""" log_parser.py — 봇 로그 파일을 감시하고 파싱하여 SQLite에 저장 봇 코드 수정 없이 동작. logs/ 디렉토리만 마운트하면 됨. 실행: python log_parser.py """ import re import sqlite3 import time import glob import os import json import threading from datetime import datetime, date from pathlib import Path # ── 설정 ────────────────────────────────────────────────────────── LOG_DIR = os.environ.get("LOG_DIR", "/app/logs") DB_PATH = os.environ.get("DB_PATH", "/app/data/dashboard.db") POLL_INTERVAL = int(os.environ.get("POLL_INTERVAL", "5")) # 초 # ── 정규식 패턴 (멀티심볼 [SYMBOL] 프리픽스 포함) ───────────────── PATTERNS = { "signal": re.compile( r"(?P\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2})" r".*\[(?P\w+)\] 신호: (?P\w+) \| 현재가: (?P[\d.]+) USDT" ), "adx": re.compile( r"(?P\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2})" r".*\[(?P\w+)\] ADX: (?P[\d.]+)" ), "microstructure": re.compile( r"(?P\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2})" r".*\[(?P\w+)\] OI=(?P[\d.]+), OI변화율=(?P[-\d.]+), 펀딩비=(?P[-\d.]+)" ), "position_recover": re.compile( r"(?P\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2})" r".*\[(?P\w+)\] 기존 포지션 복구: (?P\w+) \| 진입가=(?P[\d.]+) \| 수량=(?P[\d.]+)" ), "entry": re.compile( r"(?P\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2})" r".*\[(?P\w+)\] (?PSHORT|LONG) 진입: " r"가격=(?P[\d.]+), " r"수량=(?P[\d.]+), " r"SL=(?P[\d.]+), " r"TP=(?P[\d.]+)" r"(?:, RSI=(?P[\d.]+))?" r"(?:, MACD_H=(?P[+\-\d.]+))?" r"(?:, ATR=(?P[\d.]+))?" ), "close_detect": re.compile( r"(?P\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2})" r".*\[(?P\w+)\] 청산 감지\((?P\w+)\):\s*" r"exit=(?P[\d.]+),\s*" r"rp=(?P[+\-\d.]+),\s*" r"commission=(?P[\d.]+),\s*" r"net_pnl=(?P[+\-\d.]+)" ), "daily_pnl": re.compile( r"(?P\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2})" r".*\[(?P\w+)\] 오늘 누적 PnL: (?P[+\-\d.]+) USDT" ), "position_monitor": re.compile( r"(?P\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2})" r".*\[(?P\w+)\] 포지션 모니터 \| (?P\w+) \| " r"현재가=(?P[\d.]+) \| PnL=(?P[+\-\d.]+) USDT \((?P[+\-\d.]+)%\)" ), "bot_start": re.compile( r"(?P\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2})" r".*\[(?P\w+)\] 봇 시작, 레버리지 (?P\d+)x" ), "balance": re.compile( r"(?P\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2})" r".*\[(?P\w+)\] 기준 잔고 설정: (?P[\d.]+) USDT" ), "ml_filter": re.compile( r"(?P\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2})" r".*ML 필터 로드.*임계값=(?P[\d.]+)" ), } class LogParser: def __init__(self): Path(DB_PATH).parent.mkdir(parents=True, exist_ok=True) self.conn = sqlite3.connect(DB_PATH) self.conn.row_factory = sqlite3.Row self.conn.execute("PRAGMA journal_mode=WAL") self._init_db() self._file_positions = {} self._current_positions = {} # {symbol: position_dict} self._pending_candles = {} # {symbol: {ts_key: {data}}} self._balance = 0 def _init_db(self): self.conn.executescript(""" CREATE TABLE IF NOT EXISTS trades ( id INTEGER PRIMARY KEY AUTOINCREMENT, symbol TEXT NOT NULL, direction TEXT NOT NULL, entry_time TEXT NOT NULL, exit_time TEXT, entry_price REAL NOT NULL, exit_price REAL, quantity REAL, leverage INTEGER DEFAULT 10, sl REAL, tp REAL, rsi REAL, macd_hist REAL, atr REAL, adx REAL, expected_pnl REAL, actual_pnl REAL, commission REAL, net_pnl REAL, status TEXT NOT NULL DEFAULT 'OPEN', close_reason TEXT, extra TEXT ); CREATE TABLE IF NOT EXISTS candles ( id INTEGER PRIMARY KEY AUTOINCREMENT, symbol TEXT NOT NULL, ts TEXT NOT NULL, price REAL NOT NULL, signal TEXT, adx REAL, oi REAL, oi_change REAL, funding_rate REAL, UNIQUE(symbol, ts) ); CREATE TABLE IF NOT EXISTS daily_pnl ( symbol TEXT NOT NULL, date TEXT NOT NULL, cumulative_pnl REAL DEFAULT 0, trade_count INTEGER DEFAULT 0, wins INTEGER DEFAULT 0, losses INTEGER DEFAULT 0, last_updated TEXT, PRIMARY KEY(symbol, date) ); CREATE TABLE IF NOT EXISTS bot_status ( key TEXT PRIMARY KEY, value TEXT, updated_at TEXT ); CREATE TABLE IF NOT EXISTS parse_state ( filepath TEXT PRIMARY KEY, position INTEGER DEFAULT 0 ); CREATE INDEX IF NOT EXISTS idx_candles_symbol_ts ON candles(symbol, ts); CREATE INDEX IF NOT EXISTS idx_trades_status ON trades(status); CREATE INDEX IF NOT EXISTS idx_trades_symbol ON trades(symbol); """) self.conn.commit() self._load_state() def _load_state(self): rows = self.conn.execute("SELECT filepath, position FROM parse_state").fetchall() self._file_positions = {r["filepath"]: r["position"] for r in rows} # 심볼별 열린 포지션 복원 open_trades = self.conn.execute( "SELECT * FROM trades WHERE status='OPEN' ORDER BY id DESC" ).fetchall() for row in open_trades: sym = row["symbol"] if sym not in self._current_positions: self._current_positions[sym] = dict(row) def _save_position(self, filepath, pos): self.conn.execute( "INSERT INTO parse_state(filepath, position) VALUES(?,?) " "ON CONFLICT(filepath) DO UPDATE SET position=?", (filepath, pos, pos) ) self.conn.commit() def _set_status(self, key, value): now = datetime.now().isoformat() self.conn.execute( "INSERT INTO bot_status(key, value, updated_at) VALUES(?,?,?) " "ON CONFLICT(key) DO UPDATE SET value=?, updated_at=?", (key, str(value), now, str(value), now) ) self.conn.commit() # ── 메인 루프 ──────────────────────────────────────────────── def run(self): print(f"[LogParser] 시작 — LOG_DIR={LOG_DIR}, DB={DB_PATH}, 폴링={POLL_INTERVAL}s") while True: try: self._scan_logs() except Exception as e: print(f"[LogParser] 에러: {e}") time.sleep(POLL_INTERVAL) def _scan_logs(self): log_files = sorted(glob.glob(os.path.join(LOG_DIR, "bot*.log"))) main_log = os.path.join(LOG_DIR, "bot.log") if os.path.exists(main_log): log_files.append(main_log) for filepath in log_files: self._parse_file(filepath) def _parse_file(self, filepath): last_pos = self._file_positions.get(filepath, 0) try: file_size = os.path.getsize(filepath) except OSError: return if file_size < last_pos: last_pos = 0 if file_size == last_pos: return with open(filepath, "r", encoding="utf-8", errors="ignore") as f: f.seek(last_pos) new_lines = f.readlines() new_pos = f.tell() for line in new_lines: self._parse_line(line.strip()) self._file_positions[filepath] = new_pos self._save_position(filepath, new_pos) # ── 한 줄 파싱 ────────────────────────────────────────────── def _parse_line(self, line): if not line: return # 봇 시작 m = PATTERNS["bot_start"].search(line) if m: symbol = m.group("symbol") self._set_status(f"{symbol}:leverage", m.group("leverage")) self._set_status(f"{symbol}:last_start", m.group("ts")) return # 잔고 m = PATTERNS["balance"].search(line) if m: self._balance = float(m.group("balance")) self._set_status("balance", m.group("balance")) return # ML 필터 m = PATTERNS["ml_filter"].search(line) if m: self._set_status("ml_threshold", m.group("threshold")) return # 포지션 모니터 (5분 간격 현재가·PnL 갱신) m = PATTERNS["position_monitor"].search(line) if m: symbol = m.group("symbol") self._set_status(f"{symbol}:current_price", m.group("price")) self._set_status(f"{symbol}:unrealized_pnl", m.group("pnl")) self._set_status(f"{symbol}:unrealized_pnl_pct", m.group("pnl_pct")) return # 포지션 복구 (재시작 시) m = PATTERNS["position_recover"].search(line) if m: self._handle_entry( ts=m.group("ts"), symbol=m.group("symbol"), direction=m.group("direction"), entry_price=float(m.group("entry_price")), qty=float(m.group("qty")), is_recovery=True, ) return # 포지션 진입 m = PATTERNS["entry"].search(line) if m: self._handle_entry( ts=m.group("ts"), symbol=m.group("symbol"), direction=m.group("direction"), entry_price=float(m.group("entry_price")), qty=float(m.group("qty")), sl=float(m.group("sl")), tp=float(m.group("tp")), rsi=float(m.group("rsi")) if m.group("rsi") else None, macd_hist=float(m.group("macd_hist")) if m.group("macd_hist") else None, atr=float(m.group("atr")) if m.group("atr") else None, ) return # OI/펀딩비 (캔들 데이터에 합침) m = PATTERNS["microstructure"].search(line) if m: symbol = m.group("symbol") ts_key = m.group("ts")[:16] if symbol not in self._pending_candles: self._pending_candles[symbol] = {} if ts_key not in self._pending_candles[symbol]: self._pending_candles[symbol][ts_key] = {} self._pending_candles[symbol][ts_key].update({ "oi": float(m.group("oi")), "oi_change": float(m.group("oi_change")), "funding": float(m.group("funding")), }) return # ADX m = PATTERNS["adx"].search(line) if m: symbol = m.group("symbol") ts_key = m.group("ts")[:16] if symbol not in self._pending_candles: self._pending_candles[symbol] = {} if ts_key not in self._pending_candles[symbol]: self._pending_candles[symbol][ts_key] = {} self._pending_candles[symbol][ts_key]["adx"] = float(m.group("adx")) return # 신호 + 현재가 → 캔들 저장 m = PATTERNS["signal"].search(line) if m: symbol = m.group("symbol") ts = m.group("ts") ts_key = ts[:16] price = float(m.group("price")) signal = m.group("signal") extra = self._pending_candles.get(symbol, {}).pop(ts_key, {}) self._set_status(f"{symbol}:current_price", str(price)) self._set_status(f"{symbol}:current_signal", signal) self._set_status(f"{symbol}:last_candle_time", ts) try: self.conn.execute( """INSERT INTO candles(symbol, ts, price, signal, adx, oi, oi_change, funding_rate) VALUES(?,?,?,?,?,?,?,?) ON CONFLICT(symbol, ts) DO UPDATE SET price=?, signal=?, adx=?, oi=?, oi_change=?, funding_rate=?""", (symbol, ts, price, signal, extra.get("adx"), extra.get("oi"), extra.get("oi_change"), extra.get("funding"), price, signal, extra.get("adx"), extra.get("oi"), extra.get("oi_change"), extra.get("funding")), ) self.conn.commit() except Exception as e: print(f"[LogParser] 캔들 저장 에러: {e}") return # 청산 감지 m = PATTERNS["close_detect"].search(line) if m: self._handle_close( ts=m.group("ts"), symbol=m.group("symbol"), exit_price=float(m.group("exit_price")), expected_pnl=float(m.group("expected")), commission=float(m.group("commission")), net_pnl=float(m.group("net_pnl")), reason=m.group("reason"), ) return # 일일 누적 PnL m = PATTERNS["daily_pnl"].search(line) if m: symbol = m.group("symbol") ts = m.group("ts") day = ts[:10] pnl = float(m.group("pnl")) self.conn.execute( """INSERT INTO daily_pnl(symbol, date, cumulative_pnl, last_updated) VALUES(?,?,?,?) ON CONFLICT(symbol, date) DO UPDATE SET cumulative_pnl=?, last_updated=?""", (symbol, day, pnl, ts, pnl, ts) ) self.conn.commit() self._set_status(f"{symbol}:daily_pnl", str(pnl)) return # ── 포지션 진입 핸들러 ─────────────────────────────────────── def _handle_entry(self, ts, symbol, direction, entry_price, qty, leverage=None, sl=None, tp=None, is_recovery=False, rsi=None, macd_hist=None, atr=None): if leverage is None: leverage = 10 # 중복 체크 — 같은 심볼+방향의 OPEN 포지션이 이미 있으면 스킵 current = self._current_positions.get(symbol) if current and current.get("direction") == direction: return existing = self.conn.execute( "SELECT id, entry_price FROM trades WHERE status='OPEN' AND symbol=? AND direction=?", (symbol, direction), ).fetchone() if existing: self._current_positions[symbol] = { "id": existing["id"], "direction": direction, "entry_price": existing["entry_price"], "entry_time": ts, } return cur = self.conn.execute( """INSERT INTO trades(symbol, direction, entry_time, entry_price, quantity, leverage, sl, tp, status, extra, rsi, macd_hist, atr) VALUES(?,?,?,?,?,?,?,?,?,?,?,?,?)""", (symbol, direction, ts, entry_price, qty, leverage, sl, tp, "OPEN", json.dumps({"recovery": is_recovery}), rsi, macd_hist, atr), ) self.conn.commit() self._current_positions[symbol] = { "id": cur.lastrowid, "direction": direction, "entry_price": entry_price, "entry_time": ts, } self._set_status(f"{symbol}:position_status", "OPEN") self._set_status(f"{symbol}:position_direction", direction) self._set_status(f"{symbol}:position_entry_price", str(entry_price)) print(f"[LogParser] {symbol} 포지션 진입: {direction} @ {entry_price} (recovery={is_recovery})") # ── 포지션 청산 핸들러 ─────────────────────────────────────── def _handle_close(self, ts, symbol, exit_price, expected_pnl, commission, net_pnl, reason): # 해당 심볼의 OPEN 거래만 닫음 open_trades = self.conn.execute( "SELECT id FROM trades WHERE status='OPEN' AND symbol=? ORDER BY id DESC", (symbol,), ).fetchall() if not open_trades: print(f"[LogParser] 경고: {symbol} 청산 감지했으나 열린 포지션 없음") return primary_id = open_trades[0]["id"] self.conn.execute( """UPDATE trades SET exit_time=?, exit_price=?, expected_pnl=?, actual_pnl=?, commission=?, net_pnl=?, status='CLOSED', close_reason=? WHERE id=?""", (ts, exit_price, expected_pnl, expected_pnl, commission, net_pnl, reason, primary_id) ) if len(open_trades) > 1: stale_ids = [r["id"] for r in open_trades[1:]] self.conn.execute( f"DELETE FROM trades WHERE id IN ({','.join('?' * len(stale_ids))})", stale_ids, ) print(f"[LogParser] {symbol} 중복 OPEN 거래 {len(stale_ids)}건 삭제") # 심볼별 일별 요약 day = ts[:10] win = 1 if net_pnl > 0 else 0 loss = 1 if net_pnl <= 0 else 0 self.conn.execute( """INSERT INTO daily_pnl(symbol, date, cumulative_pnl, trade_count, wins, losses, last_updated) VALUES(?, ?, ?, 1, ?, ?, ?) ON CONFLICT(symbol, date) DO UPDATE SET trade_count = trade_count + 1, wins = wins + ?, losses = losses + ?, last_updated = ?""", (symbol, day, net_pnl, win, loss, ts, win, loss, ts) ) self.conn.commit() self._set_status(f"{symbol}:position_status", "NONE") print(f"[LogParser] {symbol} 포지션 청산: {reason} @ {exit_price}, PnL={net_pnl}") self._current_positions.pop(symbol, None) if __name__ == "__main__": parser = LogParser() parser.run()