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[AI] SISC-195 계산 프로세스 피쳐 코드 수정 리펙토링 #201

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[AI] SISC-195 계산 프로세스 피쳐 코드 수정 리펙토링 #201

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fab65c8
[AI] SISC-195 계산 프로세스 피쳐 코드 수정 리펙토링
twq110 Jan 26, 2026
865bf59
aa
twq110 Feb 2, 2026
4f081ce
[AI] SISC-195 [FEAT] 시그널 모델 기본구조 작성
twq110 Feb 10, 2026
3a5288e
[AI] SISC-195 [FIX] 시그널 모델 재구현
twq110 Feb 16, 2026
adbfaa5
[AI] SISC-195 [FIX] 변수 타입 불일치 수정
twq110 Feb 17, 2026
66b4b0c
[AI] SISC-195 [FIX] 크롤링 코드 수정
twq110 Feb 20, 2026
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13 changes: 6 additions & 7 deletions AI/Dockerfile
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Original file line number Diff line number Diff line change
@@ -1,17 +1,16 @@
FROM python:3.12-slim
FROM python:3.10-slim

WORKDIR /app

# 1. requirements 설치 (컨텍스트 = AI 이므로, AI/requirements.txt 기준)
# 2. 라이브러리 설치
COPY requirements.txt /app/requirements.txt
RUN pip install --no-cache-dir -r requirements.txt

# 2. AI 디렉토리 내용물을 /app 루트에 그대로 복사
# => /app/libs/core/pipeline.py 이런 구조가 됨
# 3. 소스 코드 복사
COPY . /app
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⚠️ Potential issue | 🟠 Major

🧩 Analysis chain

🏁 Script executed:

fd -t f '.dockerignore' --exec cat {}

Repository: SISC-IT/sisc-web

Length of output: 42

.dockerignore 파일이 없어 보안 위험이 있습니다.

COPY . /app은 현재 .git, .env, node_modules 등 모든 파일을 이미지에 포함합니다. .dockerignore 파일을 생성하여 불필요하거나 민감한 파일을 제외해야 합니다.

🤖 Prompt for AI Agents 
Verify each finding against the current code and only fix it if needed.

In `@AI/Dockerfile` around lines 9 - 10, The Dockerfile currently uses COPY . /app
which will include sensitive and unnecessary files; create a .dockerignore to
exclude at minimum .git, .env, node_modules, .env.local, .venv (or any virtual
env), build/dist folders, local config files, and the Dockerfile/.dockerignore
themselves so they are not copied into the image; add the .dockerignore
alongside the Dockerfile and ensure it contains those patterns to prevent
leaking secrets and bloating the image.


# 3. 파이썬 모듈 검색 경로에 /app 추가
# 4. 환경 변수 설정
ENV PYTHONPATH=/app

# 4. libs.core.pipeline 모듈을 "패키지로" 실행
CMD ["python", "-m", "libs.core.pipeline"]
# 5. 실행 명령어 (배치 작업용, 경로 수정 완료)
CMD ["python", "pipelines/daily_routine.py"]
4 changes: 1 addition & 3 deletions AI/modules/data_collector/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -5,7 +5,6 @@
from .company_fundamentals_data import FundamentalsDataCollector
from .macro_data import MacroDataCollector
from .crypto_data import CryptoDataCollector
from .index_data import IndexDataCollector
from .event_data import EventDataCollector
from .market_breadth_data import MarketBreadthCollector
from .market_breadth_stats import MarketBreadthStatsCollector
Expand All @@ -16,8 +15,7 @@
"StockInfoCollector",
"FundamentalsDataCollector",
"MacroDataCollector",
"CryptoDataCollector"
"IndexDataCollector",
"CryptoDataCollector",
"EventDataCollector",
"MarketBreadthCollector",
"MarketBreadthStatsCollector",
Expand Down
55 changes: 9 additions & 46 deletions AI/modules/data_collector/company_fundamentals_data.py
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Original file line number Diff line number Diff line change
Expand Up @@ -19,7 +19,8 @@
class FundamentalsDataCollector:
"""
기업의 재무제표(손익계산서, 대차대조표, 현금흐름표)를 수집하고
주요 퀀트 투자 지표(PER, PBR, ROE, 이자보상배율 등)를 계산하여 DB에 저장하는 클래스
주요 퀀트 투자 지표(ROE, 부채비율, 이자보상배율 등)를 계산하여 DB에 저장하는 클래스
per과 pbr은 MarketDataCollector에서 계산하여 저장됨(중복 방지)
"""

def __init__(self, db_name: str = "db"):
Expand All @@ -46,7 +47,7 @@ def fetch_and_calculate_metrics(self, ticker: str):
bal_df = stock.quarterly_balance_sheet.T
cash_df = stock.quarterly_cashflow.T
except Exception as e:
# print(f" [{ticker}] yfinance 데이터 로드 실패: {e}")
print(f"[ERROR][{ticker}] yfinance 데이터 로드 실패: {e}")
return pd.DataFrame()

if fin_df.empty or bal_df.empty:
Expand All @@ -61,17 +62,6 @@ def fetch_and_calculate_metrics(self, ticker: str):
merged_df = fin_df.join(bal_df, lsuffix='_fin', rsuffix='_bal', how='inner')
merged_df = merged_df.join(cash_df, rsuffix='_cash', how='left')

# 4. 주가 데이터 로드 (PER/PBR 계산용)
if not merged_df.empty:
start_date = merged_df.index.min() - timedelta(days=5)
end_date = merged_df.index.max() + timedelta(days=5)
try:
hist_df = stock.history(start=start_date, end=end_date)
except:
hist_df = pd.DataFrame()
else:
hist_df = pd.DataFrame()

processed_data = []

for date_idx, row in merged_df.iterrows():
Expand All @@ -87,7 +77,7 @@ def fetch_and_calculate_metrics(self, ticker: str):
operating_cash_flow = self.get_safe_value(row, ['Operating Cash Flow', 'Total Cash From Operating Activities'])
shares_issued = self.get_safe_value(row, ['Share Issued', 'Ordinary Shares Number'])

# --- [추가] 이자보상배율 계산을 위한 항목 ---
# --- 이자보상배율 계산을 위한 항목 ---
op_income = self.get_safe_value(row, ['Operating Income', 'EBIT'])
int_expense = self.get_safe_value(row, ['Interest Expense', 'Interest Expense Non Operating'])

Expand All @@ -103,38 +93,13 @@ def fetch_and_calculate_metrics(self, ticker: str):
if total_liabilities is not None and equity is not None and equity != 0:
debt_ratio = total_liabilities / equity

# 3. [신규] 이자보상배율 (Interest Coverage) = 영업이익 / |이자비용|
# 3. 이자보상배율 (Interest Coverage) = 영업이익 / |이자비용|
interest_coverage = None
if op_income is not None and int_expense is not None:
abs_int = abs(int_expense)
if abs_int > 0:
interest_coverage = op_income / abs_int

# 4. 주가 기반 지표 (PER, PBR)
close_price = None
if not hist_df.empty:
try:
target_ts = pd.Timestamp(date_val)
if target_ts in hist_df.index:
close_price = float(hist_df.loc[target_ts]['Close'])
else:
idx = hist_df.index.get_indexer([target_ts], method='pad')
if idx[0] != -1:
close_price = float(hist_df.iloc[idx[0]]['Close'])
except:
close_price = None

# PER
per = None
if close_price is not None and eps is not None and eps != 0:
per = close_price / eps

# PBR
pbr = None
if close_price is not None and equity is not None and shares_issued is not None and shares_issued != 0:
bps = equity / shares_issued
pbr = close_price / bps

processed_data.append((
str(ticker),
date_val,
Expand All @@ -143,12 +108,11 @@ def fetch_and_calculate_metrics(self, ticker: str):
total_assets,
total_liabilities,
equity,
shares_issued,
eps,
per,
pbr,
roe,
debt_ratio,
interest_coverage, # [추가됨]
interest_coverage,
operating_cash_flow
))

Expand All @@ -170,7 +134,7 @@ def save_to_db(self, ticker: str, data: List[tuple]):
insert_query = """
INSERT INTO public.financial_statements (
ticker, date, revenue, net_income, total_assets,
total_liabilities, equity, eps, per, pbr, roe, debt_ratio,
total_liabilities, equity, shares_issued, eps, roe, debt_ratio,
interest_coverage, operating_cash_flow
)
VALUES %s
Expand All @@ -181,9 +145,8 @@ def save_to_db(self, ticker: str, data: List[tuple]):
total_assets = EXCLUDED.total_assets,
total_liabilities = EXCLUDED.total_liabilities,
equity = EXCLUDED.equity,
shares_issued = EXCLUDED.shares_issued,
eps = EXCLUDED.eps,
per = EXCLUDED.per,
pbr = EXCLUDED.pbr,
roe = EXCLUDED.roe,
debt_ratio = EXCLUDED.debt_ratio,
interest_coverage = EXCLUDED.interest_coverage,
Expand Down
166 changes: 0 additions & 166 deletions AI/modules/data_collector/index_data.py
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This file was deleted.

39 changes: 25 additions & 14 deletions AI/modules/data_collector/macro_data.py
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
#AI/modules/data_collector/macro_data.py
# AI/modules/data_collector/macro_data.py
import sys
import os
import pandas as pd
Expand Down Expand Up @@ -102,7 +102,6 @@ def fetch_yahoo_data(self, start_date):
data = yf.download(ticker, start=start_date, progress=False)
if not data.empty:
# 'Close' 컬럼만 추출하여 이름 변경
# yfinance 버전 이슈로 인해 MultiIndex 컬럼일 수 있음 처리
if isinstance(data.columns, pd.MultiIndex):
price_series = data['Close'][ticker]
else:
Expand Down Expand Up @@ -172,21 +171,33 @@ def save_to_db(self, combined_df):

try:
data_to_insert = []

for date_idx, row in combined_df.iterrows():
# NaN 값을 None(SQL NULL)으로 변환
row = row.where(pd.notnull(row), None)

# [수정] Numpy 타입을 Python Native Type으로 변환하는 헬퍼 함수
def to_py(val):
# NaN 또는 None 체크
if pd.isna(val) or val is None:
return None
# Numpy 숫자 타입이면 .item()으로 변환
if hasattr(val, 'item'):
return val.item()
return float(val)

data_to_insert.append((
date_idx.date(),
row.get('cpi'), row.get('gdp'), row.get('ppi'), row.get('jolt'), row.get('cci'),
row.get('interest_rate'), row.get('trade_balance'),
row.get('core_cpi'), row.get('real_gdp'), row.get('unemployment_rate'), row.get('consumer_sentiment'),
row.get('ff_targetrate_upper'), row.get('ff_targetrate_lower'),
row.get('pce'), row.get('core_pce'),
row.get('tradebalance_goods'), row.get('trade_import'), row.get('trade_export'),
row.get('us10y'), row.get('us2y'), row.get('yield_spread'),
row.get('vix_close'), row.get('dxy_close'),
row.get('wti_price'), row.get('gold_price'), row.get('credit_spread_hy')
to_py(row.get('cpi')), to_py(row.get('gdp')), to_py(row.get('ppi')),
to_py(row.get('jolt')), to_py(row.get('cci')),
to_py(row.get('interest_rate')), to_py(row.get('trade_balance')),
to_py(row.get('core_cpi')), to_py(row.get('real_gdp')),
to_py(row.get('unemployment_rate')), to_py(row.get('consumer_sentiment')),
to_py(row.get('ff_targetrate_upper')), to_py(row.get('ff_targetrate_lower')),
to_py(row.get('pce')), to_py(row.get('core_pce')),
to_py(row.get('tradebalance_goods')), to_py(row.get('trade_import')),
to_py(row.get('trade_export')),
to_py(row.get('us10y')), to_py(row.get('us2y')), to_py(row.get('yield_spread')),
to_py(row.get('vix_close')), to_py(row.get('dxy_close')),
to_py(row.get('wti_price')), to_py(row.get('gold_price')),
to_py(row.get('credit_spread_hy'))
))

if data_to_insert:
Expand Down
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