegram(msg_rev) def _daily_report_loop(): while True: try: if not settings_db.get_bool("daily_report_enabled", True): time.sleep(60) continue now_kst = (datetime.now(timezone.utc) + KST).replace(tzinfo=None) today_str = now_kst.strftime("%Y-%m-%d") if alert_state.last_report_date is None: alert_state.last_report_date = today_str print(f"[일일리포트] 스레드 기동 -- 다음 자정({today_str} 24:00 KST) 까지 대기") elif alert_state.last_report_date != today_str: print(f"[일일리포트] 자정 통과 감지 -> 발송 ({today_str})") with alert_state.alert_lock: symbol = alert_state.alert_symbol send_daily_report(symbol) alert_state.last_report_date = today_str except Exception as e: print(f"[일일리포트 스레드 오류] {e}") time.sleep(60) # ────────────────────────────────────────────── # 메인 UI # ────────────────────────────────────────────── def render_login_page(): """로그인 화면 — 중앙 정렬 카드 (fito 스타일).""" st.markdown(""" """, unsafe_allow_html=True) col1, col2, col3 = st.columns([1, 2, 1]) with col2: st.markdown('
', unsafe_allow_html=True) st.markdown(f'
{load_logo_svg()}
', unsafe_allow_html=True) st.markdown('

업무관리 시스템

', unsafe_allow_html=True) st.markdown('
로그인하여 시작하세요
', unsafe_allow_html=True) with st.form("login_form", clear_on_submit=False): username = st.text_input("아이디", placeholder="username", key="login_user") password = st.text_input("비밀번호", type="password", placeholder="password", key="login_pw") submitted = st.form_submit_button("로그인", use_container_width=True, type="primary") if submitted: user = users_db.authenticate(username.strip(), password) if user: st.session_state.user = user st.rerun() else: st.error("아이디 또는 비밀번호가 올바르지 않습니다.") st.markdown('
', unsafe_allow_html=True) def render_my_info_page(): st.markdown( '
' '
👤 개인정보 수정
' '
비밀번호 변경
' '
', unsafe_allow_html=True, ) user = st.session_state.get("user", {}) col_l, col_r = st.columns([2, 1], gap="medium") with col_l: with st.container(border=True): st.markdown("###### 계정 정보") cc1, cc2 = st.columns(2) with cc1: st.text_input("아이디", value=user.get("username", ""), disabled=True) with cc2: st.text_input("권한", value=user.get("role", ""), disabled=True) st.caption(f"가입: {user.get('created_at', '-')} · 마지막 로그인: {user.get('last_login_at', '-')}") with st.container(border=True): st.markdown("###### 비밀번호 변경") with st.form("change_pw_form", clear_on_submit=True): old_pw = st.text_input("현재 비밀번호", type="password") new_pw = st.text_input("새 비밀번호 (6자 이상)", type="password") new_pw2 = st.text_input("새 비밀번호 확인", type="password") submitted = st.form_submit_button("비밀번호 변경", type="primary", use_container_width=True) if submitted: if new_pw != new_pw2: st.error("새 비밀번호가 일치하지 않습니다.") elif len(new_pw) < 6: st.error("새 비밀번호는 6자 이상이어야 합니다.") elif users_db.change_password(user.get("username", ""), old_pw, new_pw): st.success("✅ 비밀번호 변경 완료. 다음 로그인부터 새 비밀번호 사용.") else: st.error("현재 비밀번호가 올바르지 않습니다.") with col_r: with st.container(border=True): st.markdown("###### 등록된 사용자") users = users_db.list_users() if users: df_u = pd.DataFrame(users)[["username", "role", "last_login_at"]] st.dataframe(df_u, use_container_width=True, hide_index=True) else: st.info("사용자 목록을 불러오지 못함.") def render_sidebar() -> str: """fito 스타일 다크 사이드바. - full 모드: 240px, 헤더 + 아이콘+텍스트 메뉴 + 푸터 - mini 모드: 60px, 햄버거 + 정사각형 아이콘 버튼 (텍스트 없음, hover tooltip) - Streamlit 기본 collapse 버튼은 숨김 (혼란 방지) """ try: from streamlit_option_menu import option_menu HAS_OPTION_MENU = True except ImportError: HAS_OPTION_MENU = False if "sidebar_mini" not in st.session_state: st.session_state.sidebar_mini = False if "current_page" not in st.session_state: st.session_state.current_page = "dashboard" mini = st.session_state.sidebar_mini sidebar_width = "64px" if mini else "260px" st.markdown(f""" """, unsafe_allow_html=True) labels = ["대시보드", "트레이드 이력", "거래소 API", "자동매매", "시스템 설정", "내 정보"] keys = ["dashboard", "trades", "exchange_keys", "automation", "settings", "my_info"] bs_icons = ["bar-chart-line", "graph-up-arrow", "key", "robot", "gear", "person-circle"] emoji_icons = ["📊", "📈", "🔑", "🤖", "⚙️", "👤"] with st.sidebar: if mini: # ── mini 헤더: 햄버거 토글만 (가운데) ── st.markdown('
', unsafe_allow_html=True) if st.button("☰", key="sidebar_toggle_mini", use_container_width=True, help="메뉴 펼치기"): st.session_state.sidebar_mini = False st.rerun() # ── mini 메뉴: 정사각형 아이콘 버튼 (텍스트 없음, hover tooltip) ── for label, key, emoji in zip(labels, keys, emoji_icons): active = (st.session_state.current_page == key) if active: st.markdown('
', unsafe_allow_html=True) if st.button(emoji, key=f"mini_{key}", use_container_width=True, help=label): st.session_state.current_page = key st.rerun() if active: st.markdown('
', unsafe_allow_html=True) else: # ── full 헤더: SVG 로고 (좌) + 햄버거 (우) ── head_col1, head_col2 = st.columns([5, 1], gap="small") with head_col1: logo_svg = load_logo_svg() if logo_svg: st.markdown( f'
{logo_svg}
', unsafe_allow_html=True, ) else: st.markdown( '
' '
JUNGGOMOA
' '
트레이딩 시스템
' '
', unsafe_allow_html=True, ) with head_col2: st.markdown('
', unsafe_allow_html=True) if st.button("☰", key="sidebar_toggle_full", help="메뉴 접기"): st.session_state.sidebar_mini = True st.rerun() st.markdown('
', unsafe_allow_html=True) # ── full 메뉴 ── if HAS_OPTION_MENU: try: default_idx = keys.index(st.session_state.current_page) except ValueError: default_idx = 0 choice = option_menu( menu_title=None, options=labels, icons=bs_icons, default_index=default_idx, key="full_menu", styles={ "container": {"padding": "0", "background-color": "#1f2937"}, "icon": {"color": "#60a5fa", "font-size": "16px"}, "nav-link": { "color": "#e5e7eb", "font-size": "14px", "text-align": "left", "margin": "2px 6px", "padding": "10px 12px", "border-radius": "6px", "--hover-color": "#374151", "font-family": "'Noto Sans KR', sans-serif", }, "nav-link-selected": { "background-color": "#2563eb", "color": "#ffffff", "font-weight": "600", }, }, ) st.session_state.current_page = keys[labels.index(choice)] if choice in labels else "dashboard" else: try: idx = keys.index(st.session_state.current_page) except ValueError: idx = 0 choice = st.radio("menu", labels, index=idx, label_visibility="collapsed") st.session_state.current_page = keys[labels.index(choice)] # ── 푸터: 아바타 + username + 로그아웃 ── user = st.session_state.get("user", {}) uname = user.get("username", "guest") initial = uname[0].upper() if uname else "?" st.markdown( f'
' f'
{initial}
' f'
' f'
{uname}
' f'
{user.get("role", "user")}
' f'
' f'
', unsafe_allow_html=True, ) if st.button("로그아웃", key="sidebar_logout", use_container_width=True): st.session_state.pop("user", None) st.session_state.current_page = "dashboard" st.rerun() return st.session_state.current_page def render_trades_page(): st.markdown("## 📈 트레이드 이력") st.caption("DB 에 기록된 진입 → 청산 lifecycle. 손절(stop_loss) / 반대신호(reversal) / 취소(cancelled) 별로 분석.") if not trades_db._enabled(): st.warning("DATABASE_URL 미설정. PostgreSQL 컨테이너가 떠있어야 트레이드 이력이 기록됩니다.") st.code("docker compose up -d postgres", language="bash") return rows = trades_db.fetch_trades(limit=500) if not rows: st.info("아직 기록된 트레이드 없음. 진입 신호가 발사되면 자동으로 누적됩니다.") return df = pd.DataFrame(rows) # 정렬 / 표시 컬럼 정리 display_cols = ["entry_time", "symbol", "interval", "direction", "signal_types", "entry_price", "stop_price", "status", "exit_time", "exit_price", "exit_reason", "pnl_pct"] display_cols = [c for c in display_cols if c in df.columns] df_disp = df[display_cols].copy() # ── 요약 메트릭 ── closed = df[df["status"].isin(["stop_loss", "reversal", "cancelled"])] open_count = int((df["status"] == "open").sum()) total = len(df) if len(closed) > 0: wins = int((closed["pnl_pct"] > 0).sum()) losses = int((closed["pnl_pct"] <= 0).sum()) win_rate = wins / len(closed) * 100 avg_pnl = float(closed["pnl_pct"].mean()) cum_pnl = float(closed["pnl_pct"].sum()) else: wins = losses = 0 win_rate = avg_pnl = cum_pnl = 0.0 m1, m2, m3, m4, m5, m6 = st.columns(6) m1.metric("총 트레이드", total) m2.metric("진행 중", open_count) m3.metric("종료", len(closed)) m4.metric("승률", f"{win_rate:.1f}%", f"{wins}W / {losses}L") m5.metric("평균 PnL%", f"{avg_pnl:+.2f}%") m6.metric("누적 PnL%", f"{cum_pnl:+.2f}%") st.markdown("---") # ── 누적 PnL 차트 ── if len(closed) > 0: c2 = closed.sort_values("exit_time").copy() c2["cum_pnl"] = c2["pnl_pct"].cumsum() fig = go.Figure() fig.add_trace(go.Scatter(x=c2["exit_time"], y=c2["cum_pnl"], mode="lines+markers", line=dict(color="#2962ff", width=2), marker=dict( color=["#26a69a" if v > 0 else "#ef5350" for v in c2["pnl_pct"]], size=6), name="누적 PnL%")) fig.add_hline(y=0, line=dict(color="#888", width=0.6, dash="dash")) fig.update_layout( height=320, paper_bgcolor="#ffffff", plot_bgcolor="#ffffff", font=dict(color="#131722", size=11, family="'Noto Sans KR', 'Apple SD Gothic Neo', 'Malgun Gothic', sans-serif"), margin=dict(l=40, r=20, t=30, b=30), xaxis_title="청산 시각", yaxis_title="누적 PnL %", ) st.plotly_chart(fig, use_container_width=True) # ── 시간축 / 신호별 승률 ── c3, c4 = st.columns(2) with c3: st.markdown("##### 시간축별 승률") by_iv = closed.groupby("interval").agg( n=("pnl_pct", "size"), wins=("pnl_pct", lambda s: int((s > 0).sum())), avg_pnl=("pnl_pct", "mean"), sum_pnl=("pnl_pct", "sum"), ).reset_index() by_iv["win_rate%"] = (by_iv["wins"] / by_iv["n"] * 100).round(1) st.dataframe(by_iv, use_container_width=True, hide_index=True) with c4: st.markdown("##### 청산 사유별 분포") by_reason = closed.groupby("exit_reason").agg( n=("pnl_pct", "size"), avg_pnl=("pnl_pct", "mean"), sum_pnl=("pnl_pct", "sum"), ).reset_index() st.dataframe(by_reason, use_container_width=True, hide_index=True) # ── 시간축별 PnL 막대 ── st.markdown("##### 시간축 × 방향별 누적 PnL%") bar = closed.groupby(["interval", "direction"])["pnl_pct"].sum().reset_index() fig2 = go.Figure() for d, color in [("long", "#26a69a"), ("short", "#ef5350")]: sub = bar[bar["direction"] == d] fig2.add_trace(go.Bar(x=sub["interval"], y=sub["pnl_pct"], name=d, marker_color=color)) fig2.update_layout( barmode="group", height=300, paper_bgcolor="#ffffff", plot_bgcolor="#ffffff", font=dict(color="#131722", size=11, family="'Noto Sans KR', 'Apple SD Gothic Neo', 'Malgun Gothic', sans-serif"), margin=dict(l=40, r=20, t=10, b=30), yaxis_title="누적 PnL %", ) st.plotly_chart(fig2, use_container_width=True) st.markdown("---") st.markdown("### 🧾 최근 트레이드 (최대 500건)") st.dataframe(df_disp, use_container_width=True, hide_index=True) def _section_header(emoji: str, title: str, subtitle: str = ""): sub = f' {subtitle}' if subtitle else "" st.markdown( f'
' f'
{emoji} {title}
' f'{sub}' f'
', unsafe_allow_html=True, ) def render_settings_page(): # 페이지 헤더 — 컴팩트 (한 줄) st.markdown( '
' '
⚙️ 시스템 설정
' '
DB 영속 저장 · 저장 즉시 반영
' '
', unsafe_allow_html=True, ) cur = settings_db.all_settings() with st.form("settings_form", clear_on_submit=False): # 5개 탭으로 분리 — 한 번에 한 섹션만 보여 한 화면(1080) fit tab_tg, tab_alert, tab_signal, tab_vol, tab_chart = st.tabs( ["📨 텔레그램", "🔔 알림 / 모니터링", "🎯 신호 임계값", "💧 거래량 / 펀딩비", "📊 차트"] ) # ── 텔레그램 ── with tab_tg: st.markdown("###### Telegram Bot 설정") col_a, col_b = st.columns(2) with col_a: # type=password 제거 — 사용자 요청대로 plain text 로 보이게 token = st.text_input("Bot Token", value=cur.get("telegram_token", ""), placeholder="예: 1234567890:ABCDEF...") with col_b: chat_id = st.text_input("Chat ID", value=cur.get("telegram_chat_id", ""), placeholder="예: -1001234567890 또는 본인 user id") st.caption("⚠️ Token 은 plain text 로 표시됩니다 (DB 저장 후엔 다시 보임). 노출 주의.") # ── 알림 / 모니터링 ── with tab_alert: col_c, col_d = st.columns(2) with col_c: symbol_default = cur.get("alert_symbol", "BTCUSDT") symbol_options = ["BTCUSDT", "ETHUSDT", "SOLUSDT", "BNBUSDT"] if symbol_default not in symbol_options: symbol_options.insert(0, symbol_default) symbol = st.selectbox("모니터링 심볼", symbol_options, index=symbol_options.index(symbol_default)) with col_d: tf_options = ["1m", "3m", "5m", "15m", "30m", "1h", "4h"] tf_current = [t for t in cur.get("alert_timeframes", "5m,15m,30m,1h").split(",") if t.strip()] tf_selected = st.multiselect("알림 시간축", tf_options, default=tf_current) col_e, col_f, col_g, col_j = st.columns(4) with col_e: cooldown = st.number_input("쿨다운(초)", 30, 3600, int(cur.get("alert_cooldown_sec", "600") or 600)) with col_f: sl_pct_pct = st.number_input("손절(%)", 0.05, 5.0, float(cur.get("stop_loss_pct", "0.0075") or 0.0075) * 100, step=0.05) with col_g: poll_sec = st.number_input("폴링(초)", 10, 300, int(cur.get("polling_interval_sec", "30") or 30)) with col_j: forming_polls = st.number_input("forming polls", 1, 10, int(cur.get("forming_stable_polls", "2") or 2)) col_h, col_i = st.columns(2) with col_h: alert_enabled = st.checkbox("✅ 알림 활성화", value=cur.get("alert_enabled", "1") == "1") with col_i: daily_enabled = st.checkbox("📅 일일 리포트 활성화", value=cur.get("daily_report_enabled", "1") == "1") # ── 신호 임계값 ── with tab_signal: st.markdown("###### RSI 임계값") c1, c2, c3, c4 = st.columns(4) with c1: long_rsi_max = st.number_input("일반 롱 RSI ≤", 30.0, 100.0, float(cur.get("long_rsi_max", "75"))) with c2: short_rsi_min = st.number_input("일반 숏 RSI ≥", 0.0, 70.0, float(cur.get("short_rsi_min", "25"))) with c3: slong_rsi_max = st.number_input("강한 롱 RSI ≤", 30.0, 100.0, float(cur.get("strong_long_rsi_max", "65"))) with c4: sshort_rsi_min = st.number_input("강한 숏 RSI ≥", 0.0, 70.0, float(cur.get("strong_short_rsi_min", "35"))) st.markdown("###### 캔들 body / 추세 꺾임") c5, c6, c7 = st.columns(3) with c5: body_pct_min = st.number_input("body 최소(%)", 0.0, 5.0, float(cur.get("body_pct_min", "0.002")) * 100, step=0.05) / 100 with c6: rev_body_pct = st.number_input("추세 꺾임 body(%)", 0.0, 5.0, float(cur.get("reversal_body_pct", "0.003")) * 100, step=0.05) / 100 with c7: rev_vol_mult = st.number_input("추세 꺾임 vol 배수", 1.0, 10.0, float(cur.get("reversal_vol_mult", "1.3")), step=0.1) # ── 거래량 / 펀딩비 ── with tab_vol: st.markdown("###### 거래량 배수") c1, c2, c3 = st.columns(3) with c1: vol_exh = st.number_input("Exhaustion 배수", 1.5, 20.0, float(cur.get("vol_exhaustion_mult", "3.0")), step=0.5) with c2: vol_net = st.number_input("vol Net 배수", 1.0, 10.0, float(cur.get("vol_net_mult", "2.0")), step=0.1) with c3: oi_active = st.number_input("OI 활성도(%)", 0.0, 5.0, float(cur.get("oi_active_pct", "0.001")) * 100, step=0.05) / 100 st.markdown("###### 펀딩비 임계 (단위: %)") c4, c5, c6 = st.columns(3) with c4: fr_overheat = st.number_input("롱 과열 FR (≥)", 0.0, 1.0, float(cur.get("fr_long_overheat", "0.005")), step=0.001, format="%.4f") with c5: fr_caution = st.number_input("숏 경보 FR (≤)", -1.0, 0.0, float(cur.get("fr_short_caution", "-0.005")), step=0.001, format="%.4f") with c6: fr_extreme = st.number_input("숏 주의 FR (≤)", -1.0, 0.0, float(cur.get("fr_short_extreme", "-0.007")), step=0.001, format="%.4f") # ── 차트 ── with tab_chart: st.markdown("###### 한 화면 캔들 수") c1, c2 = st.columns(2) with c1: cl_desktop = st.number_input("데스크톱", 10, 500, int(cur.get("candle_limit_desktop", "53"))) with c2: cl_mobile = st.number_input("모바일", 5, 200, int(cur.get("candle_limit_mobile", "14"))) # ── 저장 / 테스트 버튼 (탭 밖 하단) ── st.markdown('
', unsafe_allow_html=True) bcol1, bcol2, _ = st.columns([2, 1, 3]) with bcol1: submitted = st.form_submit_button("💾 전체 설정 저장", use_container_width=True, type="primary") with bcol2: test_msg = st.form_submit_button("🧪 텔레그램 테스트", use_container_width=True) if submitted or test_msg: saves = { "telegram_token": token.strip(), "telegram_chat_id": chat_id.strip(), "alert_symbol": symbol, "alert_timeframes": ",".join(tf_selected) if tf_selected else "5m,15m,30m,1h", "alert_cooldown_sec": int(cooldown), "stop_loss_pct": f"{sl_pct_pct/100:.6f}", "polling_interval_sec": int(poll_sec), "alert_enabled": "1" if alert_enabled else "0", "daily_report_enabled": "1" if daily_enabled else "0", "forming_stable_polls": int(forming_polls), "long_rsi_max": long_rsi_max, "short_rsi_min": short_rsi_min, "strong_long_rsi_max": slong_rsi_max, "strong_short_rsi_min": sshort_rsi_min, "body_pct_min": f"{body_pct_min:.6f}", "reversal_body_pct": f"{rev_body_pct:.6f}", "reversal_vol_mult": rev_vol_mult, "vol_exhaustion_mult": vol_exh, "vol_net_mult": vol_net, "oi_active_pct": f"{oi_active:.6f}", "fr_long_overheat": f"{fr_overheat:.6f}", "fr_short_caution": f"{fr_caution:.6f}", "fr_short_extreme": f"{fr_extreme:.6f}", "candle_limit_desktop": int(cl_desktop), "candle_limit_mobile": int(cl_mobile), } for k, v in saves.items(): settings_db.set_value(k, v) with alert_state.alert_lock: alert_state.alert_symbol = symbol if test_msg: send_telegram("✅ junggomoa.com 대시보드 — 설정 저장 + 테스트 메시지") st.toast("텔레그램 테스트 발송 + 설정 저장", icon="📨") else: st.toast(f"{len(saves)}개 항목 저장됨", icon="✅") def render_exchange_keys_page(): st.markdown("## 🔑 거래소 API 키") st.caption("거래소별 API Key / Secret 을 Fernet 으로 암호화하여 PostgreSQL 에 영속 저장. 자동매매 시 활성 키로 주문 발사.") if not exchange_keys._enabled(): st.warning("DATABASE_URL 또는 cryptography 패키지 미설정. 컨테이너 재기동 / 의존성 확인 필요.") return creds = exchange_keys.list_credentials() st.markdown("### ➕ 새 키 등록") with st.form("new_cred", clear_on_submit=True): c1, c2, c3 = st.columns([1, 1, 1]) with c1: ex = st.selectbox("거래소", exchange_keys.SUPPORTED_EXCHANGES) with c2: label = st.text_input("Label", placeholder="예: main / sub / strategy_A") with c3: testnet = st.checkbox("Testnet", value=False) c4, c5 = st.columns(2) with c4: api_key = st.text_input("API Key", type="password") with c5: api_secret = st.text_input("API Secret", type="password") passphrase = st.text_input("Passphrase (OKX/Bitget 만 필요)", type="password", placeholder="해당 거래소가 아니면 비워두세요") submitted = st.form_submit_button("등록", use_container_width=True, type="primary") if submitted: if not api_key or not api_secret: st.error("API Key / Secret 둘 다 입력 필수") else: cid = exchange_keys.add_credential(ex, label, api_key, api_secret, passphrase or None, testnet, True) if cid: st.success(f"✅ 등록 완료 (id={cid}). 페이지 새로고침으로 목록에 반영.") else: st.error("등록 실패. 컨테이너 로그 확인.") st.markdown("---") st.markdown(f"### 📒 등록된 키 ({len(creds)})") if not creds: st.info("아직 등록된 키 없음.") return for c in creds: with st.expander( f"`#{c['id']}` **{c['exchange'].upper()}** [{c['label'] or '-'}] " f"{'🧪TESTNET' if c['testnet'] else '🟢LIVE'} {'✅' if c['enabled'] else '⏸️'}", ): cc1, cc2 = st.columns(2) with cc1: st.code(f"API Key: {c['api_key_masked']}") with cc2: st.code(f"Secret: {c['api_secret_masked']}") if c.get("passphrase_masked"): st.code(f"Passphrase: {c['passphrase_masked']}") st.caption(f"등록: {c['created_at']} / 수정: {c['updated_at']}") colx, coly, colz = st.columns(3) with colx: new_enabled = st.checkbox("활성", value=c["enabled"], key=f"en_{c['id']}") if new_enabled != c["enabled"]: if exchange_keys.update_credential(c["id"], enabled=new_enabled): st.success("상태 변경 — 새로고침 시 반영") with coly: new_testnet = st.checkbox("Testnet", value=c["testnet"], key=f"tn_{c['id']}") if new_testnet != c["testnet"]: if exchange_keys.update_credential(c["id"], testnet=new_testnet): st.success("Testnet 변경") with colz: if st.button("🗑️ 삭제", key=f"del_{c['id']}"): if exchange_keys.delete_credential(c["id"]): st.success("삭제 완료. 새로고침으로 목록 반영.") def render_automation_page(): st.markdown("## 🤖 자동매매 설정") st.caption("⚠️ 현재 어댑터는 **DRY-RUN 더미** (실제 거래소 주문 미연결). 인터페이스 / 설정 / 키 관리만 갖춰진 상태. " "실 주문 연결은 추후 거래소별 SDK 어댑터 추가 후 활성화.") if not exchange_keys._enabled(): st.warning("DATABASE_URL 또는 cryptography 미설정.") return cfg = exchange_keys.automation_all() creds = exchange_keys.list_credentials() cred_options = {f"#{c['id']} {c['exchange'].upper()} [{c['label'] or '-'}] {'🧪' if c['testnet'] else ''}": str(c["id"]) for c in creds if c["enabled"]} cred_labels = list(cred_options.keys()) with st.form("automation_form"): c1, c2, c3 = st.columns(3) with c1: enabled = st.checkbox("자동매매 ON", value=cfg.get("enabled", "0") == "1", help="글로벌 킬스위치. OFF 면 시그널만 기록.") with c2: dry_run = st.checkbox("DRY-RUN (실 주문 X)", value=cfg.get("dry_run", "1") == "1", help="ON 권장. 어댑터가 stdout 으로만 출력.") with c3: allowed_dirs = st.selectbox("허용 방향", ["long,short", "long", "short"], index=["long,short", "long", "short"].index(cfg.get("allowed_directions", "long,short")) if cfg.get("allowed_directions", "long,short") in ["long,short", "long", "short"] else 0) st.markdown("##### 활성 키") if cred_labels: cur_id = cfg.get("active_credential", "") cur_label = next((k for k, v in cred_options.items() if v == cur_id), cred_labels[0]) active_label = st.selectbox("활성 거래소 키", cred_labels, index=cred_labels.index(cur_label)) active_id = cred_options[active_label] else: st.info("등록된 활성 키가 없습니다. '🔑 거래소 API' 페이지에서 먼저 등록하세요.") active_id = "" st.markdown("##### 포지션 / 리스크") c4, c5, c6, c7 = st.columns(4) with c4: leverage = st.number_input("레버리지", 1, 125, int(cfg.get("leverage", "10"))) with c5: pos_pct = st.number_input("포지션 크기 (잔고%)", 0.1, 100.0, float(cfg.get("position_size_pct", "1.0")), step=0.1) with c6: max_open = st.number_input("동시 진입 최대", 1, 20, int(cfg.get("max_open_trades", "3"))) with c7: min_score = st.number_input("최소 신호 score", 1, 5, int(cfg.get("min_signal_score", "1")), help="동시 발사된 신호 수가 N 이상일 때만 진입 (예: 2 = 강한+일반 동시)") c8, _ = st.columns(2) with c8: tp_pct = st.number_input("Take Profit (%, 0=OFF)", 0.0, 100.0, float(cfg.get("tp_pct", "0.0")), step=0.1) submitted = st.form_submit_button("💾 자동매매 설정 저장", use_container_width=True, type="primary") if submitted: settings = { "enabled": "1" if enabled else "0", "dry_run": "1" if dry_run else "0", "active_credential": active_id, "leverage": leverage, "position_size_pct": pos_pct, "max_open_trades": max_open, "min_signal_score": min_score, "allowed_directions": allowed_dirs, "tp_pct": tp_pct, } for k, v in settings.items(): exchange_keys.automation_set(k, v) st.success("✅ 저장 완료.") st.markdown("---") st.markdown("### 🧪 어댑터 테스트 (DRY-RUN)") if st.button("get_balance 호출"): if not active_id: st.error("활성 키 미선택") else: cred = exchange_keys.get_credential(int(active_id)) adapter = exchange_adapters.make_adapter(cred, dry_run=True) bal = adapter.get_balance("USDT") st.code(f"adapter.get_balance('USDT') -> {bal}") st.markdown("---") st.markdown("### 📋 현재 자동매매 설정") st.json(cfg) def main(): # ── 로그인 게이트 (st.stop 으로 강제 중단 — 다른 위젯 렌더 차단) ── if not st.session_state.get("user"): render_login_page() st.stop() if not alert_state.alert_started: t = threading.Thread(target=_alert_loop, daemon=True) t.start() alert_state.alert_started = True if not alert_state.daily_report_started: dr = threading.Thread(target=_daily_report_loop, daemon=True) dr.start() alert_state.daily_report_started = True page = render_sidebar() if page == "settings": render_settings_page() return if page == "trades": render_trades_page() return if page == "exchange_keys": render_exchange_keys_page() return if page == "automation": render_automation_page() return if page == "my_info": render_my_info_page() return # 대시보드 진입 시 DB 의 alert_symbol 을 기본 심볼로 사용 if not alert_state.alert_symbol or alert_state.alert_symbol == "BTCUSDT": alert_state.alert_symbol = settings_db.get("alert_symbol", "BTCUSDT") col1, col2, col3, col4, col5 = st.columns([2, 1, 1, 1, 2]) with col1: st.markdown("### 📊 선물 대시보드") with col2: symbol = st.selectbox("심볼", ["BTCUSDT","ETHUSDT","SOLUSDT","BNBUSDT"], index=0, label_visibility="collapsed") with col3: interval = st.selectbox("시간축", ["1m","3m","5m","15m","30m","1h","4h","12h","1d","3d","1M"], index=2, label_visibility="collapsed") with col4: refresh_sec = st.number_input("갱신(초)", min_value=10, max_value=300, value=30) with col5: now_kst = datetime.now(timezone.utc) + KST st.markdown(f"
🕐 마지막 갱신: {now_kst.strftime('%Y-%m-%d %H:%M:%S')} KST
", unsafe_allow_html=True) col5a, col5b, col5c, col5d = st.columns(4) with col5a: refresh_btn = st.button("🔄 새로고침") with col5b: auto = st.checkbox("자동갱신", value=True) with col5c: show_legend = st.checkbox("범례", value=False) with col5d: mobile_mode = st.checkbox("모바일", value=False) cl_desktop = settings_db.get_int("candle_limit_desktop", 53) cl_mobile = settings_db.get_int("candle_limit_mobile", 14) candle_limit = cl_mobile if mobile_mode else cl_desktop with alert_state.alert_lock: alert_state.alert_symbol = symbol alert_state.alert_interval = interval try: with st.spinner("데이터 로딩 중..."): fig, df = build_chart(symbol, interval, candle_limit) try: fr_df = get_funding_rate(symbol, 1) if not fr_df.empty: rate = fr_df["fundingRate"].iloc[-1] fr_extreme = settings_db.get_float("fr_short_extreme", -0.007) fr_caution = settings_db.get_float("fr_short_caution", -0.005) fr_overheat = settings_db.get_float("fr_long_overheat", 0.005) if rate <= fr_extreme: st.error(f"🚨 극단적 숏스퀴즈 위험 | FR: {rate:.4f}% | 숏 신규진입 절대 금지") elif rate <= fr_caution: st.warning(f"⚠️ 숏스퀴즈 경보 구간 | FR: {rate:.4f}% | 숏 진입 시 청산가 재확인 필수") elif rate >= fr_overheat: st.info(f"📈 롱 과열 구간 | FR: {rate:.4f}% | 롱스퀴즈 주의") else: st.success(f"✅ FR 정상 | {rate:.4f}%") except: pass fig.update_layout(showlegend=show_legend) st.plotly_chart(fig, use_container_width=True, config={ "scrollZoom": True, "doubleClick": "reset", "displayModeBar": True, "modeBarButtonsToRemove": ["lasso2d", "select2d"], }) except Exception as e: st.error(f"데이터 로드 오류: {e}") import traceback st.code(traceback.format_exc()) if auto: time.sleep(refresh_sec) st.rerun() if __name__ == "__main__": main()