수정본

2026-02-22 17:23:20 +09:00
parent b147498c31
commit 32e2263f0a
109 changed files with 13979 additions and 4580 deletions
--- a/backend/app/services/loss_tracker.py
+++ b/backend/app/services/loss_tracker.py
@@ -0,0 +1,150 @@
+"""
+연속 손실 추적 - CLAUDE.md 섹션 7.4
+
+동일 종목에서 3회 이상 연속 손실 시 30거래일 동안 신규 진입 금지.
+재시작 후에도 ban 상태 유지: DB(stock_bans 테이블) 영속화.
+"""
+import logging
+from datetime import datetime, timedelta
+from typing import Dict, Optional
+
+logger = logging.getLogger(__name__)
+
+
+class ConsecutiveLossTracker:
+    """종목별 연속 손실 추적 및 쿨링오프 관리"""
+
+    def __init__(self, ban_count: int = 3, ban_calendar_days: int = 42):
+        """
+        Args:
+            ban_count: 연속 손실 횟수 임계값 (기본 3)
+            ban_calendar_days: 금지 기간 (30거래일 ≈ 42캘린더일)
+        """
+        self.ban_count = ban_count
+        self.ban_calendar_days = ban_calendar_days
+        # {stock_code: {"consecutive_losses": int, "ban_until": datetime|None}}
+        self._tracker: Dict[str, dict] = {}
+
+    def record_trade_result(self, stock_code: str, is_loss: bool):
+        """매매 결과 인메모리 기록 (DB 저장은 save_to_db 별도 호출)
+
+        Args:
+            stock_code: 종목코드
+            is_loss: 손실 여부
+        """
+        if stock_code not in self._tracker:
+            self._tracker[stock_code] = {"consecutive_losses": 0, "ban_until": None}
+
+        entry = self._tracker[stock_code]
+        if is_loss:
+            entry["consecutive_losses"] += 1
+            if entry["consecutive_losses"] >= self.ban_count:
+                entry["ban_until"] = datetime.now() + timedelta(days=self.ban_calendar_days)
+                logger.warning(
+                    f"{stock_code}: {entry['consecutive_losses']}회 연속 손실 → "
+                    f"{entry['ban_until'].strftime('%Y-%m-%d')}까지 진입 금지"
+                )
+        else:
+            entry["consecutive_losses"] = 0
+            entry["ban_until"] = None
+
+    async def save_to_db(self, db, stock_code: str):
+        """인메모리 상태를 DB에 영속화 (record_trade_result 후 호출)"""
+        try:
+            from sqlalchemy import select
+            from app.models.models import StockBan
+
+            entry = self._tracker.get(stock_code)
+            if entry is None:
+                return
+
+            result = await db.execute(select(StockBan).where(StockBan.stock_code == stock_code))
+            record = result.scalar_one_or_none()
+
+            if record is None:
+                record = StockBan(
+                    stock_code=stock_code,
+                    consecutive_losses=entry["consecutive_losses"],
+                    ban_until=entry["ban_until"],
+                )
+                db.add(record)
+            else:
+                record.consecutive_losses = entry["consecutive_losses"]
+                record.ban_until = entry["ban_until"]
+                record.updated_at = datetime.utcnow()
+
+            await db.commit()
+            logger.debug(f"loss_tracker DB 저장 완료: {stock_code}")
+        except Exception as e:
+            logger.error(f"loss_tracker DB 저장 실패 ({stock_code}): {e}")
+
+    async def load_from_db(self, db):
+        """앱 시작 시 DB에서 ban 상태 복원"""
+        try:
+            from sqlalchemy import select
+            from app.models.models import StockBan
+
+            result = await db.execute(select(StockBan))
+            records = result.scalars().all()
+
+            now = datetime.now()
+            loaded = 0
+            for rec in records:
+                # 만료된 ban은 초기화
+                ban_until = rec.ban_until
+                if ban_until and now >= ban_until:
+                    ban_until = None
+                    consecutive_losses = 0
+                else:
+                    consecutive_losses = rec.consecutive_losses
+
+                self._tracker[rec.stock_code] = {
+                    "consecutive_losses": consecutive_losses,
+                    "ban_until": ban_until,
+                }
+                if ban_until:
+                    loaded += 1
+                    logger.info(
+                        f"ban 복원: {rec.stock_code} → {ban_until.strftime('%Y-%m-%d')}까지 진입 금지"
+                    )
+
+            logger.info(f"loss_tracker DB 로드 완료: {len(records)}건 중 {loaded}건 활성 ban")
+        except Exception as e:
+            logger.error(f"loss_tracker DB 로드 실패: {e}")
+
+    def is_banned(self, stock_code: str) -> bool:
+        """해당 종목이 진입 금지 상태인지 확인"""
+        entry = self._tracker.get(stock_code)
+        if not entry or not entry["ban_until"]:
+            return False
+        if datetime.now() >= entry["ban_until"]:
+            # 금지 기간 만료 → 리셋
+            entry["consecutive_losses"] = 0
+            entry["ban_until"] = None
+            return False
+        return True
+
+    def get_ban_info(self, stock_code: str) -> dict:
+        """종목의 연속 손실 및 금지 정보 조회"""
+        entry = self._tracker.get(stock_code, {"consecutive_losses": 0, "ban_until": None})
+        return {
+            "stock_code": stock_code,
+            "consecutive_losses": entry["consecutive_losses"],
+            "is_banned": self.is_banned(stock_code),
+            "ban_until": entry["ban_until"].isoformat() if entry["ban_until"] else None,
+        }
+
+
+# 싱글톤 인스턴스 — settings에서 ban_count 주입
+def _create_loss_tracker() -> ConsecutiveLossTracker:
+    try:
+        from app.core.config import settings
+        return ConsecutiveLossTracker(
+            ban_count=settings.CONSECUTIVE_LOSS_BAN_COUNT,
+            ban_calendar_days=42,  # 30거래일 ≈ 42캘린더일
+        )
+    except Exception:
+        return ConsecutiveLossTracker()
+
+
+loss_tracker = _create_loss_tracker()