대시보드 수정및 전략수정중

backend/app/api/endpoints/portfolio.py

@@ -63,6 +63,51 @@ 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()
         # 최초 또는 변경 플래그 또는 최소간격 경과 후 오류 상태 재시도
@@ -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

backend/app/api/endpoints/recommendations.py

@@ -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)
     

backend/app/main.py

@@ -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",

backend/app/services/kis_realtime_stream.py

@@ -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:
+    if tr_id == TR_QUOTE and len(fields) >= 38:
-        # H0STASP0: [0]=종목코드, [3~7]=매도호가1~5, [8~12]=매수호가1~5
+        # H0STASP0 실제 포맷 (KIS 개발가이드 기준):
-        # [13~17]=매도잔량1~5, [18~22]=매수잔량1~5
+        # [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),
+            "bid1": _f(13), "bid2": _f(14), "bid3": _f(15), "bid4": _f(16), "bid5": _f(17),
-            "ask_qty1": _i(13), "ask_qty2": _i(14), "ask_qty3": _i(15),
+            "ask_qty1": _i(23), "ask_qty2": _i(24), "ask_qty3": _i(25),
-            "ask_qty4": _i(16), "ask_qty5": _i(17),
+            "ask_qty4": _i(26), "ask_qty5": _i(27),
-            "bid_qty1": _i(18), "bid_qty2": _i(19), "bid_qty3": _i(20),
+            "bid_qty1": _i(33), "bid_qty2": _i(34), "bid_qty3": _i(35),
-            "bid_qty4": _i(21), "bid_qty5": _i(22),
+            "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
+                            # 주기적 구독 동기화 (10초 주기 OR 구독 변경 즉시)
-                            if time.monotonic() - last_sync >= _SYNC_INTERVAL:
+                            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()
 

backend/app/services/kosdaq_scanner.py

@@ -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

backend/app/services/market_analyzer.py

@@ -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:
+        except Exception as _e:
-            pass
+            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

backend/app/services/trade_executor.py

@@ -248,7 +248,13 @@ async def execute_auto_trade(stock: dict, db: AsyncSession):
             "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",
@@ -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)
+            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)
+            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"
                     
@@ -461,10 +462,7 @@ async def execute_auto_trade(stock: dict, db: AsyncSession):
 
                         try:
                             from app.api.endpoints.portfolio import portfolio_cache
-                            if portfolio_cache.summary:
+                            portfolio_cache.apply_buy(stock_code, stock_name, quantity, current_price)
-                                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
                         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 = []
+                            avg = float(holding.average_price or current_price)
-                            portfolio_cache.summary = None
+                            portfolio_cache.apply_sell(stock_code, quantity, current_price, avg)
-                            portfolio_cache.change_flag = True
+                            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}

frontend/src/components/PortfolioSummary.tsx

@@ -25,12 +25,21 @@ export const PortfolioSummary = ({ summary, error }: PortfolioSummaryProps) => {
         );
     }
 
-    const { total_assets, total_value, total_investment, total_profit_loss, total_profit_loss_rate, available_cash } = summary;
+    const {
-    const isProfit = total_profit_loss >= 0;
+        total_assets,
+        total_value,       // 주식 평가금액
+        total_investment,  // 총 매입금액
+        total_profit_loss,
+        total_profit_loss_rate,
+        available_cash,    // 예수금 (현금)
+    } = summary;
+    const isProfit = (total_profit_loss ?? 0) >= 0;
+
+    const fmt = (v: number) => Math.round(v || 0).toLocaleString();
 
     return (
         <div className="grid grid-cols-1 md:grid-cols-2 lg:grid-cols-4 gap-4 mb-6">
-            {/* 총 자산 */}
+            {/* 총 자산 (예수금 + 주식평가) */}
             <div className="bg-gray-800/50 backdrop-blur-sm border border-gray-700/50 p-5 rounded-xl">
                 <div className="flex justify-between items-start mb-2">
                     <p className="text-gray-400 text-sm font-medium">총 자산</p>
@@ -39,25 +48,23 @@ export const PortfolioSummary = ({ summary, error }: PortfolioSummaryProps) => {
                     </div>
                 </div>
                 <h3 className="text-2xl font-bold text-white mb-1">
-                    {Math.round(total_assets || 0).toLocaleString()}원
+                    {fmt(total_assets)}원
                 </h3>
-                <div className="flex flex-col gap-0.5 text-xs text-gray-400">
+                <p className="text-xs text-gray-500">예수금 + 주식평가</p>
-                    <span>예수금: {Math.round(available_cash || 0).toLocaleString()}원</span>
-                    <span>평가금액: {Math.round(total_value || 0).toLocaleString()}원</span>
-                </div>
             </div>
 
-            {/* 총 매입금액 */}
+            {/* 예수금 (현금) */}
             <div className="bg-gray-800/50 backdrop-blur-sm border border-gray-700/50 p-5 rounded-xl">
                 <div className="flex justify-between items-start mb-2">
-                    <p className="text-gray-400 text-sm font-medium">총 매입금액</p>
+                    <p className="text-gray-400 text-sm font-medium">예수금</p>
                     <div className="p-2 bg-purple-500/10 rounded-lg text-purple-400">
                         <Activity size={18} />
                     </div>
                 </div>
                 <h3 className="text-2xl font-bold text-white mb-1">
-                    {Math.round(total_investment || 0).toLocaleString()}원
+                    {fmt(available_cash)}원
                 </h3>
+                <p className="text-xs text-gray-500">주식평가: {fmt(total_value)}원</p>
             </div>
 
             {/* 총 평가손익 */}
@@ -69,8 +76,9 @@ export const PortfolioSummary = ({ summary, error }: PortfolioSummaryProps) => {
                     </div>
                 </div>
                 <h3 className={`text-2xl font-bold mb-1 ${isProfit ? 'text-red-400' : 'text-blue-400'}`}>
-                    {total_profit_loss > 0 ? '+' : ''}{Math.round(total_profit_loss || 0).toLocaleString()}원
+                    {(total_profit_loss ?? 0) > 0 ? '+' : ''}{fmt(total_profit_loss)}원
                 </h3>
+                <p className="text-xs text-gray-500">매입: {fmt(total_investment)}원</p>
             </div>
 
             {/* 수익률 */}
@@ -82,8 +90,9 @@ export const PortfolioSummary = ({ summary, error }: PortfolioSummaryProps) => {
                     </div>
                 </div>
                 <h3 className={`text-2xl font-bold mb-1 ${isProfit ? 'text-red-400' : 'text-blue-400'}`}>
-                    {total_profit_loss_rate > 0 ? '+' : ''}{total_profit_loss_rate?.toFixed(2)}%
+                    {(total_profit_loss_rate ?? 0) > 0 ? '+' : ''}{(total_profit_loss_rate ?? 0).toFixed(2)}%
                 </h3>
+                <p className="text-xs text-gray-500">주식 매입 대비</p>
             </div>
         </div>
     );

frontend/src/pages/Dashboard.tsx

@@ -267,23 +267,37 @@ const Dashboard = () => {
         setLiveQuote(null)
     }, [selectedStock])
 
-    // 실시간 평가손익/총자산 — livePrices 기반 매 틱마다 재계산
+    // 실시간 주식평가금액/손익 — livePrices tick 기반 재계산
+    // total_assets = KIS API 기준값(예수금+주식+미수 등) 사용, 주식 평가분만 live 반영
     const liveSummary = useMemo(() => {
         if (!portfolioSummary || !portfolio) return portfolioSummary
+
+        // live 현재가 기반 주식 평가금액
         const liveValue = portfolio.reduce((sum, s) => {
             const price = livePrices[s.stock_code] ?? Number(s.current_price || 0)
             return sum + price * Number(s.quantity || 0)
         }, 0)
+
+        // 총 매입금액 (평균단가 × 수량)
         const totalInvestment = portfolio.reduce((sum, s) =>
             sum + Number(s.average_price || 0) * Number(s.quantity || 0), 0)
+
+        // 평가손익 = 주식 평가금액 - 매입금액
         const liveProfitLoss = liveValue - totalInvestment
         const liveProfitLossRate = totalInvestment > 0 ? (liveProfitLoss / totalInvestment) * 100 : 0
+
+        // 총 자산 = 예수금(KIS 기준) + 주식 평가금액(live)
+        // KIS API total_assets가 있으면 그 예수금 부분만 분리해서 live 주식값 합산
+        const availableCash = portfolioSummary.available_cash || 0
+        const liveTotal = availableCash + liveValue
+
         return {
             ...portfolioSummary,
             total_value: liveValue,
+            total_investment: totalInvestment,
             total_profit_loss: liveProfitLoss,
             total_profit_loss_rate: liveProfitLossRate,
-            total_assets: (portfolioSummary.available_cash || 0) + liveValue,
+            total_assets: liveTotal,
         }
     }, [portfolioSummary, portfolio, livePrices])