feat: 매매일지 자동 생성 + 전략 자동 최적화 시스템 추가

- trade_analyzer.py: 거래 성과 분석(승률/손익비/전략별 패턴), 템플릿 기반 일지 자동 생성 - strategy_optimizer.py: 그리드 서치 기반 파라미터 최적화, Sharpe 10% 개선 시 자동 적용 - analysis.py: /performance /insights /generate-journals /optimize-strategy /optimization-history 엔드포인트 - journals.py: POST /generate/{trade_id}, GET /stats 엔드포인트 추가 - models.py: StrategyOptimizationLog 테이블 추가 - main.py: post_market_analyzer_scheduler (16:00 KST 자동 실행) - frontend: Analysis 페이지 추가 (성과 요약/인사이트/일지 생성/최적화 이력) Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-10 09:28:10 +09:00
parent f42e94fe6c
commit 2baf06a5fd
10 changed files with 1789 additions and 5 deletions
--- a/backend/app/api/endpoints/analysis.py
+++ b/backend/app/api/endpoints/analysis.py
@@ -0,0 +1,242 @@
+"""
+거래 성과 분석 + 전략 자동 최적화 API
+
+GET  /api/v1/analysis/performance?days=30      — 성과 통계
+GET  /api/v1/analysis/insights?days=30         — 전략 인사이트 + 개선 제안
+POST /api/v1/analysis/generate-journals        — 미생성 일지 일괄 생성
+POST /api/v1/analysis/optimize-strategy        — 전략 최적화 즉시 실행
+GET  /api/v1/analysis/optimization-history     — 최적화 이력
+"""
+import logging
+from datetime import datetime, date
+from typing import Any, Dict, List, Optional
+
+from fastapi import APIRouter, BackgroundTasks, Depends, Query
+from sqlalchemy import select, desc
+from sqlalchemy.ext.asyncio import AsyncSession
+
+from app.core.database import get_db, AsyncSessionLocal
+from app.models.models import StrategyOptimizationLog, TradeJournal
+from app.services.trade_analyzer import (
+    analyze_performance,
+    build_insights,
+    create_journal_record,
+    generate_journal_for_trade,
+    get_uncovered_trades,
+)
+from app.services.strategy_optimizer import (
+    get_last_optimization_date,
+    run_optimization,
+    save_optimization_log,
+)
+
+router = APIRouter()
+logger = logging.getLogger(__name__)
+
+
+# ─────────────────────────────────────────────────────────────────────────────
+# GET /performance
+# ─────────────────────────────────────────────────────────────────────────────
+
+@router.get("/performance")
+async def get_performance(
+    days: int = Query(default=30, ge=1, le=365, description="분석 기간 (일)"),
+    db: AsyncSession = Depends(get_db),
+) -> Dict[str, Any]:
+    """최근 N일 완료 거래 성과 통계 반환."""
+    try:
+        return await analyze_performance(db, days=days)
+    except Exception as e:
+        logger.error(f"performance 분석 실패: {e}", exc_info=True)
+        return {"error": str(e), "summary": {}, "total_trades": 0}
+
+
+# ─────────────────────────────────────────────────────────────────────────────
+# GET /insights
+# ─────────────────────────────────────────────────────────────────────────────
+
+@router.get("/insights")
+async def get_insights(
+    days: int = Query(default=30, ge=1, le=365),
+    db: AsyncSession = Depends(get_db),
+) -> Dict[str, Any]:
+    """전략 인사이트 및 개선 제안 반환."""
+    try:
+        perf = await analyze_performance(db, days=days)
+        insights = build_insights(perf)
+        last_opt_date = await get_last_optimization_date(db)
+        return {
+            "insights": insights,
+            "performance_summary": perf.get("summary", {}),
+            "last_optimization_date": last_opt_date.isoformat() if last_opt_date else None,
+            "period_days": days,
+            "generated_at": datetime.utcnow().isoformat(),
+        }
+    except Exception as e:
+        logger.error(f"insights 생성 실패: {e}", exc_info=True)
+        return {"insights": [], "error": str(e)}
+
+
+# ─────────────────────────────────────────────────────────────────────────────
+# POST /generate-journals
+# ─────────────────────────────────────────────────────────────────────────────
+
+async def _generate_journals_task(days: int = 7) -> Dict[str, Any]:
+    """백그라운드에서 미생성 일지를 일괄 생성."""
+    async with AsyncSessionLocal() as db:
+        try:
+            trades = await get_uncovered_trades(db, days=days)
+            if not trades:
+                return {"created": 0, "message": "생성할 미처리 거래 없음"}
+
+            perf = await analyze_performance(db, days=30)
+            created = 0
+            for trade in trades:
+                try:
+                    content = generate_journal_for_trade(trade, perf)
+                    await create_journal_record(db, trade, content)
+                    created += 1
+                except Exception as e:
+                    logger.warning(f"일지 생성 실패 ({trade.stock_code}): {e}")
+
+            await db.commit()
+            logger.info(f"✅ 매매일지 {created}건 생성 완료 (대상: {len(trades)}건)")
+            return {"created": created, "total_uncovered": len(trades)}
+        except Exception as e:
+            await db.rollback()
+            logger.error(f"일지 일괄 생성 실패: {e}", exc_info=True)
+            return {"created": 0, "error": str(e)}
+
+
+@router.post("/generate-journals")
+async def generate_journals(
+    background_tasks: BackgroundTasks,
+    days: int = Query(default=7, ge=1, le=30, description="최근 N일 내 미생성 거래 대상"),
+    db: AsyncSession = Depends(get_db),
+) -> Dict[str, Any]:
+    """일지가 없는 완료 거래에 대해 템플릿 기반 매매일지를 일괄 생성."""
+    try:
+        uncovered = await get_uncovered_trades(db, days=days)
+        count = len(uncovered)
+        if count == 0:
+            return {"status": "skipped", "message": "생성할 미처리 거래 없음", "queued": 0}
+
+        background_tasks.add_task(_generate_journals_task, days)
+        return {
+            "status": "started",
+            "message": f"{count}건의 거래 일지 생성을 시작했습니다.",
+            "queued": count,
+        }
+    except Exception as e:
+        logger.error(f"generate-journals 실패: {e}", exc_info=True)
+        return {"status": "error", "message": str(e)}
+
+
+# ─────────────────────────────────────────────────────────────────────────────
+# POST /optimize-strategy
+# ─────────────────────────────────────────────────────────────────────────────
+
+# 최적화 진행 상태 (단순 인메모리 플래그)
+_optimization_running: bool = False
+
+
+@router.post("/optimize-strategy")
+async def optimize_strategy(
+    background_tasks: BackgroundTasks,
+    days: int = Query(default=30, ge=7, le=180, description="성과 분석 기간"),
+    period_days: int = Query(default=90, ge=30, le=365, description="백테스트 기간"),
+) -> Dict[str, Any]:
+    """
+    전략 파라미터 최적화를 즉시 실행 (수동 트리거).
+
+    - 성과 분석 → 파라미터 그리드 서치 → Sharpe 10% 개선 시 자동 적용
+    - 백그라운드에서 실행 (수 분 소요 가능)
+    """
+    global _optimization_running
+    if _optimization_running:
+        return {"status": "already_running", "message": "최적화가 이미 실행 중입니다."}
+
+    async def _opt_task():
+        global _optimization_running
+        _optimization_running = True
+        try:
+            async with AsyncSessionLocal() as db:
+                perf = await analyze_performance(db, days=days)
+                result = await run_optimization(db, perf, trigger="manual", period_days=period_days)
+                await save_optimization_log(db, result, trigger="manual")
+                logger.info(f"✅ 수동 최적화 완료: applied={result.applied}, reason={result.apply_reason}")
+        except Exception as e:
+            logger.error(f"최적화 실패: {e}", exc_info=True)
+        finally:
+            _optimization_running = False
+
+    background_tasks.add_task(_opt_task)
+    return {
+        "status": "started",
+        "message": "전략 최적화를 시작했습니다. /optimization-history 에서 결과를 확인하세요.",
+        "performance_days": days,
+        "backtest_period_days": period_days,
+    }
+
+
+# ─────────────────────────────────────────────────────────────────────────────
+# GET /optimization-history
+# ─────────────────────────────────────────────────────────────────────────────
+
+@router.get("/optimization-history")
+async def get_optimization_history(
+    limit: int = Query(default=10, ge=1, le=50),
+    db: AsyncSession = Depends(get_db),
+) -> List[Dict[str, Any]]:
+    """전략 최적화 실행 이력 반환."""
+    try:
+        stmt = (
+            select(StrategyOptimizationLog)
+            .order_by(desc(StrategyOptimizationLog.created_at))
+            .limit(limit)
+        )
+        result = await db.execute(stmt)
+        logs = result.scalars().all()
+
+        return [
+            {
+                "id": log.id,
+                "run_date": log.run_date.isoformat() if log.run_date else None,
+                "trigger": log.trigger,
+                "period_days": log.period_days,
+                "best_sharpe": float(log.best_sharpe) if log.best_sharpe else None,
+                "current_sharpe": float(log.current_sharpe) if log.current_sharpe else None,
+                "sharpe_improvement_pct": (
+                    round(
+                        (float(log.best_sharpe) - float(log.current_sharpe))
+                        / max(abs(float(log.current_sharpe)), 0.001)
+                        * 100,
+                        2,
+                    )
+                    if log.best_sharpe and log.current_sharpe
+                    else None
+                ),
+                "best_win_rate": float(log.best_win_rate) if log.best_win_rate else None,
+                "best_mdd": float(log.best_mdd) if log.best_mdd else None,
+                "applied": log.applied,
+                "apply_reason": log.apply_reason,
+                "best_params": log.best_params,
+                "previous_params": log.previous_params,
+                "total_combinations": log.total_combinations,
+                "created_at": log.created_at.isoformat() if log.created_at else None,
+            }
+            for log in logs
+        ]
+    except Exception as e:
+        logger.error(f"optimization-history 조회 실패: {e}", exc_info=True)
+        return []
+
+
+# ─────────────────────────────────────────────────────────────────────────────
+# GET /optimization-status
+# ─────────────────────────────────────────────────────────────────────────────
+
+@router.get("/optimization-status")
+async def get_optimization_status() -> Dict[str, Any]:
+    """현재 최적화 실행 상태 조회."""
+    return {"running": _optimization_running}
--- a/backend/app/api/endpoints/journals.py
+++ b/backend/app/api/endpoints/journals.py
@@ -2,11 +2,13 @@
 매매일지 API 엔드포인트

 - GET /: 최근 AI 생성 매매일지 목록
+- GET /stats: 일지 통계 (전략별, 감정 분포)
 - GET /{journal_id}: 특정 일지 상세
+- POST /generate/{trade_id}: 특정 거래에 대한 일지 즉시 생성
 """
-from fastapi import APIRouter, Depends, Query
+from fastapi import APIRouter, Depends, HTTPException, Query
 from sqlalchemy.ext.asyncio import AsyncSession
-from sqlalchemy import select, desc
+from sqlalchemy import select, desc, func
 from typing import Optional
 from datetime import datetime, timezone
 import logging
@@ -19,7 +21,7 @@ def _utc_iso(dt: datetime | None) -> str | None:
    return dt.replace(tzinfo=timezone.utc).isoformat()

 from app.core.database import get_db
-from app.models.models import TradeJournal
+from app.models.models import TradeJournal, TradeHistory

 logger = logging.getLogger(__name__)

@@ -63,6 +65,81 @@ async def list_journals(
        return []


+@router.get("/stats")
+async def get_journal_stats(db: AsyncSession = Depends(get_db)):
+    """일지 통계: 전략별 / 감정별 분포."""
+    try:
+        result_mood = await db.execute(
+            select(TradeJournal.mood, func.count(TradeJournal.id).label("cnt"))
+            .group_by(TradeJournal.mood)
+        )
+        mood_dist = {row[0] or "unknown": row[1] for row in result_mood.fetchall()}
+
+        result_strat = await db.execute(
+            select(TradeJournal.strategy_name, func.count(TradeJournal.id).label("cnt"))
+            .group_by(TradeJournal.strategy_name)
+        )
+        strat_dist = {row[0] or "unknown": row[1] for row in result_strat.fetchall()}
+
+        total = sum(mood_dist.values())
+        return {
+            "total": total,
+            "by_mood": mood_dist,
+            "by_strategy": strat_dist,
+        }
+    except Exception as e:
+        logger.error(f"journal stats error: {e}", exc_info=True)
+        return {"total": 0, "by_mood": {}, "by_strategy": {}}
+
+
+@router.post("/generate/{trade_id}")
+async def generate_journal_for_trade_id(
+    trade_id: int,
+    db: AsyncSession = Depends(get_db),
+):
+    """특정 완료 거래(trade_id)에 대해 템플릿 기반 매매일지를 즉시 생성."""
+    from app.services.trade_analyzer import (
+        analyze_performance,
+        generate_journal_for_trade,
+        create_journal_record,
+    )
+    # 기존 일지 확인
+    existing = await db.execute(
+        select(TradeJournal).where(TradeJournal.trade_id == trade_id)
+    )
+    if existing.scalar_one_or_none():
+        raise HTTPException(status_code=409, detail="이미 일지가 존재합니다.")
+
+    # 거래 조회
+    trade_result = await db.execute(
+        select(TradeHistory).where(TradeHistory.id == trade_id)
+    )
+    trade = trade_result.scalar_one_or_none()
+    if not trade:
+        raise HTTPException(status_code=404, detail="거래 이력을 찾을 수 없습니다.")
+    if trade.order_type != "SELL" or trade.status != "FILLED":
+        raise HTTPException(status_code=400, detail="완료된 매도 거래에 대해서만 일지를 생성할 수 있습니다.")
+
+    perf = await analyze_performance(db, days=30)
+    content = generate_journal_for_trade(trade, perf)
+    journal = await create_journal_record(db, trade, content)
+    await db.commit()
+    await db.refresh(journal)
+
+    return {
+        "id": journal.id,
+        "trade_id": journal.trade_id,
+        "stock_code": journal.stock_code,
+        "stock_name": journal.stock_name,
+        "journal_date": _utc_iso(journal.journal_date),
+        "content": journal.content,
+        "strategy_name": journal.strategy_name,
+        "mood": journal.mood,
+        "tags": journal.tags,
+        "created_at": _utc_iso(journal.created_at),
+    }
+
+
@router.get("/{journal_id}")
 async def get_journal(journal_id: int, db: AsyncSession = Depends(get_db)):
    """특정 매매일지 상세 조회"""