보유종목 1분마다 호출하는부분 수정
This commit is contained in:
@@ -101,10 +101,17 @@ _last_reset_date: Optional[date] = None
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# 매매 실행 lock — _positions/_daily_pnl/_closed_today 변경 시 반드시 획득
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_trade_lock = asyncio.Lock()
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# 포트폴리오 요약 캐시 (get_balance() 호출 최소화)
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_portfolio_summary_cache: Dict[str, float] = {}
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_portfolio_summary_ts: Optional[datetime] = None
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_portfolio_cache_dirty: bool = True # 최초 또는 매매 발생 시 강제 갱신
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_PORTFOLIO_CACHE_TTL: float = 300.0 # 매매 없을 때 최대 5분 캐시 유지
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def _reset_if_new_day() -> None:
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"""날짜가 바뀌면 일일 상태 초기화"""
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global _daily_pnl, _orb_cache, _last_reset_date, _last_total_assets, _closed_today
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global _portfolio_summary_cache, _portfolio_summary_ts, _portfolio_cache_dirty
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today = _today_kst()
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if _last_reset_date != today:
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_daily_pnl = 0.0
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@@ -112,6 +119,9 @@ def _reset_if_new_day() -> None:
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_last_total_assets = 0.0
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_closed_today = set()
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_last_reset_date = today
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_portfolio_summary_cache = {}
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_portfolio_summary_ts = None
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_portfolio_cache_dirty = True
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logger.info(f"📅 데이트레이딩 상태 일일 초기화: {today}")
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@@ -143,18 +153,39 @@ async def _get_current_price(stock_code: str) -> float:
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return 0.0
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async def _get_portfolio_summary() -> Dict[str, float]:
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"""포트폴리오 요약 (총자산, 가용 현금)"""
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async def _get_portfolio_summary(force: bool = False) -> Dict[str, float]:
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"""포트폴리오 요약 (총자산, 가용 현금).
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매매가 발생했거나 캐시 TTL이 만료된 경우에만 KIS get_balance() 호출.
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그 외에는 인메모리 캐시 반환 (API 호출 최소화).
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"""
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global _portfolio_summary_cache, _portfolio_summary_ts, _portfolio_cache_dirty
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now = _kst_now()
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cache_age = (now - _portfolio_summary_ts).total_seconds() if _portfolio_summary_ts else 9999.0
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cache_valid = (
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not _portfolio_cache_dirty
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and cache_age < _PORTFOLIO_CACHE_TTL
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and bool(_portfolio_summary_cache)
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)
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if not force and cache_valid:
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logger.debug(f"⏭️ Portfolio summary cache hit (age={cache_age:.0f}s) — skipping get_balance()")
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return _portfolio_summary_cache
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try:
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balance = await korea_investment_api.get_balance()
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output2 = balance.get("output2", [{}])
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summary = output2[0] if output2 else {}
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total_assets = float(summary.get("tot_evlu_amt", 0) or 0)
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available_cash = float(summary.get("prvs_rcdl_excc_amt", 0) or 0)
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return {"total_assets": total_assets, "available_cash": available_cash}
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_portfolio_summary_cache = {"total_assets": total_assets, "available_cash": available_cash}
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_portfolio_summary_ts = now
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_portfolio_cache_dirty = False
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return _portfolio_summary_cache
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except Exception as e:
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logger.error(f"포트폴리오 조회 실패: {e}")
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return {"total_assets": 0.0, "available_cash": 0.0}
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return _portfolio_summary_cache or {"total_assets": 0.0, "available_cash": 0.0}
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async def _place_buy_order(
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@@ -412,6 +443,7 @@ async def _check_exits(
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ok = await _place_sell_order(code, quantity, price=0) # 시장가
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if ok:
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pnl = (current_price - pos["entry_price"]) * quantity
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_portfolio_cache_dirty = True # 매도 체결 → 잔고 변경됨
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async with _trade_lock:
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_daily_pnl += pnl
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_positions.pop(code, None)
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@@ -580,6 +612,9 @@ async def _execute_entry(signal: DayTradeSignal, quantity: int) -> Optional[Dict
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if not order_no:
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return None
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global _portfolio_cache_dirty
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_portfolio_cache_dirty = True # 매수 체결 → 잔고 변경됨
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_positions[signal.stock_code] = {
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"stock_name": signal.stock_name,
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"strategy": signal.strategy,
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@@ -643,6 +678,7 @@ async def _execute_eod_flat() -> None:
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ok = await _place_sell_order(code, pos["quantity"], price=0)
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if ok:
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pnl = (current_price - pos["entry_price"]) * pos["quantity"]
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_portfolio_cache_dirty = True # EOD 청산 → 잔고 변경됨
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async with _trade_lock:
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_daily_pnl += pnl
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_positions.pop(code, None)
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@@ -606,7 +606,13 @@ async def check_and_execute_exit_trades(db: AsyncSession):
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from datetime import datetime
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try:
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await sync_portfolio(db, force=True)
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# 매매가 발생했거나 캐시가 비어있을 때만 KIS 잔고 조회 (API 호출 최소화)
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latest_trade_id = await _get_latest_executed_trade_id(db)
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if latest_trade_id != portfolio_cache.last_trade_id or not portfolio_cache.holdings:
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logger.info(f"🔄 New trade detected (prev={portfolio_cache.last_trade_id}, cur={latest_trade_id}) — syncing balance")
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await sync_portfolio(db, force=True)
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else:
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logger.debug("⏭️ No new trade since last sync — skipping get_balance()")
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# MDD 업데이트 (async — thread-safe lock 내부)
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summary = await _get_portfolio_summary(db)
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@@ -23,7 +23,6 @@ from app.services.db_worker import db_writer_worker
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from app.core.database import engine, Base, AsyncSessionLocal
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from app.models import models # 모델 임포트
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from app.core.market_schedule import is_market_open
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from sqlalchemy import text
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# 로깅 설정
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import os
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@@ -267,8 +266,9 @@ async def auto_trade_scheduler():
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try:
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from app.services.db_worker import enqueue_db_write
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await enqueue_db_write({
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"action": "log_mcp_deny",
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"type": "log_mcp_deny",
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"reason": reason,
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"trade_plan": trade_plan,
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})
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except Exception:
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pass
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@@ -338,77 +338,14 @@ async def lifespan(app: FastAPI):
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logger.info(f"KIS Account: {settings.KOREA_INVESTMENT_ACCOUNT_NUMBER}")
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# DB 테이블 자동 생성
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# 컬럼 추가/테이블 생성 DDL 은 Alembic migration 으로 관리됨.
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# 배포 전 `cd backend && alembic upgrade head` 를 실행할 것.
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# (alembic/versions/0001_initial_schema_columns.py)
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try:
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logger.info(f"Connecting to database: {settings.DATABASE_URL.split('@')[1] if '@' in settings.DATABASE_URL else 'unknown'}")
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async with engine.begin() as conn:
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await conn.run_sync(Base.metadata.create_all)
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await conn.execute(text("""
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ALTER TABLE trade_history
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ADD COLUMN IF NOT EXISTS total_amount NUMERIC(15, 2),
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ADD COLUMN IF NOT EXISTS entry_reason TEXT,
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ADD COLUMN IF NOT EXISTS exit_reason TEXT,
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ADD COLUMN IF NOT EXISTS signals JSONB,
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ADD COLUMN IF NOT EXISTS entry_trade_id INTEGER,
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ADD COLUMN IF NOT EXISTS slippage NUMERIC(10, 2),
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ADD COLUMN IF NOT EXISTS commission NUMERIC(10, 2),
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ADD COLUMN IF NOT EXISTS net_profit_loss NUMERIC(15, 2),
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ADD COLUMN IF NOT EXISTS profit_loss_rate NUMERIC(10, 4);
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"""))
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await conn.execute(text("""
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UPDATE trade_history
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SET total_amount = executed_price * executed_quantity
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WHERE total_amount IS NULL
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AND executed_price IS NOT NULL
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AND executed_quantity IS NOT NULL;
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"""))
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await conn.execute(text("""
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ALTER TABLE stock_analysis
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ADD COLUMN IF NOT EXISTS atr_14 NUMERIC(15, 2),
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ADD COLUMN IF NOT EXISTS adx_14 NUMERIC(10, 2),
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ADD COLUMN IF NOT EXISTS ml_score INTEGER,
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ADD COLUMN IF NOT EXISTS ml_confidence NUMERIC(5, 4),
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ADD COLUMN IF NOT EXISTS ml_signal VARCHAR(10);
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"""))
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await conn.execute(text("""
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DO $$ BEGIN
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IF NOT EXISTS (
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SELECT 1 FROM pg_constraint
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WHERE conname = 'uq_stock_analysis_code_date'
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AND conrelid = 'stock_analysis'::regclass
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) THEN
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ALTER TABLE stock_analysis
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ADD CONSTRAINT uq_stock_analysis_code_date
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UNIQUE (stock_code, analysis_date);
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END IF;
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END $$;
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"""))
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await conn.execute(text("""
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ALTER TABLE active_trades
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ADD COLUMN IF NOT EXISTS remaining_pct NUMERIC(5, 2) DEFAULT 1.0,
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ADD COLUMN IF NOT EXISTS highest_since_entry NUMERIC(15, 2),
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ADD COLUMN IF NOT EXISTS strategy_name VARCHAR(100);
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"""))
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await conn.execute(text("""
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CREATE TABLE IF NOT EXISTS trading_sessions (
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id SERIAL PRIMARY KEY,
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session_date DATE UNIQUE NOT NULL,
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consecutive_losses INTEGER DEFAULT 0,
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daily_profit_loss NUMERIC(15, 2) DEFAULT 0,
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is_paused BOOLEAN DEFAULT FALSE,
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pause_reason TEXT,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
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);
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"""))
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await conn.execute(text("""
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CREATE TABLE IF NOT EXISTS stock_bans (
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stock_code VARCHAR(20) PRIMARY KEY,
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consecutive_losses INTEGER DEFAULT 0 NOT NULL,
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ban_until TIMESTAMP,
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updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
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);
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"""))
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logger.info("✅ Database tables created successfully (and columns verified)")
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logger.info("✅ Database tables created successfully")
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try:
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from app.services.loss_tracker import loss_tracker
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@@ -556,8 +493,16 @@ app.add_middleware(
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logger.info("CORS middleware configured")
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_LOG_SKIP_PREFIXES = ("/health", "/ws/")
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@app.middleware("http")
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async def log_requests(request: Request, call_next):
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path = request.url.path
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# /health, /ws/ 는 폴링이 잦아 로그 노이즈가 크므로 debug 레벨로 낮춤
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if any(path.startswith(p) for p in _LOG_SKIP_PREFIXES):
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return await call_next(request)
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start_time = time.time()
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logger.info(f"🔵 Request: {request.method} {request.url}")
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response = await call_next(request)
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@@ -9,6 +9,7 @@ Supported task types:
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- insert_trade_history : dict → TradeHistory INSERT
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- upsert_stock_analysis : dict → StockAnalysis single UPSERT
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- bulk_upsert_stock_analysis : list → StockAnalysis batch UPSERT
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- log_mcp_deny : dict → MCP 거부 이벤트 로그 (DB 저장 없이 로그만)
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"""
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import asyncio
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import logging
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@@ -44,6 +45,15 @@ async def enqueue_bulk_upsert_analysis(rows: list[dict]) -> None:
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await db_task_queue.put({"type": "bulk_upsert_stock_analysis", "data": rows})
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async def enqueue_db_write(task: dict) -> None:
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"""범용 DB 쓰기 태스크를 큐에 등록.
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task 는 반드시 'type' 키를 포함해야 하며, 워커가 지원하는 task type 중 하나여야 한다.
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예: {"type": "log_mcp_deny", "reason": "...", "trade_plan": {...}}
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"""
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await db_task_queue.put(task)
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# ─────────────────────────────────────────────────────────────────────────────
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# 워커 본체
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# ─────────────────────────────────────────────────────────────────────────────
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@@ -89,6 +99,15 @@ async def db_writer_worker() -> None:
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"✅ [Worker] Bulk StockAnalysis upsert: %d rows", len(data)
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)
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# ── 4. MCP 거부 이벤트 로그 ───────────────────────────────────
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elif task_type == "log_mcp_deny":
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# DB 저장 없이 로그만 기록 (필요 시 별도 테이블 확장 가능)
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logger.warning(
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"🛑 [Worker] MCP DENY logged: reason=%s, trade_plan=%s",
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task.get("reason", "unknown"),
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task.get("trade_plan"),
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)
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else:
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logger.warning("⚠️ [Worker] Unknown task type: %s", task_type)
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@@ -173,6 +173,10 @@ async def analyze_stock(stock_code: str, stock_name: str, criteria: Recommendati
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if current_price == 0:
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return None
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# 가격 필터: 5,000원 미만 종목 제외 (CLAUDE.md 섹션 5.4)
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if current_price < settings.MIN_PRICE_KRW:
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return None
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# 전일 거래량 필터: 100만주 미만 종목 제외 (유동성 부족)
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if volume < 1_000_000:
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return None
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@@ -20,6 +20,9 @@ from app.services.technical_indicators import (
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logger = logging.getLogger(__name__)
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# 동시 주문 1개로 제한 — 중복 주문 및 레이스 컨디션 방지
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_order_semaphore = asyncio.Semaphore(1)
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async def _mcp_validate_buy(stock: dict) -> tuple:
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if not settings.MCP_VALIDATION_ENABLED:
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@@ -63,10 +66,9 @@ async def _mcp_validate_buy(stock: dict) -> tuple:
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return True, f"mcp_approved(conf={confidence:.2f})"
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else:
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return False, f"mcp_rejected(decision={decision}, conf={confidence:.2f})"
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except httpx.HTTPStatusError as e:
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if e.response.status_code == 500:
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# 500 에러 → MCP 서버 내부 오류 → 룰 기반으로 우회
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logger.warning(f"⚠️ MCP 서버 500 에러 — 룰 기반으로 우회: {e}")
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return True, "mcp_500_fallback_to_rules"
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logger.warning(f"⚠️ MCP 검증 실패 — 매매 차단: {e}")
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@@ -77,15 +79,319 @@ async def _mcp_validate_buy(stock: dict) -> tuple:
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return False, "mcp_unavailable"
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async def _execute_buy(
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stock: dict,
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db: AsyncSession,
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holding,
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current_price: float,
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signals: list,
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score_val: float,
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is_domestic: bool,
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exchange_code: str,
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stock_code: str,
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stock_name: str,
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) -> dict:
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"""BUY 주문 실행 로직 — 선체크 → semaphore → 주문 → TradeHistory 기록 → sync."""
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# ── 1. 3일 급등 체크 ─────────────────────────────────────────────────────
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try:
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if is_domestic:
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chart_resp = await korea_investment_api.get_daily_chart(stock_code, "D", limit=10)
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chart_data = chart_resp.get("output2", [])
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else:
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chart_resp = await korea_investment_api.get_overseas_daily_chart(stock_code, exchange_code, "D")
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chart_data = chart_resp.get("output2", [])
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if len(chart_data) >= 4:
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closes = (
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[float(item.get("stck_clpr", 0)) for item in chart_data[-4:]]
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if is_domestic
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else [float(item.get("clos", 0)) for item in chart_data[-4:]]
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)
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if len(closes) >= 4:
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price_3days_ago = closes[0]
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recent_gain = (
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((current_price - price_3days_ago) / price_3days_ago) * 100
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if price_3days_ago > 0 else 0
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)
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if recent_gain > 10:
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return {"action": "HOLD", "stock": stock_name, "reason": "chase_buy_prevention"}
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except Exception as e:
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logger.debug(f"[chase_buy] 차트 조회 실패, 우회: {stock_code} — {e}")
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# ── 2. 트렌드 필터 ────────────────────────────────────────────────────────
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if TREND_FILTER_ENABLED:
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try:
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ma20 = stock.get("ma20")
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ma60 = stock.get("ma60")
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if ma20 is None or ma60 is None:
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if is_domestic:
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chart_resp = await korea_investment_api.get_daily_chart(stock_code, "D")
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closes_local = [float(it.get("stck_clpr", 0)) for it in (chart_resp.get("output") or [])]
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else:
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chart_resp = await korea_investment_api.get_overseas_daily_chart(stock_code, exchange_code, "D")
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closes_local = [float(it.get("clos", 0)) for it in (chart_resp.get("output2") or [])]
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if len(closes_local) >= max(TREND_MA_SHORT, TREND_MA_LONG):
|
||||
ma20 = _ma(closes_local, TREND_MA_SHORT)
|
||||
ma60 = _ma(closes_local, TREND_MA_LONG)
|
||||
|
||||
if not (
|
||||
ma20 and ma60
|
||||
and float(ma20) >= float(ma60) * (1 - TREND_TOLERANCE_PCT)
|
||||
and current_price >= float(ma20) * (1 - TREND_TOLERANCE_PCT)
|
||||
):
|
||||
return {"action": "HOLD", "stock": stock_name, "reason": "trend_filter"}
|
||||
except Exception:
|
||||
return {"action": "HOLD", "stock": stock_name, "reason": "trend_filter_error"}
|
||||
|
||||
# ── 3. 현금·자산 조회 ────────────────────────────────────────────────────
|
||||
try:
|
||||
from app.api.endpoints.portfolio import portfolio_cache
|
||||
available_cash = float(portfolio_cache.summary.get("available_cash", 0)) if portfolio_cache.summary else 0.0
|
||||
total_assets = float(portfolio_cache.summary.get("total_assets", 0)) if portfolio_cache.summary else 0.0
|
||||
except Exception:
|
||||
available_cash, total_assets = 0.0, 0.0
|
||||
|
||||
daily_cutoff = _get_kst_now().replace(hour=0, minute=0, second=0, microsecond=0)
|
||||
|
||||
# ── 4. PENDING 포함 오늘 중복 주문 차단 ──────────────────────────────────
|
||||
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,
|
||||
)
|
||||
)
|
||||
if pending_check.scalars().first():
|
||||
return {"action": "SKIP", "stock": stock_name, "reason": "already_ordered_today"}
|
||||
|
||||
# ── 5. 일 매수 횟수 제한 ─────────────────────────────────────────────────
|
||||
daily_buy_check = await db.execute(
|
||||
select(TradeHistory).where(
|
||||
TradeHistory.stock_code == stock_code,
|
||||
TradeHistory.order_type == "BUY",
|
||||
TradeHistory.status.in_(["EXECUTED", "COMPLETED"]),
|
||||
TradeHistory.created_at >= daily_cutoff,
|
||||
)
|
||||
)
|
||||
if len(daily_buy_check.scalars().all()) >= 2:
|
||||
return {"action": "HOLD", "stock": stock_name, "reason": "daily_trade_limit"}
|
||||
|
||||
# ── 6. 쿨다운 체크 ────────────────────────────────────────────────────────
|
||||
cooldown_min = int(stock.get("add_buy_cooldown_min", 30) or 30)
|
||||
cooldown_check = await db.execute(
|
||||
select(TradeHistory)
|
||||
.where(
|
||||
TradeHistory.stock_code == stock_code,
|
||||
TradeHistory.order_type == "BUY",
|
||||
TradeHistory.status.in_(["EXECUTED", "COMPLETED"]),
|
||||
TradeHistory.created_at >= daily_cutoff,
|
||||
)
|
||||
.order_by(desc(TradeHistory.created_at))
|
||||
)
|
||||
recent_buys = cooldown_check.scalars().all()
|
||||
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"}
|
||||
|
||||
# ── 7. MCP 검증 ───────────────────────────────────────────────────────────
|
||||
mcp_ok, mcp_reason = await _mcp_validate_buy(stock)
|
||||
if not mcp_ok:
|
||||
return {"action": "HOLD", "stock": stock_name, "reason": mcp_reason}
|
||||
|
||||
# ── 8. 포지션 사이징 ──────────────────────────────────────────────────────
|
||||
current_value = float(holding.quantity * current_price) if holding else 0.0
|
||||
regime_str = stock.get("_regime_str", "bear")
|
||||
regime = MarketRegime.BULL if regime_str == "bull" else MarketRegime.BEAR
|
||||
invest_amount = calculate_position_size_v2(
|
||||
total_assets=total_assets,
|
||||
available_cash=available_cash,
|
||||
current_strategy_allocation=current_value,
|
||||
regime=regime,
|
||||
rsi=stock.get("rsi"),
|
||||
adx=stock.get("adx_14"),
|
||||
)
|
||||
if invest_amount <= 0 and total_assets <= 0:
|
||||
invest_amount = available_cash * 0.04
|
||||
|
||||
quantity = int(invest_amount / current_price)
|
||||
if quantity <= 0:
|
||||
return {"action": "SKIP", "reason": "quantity_zero", "stock": stock_name}
|
||||
|
||||
# ── 9. 주문 실행 (semaphore로 동시성 제어) ───────────────────────────────
|
||||
try:
|
||||
async with _order_semaphore:
|
||||
if is_domestic:
|
||||
order_result = await korea_investment_api.place_order(
|
||||
stock_code, "BUY", quantity, int(current_price)
|
||||
)
|
||||
else:
|
||||
order_result = await korea_investment_api.place_overseas_order(
|
||||
stock_code, "BUY", quantity, float(current_price), exchange_code
|
||||
)
|
||||
|
||||
total_amount = Decimal(str(current_price)) * quantity
|
||||
entry_reason = f"매수 신호: {', '.join(signals[:3])}. 점수: {score_val}점"
|
||||
success = order_result.get("rt_cd") == "0"
|
||||
status = "COMPLETED" if success else ("PENDING" if order_result.get("rt_cd") == "1" else "FAILED")
|
||||
|
||||
trade = TradeHistory(
|
||||
rule_id=stock.get("rule_id"),
|
||||
stock_code=stock_code,
|
||||
stock_name=stock_name,
|
||||
order_type="BUY",
|
||||
order_price=Decimal(str(current_price)),
|
||||
order_quantity=quantity,
|
||||
executed_price=Decimal(str(current_price)) if success else None,
|
||||
executed_quantity=quantity if success else 0,
|
||||
total_amount=total_amount,
|
||||
status=status,
|
||||
order_id=order_result.get("odno"),
|
||||
message=f"자동매수: {'추가매수' if holding else '신규'} | {' | '.join(signals[:2])}",
|
||||
entry_reason=entry_reason,
|
||||
signals=signals,
|
||||
created_at=_get_kst_now(),
|
||||
executed_at=_get_kst_now() if success else None,
|
||||
)
|
||||
db.add(trade)
|
||||
await db.commit()
|
||||
|
||||
if success:
|
||||
# 즉시 캐시 반영 (UI 실시간성)
|
||||
try:
|
||||
from app.api.endpoints.portfolio import portfolio_cache
|
||||
portfolio_cache.apply_buy(stock_code, stock_name, quantity, current_price)
|
||||
except Exception:
|
||||
pass
|
||||
# KIS 체결 확인 후 포트폴리오 DB 동기화 (3초 딜레이)
|
||||
asyncio.create_task(_delayed_sync_portfolio(delay_seconds=3))
|
||||
|
||||
return {
|
||||
"action": "BUY",
|
||||
"stock": stock_name,
|
||||
"quantity": quantity,
|
||||
"price": current_price,
|
||||
"success": success,
|
||||
}
|
||||
|
||||
except Exception as e:
|
||||
return {"action": "BUY_FAILED", "stock": stock_name, "error": str(e)}
|
||||
|
||||
|
||||
async def _execute_sell(
|
||||
stock: dict,
|
||||
db: AsyncSession,
|
||||
holding,
|
||||
current_price: float,
|
||||
signals: list,
|
||||
is_domestic: bool,
|
||||
exchange_code: str,
|
||||
stock_code: str,
|
||||
stock_name: str,
|
||||
) -> dict:
|
||||
"""SELL 주문 실행 로직 — 중복체크 선행 → semaphore → 주문 → TradeHistory 기록 → sync."""
|
||||
|
||||
quantity = holding.quantity
|
||||
_avg = float(holding.average_price or 0)
|
||||
profit_loss_rate = (
|
||||
((current_price - _avg) / _avg) * 100 if _avg > 0
|
||||
else float(holding.profit_loss_rate or 0)
|
||||
)
|
||||
take_profit = stock.get("take_profit", 3.0)
|
||||
stop_loss = stock.get("stop_loss", -1.5)
|
||||
|
||||
if not (profit_loss_rate >= take_profit or profit_loss_rate <= stop_loss or True):
|
||||
return {"action": "HOLD", "stock": stock_name}
|
||||
|
||||
try:
|
||||
# ── 1. 중복 주문 체크 — 주문 전에 먼저 확인 ────────────────────────
|
||||
recent_cutoff = _get_kst_now() - timedelta(seconds=10)
|
||||
duplicate_check = await db.execute(
|
||||
select(TradeHistory).where(
|
||||
TradeHistory.stock_code == stock_code,
|
||||
TradeHistory.order_type == "SELL",
|
||||
TradeHistory.created_at >= recent_cutoff,
|
||||
)
|
||||
)
|
||||
if duplicate_check.scalar_one_or_none():
|
||||
return {"action": "SKIP", "reason": "duplicate_order", "stock": stock_name}
|
||||
|
||||
# ── 2. 주문 실행 (semaphore로 동시성 제어) ──────────────────────────
|
||||
async with _order_semaphore:
|
||||
if is_domestic:
|
||||
order_result = await korea_investment_api.place_order(
|
||||
stock_code, "SELL", quantity, int(current_price)
|
||||
)
|
||||
else:
|
||||
order_result = await korea_investment_api.place_overseas_order(
|
||||
stock_code, "SELL", quantity, float(current_price), exchange_code
|
||||
)
|
||||
|
||||
total_amount = Decimal(str(current_price)) * quantity
|
||||
profit_loss = (current_price - float(holding.average_price or current_price)) * quantity
|
||||
success = order_result.get("rt_cd") == "0"
|
||||
status = "COMPLETED" if success else ("PENDING" if order_result.get("rt_cd") == "1" else "FAILED")
|
||||
|
||||
trade = TradeHistory(
|
||||
rule_id=stock.get("rule_id"),
|
||||
stock_code=stock_code,
|
||||
stock_name=stock_name,
|
||||
order_type="SELL",
|
||||
order_price=Decimal(str(current_price)),
|
||||
order_quantity=quantity,
|
||||
executed_price=Decimal(str(current_price)) if success else None,
|
||||
executed_quantity=quantity if success else 0,
|
||||
total_amount=total_amount,
|
||||
status=status,
|
||||
order_id=order_result.get("odno"),
|
||||
message=f"자동매도: 손익률 {profit_loss_rate:.2f}%",
|
||||
exit_reason=f"손익: {profit_loss:,.0f}원",
|
||||
signals=signals,
|
||||
net_profit_loss=Decimal(str(profit_loss)) if success else None,
|
||||
profit_loss_rate=Decimal(str(profit_loss_rate)) if success else None,
|
||||
created_at=_get_kst_now(),
|
||||
executed_at=_get_kst_now() if success else None,
|
||||
)
|
||||
db.add(trade)
|
||||
await db.commit()
|
||||
|
||||
if success:
|
||||
# 즉시 캐시 반영
|
||||
try:
|
||||
from app.api.endpoints.portfolio import portfolio_cache
|
||||
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
|
||||
# KIS 체결 확인 후 포트폴리오 DB 동기화
|
||||
asyncio.create_task(_delayed_sync_portfolio(delay_seconds=3))
|
||||
|
||||
return {
|
||||
"action": "SELL",
|
||||
"stock": stock_name,
|
||||
"quantity": quantity,
|
||||
"price": current_price,
|
||||
"profit_loss": profit_loss_rate,
|
||||
"success": success,
|
||||
}
|
||||
|
||||
except Exception as e:
|
||||
return {"action": "SELL_FAILED", "stock": stock_name, "error": str(e)}
|
||||
|
||||
|
||||
async def execute_auto_trade_background(recommendations_response: dict, db: AsyncSession):
|
||||
# recommendations_response should be a dict containing 'recommendations_by_rule'.
|
||||
"""recommendations_response dict 에서 추천 종목을 꺼내 자동매매 실행."""
|
||||
if not isinstance(recommendations_response, dict):
|
||||
logger.error("recommendations_response is not a dict: %r", recommendations_response)
|
||||
return
|
||||
|
||||
try:
|
||||
trade_results = []
|
||||
total_processed = 0
|
||||
trade_results = []
|
||||
|
||||
market_regime = None
|
||||
if settings.BEAR_MARKET_FILTER_ENABLED:
|
||||
@@ -94,14 +400,12 @@ async def execute_auto_trade_background(recommendations_response: dict, db: Asyn
|
||||
regime_max_trades = market_regime.get("max_trades", 20) if market_regime else 20
|
||||
position_multiplier = market_regime.get("position_multiplier", 1.0) if market_regime else 1.0
|
||||
max_trades = min(20, regime_max_trades)
|
||||
|
||||
|
||||
result = await db.execute(select(Portfolio).where(Portfolio.quantity > 0))
|
||||
held_stocks = {p.stock_code for p in result.scalars().all()}
|
||||
|
||||
# normalize recommendations_by_rule early so we iterate over a list of groups
|
||||
|
||||
rec_groups = recommendations_response.get("recommendations_by_rule", [])
|
||||
if isinstance(rec_groups, dict):
|
||||
# older format: {rule_name: [stocks]}
|
||||
normalized_list = []
|
||||
for name, group in rec_groups.items():
|
||||
if isinstance(group, dict):
|
||||
@@ -109,58 +413,57 @@ async def execute_auto_trade_background(recommendations_response: dict, db: Asyn
|
||||
else:
|
||||
normalized_list.append({"rule_name": name, "stocks": group})
|
||||
rec_groups = normalized_list
|
||||
|
||||
unique_stocks = {}
|
||||
|
||||
unique_stocks: dict = {}
|
||||
for rule_group in rec_groups:
|
||||
# make sure we have a dict with expected keys
|
||||
if not isinstance(rule_group, dict):
|
||||
logger.warning("Invalid rule_group in recommendations_response: %r", rule_group)
|
||||
logger.warning("Invalid rule_group: %r", rule_group)
|
||||
continue
|
||||
stocks_list = rule_group.get("stocks")
|
||||
if not isinstance(stocks_list, list):
|
||||
logger.warning("Invalid stocks list in rule_group: %r", stocks_list)
|
||||
logger.warning("Invalid stocks list: %r", stocks_list)
|
||||
continue
|
||||
|
||||
for stock in stocks_list:
|
||||
if not isinstance(stock, dict):
|
||||
logger.warning("Skipping non-dict stock entry: %r", stock)
|
||||
continue
|
||||
|
||||
stock_code = stock.get("stock_code")
|
||||
if stock_code not in unique_stocks:
|
||||
unique_stocks[stock_code] = stock
|
||||
elif stock.get("rule_priority", 999) < unique_stocks[stock_code].get("rule_priority", 999):
|
||||
unique_stocks[stock_code] = stock
|
||||
|
||||
|
||||
sorted_stocks = sorted(
|
||||
unique_stocks.values(),
|
||||
key=lambda s: (s.get("rule_priority", 999), -s.get("score", 0))
|
||||
key=lambda s: (s.get("rule_priority", 999), -s.get("score", 0)),
|
||||
)
|
||||
|
||||
for stock in sorted_stocks[:max_trades]:
|
||||
# ensure stock is a dict before proceeding
|
||||
if not isinstance(stock, dict):
|
||||
logger.warning("Skipping invalid stock entry in sorted_stocks: %r", stock)
|
||||
continue
|
||||
|
||||
for stock in sorted_stocks[:max_trades]:
|
||||
if not isinstance(stock, dict):
|
||||
logger.warning("Skipping invalid stock entry: %r", stock)
|
||||
continue
|
||||
try:
|
||||
stock["_position_multiplier"] = position_multiplier
|
||||
stock["_regime_str"] = market_regime.get("regime_200d", "bear") if market_regime else "bear"
|
||||
stock["_regime_str"] = (
|
||||
market_regime.get("regime_200d", "bear") if market_regime else "bear"
|
||||
)
|
||||
result = await execute_auto_trade(stock, db)
|
||||
total_processed += 1
|
||||
|
||||
|
||||
if result["action"] in ["BUY", "SELL"]:
|
||||
trade_results.append(result)
|
||||
|
||||
|
||||
await asyncio.sleep(0.5)
|
||||
|
||||
|
||||
except Exception as e:
|
||||
# stock is dict so we can safely access get
|
||||
logger.error(f"Error executing auto-trade for {stock.get('stock_code')}: {e}")
|
||||
continue
|
||||
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"❌ Background auto-trade error: {e} - recommendations_response={recommendations_response!r}")
|
||||
logger.error(
|
||||
f"❌ Background auto-trade error: {e} — "
|
||||
f"recommendations_response={recommendations_response!r}"
|
||||
)
|
||||
|
||||
|
||||
async def _background_sync_portfolio():
|
||||
@@ -176,7 +479,7 @@ async def _delayed_sync_portfolio(delay_seconds: int = 3):
|
||||
try:
|
||||
await asyncio.sleep(delay_seconds)
|
||||
from app.api.endpoints.portfolio import sync_portfolio
|
||||
|
||||
|
||||
async with AsyncSessionLocal() as session:
|
||||
try:
|
||||
await sync_portfolio(session, force=True)
|
||||
@@ -187,6 +490,11 @@ async def _delayed_sync_portfolio(delay_seconds: int = 3):
|
||||
|
||||
|
||||
async def execute_auto_trade(stock: dict, db: AsyncSession):
|
||||
"""종목 단건 매매 판단 및 실행.
|
||||
|
||||
공통 필터(가격·MDD·손실추적·보유수·당일매도쿨다운·신호분석)를 통과한 후
|
||||
_execute_buy / _execute_sell 에 위임한다.
|
||||
"""
|
||||
try:
|
||||
stock_code = stock.get("stock_code")
|
||||
stock_name = stock.get("stock_name")
|
||||
@@ -199,6 +507,7 @@ async def execute_auto_trade(stock: dict, db: AsyncSession):
|
||||
is_domestic = stock_code.isdigit() and len(stock_code) == 6
|
||||
exchange_code = stock.get("exchange_code", "NASD")
|
||||
|
||||
# ── 가격 필터 ─────────────────────────────────────────────────────────
|
||||
if is_domestic:
|
||||
if current_price < settings.MIN_PRICE_KRW:
|
||||
return {"action": "SKIP", "reason": "penny_stock", "stock": stock_name}
|
||||
@@ -206,6 +515,7 @@ async def execute_auto_trade(stock: dict, db: AsyncSession):
|
||||
if current_price < settings.MIN_PRICE_USD:
|
||||
return {"action": "SKIP", "reason": "penny_stock", "stock": stock_name}
|
||||
|
||||
# ── MDD / 손실추적 / 보유수 ──────────────────────────────────────────
|
||||
if not await mdd_manager.can_open_new_position():
|
||||
return {"action": "SKIP", "reason": "mdd_pause", "stock": stock_name}
|
||||
|
||||
@@ -213,30 +523,32 @@ async def execute_auto_trade(stock: dict, db: AsyncSession):
|
||||
return {"action": "SKIP", "reason": "consecutive_loss_ban", "stock": stock_name}
|
||||
|
||||
held_result = await db.execute(select(Portfolio).where(Portfolio.quantity > 0))
|
||||
held_count = len(held_result.scalars().all())
|
||||
if held_count >= settings.MAX_HOLDINGS_COUNT:
|
||||
if len(held_result.scalars().all()) >= settings.MAX_HOLDINGS_COUNT:
|
||||
return {"action": "SKIP", "reason": "max_holdings_reached", "stock": stock_name}
|
||||
|
||||
# ── 당일 매도 후 재매수 쿨다운 ───────────────────────────────────────
|
||||
cutoff_time = _get_kst_now().replace(hour=0, minute=0, second=0, microsecond=0)
|
||||
recent_sell = await db.execute(
|
||||
select(TradeHistory).where(
|
||||
TradeHistory.stock_code == stock_code,
|
||||
TradeHistory.order_type == "SELL",
|
||||
TradeHistory.status == "EXECUTED",
|
||||
TradeHistory.executed_at >= cutoff_time
|
||||
TradeHistory.executed_at >= cutoff_time,
|
||||
)
|
||||
)
|
||||
if recent_sell.first():
|
||||
return {"action": "SKIP", "reason": "cooldown_sell_today", "stock": stock_name}
|
||||
|
||||
# ── 현재 보유 조회 ────────────────────────────────────────────────────
|
||||
result = await db.execute(
|
||||
select(Portfolio).where(
|
||||
Portfolio.stock_code == stock_code,
|
||||
Portfolio.quantity > 0
|
||||
Portfolio.quantity > 0,
|
||||
)
|
||||
)
|
||||
holding = result.scalar_one_or_none()
|
||||
|
||||
# ── 신호 분석 ─────────────────────────────────────────────────────────
|
||||
text_signals = " ".join(signals)
|
||||
try:
|
||||
score_val = float(stock.get("score", 0) or 0)
|
||||
@@ -246,19 +558,17 @@ async def execute_auto_trade(stock: dict, db: AsyncSession):
|
||||
buy_keywords = [
|
||||
"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"
|
||||
"골든크로스", "볼린저 하한선 터치", "횡보장 — 평균회귀 유리", "거래량 증가와 상승",
|
||||
]
|
||||
# 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",
|
||||
"이동평균 역배열", "볼린저 상한선 돌파", "손절라인 이탈"
|
||||
"이동평균 역배열", "볼린저 상한선 돌파", "손절라인 이탈",
|
||||
]
|
||||
should_sell = any(k in text_signals for k in sell_keywords)
|
||||
|
||||
@@ -267,7 +577,11 @@ async def execute_auto_trade(stock: dict, db: AsyncSession):
|
||||
ml_signal_trade = stock.get("ml_signal")
|
||||
|
||||
if settings.ML_ENSEMBLE_ENABLED and ml_score_trade is not None:
|
||||
if ml_signal_trade == "BUY" and ml_score_trade >= settings.ML_ENSEMBLE_BUY_THRESHOLD and (ml_confidence_trade or 0) >= settings.ML_ENSEMBLE_CONFIDENCE_MIN:
|
||||
if (
|
||||
ml_signal_trade == "BUY"
|
||||
and ml_score_trade >= settings.ML_ENSEMBLE_BUY_THRESHOLD
|
||||
and (ml_confidence_trade or 0) >= settings.ML_ENSEMBLE_CONFIDENCE_MIN
|
||||
):
|
||||
should_buy = True
|
||||
elif ml_signal_trade == "SELL" and (ml_confidence_trade or 0) >= 0.5:
|
||||
should_sell = True
|
||||
@@ -284,259 +598,34 @@ 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
|
||||
else:
|
||||
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"]
|
||||
strong_buy_kw = [
|
||||
"RSI 바닥 탈출 반등", "볼린저 하한선 터치",
|
||||
"눌림목 진입 매수타점", "정배열 눌림목 매수",
|
||||
]
|
||||
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
|
||||
|
||||
# ── 매매 실행 위임 ────────────────────────────────────────────────────
|
||||
if should_buy:
|
||||
try:
|
||||
if is_domestic:
|
||||
chart_resp = await korea_investment_api.get_daily_chart(stock_code, "D", limit=10)
|
||||
chart_data = chart_resp.get("output2", [])
|
||||
else:
|
||||
chart_resp = await korea_investment_api.get_overseas_daily_chart(stock_code, exchange_code, "D")
|
||||
chart_data = chart_resp.get("output2", [])
|
||||
|
||||
if len(chart_data) >= 4:
|
||||
if is_domestic:
|
||||
closes = [float(item.get("stck_clpr", 0)) for item in chart_data[-4:]]
|
||||
else:
|
||||
closes = [float(item.get("clos", 0)) for item in chart_data[-4:]]
|
||||
|
||||
if len(closes) >= 4:
|
||||
price_3days_ago = closes[0]
|
||||
recent_gain = ((current_price - price_3days_ago) / price_3days_ago) * 100 if price_3days_ago > 0 else 0
|
||||
if recent_gain > 10:
|
||||
return {"action": "HOLD", "stock": stock_name, "reason": "chase_buy_prevention"}
|
||||
except Exception as e:
|
||||
pass
|
||||
|
||||
if TREND_FILTER_ENABLED:
|
||||
try:
|
||||
ma20 = stock.get("ma20")
|
||||
ma60 = stock.get("ma60")
|
||||
if ma20 is None or ma60 is None:
|
||||
if is_domestic:
|
||||
chart_resp = await korea_investment_api.get_daily_chart(stock_code, "D")
|
||||
closes_local = [float(it.get("stck_clpr", 0)) for it in (chart_resp.get("output") or [])]
|
||||
else:
|
||||
chart_resp = await korea_investment_api.get_overseas_daily_chart(stock_code, exchange_code, "D")
|
||||
closes_local = [float(it.get("clos", 0)) for it in (chart_resp.get("output2") or [])]
|
||||
|
||||
if len(closes_local) >= max(TREND_MA_SHORT, TREND_MA_LONG):
|
||||
ma20 = _ma(closes_local, TREND_MA_SHORT)
|
||||
ma60 = _ma(closes_local, TREND_MA_LONG)
|
||||
if not (ma20 and ma60 and (float(ma20) >= float(ma60) * (1 - TREND_TOLERANCE_PCT)) and (current_price >= float(ma20) * (1 - TREND_TOLERANCE_PCT))):
|
||||
return {"action": "HOLD", "stock": stock_name, "reason": "trend_filter"}
|
||||
except Exception as e:
|
||||
return {"action": "HOLD", "stock": stock_name, "reason": "trend_filter_error"}
|
||||
|
||||
try:
|
||||
from app.api.endpoints.portfolio import portfolio_cache
|
||||
available_cash = float(portfolio_cache.summary.get("available_cash", 0)) if portfolio_cache.summary else 0.0
|
||||
total_assets = float(portfolio_cache.summary.get("total_assets", 0)) if portfolio_cache.summary else 0.0
|
||||
except Exception:
|
||||
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,
|
||||
)
|
||||
return await _execute_buy(
|
||||
stock, db, holding, current_price, signals, score_val,
|
||||
is_domestic, exchange_code, stock_code, stock_name,
|
||||
)
|
||||
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(
|
||||
TradeHistory.stock_code == stock_code,
|
||||
TradeHistory.order_type == "BUY",
|
||||
TradeHistory.status.in_(['EXECUTED', 'COMPLETED']),
|
||||
TradeHistory.created_at >= daily_cutoff,
|
||||
)
|
||||
if should_sell and holding:
|
||||
return await _execute_sell(
|
||||
stock, db, holding, current_price, signals,
|
||||
is_domestic, exchange_code, stock_code, stock_name,
|
||||
)
|
||||
daily_buys = daily_buy_check.scalars().all()
|
||||
if len(daily_buys) >= 2:
|
||||
return {"action": "HOLD", "stock": stock_name, "reason": "daily_trade_limit"}
|
||||
|
||||
cooldown_min = int(stock.get("add_buy_cooldown_min", 30) or 30)
|
||||
|
||||
cooldown_check = await db.execute(
|
||||
select(TradeHistory)
|
||||
.where(
|
||||
TradeHistory.stock_code == stock_code,
|
||||
TradeHistory.order_type == "BUY",
|
||||
TradeHistory.status.in_(['EXECUTED', 'COMPLETED']),
|
||||
TradeHistory.created_at >= daily_cutoff,
|
||||
)
|
||||
.order_by(desc(TradeHistory.created_at))
|
||||
)
|
||||
recent_buys = cooldown_check.scalars().all()
|
||||
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"}
|
||||
|
||||
mcp_ok, mcp_reason = await _mcp_validate_buy(stock)
|
||||
if not mcp_ok:
|
||||
return {"action": "HOLD", "stock": stock_name, "reason": mcp_reason}
|
||||
|
||||
current_value = float(holding.quantity * current_price) if holding else 0.0
|
||||
regime_str = stock.get("_regime_str", "bear")
|
||||
regime = MarketRegime.BULL if regime_str == "bull" else MarketRegime.BEAR
|
||||
invest_amount = calculate_position_size_v2(
|
||||
total_assets=total_assets,
|
||||
available_cash=available_cash,
|
||||
current_strategy_allocation=current_value,
|
||||
regime=regime,
|
||||
rsi=stock.get("rsi"),
|
||||
adx=stock.get("adx_14"),
|
||||
)
|
||||
if invest_amount <= 0 and total_assets <= 0:
|
||||
invest_amount = available_cash * 0.04
|
||||
|
||||
quantity = int(invest_amount / current_price)
|
||||
|
||||
if quantity > 0:
|
||||
try:
|
||||
if is_domestic:
|
||||
order_result = await korea_investment_api.place_order(stock_code, "BUY", quantity, int(current_price))
|
||||
else:
|
||||
order_result = await korea_investment_api.place_overseas_order(stock_code, "BUY", quantity, float(current_price), exchange_code)
|
||||
|
||||
total_amount = Decimal(str(current_price)) * quantity
|
||||
entry_reason = f"매수 신호: {', '.join(signals[:3])}. 점수: {score_val}점"
|
||||
|
||||
success = order_result.get("rt_cd") == "0"
|
||||
status = "COMPLETED" if success else ("PENDING" if order_result.get("rt_cd") == "1" else "FAILED")
|
||||
|
||||
trade = TradeHistory(
|
||||
rule_id=stock.get("rule_id"),
|
||||
stock_code=stock_code,
|
||||
stock_name=stock_name,
|
||||
order_type="BUY",
|
||||
order_price=Decimal(str(current_price)),
|
||||
order_quantity=quantity,
|
||||
executed_price=Decimal(str(current_price)) if success else None,
|
||||
executed_quantity=quantity if success else 0,
|
||||
total_amount=total_amount,
|
||||
status=status,
|
||||
order_id=order_result.get("odno"),
|
||||
message=f"자동매수: {'추가매수' if holding else '신규'} | {' | '.join(signals[:2])}",
|
||||
entry_reason=entry_reason,
|
||||
signals=signals,
|
||||
created_at=_get_kst_now(),
|
||||
executed_at=_get_kst_now() if success else None
|
||||
)
|
||||
db.add(trade)
|
||||
await db.commit()
|
||||
|
||||
if success:
|
||||
if holding:
|
||||
new_total_qty = holding.quantity + quantity
|
||||
prev_cost = float(holding.average_price or 0) * holding.quantity
|
||||
holding.quantity = new_total_qty
|
||||
holding.average_price = Decimal(str((prev_cost + current_price * quantity) / new_total_qty))
|
||||
holding.current_price = Decimal(str(current_price))
|
||||
else:
|
||||
new_holding = Portfolio(
|
||||
stock_code=stock_code, stock_name=stock_name, quantity=quantity,
|
||||
average_price=Decimal(str(current_price)), current_price=Decimal(str(current_price)),
|
||||
profit_loss=Decimal("0"), profit_loss_rate=Decimal("0")
|
||||
)
|
||||
db.add(new_holding)
|
||||
await db.commit()
|
||||
|
||||
try:
|
||||
from app.api.endpoints.portfolio import portfolio_cache
|
||||
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}
|
||||
|
||||
except Exception as e:
|
||||
return {"action": "BUY_FAILED", "stock": stock_name, "error": str(e)}
|
||||
else:
|
||||
return {"action": "SKIP", "reason": "quantity_zero", "stock": stock_name}
|
||||
|
||||
elif should_sell and holding:
|
||||
quantity = holding.quantity
|
||||
_avg = float(holding.average_price or 0)
|
||||
profit_loss_rate = ((current_price - _avg) / _avg) * 100 if _avg > 0 else float(holding.profit_loss_rate or 0)
|
||||
|
||||
take_profit = stock.get("take_profit", 3.0)
|
||||
stop_loss = stock.get("stop_loss", -1.5)
|
||||
|
||||
should_execute_sell = profit_loss_rate >= take_profit or profit_loss_rate <= stop_loss or should_sell
|
||||
|
||||
if should_execute_sell:
|
||||
try:
|
||||
if is_domestic:
|
||||
order_result = await korea_investment_api.place_order(stock_code, "SELL", quantity, int(current_price))
|
||||
else:
|
||||
order_result = await korea_investment_api.place_overseas_order(stock_code, "SELL", 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 == "SELL",
|
||||
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
|
||||
profit_loss = (current_price - float(holding.average_price or current_price)) * quantity
|
||||
|
||||
success = order_result.get("rt_cd") == "0"
|
||||
status = "COMPLETED" if success else ("PENDING" if order_result.get("rt_cd") == "1" else "FAILED")
|
||||
|
||||
trade = TradeHistory(
|
||||
rule_id=stock.get("rule_id"), stock_code=stock_code, stock_name=stock_name,
|
||||
order_type="SELL", order_price=Decimal(str(current_price)), order_quantity=quantity,
|
||||
executed_price=Decimal(str(current_price)) if success else None,
|
||||
executed_quantity=quantity if success else 0,
|
||||
total_amount=total_amount, status=status, order_id=order_result.get("odno"),
|
||||
message=f"자동매도: 손익률 {profit_loss_rate:.2f}%",
|
||||
exit_reason=f"손익: {profit_loss:,.0f}원",
|
||||
signals=signals, net_profit_loss=Decimal(str(profit_loss)) if success else None,
|
||||
profit_loss_rate=Decimal(str(profit_loss_rate)) if success else None,
|
||||
created_at=_get_kst_now(), executed_at=_get_kst_now() if success else None
|
||||
)
|
||||
db.add(trade)
|
||||
await db.commit()
|
||||
|
||||
if success:
|
||||
await db.delete(holding)
|
||||
await db.commit()
|
||||
try:
|
||||
from app.api.endpoints.portfolio import portfolio_cache
|
||||
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}
|
||||
|
||||
except Exception as e:
|
||||
return {"action": "SELL_FAILED", "stock": stock_name, "error": str(e)}
|
||||
|
||||
return {"action": "HOLD", "stock": stock_name}
|
||||
|
||||
except Exception as e:
|
||||
return {"action": "ERROR", "error": str(e)}
|
||||
return {"action": "ERROR", "error": str(e)}
|
||||
|
||||
Reference in New Issue
Block a user