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대시보드 수정및 전략수정중

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shuim
2026-02-27 11:22:44 +09:00
parent 38ff312321
commit 4de03bad67
9 changed files with 159 additions and 65 deletions
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48
backend/app/api/endpoints/portfolio.py
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@@ -62,6 +62,51 @@ class PortfolioCache:
def mark_changed(self):
self.change_flag = True
def apply_buy(self, stock_code: str, stock_name: str, quantity: int, price: float):
"""매수 체결 즉시 캐시 반영 — KIS 재동기화 전까지 summary 수치 정확하게 유지"""
if self.summary is None:
self.mark_changed()
return
cost = quantity * price
# 예수금 차감
self.summary["available_cash"] = max(0.0, float(self.summary.get("available_cash", 0)) - cost)
# 주식 평가금액 증가
self.summary["total_value"] = float(self.summary.get("total_value", 0)) + cost
# 매입금액 증가
self.summary["total_investment"] = float(self.summary.get("total_investment", 0)) + cost
# 총 자산 = 예수금 + 주식평가 (재계산)
self.summary["total_assets"] = self.summary["available_cash"] + self.summary["total_value"]
# 평가손익 재계산
inv = self.summary["total_investment"]
val = self.summary["total_value"]
self.summary["total_profit_loss"] = val - inv
self.summary["total_profit_loss_rate"] = ((val - inv) / inv * 100) if inv > 0 else 0
self.summary["total_stocks"] = len([h for h in self.holdings if h.quantity > 0])
self.mark_changed()
def apply_sell(self, stock_code: str, quantity: int, price: float, avg_price: float):
"""매도 체결 즉시 캐시 반영"""
if self.summary is None:
self.mark_changed()
return
proceeds = quantity * price
cost = quantity * avg_price
# 예수금 증가
self.summary["available_cash"] = float(self.summary.get("available_cash", 0)) + proceeds
# 주식 평가금액 감소
self.summary["total_value"] = max(0.0, float(self.summary.get("total_value", 0)) - proceeds)
# 매입금액 감소
self.summary["total_investment"] = max(0.0, float(self.summary.get("total_investment", 0)) - cost)
# 총 자산 = 예수금 + 주식평가
self.summary["total_assets"] = self.summary["available_cash"] + self.summary["total_value"]
# 평가손익 재계산
inv = self.summary["total_investment"]
val = self.summary["total_value"]
self.summary["total_profit_loss"] = val - inv
self.summary["total_profit_loss_rate"] = ((val - inv) / inv * 100) if inv > 0 else 0
self.summary["total_stocks"] = len([h for h in self.holdings if h.quantity > 0])
self.mark_changed()
def should_sync(self) -> bool:
now = datetime.now()
@@ -104,7 +149,8 @@ class PortfolioCache:
total_stocks = len(holdings)
total_value = sum(float(h.current_price or 0) * h.quantity for h in holdings)
total_investment = sum(float(h.average_price or 0) * h.quantity for h in holdings)
total_profit_loss = sum(float(h.profit_loss or 0) for h in holdings)
# 평가손익은 현재가 기준으로 직접 계산 (KIS evlu_pfls_amt는 지연될 수 있음)
total_profit_loss = total_value - total_investment
total_profit_loss_rate = (total_profit_loss / total_investment * 100) if total_investment > 0 else 0
# KIS API output2에서 예수금 및 총자산 정보 추출

3
backend/app/api/endpoints/recommendations.py
View File

@@ -276,6 +276,9 @@ async def get_rule_based_recommendations_from_db(db: AsyncSession):
all_analyzed_stocks = []
for s in raw_stocks:
if s.stock_code not in seen:
# 전일 거래량 필터: 100만주 미만 종목 제외
if s.volume is not None and s.volume < 1_000_000:
continue
seen.add(s.stock_code)
all_analyzed_stocks.append(s)

3
backend/app/main.py
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@@ -642,6 +642,9 @@ async def websocket_endpoint(websocket: WebSocket, client_id: str):
if msg_type == "set_subscriptions":
codes = [str(c) for c in msg.get("stock_codes", [])]
websocket_manager.set_subscriptions(client_id, codes)
# 구독 목록 변경 → KIS 스트림에 즉시 동기화 요청
from app.services.kis_realtime_stream import kis_stream
kis_stream.notify_subscription_change()
await websocket_manager.send_personal_message(
json.dumps({
"type": "ack", "action": "set_subscriptions",

28
backend/app/services/kis_realtime_stream.py
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@@ -225,9 +225,11 @@ def _parse_realtime_message(raw: str) -> Optional[dict]:
"timestamp": fields[1] if len(fields) > 1 else "",
}
if tr_id == TR_QUOTE and len(fields) >= 20:
# H0STASP0: [0]=종목코드, [3~7]=매도호가1~5, [8~12]=매수호가1~5
# [13~17]=매도잔량1~5, [18~22]=매수잔량1~5
if tr_id == TR_QUOTE and len(fields) >= 38:
# H0STASP0 실제 포맷 (KIS 개발가이드 기준):
# [0]=종목코드, [1]=영업시간, [2]=시간구분코드
# [3~12]=매도호가1~10, [13~22]=매수호가1~10
# [23~32]=매도호가잔량1~10, [33~42]=매수호가잔량1~10
def _f(i: int): return _safe_float(fields[i]) if len(fields) > i else None
def _i(i: int): return _safe_int(fields[i]) if len(fields) > i else None
return {
@@ -235,11 +237,11 @@ def _parse_realtime_message(raw: str) -> Optional[dict]:
"tr_id": tr_id,
"stock_code": fields[0],
"ask1": _f(3), "ask2": _f(4), "ask3": _f(5), "ask4": _f(6), "ask5": _f(7),
"bid1": _f(8), "bid2": _f(9), "bid3": _f(10), "bid4": _f(11), "bid5": _f(12),
"ask_qty1": _i(13), "ask_qty2": _i(14), "ask_qty3": _i(15),
"ask_qty4": _i(16), "ask_qty5": _i(17),
"bid_qty1": _i(18), "bid_qty2": _i(19), "bid_qty3": _i(20),
"bid_qty4": _i(21), "bid_qty5": _i(22),
"bid1": _f(13), "bid2": _f(14), "bid3": _f(15), "bid4": _f(16), "bid5": _f(17),
"ask_qty1": _i(23), "ask_qty2": _i(24), "ask_qty3": _i(25),
"ask_qty4": _i(26), "ask_qty5": _i(27),
"bid_qty1": _i(33), "bid_qty2": _i(34), "bid_qty3": _i(35),
"bid_qty4": _i(36), "bid_qty5": _i(37),
}
return None
@@ -294,6 +296,11 @@ class KisRealtimeStream:
self._ws = None
self._running = False
self._approval_key: Optional[str] = None
self._sync_event: asyncio.Event = asyncio.Event()
def notify_subscription_change(self):
"""구독 목록 변경 시 즉시 KIS 동기화 트리거 (set_subscriptions 호출 직후 사용)"""
self._sync_event.set()
async def _ensure_approval_key(self) -> bool:
"""approval_key 확보. 없으면 REST API 호출."""
@@ -429,8 +436,9 @@ class KisRealtimeStream:
# ── 4단계: 데이터 수신 루프 ──────────────────────────
async for raw_msg in ws:
# 주기적 구독 동기화
if time.monotonic() - last_sync >= _SYNC_INTERVAL:
# 주기적 구독 동기화 (10초 주기 OR 구독 변경 즉시)
if self._sync_event.is_set() or time.monotonic() - last_sync >= _SYNC_INTERVAL:
self._sync_event.clear()
await self._sync_subscriptions(ws)
last_sync = time.monotonic()

9
backend/app/services/kosdaq_scanner.py
View File

@@ -18,6 +18,9 @@ logger = logging.getLogger(__name__)
# 가격 필터 (CLAUDE.md 섹션 6.4)
MIN_PRICE_KRW = 5_000
# 전일 거래량 최솟값: 100만주 미만 종목 제외 (유동성 부족)
MIN_DAILY_VOLUME = 1_000_000
# 거래대금 상위 20% 임계값 (하위 80% 제외)
LIQUIDITY_PERCENTILE = 0.80
@@ -90,6 +93,8 @@ class KosdaqScanner:
for td in tickers_data:
if not self._price_filter(td.close):
continue
if not self._volume_filter(td.volume):
continue
if not self._liquidity_filter(td.turnover, liquidity_threshold):
continue
result = self._score(td)
@@ -108,6 +113,10 @@ class KosdaqScanner:
"""CLAUDE.md 섹션 6.4: 국내 5,000원 이하 매수 금지"""
return close >= self.min_price
def _volume_filter(self, volume: int) -> bool:
"""전일 거래량 100만주 미만 종목 제외 (유동성 부족)"""
return volume >= MIN_DAILY_VOLUME
def _liquidity_filter(self, turnover: float, threshold: float) -> bool:
"""거래대금 상위 20% 이내 필터"""
return turnover >= threshold

10
backend/app/services/market_analyzer.py
View File

@@ -10,7 +10,7 @@ from app.core.config import settings
from app.core.market_schedule import is_market_open
from app.services.korea_investment_api import korea_investment_api
from app.services.mean_reversion_strategy import (
MarketRegime, detect_market_regime, calculate_atr
MarketRegime, detect_market_regime, calculate_atr, calculate_adx
)
from app.services.technical_indicators import (
TREND_FILTER_ENABLED, TREND_MA_SHORT, TREND_MA_LONG, TREND_TOLERANCE_PCT,
@@ -173,6 +173,10 @@ async def analyze_stock(stock_code: str, stock_name: str, criteria: Recommendati
if current_price == 0:
return None
# 전일 거래량 필터: 100만주 미만 종목 제외 (유동성 부족)
if volume < 1_000_000:
return None
if len(chart_data) >= 2:
prev_price = float(chart_data[-2].get("stck_clpr", current_price))
change_rate = ((current_price - prev_price) / prev_price) * 100 if prev_price > 0 else 0
@@ -377,8 +381,8 @@ async def analyze_stock(stock_code: str, stock_name: str, criteria: Recommendati
atr_14_val = calculate_atr(_h, _l, _c)
if len(chart_data) >= 29:
adx_14_val = calculate_adx(_h, _l, _c)
except Exception:
pass
except Exception as _e:
logger.debug(f"ATR/ADX 계산 실패 {stock_code}: {_e}")
if criteria.for_batch or len(signals) > 0 or score > 0:
final_score = max(1, score) if len(signals) > 0 else score

70
backend/app/services/trade_executor.py
View File

@@ -244,14 +244,20 @@ async def execute_auto_trade(stock: dict, db: AsyncSession):
score_val = 0.0
buy_keywords = [
"정배열 눌림목 매수", "눌림목 진입 매수타점", "RSI 바닥 탈출 반등",
"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"
]
should_buy = any(k in text_signals for k in buy_keywords)
# 거래량 부족 신호만 있는 경우 매수 금지 — 유효 신호에서 거래량부족 제거 후 판단
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)
# 거래량부족 신호만 있고 다른 유효 신호가 없으면 매수 금지
if not signals_without_volume_weak and signals:
should_buy = False
sell_keywords = [
"역배열 하락 매도타점", "RSI 과매수", "스토캐스틱 과매수", "데드크로스",
"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)
@@ -278,11 +284,15 @@ async def execute_auto_trade(stock: dict, db: AsyncSession):
ml_hold_active = settings.ML_ENSEMBLE_ENABLED and ml_signal_trade == "HOLD" and not should_buy
if not ml_hold_active:
should_buy = True
elif not has_rule:
# rule 없는 경우 급등과열 신호도 차단
if "급등과열" in text_signals or "이격도 과열" in text_signals or "매수금지" in text_signals:
return {"action": "HOLD", "stock": stock_name, "reason": "overheat_no_rule"}
if should_buy and not has_rule:
strong_buy_kw = ["RSI 바닥 탈출 반등", "볼린저 하한선 터치", "눌림목 진입 매수타점", "정배열 눌림목 매수"]
has_strong_signal = any(k in text_signals for k in strong_buy_kw)
matched_count = sum(1 for k in buy_keywords if k in text_signals)
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
@@ -337,6 +347,20 @@ async def execute_auto_trade(stock: dict, db: AsyncSession):
available_cash, total_assets = 0.0, 0.0
daily_cutoff = _get_kst_now().replace(hour=0, minute=0, second=0, microsecond=0)
# PENDING 포함 오늘 전체 중복 주문 차단 (가장 중요한 체크 — 맨 먼저 실행)
pending_check = await db.execute(
select(TradeHistory).where(
TradeHistory.stock_code == stock_code,
TradeHistory.order_type == "BUY",
TradeHistory.status.in_(['EXECUTED', 'COMPLETED', 'PENDING']),
TradeHistory.created_at >= daily_cutoff,
)
)
pending_orders = pending_check.scalars().all()
if pending_orders:
return {"action": "SKIP", "stock": stock_name, "reason": "already_ordered_today"}
daily_buy_check = await db.execute(
select(TradeHistory)
.where(
@@ -366,18 +390,6 @@ async def execute_auto_trade(stock: dict, db: AsyncSession):
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"}
recent_buy_cutoff = _get_kst_now() - timedelta(minutes=5)
check_recent = await db.execute(
select(TradeHistory).where(
TradeHistory.stock_code == stock_code,
TradeHistory.order_type == "BUY",
TradeHistory.created_at >= recent_buy_cutoff,
TradeHistory.status.in_(['EXECUTED', 'COMPLETED', 'PENDING'])
)
)
if check_recent.first():
return {"action": "SKIP", "stock": stock_name, "reason": "recent_buy_5min"}
mcp_ok, mcp_reason = await _mcp_validate_buy(stock)
if not mcp_ok:
return {"action": "HOLD", "stock": stock_name, "reason": mcp_reason}
@@ -405,17 +417,6 @@ async def execute_auto_trade(stock: dict, db: AsyncSession):
else:
order_result = await korea_investment_api.place_overseas_order(stock_code, "BUY", quantity, float(current_price), exchange_code)
recent_cutoff = _get_kst_now() - timedelta(seconds=10)
duplicate_check = await db.execute(
select(TradeHistory).where(
TradeHistory.stock_code == stock_code,
TradeHistory.order_type == "BUY",
TradeHistory.created_at >= recent_cutoff
)
)
if duplicate_check.scalar_one_or_none():
return {"action": "SKIP", "reason": "duplicate_order", "stock": stock_name}
total_amount = Decimal(str(current_price)) * quantity
entry_reason = f"매수 신호: {', '.join(signals[:3])}. 점수: {score_val}점"
@@ -458,13 +459,10 @@ async def execute_auto_trade(stock: dict, db: AsyncSession):
)
db.add(new_holding)
await db.commit()
try:
from app.api.endpoints.portfolio import portfolio_cache
if portfolio_cache.summary:
old_cash = float(portfolio_cache.summary.get("available_cash", 0))
portfolio_cache.summary["available_cash"] = max(0.0, old_cash - quantity * current_price)
portfolio_cache.change_flag = True
portfolio_cache.apply_buy(stock_code, stock_name, quantity, current_price)
except Exception:
pass
return {"action": "BUY", "stock": stock_name, "quantity": quantity, "price": current_price, "success": success}
@@ -528,9 +526,9 @@ async def execute_auto_trade(stock: dict, db: AsyncSession):
await db.commit()
try:
from app.api.endpoints.portfolio import portfolio_cache
portfolio_cache.holdings = []
portfolio_cache.summary = None
portfolio_cache.change_flag = True
avg = float(holding.average_price or current_price)
portfolio_cache.apply_sell(stock_code, quantity, current_price, avg)
portfolio_cache.holdings = [h for h in portfolio_cache.holdings if h.stock_code != stock_code]
except Exception:
pass
return {"action": "SELL", "stock": stock_name, "quantity": quantity, "price": current_price, "profit_loss": profit_loss_rate, "success": success}