feat(phase-4): LGBM 모델 + 앙상블 + 매칭/재학습 잡
- backend/app/models/lgbm.py: 종목 × horizon 별 LightGBM 회귀(y_ret_h)
+ 다중분류(y_dir_h, 3-class). joblib 으로 backend/data/models/{code}_h{H}_*.pkl
저장. early_stopping(30). predict_one() 으로 최신 영업일 피처에 추론.
- backend/app/models/weights.py: ensemble_weights 테이블 IO,
default w_chronos=0.6 / w_lgbm=0.4 (DB 행 없으면 fallback).
- backend/app/models/ensemble.py: Chronos sample 분포 + LGBM regression+cls
결합. point/q10/q90 + prob_up/flat/down + direction 라벨. 한쪽 모델
실패 시 다른 쪽 단독 fallback (cold start: chronos 단독).
- backend/app/pipelines/predict_one.py: predict_and_store(). 결과를
predictions 테이블에 UPSERT, user_triggered 누적 OR. base_date = 마지막
ohlcv 거래일, target_date = base_date + H 영업일(주말 스킵, 공휴일은
매칭잡에서 자연 보정).
- backend/app/pipelines/match_outcomes.py: target_date == d 인
user_triggered=TRUE 예측을 d 의 실제 종가와 매칭 → prediction_outcomes
적재. direction_hit(±0.3% flat band) + abs_error. 실제 종가 없으면
자연 skip.
- backend/app/pipelines/retrain_weekly.py: 시드 10종목 × H 재학습 +
최근 30일 model_performance 적재.
- backend/app/db/migrations/003_ensemble_weights.sql: (code, horizon) →
(w_chronos, w_lgbm, hit_rate_*, sample_count).
- backend/app/pipelines/scheduler.py:
daily_batch : 평일 16:00 KST
match_outcomes : 평일 16:30 KST ← 사용자가 확정한 매칭 시점
retrain_weekly : 일요일 02:00 KST
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
@@ -22,6 +22,8 @@ from apscheduler.triggers.cron import CronTrigger
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from pytz import timezone
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from app.pipelines.daily_batch import run_daily_batch
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from app.pipelines.match_outcomes import match_today
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from app.pipelines.retrain_weekly import run_weekly
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logger = logging.getLogger(__name__)
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KST = timezone("Asia/Seoul")
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@@ -34,15 +36,34 @@ def start_scheduler() -> BackgroundScheduler:
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if _scheduler:
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return _scheduler
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_scheduler = BackgroundScheduler(timezone=KST)
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# 16:00 평일: 시드 10종목 EOD/뉴스/공시/거시 갱신
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_scheduler.add_job(
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run_daily_batch,
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CronTrigger(hour=16, minute=0, timezone=KST),
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CronTrigger(day_of_week="mon-fri", hour=16, minute=0, timezone=KST),
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id="daily_batch_16",
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replace_existing=True,
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max_instances=1,
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)
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# 16:30 평일: prediction_outcomes 매칭 배치
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_scheduler.add_job(
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match_today,
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CronTrigger(day_of_week="mon-fri", hour=16, minute=30, timezone=KST),
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id="match_outcomes_1630",
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replace_existing=True,
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max_instances=1,
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)
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# 일요일 02:00: LGBM 재학습 + 성능 기록
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_scheduler.add_job(
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run_weekly,
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CronTrigger(day_of_week="sun", hour=2, minute=0, timezone=KST),
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id="retrain_weekly_sun_0200",
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replace_existing=True,
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max_instances=1,
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)
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_scheduler.start()
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logger.info("scheduler started (daily_batch @ 16:00 KST)")
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logger.info(
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"scheduler started: daily_batch(16:00 mon-fri), match_outcomes(16:30 mon-fri), retrain_weekly(sun 02:00) KST"
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)
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return _scheduler
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