Merge branch 'dev' into main — 감사 잔여 항목

backend/app/api/endpoints/portfolio.py

@@ -1493,9 +1493,13 @@ async def sell_stock(
             raise HTTPException(status_code=500, detail=f"매도 주문 실패: {error_msg}")
 
         # TradeHistory 기록
-        executed_price = price if price else holding.current_price  # 체결가는 나중에 업데이트
+        # 체결가는 나중에 업데이트. current_price 가 NULL 이면 평균단가로 폴백 —
-        profit_loss = (executed_price - holding.average_price) * quantity
+        # None 연산으로 TypeError 가 나면 주문은 이미 나간 뒤라 상태 갱신이 전부 누락된다.
-        profit_loss_rate = ((executed_price / holding.average_price) - 1) * 100
+        _exec_raw = price or holding.current_price or holding.average_price or 0
+        executed_price = Decimal(str(_exec_raw))
+        _avg_dec = Decimal(str(original_avg_price)) if original_avg_price > 0 else None
+        profit_loss = float((executed_price - _avg_dec) * quantity) if _avg_dec else 0.0
+        profit_loss_rate = float((executed_price / _avg_dec - 1) * 100) if _avg_dec else 0.0
 
         # CLAUDE.md 3.2: db_worker 큐 경유
         from app.services.db_worker import enqueue_trade_history

backend/app/services/daytrading/entry_service.py

@@ -175,6 +175,10 @@ async def collect_opening_ranges() -> None:
     KIS API 호출 간격: 0.3초 (레이트 리밋 준수)
     """
     day_trading_state.reset_if_new_day()
+    # 재기동으로 인메모리가 비었을 수 있으므로 먼저 Redis 캐시를 복원한다
+    await day_trading_state.load_orb_cache()
+
+    _collected_before = len(day_trading_state.orb_cache)
 
     for stock_code in list(_watchlist.keys()):
         # 이미 ORB가 수집된 종목은 건너뜀
@@ -194,6 +198,9 @@ async def collect_opening_ranges() -> None:
         except Exception as e:
             logger.debug(f"[DayEntry] ORB 수집 실패 ({stock_code}): {e}")
 
+    if len(day_trading_state.orb_cache) != _collected_before:
+        await day_trading_state.save_orb_cache()
+
 
 async def scan_and_enter() -> list[dict]:
     """감시 종목의 5분봉 데이터를 스캔하여 진입 신호 발생 시 매수 실행.

backend/app/services/daytrading/position_manager.py

@@ -230,6 +230,58 @@ class DayTradingState:
         """
         return stock_code in self.orb_cache
 
+    async def save_orb_cache(self) -> bool:
+        """ORB 캐시를 Redis 에 저장 (당일 키, 자정까지 TTL).
+
+        컨테이너 재기동 시 인메모리 캐시가 사라져 당일 ORB 전략이 불가능해지는 것을 막는다.
+        """
+        try:
+            from app.core.redis import setex_json
+            payload = {
+                code: {
+                    "high": float(getattr(o, "high", 0) or 0),
+                    "low": float(getattr(o, "low", 0) or 0),
+                    "total_volume": int(getattr(o, "total_volume", 0) or 0),
+                    "avg_vol_per_min": float(getattr(o, "avg_vol_per_min", 0) or 0),
+                    "open_price": float(getattr(o, "open_price", 0) or 0),
+                }
+                for code, o in self.orb_cache.items()
+            }
+            if not payload:
+                return False
+            return await setex_json(f"daytrading:orb:{_today_kst()}", 86400, payload)
+        except Exception as e:
+            logger.warning(f"[DayTrading] ORB 캐시 저장 실패: {e}")
+            return False
+
+    async def load_orb_cache(self) -> int:
+        """Redis 에서 당일 ORB 캐시 복원. 복원한 종목 수 반환."""
+        try:
+            from app.core.redis import get_json
+            from app.services.day_trading_strategy import OpeningRange
+
+            data = await get_json(f"daytrading:orb:{_today_kst()}")
+            if not data:
+                return 0
+            restored = 0
+            for code, o in data.items():
+                if code in self.orb_cache:
+                    continue
+                self.orb_cache[code] = OpeningRange(
+                    high=float(o.get("high", 0) or 0),
+                    low=float(o.get("low", 0) or 0),
+                    total_volume=int(o.get("total_volume", 0) or 0),
+                    avg_vol_per_min=float(o.get("avg_vol_per_min", 0) or 0),
+                    open_price=float(o.get("open_price", 0) or 0),
+                )
+                restored += 1
+            if restored:
+                logger.info(f"[DayTrading] ORB 캐시 복원: {restored}개 종목")
+            return restored
+        except Exception as e:
+            logger.warning(f"[DayTrading] ORB 캐시 복원 실패: {e}")
+            return 0
+
     def set_orb(self, stock_code: str, orb: Any) -> None:
         """ORB(시초가 레인지) 데이터 저장.
 

backend/app/services/daytrading/scheduler.py

@@ -77,6 +77,12 @@ async def daytrading_scheduler() -> None:
     await asyncio.sleep(5)
     logger.info("⚡ [DayTrading] Scheduler started (every 30s)")
 
+    # 재기동 시 당일 ORB 캐시 복원 — 없으면 그날 ORB 전략이 통째로 불가능해진다
+    try:
+        await day_trading_state.load_orb_cache()
+    except Exception as e:
+        logger.warning(f"[DayTrading] ORB 캐시 복원 실패: {e}")
+
     # 앱 재시작 시 DB에서 당일 데이트레이딩 포지션 복원 (CRITICAL 버그 수정)
     try:
         from app.core.database import AsyncSessionLocal

backend/app/services/portfolio_cache_bridge.py

@@ -19,6 +19,23 @@ def _cache():
     return portfolio_cache
 
 
+async def _db_quantity(stock_code: str) -> int | None:
+    """Portfolio 테이블의 현재 수량 (읽기 전용). 조회 실패 시 None."""
+    try:
+        from sqlalchemy import select
+        from app.core.database import AsyncSessionLocal
+        from app.models.models import Portfolio
+
+        async with AsyncSessionLocal() as session:
+            row = (await session.execute(
+                select(Portfolio.quantity).where(Portfolio.stock_code == stock_code)
+            )).scalars().first()
+        return int(row) if row is not None else None
+    except Exception as e:
+        logger.debug(f"[cache_bridge] Portfolio 수량 조회 실패 ({stock_code}): {e}")
+        return None
+
+
 async def reflect_buy(
     stock_code: str,
     stock_name: str,
@@ -93,7 +110,13 @@ async def reflect_sell(
         cache = _cache()
         existing = next((h for h in cache.holdings if h.stock_code == stock_code), None)
         avg = float(existing.average_price or price) if existing is not None else price
-        if existing is not None:
+
+        # 잔량 산출 기준은 DB(Portfolio) — 캐시는 sync 실패 시 최대 5분까지 낡을 수 있어
+        # 캐시 수량으로 절대값을 쓰면 실제와 다른 잔량이 기록된다(2026-09-23 감사 #14).
+        db_qty = await _db_quantity(stock_code)
+        if db_qty is not None:
+            remaining = max(0, db_qty - quantity)
+        elif existing is not None:
             remaining = max(0, int(existing.quantity or 0) - quantity)
         elif remaining_qty is not None:
             remaining = max(0, int(remaining_qty))

backend/app/services/swing/entry_service.py

@@ -286,6 +286,9 @@ async def scan_dual_strategy_signals(db: AsyncSession) -> list[dict]:
                     "score": 0.8,
                     "signal": momentum_signal["description"],
                     "strategy_type": "swing",
+                    # ActiveTrade.strategy_name 으로 저장돼 swing/exit_service 의 모멘텀 전용
+                    # 청산(+10% 30% → +20% 30% → 트레일링, CLAUDE.md §8.4)을 타게 한다.
+                    "strategy_name": "MOMENTUM_BREAKOUT",
                     "entry_reason": f"[MOMENTUM_BREAKOUT] {momentum_signal['description']}",
                 })
                 logger.info(
@@ -307,6 +310,7 @@ async def scan_dual_strategy_signals(db: AsyncSession) -> list[dict]:
                     "score": 0.6,
                     "signal": pullback_signal["description"],
                     "strategy_type": "swing",
+                    "strategy_name": "PULLBACK_BUY",
                     "entry_reason": f"[PULLBACK_BUY] {pullback_signal['description']}",
                 })
                 logger.info(

backend/app/services/trade_executor.py

@@ -1077,7 +1077,9 @@ async def _execute_buy(
                     "stock_name": stock_name,
                     "quantity": quantity,
                     "entry_price": order_price,
-                    "strategy_name": stock.get("strategy_type", "swing"),
+                    # 듀얼 전략(MOMENTUM_BREAKOUT/PULLBACK_BUY)은 strategy_name 으로 전달돼
+                    # 청산 분기를 결정한다. 없으면 strategy_type 폴백.
+                    "strategy_name": stock.get("strategy_name") or stock.get("strategy_type", "swing"),
                     "stop_loss": stock.get("stop_loss", -float(settings.STOP_LOSS_PERCENT)),
                     "take_profit": stock.get("take_profit", 5.0),
                     "entry_reason": entry_reason,
@@ -1320,9 +1322,26 @@ async def _execute_sell(
 
             # [C2] ActiveTrade 종료/갱신
             try:
+                # 실제 행의 strategy_name 을 사용한다. strategy_type("swing")으로 닫으면
+                # 듀얼 전략 행(MOMENTUM_BREAKOUT/PULLBACK_BUY)과 매칭되지 않아 유령 행이 남는다.
+                _at_name = stock.get("strategy_name")
+                if not _at_name:
+                    try:
+                        from app.models.models import ActiveTrade as _AT
+                        _at_row = (await db.execute(
+                            select(_AT)
+                            .where(_AT.stock_code == stock_code, _AT.status == "active")
+                            .order_by(_AT.id.desc())
+                            .limit(1)
+                        )).scalars().first()
+                        _at_name = _at_row.strategy_name if _at_row else None
+                    except Exception:
+                        _at_name = None
+                _at_name = _at_name or stock.get("strategy_type", "swing")
+
                 if sell_pct >= 1.0:
                     from app.services.db_worker import enqueue_close_active_trade
-                    await enqueue_close_active_trade(stock_code, strategy_name=stock.get("strategy_type", "swing"))
+                    await enqueue_close_active_trade(stock_code, strategy_name=_at_name)
                 else:
                     from app.services.db_worker import enqueue_active_trade_upsert
                     # [BUG FIX] 기존 remaining_pct에서 sell_pct를 차감해야 누적 분할매도가 올바르게 반영됨
@@ -1331,7 +1350,7 @@ async def _execute_sell(
                     new_remaining = max(0.0, remaining_pct - sell_pct)
                     await enqueue_active_trade_upsert({
                         "stock_code": stock_code,
-                        "strategy_name": stock.get("strategy_type", "swing"),
+                        "strategy_name": _at_name,
                         "remaining_pct": new_remaining,
                         "quantity": max(0, total_qty - quantity),  # 잔량 갱신(과다매도 방지)
                         "highest_since_entry": current_price,

backend/app/services/us_market_scheduler.py

@@ -395,6 +395,12 @@ async def _monitor_us_exits(exchange_rate: float = _DEFAULT_FX_RATE) -> List[Dic
                             "strategy_type": "us_swing",
                         })
                     else:
+                        # 부분청산 잔량을 Portfolio 에도 반영 (누락 시 다음 청산이 과다매도)
+                        from app.services.portfolio_cache_bridge import reflect_sell as _reflect_sell
+                        await _reflect_sell(
+                            ticker, sell_qty, current_price,
+                            remaining_qty=max(0, total_qty - sell_qty),
+                        )
                         await enqueue_active_trade_upsert({
                             "stock_code": ticker,
                             "strategy_name": "us_mean_reversion",

backend/tests/test_p1_audit_fixes.py

@@ -32,7 +32,8 @@ def test_executor_sell_excludes_daytrading_shares():
     assert "day_trading_state" in src and "_dt_qty" in src
     assert "owned_by_daytrading" in src
     assert 'total_qty = _own' in src
-    assert '"strategy_name": stock.get("strategy_type", "swing")' in src
+    # 분할매도 upsert 는 실제 ActiveTrade 행의 전략명(_at_name)을 사용한다
+    assert '"strategy_name": _at_name' in src
 
 
 def test_sync_dt_tagging_applies_to_domestic_and_survives_missing_output1():

backend/tests/test_p3_audit_fixes.py

@@ -0,0 +1,111 @@
+"""감사 잔여 항목: 잔량 출처 DB화 / ORB 영속화 / 미국 부분청산 / 듀얼전략 태깅 / NULL 가격."""
+import inspect
+from decimal import Decimal
+from unittest.mock import AsyncMock, patch
+
+import pytest
+
+from app.api.endpoints.portfolio import portfolio_cache
+from app.models.models import Portfolio
+from app.services import portfolio_cache_bridge as bridge
+from app.services.daytrading.position_manager import day_trading_state
+
+
+@pytest.fixture(autouse=True)
+def _reset():
+    portfolio_cache.holdings = []
+    portfolio_cache.summary = {"available_cash": 0, "total_value": 0, "total_investment": 0,
+                               "total_assets": 0, "total_profit_loss": 0,
+                               "total_profit_loss_rate": 0, "total_stocks": 0}
+    portfolio_cache.recent_sells = {}
+    day_trading_state.orb_cache = {}
+    yield
+    day_trading_state.orb_cache = {}
+
+
+@pytest.mark.asyncio
+async def test_remaining_quantity_uses_db_not_stale_cache():
+    """캐시가 낡아도(10주) DB(5주) 기준으로 잔량을 기록해야 한다."""
+    portfolio_cache.holdings = [Portfolio(
+        stock_code="005930", stock_name="삼성전자", quantity=10,
+        average_price=Decimal("70000"), current_price=Decimal("71000"), strategy_type="swing",
+    )]
+    q = AsyncMock()
+    with patch("app.services.db_worker.enqueue_portfolio_upsert", q), \
+         patch.object(bridge, "_db_quantity", AsyncMock(return_value=5)):
+        await bridge.reflect_sell("005930", 5, 71000.0)
+    assert q.await_args.args[0]["quantity"] == 0, "DB 5주 - 매도 5주 = 0 이어야 함"
+
+
+@pytest.mark.asyncio
+async def test_remaining_falls_back_to_cache_when_db_unavailable():
+    portfolio_cache.holdings = [Portfolio(
+        stock_code="005930", stock_name="삼성전자", quantity=10,
+        average_price=Decimal("70000"), current_price=Decimal("71000"), strategy_type="swing",
+    )]
+    q = AsyncMock()
+    with patch("app.services.db_worker.enqueue_portfolio_upsert", q), \
+         patch.object(bridge, "_db_quantity", AsyncMock(return_value=None)):
+        await bridge.reflect_sell("005930", 4, 71000.0)
+    assert q.await_args.args[0]["quantity"] == 6
+
+
+@pytest.mark.asyncio
+async def test_orb_cache_roundtrip_through_redis():
+    """재기동으로 인메모리가 비어도 당일 ORB 캐시를 복원해야 ORB 전략이 살아난다."""
+    from app.services.day_trading_strategy import OpeningRange
+
+    store = {}
+
+    async def _setex(key, ttl, data):
+        store[key] = data
+        return True
+
+    async def _get(key):
+        return store.get(key)
+
+    day_trading_state.orb_cache = {
+        "005930": OpeningRange(high=71000, low=70000, total_volume=12000,
+                               avg_vol_per_min=400, open_price=70500)
+    }
+    with patch("app.core.redis.setex_json", _setex):
+        assert await day_trading_state.save_orb_cache() is True
+
+    day_trading_state.orb_cache = {}          # 재기동 상황
+    with patch("app.core.redis.get_json", _get):
+        assert await day_trading_state.load_orb_cache() == 1
+    orb = day_trading_state.get_orb("005930")
+    assert (orb.high, orb.low, orb.open_price) == (71000, 70000, 70500)
+    assert orb.avg_vol_per_min == 400
+
+
+def test_us_partial_exit_updates_portfolio():
+    from app.services import us_market_scheduler as us
+    src = inspect.getsource(us)
+    i = src.index('"remaining_pct": round(new_remaining, 2)')
+    assert "reflect_sell" in src[max(0, i - 600):i], "미국 부분청산이 Portfolio 를 갱신하지 않음"
+
+
+def test_dual_strategy_tags_reach_active_trade():
+    """§8.4 모멘텀 전용 청산이 실행되려면 ActiveTrade.strategy_name 에 전략이 저장돼야 한다."""
+    from app.services.swing import entry_service as es
+    from app.services import trade_executor as te
+    src = inspect.getsource(es)
+    assert '"strategy_name": "MOMENTUM_BREAKOUT"' in src
+    assert '"strategy_name": "PULLBACK_BUY"' in src
+    buy = inspect.getsource(te)
+    assert 'stock.get("strategy_name") or stock.get("strategy_type", "swing")' in buy
+
+
+def test_sell_closes_active_trade_with_real_strategy_name():
+    """전량청산이 strategy_type('swing')으로 닫으면 MOMENTUM_BREAKOUT 행이 안 닫힌다."""
+    from app.services import trade_executor as te
+    src = inspect.getsource(te._execute_sell)
+    assert "_at_row.strategy_name if _at_row else None" in src
+    assert "enqueue_close_active_trade(stock_code, strategy_name=_at_name)" in src
+
+
+def test_manual_sell_handles_null_current_price():
+    from app.api.endpoints import portfolio as pf
+    src = inspect.getsource(pf.sell_stock)
+    assert "price or holding.current_price or holding.average_price or 0" in src