백테스트 수정중

backend/app/api/endpoints/backtest.py

@@ -27,10 +27,57 @@ from app.services.backtest_engine import (
 from app.services.stock_universe import StockUniverse, StockFilter
 from app.services.ml_ensemble import get_ensemble
 from app.services.feature_engineering import FEATURE_COLUMNS
+from app.services.strategy_config_service import strategy_cfg
 
 router = APIRouter()
 logger = logging.getLogger(__name__)
 
+# ── 전략 프리셋 정의 (모듈 레벨) ───────────────────────────────────────────────
+
+_STRATEGY_PRESETS: Dict[str, Dict[str, Any]] = {
+    "conservative": {
+        "name": "보수적",
+        "params": {
+            "MEAN_REVERSION_STOP_LOSS_PCT": -5.0,
+            "MEAN_REVERSION_TAKE_PROFIT_PCT": 8.0,
+            "MAX_TOTAL_POSITIONS": 3,
+            "MEAN_REVERSION_RSI_THRESHOLD": 25,
+        },
+    },
+    "balanced": {
+        "name": "균형형",
+        "params": {
+            "MEAN_REVERSION_STOP_LOSS_PCT": -6.0,
+            "MEAN_REVERSION_TAKE_PROFIT_PCT": 12.0,
+            "MAX_TOTAL_POSITIONS": 5,
+            "MEAN_REVERSION_RSI_THRESHOLD": 30,
+        },
+    },
+    "aggressive": {
+        "name": "공격적",
+        "params": {
+            "MEAN_REVERSION_STOP_LOSS_PCT": -8.0,
+            "MEAN_REVERSION_TAKE_PROFIT_PCT": 20.0,
+            "MAX_TOTAL_POSITIONS": 8,
+            "MEAN_REVERSION_RSI_THRESHOLD": 35,
+        },
+    },
+}
+
+
+async def _get_preset(preset_key: str) -> Optional[Dict[str, Any]]:
+    """프리셋 이름으로 파라미터 반환. 'current'이면 DB 현재 설정 로드."""
+    if preset_key == "current":
+        await strategy_cfg._refresh()
+        params = {
+            "MEAN_REVERSION_STOP_LOSS_PCT": strategy_cfg.get("STOP_LOSS_PERCENT", -6.0),
+            "MEAN_REVERSION_TAKE_PROFIT_PCT": strategy_cfg.get("TAKE_PROFIT_PERCENT", 12.0),
+            "MAX_TOTAL_POSITIONS": strategy_cfg.get("MAX_HOLDINGS_COUNT", 5),
+            "MEAN_REVERSION_RSI_THRESHOLD": strategy_cfg.get("MEAN_REVERSION_RSI_THRESHOLD", 30.0),
+        }
+        return {"name": "현재 설정", "params": params}
+    return _STRATEGY_PRESETS.get(preset_key)
+
 # 전역 변수: 생성된 학습 데이터 임시 저장
 _cached_training_data: Optional[Dict[str, Any]] = None
 
@@ -65,6 +112,14 @@ class ComparePresetsRequest(BaseModel):
     presets: List[str] = Field(["conservative", "balanced", "aggressive"], description="비교할 프리셋 목록")
 
 
+class ComparePresetsUniverseRequest(BaseModel):
+    universe_preset: str = Field("large_cap", description="유니버스 프리셋")
+    start_date: str
+    end_date: str
+    initial_capital: float = 10_000_000
+    presets: List[str] = Field(["conservative", "balanced", "aggressive"], description="비교할 프리셋 목록")
+
+
 class RunUniverseBacktestRequest(BaseModel):
     """전체 종목 백테스트 요청"""
     universe_preset: str = Field("large_cap", description="유니버스 프리셋 (large_cap, kospi_all, ...)")
@@ -76,6 +131,17 @@ class RunUniverseBacktestRequest(BaseModel):
     top_n_results: int = Field(20, description="성과 상위 N개만 반환")
 
 
+class GenerateTrainingDataUniverseRequest(BaseModel):
+    """전체 종목 ML 학습 데이터 생성 요청"""
+    universe_preset: str = Field("large_cap", description="유니버스 프리셋")
+    start_date: str = Field(..., description="시작일 (YYYY-MM-DD)")
+    end_date: str = Field(..., description="종료일 (YYYY-MM-DD)")
+    forward_days: int = Field(5, description="N일 후 수익률로 라벨링")
+    up_threshold: float = Field(0.03, description="UP 레이블 임계값")
+    down_threshold: float = Field(-0.03, description="DOWN 레이블 임계값")
+    min_samples_per_stock: int = Field(50, description="종목당 최소 샘플 수")
+
+
 # ── API 엔드포인트 ─────────────────────────────────────────────────────
 
 @router.get("/universe-presets")
@@ -129,31 +195,13 @@ async def api_run_universe_backtest(req: RunUniverseBacktestRequest) -> Dict[str
     
     logger.info(f"전체 백테스트 시작: {len(stock_codes)}종목")
     
-    # 2. 전략 파라미터
-    PRESETS = {
-        "conservative": {
-            "MEAN_REVERSION_STOP_LOSS_PCT": -5.0,
-            "MEAN_REVERSION_TAKE_PROFIT_PCT": 8.0,
-            "MAX_TOTAL_POSITIONS": 3,
-            "MEAN_REVERSION_RSI_THRESHOLD": 25,
-        },
-        "balanced": {
-            "MEAN_REVERSION_STOP_LOSS_PCT": -6.0,
-            "MEAN_REVERSION_TAKE_PROFIT_PCT": 12.0,
-            "MAX_TOTAL_POSITIONS": 5,
-            "MEAN_REVERSION_RSI_THRESHOLD": 30,
-        },
-        "aggressive": {
-            "MEAN_REVERSION_STOP_LOSS_PCT": -8.0,
-            "MEAN_REVERSION_TAKE_PROFIT_PCT": 20.0,
-            "MAX_TOTAL_POSITIONS": 8,
-            "MEAN_REVERSION_RSI_THRESHOLD": 35,
-        },
-    }
-    
-    strategy_params = PRESETS.get(req.strategy_preset, PRESETS["balanced"])
+    # 2. 전략 파라미터 ('current'이면 DB에서 로드)
+    preset = await _get_preset(req.strategy_preset) or await _get_preset("balanced")
+    strategy_params = preset["params"]
     
     # 3. 각 종목별로 백테스트 (병렬)
+    no_data_count = 0
+
     async def backtest_single(code: str) -> Optional[Dict[str, Any]]:
         try:
             config = BacktestConfig(
@@ -167,7 +215,11 @@ async def api_run_universe_backtest(req: RunUniverseBacktestRequest) -> Dict[str
             )
             engine = BacktestEngine()
             result = await engine.run_backtest(config)
-            
+
+            # DB에 해당 종목/기간 데이터 없으면 제외
+            if not result.equity_curve:
+                return None
+
             return {
                 "stock_code": code,
                 "total_return_pct": result.total_return_pct,
@@ -179,15 +231,17 @@ async def api_run_universe_backtest(req: RunUniverseBacktestRequest) -> Dict[str
         except Exception as e:
             logger.error(f"{code} 백테스트 실패: {e}")
             return None
-    
+
     # 병렬 실행 (10개씩 배치)
     results = []
     batch_size = 10
     for i in range(0, len(stock_codes), batch_size):
         batch = stock_codes[i:i + batch_size]
         batch_results = await asyncio.gather(*[backtest_single(code) for code in batch])
-        results.extend([r for r in batch_results if r is not None])
-        logger.info(f"진행률: {len(results)}/{len(stock_codes)}")
+        valid = [r for r in batch_results if r is not None]
+        no_data_count += len(batch) - len(valid)
+        results.extend(valid)
+        logger.info(f"진행률: {len(results)}/{len(stock_codes)} (데이터없음: {no_data_count})")
     
     # 4. 수익률 상위 N개 정렬
     results_sorted = sorted(results, key=lambda x: x["total_return_pct"], reverse=True)
@@ -197,6 +251,7 @@ async def api_run_universe_backtest(req: RunUniverseBacktestRequest) -> Dict[str
     
     return {
         "total_tested": len(results),
+        "no_data_count": no_data_count,
         "top_performers": top_results,
         "universe_preset": req.universe_preset,
         "strategy_preset": req.strategy_preset,
@@ -205,6 +260,61 @@ async def api_run_universe_backtest(req: RunUniverseBacktestRequest) -> Dict[str
     }
 
 
+@router.post("/generate-training-data-universe")
+async def api_generate_training_data_universe(req: GenerateTrainingDataUniverseRequest) -> Dict[str, Any]:
+    """
+    전체 종목 ML 학습 데이터 생성 (유니버스 프리셋 기반)
+
+    유니버스에 속한 모든 종목의 과거 데이터를 병렬로 수집하여 학습 데이터를 생성합니다.
+    """
+    global _cached_training_data
+
+    try:
+        start_date = datetime.strptime(req.start_date, "%Y-%m-%d").date()
+        end_date = datetime.strptime(req.end_date, "%Y-%m-%d").date()
+    except ValueError:
+        raise HTTPException(status_code=400, detail="날짜 형식 오류 (YYYY-MM-DD)")
+
+    # 유니버스 프리셋에서 종목 리스트
+    presets = StockUniverse.get_preset_universes()
+    if req.universe_preset not in presets:
+        raise HTTPException(status_code=400, detail=f"잘못된 유니버스 프리셋: {req.universe_preset}")
+
+    stock_filter = presets[req.universe_preset]["filter"]
+    stock_codes = await StockUniverse.get_filtered_stocks(stock_filter)
+
+    if not stock_codes:
+        raise HTTPException(status_code=404, detail="해당 유니버스에 종목이 없습니다")
+
+    logger.info(f"전체 종목 학습 데이터 생성 시작: {len(stock_codes)}종목")
+
+    config = TrainingDataConfig(
+        stock_codes=stock_codes,
+        start_date=start_date,
+        end_date=end_date,
+        forward_days=req.forward_days,
+        up_threshold=req.up_threshold,
+        down_threshold=req.down_threshold,
+        min_samples_per_stock=req.min_samples_per_stock,
+    )
+
+    result = await generate_training_data(config)
+
+    if "error" in result:
+        raise HTTPException(status_code=500, detail=result["error"])
+
+    _cached_training_data = result
+
+    return {
+        "total_samples": result["total_samples"],
+        "label_distribution": result["label_distribution"],
+        "config": result["config"],
+        "universe_preset": req.universe_preset,
+        "total_stocks_requested": len(stock_codes),
+        "message": f"{len(stock_codes)}종목에서 {result['total_samples']}개 샘플 생성 완료. /train-model로 학습하거나 /download-training-data로 다운로드하세요.",
+    }
+
+
 @router.post("/generate-training-data")
 async def api_generate_training_data(req: GenerateTrainingDataRequest) -> Dict[str, Any]:
     """
@@ -308,28 +418,35 @@ async def api_train_model(background_tasks: BackgroundTasks) -> Dict[str, Any]:
 async def api_run_backtest(req: RunBacktestRequest) -> Dict[str, Any]:
     """
     전략 성과 백테스트 실행
-    
-    과거 데이터로 전략을 실행하여 수익률, MDD, 승률 등을 계산합니다.
+
+    strategy_params가 없으면 전략 설정 페이지의 현재 DB 값을 자동 사용합니다.
     """
     try:
         start_date = datetime.strptime(req.start_date, "%Y-%m-%d").date()
         end_date = datetime.strptime(req.end_date, "%Y-%m-%d").date()
     except ValueError:
         raise HTTPException(status_code=400, detail="날짜 형식 오류")
-    
+
+    # strategy_params 없으면 DB 현재 설정 자동 로드
+    strategy_params = req.strategy_params
+    if strategy_params is None:
+        preset = await _get_preset("current")
+        strategy_params = preset["params"]
+        logger.info(f"strategy_params 미지정 → DB 현재 설정 사용: {strategy_params}")
+
     config = BacktestConfig(
         stock_codes=req.stock_codes,
         start_date=start_date,
         end_date=end_date,
         initial_capital=req.initial_capital,
-        strategy_params=req.strategy_params,
+        strategy_params=strategy_params,
         max_positions=req.max_positions,
         position_size=req.position_size,
     )
-    
+
     engine = BacktestEngine()
     result = await engine.run_backtest(config)
-    
+
     # BacktestResult를 dict로 변환
     from dataclasses import asdict
     return asdict(result)
@@ -348,44 +465,13 @@ async def api_compare_presets(req: ComparePresetsRequest) -> Dict[str, Any]:
     except ValueError:
         raise HTTPException(status_code=400, detail="날짜 형식 오류")
     
-    # 프리셋 정의 (frontend/src/utils/strategyPresets.ts와 동기화)
-    PRESETS = {
-        "conservative": {
-            "name": "보수적",
-            "params": {
-                "MEAN_REVERSION_STOP_LOSS_PCT": -5.0,
-                "MEAN_REVERSION_TAKE_PROFIT_PCT": 8.0,
-                "MAX_TOTAL_POSITIONS": 3,
-                "MEAN_REVERSION_RSI_THRESHOLD": 25,
-            }
-        },
-        "balanced": {
-            "name": "균형형",
-            "params": {
-                "MEAN_REVERSION_STOP_LOSS_PCT": -6.0,
-                "MEAN_REVERSION_TAKE_PROFIT_PCT": 12.0,
-                "MAX_TOTAL_POSITIONS": 5,
-                "MEAN_REVERSION_RSI_THRESHOLD": 30,
-            }
-        },
-        "aggressive": {
-            "name": "공격적",
-            "params": {
-                "MEAN_REVERSION_STOP_LOSS_PCT": -8.0,
-                "MEAN_REVERSION_TAKE_PROFIT_PCT": 20.0,
-                "MAX_TOTAL_POSITIONS": 8,
-                "MEAN_REVERSION_RSI_THRESHOLD": 35,
-            }
-        },
-    }
-    
     results = {}
-    
+
     for preset_key in req.presets:
-        if preset_key not in PRESETS:
+        preset = await _get_preset(preset_key)
+        if preset is None:
             continue
-        
-        preset = PRESETS[preset_key]
+
         config = BacktestConfig(
             stock_codes=req.stock_codes,
             start_date=start_date,
@@ -394,10 +480,10 @@ async def api_compare_presets(req: ComparePresetsRequest) -> Dict[str, Any]:
             strategy_params=preset["params"],
             max_positions=preset["params"]["MAX_TOTAL_POSITIONS"],
         )
-        
+
         engine = BacktestEngine()
         result = await engine.run_backtest(config)
-        
+
         results[preset_key] = {
             "name": preset["name"],
             "total_return_pct": result.total_return_pct,
@@ -407,9 +493,71 @@ async def api_compare_presets(req: ComparePresetsRequest) -> Dict[str, Any]:
             "total_trades": result.total_trades,
             "equity_curve": result.equity_curve,
         }
-    
+
     return {
         "presets": results,
         "period": f"{req.start_date} ~ {req.end_date}",
         "stock_count": len(req.stock_codes),
     }
+
+
+@router.post("/compare-presets-universe")
+async def api_compare_presets_universe(req: ComparePresetsUniverseRequest) -> Dict[str, Any]:
+    """
+    프리셋 비교 백테스트 (유니버스 프리셋 기반)
+
+    선택한 유니버스의 모든 종목을 대상으로 보수적/균형형/공격적 프리셋을 비교합니다.
+    """
+    try:
+        start_date = datetime.strptime(req.start_date, "%Y-%m-%d").date()
+        end_date = datetime.strptime(req.end_date, "%Y-%m-%d").date()
+    except ValueError:
+        raise HTTPException(status_code=400, detail="날짜 형식 오류")
+
+    presets_map = StockUniverse.get_preset_universes()
+    if req.universe_preset not in presets_map:
+        raise HTTPException(status_code=400, detail=f"잘못된 유니버스 프리셋: {req.universe_preset}")
+
+    stock_filter = presets_map[req.universe_preset]["filter"]
+    stock_codes = await StockUniverse.get_filtered_stocks(stock_filter)
+
+    if not stock_codes:
+        raise HTTPException(status_code=404, detail="해당 유니버스에 종목이 없습니다")
+
+    logger.info(f"유니버스 프리셋 비교 시작: {req.universe_preset} ({len(stock_codes)}종목)")
+
+    results = {}
+
+    for preset_key in req.presets:
+        preset = await _get_preset(preset_key)
+        if preset is None:
+            continue
+
+        config = BacktestConfig(
+            stock_codes=stock_codes,
+            start_date=start_date,
+            end_date=end_date,
+            initial_capital=req.initial_capital,
+            strategy_params=preset["params"],
+            max_positions=preset["params"]["MAX_TOTAL_POSITIONS"],
+        )
+
+        engine = BacktestEngine()
+        result = await engine.run_backtest(config)
+
+        results[preset_key] = {
+            "name": preset["name"],
+            "total_return_pct": result.total_return_pct,
+            "mdd_pct": result.mdd_pct,
+            "win_rate": result.win_rate,
+            "sharpe_ratio": result.sharpe_ratio,
+            "total_trades": result.total_trades,
+            "equity_curve": result.equity_curve,
+        }
+
+    return {
+        "presets": results,
+        "period": f"{req.start_date} ~ {req.end_date}",
+        "stock_count": len(stock_codes),
+        "universe_preset": req.universe_preset,
+    }

backend/app/services/backtest_engine.py

@@ -334,7 +334,7 @@ class BacktestEngine:
                 avg_lose=0.0,
                 max_win=0.0,
                 max_lose=0.0,
-                equity_curve=[],
+                equity_curve=self.equity_curve,
                 trades=[],
                 final_positions=[]
             )
@@ -445,7 +445,8 @@ class BacktestEngine:
         prev_portfolio_value = config.initial_capital
         
         for current_date in all_dates:
-            current_date_obj = datetime.strptime(current_date, "%Y%m%d").date()
+            fmt = "%Y%m%d" if len(current_date) == 8 else "%Y-%m-%d"
+            current_date_obj = datetime.strptime(current_date, fmt).date()
             
             # 각 종목별 신호 생성 및 주문 실행
             current_prices = {}

backend/app/services/ml_ensemble.py

@@ -111,8 +111,8 @@ class StockLSTM:
         self.seq_std = X_seq.std(axis=(0, 1)) + 1e-8
         X_norm = (X_seq - self.seq_mean) / self.seq_std
 
-        X_tensor = torch.FloatTensor(X_norm).to(self.device)
-        y_tensor = torch.LongTensor(y).to(self.device)
+        X_tensor = torch.FloatTensor(X_norm.copy()).to(self.device)
+        y_tensor = torch.LongTensor(y.copy()).to(self.device)
 
         dataset = TensorDataset(X_tensor, y_tensor)
         loader = DataLoader(dataset, batch_size=batch_size, shuffle=True)
@@ -157,7 +157,7 @@ class StockLSTM:
 
         self.model.eval()
         X_norm = (X_seq - self.seq_mean) / self.seq_std
-        X_tensor = torch.FloatTensor(X_norm).to(self.device)
+        X_tensor = torch.FloatTensor(X_norm.copy()).to(self.device)
 
         with torch.no_grad():
             outputs = self.model(X_tensor)

backend/app/services/stock_universe.py

@@ -274,8 +274,24 @@ async def get_all_krx_stocks_from_fdr(
         return stocks
         
     except ImportError:
-        logger.error("FinanceDataReader 미설치. pip install finance-datareader")
-        return []
+        logger.warning("FinanceDataReader 미설치. DB 폴백 사용")
+        return await _get_stocks_from_db(market)
     except Exception as e:
-        logger.error(f"FDR 조회 실패: {e}")
+        logger.warning(f"FDR 조회 실패: {e}. DB 폴백 사용")
+        return await _get_stocks_from_db(market)
+
+
+async def _get_stocks_from_db(market: Optional[str] = None) -> List[Dict[str, Any]]:
+    """FDR 실패 시 DB의 StockDailyPrice에서 고유 종목 코드 조회"""
+    try:
+        from sqlalchemy import distinct
+        async with AsyncSessionLocal() as session:
+            stmt = select(distinct(StockDailyPrice.stock_code))
+            result = await session.execute(stmt)
+            codes = [row[0] for row in result.all()]
+
+        logger.info(f"DB 폴백: {len(codes)}개 종목 조회 (market 필터 미적용)")
+        return [{'code': c, 'name': c, 'market': market or 'KOSPI'} for c in codes]
+    except Exception as e:
+        logger.error(f"DB 폴백 조회 실패: {e}")
         return []

backend/models/ensemble/metrics.json

@@ -0,0 +1 @@
+{}

backend/requirements.txt

@@ -29,6 +29,7 @@ feedparser==6.0.11
 joblib>=1.3.0
 beautifulsoup4>=4.12.0
 httpx>=0.27.1
+finance-datareader>=0.9.50
 # ML Ensemble
 torch>=2.1.0
 lightgbm>=4.1.0

frontend/src/pages/Backtest.tsx

@@ -20,7 +20,9 @@ ChartJS.register(CategoryScale, LinearScale, PointElement, LineElement, Title, T
 // ── ML 학습 데이터 생성 탭 ───────────────────────────────────────────────
 
 function MLTrainingTab() {
+    const [mode, setMode] = useState<'manual' | 'universe'>('manual')
     const [stockCodes, setStockCodes] = useState('005930,000660,035720')
+    const [universePreset, setUniversePreset] = useState('large_cap')
     const [startDate, setStartDate] = useState('2023-01-01')
     const [endDate, setEndDate] = useState('2025-12-31')
     const [forwardDays, setForwardDays] = useState(5)
@@ -28,17 +30,34 @@ function MLTrainingTab() {
     const [downThreshold, setDownThreshold] = useState(-3.0)
     const [result, setResult] = useState<any>(null)
 
+    const { data: universePresets } = useQuery({
+        queryKey: ['universe-presets'],
+        queryFn: async () => (await api.get('/backtest/universe-presets')).data,
+    })
+
     const generateMutation = useMutation({
         mutationFn: async () => {
-            const res = await api.post('/backtest/generate-training-data', {
-                stock_codes: stockCodes.split(',').map(c => c.trim()),
-                start_date: startDate,
-                end_date: endDate,
-                forward_days: forwardDays,
-                up_threshold: upThreshold / 100,
-                down_threshold: downThreshold / 100,
-            })
-            return res.data
+            if (mode === 'universe') {
+                const res = await api.post('/backtest/generate-training-data-universe', {
+                    universe_preset: universePreset,
+                    start_date: startDate,
+                    end_date: endDate,
+                    forward_days: forwardDays,
+                    up_threshold: upThreshold / 100,
+                    down_threshold: downThreshold / 100,
+                })
+                return res.data
+            } else {
+                const res = await api.post('/backtest/generate-training-data', {
+                    stock_codes: stockCodes.split(',').map(c => c.trim()),
+                    start_date: startDate,
+                    end_date: endDate,
+                    forward_days: forwardDays,
+                    up_threshold: upThreshold / 100,
+                    down_threshold: downThreshold / 100,
+                })
+                return res.data
+            }
         },
         onSuccess: (data) => {
             setResult(data)
@@ -71,16 +90,61 @@ function MLTrainingTab() {
                     <Database size={20} className="text-blue-400" />
                     ML 학습 데이터 생성 설정
                 </h3>
+
+                {/* 종목 선택 모드 토글 */}
+                <div className="flex gap-2 mb-4">
+                    <button
+                        onClick={() => setMode('manual')}
+                        className={`px-3 py-1.5 text-xs font-medium rounded-lg transition-colors ${
+                            mode === 'manual'
+                                ? 'bg-blue-600 text-white'
+                                : 'bg-slate-800 text-slate-400 hover:text-white border border-slate-700'
+                        }`}
+                    >
+                        직접 입력
+                    </button>
+                    <button
+                        onClick={() => setMode('universe')}
+                        className={`px-3 py-1.5 text-xs font-medium rounded-lg transition-colors flex items-center gap-1.5 ${
+                            mode === 'universe'
+                                ? 'bg-orange-600 text-white'
+                                : 'bg-slate-800 text-slate-400 hover:text-white border border-slate-700'
+                        }`}
+                    >
+                        <Globe size={12} />
+                        전체 종목 (유니버스)
+                    </button>
+                </div>
+
                 <div className="grid grid-cols-2 gap-4">
                     <div>
-                        <label className="block text-xs text-slate-400 mb-1">종목 코드 (쉼표 구분)</label>
-                        <input
-                            type="text"
-                            value={stockCodes}
-                            onChange={(e) => setStockCodes(e.target.value)}
-                            className="w-full px-3 py-2 bg-slate-800 border border-slate-700 rounded text-white text-sm"
-                            placeholder="005930,000660,035720"
-                        />
+                        {mode === 'manual' ? (
+                            <>
+                                <label className="block text-xs text-slate-400 mb-1">종목 코드 (쉼표 구분)</label>
+                                <input
+                                    type="text"
+                                    value={stockCodes}
+                                    onChange={(e) => setStockCodes(e.target.value)}
+                                    className="w-full px-3 py-2 bg-slate-800 border border-slate-700 rounded text-white text-sm"
+                                    placeholder="005930,000660,035720"
+                                />
+                            </>
+                        ) : (
+                            <>
+                                <label className="block text-xs text-slate-400 mb-1">종목 유니버스</label>
+                                <select
+                                    value={universePreset}
+                                    onChange={(e) => setUniversePreset(e.target.value)}
+                                    className="w-full px-3 py-2 bg-slate-800 border border-slate-700 rounded text-white text-sm"
+                                >
+                                    {universePresets && Object.entries(universePresets).map(([key, preset]: any) => (
+                                        <option key={key} value={key}>
+                                            {preset.description || key}
+                                        </option>
+                                    ))}
+                                </select>
+                            </>
+                        )}
                     </div>
                     <div className="grid grid-cols-2 gap-2">
                         <div>
@@ -140,7 +204,11 @@ function MLTrainingTab() {
                     <button
                         onClick={() => generateMutation.mutate()}
                         disabled={generateMutation.isPending}
-                        className="flex items-center gap-2 px-4 py-2 bg-blue-600 hover:bg-blue-700 text-white rounded-lg font-medium disabled:opacity-50"
+                        className={`flex items-center gap-2 px-4 py-2 text-white rounded-lg font-medium disabled:opacity-50 ${
+                            mode === 'universe'
+                                ? 'bg-orange-600 hover:bg-orange-700'
+                                : 'bg-blue-600 hover:bg-blue-700'
+                        }`}
                     >
                         <Play size={16} />
                         {generateMutation.isPending ? '생성 중...' : '데이터 생성'}
@@ -176,6 +244,12 @@ function MLTrainingTab() {
                             <p className="text-xs text-slate-400">총 샘플 수</p>
                             <p className="text-2xl font-bold text-white mt-1">{result.total_samples?.toLocaleString()}</p>
                         </div>
+                        {result.total_stocks_requested && (
+                            <div className="bg-slate-800 rounded-lg p-4">
+                                <p className="text-xs text-slate-400">대상 종목 수</p>
+                                <p className="text-2xl font-bold text-orange-400 mt-1">{result.total_stocks_requested}개</p>
+                            </div>
+                        )}
                         {Object.entries(result.label_distribution || {}).map(([label, count]: any) => (
                             <div key={label} className="bg-slate-800 rounded-lg p-4">
                                 <p className="text-xs text-slate-400">{label}</p>
@@ -198,49 +272,68 @@ function MLTrainingTab() {
 
 // ── 전략 성과 테스트 탭 ──────────────────────────────────────────────────────
 
+const PRESET_CHART_CONFIG = [
+    { key: 'conservative', label: '보수적',    color: 'rgb(34, 197, 94)',   bg: 'rgba(34, 197, 94, 0.1)' },
+    { key: 'balanced',     label: '균형형',    color: 'rgb(59, 130, 246)',  bg: 'rgba(59, 130, 246, 0.1)' },
+    { key: 'aggressive',   label: '공격적',    color: 'rgb(239, 68, 68)',   bg: 'rgba(239, 68, 68, 0.1)' },
+    { key: 'current',      label: '현재 설정', color: 'rgb(168, 85, 247)',  bg: 'rgba(168, 85, 247, 0.1)' },
+]
+
 function StrategyTestTab() {
+    const [mode, setMode] = useState<'manual' | 'universe'>('manual')
     const [stockCodes, setStockCodes] = useState('005930,000660,035720')
+    const [universePreset, setUniversePreset] = useState('large_cap')
     const [startDate, setStartDate] = useState('2024-01-01')
     const [endDate, setEndDate] = useState('2024-12-31')
+    const [includeCurrentSettings, setIncludeCurrentSettings] = useState(false)
     const [compareResults, setCompareResults] = useState<any>(null)
 
+    const { data: universePresets } = useQuery({
+        queryKey: ['universe-presets'],
+        queryFn: async () => (await api.get('/backtest/universe-presets')).data,
+    })
+
     const compareMutation = useMutation({
         mutationFn: async () => {
-            const res = await api.post('/backtest/compare-presets', {
-                stock_codes: stockCodes.split(',').map(c => c.trim()),
-                start_date: startDate,
-                end_date: endDate,
-                presets: ['conservative', 'balanced', 'aggressive'],
-            })
-            return res.data
+            const presets = ['conservative', 'balanced', 'aggressive', ...(includeCurrentSettings ? ['current'] : [])]
+            if (mode === 'universe') {
+                const res = await api.post('/backtest/compare-presets-universe', {
+                    universe_preset: universePreset,
+                    start_date: startDate,
+                    end_date: endDate,
+                    presets,
+                })
+                return res.data
+            } else {
+                const res = await api.post('/backtest/compare-presets', {
+                    stock_codes: stockCodes.split(',').map(c => c.trim()),
+                    start_date: startDate,
+                    end_date: endDate,
+                    presets,
+                })
+                return res.data
+            }
         },
         onSuccess: (data) => {
             setCompareResults(data)
         },
     })
 
+    const allCurves = compareResults
+        ? PRESET_CHART_CONFIG.map(cfg => compareResults.presets?.[cfg.key]?.equity_curve).filter(Boolean)
+        : []
+    const longestCurve = allCurves.reduce((a, b) => ((a?.length ?? 0) >= (b?.length ?? 0) ? a : b), [])
+
     const chartData = compareResults ? {
-        labels: compareResults.presets?.conservative?.equity_curve?.map((p: any) => p.date) || [],
-        datasets: [
-            {
-                label: '보수적',
-                data: compareResults.presets?.conservative?.equity_curve?.map((p: any) => p.return_pct * 100) || [],
-                borderColor: 'rgb(34, 197, 94)',
-                backgroundColor: 'rgba(34, 197, 94, 0.1)',
-            },
-            {
-                label: '균형형',
-                data: compareResults.presets?.balanced?.equity_curve?.map((p: any) => p.return_pct * 100) || [],
-                borderColor: 'rgb(59, 130, 246)',
-                backgroundColor: 'rgba(59, 130, 246, 0.1)',
-            },
-            {
-                label: '공격적',
-                data: compareResults.presets?.aggressive?.equity_curve?.map((p: any) => p.return_pct * 100) || [],
-                borderColor: 'rgb(239, 68, 68)',
-                backgroundColor: 'rgba(239, 68, 68, 0.1)',
-            },
-        ],
+        labels: longestCurve?.map((p: any) => p.date) || [],
+        datasets: PRESET_CHART_CONFIG
+            .filter(cfg => compareResults.presets?.[cfg.key])
+            .map(cfg => ({
+                label: cfg.label,
+                data: compareResults.presets[cfg.key].equity_curve?.map((p: any) => p.return_pct * 100) || [],
+                borderColor: cfg.color,
+                backgroundColor: cfg.bg,
+            })),
     } : null
 
     return (
@@ -251,15 +344,61 @@ function StrategyTestTab() {
                     <BarChart3 size={20} className="text-purple-400" />
                     프리셋 비교 백테스트
                 </h3>
+
+                {/* 종목 선택 모드 토글 */}
+                <div className="flex gap-2 mb-4">
+                    <button
+                        onClick={() => setMode('manual')}
+                        className={`px-3 py-1.5 text-xs font-medium rounded-lg transition-colors ${
+                            mode === 'manual'
+                                ? 'bg-purple-600 text-white'
+                                : 'bg-slate-800 text-slate-400 hover:text-white border border-slate-700'
+                        }`}
+                    >
+                        직접 입력
+                    </button>
+                    <button
+                        onClick={() => setMode('universe')}
+                        className={`px-3 py-1.5 text-xs font-medium rounded-lg transition-colors flex items-center gap-1.5 ${
+                            mode === 'universe'
+                                ? 'bg-orange-600 text-white'
+                                : 'bg-slate-800 text-slate-400 hover:text-white border border-slate-700'
+                        }`}
+                    >
+                        <Globe size={12} />
+                        전체 종목 (유니버스)
+                    </button>
+                </div>
+
                 <div className="grid grid-cols-3 gap-4">
                     <div>
-                        <label className="block text-xs text-slate-400 mb-1">종목 코드</label>
-                        <input
-                            type="text"
-                            value={stockCodes}
-                            onChange={(e) => setStockCodes(e.target.value)}
-                            className="w-full px-3 py-2 bg-slate-800 border border-slate-700 rounded text-white text-sm"
-                        />
+                        {mode === 'manual' ? (
+                            <>
+                                <label className="block text-xs text-slate-400 mb-1">종목 코드</label>
+                                <input
+                                    type="text"
+                                    value={stockCodes}
+                                    onChange={(e) => setStockCodes(e.target.value)}
+                                    className="w-full px-3 py-2 bg-slate-800 border border-slate-700 rounded text-white text-sm"
+                                    placeholder="005930,000660,035720"
+                                />
+                            </>
+                        ) : (
+                            <>
+                                <label className="block text-xs text-slate-400 mb-1">종목 유니버스</label>
+                                <select
+                                    value={universePreset}
+                                    onChange={(e) => setUniversePreset(e.target.value)}
+                                    className="w-full px-3 py-2 bg-slate-800 border border-slate-700 rounded text-white text-sm"
+                                >
+                                    {universePresets && Object.entries(universePresets).map(([key, preset]: any) => (
+                                        <option key={key} value={key}>
+                                            {preset.description || key}
+                                        </option>
+                                    ))}
+                                </select>
+                            </>
+                        )}
                     </div>
                     <div>
                         <label className="block text-xs text-slate-400 mb-1">시작일</label>
@@ -280,19 +419,39 @@ function StrategyTestTab() {
                         />
                     </div>
                 </div>
-                <button
-                    onClick={() => compareMutation.mutate()}
-                    disabled={compareMutation.isPending}
-                    className="flex items-center gap-2 px-4 py-2 bg-purple-600 hover:bg-purple-700 text-white rounded-lg font-medium mt-4 disabled:opacity-50"
-                >
-                    <Play size={16} />
-                    {compareMutation.isPending ? '실행 중...' : '백테스트 실행'}
-                </button>
+                <div className="flex items-center gap-4 mt-4">
+                    <button
+                        onClick={() => compareMutation.mutate()}
+                        disabled={compareMutation.isPending}
+                        className={`flex items-center gap-2 px-4 py-2 text-white rounded-lg font-medium disabled:opacity-50 ${
+                            mode === 'universe'
+                                ? 'bg-orange-600 hover:bg-orange-700'
+                                : 'bg-purple-600 hover:bg-purple-700'
+                        }`}
+                    >
+                        <Play size={16} />
+                        {compareMutation.isPending ? '실행 중...' : '백테스트 실행'}
+                    </button>
+                    <label className="flex items-center gap-2 cursor-pointer select-none">
+                        <input
+                            type="checkbox"
+                            checked={includeCurrentSettings}
+                            onChange={(e) => setIncludeCurrentSettings(e.target.checked)}
+                            className="w-4 h-4 rounded accent-purple-500"
+                        />
+                        <span className="text-sm text-slate-300">현재 설정도 비교에 포함</span>
+                    </label>
+                </div>
             </div>
 
             {/* 결과 비교 */}
             {compareResults && (
                 <>
+                    {compareResults.universe_preset && (
+                        <div className="px-4 py-2 bg-orange-500/10 border border-orange-500/30 rounded-lg text-xs text-orange-400">
+                            유니버스: {compareResults.universe_preset} — {compareResults.stock_count}종목 대상
+                        </div>
+                    )}
                     <div className="grid grid-cols-3 gap-4">
                         {Object.entries(compareResults.presets || {}).map(([key, result]: any) => (
                             <div key={key} className="bg-slate-900/60 border border-slate-800 rounded-xl p-5">
@@ -330,7 +489,7 @@ function StrategyTestTab() {
                     {/* 차트 */}
                     {chartData && (
                         <div className="bg-slate-900/60 border border-slate-800 rounded-xl p-5">
-                            <h3 className="text-lg font-bold text-white mb-4">수익 곱선 비교</h3>
+                            <h3 className="text-lg font-bold text-white mb-4">수익 곡선 비교</h3>
                             <Line
                                 data={chartData}
                                 options={{
@@ -419,6 +578,7 @@ function UniverseBacktestTab() {
                             <option value="conservative">보수적</option>
                             <option value="balanced">균형형</option>
                             <option value="aggressive">공격적</option>
+                            <option value="current">현재 설정 (DB)</option>
                         </select>
                     </div>
                 </div>
@@ -468,6 +628,16 @@ function UniverseBacktestTab() {
                 <>
                     <div className="bg-slate-900/60 border border-slate-800 rounded-xl p-5">
                         <h3 className="text-lg font-bold text-white mb-4">테스트 개요</h3>
+                        {result.total_tested === 0 && (
+                            <div className="mb-4 px-4 py-3 rounded-lg bg-yellow-500/10 border border-yellow-500/30 text-yellow-400 text-sm">
+                                선택한 유니버스의 종목들이 DB에 가격 데이터가 없습니다. 해당 기간 동안 시스템이 모니터링한 종목만 백테스트가 가능합니다.
+                            </div>
+                        )}
+                        {result.no_data_count > 0 && result.total_tested > 0 && (
+                            <div className="mb-4 px-4 py-2 rounded-lg bg-slate-800 border border-slate-700 text-slate-400 text-xs">
+                                DB 데이터 없음: {result.no_data_count}종목 제외됨 (실제 테스트: {result.total_tested}종목)
+                            </div>
+                        )}
                         <div className="grid grid-cols-4 gap-4">
                             <div className="bg-slate-800 rounded-lg p-4">
                                 <p className="text-xs text-slate-400">테스트 종목 수</p>

frontend/src/pages/StrategySettings.tsx

@@ -52,11 +52,21 @@ const GROUP_ICONS: Record<string, string> = {
 
 // 핵심 설정 파라미터 (기본 확장)
 const CORE_PARAMS = [
-    'MEAN_REVERSION_STOP_LOSS_PCT',
-    'MEAN_REVERSION_TAKE_PROFIT_PCT',
-    'MAX_TOTAL_POSITIONS',
+    // 리스크
+    'STOP_LOSS_PERCENT',
+    'TAKE_PROFIT_PERCENT',
+    'MAX_HOLDINGS_COUNT',
+    'MAX_POSITION_SIZE',
+    'MAX_DAILY_TRADES',
+    'MDD_PAUSE_THRESHOLD',
+    'MDD_FORCE_THRESHOLD',
+    // 전략
     'MEAN_REVERSION_RSI_THRESHOLD',
+    'RSI_OVERSOLD_LEVEL',
+    'ATR_STOP_MULTIPLIER',
+    // 기능 토글
     'DAY_TRADE_ENABLED',
+    'ML_ENSEMBLE_ENABLED',
 ]
 
 // ── 프리셋 카드 컴포넌트 ────────────────────────────────────────

frontend/src/pages/TradeHistory.tsx

@@ -1,15 +1,16 @@
 import { useQuery } from '@tanstack/react-query'
-import { format } from 'date-fns'
+import { format, differenceInMinutes } from 'date-fns'
 import { ko } from 'date-fns/locale'
-import { TrendingUp, TrendingDown, Clock, CheckCircle, XCircle } from 'lucide-react'
+import { AlertCircle, List, BarChart2 } from 'lucide-react'
 import HtsPage from '../components/HtsPage'
 import api from '../lib/api'
+import { useState, Fragment } from 'react'
 
 interface Trade {
     id: string
     created_at: string
     executed_at?: string
-    status: 'EXECUTED' | 'FAILED' | 'PENDING' | string
+    status: string
     stock_code: string
     stock_name?: string
     order_type: 'BUY' | 'SELL'
@@ -26,176 +27,433 @@ interface Trade {
     profit_loss_rate?: number | null
 }
 
-const TradeHistory = () => {
-    const {
-        data: trades = [],
-        isLoading,
-        isError,
-    } = useQuery<Trade[]>({
-        queryKey: ['trade-history'],
-        queryFn: async () => {
-            const response = await api.get('/trades', {
-                params: { limit: 100, days: 30 },
-            })
-            return response.data
-        },
-        refetchInterval: 10000,
-    })
+// exit_reason 텍스트에서 손익 파싱 (예: "손익: 24,000원", "손익: -5,000원")
+function parseProfitFromReason(exitReason: string | null | undefined): { amount: number | null; rate: number | null } {
+    if (!exitReason) return { amount: null, rate: null }
+    const amountMatch = exitReason.match(/손익:\s*([-\d,]+)원/)
+    const rateMatch = exitReason.match(/\(([-+]?\d+\.?\d*)%/)
+    return {
+        amount: amountMatch ? parseInt(amountMatch[1].replace(/,/g, ''), 10) : null,
+        rate: rateMatch ? parseFloat(rateMatch[1]) : null,
+    }
+}
 
-    const getStatusIcon = (status: Trade['status']) => {
-        switch (status) {
-            case 'EXECUTED':
-                return <CheckCircle className="text-success" size={20} />
-            case 'FAILED':
-                return <XCircle className="text-danger" size={20} />
-            case 'PENDING':
-                return <Clock className="text-warning" size={20} />
-            default:
-                return null
-        }
+const fmtKRW = (v: number) =>
+    new Intl.NumberFormat('ko-KR', { style: 'currency', currency: 'KRW', maximumFractionDigits: 0 }).format(v)
+
+const fmtPrice = (v: number | null | string) => {
+    const n = v == null ? null : Number(v)
+    return n == null ? '-' : fmtKRW(n)
+}
+
+
+// ── 종목별 뷰: 매수→매도 페어 매칭 ──────────────────────────────
+interface TradePair {
+    stockCode: string
+    stockName: string
+    buy: Trade
+    sell: Trade | null  // null = 미청산
+    holdMinutes: number | null
+    pl: { amount: number | null; rate: number | null }
+}
+
+function buildPairs(trades: Trade[]): TradePair[] {
+    // 종목별로 분리, 시간순 정렬
+    const byStock: Record<string, Trade[]> = {}
+    for (const t of [...trades].reverse()) {  // 오래된 순
+        if (!byStock[t.stock_code]) byStock[t.stock_code] = []
+        byStock[t.stock_code].push(t)
     }
 
-    const formatCurrency = (value: number | null) => {
-        if (value == null) {
-            return '시장가'
-        }
+    const pairs: TradePair[] = []
+    for (const [code, list] of Object.entries(byStock)) {
+        const buys = list.filter(t => t.order_type === 'BUY')
+        const sells = list.filter(t => t.order_type === 'SELL')
+        const name = list[0].stock_name ?? code
+        const usedSells = new Set<string>()
 
-        return new Intl.NumberFormat('ko-KR', {
-            style: 'currency',
-            currency: 'KRW',
-            maximumFractionDigits: 0,
-        }).format(value)
+        for (const buy of buys) {
+            // 매수 이후 가장 가까운 매도 찾기
+            const sell = sells.find(s =>
+                !usedSells.has(s.id) &&
+                new Date(s.created_at) >= new Date(buy.created_at)
+            ) ?? null
+
+            if (sell) usedSells.add(sell.id)
+
+            const holdMinutes = sell
+                ? differenceInMinutes(new Date(sell.created_at), new Date(buy.created_at))
+                : null
+
+            const pl = sell
+                ? (sell.profit_loss != null
+                    ? { amount: Number(sell.profit_loss), rate: sell.profit_loss_rate != null ? Number(sell.profit_loss_rate) : null }
+                    : parseProfitFromReason(sell.exit_reason))
+                : { amount: null, rate: null }
+
+            pairs.push({ stockCode: code, stockName: name, buy, sell, holdMinutes, pl })
+        }
+    }
+    // 최신 매수 기준 내림차순
+    return pairs.sort((a, b) =>
+        new Date(b.buy.created_at).getTime() - new Date(a.buy.created_at).getTime()
+    )
+}
+
+function fmtHold(minutes: number | null) {
+    if (minutes == null) return '보유중'
+    if (minutes < 60) return `${minutes}분`
+    if (minutes < 1440) return `${Math.floor(minutes / 60)}시간 ${minutes % 60}분`
+    return `${Math.floor(minutes / 1440)}일`
+}
+
+// ── 종목별 페어 테이블 ────────────────────────────────────────────
+function PairView({ pairs }: { pairs: TradePair[] }) {
+    if (!pairs.length) return <div className="text-center py-16 text-slate-500 text-sm">거래 이력이 없습니다.</div>
+
+    return (
+        <table className="w-full text-sm">
+                <thead>
+                    <tr className="border-b border-slate-800 bg-slate-900/80">
+                        <th className="text-left py-2.5 px-3 text-slate-500 font-medium text-xs">종목</th>
+                        <th className="text-left py-2.5 px-3 text-slate-500 font-medium text-xs">매수</th>
+                        <th className="text-right py-2.5 px-3 text-slate-500 font-medium text-xs">매수가</th>
+                        <th className="text-left py-2.5 px-3 text-slate-500 font-medium text-xs">매도</th>
+                        <th className="text-right py-2.5 px-3 text-slate-500 font-medium text-xs">매도가</th>
+                        <th className="text-right py-2.5 px-3 text-slate-500 font-medium text-xs">수량</th>
+                        <th className="text-right py-2.5 px-3 text-slate-500 font-medium text-xs">보유기간</th>
+                        <th className="text-right py-2.5 px-3 text-slate-500 font-medium text-xs w-28">손익</th>
+                        <th className="text-left py-2.5 px-3 text-slate-500 font-medium text-xs">매도 이유</th>
+                    </tr>
+                </thead>
+                <tbody className="divide-y divide-slate-800/60">
+                    {pairs.map((p) => {
+                        const isOpen = p.sell === null
+                        const plColor = p.pl.amount == null ? '' : p.pl.amount >= 0 ? 'text-emerald-400' : 'text-red-400'
+                        return (
+                            <tr key={p.buy.id} className="hover:bg-slate-800/40 transition-colors border-l-2 border-l-blue-500/40">
+                                <td className="py-2.5 px-3">
+                                    <div className="font-semibold text-white">
+                                        {p.stockName ? `${p.stockName}(${p.stockCode})` : p.stockCode}
+                                    </div>
+                                </td>
+                                <td className="py-2.5 px-3 text-xs text-blue-300 whitespace-nowrap">
+                                    {format(new Date(p.buy.created_at), 'MM/dd HH:mm', { locale: ko })}
+                                </td>
+                                <td className="py-2.5 px-3 text-right text-white tabular-nums">
+                                    {fmtPrice(p.buy.executed_price ?? p.buy.order_price)}
+                                </td>
+                                <td className="py-2.5 px-3 text-xs whitespace-nowrap">
+                                    {isOpen
+                                        ? <span className="text-yellow-400 font-medium">미청산</span>
+                                        : <span className="text-red-300">{format(new Date(p.sell!.created_at), 'MM/dd HH:mm', { locale: ko })}</span>
+                                    }
+                                </td>
+                                <td className="py-2.5 px-3 text-right tabular-nums text-slate-300">
+                                    {isOpen ? '-' : fmtPrice(p.sell!.executed_price ?? p.sell!.order_price)}
+                                </td>
+                                <td className="py-2.5 px-3 text-right text-slate-300 tabular-nums">
+                                    {(p.buy.executed_quantity ?? p.buy.order_quantity)?.toLocaleString()}주
+                                </td>
+                                <td className="py-2.5 px-3 text-right text-slate-400 text-xs tabular-nums">
+                                    {fmtHold(p.holdMinutes)}
+                                </td>
+                                <td className="py-2.5 px-3 text-right tabular-nums">
+                                    {!isOpen && p.pl.amount != null ? (
+                                        <div>
+                                            <div className={`font-bold ${plColor}`}>
+                                                {p.pl.amount >= 0 ? '+' : ''}{fmtKRW(p.pl.amount)}
+                                            </div>
+                                            {p.pl.rate != null && (
+                                                <div className={`text-[11px] ${p.pl.rate >= 0 ? 'text-emerald-500' : 'text-red-500'}`}>
+                                                    ({p.pl.rate >= 0 ? '+' : ''}{p.pl.rate.toFixed(2)}%)
+                                                </div>
+                                            )}
+                                        </div>
+                                    ) : (
+                                        <span className="text-slate-600">{isOpen ? '보유중' : '-'}</span>
+                                    )}
+                                </td>
+                                <td className="py-2.5 px-3 max-w-xs">
+                                    <span className="text-[11px] text-slate-400 line-clamp-2">
+                                        {isOpen
+                                            ? (p.buy.entry_reason || p.buy.message || '-')
+                                            : (p.sell!.exit_reason || p.sell!.message || '-')
+                                        }
+                                    </span>
+                                </td>
+                            </tr>
+                        )
+                    })}
+                </tbody>
+            </table>
+    )
+}
+
+// ── 일별 총합 뷰 ─────────────────────────────────────────────────
+interface DailySummary {
+    date: string
+    buyCount: number
+    sellCount: number
+    totalPnl: number
+    wins: number
+    losses: number
+    stocks: string[]
+}
+
+function buildDailySummary(trades: Trade[]): DailySummary[] {
+    const byDate: Record<string, DailySummary> = {}
+    for (const t of trades) {
+        const date = t.created_at.slice(0, 10)
+        if (!byDate[date]) byDate[date] = { date, buyCount: 0, sellCount: 0, totalPnl: 0, wins: 0, losses: 0, stocks: [] }
+        const s = byDate[date]
+        if (t.order_type === 'BUY') {
+            s.buyCount++
+        } else {
+            s.sellCount++
+            const pl = t.profit_loss != null ? Number(t.profit_loss) : parseProfitFromReason(t.exit_reason).amount
+            if (pl != null) { s.totalPnl += pl; if (pl > 0) s.wins++; else if (pl < 0) s.losses++ }
+        }
+        if (!s.stocks.includes(t.stock_code)) s.stocks.push(t.stock_code)
+    }
+    return Object.values(byDate).sort((a, b) => b.date.localeCompare(a.date))
+}
+
+function DailySummaryView({ trades }: { trades: Trade[] }) {
+    const [expandedDate, setExpandedDate] = useState<string | null>(null)
+    const summaries = buildDailySummary(trades)
+
+    if (!summaries.length) return <div className="text-center py-16 text-slate-500 text-sm">거래 이력이 없습니다.</div>
+
+    const getStockBreakdown = (date: string) => {
+        const byStock: Record<string, { name: string; buys: number; sells: number; pnl: number; hasPnl: boolean }> = {}
+        for (const t of trades.filter(t => t.created_at.slice(0, 10) === date)) {
+            const code = t.stock_code
+            if (!byStock[code]) byStock[code] = { name: t.stock_name ?? code, buys: 0, sells: 0, pnl: 0, hasPnl: false }
+            if (t.order_type === 'BUY') {
+                byStock[code].buys++
+            } else {
+                byStock[code].sells++
+                const pl = t.profit_loss != null ? Number(t.profit_loss) : parseProfitFromReason(t.exit_reason).amount
+                if (pl != null) { byStock[code].pnl += pl; byStock[code].hasPnl = true }
+            }
+        }
+        return Object.entries(byStock).map(([code, v]) => ({ code, ...v }))
     }
 
     return (
-        <HtsPage contentClassName="space-y-6">
-            <div className="flex items-center justify-between">
-                <h2 className="text-3xl font-bold text-white">매매 로그</h2>
-                {isLoading && <span className="text-sm text-slate-400">데이터 갱신 중...</span>}
+        <table className="w-full text-sm">
+            <thead>
+                <tr className="border-b border-slate-800 bg-slate-900/80">
+                    <th className="text-left py-2.5 px-3 text-slate-500 font-medium text-xs">날짜</th>
+                    <th className="text-left py-2.5 px-3 text-slate-500 font-medium text-xs">거래 종목 (클릭하여 상세보기)</th>
+                    <th className="text-center py-2.5 px-3 text-slate-500 font-medium text-xs">매수</th>
+                    <th className="text-center py-2.5 px-3 text-slate-500 font-medium text-xs">매도</th>
+                    <th className="text-center py-2.5 px-3 text-slate-500 font-medium text-xs">승 / 패</th>
+                    <th className="text-center py-2.5 px-3 text-slate-500 font-medium text-xs">승률</th>
+                    <th className="text-right py-2.5 px-3 text-slate-500 font-medium text-xs w-36">실현 손익</th>
+                </tr>
+            </thead>
+            <tbody className="divide-y divide-slate-800/60">
+                {summaries.map(s => {
+                    const total = s.wins + s.losses
+                    const wr = total > 0 ? ((s.wins / total) * 100).toFixed(0) + '%' : '-'
+                    const pnlColor = s.totalPnl > 0 ? 'text-emerald-400' : s.totalPnl < 0 ? 'text-red-400' : 'text-slate-400'
+                    const hasPnl = s.wins > 0 || s.losses > 0
+                    const isExpanded = expandedDate === s.date
+                    return (
+                        <Fragment key={s.date}>
+                            <tr className={`transition-colors ${isExpanded ? 'bg-slate-800/30' : 'hover:bg-slate-800/40'}`}>
+                                <td className="py-3 px-3 text-slate-300 whitespace-nowrap text-xs font-medium">
+                                    {format(new Date(s.date + 'T00:00:00'), 'yyyy/MM/dd (EEE)', { locale: ko })}
+                                </td>
+                                <td
+                                    className="py-3 px-3 text-xs cursor-pointer select-none group"
+                                    onClick={() => setExpandedDate(isExpanded ? null : s.date)}
+                                >
+                                    <span className="text-white font-medium group-hover:text-blue-400 transition-colors">
+                                        {s.stocks.length}종목 <span className="text-slate-500 text-[10px]">{isExpanded ? '▲' : '▼'}</span>
+                                    </span>
+                                    <span className="ml-2 text-slate-500">
+                                        {s.stocks.slice(0, 5).join(', ')}{s.stocks.length > 5 ? ` 외 ${s.stocks.length - 5}` : ''}
+                                    </span>
+                                </td>
+                                <td className="py-3 px-3 text-center text-blue-400 tabular-nums">{s.buyCount}건</td>
+                                <td className="py-3 px-3 text-center text-red-400 tabular-nums">{s.sellCount}건</td>
+                                <td className="py-3 px-3 text-center tabular-nums text-xs">
+                                    <span className="text-emerald-400">{s.wins}승</span>
+                                    <span className="text-slate-600 mx-1">/</span>
+                                    <span className="text-red-400">{s.losses}패</span>
+                                </td>
+                                <td className="py-3 px-3 text-center text-yellow-400 tabular-nums text-xs">{wr}</td>
+                                <td className={`py-3 px-3 text-right font-bold tabular-nums ${pnlColor}`}>
+                                    {!hasPnl ? '-' : (s.totalPnl >= 0 ? '+' : '') + fmtKRW(s.totalPnl)}
+                                </td>
+                            </tr>
+                            {isExpanded && (
+                                <tr>
+                                    <td colSpan={7} className="bg-slate-950/70 px-6 py-4 border-b border-slate-800">
+                                        <div className="grid grid-cols-4 gap-3">
+                                            {getStockBreakdown(s.date).map(st => {
+                                                const pnlC = st.pnl > 0 ? 'text-emerald-400' : st.pnl < 0 ? 'text-red-400' : 'text-slate-500'
+                                                return (
+                                                    <div key={st.code} className="bg-slate-800/60 border border-slate-700/50 rounded-lg px-3 py-2.5">
+                                                        <div className="font-semibold text-white text-xs mb-2 truncate">
+                                                            {st.name !== st.code ? `${st.name}(${st.code})` : st.code}
+                                                        </div>
+                                                        <div className="flex gap-2 text-[11px] mb-1.5">
+                                                            <span className="text-blue-400">매수 {st.buys}건</span>
+                                                            <span className="text-slate-600">·</span>
+                                                            <span className="text-red-400">매도 {st.sells}건</span>
+                                                        </div>
+                                                        <div className={`font-bold text-xs ${pnlC}`}>
+                                                            {!st.hasPnl ? <span className="text-slate-600">-</span> : (st.pnl >= 0 ? '+' : '') + fmtKRW(st.pnl)}
+                                                        </div>
+                                                    </div>
+                                                )
+                                            })}
+                                        </div>
+                                    </td>
+                                </tr>
+                            )}
+                        </Fragment>
+                    )
+                })}
+            </tbody>
+        </table>
+    )
+}
+
+const TradeHistory = () => {
+    const [viewMode, setViewMode] = useState<'log' | 'pair'>('pair')
+    const today = format(new Date(), 'yyyy-MM-dd')
+    const [dateFrom, setDateFrom] = useState<string>(today)
+    const [dateTo, setDateTo] = useState<string>(today)
+
+    const { data: trades = [], isLoading, isError } = useQuery<Trade[]>({
+        queryKey: ['trade-history'],
+        queryFn: async () => (await api.get('/trades', { params: { limit: 200, days: 30 } })).data,
+        refetchInterval: 10000,
+    })
+
+    // 날짜 범위 필터
+    const filteredTrades = trades.filter(t => {
+        const d = t.created_at.slice(0, 10)
+        if (dateFrom && d < dateFrom) return false
+        if (dateTo && d > dateTo) return false
+        return true
+    })
+
+    // 요약 통계
+    const sells = filteredTrades.filter(t => t.order_type === 'SELL')
+    const buys  = filteredTrades.filter(t => t.order_type === 'BUY')
+    const totalPnl = sells.reduce((acc, t) => {
+        const pl = t.profit_loss != null ? Number(t.profit_loss) : parseProfitFromReason(t.exit_reason).amount
+        return acc + (pl ?? 0)
+    }, 0)
+    const wins = sells.filter(t => {
+        const pl = t.profit_loss != null ? Number(t.profit_loss) : parseProfitFromReason(t.exit_reason).amount
+        return pl != null && pl > 0
+    }).length
+    const winRate = sells.length > 0 ? ((wins / sells.length) * 100).toFixed(1) : '-'
+
+    const pairs = buildPairs(filteredTrades)
+
+    return (
+        <HtsPage contentClassName="space-y-4">
+            {/* 헤더 */}
+            <div className="flex items-center justify-between flex-wrap gap-3">
+                <div className="flex items-center gap-3">
+                    <h2 className="text-2xl font-bold text-white">매매 로그</h2>
+                    {isLoading && <span className="text-xs text-slate-500">갱신 중...</span>}
+                </div>
+                <div className="flex items-center gap-3 flex-wrap">
+                    {/* 뷰 토글 */}
+                    <div className="flex items-center bg-slate-800 rounded-lg p-0.5 gap-0.5">
+                        <button
+                            onClick={() => setViewMode('pair')}
+                            className={`flex items-center gap-1.5 px-3 py-1.5 rounded text-xs font-medium transition-colors ${
+                                viewMode === 'pair' ? 'bg-slate-600 text-white' : 'text-slate-400 hover:text-white'
+                            }`}
+                        >
+                            <BarChart2 size={13} /> 종목별
+                        </button>
+                        <button
+                            onClick={() => setViewMode('log')}
+                            className={`flex items-center gap-1.5 px-3 py-1.5 rounded text-xs font-medium transition-colors ${
+                                viewMode === 'log' ? 'bg-slate-600 text-white' : 'text-slate-400 hover:text-white'
+                            }`}
+                        >
+                            <List size={13} /> 전체 로그
+                        </button>
+                    </div>
+                </div>
             </div>
 
             {isError && (
-                <div className="card border border-danger/40 bg-danger/10 text-danger">
-                    최근 거래 내역을 불러오는 중 문제가 발생했습니다.
+                <div className="flex items-center gap-2 px-4 py-3 rounded-lg border border-red-500/30 bg-red-500/10 text-red-400 text-sm">
+                    <AlertCircle size={15} /> 거래 내역을 불러오는 중 오류가 발생했습니다.
                 </div>
             )}
 
-            <div className="card">
-                <div className="overflow-x-auto">
-                    <table className="w-full">
-                        <thead>
-                            <tr className="border-b border-slate-700">
-                                <th className="text-left py-3 px-4 text-slate-400">시간</th>
-                                <th className="text-left py-3 px-4 text-slate-400">상태</th>
-                                <th className="text-left py-3 px-4 text-slate-400">종목</th>
-                                <th className="text-center py-3 px-4 text-slate-400">구분</th>
-                                <th className="text-right py-3 px-4 text-slate-400">가격</th>
-                                <th className="text-right py-3 px-4 text-slate-400">수량</th>
-                                <th className="text-right py-3 px-4 text-slate-400">총액</th>
-                                <th className="text-right py-3 px-4 text-slate-400">손익</th>
-                                <th className="text-left py-3 px-4 text-slate-400">이유/신호</th>
-                            </tr>
-                        </thead>
-                        <tbody>
-                            {trades.map((trade) => (
-                                <tr key={trade.id} className="border-b border-slate-700/50 hover:bg-slate-700/30">
-                                    <td className="py-3 px-4 text-slate-300 text-sm whitespace-nowrap">
-                                        {format(new Date(trade.created_at), 'MM/dd HH:mm:ss', { locale: ko })}
-                                    </td>
-                                    <td className="py-3 px-4">
-                                        <div className="flex items-center space-x-2">
-                                            {getStatusIcon(trade.status)}
-                                            <span className="text-sm text-slate-300">{trade.status}</span>
-                                        </div>
-                                    </td>
-                                    <td className="py-3 px-4">
-                                        <div>
-                                            <div className="text-white font-medium">{trade.stock_code}</div>
-                                            {trade.stock_name && (
-                                                <div className="text-xs text-slate-400">{trade.stock_name}</div>
-                                            )}
-                                        </div>
-                                    </td>
-                                    <td className="py-3 px-4 text-center">
-                                        <span
-                                            className={`inline-flex items-center px-2 py-1 rounded text-xs font-medium ${trade.order_type === 'BUY'
-                                                ? 'bg-primary/20 text-primary'
-                                                : 'bg-danger/20 text-danger'
-                                                }`}
-                                        >
-                                            {trade.order_type === 'BUY' ? (
-                                                <>
-                                                    <TrendingUp size={12} className="mr-1" />
-                                                    매수
-                                                </>
-                                            ) : (
-                                                <>
-                                                    <TrendingDown size={12} className="mr-1" />
-                                                    매도
-                                                </>
-                                            )}
-                                        </span>
-                                    </td>
-                                    <td className="py-3 px-4 text-right text-white">
-                                        {formatCurrency(trade.executed_price || trade.order_price)}
-                                    </td>
-                                    <td className="py-3 px-4 text-right text-white">
-                                        {(trade.executed_quantity || trade.order_quantity).toLocaleString()}주
-                                    </td>
-                                    <td className="py-3 px-4 text-right text-white font-medium">
-                                        {trade.total_amount != null ? formatCurrency(trade.total_amount) : '-'}
-                                    </td>
-                                    <td className="py-3 px-4 text-right">
-                                        {trade.order_type === 'SELL' && trade.profit_loss != null ? (
-                                            <div className="space-y-0.5">
-                                                <div className={`font-medium ${Number(trade.profit_loss) >= 0 ? 'text-primary' : 'text-danger'
-                                                    }`}>
-                                                    {Number(trade.profit_loss) >= 0 ? '+' : ''}{formatCurrency(Number(trade.profit_loss))}
-                                                </div>
-                                                {trade.profit_loss_rate != null && (
-                                                    <div className={`text-xs ${Number(trade.profit_loss_rate) >= 0 ? 'text-primary' : 'text-danger'
-                                                        }`}>
-                                                        ({Number(trade.profit_loss_rate) >= 0 ? '+' : ''}{Number(trade.profit_loss_rate).toFixed(2)}%)
-                                                    </div>
-                                                )}
-                                            </div>
-                                        ) : (
-                                            <span className="text-slate-500">-</span>
-                                        )}
-                                    </td>
-                                    <td className="py-3 px-4 text-slate-400 text-sm max-w-md">
-                                        {trade.order_type === 'BUY' && trade.entry_reason && (
-                                            <div className="space-y-1">
-                                                <div className="text-primary text-xs font-medium">📈 진입 이유</div>
-                                                <div>{trade.entry_reason}</div>
-                                                {trade.signals && trade.signals.length > 0 && (
-                                                    <div className="flex flex-wrap gap-1 mt-1">
-                                                        {trade.signals.slice(0, 3).map((signal, idx) => (
-                                                            <span key={idx} className="text-xs bg-slate-700 px-2 py-0.5 rounded">
-                                                                {signal}
-                                                            </span>
-                                                        ))}
-                                                    </div>
-                                                )}
-                                            </div>
-                                        )}
-                                        {trade.order_type === 'SELL' && trade.exit_reason && (
-                                            <div className="space-y-1">
-                                                <div className="text-danger text-xs font-medium">📉 매도 이유</div>
-                                                <div>{trade.exit_reason}</div>
-                                            </div>
-                                        )}
-                                        {!trade.entry_reason && !trade.exit_reason && (trade.message || '-')}
-                                    </td>
-                                </tr>
-                            ))}
-                        </tbody>
-                    </table>
+            {/* 요약 카드 */}
+            <div className="grid grid-cols-5 gap-3">
+                {[
+                    { label: '총 거래', value: filteredTrades.length + '건', cls: 'text-white' },
+                    { label: '매수', value: buys.length + '건', cls: 'text-blue-400' },
+                    { label: '매도', value: sells.length + '건', cls: 'text-red-400' },
+                    {
+                        label: '실현 손익',
+                        value: totalPnl === 0 ? '-' : (totalPnl > 0 ? '+' : '') + fmtKRW(totalPnl),
+                        cls: totalPnl > 0 ? 'text-emerald-400' : totalPnl < 0 ? 'text-red-400' : 'text-slate-400',
+                    },
+                    { label: '승률', value: winRate === '-' ? '-' : winRate + '%', cls: 'text-yellow-400' },
+                ].map(({ label, value, cls }) => (
+                    <div key={label} className="bg-slate-900/60 border border-slate-800 rounded-xl px-4 py-3">
+                        <div className="text-xs text-slate-500 mb-1">{label}</div>
+                        <div className={`text-lg font-bold ${cls}`}>{value}</div>
+                    </div>
+                ))}
+            </div>
 
-                    {!trades.length && !isLoading && (
-                        <div className="text-center py-12">
-                            <p className="text-slate-400">거래 이력이 없습니다.</p>
-                        </div>
+            {/* 검색 필터 */}
+            <div className="bg-slate-900/60 border border-slate-800 rounded-xl px-4 py-3 flex items-center gap-3">
+                <span className="text-xs text-slate-500 whitespace-nowrap">기간 조회</span>
+                <div className="flex items-center gap-1.5">
+                    <input
+                        type="date"
+                        value={dateFrom}
+                        onChange={e => setDateFrom(e.target.value)}
+                        className="bg-slate-800 text-white text-xs rounded px-2 py-1.5 border border-slate-700 outline-none focus:border-slate-500"
+                    />
+                    <span className="text-slate-500 text-xs">~</span>
+                    <input
+                        type="date"
+                        value={dateTo}
+                        onChange={e => setDateTo(e.target.value)}
+                        className="bg-slate-800 text-white text-xs rounded px-2 py-1.5 border border-slate-700 outline-none focus:border-slate-500"
+                    />
+                    {(dateFrom || dateTo) && (
+                        <button
+                            onClick={() => { setDateFrom(''); setDateTo('') }}
+                            className="text-xs text-slate-400 hover:text-white transition-colors px-2 py-1 rounded bg-slate-800 border border-slate-700"
+                        >초기화</button>
+                    )}
+                </div>
+                {(dateFrom || dateTo) && (
+                    <span className="text-xs text-slate-500">
+                        {filteredTrades.length}건 검색됨
+                    </span>
+                )}
+            </div>
+
+            {/* 테이블 */}
+            <div className="bg-slate-900/60 border border-slate-800 rounded-xl overflow-hidden">
+                <div className="overflow-x-auto">
+                    {viewMode === 'pair' ? (
+                        <PairView pairs={pairs} />
+                    ) : (
+                        <DailySummaryView trades={filteredTrades} />
                     )}
                 </div>
             </div>