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>

frontend/src/App.tsx

@@ -4,6 +4,7 @@ import TradeHistory from './pages/TradeHistory'
 import MCPStatus from './pages/MCPStatus'
 import StrategySettings from './pages/StrategySettings'
 import Backtest from './pages/Backtest'
+import Analysis from './pages/Analysis'
 import Layout from './components/Layout'
 
 function App() {
@@ -15,6 +16,7 @@ function App() {
                 <Route path="/mcp" element={<MCPStatus />} />
                 <Route path="/strategy" element={<StrategySettings />} />
                 <Route path="/backtest" element={<Backtest />} />
+                <Route path="/analysis" element={<Analysis />} />
             </Routes>
         </Layout>
     )

frontend/src/components/Layout.tsx

@@ -1,5 +1,5 @@
 import { Link, useLocation } from 'react-router-dom'
-import { LayoutDashboard, History, Cpu, Activity, SlidersHorizontal, BarChart3 } from 'lucide-react'
+import { LayoutDashboard, History, Cpu, Activity, SlidersHorizontal, BarChart3, TrendingUp } from 'lucide-react'
 import { useQuery } from '@tanstack/react-query'
 import api from '../lib/api'
 import { useWebSocket } from '../hooks/useWebSocket'
@@ -20,6 +20,7 @@ const Layout = ({ children }: LayoutProps) => {
 
     const navItems = [
         { path: '/', icon: LayoutDashboard, label: '대시보드' },
+        { path: '/analysis', icon: TrendingUp, label: '성과 분석' },
         { path: '/strategy', icon: SlidersHorizontal, label: '전략 설정' },
         { path: '/backtest', icon: BarChart3, label: '백테스트' },
         { path: '/trades', icon: History, label: '매매 로그' },

frontend/src/pages/Analysis.tsx

@@ -0,0 +1,489 @@
+import { useState } from 'react'
+import { useQuery, useMutation, useQueryClient } from '@tanstack/react-query'
+import {
+    TrendingUp, TrendingDown, Target, AlertTriangle, CheckCircle, Info,
+    Play, RefreshCw, BookOpen, Zap, ChevronDown, ChevronUp
+} from 'lucide-react'
+import api from '../lib/api'
+
+// ── 타입 정의 ─────────────────────────────────────────────────────────────────
+
+interface PerformanceSummary {
+    total_trades: number
+    win_trades: number
+    loss_trades: number
+    win_rate: number
+    avg_win_pct: number
+    avg_loss_pct: number
+    profit_factor: number
+    gross_profit: number
+    gross_loss: number
+    net_pnl: number
+    max_consecutive_loss: number
+    risk_reward_ratio: number
+}
+
+interface PerformanceData {
+    summary: PerformanceSummary
+    by_strategy: Record<string, { total: number; win_rate: number; avg_return: number }>
+    by_exit_type: Record<string, { count: number; avg_return: number; win_rate: number }>
+    worst_stocks: { stock_code: string; net_pnl: number }[]
+    best_stocks: { stock_code: string; net_pnl: number }[]
+    period_days: number
+    total_trades: number
+    generated_at: string
+}
+
+interface Insight {
+    level: 'info' | 'warning' | 'danger'
+    message: string
+}
+
+interface OptimizationLog {
+    id: number
+    run_date: string
+    trigger: string
+    best_sharpe: number | null
+    current_sharpe: number | null
+    sharpe_improvement_pct: number | null
+    best_win_rate: number | null
+    best_mdd: number | null
+    applied: boolean
+    apply_reason: string
+    best_params: Record<string, unknown> | null
+    previous_params: Record<string, unknown> | null
+    total_combinations: number | null
+    created_at: string
+}
+
+// ── 유틸 함수 ─────────────────────────────────────────────────────────────────
+
+const fmt = (n: number | null | undefined, digits = 2) =>
+    n == null ? '-' : n.toFixed(digits)
+
+const fmtKRW = (n: number | null | undefined) =>
+    n == null ? '-' : `${n >= 0 ? '+' : ''}${n.toLocaleString('ko-KR')}원`
+
+// ── 서브 컴포넌트: 통계 카드 ──────────────────────────────────────────────────
+
+const StatCard = ({
+    label, value, sub, color = 'blue', icon: Icon,
+}: {
+    label: string
+    value: string | number
+    sub?: string
+    color?: 'blue' | 'green' | 'red' | 'yellow' | 'purple'
+    icon?: React.ElementType
+}) => {
+    const colorMap = {
+        blue: 'border-blue-500/30 bg-blue-500/5',
+        green: 'border-green-500/30 bg-green-500/5',
+        red: 'border-red-500/30 bg-red-500/5',
+        yellow: 'border-yellow-500/30 bg-yellow-500/5',
+        purple: 'border-purple-500/30 bg-purple-500/5',
+    }
+    const textMap = {
+        blue: 'text-blue-400', green: 'text-green-400', red: 'text-red-400',
+        yellow: 'text-yellow-400', purple: 'text-purple-400',
+    }
+    return (
+        <div className={`rounded-lg border p-4 ${colorMap[color]}`}>
+            <div className="flex items-center gap-2 mb-1">
+                {Icon && <Icon size={14} className={textMap[color]} />}
+                <span className="text-xs text-gray-400">{label}</span>
+            </div>
+            <div className={`text-2xl font-bold ${textMap[color]}`}>{value}</div>
+            {sub && <div className="text-xs text-gray-500 mt-0.5">{sub}</div>}
+        </div>
+    )
+}
+
+// ── 서브 컴포넌트: 인사이트 배지 ─────────────────────────────────────────────
+
+const InsightBadge = ({ insight }: { insight: Insight }) => {
+    const map = {
+        info: { bg: 'bg-blue-500/10 border-blue-500/20', text: 'text-blue-300', Icon: Info },
+        warning: { bg: 'bg-yellow-500/10 border-yellow-500/20', text: 'text-yellow-300', Icon: AlertTriangle },
+        danger: { bg: 'bg-red-500/10 border-red-500/20', text: 'text-red-300', Icon: AlertTriangle },
+    }
+    const { bg, text, Icon } = map[insight.level]
+    return (
+        <div className={`flex items-start gap-2 p-3 rounded-lg border ${bg} text-sm`}>
+            <Icon size={14} className={`${text} mt-0.5 flex-shrink-0`} />
+            <span className={text}>{insight.message}</span>
+        </div>
+    )
+}
+
+// ── 메인 컴포넌트 ─────────────────────────────────────────────────────────────
+
+export default function Analysis() {
+    const queryClient = useQueryClient()
+    const [days, setDays] = useState(30)
+    const [expandedOptLog, setExpandedOptLog] = useState<number | null>(null)
+
+    // 성과 데이터
+    const { data: perf, isLoading: perfLoading } = useQuery<PerformanceData>({
+        queryKey: ['analysis-performance', days],
+        queryFn: async () => (await api.get(`/analysis/performance?days=${days}`)).data,
+        refetchInterval: 60_000,
+    })
+
+    // 인사이트
+    const { data: insightsData, isLoading: insightsLoading } = useQuery<{
+        insights: Insight[]
+        last_optimization_date: string | null
+    }>({
+        queryKey: ['analysis-insights', days],
+        queryFn: async () => (await api.get(`/analysis/insights?days=${days}`)).data,
+        refetchInterval: 60_000,
+    })
+
+    // 최적화 이력
+    const { data: optHistory = [], isLoading: optHistLoading } = useQuery<OptimizationLog[]>({
+        queryKey: ['optimization-history'],
+        queryFn: async () => (await api.get('/analysis/optimization-history?limit=10')).data,
+        refetchInterval: 30_000,
+    })
+
+    // 최적화 상태
+    const { data: optStatus } = useQuery<{ running: boolean }>({
+        queryKey: ['optimization-status'],
+        queryFn: async () => (await api.get('/analysis/optimization-status')).data,
+        refetchInterval: 5_000,
+    })
+
+    // 일지 생성 뮤테이션
+    const generateJournals = useMutation({
+        mutationFn: () => api.post('/analysis/generate-journals?days=7'),
+        onSuccess: () => {
+            alert('일지 생성을 시작했습니다. 잠시 후 매매 로그에서 확인하세요.')
+        },
+    })
+
+    // 전략 최적화 뮤테이션
+    const optimizeStrategy = useMutation({
+        mutationFn: () =>
+            api.post(`/analysis/optimize-strategy?days=${days}&period_days=90`),
+        onSuccess: () => {
+            alert('전략 최적화를 시작했습니다. 수 분 후 최적화 이력에서 결과를 확인하세요.')
+            setTimeout(() => queryClient.invalidateQueries({ queryKey: ['optimization-history'] }), 10_000)
+        },
+    })
+
+    const summary = perf?.summary
+    const insights = insightsData?.insights || []
+    const isOptimizing = optStatus?.running || optimizeStrategy.isPending
+
+    return (
+        <div className="p-6 space-y-6 max-w-6xl mx-auto">
+            {/* 헤더 */}
+            <div className="flex items-center justify-between">
+                <div>
+                    <h1 className="text-2xl font-bold text-white">성과 분석</h1>
+                    <p className="text-sm text-gray-400 mt-1">매매 일지 자동 생성 & 전략 자동 최적화</p>
+                </div>
+                <div className="flex items-center gap-3">
+                    <select
+                        value={days}
+                        onChange={(e) => setDays(Number(e.target.value))}
+                        className="bg-gray-800 border border-gray-700 text-gray-300 rounded-md px-3 py-1.5 text-sm"
+                    >
+                        <option value={7}>최근 7일</option>
+                        <option value={30}>최근 30일</option>
+                        <option value={90}>최근 90일</option>
+                    </select>
+                    <button
+                        onClick={() => queryClient.invalidateQueries({ queryKey: ['analysis-performance', days] })}
+                        className="p-2 rounded-lg bg-gray-800 border border-gray-700 text-gray-400 hover:text-white transition-colors"
+                    >
+                        <RefreshCw size={16} />
+                    </button>
+                </div>
+            </div>
+
+            {/* 성과 요약 카드 */}
+            {perfLoading ? (
+                <div className="text-gray-500 text-sm">성과 데이터 로딩 중...</div>
+            ) : summary && summary.total_trades > 0 ? (
+                <div className="grid grid-cols-2 md:grid-cols-4 gap-4">
+                    <StatCard
+                        label="승률"
+                        value={`${fmt(summary.win_rate)}%`}
+                        sub={`${summary.win_trades}승 / ${summary.loss_trades}패`}
+                        color={summary.win_rate >= 50 ? 'green' : summary.win_rate >= 40 ? 'yellow' : 'red'}
+                        icon={Target}
+                    />
+                    <StatCard
+                        label="Profit Factor"
+                        value={fmt(summary.profit_factor)}
+                        sub="총수익 / 총손실"
+                        color={summary.profit_factor >= 1.5 ? 'green' : summary.profit_factor >= 1.0 ? 'yellow' : 'red'}
+                        icon={TrendingUp}
+                    />
+                    <StatCard
+                        label="손익비"
+                        value={fmt(summary.risk_reward_ratio)}
+                        sub={`평균수익 ${fmt(summary.avg_win_pct)}% / 평균손실 ${fmt(summary.avg_loss_pct)}%`}
+                        color={summary.risk_reward_ratio >= 1.5 ? 'green' : summary.risk_reward_ratio >= 1.0 ? 'yellow' : 'red'}
+                        icon={TrendingDown}
+                    />
+                    <StatCard
+                        label="순손익"
+                        value={fmtKRW(summary.net_pnl)}
+                        sub={`최대연속손실 ${summary.max_consecutive_loss}회`}
+                        color={summary.net_pnl >= 0 ? 'green' : 'red'}
+                        icon={summary.net_pnl >= 0 ? TrendingUp : TrendingDown}
+                    />
+                </div>
+            ) : (
+                <div className="rounded-lg border border-gray-700 bg-gray-800/30 p-8 text-center text-gray-400">
+                    최근 {days}일 내 완료된 매도 거래가 없습니다.
+                </div>
+            )}
+
+            <div className="grid grid-cols-1 lg:grid-cols-2 gap-6">
+                {/* 전략별 성과 */}
+                <div className="rounded-xl border border-gray-700 bg-gray-800/30 p-5">
+                    <h2 className="text-base font-semibold text-white mb-4">전략별 성과</h2>
+                    {perf && Object.keys(perf.by_strategy).length > 0 ? (
+                        <div className="space-y-2">
+                            {Object.entries(perf.by_strategy).map(([strat, stats]) => (
+                                <div key={strat} className="flex items-center justify-between py-2 border-b border-gray-700/50 last:border-0">
+                                    <div>
+                                        <span className="text-sm text-gray-200 font-medium">{strat}</span>
+                                        <span className="ml-2 text-xs text-gray-500">{stats.total}건</span>
+                                    </div>
+                                    <div className="flex items-center gap-4 text-sm">
+                                        <span className={stats.win_rate >= 50 ? 'text-green-400' : 'text-red-400'}>
+                                            승률 {fmt(stats.win_rate)}%
+                                        </span>
+                                        <span className={stats.avg_return >= 0 ? 'text-green-400' : 'text-red-400'}>
+                                            평균 {stats.avg_return >= 0 ? '+' : ''}{fmt(stats.avg_return)}%
+                                        </span>
+                                    </div>
+                                </div>
+                            ))}
+                        </div>
+                    ) : (
+                        <p className="text-gray-500 text-sm">데이터 없음</p>
+                    )}
+                </div>
+
+                {/* 청산 유형별 */}
+                <div className="rounded-xl border border-gray-700 bg-gray-800/30 p-5">
+                    <h2 className="text-base font-semibold text-white mb-4">청산 유형별 통계</h2>
+                    {perf && Object.keys(perf.by_exit_type).length > 0 ? (
+                        <div className="space-y-2">
+                            {Object.entries(perf.by_exit_type).map(([etype, stats]) => (
+                                <div key={etype} className="flex items-center justify-between py-2 border-b border-gray-700/50 last:border-0">
+                                    <div>
+                                        <span className="text-sm text-gray-200 font-medium">{etype}</span>
+                                        <span className="ml-2 text-xs text-gray-500">{stats.count}건</span>
+                                    </div>
+                                    <span className={`text-sm ${stats.avg_return >= 0 ? 'text-green-400' : 'text-red-400'}`}>
+                                        평균 {stats.avg_return >= 0 ? '+' : ''}{fmt(stats.avg_return)}%
+                                    </span>
+                                </div>
+                            ))}
+                        </div>
+                    ) : (
+                        <p className="text-gray-500 text-sm">데이터 없음</p>
+                    )}
+                </div>
+            </div>
+
+            {/* 인사이트 */}
+            <div className="rounded-xl border border-gray-700 bg-gray-800/30 p-5">
+                <h2 className="text-base font-semibold text-white mb-4 flex items-center gap-2">
+                    <AlertTriangle size={16} className="text-yellow-400" />
+                    전략 인사이트
+                </h2>
+                {insightsLoading ? (
+                    <p className="text-gray-500 text-sm">분석 중...</p>
+                ) : insights.length > 0 ? (
+                    <div className="space-y-2">
+                        {insights.map((ins, i) => <InsightBadge key={i} insight={ins} />)}
+                    </div>
+                ) : (
+                    <p className="text-gray-500 text-sm">분석할 데이터가 없습니다.</p>
+                )}
+            </div>
+
+            {/* 매매일지 */}
+            <div className="rounded-xl border border-gray-700 bg-gray-800/30 p-5">
+                <div className="flex items-center justify-between mb-4">
+                    <h2 className="text-base font-semibold text-white flex items-center gap-2">
+                        <BookOpen size={16} className="text-blue-400" />
+                        매매일지 자동 생성
+                    </h2>
+                    <button
+                        onClick={() => generateJournals.mutate()}
+                        disabled={generateJournals.isPending}
+                        className="flex items-center gap-2 px-4 py-2 bg-blue-600 hover:bg-blue-700 disabled:bg-gray-700 text-white text-sm rounded-lg transition-colors"
+                    >
+                        {generateJournals.isPending ? (
+                            <RefreshCw size={14} className="animate-spin" />
+                        ) : (
+                            <Play size={14} />
+                        )}
+                        일지 자동 생성
+                    </button>
+                </div>
+                <p className="text-sm text-gray-400">
+                    최근 7일 내 일지가 없는 완료 거래에 대해 템플릿 기반 매매일지를 자동 생성합니다.
+                    장 종료 후 16:00에 자동으로도 실행됩니다.
+                </p>
+            </div>
+
+            {/* 전략 자동 최적화 */}
+            <div className="rounded-xl border border-gray-700 bg-gray-800/30 p-5">
+                <div className="flex items-center justify-between mb-4">
+                    <div>
+                        <h2 className="text-base font-semibold text-white flex items-center gap-2">
+                            <Zap size={16} className="text-purple-400" />
+                            전략 자동 최적화
+                        </h2>
+                        {insightsData?.last_optimization_date && (
+                            <p className="text-xs text-gray-500 mt-0.5">
+                                마지막 최적화: {new Date(insightsData.last_optimization_date).toLocaleDateString('ko-KR')}
+                            </p>
+                        )}
+                    </div>
+                    <button
+                        onClick={() => optimizeStrategy.mutate()}
+                        disabled={isOptimizing}
+                        className="flex items-center gap-2 px-4 py-2 bg-purple-600 hover:bg-purple-700 disabled:bg-gray-700 text-white text-sm rounded-lg transition-colors"
+                    >
+                        {isOptimizing ? (
+                            <>
+                                <RefreshCw size={14} className="animate-spin" />
+                                최적화 중...
+                            </>
+                        ) : (
+                            <>
+                                <Zap size={14} />
+                                지금 최적화 실행
+                            </>
+                        )}
+                    </button>
+                </div>
+                <p className="text-sm text-gray-400 mb-4">
+                    RSI, 손절선, ATR 배수, 볼린저 밴드 파라미터를 그리드 서치로 최적화합니다.
+                    Sharpe Ratio 10% 이상 개선 시 자동으로 전략 설정에 적용됩니다.
+                    (매일 16:00 KST 자동 실행, 최근 7일 거래 5건 이상 시)
+                </p>
+
+                {/* 최적화 이력 */}
+                <div>
+                    <h3 className="text-sm font-medium text-gray-300 mb-3">최적화 이력</h3>
+                    {optHistLoading ? (
+                        <p className="text-gray-500 text-sm">로딩 중...</p>
+                    ) : optHistory.length > 0 ? (
+                        <div className="space-y-2">
+                            {optHistory.map((log) => (
+                                <div key={log.id} className="border border-gray-700 rounded-lg overflow-hidden">
+                                    <button
+                                        onClick={() => setExpandedOptLog(expandedOptLog === log.id ? null : log.id)}
+                                        className="w-full flex items-center justify-between p-3 hover:bg-gray-700/30 transition-colors"
+                                    >
+                                        <div className="flex items-center gap-3">
+                                            {log.applied ? (
+                                                <CheckCircle size={14} className="text-green-400" />
+                                            ) : (
+                                                <Info size={14} className="text-gray-500" />
+                                            )}
+                                            <span className="text-sm text-gray-200">
+                                                {log.run_date}
+                                            </span>
+                                            <span className="text-xs text-gray-500">
+                                                {log.trigger === 'auto' ? '자동' : '수동'}
+                                            </span>
+                                            {log.applied && (
+                                                <span className="text-xs bg-green-500/20 text-green-400 px-2 py-0.5 rounded-full">
+                                                    자동 적용됨
+                                                </span>
+                                            )}
+                                        </div>
+                                        <div className="flex items-center gap-4 text-sm">
+                                            {log.sharpe_improvement_pct != null && (
+                                                <span className={log.sharpe_improvement_pct >= 0 ? 'text-green-400' : 'text-red-400'}>
+                                                    Sharpe {log.sharpe_improvement_pct >= 0 ? '+' : ''}{fmt(log.sharpe_improvement_pct)}%
+                                                </span>
+                                            )}
+                                            {expandedOptLog === log.id
+                                                ? <ChevronUp size={14} className="text-gray-500" />
+                                                : <ChevronDown size={14} className="text-gray-500" />
+                                            }
+                                        </div>
+                                    </button>
+
+                                    {expandedOptLog === log.id && (
+                                        <div className="p-3 border-t border-gray-700 bg-gray-900/30 text-xs space-y-2">
+                                            <div className="grid grid-cols-3 gap-3">
+                                                <div>
+                                                    <span className="text-gray-500">최적 Sharpe</span>
+                                                    <p className="text-white">{fmt(log.best_sharpe, 3)}</p>
+                                                </div>
+                                                <div>
+                                                    <span className="text-gray-500">최적 승률</span>
+                                                    <p className="text-white">{fmt(log.best_win_rate, 1)}%</p>
+                                                </div>
+                                                <div>
+                                                    <span className="text-gray-500">최적 MDD</span>
+                                                    <p className="text-white">{fmt(log.best_mdd, 1)}%</p>
+                                                </div>
+                                            </div>
+                                            <div>
+                                                <span className="text-gray-500">사유: </span>
+                                                <span className="text-gray-300">{log.apply_reason || '-'}</span>
+                                            </div>
+                                            {log.best_params && (
+                                                <div>
+                                                    <span className="text-gray-500 block mb-1">최적 파라미터:</span>
+                                                    <pre className="text-gray-300 bg-gray-800 p-2 rounded text-xs overflow-x-auto">
+                                                        {JSON.stringify(log.best_params, null, 2)}
+                                                    </pre>
+                                                </div>
+                                            )}
+                                        </div>
+                                    )}
+                                </div>
+                            ))}
+                        </div>
+                    ) : (
+                        <p className="text-gray-500 text-sm">최적화 이력이 없습니다.</p>
+                    )}
+                </div>
+            </div>
+
+            {/* 최악/최고 종목 */}
+            {perf && (perf.worst_stocks.length > 0 || perf.best_stocks.length > 0) && (
+                <div className="grid grid-cols-1 md:grid-cols-2 gap-6">
+                    <div className="rounded-xl border border-gray-700 bg-gray-800/30 p-5">
+                        <h2 className="text-base font-semibold text-red-400 mb-3">최대 손실 종목 Top5</h2>
+                        <div className="space-y-2">
+                            {perf.worst_stocks.map((s) => (
+                                <div key={s.stock_code} className="flex justify-between text-sm">
+                                    <span className="text-gray-200">{s.stock_code}</span>
+                                    <span className="text-red-400">{fmtKRW(s.net_pnl)}</span>
+                                </div>
+                            ))}
+                        </div>
+                    </div>
+                    <div className="rounded-xl border border-gray-700 bg-gray-800/30 p-5">
+                        <h2 className="text-base font-semibold text-green-400 mb-3">최대 수익 종목 Top5</h2>
+                        <div className="space-y-2">
+                            {perf.best_stocks.map((s) => (
+                                <div key={s.stock_code} className="flex justify-between text-sm">
+                                    <span className="text-gray-200">{s.stock_code}</span>
+                                    <span className="text-green-400">{fmtKRW(s.net_pnl)}</span>
+                                </div>
+                            ))}
+                        </div>
+                    </div>
+                </div>
+            )}
+        </div>
+    )
+}