소스리뷰 버전 적용

backend/app/core/config.py

@@ -147,6 +147,7 @@ class Settings(BaseSettings):
     # Trading Settings (CLAUDE.md 섹션 6 기반)
     MAX_POSITION_SIZE: float = 0.04  # 1종목당 최대 3-4% (섹션 6.1)
     MAX_DAILY_TRADES: int = 5
+    MAX_DAILY_BUYS_PER_STOCK: int = 2  # 종목당 일일 최대 매수 횟수 (.env로 조정 가능)
     STOP_LOSS_PERCENT: float = -6.0  # 저변동 종목 손절 -6% (섹션 6.2)
     TAKE_PROFIT_PERCENT: float = 5.0  # 익절 기본값
     AUTO_TRADE_ENABLED: bool = True

backend/app/services/korea_investment_api.py

@@ -1030,6 +1030,55 @@ class KoreaInvestmentAPI:
                 "odno": None
             }
     
+    async def get_order_execution(self, order_id: str, is_domestic: bool = True) -> Dict[str, Any]:
+        """주문 체결 내역 단건 조회.
+
+        국내: TTTC8001R (실전) / VTTC8001R (모의)
+        Returns:
+            {"filled_qty": int, "filled_price": float}
+            체결 미확인 시 filled_qty=0 반환.
+        """
+        try:
+            account_number_prefix = self.account_number[:8]
+            account_number_suffix = self.account_number[8:]
+            is_virtual = "vts" in self.base_url.lower()
+            today = datetime.now().strftime("%Y%m%d")
+
+            if is_domestic:
+                tr_id = "VTTC8001R" if is_virtual else "TTTC8001R"
+                result, _ = await self._make_request(
+                    "GET",
+                    "/uapi/domestic-stock/v1/trading/inquire-ccnl",
+                    tr_id,
+                    params={
+                        "CANO": account_number_prefix,
+                        "ACNT_PRDT_CD": account_number_suffix,
+                        "INQR_STRT_DT": today,
+                        "INQR_END_DT": today,
+                        "SLL_BUY_DVSN_CD": "00",
+                        "INQR_DVSN": "00",
+                        "PDNO": "",
+                        "CCLD_DVSN": "00",
+                        "ORD_GNO_BRNO": "",
+                        "ODNO": order_id,
+                        "INQR_DVSN_3": "00",
+                        "INQR_DVSN_1": "",
+                        "CTX_AREA_FK100": "",
+                        "CTX_AREA_NK100": "",
+                    },
+                )
+                output = result.get("output1", [])
+                if output:
+                    row = output[0] if isinstance(output, list) else output
+                    filled_qty = int(row.get("tot_ccld_qty", 0) or 0)
+                    filled_price = float(row.get("avg_prvs", 0) or 0)
+                    return {"filled_qty": filled_qty, "filled_price": filled_price}
+            # 해외 체결 조회는 별도 TR_ID 필요 — 현재 미지원 (포트폴리오 동기화로 대체)
+            return {"filled_qty": 0, "filled_price": 0.0}
+        except Exception as e:
+            logger.debug(f"[get_order_execution] order_id={order_id} 조회 오류: {e}")
+            return {"filled_qty": 0, "filled_price": 0.0}
+
     async def cancel_order(self, order_id: str, quantity: int) -> Dict[str, Any]:
         """주문 취소"""
         try:

backend/app/services/order_dispatcher.py

@@ -0,0 +1,86 @@
+"""주문 실행 디스패처 — 국내/해외 공통 인터페이스.
+
+trade_executor.py 의 is_domestic 분기를 여기서 캡슐화.
+신규 시장(예: 일본, 홍콩) 추가 시 이 모듈만 수정.
+"""
+from __future__ import annotations
+
+import logging
+from typing import Protocol
+
+from app.services.korea_investment_api import korea_investment_api
+
+logger = logging.getLogger(__name__)
+
+
+class OrderDispatcher(Protocol):
+    """주문 실행 인터페이스."""
+
+    async def place(
+        self,
+        stock_code: str,
+        order_type: str,
+        quantity: int,
+        price: float,
+    ) -> dict: ...
+
+    async def get_execution(self, order_id: str) -> dict: ...
+
+    def adjust_price(self, price: float, order_type: str) -> float: ...
+
+
+class DomesticOrderDispatcher:
+    """국내 주식 주문 실행."""
+
+    async def place(
+        self,
+        stock_code: str,
+        order_type: str,
+        quantity: int,
+        price: float,
+        **_,
+    ) -> dict:
+        return await korea_investment_api.place_order(stock_code, order_type, quantity, price)
+
+    async def get_execution(self, order_id: str) -> dict:
+        return await korea_investment_api.get_order_execution(order_id, is_domestic=True)
+
+    def adjust_price(self, price: float, order_type: str) -> float:
+        """BUY +0.5% / SELL -0.5%, 원화 정수 반환."""
+        adjusted = price * 1.005 if order_type == "BUY" else price * 0.995
+        return float(int(adjusted))
+
+
+class OverseasOrderDispatcher:
+    """해외 주식 주문 실행."""
+
+    def __init__(self, exchange_code: str = "NASD"):
+        self.exchange_code = exchange_code
+
+    async def place(
+        self,
+        stock_code: str,
+        order_type: str,
+        quantity: int,
+        price: float,
+        **_,
+    ) -> dict:
+        return await korea_investment_api.place_overseas_order(
+            stock_code, order_type, quantity, float(price), self.exchange_code
+        )
+
+    async def get_execution(self, order_id: str) -> dict:
+        # 해외 체결 조회 미지원 — 포트폴리오 동기화로 대체
+        return {"filled_qty": 0, "filled_price": 0.0}
+
+    def adjust_price(self, price: float, order_type: str) -> float:
+        """BUY +0.5% / SELL -0.5%, USD 소수점 2자리 반환."""
+        adjusted = price * 1.005 if order_type == "BUY" else price * 0.995
+        return round(adjusted, 2)
+
+
+def get_dispatcher(is_domestic: bool, exchange_code: str = "NASD") -> DomesticOrderDispatcher | OverseasOrderDispatcher:
+    """is_domestic 에 따라 적절한 디스패처 반환."""
+    if is_domestic:
+        return DomesticOrderDispatcher()
+    return OverseasOrderDispatcher(exchange_code=exchange_code)

backend/app/services/signal_types.py

@@ -0,0 +1,53 @@
+"""신호 타입 Enum — 텍스트 키워드 오타/대소문자 오류 방지.
+
+technical_indicators.py 의 description 문자열과 1:1 매핑.
+trade_executor.py 에서 하드코딩 리스트 대신 사용.
+"""
+from enum import Enum
+
+
+class BuySignal(str, Enum):
+    정배열눌림목 = "정배열 눌림목 매수"
+    눌림목진입 = "눌림목 진입 매수타점"
+    RSI바닥탈출 = "RSI 바닥 탈출 반등"
+    RSI안정상승 = "RSI 안정 상승"
+    스토캐스틱과매도 = "스토캐스틱 과매도"
+    MA5상향 = "5일선 > 20일선"
+    MA20상향 = "20일선 > 60일선"
+    골든크로스 = "골든크로스"
+    볼린저하한선 = "볼린저 하한선 터치"
+    횡보장평균회귀 = "횡보장 — 평균회귀 유리"
+    거래량증가상승 = "거래량 증가와 상승"
+
+
+class SellSignal(str, Enum):
+    역배열하락 = "역배열 하락 매도타점"
+    RSI과매수 = "RSI 과매수"
+    스토캐스틱과매수 = "스토캐스틱 과매수"
+    데드크로스 = "데드크로스"
+    이동평균역배열 = "이동평균 역배열"
+    볼린저상한선 = "볼린저 상한선 돌파"
+    손절라인이탈 = "손절라인 이탈"
+
+
+class StrongBuySignal(str, Enum):
+    """매수 신호 중 '강한 신호' — 단독 매수 요건 충족."""
+    RSI바닥탈출 = "RSI 바닥 탈출 반등"
+    볼린저하한선 = "볼린저 하한선 터치"
+    눌림목진입 = "눌림목 진입 매수타점"
+    정배열눌림목 = "정배열 눌림목 매수"
+
+
+class BlockSignal(str, Enum):
+    """발생 시 매수를 즉시 차단하는 신호."""
+    이격도과열 = "이격도 과열"
+    매수금지 = "매수금지"
+    급등추격금지 = "급등 종목 추격 금지"
+    급등과열 = "급등과열"
+
+
+# 편의 상수 — 반복 list comprehension 없이 바로 사용 가능
+BUY_KEYWORDS: list[str] = [s.value for s in BuySignal]
+SELL_KEYWORDS: list[str] = [s.value for s in SellSignal]
+STRONG_BUY_KEYWORDS: list[str] = [s.value for s in StrongBuySignal]
+BLOCK_KEYWORDS: list[str] = [s.value for s in BlockSignal]

backend/app/services/technical_indicators.py

@@ -29,6 +29,24 @@ def _ma(values: list, window: int) -> Optional[float]:
         return None
 
 
+def _ema(values: list, window: int) -> Optional[float]:
+    """EMA(Exponential Moving Average) 계산.
+
+    SMA 시드 → 이후 지수 가중 평균 순차 적용.
+    values 길이가 window 미만이면 None 반환.
+    """
+    try:
+        if len(values) < window:
+            return None
+        k = 2.0 / (window + 1)
+        ema = sum(values[:window]) / window
+        for v in values[window:]:
+            ema = v * k + ema * (1 - k)
+        return ema
+    except Exception:
+        return None
+
+
 def _passes_uptrend(closes: list, ma_short: int = TREND_MA_SHORT, ma_long: int = TREND_MA_LONG, tol: float = TREND_TOLERANCE_PCT) -> Optional[bool]:
     if not closes or len(closes) < max(ma_short, ma_long):
         return None

backend/app/services/trade_executor.py

@@ -15,8 +15,9 @@ from app.services.loss_tracker import loss_tracker
 from app.services.market_analyzer import check_market_regime, _get_kst_now
 from app.services.mean_reversion_strategy import MarketRegime, calculate_position_size_v2
 from app.services.technical_indicators import (
-    TREND_FILTER_ENABLED, TREND_MA_SHORT, TREND_MA_LONG, TREND_TOLERANCE_PCT, _ma
+    TREND_FILTER_ENABLED, TREND_MA_SHORT, TREND_MA_LONG, TREND_TOLERANCE_PCT, _ma, _ema,
 )
+from app.services.signal_types import BUY_KEYWORDS, SELL_KEYWORDS, STRONG_BUY_KEYWORDS, BLOCK_KEYWORDS
 
 logger = logging.getLogger(__name__)
 
@@ -86,18 +87,18 @@ async def _place_order_with_retry(
             if attempt < max_retries - 1:
                 wait = 1 * (2 ** attempt)  # 1s → 2s → 4s
                 logger.warning(
-                    f"⚠️ 주문 실패 (rt_cd={result.get('rt_cd')}) "
+                    f"[ORDER_RETRY] {stock_code} {order_type} rt_cd={result.get('rt_cd')} "
-                    f"→ {wait}초 후 재시도 ({attempt + 1}/{max_retries}): {stock_code}"
+                    f"→ {wait}초 후 재시도 ({attempt + 1}/{max_retries})"
                 )
                 await asyncio.sleep(wait)
         except Exception as e:
             last_result = {"rt_cd": "-1", "msg1": str(e), "odno": None}
             if attempt < max_retries - 1:
                 wait = 1 * (2 ** attempt)
-                logger.warning(f"⚠️ 주문 예외 ({attempt + 1}/{max_retries}), {wait}초 후 재시도: {e}")
+                logger.warning(f"[ORDER_RETRY] {stock_code} {order_type} 예외 ({attempt + 1}/{max_retries}), {wait}초 후 재시도: {type(e).__name__}: {e}")
                 await asyncio.sleep(wait)
             else:
-                logger.error(f"❌ 주문 최대 재시도 초과: {stock_code} {order_type} — {e}")
+                logger.error(f"[ORDER_MAX_RETRY] {stock_code} {order_type} 최대 재시도 초과: {type(e).__name__}: {e}")
     return last_result or {"rt_cd": "-1", "msg1": "max_retries_exceeded", "odno": None}
 
 
@@ -108,11 +109,11 @@ async def _auto_cancel_if_pending(order_id: str, stock_code: str, quantity: int,
     try:
         result = await korea_investment_api.cancel_order(order_id, quantity)
         if result.get("rt_cd") == "0":
-            logger.info(f"미체결 자동 취소 완료: {stock_code} order_id={order_id}")
+            logger.info(f"[AUTO_CANCEL] 미체결 자동 취소 완료: {stock_code} order_id={order_id}")
         else:
-            logger.debug(f"[auto_cancel] {stock_code} — {result.get('msg1')} (이미 체결됐을 수 있음)")
+            logger.debug(f"[AUTO_CANCEL] {stock_code} — {result.get('msg1')} (이미 체결됐을 수 있음)")
     except Exception as e:
-        logger.debug(f"[auto_cancel] {stock_code} — {e}")
+        logger.debug(f"[AUTO_CANCEL] {stock_code} — {type(e).__name__}: {e}")
 
 
 # ── 계좌 정보 30초 인메모리 캐시 ──────────────────────────────────────────────
@@ -132,12 +133,179 @@ def _set_account_cache(available_cash: float, total_assets: float) -> None:
     _account_cache["ts"] = time.monotonic()
 
 
-# ── 지정가 ±0.5% 조정 — 체결률 향상 ──────────────────────────────────────────
+# ── 지정가 조정 — 체결률 향상 ──────────────────────────────────────────────────
-def _adjust_order_price(price: float, order_type: str) -> int:
+def _adjust_order_price(price: float, order_type: str, is_domestic: bool = True) -> float:
-    """BUY +0.5% / SELL -0.5% 지정가 조정."""
+    """BUY +0.5% / SELL -0.5% 지정가 조정.
+
+    국내: 원화 정수 반환 (KIS는 원화 단위 정수만 허용).
+    해외: 소수점 2자리 반환 (USD 단위).
+    """
     if order_type == "BUY":
-        return int(price * 1.005)
+        adjusted = price * 1.005
-    return int(price * 0.995)
+    else:
+        adjusted = price * 0.995
+
+    if is_domestic:
+        return float(int(adjusted))  # 원화 정수
+    return round(adjusted, 2)  # USD 소수점 2자리
+
+
+# ── Kelly Criterion 포지션 사이징 ─────────────────────────────────────────────
+async def _calculate_kelly_position(
+    db: AsyncSession,
+    stock_code: str,
+    total_assets: float,
+    available_cash: float,
+    max_per_position: float = 0.04,
+    lookback: int = 20,
+) -> float:
+    """Kelly Criterion 기반 최적 포지션 사이징 (Half-Kelly 적용).
+
+    f* = (p*b - (1-p)) / b
+    - p: 최근 N거래 승률
+    - b: 평균이익률 / 평균손실률
+    데이터 부족(< 5개)이면 0.0 반환 → 호출측에서 v2 fallback.
+    """
+    try:
+        recent = await db.execute(
+            select(TradeHistory)
+            .where(
+                TradeHistory.stock_code == stock_code,
+                TradeHistory.order_type == "SELL",
+                TradeHistory.status == "COMPLETED",
+                TradeHistory.profit_loss_rate.isnot(None),
+            )
+            .order_by(desc(TradeHistory.executed_at))
+            .limit(lookback)
+        )
+        trades = recent.scalars().all()
+        if len(trades) < 5:
+            return 0.0
+
+        rates = [float(t.profit_loss_rate) for t in trades]
+        wins = [r for r in rates if r > 0]
+        losses = [abs(r) for r in rates if r < 0]
+        if not wins or not losses:
+            return 0.0
+
+        p = len(wins) / len(rates)
+        b = (sum(wins) / len(wins)) / (sum(losses) / len(losses))
+        kelly_f = (p * b - (1 - p)) / b
+        half_kelly = max(0.0, kelly_f / 2)
+        clamped = min(half_kelly, max_per_position)
+        return min(total_assets * clamped, available_cash, total_assets * max_per_position)
+    except Exception as e:
+        logger.debug(f"[kelly] {stock_code} 계산 오류: {type(e).__name__}: {e}")
+        return 0.0
+
+
+# ── 체결 확인 + 부분 체결 처리 + 슬리피지 로깅 ───────────────────────────────
+async def _verify_and_sync_execution(
+    order_id: str,
+    stock_code: str,
+    stock_name: str,
+    ordered_quantity: int,
+    order_price: float,
+    order_type: str,
+    is_domestic: bool,
+    exchange_code: str,
+    db_trade_id: int,
+    delay: int = 3,
+) -> None:
+    """주문 후 KIS 체결 내역 조회 → DB 업데이트 + 슬리피지 기록 + 부분 체결 재주문."""
+    await asyncio.sleep(delay)
+
+    if not order_id:
+        await _delayed_sync_portfolio(0)
+        return
+
+    try:
+        exec_result = await korea_investment_api.get_order_execution(order_id, is_domestic)
+        filled_qty = int(exec_result.get("filled_qty", 0))
+        filled_price = float(exec_result.get("filled_price", order_price) or order_price)
+
+        # ── 슬리피지 계산 및 로깅 ─────────────────────────────────────────────
+        slippage_pct = 0.0
+        if order_price > 0 and filled_price > 0:
+            slippage_pct = ((filled_price - order_price) / order_price) * 100
+            logger.info(
+                f"[SLIPPAGE] {stock_code} {order_type} "
+                f"주문가={order_price:.2f} 체결가={filled_price:.2f} "
+                f"슬리피지={slippage_pct:+.3f}%"
+            )
+
+        # ── DB 업데이트 (별도 세션) ───────────────────────────────────────────
+        if filled_qty > 0:
+            async with AsyncSessionLocal() as session:
+                row = await session.execute(
+                    select(TradeHistory).where(TradeHistory.id == db_trade_id)
+                )
+                trade = row.scalar_one_or_none()
+                if trade:
+                    partial = filled_qty < ordered_quantity
+                    trade.executed_quantity = filled_qty
+                    trade.executed_price = Decimal(str(filled_price))
+                    trade.status = "PARTIAL" if partial else "COMPLETED"
+                    trade.executed_at = _get_kst_now()
+                    trade.slippage = Decimal(str(round(slippage_pct, 4)))
+                    await session.commit()
+
+                    # ── 부분 체결 → 미체결 수량 재주문 ──────────────────────
+                    if partial:
+                        remain = ordered_quantity - filled_qty
+                        logger.warning(
+                            f"[PARTIAL_FILL] {stock_code} {order_type} "
+                            f"{filled_qty}/{ordered_quantity}주 체결 → 잔여 {remain}주 재주문"
+                        )
+                        asyncio.create_task(
+                            _reorder_unfilled(
+                                stock_code=stock_code,
+                                stock_name=stock_name,
+                                order_type=order_type,
+                                quantity=remain,
+                                price=order_price,
+                                is_domestic=is_domestic,
+                                exchange_code=exchange_code,
+                            )
+                        )
+
+        await _delayed_sync_portfolio(0)
+
+    except Exception as e:
+        logger.warning(
+            f"[VERIFY_EXEC] {stock_code} {order_type} 체결 확인 실패 — "
+            f"{type(e).__name__}: {e} (포트폴리오 동기화만 실행)"
+        )
+        await _delayed_sync_portfolio(0)
+
+
+# ── 부분 체결 후 미체결 수량 재주문 ──────────────────────────────────────────
+async def _reorder_unfilled(
+    stock_code: str,
+    stock_name: str,
+    order_type: str,
+    quantity: int,
+    price: float,
+    is_domestic: bool,
+    exchange_code: str = "NASD",
+) -> None:
+    """부분 체결 잔여 수량 재주문 (1회 한정)."""
+    try:
+        result = await _place_order_with_retry(
+            is_domestic=is_domestic,
+            stock_code=stock_code,
+            order_type=order_type,
+            quantity=quantity,
+            price=price,
+            exchange_code=exchange_code,
+            max_retries=2,
+        )
+        if result.get("rt_cd") == "0":
+            logger.info(f"[REORDER] {stock_code} {order_type} 미체결 {quantity}주 재주문 성공")
+        else:
+            logger.warning(f"[REORDER] {stock_code} {order_type} 미체결 재주문 실패: {result.get('msg1')}")
+    except Exception as e:
+        logger.error(f"[REORDER_ERROR] {stock_code} {order_type}: {type(e).__name__}: {e}")
 
 
 async def _execute_buy(
@@ -152,7 +320,7 @@ async def _execute_buy(
     stock_code: str,
     stock_name: str,
 ) -> dict:
-    """BUY 주문 실행 로직 — 선체크 → semaphore → 주문 → TradeHistory 기록 → sync."""
+    """BUY 주문 실행 로직 — 선체크 → semaphore → 주문 → TradeHistory 기록 → 체결 확인."""
 
     # ── 1. 3일 급등 체크 (ATR 기반 동적 임계값) ───────────────────────────────
     try:
@@ -175,7 +343,6 @@ async def _execute_buy(
                     ((current_price - price_3days_ago) / price_3days_ago) * 100
                     if price_3days_ago > 0 else 0
                 )
-                # ATR 기반 동적 임계값: 최근 3일 평균 일간 변동폭 * 2, 최소 10%
                 try:
                     highs = (
                         [float(item.get("stck_hgpr", 0)) for item in chart_data[-4:]]
@@ -201,13 +368,16 @@ async def _execute_buy(
                 if recent_gain > surge_threshold:
                     return {"action": "HOLD", "stock": stock_name, "reason": "chase_buy_prevention"}
     except Exception as e:
-        logger.debug(f"[chase_buy] 차트 조회 실패, 우회: {stock_code} — {e}")
+        logger.debug(f"[SURGE_CHECK] {stock_code} 차트 조회 실패, 우회: {type(e).__name__}: {e}")
 
-    # ── 2. 트렌드 필터 ────────────────────────────────────────────────────────
+    # ── 2. 트렌드 필터 (MA + EMA 병행) ───────────────────────────────────────
     if TREND_FILTER_ENABLED:
         try:
             ma20 = stock.get("ma20")
             ma60 = stock.get("ma60")
+            ema20 = ema60 = None
+            closes_local: list = []
+
             if ma20 is None or ma60 is None:
                 if is_domestic:
                     chart_resp = await korea_investment_api.get_daily_chart(stock_code, "D")
@@ -219,14 +389,24 @@ async def _execute_buy(
                 if len(closes_local) >= max(TREND_MA_SHORT, TREND_MA_LONG):
                     ma20 = _ma(closes_local, TREND_MA_SHORT)
                     ma60 = _ma(closes_local, TREND_MA_LONG)
+                    ema20 = _ema(closes_local, TREND_MA_SHORT)
+                    ema60 = _ema(closes_local, TREND_MA_LONG)
 
-            if not (
+            ma_ok = bool(
                 ma20 and ma60
                 and float(ma20) >= float(ma60) * (1 - TREND_TOLERANCE_PCT)
                 and current_price >= float(ma20) * (1 - TREND_TOLERANCE_PCT)
-            ):
+            )
+            ema_ok = bool(
+                ema20 and ema60
+                and ema20 >= ema60 * (1 - TREND_TOLERANCE_PCT)
+                and current_price >= ema20 * (1 - TREND_TOLERANCE_PCT)
+            ) if ema20 and ema60 else False
+
+            if not (ma_ok or ema_ok):
                 return {"action": "HOLD", "stock": stock_name, "reason": "trend_filter"}
-        except Exception:
+        except Exception as e:
+            logger.debug(f"[TREND_FILTER] {stock_code}: {type(e).__name__}: {e}")
             return {"action": "HOLD", "stock": stock_name, "reason": "trend_filter_error"}
 
     # ── 3. 현금·자산 조회 (30초 캐시 활용) ──────────────────────────────────
@@ -256,7 +436,7 @@ async def _execute_buy(
     if pending_check.scalars().first():
         return {"action": "SKIP", "stock": stock_name, "reason": "already_ordered_today"}
 
-    # ── 5. 일 매수 횟수 제한 ─────────────────────────────────────────────────
+    # ── 5. 일 매수 횟수 제한 (settings 기반) ─────────────────────────────────
     daily_buy_check = await db.execute(
         select(TradeHistory).where(
             TradeHistory.stock_code == stock_code,
@@ -265,11 +445,18 @@ async def _execute_buy(
             TradeHistory.created_at >= daily_cutoff,
         )
     )
-    if len(daily_buy_check.scalars().all()) >= 2:
+    if len(daily_buy_check.scalars().all()) >= settings.MAX_DAILY_BUYS_PER_STOCK:
         return {"action": "HOLD", "stock": stock_name, "reason": "daily_trade_limit"}
 
-    # ── 6. 쿨다운 체크 ────────────────────────────────────────────────────────
+    # ── 6. 쿨다운 체크 (ATR 기반 동적) ──────────────────────────────────────
-    cooldown_min = int(stock.get("add_buy_cooldown_min", 30) or 30)
+    atr_val = float(stock.get("atr", 0) or 0)
+    if atr_val > 0 and current_price > 0:
+        atr_pct = atr_val / current_price * 100
+        # 고변동(ATR% > 3%) → 쿨다운 단축, 저변동 → 기본 30분
+        cooldown_min = max(15, int(30 - atr_pct * 3))
+    else:
+        cooldown_min = int(stock.get("add_buy_cooldown_min", 30) or 30)
+
     cooldown_check = await db.execute(
         select(TradeHistory)
         .where(
@@ -284,18 +471,24 @@ async def _execute_buy(
     if recent_buys and (_get_kst_now() - recent_buys[0].created_at).total_seconds() < cooldown_min * 60:
         return {"action": "HOLD", "stock": stock_name, "reason": "cooldown"}
 
-    # ── 7. 포지션 사이징 ──────────────────────────────────────────────────────
+    # ── 7. 포지션 사이징 (Kelly 우선, v2 fallback) ────────────────────────────
     current_value = float(holding.quantity * current_price) if holding else 0.0
     regime_str = stock.get("_regime_str", "bear")
     regime = MarketRegime.BULL if regime_str == "bull" else MarketRegime.BEAR
-    invest_amount = calculate_position_size_v2(
+
-        total_assets=total_assets,
+    invest_amount = await _calculate_kelly_position(
-        available_cash=available_cash,
+        db, stock_code, total_assets, available_cash
-        current_strategy_allocation=current_value,
-        regime=regime,
-        rsi=stock.get("rsi"),
-        adx=stock.get("adx_14"),
     )
+    if invest_amount <= 0:
+        # Kelly 데이터 부족 → v2 fallback
+        invest_amount = calculate_position_size_v2(
+            total_assets=total_assets,
+            available_cash=available_cash,
+            current_strategy_allocation=current_value,
+            regime=regime,
+            rsi=stock.get("rsi"),
+            adx=stock.get("adx_14"),
+        )
     if invest_amount <= 0 and total_assets <= 0:
         invest_amount = available_cash * 0.04
 
@@ -309,7 +502,7 @@ async def _execute_buy(
 
     # ── 9. 주문 실행 (종목별 세마포어 + 재시도) ───────────────────────────────
     try:
-        order_price = _adjust_order_price(current_price, "BUY")
+        order_price = _adjust_order_price(current_price, "BUY", is_domestic)
         async with _get_order_semaphore(stock_code):
             order_result = await _place_order_with_retry(
                 is_domestic=is_domestic,
@@ -345,21 +538,34 @@ async def _execute_buy(
             executed_at=_get_kst_now() if success else None,
         )
         db.add(trade)
+        await db.flush()   # id 확보
+        trade_id = trade.id
         await db.commit()
 
         if success:
-            # 즉시 캐시 반영 (UI 실시간성)
             try:
                 from app.api.endpoints.portfolio import portfolio_cache
                 portfolio_cache.apply_buy(stock_code, stock_name, quantity, current_price)
             except Exception:
                 pass
-            asyncio.create_task(_delayed_sync_portfolio(delay_seconds=3))
+            asyncio.create_task(
+                _verify_and_sync_execution(
+                    order_id=order_result.get("odno", ""),
+                    stock_code=stock_code,
+                    stock_name=stock_name,
+                    ordered_quantity=quantity,
+                    order_price=order_price,
+                    order_type="BUY",
+                    is_domestic=is_domestic,
+                    exchange_code=exchange_code,
+                    db_trade_id=trade_id,
+                    delay=3,
+                )
+            )
         elif is_pending:
-            # PENDING 주문 → 1분 후 자동 취소
+            order_id_val = order_result.get("odno")
-            order_id = order_result.get("odno")
+            if order_id_val:
-            if order_id:
+                asyncio.create_task(_auto_cancel_if_pending(order_id_val, stock_code, quantity))
-                asyncio.create_task(_auto_cancel_if_pending(order_id, stock_code, quantity))
 
         return {
             "action": "BUY",
@@ -369,7 +575,11 @@ async def _execute_buy(
             "success": success,
         }
 
+    except ValueError as e:
+        logger.error(f"[BUY_VALIDATION] {stock_code}: {e}")
+        return {"action": "BUY_FAILED", "stock": stock_name, "error": str(e)}
     except Exception as e:
+        logger.error(f"[BUY_ERROR] {stock_code}: {type(e).__name__}: {e}", exc_info=True)
         return {"action": "BUY_FAILED", "stock": stock_name, "error": str(e)}
     finally:
         await _release_order_lock(stock_code, "BUY")
@@ -386,7 +596,7 @@ async def _execute_sell(
     stock_code: str,
     stock_name: str,
 ) -> dict:
-    """SELL 주문 실행 로직 — 중복체크 선행 → semaphore → 주문 → TradeHistory 기록 → sync."""
+    """SELL 주문 실행 로직 — 중복체크 → semaphore → 주문 → TradeHistory → 체결 확인."""
 
     quantity = holding.quantity
     _avg = float(holding.average_price or 0)
@@ -402,12 +612,10 @@ async def _execute_sell(
     _avg_price = float(holding.average_price or 0)
     exit_reason_detail = f"손익률 {profit_loss_rate:.2f}%"
     if atr > 0 and _avg_price > 0:
-        # ATR 손절: 진입가 - 2.5*ATR (CLAUDE.md 규칙)
         atr_stop_price = _avg_price - 2.5 * atr
         atr_stop_pct = ((atr_stop_price / _avg_price) - 1) * 100
-        stop_loss = max(stop_loss, atr_stop_pct)  # 더 보수적인 값 사용
+        stop_loss = max(stop_loss, atr_stop_pct)
 
-        # 트레일링 스탑: 고점 - 1.5*ATR (CLAUDE.md 규칙)
         high_price = float(stock.get("high_price") or current_price)
         trailing_stop_price = high_price - 1.5 * atr
         if current_price <= trailing_stop_price and profit_loss_rate > 0:
@@ -418,7 +626,7 @@ async def _execute_sell(
         return {"action": "SKIP", "stock": stock_name, "reason": "order_lock_busy"}
 
     try:
-        # ── 1. 중복 주문 체크 (DB + Redis 락 이중 방어) ──────────────────────
+        # ── 1. 중복 주문 체크 (10초 이내) ────────────────────────────────────
         recent_cutoff = _get_kst_now() - timedelta(seconds=10)
         duplicate_check = await db.execute(
             select(TradeHistory).where(
@@ -431,7 +639,7 @@ async def _execute_sell(
             return {"action": "SKIP", "reason": "duplicate_order", "stock": stock_name}
 
         # ── 2. 주문 실행 (종목별 세마포어 + 재시도) ──────────────────────────
-        order_price = _adjust_order_price(current_price, "SELL")
+        order_price = _adjust_order_price(current_price, "SELL", is_domestic)
         async with _get_order_semaphore(stock_code):
             order_result = await _place_order_with_retry(
                 is_domestic=is_domestic,
@@ -469,10 +677,11 @@ async def _execute_sell(
             executed_at=_get_kst_now() if success else None,
         )
         db.add(trade)
+        await db.flush()   # id 확보
+        trade_id = trade.id
         await db.commit()
 
         if success:
-            # 즉시 캐시 반영
             try:
                 from app.api.endpoints.portfolio import portfolio_cache
                 avg = float(holding.average_price or current_price)
@@ -482,11 +691,24 @@ async def _execute_sell(
                 ]
             except Exception:
                 pass
-            asyncio.create_task(_delayed_sync_portfolio(delay_seconds=3))
+            asyncio.create_task(
+                _verify_and_sync_execution(
+                    order_id=order_result.get("odno", ""),
+                    stock_code=stock_code,
+                    stock_name=stock_name,
+                    ordered_quantity=quantity,
+                    order_price=order_price,
+                    order_type="SELL",
+                    is_domestic=is_domestic,
+                    exchange_code=exchange_code,
+                    db_trade_id=trade_id,
+                    delay=3,
+                )
+            )
         elif is_pending:
-            order_id = order_result.get("odno")
+            order_id_val = order_result.get("odno")
-            if order_id:
+            if order_id_val:
-                asyncio.create_task(_auto_cancel_if_pending(order_id, stock_code, quantity))
+                asyncio.create_task(_auto_cancel_if_pending(order_id_val, stock_code, quantity))
 
         return {
             "action": "SELL",
@@ -497,7 +719,11 @@ async def _execute_sell(
             "success": success,
         }
 
+    except ValueError as e:
+        logger.error(f"[SELL_VALIDATION] {stock_code}: {e}")
+        return {"action": "SELL_FAILED", "stock": stock_name, "error": str(e)}
     except Exception as e:
+        logger.error(f"[SELL_ERROR] {stock_code}: {type(e).__name__}: {e}", exc_info=True)
         return {"action": "SELL_FAILED", "stock": stock_name, "error": str(e)}
     finally:
         await _release_order_lock(stock_code, "SELL")
@@ -506,7 +732,7 @@ async def _execute_sell(
 async def execute_auto_trade_background(recommendations_response: dict, db: AsyncSession):
     """recommendations_response dict 에서 추천 종목을 꺼내 자동매매 실행."""
     if not isinstance(recommendations_response, dict):
-        logger.error("recommendations_response is not a dict: %r", recommendations_response)
+        logger.error("[AUTO_TRADE_BG] recommendations_response is not a dict: %r", recommendations_response)
         return
 
     try:
@@ -537,15 +763,15 @@ async def execute_auto_trade_background(recommendations_response: dict, db: Asyn
         unique_stocks: dict = {}
         for rule_group in rec_groups:
             if not isinstance(rule_group, dict):
-                logger.warning("Invalid rule_group: %r", rule_group)
+                logger.warning("[AUTO_TRADE_BG] Invalid rule_group: %r", rule_group)
                 continue
             stocks_list = rule_group.get("stocks")
             if not isinstance(stocks_list, list):
-                logger.warning("Invalid stocks list: %r", stocks_list)
+                logger.warning("[AUTO_TRADE_BG] Invalid stocks list: %r", stocks_list)
                 continue
             for stock in stocks_list:
                 if not isinstance(stock, dict):
-                    logger.warning("Skipping non-dict stock entry: %r", stock)
+                    logger.warning("[AUTO_TRADE_BG] Skipping non-dict stock entry: %r", stock)
                     continue
                 stock_code = stock.get("stock_code")
                 if stock_code not in unique_stocks:
@@ -560,7 +786,7 @@ async def execute_auto_trade_background(recommendations_response: dict, db: Asyn
 
         for stock in sorted_stocks[:max_trades]:
             if not isinstance(stock, dict):
-                logger.warning("Skipping invalid stock entry: %r", stock)
+                logger.warning("[AUTO_TRADE_BG] Skipping invalid stock entry: %r", stock)
                 continue
             try:
                 stock["_position_multiplier"] = position_multiplier
@@ -576,13 +802,13 @@ async def execute_auto_trade_background(recommendations_response: dict, db: Asyn
                 await asyncio.sleep(0.5)
 
             except Exception as e:
-                logger.error(f"Error executing auto-trade for {stock.get('stock_code')}: {e}")
+                logger.error(f"[AUTO_TRADE_BG] {stock.get('stock_code')} 처리 오류: {type(e).__name__}: {e}")
                 continue
 
     except Exception as e:
         logger.error(
-            f"❌ Background auto-trade error: {e} — "
+            f"[AUTO_TRADE_BG] 전체 오류: {type(e).__name__}: {e} — "
-            f"recommendations_response={recommendations_response!r}"
+            f"recommendations_response keys={list(recommendations_response.keys()) if isinstance(recommendations_response, dict) else '?'}"
         )
 
 
@@ -592,21 +818,20 @@ async def _background_sync_portfolio():
         async with AsyncSessionLocal() as session:
             await sync_portfolio(session, force=True)
     except Exception as e:
-        logger.error(f"Background portfolio sync failed: {e}")
+        logger.error(f"[PORTFOLIO_SYNC] 백그라운드 동기화 실패: {type(e).__name__}: {e}")
 
 
 async def _delayed_sync_portfolio(delay_seconds: int = 3):
     try:
         await asyncio.sleep(delay_seconds)
         from app.api.endpoints.portfolio import sync_portfolio
-
         async with AsyncSessionLocal() as session:
             try:
                 await sync_portfolio(session, force=True)
             except Exception as inner_e:
-                logger.error(f"Sync execution failed: {inner_e}")
+                logger.error(f"[PORTFOLIO_SYNC] 실행 실패: {type(inner_e).__name__}: {inner_e}")
     except Exception as e:
-        logger.error(f"Delayed portfolio sync failed: {e}")
+        logger.error(f"[PORTFOLIO_SYNC] 딜레이 동기화 실패: {type(e).__name__}: {e}")
 
 
 async def execute_auto_trade(stock: dict, db: AsyncSession):
@@ -668,67 +893,64 @@ async def execute_auto_trade(stock: dict, db: AsyncSession):
         )
         holding = result.scalar_one_or_none()
 
-        # ── 신호 분석 ─────────────────────────────────────────────────────────
+        # ── 신호 분석 (Enum 기반) ─────────────────────────────────────────────
         text_signals = " ".join(signals)
         try:
             score_val = float(stock.get("score", 0) or 0)
         except Exception:
             score_val = 0.0
 
-        buy_keywords = [
-            "정배열 눌림목 매수", "눌림목 진입 매수타점", "RSI 바닥 탈출 반등",
-            "RSI 안정 상승", "스토캐스틱 과매도", "5일선 > 20일선", "20일선 > 60일선",
-            "골든크로스", "볼린저 하한선 터치", "횡보장 — 평균회귀 유리", "거래량 증가와 상승",
-        ]
         signals_without_volume_weak = [s for s in signals if "거래량부족" not in s]
         text_signals_filtered = " ".join(signals_without_volume_weak)
-        should_buy = any(k in text_signals_filtered for k in buy_keywords)
+
+        should_buy = any(k in text_signals_filtered for k in BUY_KEYWORDS)
         if not signals_without_volume_weak and signals:
             should_buy = False
 
-        sell_keywords = [
+        should_sell = any(k in text_signals for k in SELL_KEYWORDS)
-            "역배열 하락 매도타점", "RSI 과매수", "스토캐스틱 과매수", "데드크로스",
-            "이동평균 역배열", "볼린저 상한선 돌파", "손절라인 이탈",
-        ]
-        should_sell = any(k in text_signals for k in sell_keywords)
 
+        # ── ML 가중치 통합 (60% ML + 40% 규칙) ──────────────────────────────
         ml_score_trade = stock.get("ml_score")
         ml_confidence_trade = stock.get("ml_confidence")
         ml_signal_trade = stock.get("ml_signal")
 
         if settings.ML_ENSEMBLE_ENABLED and ml_score_trade is not None:
-            if (
+            try:
-                ml_signal_trade == "BUY"
+                weighted_score = (
-                and ml_score_trade >= settings.ML_ENSEMBLE_BUY_THRESHOLD
+                    score_val * settings.ML_ENSEMBLE_RULE_WEIGHT
-                and (ml_confidence_trade or 0) >= settings.ML_ENSEMBLE_CONFIDENCE_MIN
+                    + float(ml_score_trade) * settings.ML_ENSEMBLE_ML_WEIGHT
-            ):
+                )
-                should_buy = True
+                if (
-            elif ml_signal_trade == "SELL" and (ml_confidence_trade or 0) >= 0.5:
+                    ml_signal_trade == "BUY"
-                should_sell = True
+                    and weighted_score >= settings.ML_ENSEMBLE_BUY_THRESHOLD
-            elif ml_signal_trade == "HOLD" and (ml_confidence_trade or 0) < settings.ML_ENSEMBLE_CONFIDENCE_MIN:
+                    and (ml_confidence_trade or 0) >= settings.ML_ENSEMBLE_CONFIDENCE_MIN
-                should_buy = False
+                ):
+                    should_buy = True
+                elif ml_signal_trade == "SELL" and (ml_confidence_trade or 0) >= 0.5:
+                    should_sell = True
+                elif (
+                    ml_signal_trade == "HOLD"
+                    and weighted_score < settings.ML_ENSEMBLE_BUY_THRESHOLD * 0.7
+                ):
+                    should_buy = False
+            except Exception as e:
+                logger.debug(f"[ML_WEIGHT] {stock_code} 가중치 계산 오류: {e}")
 
         has_rule = stock.get("rule_id") is not None
         if has_rule:
-            if "이격도 과열" in text_signals or "매수금지" in text_signals:
+            if any(b in text_signals for b in BLOCK_KEYWORDS):
                 return {"action": "HOLD", "stock": stock_name, "reason": "disparity_overheated"}
-            if "급등 종목 추격 금지" in text_signals or "급등과열" in text_signals:
-                return {"action": "HOLD", "stock": stock_name, "reason": "chase_buy_prevention"}
 
             ml_hold_active = settings.ML_ENSEMBLE_ENABLED and ml_signal_trade == "HOLD" and not should_buy
             if not ml_hold_active:
                 should_buy = True
         else:
-            if "급등과열" in text_signals or "이격도 과열" in text_signals or "매수금지" in text_signals:
+            if any(b in text_signals for b in BLOCK_KEYWORDS):
                 return {"action": "HOLD", "stock": stock_name, "reason": "overheat_no_rule"}
 
         if should_buy and not has_rule:
-            strong_buy_kw = [
+            has_strong_signal = any(k in text_signals_filtered for k in STRONG_BUY_KEYWORDS)
-                "RSI 바닥 탈출 반등", "볼린저 하한선 터치",
+            matched_count = sum(1 for k in BUY_KEYWORDS if k in text_signals_filtered)
-                "눌림목 진입 매수타점", "정배열 눌림목 매수",
-            ]
-            has_strong_signal = any(k in text_signals_filtered for k in strong_buy_kw)
-            matched_count = sum(1 for k in buy_keywords if k in text_signals_filtered)
             if not has_strong_signal and (matched_count < 2 or score_val < 2):
                 should_buy = False
 
@@ -757,5 +979,9 @@ async def execute_auto_trade(stock: dict, db: AsyncSession):
 
         return {"action": "HOLD", "stock": stock_name}
 
-    except Exception as e:
+    except ValueError as e:
+        logger.error(f"[TRADE_VALIDATION] {stock.get('stock_code')}: {e}")
+        return {"action": "ERROR", "error": str(e)}
+    except Exception as e:
+        logger.error(f"[TRADE_ERROR] {stock.get('stock_code')}: {type(e).__name__}: {e}", exc_info=True)
         return {"action": "ERROR", "error": str(e)}