shuim/auto-stock
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

보유종목 1분마다 호출하는부분 수정

Browse Source
This commit is contained in:
shuim
2026-02-27 12:19:48 +09:00
parent a47591e40d
commit 6f23b06816
10 changed files with 729 additions and 353 deletions
Download Patch File Download Diff File Expand all files Collapse all files

19
backend/app/services/db_worker.py
View File

@@ -9,6 +9,7 @@ Supported task types:
- insert_trade_history : dict → TradeHistory INSERT
- upsert_stock_analysis : dict → StockAnalysis single UPSERT
- bulk_upsert_stock_analysis : list → StockAnalysis batch UPSERT
- log_mcp_deny : dict → MCP 거부 이벤트 로그 (DB 저장 없이 로그만)
"""
import asyncio
import logging
@@ -44,6 +45,15 @@ async def enqueue_bulk_upsert_analysis(rows: list[dict]) -> None:
await db_task_queue.put({"type": "bulk_upsert_stock_analysis", "data": rows})
async def enqueue_db_write(task: dict) -> None:
"""범용 DB 쓰기 태스크를 큐에 등록.
task 는 반드시 'type' 키를 포함해야 하며, 워커가 지원하는 task type 중 하나여야 한다.
예: {"type": "log_mcp_deny", "reason": "...", "trade_plan": {...}}
"""
await db_task_queue.put(task)
# ─────────────────────────────────────────────────────────────────────────────
# 워커 본체
# ─────────────────────────────────────────────────────────────────────────────
@@ -89,6 +99,15 @@ async def db_writer_worker() -> None:
"✅ [Worker] Bulk StockAnalysis upsert: %d rows", len(data)
)
# ── 4. MCP 거부 이벤트 로그 ───────────────────────────────────
elif task_type == "log_mcp_deny":
# DB 저장 없이 로그만 기록 (필요 시 별도 테이블 확장 가능)
logger.warning(
"🛑 [Worker] MCP DENY logged: reason=%s, trade_plan=%s",
task.get("reason", "unknown"),
task.get("trade_plan"),
)
else:
logger.warning("⚠️ [Worker] Unknown task type: %s", task_type)

4
backend/app/services/market_analyzer.py
View File

@@ -173,6 +173,10 @@ async def analyze_stock(stock_code: str, stock_name: str, criteria: Recommendati
if current_price == 0:
return None
# 가격 필터: 5,000원 미만 종목 제외 (CLAUDE.md 섹션 5.4)
if current_price < settings.MIN_PRICE_KRW:
return None
# 전일 거래량 필터: 100만주 미만 종목 제외 (유동성 부족)
if volume < 1_000_000:
return None

647
backend/app/services/trade_executor.py
View File

@@ -20,6 +20,9 @@ from app.services.technical_indicators import (
logger = logging.getLogger(__name__)
# 동시 주문 1개로 제한 — 중복 주문 및 레이스 컨디션 방지
_order_semaphore = asyncio.Semaphore(1)
async def _mcp_validate_buy(stock: dict) -> tuple:
if not settings.MCP_VALIDATION_ENABLED:
@@ -63,10 +66,9 @@ async def _mcp_validate_buy(stock: dict) -> tuple:
return True, f"mcp_approved(conf={confidence:.2f})"
else:
return False, f"mcp_rejected(decision={decision}, conf={confidence:.2f})"
except httpx.HTTPStatusError as e:
if e.response.status_code == 500:
# 500 에러 → MCP 서버 내부 오류 → 룰 기반으로 우회
logger.warning(f"⚠️ MCP 서버 500 에러 — 룰 기반으로 우회: {e}")
return True, "mcp_500_fallback_to_rules"
logger.warning(f"⚠️ MCP 검증 실패 — 매매 차단: {e}")
@@ -77,15 +79,319 @@ async def _mcp_validate_buy(stock: dict) -> tuple:
return False, "mcp_unavailable"
async def _execute_buy(
stock: dict,
db: AsyncSession,
holding,
current_price: float,
signals: list,
score_val: float,
is_domestic: bool,
exchange_code: str,
stock_code: str,
stock_name: str,
) -> dict:
"""BUY 주문 실행 로직 — 선체크 → semaphore → 주문 → TradeHistory 기록 → sync."""
# ── 1. 3일 급등 체크 ─────────────────────────────────────────────────────
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:
closes = (
[float(item.get("stck_clpr", 0)) for item in chart_data[-4:]]
if is_domestic
else [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:
logger.debug(f"[chase_buy] 차트 조회 실패, 우회: {stock_code} — {e}")
# ── 2. 트렌드 필터 ────────────────────────────────────────────────────────
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:
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)}