From 4940de16fcbfecdd7f31abb39ce23f98b906558e Mon Sep 17 00:00:00 2001
From: 21in7 <skawksmsduzo@gmail.com>
Date: Sun, 1 Mar 2026 13:02:42 +0900
Subject: [PATCH] =?UTF-8?q?feat:=20=EB=B4=87=20=EC=8B=9C=EC=9E=91=20?=
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Made-with: Cursor
---
 src/data_stream.py        | 26 ++++++++++++++++++++++++++
 tests/test_data_stream.py | 20 ++++++++++++++++++++
 2 files changed, 46 insertions(+)

diff --git a/src/data_stream.py b/src/data_stream.py
index 256ee79..46117ae 100644
--- a/src/data_stream.py
+++ b/src/data_stream.py
@@ -45,11 +45,37 @@ class KlineStream:
         df.set_index("timestamp", inplace=True)
         return df
 
+    async def _preload_history(self, client: AsyncClient, limit: int = 200):
+        """REST API로 과거 캔들 데이터를 버퍼에 미리 채운다."""
+        logger.info(f"과거 캔들 {limit}개 로드 중...")
+        loop = asyncio.get_event_loop()
+        klines = await loop.run_in_executor(
+            None,
+            lambda: client.futures_klines(
+                symbol=self.symbol.upper(),
+                interval=self.interval,
+                limit=limit,
+            ),
+        )
+        # 마지막 캔들은 아직 닫히지 않았을 수 있으므로 제외
+        for k in klines[:-1]:
+            self.buffer.append({
+                "timestamp": k[0],
+                "open":      float(k[1]),
+                "high":      float(k[2]),
+                "low":       float(k[3]),
+                "close":     float(k[4]),
+                "volume":    float(k[5]),
+                "is_closed": True,
+            })
+        logger.info(f"과거 캔들 {len(self.buffer)}개 로드 완료 — 즉시 신호 계산 가능")
+
     async def start(self, api_key: str, api_secret: str):
         client = await AsyncClient.create(
             api_key=api_key,
             api_secret=api_secret,
         )
+        await self._preload_history(client)
         bm = BinanceSocketManager(client)
         stream_name = f"{self.symbol}@kline_{self.interval}"
         logger.info(f"WebSocket 스트림 시작: {stream_name}")
diff --git a/tests/test_data_stream.py b/tests/test_data_stream.py
index 8b92a66..82a6fa0 100644
--- a/tests/test_data_stream.py
+++ b/tests/test_data_stream.py
@@ -44,3 +44,23 @@ async def test_callback_called_on_closed_candle():
     }
     stream.handle_message(raw_msg)
     assert len(received) == 1
+
+
+@pytest.mark.asyncio
+async def test_preload_history_fills_buffer():
+    stream = KlineStream(symbol="XRPUSDT", interval="1m", buffer_size=200)
+
+    # REST API 응답 형식: [open_time, open, high, low, close, volume, ...]
+    fake_klines = [
+        [1700000000000 + i * 60000, "0.5", "0.51", "0.49", "0.505", "100000",
+         0, "0", "0", "0", "0", "0"]
+        for i in range(201)  # 201개 반환 → 마지막 1개 제외 → 200개 버퍼
+    ]
+
+    mock_client = MagicMock()
+    mock_client.futures_klines.return_value = fake_klines
+
+    await stream._preload_history(mock_client, limit=200)
+
+    assert len(stream.buffer) == 200
+    assert stream.get_dataframe() is not None