diff --git a/backend/app/api/__init__.py b/backend/app/api/__init__.py index 7afc59a..a28bfda 100644 --- a/backend/app/api/__init__.py +++ b/backend/app/api/__init__.py @@ -24,7 +24,7 @@ from app.api.endpoints import ( journals, day_trading, strategy_config, backtest, analysis, swing_portfolio, daytrading_v2, us_trading, kr_backtest, market_intelligence, market_playbook, news, market_indices, - adaptive_strategy, manual_buy, auth, kis_credentials, + adaptive_strategy, manual_buy, auth, kis_credentials, tv_overlay, ) # H-2: 위험 쓰기는 라우터 파일을 건드리지 않고 여기서 일괄 관리자 확인 (목록: security.ADMIN_ONLY_ROUTES) @@ -37,6 +37,12 @@ api_router.include_router(auth.router, prefix="/auth", tags=["auth"]) # portfolio_v2/trades_v2 는 반드시 기존 portfolio/trades 라우터보다 먼저 등록한다 # (라우트는 등록 순서대로 매칭되므로, 이렇게 해야 "/portfolio/v2..."·"/trades/v2..."가 # 기존 동적 경로(예: /trades/{trade_id})에 먼저 잡히지 않는다). +# TV 재구성용 읽기 전용 GET — /strategy-config/display 가 /strategy-config/{key} 에 잡히지 않도록 +# strategy_config 라우터보다 먼저 등록한다. +api_router.include_router( + tv_overlay.router, tags=["tv_overlay"], + dependencies=[Depends(require_api_key)], +) api_router.include_router( portfolio_v2.router, prefix="/portfolio/v2", tags=["portfolio_v2"], dependencies=[Depends(require_api_key)], diff --git a/backend/app/api/endpoints/market_data.py b/backend/app/api/endpoints/market_data.py index 4400a7b..f45a9c5 100644 --- a/backend/app/api/endpoints/market_data.py +++ b/backend/app/api/endpoints/market_data.py @@ -700,6 +700,48 @@ async def build_ws_chart_response_v2(stock_code: str, period, limit_raw) -> dict "error": type(e).__name__} +_INTRADAY_CACHE: dict = {} # key -> (monotonic, response) — 빈 결과 포함 60초 +_INTRADAY_INFLIGHT: dict = {} # key -> asyncio.Task — 같은 종목·분 동시 요청 공유 +_INTRADAY_CACHE_TTL = 60.0 + + +async def _get_intraday_chart_v2(stock_code: str, period: str) -> dict: + """당일 분봉 차트(1m|5m) — 60초 캐시(빈 결과 포함) + 같은 종목·분 in-flight 공유.""" + key = (stock_code, period, datetime.now().strftime("%Y%m%d%H%M")) + now = time.monotonic() + for k in [k for k, (t, _) in _INTRADAY_CACHE.items() if now - t > _INTRADAY_CACHE_TTL]: + _INTRADAY_CACHE.pop(k, None) + hit = _INTRADAY_CACHE.get(key) + if hit: + return hit[1] + task = _INTRADAY_INFLIGHT.get(key) + if task is None: + task = asyncio.ensure_future(_build_intraday_chart_impl(stock_code, period)) + _INTRADAY_INFLIGHT[key] = task + task.add_done_callback(lambda _t, _k=key: _INTRADAY_INFLIGHT.pop(_k, None)) + res = await asyncio.shield(task) + if res.get("reason") != "chart_fetch_failed": + _INTRADAY_CACHE[key] = (time.monotonic(), res) + return res + + +async def _build_intraday_chart_impl(stock_code: str, period: str) -> dict: + """KIS get_minute_chart_full_day 재사용(당일 봉만), 5m 은 1m 집계.""" + from app.services.tv_view_core import minute_rows_to_candles + from app.core.timeutil import today_kst + base = {"stock_code": stock_code, "period": period, "is_sample": False, + "realtime": False, "latest": None} + if _is_overseas_ticker(stock_code): + return {**base, "data": [], "reason": "overseas_chart_unavailable"} + try: + rows = await korea_investment_api.get_minute_chart_full_day(stock_code) + data = minute_rows_to_candles(rows, today_kst(), 5 if period == "5m" else 1) + return {**base, "data": data, "reason": None if data else "no_data"} + except Exception as e: + logger.error(f"분봉 차트 조회 오류 ({stock_code}): {type(e).__name__}: {e}") + return {**base, "data": [], "reason": "chart_fetch_failed", "error": type(e).__name__} + + @router.get("/chart/{stock_code}") async def get_stock_chart( stock_code: str, @@ -715,7 +757,10 @@ async def get_stock_chart( limit: 조회할 데이터 개수 (일봉 100개는 약 3개월치 데이터) 데이터가 없으면 data=[] + reason. is_sample 은 항상 False(샘플 난수 차트를 만들지 않는다). + period=1m|5m 은 당일 분봉(epoch 초 time) — D/W/M 동작은 그대로다. """ + if period in ("1m", "5m"): + return await _get_intraday_chart_v2(stock_code, period) try: res = await get_chart_data_cached_v2(stock_code, period, parse_chart_limit_v2(limit, 100)) return { diff --git a/backend/app/api/endpoints/risk_management.py b/backend/app/api/endpoints/risk_management.py index fa6380c..77427eb 100644 --- a/backend/app/api/endpoints/risk_management.py +++ b/backend/app/api/endpoints/risk_management.py @@ -138,6 +138,11 @@ async def _swing_realized_today_v2(db, stock_code: Optional[str] = None) -> tupl return total, streak +def _mdd_thresholds_v2() -> dict: + from app.api.endpoints.tv_overlay import mdd_thresholds + return mdd_thresholds() + + def _mdd_state_v2() -> dict: """실제 MDD 게이트(mdd_manager) 상태 스냅샷. 읽기 전용, DB 접근 없음. @@ -156,6 +161,8 @@ def _mdd_state_v2() -> dict: "is_short_term_strategy_paused": bool(getattr(mdd_manager, "is_short_term_strategy_paused", False)), "reduction_applied": mdd_manager.reduction_applied, "update_health": mdd_manager.get_update_health(), + # TV 재구성 계약(Optional): settings 의 MDD 단계 임계(%, 음수) + "thresholds": _mdd_thresholds_v2(), } diff --git a/backend/app/api/endpoints/trades.py b/backend/app/api/endpoints/trades.py index e20a8bf..5a53ee0 100644 --- a/backend/app/api/endpoints/trades.py +++ b/backend/app/api/endpoints/trades.py @@ -16,7 +16,7 @@ import re from app.core.database import get_db from app.models.models import TradeHistory -from pydantic import BaseModel +from pydantic import BaseModel, model_validator from app.core.timeutil import now_kst router = APIRouter() @@ -44,7 +44,20 @@ class TradeHistoryResponse(BaseModel): executed_at: Optional[datetime] profit_loss: Optional[Decimal] = None profit_loss_rate: Optional[float] = None - + # TV 재구성 계약(Optional 추가): 전략·수수료·순손익·방향 + strategy_type: Optional[str] = None + commission: Optional[float] = None + net_profit_loss: Optional[float] = None + side: Optional[str] = None + + @model_validator(mode="after") + def _derive_side(self): + if self.side is None and self.order_type: + ot = str(self.order_type).lower() + if ot in ("buy", "sell"): + self.side = ot + return self + class Config: from_attributes = True diff --git a/backend/app/api/endpoints/tv_overlay.py b/backend/app/api/endpoints/tv_overlay.py new file mode 100644 index 0000000..a4370f0 --- /dev/null +++ b/backend/app/api/endpoints/tv_overlay.py @@ -0,0 +1,324 @@ +"""TradingView 스타일 프론트용 읽기 전용 GET 엔드포인트 (계약: tv_redesign/CONTRACT.md). + +- GET /positions/overlay — 포지션 오버레이(손절·목표·트레일링·시간손절) +- GET /risk/equity-history — 일별 실현 순손익 곡선(전략 그룹별) +- GET /strategy-config/display — §0 우선순위 실효 전략 파라미터 + +전부 SELECT 전용 · KIS 호출 없음 · DB 쓰기 없음. 라우터 단위 require_api_key (api/__init__.py). +""" +import logging +import math +import time +from datetime import datetime, timedelta, timezone +from typing import Any, Dict, List, Optional + +from fastapi import APIRouter, Depends, Query +from sqlalchemy import func, select +from sqlalchemy.ext.asyncio import AsyncSession + +from app.core.config import settings +from app.core.database import get_db +from app.core.timeutil import now_kst +from app.models.models import ActiveTrade, Portfolio, TradeHistory +from app.services import tv_view_core as core + +router = APIRouter() +logger = logging.getLogger(__name__) + +_DT_STRATEGIES = ("daytrading", "day_trade") +_EXECUTED = ("EXECUTED", "COMPLETED", "FILLED") +_KST = timezone(timedelta(hours=9)) + + +def _num(v: Any) -> Optional[float]: + try: + f = float(v) + except (TypeError, ValueError): + return None + return f if math.isfinite(f) else None + + +def _cached_atr(stock_code: str, entry_at=None) -> Optional[float]: + """swing/exit_service 폴백 경로(_stale_fallback_stop_pct_v2)와 같은 검증을 거친 ATR만 반환. + + 나이 ≤ SWING_FALLBACK_PRICE_MAX_AGE_SEC 이고 진입 이후 값이어야 한다. 아니면 None. + """ + try: + from app.services.swing.exit_service import _last_atr + except Exception as e: # import 실패는 ATR 미상으로 처리하되 숨기지 않는다 + logger.warning("[tv_overlay] swing ATR 캐시 import 실패: %s", e) + return None + c = _last_atr.get(stock_code) + if not (isinstance(c, tuple) and len(c) == 3): + return None + a, mono, wall = c + if (time.monotonic() - mono) > float(settings.SWING_FALLBACK_PRICE_MAX_AGE_SEC): + return None + w, e_at = core.to_naive_kst(wall), core.to_naive_kst(entry_at) + if e_at is not None and (w is None or w < e_at): + return None + return _num(a) + + +def _swing_overlay(row: ActiveTrade, pf_row: Optional[Portfolio], now) -> Dict[str, Any]: + entry = _num(row.entry_price) or 0.0 + qty = int(row.quantity or 0) + # 현재가: Portfolio(KIS sync 가 갱신) 우선, 없으면 ActiveTrade + cur = _num(pf_row.current_price) if pf_row is not None else None + if cur is None: + cur = _num(row.current_price) + avg = _num(pf_row.average_price) if pf_row is not None else None + pnl = pnl_pct = None + if cur is not None and entry > 0: + pnl = round((cur - entry) * qty, 0) + pnl_pct = round((cur - entry) / entry * 100, 2) + + atr = _cached_atr(row.stock_code, row.created_at) + stop = basis = stop_alt = stop_note = None + stored = core.plausible_stop_price(row.stop_loss, entry) + if entry > 0: + try: + from app.services.mean_reversion_strategy import resolve_swing_stop_params_v2 + pct, mult = resolve_swing_stop_params_v2(atr, cur if cur else entry) + except Exception as e: + logger.warning("[tv_overlay] 손절 파라미터 조회 실패(%s): %s", row.stock_code, e) + pct = mult = None + if pct is not None and atr: + # §5.2: 가격 기준 비교 → 더 높은 손절가가 타이트 + stop = round(max(entry - mult * atr, entry * (1 + pct / 100)), 2) + basis = "atr" + elif stored is not None: + stop, basis = round(stored, 2), "stored" + elif pct is not None: + # ATR 미상 — 퍼센트 손절만(실제 손절은 ATR 손절과 비교한 타이트한 쪽이라 이보다 높을 수 있다) + stop, basis = round(entry * (1 + pct / 100), 2), "pct" + try: + # 고변동(ATR/종가>3%) 가정 손절률 — 신선한 ATR 이 없어 어느 쪽인지 알 수 없다 + hv_pct, _ = resolve_swing_stop_params_v2(entry * 0.04, entry) + stop_alt = round(entry * (1 + hv_pct / 100), 2) + stop_note = "ATR 미상: stop_loss=일반 변동성 손절가, stop_loss_alt=고변동 손절가 (실제는 둘 사이이거나 ATR 손절로 더 높을 수 있음)" + except Exception as e: + logger.warning("[tv_overlay] 고변동 손절 조회 실패(%s): %s", row.stock_code, e) + + rem = _num(row.remaining_pct) + trailing_active = rem is not None and rem <= 0.5 + highest = _num(row.highest_since_entry) + trailing_stop = None + if trailing_active and atr and highest: + try: + from app.services.mean_reversion_strategy import resolve_swing_trailing_atr_mult_v2 + trailing_stop = round(highest - resolve_swing_trailing_atr_mult_v2() * atr, 2) + except Exception as e: + logger.warning("[tv_overlay] 트레일링 배수 조회 실패(%s): %s", row.stock_code, e) + + et = core.to_naive_kst(row.created_at) + return { + "stock_code": row.stock_code, + "stock_name": row.stock_name, + "strategy": (row.strategy_name or "swing"), + "entry_price": entry, + "avg_price": avg if avg is not None else entry, + "quantity": qty, + "current_price": cur, + "pnl": pnl, + "pnl_pct": pnl_pct, + "stop_loss": stop, + "stop_basis": basis, + "stop_loss_alt": stop_alt, + "stop_note": stop_note, + "target_price": core.plausible_target_price(row.take_profit, entry), + "trailing_active": bool(trailing_active), + "trailing_stop": trailing_stop, + "highest_price": highest, + "entry_time": et.isoformat() if et else None, + "elapsed_min": int((now - et).total_seconds() // 60) if et else None, + "time_stop_at": None, # 스윙 시간손절은 KRX 거래일 기준(20일)이라 시각으로 환산하지 않는다 + } + + +def _dt_overlay(code: str, pos: Dict[str, Any], now) -> Dict[str, Any]: + entry = _num(pos.get("entry_price")) or 0.0 + qty = int(pos.get("quantity", 0) or 0) + cur = _num(pos.get("current_price")) + pnl = pnl_pct = None + if cur is not None and cur > 0 and entry > 0: + pnl = round((cur - entry) * qty, 0) + pnl_pct = round((cur - entry) / entry * 100, 2) + et = core.to_naive_kst(pos.get("entry_time")) + stop = _num(pos.get("stop_loss")) + trailing_active = bool(pos.get("partial_sold", False)) + return { + "stock_code": code, + "stock_name": pos.get("stock_name") or code, + "strategy": "dt", + "entry_price": entry, + "avg_price": entry, + "quantity": qty, + "current_price": cur if (cur is not None and cur > 0) else None, + "pnl": pnl, + "pnl_pct": pnl_pct, + "stop_loss": stop, + "stop_basis": "stored" if stop is not None else None, + "target_price": _num(pos.get("target_price")), # 분할 후 inf 는 None + "trailing_active": trailing_active, + "trailing_stop": _num(pos.get("trailing_stop")), + "highest_price": _num(pos.get("highest_price")), + "entry_time": et.isoformat() if et else None, + "elapsed_min": int((now - et).total_seconds() // 60) if et else None, + "time_stop_at": (et + timedelta(minutes=int(settings.DAY_TRADE_TIME_STOP_MINUTES))).isoformat() if et else None, + } + + +@router.get("/positions/overlay") +async def get_positions_overlay( + code: Optional[str] = Query(None, description="종목코드(생략 시 전체)"), + db: AsyncSession = Depends(get_db), +): + now = datetime.now(_KST).replace(tzinfo=None) + q = select(ActiveTrade).where(ActiveTrade.status == "active") + from app.services.db_worker import not_dt_strategy_clause + q = q.where(not_dt_strategy_clause(ActiveTrade.strategy_name)) + if code: + q = q.where(ActiveTrade.stock_code == code) + # 종목당 청산이 쓰는 1행(get_swing_active_trade 와 동일: id 최대)만 + raw = (await db.execute(q.order_by(ActiveTrade.id.desc()))).scalars().all() + seen, rows = set(), [] + for r in raw: + if r.stock_code not in seen: + seen.add(r.stock_code) + rows.append(r) + pf: Dict[str, Portfolio] = {} + if rows: + codes = list(seen) + pf = {p.stock_code: p for p in (await db.execute( + select(Portfolio).where(Portfolio.stock_code.in_(codes)))).scalars().all()} + # Portfolio 에 보유가 없는 active 행(고아)은 제외 + out: List[Dict[str, Any]] = [ + _swing_overlay(r, pf[r.stock_code], now) + for r in rows if r.stock_code in pf and int(pf[r.stock_code].quantity or 0) > 0 + ] + + # DT: 인메모리 포지션(읽기 전용) + try: + from app.services.daytrading.position_manager import day_trading_state + for c, p in list(day_trading_state.positions.items()): + if code and c != code: + continue + out.append(_dt_overlay(c, p, now)) + except Exception as e: + logger.warning("[tv_overlay] DT 인메모리 포지션 조회 실패: %s", e) + return {"positions": out, "as_of": datetime.now(_KST).isoformat()} + + +@router.get("/risk/equity-history") +async def get_equity_history( + days: int = Query(90, ge=1, le=730), + db: AsyncSession = Depends(get_db), +): + since = now_kst() - timedelta(days=days) + ts = func.coalesce(TradeHistory.executed_at, TradeHistory.created_at) + res = await db.execute( + select(ts, TradeHistory.strategy_type, TradeHistory.net_profit_loss, TradeHistory.currency_code) + .where(TradeHistory.order_type == "SELL") + .where(TradeHistory.status.in_(_EXECUTED)) + .where(ts >= since) + .order_by(ts) + ) + rows, excluded = [], 0 + for t, st, net, cur in res.all(): + if cur is not None and str(cur).upper() != "KRW": + excluded += 1 # 미국/USD 행은 원화 곡선에 섞지 않는다 + continue + rows.append((t.date(), st, net)) + # 낙폭 % 기준: MDD 관리자가 보는 계좌 peak (없으면 최근 잔고). 모르면 drawdown_pct=null + base = None + try: + from app.services.mdd_manager import mdd_manager + base = _num(getattr(mdd_manager, "peak_balance", 0)) or _num(getattr(mdd_manager, "_last_balance", 0)) + if base is not None and base <= 0: + base = None + except Exception as e: + logger.warning("[tv_overlay] mdd_manager 조회 실패 — drawdown_pct 미산출: %s", e) + points, null_rows = core.build_equity_points(rows, base) + return { + "cost_basis": "net_after_costs", + "points": points, + "mdd_thresholds": mdd_thresholds(), + "null_net_rows": null_rows, + "excluded_non_krw_rows": excluded, + "drawdown_pct_base": base, + } + + +def mdd_thresholds() -> Dict[str, float]: + """MDD 단계 임계(%, 음수) — mdd_manager.update() 가 실제로 전이하는 값. + + mdd_manager 는 -10/-20 리터럴로 전이하고 swing.scheduler 가 그 값을 상수로 보관한다 + (settings.MDD_*_THRESHOLD 는 실효 손잡이가 아님 — scheduler 의 mismatch 경보 참조). + scheduler 를 못 불러오면 settings 로 폴백(warning). + """ + try: + from app.services.swing.scheduler import _MDD_MANAGER_PAUSE_PCT, _MDD_MANAGER_FORCE_PCT + return {"reduce_pct": float(_MDD_MANAGER_PAUSE_PCT), "force_pct": float(_MDD_MANAGER_FORCE_PCT)} + except Exception as e: + logger.warning("[tv_overlay] scheduler MDD 상수 조회 실패 — settings 폴백: %s", e) + return {"reduce_pct": float(settings.MDD_PAUSE_THRESHOLD), "force_pct": float(settings.MDD_FORCE_THRESHOLD)} + + +def _eff_num(key: str, fallback: float) -> tuple: + """strategy_cfg(DB) → settings 순 실효값과 출처.""" + from app.services.strategy_config_service import strategy_cfg + v = _num(strategy_cfg.get(key)) + if v is not None and v > 0: + return v, "strategy_cfg" + return float(fallback), "settings" + + +@router.get("/strategy-config/display") +async def get_strategy_display(): + from app.services.mean_reversion_strategy import ( + resolve_swing_stop_params_v2, resolve_swing_trailing_atr_mult_v2, resolve_swing_exit_rsi_v2, + ) + adp = None + try: + from app.services.adaptive_strategy import get_current_adaptive_params + adp = get_current_adaptive_params() + except Exception as e: + logger.warning("[strategy-display] 적응형 파라미터 조회 실패 — strategy_cfg/settings 사용: %s", e) + adp_live = adp is not None and not getattr(adp, "fallback_used", True) + + bull, src_bull = _eff_num("MEAN_REVERSION_RSI_THRESHOLD", settings.MEAN_REVERSION_RSI_THRESHOLD) + bear, src_bear = _eff_num("MEAN_REVERSION_BEAR_RSI_THRESHOLD", settings.MEAN_REVERSION_BEAR_RSI_THRESHOLD) + period, _ = _eff_num("RSI_PERIOD", 14) + if adp_live: + bull = float(adp.rsi_entry) + bear = float(adp.bear_rsi_entry) + # 청산 RSI: check_exit_signal 과 같은 함수(settings 기본 + 적응형) + part, full, exit_adp = resolve_swing_exit_rsi_v2() + part, full = float(part), float(full) + sl_pct, atr_mult = resolve_swing_stop_params_v2(None, 0.0) # 일반 변동성 기준(적응형 → cfg → settings) + trail = resolve_swing_trailing_atr_mult_v2() + if adp_live: + source = "adaptive" + elif "strategy_cfg" in (src_bull, src_bear): + source = "strategy_cfg" + else: + source = "settings" + exit_source = "adaptive" if exit_adp else "settings" + return { + "rsi": {"period": int(period), "bull_entry": bull, "bear_entry": bear, + "partial_exit": part, "full_exit": full}, + "atr": {"stop_mult": atr_mult, "trailing_mult": trail}, + "stop_loss_pct": sl_pct, + "dt": { + "daily_loss_pct": float(settings.DAY_TRADE_DAILY_LOSS_LIMIT) * 100, + "time_stop_min": int(settings.DAY_TRADE_TIME_STOP_MINUTES), + "time_stop_min_gain": float(settings.DAY_TRADE_TIME_STOP_MIN_GAIN) * 100, + "eod_flat": f"{int(settings.DAY_TRADE_EOD_HOUR):02d}:{int(settings.DAY_TRADE_EOD_MIN):02d}", + "entry_cutoff": f"{int(settings.DAY_TRADE_ENTRY_CUTOFF_HOUR):02d}:{int(settings.DAY_TRADE_ENTRY_CUTOFF_MIN):02d}", + }, + "mdd": mdd_thresholds(), + "adaptive_mode": getattr(adp, "trading_mode", None) if adp is not None else None, + "source": source, + "sources": {"entry": source, "exit": exit_source}, + } diff --git a/backend/app/core/config.py b/backend/app/core/config.py index f76931f..f728183 100644 --- a/backend/app/core/config.py +++ b/backend/app/core/config.py @@ -624,6 +624,9 @@ class Settings(BaseSettings): # [L-6 2026-10-02] 스윙 손절 파라미터 합리 범위(resolve_swing_stop_params_v2 의 소스 값 검증). # 범위 밖 값(strategy_cfg·적응형)은 warning 후 하위 소스(최종 config)로 폴백한다. # 손절률은 크기(abs, %) 기준, ATR 배수는 배수 그대로. + # [§8.5-39] True 면 적응형 모드가 crisis 일 때 스윙 손절 오버레이(stop_loss_pct/high_vol/ + # atr_stop_multiplier)를 적용하지 않는다(strategy_cfg→config). 진입 차단은 무변경. 기본 OFF. + SWING_STOP_IGNORE_CRISIS_OVERLAY: bool = False SWING_STOP_LOSS_PCT_MIN: float = 1.0 SWING_STOP_LOSS_PCT_MAX: float = 30.0 SWING_ATR_STOP_MULT_MIN: float = 0.5 diff --git a/backend/app/services/mean_reversion_strategy.py b/backend/app/services/mean_reversion_strategy.py index 02983e4..faae5cd 100644 --- a/backend/app/services/mean_reversion_strategy.py +++ b/backend/app/services/mean_reversion_strategy.py @@ -858,6 +858,26 @@ def _check_buy_signal_impl( return None +def resolve_swing_exit_rsi_v2() -> Tuple[float, float, bool]: + """스윙 RSI 청산 임계 단일 출처 → (1차 익절 RSI, 전량 RSI, 적응형 적용 여부). + + settings 기본 + 적응형(fallback_used=False)이면 적응형 값. check_exit_signal 과 프론트 표시 + (/strategy-config/display)가 같은 함수를 쓴다. 조회 실패는 warning 후 settings 값. + """ + from app.core.config import settings + partial = settings.MEAN_REVERSION_RSI_EXIT_THRESHOLD + full = settings.MEAN_REVERSION_RSI_FULL_EXIT + try: + from app.services.adaptive_strategy import get_current_adaptive_params + _adp = get_current_adaptive_params() + if not _adp.fallback_used: + return _adp.rsi_partial_exit, _adp.rsi_full_exit, True + except Exception as _adp_err: + warn_throttled(logger, "mean_reversion:exit_rsi_overlay", + "[MeanReversion] 적응형 RSI 청산 임계 조회 실패 — config 값 사용: %s", _adp_err) + return partial, full, False + + def resolve_swing_stop_params_v2(atr: Optional[float], close: float) -> Tuple[float, float]: """스윙 손절 파라미터 단일 출처 → (stop_loss_pct[항상 음수, %], atr_stop_mult). @@ -897,6 +917,14 @@ def resolve_swing_stop_params_v2(atr: Optional[float], close: float) -> Tuple[fl warn_throttled(logger, "mean_reversion:exit_sl_overlay", "[MeanReversion] 적응형 손절/ATR 배수 조회 실패 — strategy_cfg/config 값 사용: %s", _adp_err) _adp_exit = None + # [§8.5-39] Crisis 는 신규 진입 차단 용도 — 보유분 손절선을 소급 조정하지 않는다(플래그, 기본 OFF). + # 플래그 조회 자체는 예외 가능성이 없는 getattr 이며, 모드 판정은 단순 속성 비교다. + _ignore_crisis = getattr(settings, "SWING_STOP_IGNORE_CRISIS_OVERLAY", False) is True + if (_ignore_crisis and _adp_exit is not None + and str(getattr(_adp_exit, "trading_mode", "")) == "crisis"): + warn_throttled(logger, "mean_reversion:exit_sl_crisis_ignored", + "[MeanReversion] 적응형 모드=crisis — 손절 오버레이 미적용(strategy_cfg/config 값 사용)") + _adp_exit = None if _adp_exit is not None and not getattr(_adp_exit, "fallback_used", True): _adp_mult = _stop_param_or_none_v2(getattr(_adp_exit, "atr_stop_multiplier", None), "adaptive.atr_stop_multiplier") @@ -1128,19 +1156,7 @@ def check_exit_signal( # ── 2. 1차 익절: 아직 1차 안 했을 때 ────────────────────────── # CLAUDE.md 6.3: RSI >= 50 OR 가격 > BB 중앙선 OR 수익 > 2*ATR (OR 로직) # 적응형 전략: 1차 익절 RSI / 전량 청산 RSI 오버라이드 - _adaptive_rsi_partial = settings.MEAN_REVERSION_RSI_EXIT_THRESHOLD - _adaptive_rsi_full = settings.MEAN_REVERSION_RSI_FULL_EXIT - try: - from app.services.adaptive_strategy import get_current_adaptive_params - _adp_exit2 = get_current_adaptive_params() - if not _adp_exit2.fallback_used: - _adaptive_rsi_partial = _adp_exit2.rsi_partial_exit - _adaptive_rsi_full = _adp_exit2.rsi_full_exit - except Exception as _adp_err: - _adaptive_rsi_partial = settings.MEAN_REVERSION_RSI_EXIT_THRESHOLD - _adaptive_rsi_full = settings.MEAN_REVERSION_RSI_FULL_EXIT - warn_throttled(logger, "mean_reversion:exit_rsi_overlay", - "[MeanReversion] 적응형 RSI 청산 임계 조회 실패 — config 값 사용: %s", _adp_err) + _adaptive_rsi_partial, _adaptive_rsi_full, _ = resolve_swing_exit_rsi_v2() min_profit_price = entry_price + 2.0 * atr # CLAUDE.md 6.3: 2×ATR _profit_pct = ((close - entry_price) / entry_price * 100) if entry_price > 0 else 0 diff --git a/backend/app/services/tv_view_core.py b/backend/app/services/tv_view_core.py new file mode 100644 index 0000000..9425fae --- /dev/null +++ b/backend/app/services/tv_view_core.py @@ -0,0 +1,149 @@ +"""TradingView 스타일 프론트용 읽기 전용 뷰 계산 (순수 함수 — settings/DB/네트워크 참조 없음). + +계약: scratchpad/tv_redesign/CONTRACT.md. 여기서는 집계·변환만 하고 임계값을 정의하지 않는다. +""" +from __future__ import annotations + +import math +from datetime import date, datetime, timedelta, timezone +from typing import Any, Dict, Iterable, List, Optional, Tuple + +_KST = timezone(timedelta(hours=9)) +_DT_NAMES = ("daytrading", "day_trade", "dt") + + +def group_of_strategy(strategy_type: Optional[str]) -> str: + """TradeHistory.strategy_type → 'dt' | 'swing' | 'other' (NULL 은 컬럼 기본값 swing 과 동일 취급하지 않고 other).""" + s = (strategy_type or "").strip().lower() + if s in _DT_NAMES: + return "dt" + if s == "swing": + return "swing" + return "other" + + +def build_equity_points( + rows: Iterable[Tuple[date, Optional[str], Optional[float]]], + pct_base: Optional[float], +) -> Tuple[List[Dict[str, Any]], int]: + """(체결일, strategy_type, net) → 일별 포인트. net 이 None 인 행은 합계에서 제외하고 개수만 반환. + + cum_net 은 조회 구간 시작을 0 으로 한 누적 실현 순손익, peak 는 그 누적의 최고치(시작 0 포함). + drawdown_pct = (cum_net - peak) / pct_base * 100 (≤0). pct_base(계좌 기준 잔고)를 모르면 None. + """ + per_day: Dict[date, Dict[str, float]] = {} + null_rows = 0 + for d, st, net in rows: + if net is None: + null_rows += 1 + continue + try: + v = float(net) + except (TypeError, ValueError): + null_rows += 1 + continue + if not math.isfinite(v): + null_rows += 1 + continue + b = per_day.setdefault(d, {"swing": 0.0, "dt": 0.0, "other": 0.0}) + b[group_of_strategy(st)] += v + points: List[Dict[str, Any]] = [] + cum = 0.0 + peak = 0.0 + for d in sorted(per_day): + b = per_day[d] + day_total = b["swing"] + b["dt"] + b["other"] + cum += day_total + peak = max(peak, cum) + dd = round((cum - peak) / pct_base * 100, 4) if pct_base and pct_base > 0 else None + points.append({ + "date": d.isoformat(), + "realized_net": round(day_total, 2), + "realized_net_swing": round(b["swing"], 2), + "realized_net_dt": round(b["dt"], 2), + "realized_net_other": round(b["other"], 2), + "cum_net": round(cum, 2), + "peak": round(peak, 2), + "drawdown_pct": dd, + }) + return points, null_rows + + +def plausible_stop_price(stored: Any, entry: float) -> Optional[float]: + """ActiveTrade.stop_loss 가 '가격'으로 보이는지 판정 (퍼센트·가격 혼재 — §8.5-47). + + 0 < stored < entry 이고 entry 의 절반 이상일 때만 가격으로 인정한다. -7/7 같은 퍼센트 + 표기이거나 범위 밖이면 None (거짓 값 금지). + """ + try: + s = float(stored) + except (TypeError, ValueError): + return None + if not (math.isfinite(s) and math.isfinite(entry)) or entry <= 0: + return None + return s if (0.5 * entry <= s < entry) else None + + +def plausible_target_price(stored: Any, entry: float) -> Optional[float]: + try: + t = float(stored) + except (TypeError, ValueError): + return None + if not (math.isfinite(t) and math.isfinite(entry)) or entry <= 0: + return None + return t if entry < t <= entry * 3 else None + + +def to_naive_kst(dt: Any) -> Optional[datetime]: + if isinstance(dt, str): + try: + dt = datetime.fromisoformat(dt) + except ValueError: + return None + if not isinstance(dt, datetime): + return None + if dt.tzinfo is not None: + dt = dt.astimezone(_KST).replace(tzinfo=None) + return dt + + +def minute_rows_to_candles(rows: List[dict], today: date, step_min: int) -> List[Dict[str, Any]]: + """KIS 분봉 output2 → [{time(epoch s), open, high, low, close, volume}] (당일만, 오름차순). + + time 은 KST 벽시계를 UTC epoch 로 변환한 실제 epoch 초. step_min>1 이면 1분봉을 버킷 집계. + 중복 키(날짜+시각)는 마지막 값, 0/결측 OHLC 봉은 제외한다. + """ + ymd = today.strftime("%Y%m%d") + uniq: Dict[str, dict] = {} + for r in rows or []: + if str(r.get("stck_bsop_date", "")) != ymd: + continue + hhmm = str(r.get("stck_cntg_hour", "")).zfill(6) + uniq[hhmm] = r + out: List[Dict[str, Any]] = [] + cur: Optional[Dict[str, Any]] = None + for hhmm in sorted(uniq): + r = uniq[hhmm] + try: + o = float(r.get("stck_oprc") or 0) + h = float(r.get("stck_hgpr") or 0) + lo = float(r.get("stck_lwpr") or 0) + c = float(r.get("stck_prpr") or 0) + v = int(float(r.get("cntg_vol") or 0)) + hh, mm = int(hhmm[0:2]), int(hhmm[2:4]) + except (TypeError, ValueError): + continue + if min(o, h, lo, c) <= 0: + continue + mins = hh * 60 + mm + bucket = mins - (mins % step_min) if step_min > 1 else mins + ts = int(datetime(today.year, today.month, today.day, bucket // 60, bucket % 60, tzinfo=_KST).timestamp()) + if cur is not None and cur["time"] == ts: + cur["high"] = max(cur["high"], h) + cur["low"] = min(cur["low"], lo) + cur["close"] = c + cur["volume"] += v + else: + cur = {"time": ts, "open": o, "high": h, "low": lo, "close": c, "volume": v} + out.append(cur) + return out diff --git a/backend/tests/test_swing_stop_ignore_crisis_20261017.py b/backend/tests/test_swing_stop_ignore_crisis_20261017.py new file mode 100644 index 0000000..fc7173d --- /dev/null +++ b/backend/tests/test_swing_stop_ignore_crisis_20261017.py @@ -0,0 +1,83 @@ +"""§8.5-39: SWING_STOP_IGNORE_CRISIS_OVERLAY — Crisis 모드가 스윙 손절을 소급 조정하지 않는다.""" +from types import SimpleNamespace + +import pytest + +from app.core.config import settings +from app.services import mean_reversion_strategy as mr + + +class _NoCfg: + def get(self, *a, **k): + return None + + +def _adp(mode, sl, sl_hv, mult, fallback=False): + return SimpleNamespace(trading_mode=mode, stop_loss_pct=sl, stop_loss_high_vol=sl_hv, + atr_stop_multiplier=mult, fallback_used=fallback) + + +@pytest.fixture +def patch_env(monkeypatch): + monkeypatch.setattr(mr, "strategy_cfg", _NoCfg()) + + def _set(adp, flag): + import app.services.adaptive_strategy as ad + monkeypatch.setattr(ad, "get_current_adaptive_params", lambda: adp) + monkeypatch.setattr(settings, "SWING_STOP_IGNORE_CRISIS_OVERLAY", flag, raising=False) + return _set + + +CRISIS = lambda: _adp("crisis", -3.0, -5.0, 1.5) +# ATR/close: 저변동 1%, 고변동 5% +LOW, HIGH = (1.0, 100.0), (5.0, 100.0) + + +def test_default_flag_is_false(): + assert settings.SWING_STOP_IGNORE_CRISIS_OVERLAY is False + + +def test_flag_off_crisis_overlay_still_applies(patch_env): + patch_env(CRISIS(), False) + assert mr.resolve_swing_stop_params_v2(*LOW) == (-3.0, 1.5) + assert mr.resolve_swing_stop_params_v2(*HIGH) == (-5.0, 1.5) + + +def test_flag_on_crisis_uses_config(patch_env): + patch_env(CRISIS(), True) + assert mr.resolve_swing_stop_params_v2(*LOW) == (-abs(float(settings.STOP_LOSS_PERCENT)), + float(settings.ATR_STOP_MULTIPLIER)) + assert mr.resolve_swing_stop_params_v2(*HIGH) == (-abs(float(settings.STOP_LOSS_HIGH_VOL)), + float(settings.ATR_STOP_MULTIPLIER)) + + +@pytest.mark.parametrize("flag", [False, True]) +@pytest.mark.parametrize("mode,sl,hv,m", [("normal", -7.0, -11.0, 2.5), ("defensive", -6.0, -8.0, 2.0), + ("aggressive", -9.0, -12.0, 3.0)]) +def test_other_modes_unchanged_by_flag(patch_env, flag, mode, sl, hv, m): + patch_env(_adp(mode, sl, hv, m), flag) + assert mr.resolve_swing_stop_params_v2(*LOW) == (sl, m) + assert mr.resolve_swing_stop_params_v2(*HIGH) == (hv, m) + + +def test_flag_on_crisis_respects_strategy_cfg(patch_env, monkeypatch): + class Cfg: + def get(self, k, *a): + return {"STOP_LOSS_PERCENT": -6.5, "ATR_STOP_MULTIPLIER": 2.2}.get(k) + patch_env(CRISIS(), True) + monkeypatch.setattr(mr, "strategy_cfg", Cfg()) + assert mr.resolve_swing_stop_params_v2(*LOW) == (-6.5, 2.2) + + +def test_sign_guard_kept_with_flag_on(patch_env, monkeypatch): + class Cfg: + def get(self, k, *a): + return 6.0 if k == "STOP_LOSS_PERCENT" else None + patch_env(CRISIS(), True) + monkeypatch.setattr(mr, "strategy_cfg", Cfg()) + assert mr.resolve_swing_stop_params_v2(*LOW)[0] == -6.0 + + +def test_flag_on_fallback_used_adaptive_ignored_as_before(patch_env): + patch_env(_adp("crisis", -3.0, -5.0, 1.5, fallback=True), True) + assert mr.resolve_swing_stop_params_v2(*LOW)[0] == -abs(float(settings.STOP_LOSS_PERCENT)) diff --git a/backend/tests/test_tv_overlay_20261017.py b/backend/tests/test_tv_overlay_20261017.py new file mode 100644 index 0000000..aeafaf7 --- /dev/null +++ b/backend/tests/test_tv_overlay_20261017.py @@ -0,0 +1,308 @@ +"""TV 재구성용 읽기 전용 엔드포인트 테스트 (스키마·인증·빈 데이터·NULL net).""" +import asyncio +from datetime import date, datetime, timedelta +from decimal import Decimal +from types import SimpleNamespace +from unittest.mock import AsyncMock, MagicMock, patch + +import pytest + +from app.core.config import settings +from app.core.security import require_api_key +from app.services import tv_view_core as core +from app.api.endpoints import tv_overlay + + +class _Res: + def __init__(self, rows): + self._rows = rows + + def all(self): + return self._rows + + def scalars(self): + return SimpleNamespace(all=lambda: self._rows) + + +class _DB: + """execute 호출 순서대로 결과 반환 (SELECT 전용 페이크).""" + def __init__(self, *results): + self._results = list(results) + + async def execute(self, _q): + return _Res(self._results.pop(0)) + + +def _active(**kw): + d = dict(stock_code="005930", stock_name="삼성전자", quantity=10, entry_price=Decimal("70000"), + current_price=Decimal("72000"), stop_loss=None, take_profit=None, remaining_pct=Decimal("1.0"), + highest_since_entry=None, strategy_name=None, created_at=datetime.now() - timedelta(minutes=90)) + d.update(kw) + return SimpleNamespace(**d) + + +def _pf(code="005930", qty=10, cur=None): + return SimpleNamespace(stock_code=code, quantity=qty, average_price=Decimal("70000"), + current_price=Decimal(cur) if cur is not None else None) + + +def _run(c): + return asyncio.new_event_loop().run_until_complete(c) + + +# ── 인증 ──────────────────────────────────────────────────────────────────── +def test_all_new_routes_require_api_key(): + from app.api import api_router + want = {"/positions/overlay", "/risk/equity-history", "/strategy-config/display"} + found = set() + for r in api_router.routes: + if r.path in want and "GET" in r.methods: + deps = [d.call for d in r.dependant.dependencies] + assert require_api_key in deps, r.path + found.add(r.path) + assert found == want + + +def test_display_route_precedes_strategy_config_key_route(): + from app.api import api_router + paths = [r.path for r in api_router.routes if "GET" in getattr(r, "methods", ())] + assert paths.index("/strategy-config/display") < paths.index("/strategy-config/{key}") + + +# ── equity-history ────────────────────────────────────────────────────────── +def test_equity_points_groups_and_null_net(): + d1, d2 = date(2026, 10, 1), date(2026, 10, 2) + rows = [(d1, "swing", Decimal("1000")), (d1, "daytrading", -300), (d1, "swing", None), + (d2, "external", -2000), (d2, None, 50)] + pts, nulls = core.build_equity_points(rows, 1_000_000) + assert nulls == 1 + assert pts[0]["realized_net_swing"] == 1000 and pts[0]["realized_net_dt"] == -300 + assert pts[0]["cum_net"] == 700 and pts[0]["peak"] == 700 and pts[0]["drawdown_pct"] == 0 + assert pts[1]["realized_net_other"] == -1950 and pts[1]["cum_net"] == -1250 + assert pts[1]["drawdown_pct"] == pytest.approx((-1250 - 700) / 1_000_000 * 100, abs=1e-3) + + +def test_equity_no_base_gives_null_drawdown(): + pts, _ = core.build_equity_points([(date(2026, 10, 1), "swing", 5)], None) + assert pts[0]["drawdown_pct"] is None + + +def test_equity_endpoint_empty(): + out = _run(tv_overlay.get_equity_history(days=90, db=_DB([]))) + assert out["points"] == [] and out["null_net_rows"] == 0 and out["cost_basis"] == "net_after_costs" + assert out["mdd_thresholds"] == {"reduce_pct": settings.MDD_PAUSE_THRESHOLD, + "force_pct": settings.MDD_FORCE_THRESHOLD} + + +def test_equity_endpoint_null_net_counted(): + rows = [(datetime(2026, 10, 1, 10), "swing", None, "KRW"), (datetime(2026, 10, 1, 11), "swing", Decimal("10"), None), + (datetime(2026, 10, 1, 12), "swing", Decimal("999"), "USD")] + out = _run(tv_overlay.get_equity_history(days=90, db=_DB(rows))) + assert out["null_net_rows"] == 1 and out["points"][0]["realized_net"] == 10 + assert out["excluded_non_krw_rows"] == 1 + + +# ── positions/overlay ─────────────────────────────────────────────────────── +def _dt_state(positions): + return patch("app.services.daytrading.position_manager.day_trading_state", + SimpleNamespace(positions=positions)) + + +def test_overlay_empty(): + with _dt_state({}): + out = _run(tv_overlay.get_positions_overlay(code=None, db=_DB([]))) + assert out["positions"] == [] and "as_of" in out + + +def test_overlay_swing_pct_basis_without_atr(): + row = _active() + with _dt_state({}), patch.object(tv_overlay, "_cached_atr", return_value=None): + out = _run(tv_overlay.get_positions_overlay(code=None, db=_DB([row], [_pf()]))) + p = out["positions"][0] + assert p["strategy"] == "swing" and p["stop_basis"] == "pct" + assert p["stop_loss_alt"] < p["stop_loss"] < 70000 and p["stop_note"] and p["pnl"] == 20000 and p["time_stop_at"] is None + assert p["trailing_active"] is False and p["elapsed_min"] >= 89 + + +def test_overlay_swing_atr_basis_and_stored_percent_ignored(): + row = _active(stop_loss=Decimal("-7"), remaining_pct=Decimal("0.5"), highest_since_entry=Decimal("75000")) + with _dt_state({}), patch.object(tv_overlay, "_cached_atr", return_value=1000.0): + p = _run(tv_overlay.get_positions_overlay(code=None, db=_DB([row], [_pf()])))["positions"][0] + assert p["stop_basis"] == "atr" and p["trailing_active"] is True and p["trailing_stop"] < 75000 + + +def test_overlay_stored_price_used_when_no_atr_and_percent_value_not_trusted(): + row = _active(stop_loss=Decimal("66000")) + with _dt_state({}), patch.object(tv_overlay, "_cached_atr", return_value=None): + p = _run(tv_overlay.get_positions_overlay(code=None, db=_DB([row], [_pf()])))["positions"][0] + assert p["stop_basis"] == "stored" and p["stop_loss"] == 66000 + assert core.plausible_stop_price(-7, 70000) is None and core.plausible_stop_price(7, 70000) is None + + +def test_overlay_dt_from_memory(): + et = datetime.now() - timedelta(minutes=10) + pos = {"000660": {"entry_price": 100000.0, "quantity": 3, "current_price": 101000.0, "stop_loss": 98000.0, + "target_price": float("inf"), "highest_price": 101500.0, "entry_time": et, + "partial_sold": False, "stock_name": "SK하이닉스"}} + with _dt_state(pos): + out = _run(tv_overlay.get_positions_overlay(code="000660", db=_DB([]))) + p = out["positions"][0] + assert p["strategy"] == "dt" and p["target_price"] is None and p["highest_price"] == 101500.0 + assert datetime.fromisoformat(p["time_stop_at"]) == et + timedelta(minutes=settings.DAY_TRADE_TIME_STOP_MINUTES) + assert p["pnl"] == 3000 and p["stop_basis"] == "stored" + + +# ── strategy-config/display ───────────────────────────────────────────────── +def test_display_schema_and_settings_values(): + out = _run(tv_overlay.get_strategy_display()) + assert set(out) == {"rsi", "atr", "stop_loss_pct", "dt", "mdd", "adaptive_mode", "source", "sources"} + assert out["source"] in ("adaptive", "strategy_cfg", "settings") + assert out["stop_loss_pct"] < 0 + assert out["dt"]["time_stop_min"] == settings.DAY_TRADE_TIME_STOP_MINUTES + assert out["dt"]["eod_flat"] == f"{settings.DAY_TRADE_EOD_HOUR:02d}:{settings.DAY_TRADE_EOD_MIN:02d}" + assert out["mdd"]["force_pct"] == settings.MDD_FORCE_THRESHOLD + assert out["rsi"]["period"] == 14 or isinstance(out["rsi"]["period"], int) + + +# ── trades 확장 / mdd thresholds ──────────────────────────────────────────── +def test_trade_response_new_optional_fields(): + from app.api.endpoints.trades import TradeHistoryResponse + base = dict(id=1, rule_id=None, stock_code="005930", stock_name="x", order_type="SELL", order_price=None, + order_quantity=1, executed_price=None, executed_quantity=None, total_amount=None, + status="EXECUTED", order_id=None, message=None, entry_reason=None, exit_reason=None, + signals=None, created_at=datetime.now(), executed_at=None) + r = TradeHistoryResponse(**base) + assert r.side == "sell" and r.net_profit_loss is None and r.commission is None and r.strategy_type is None + assert TradeHistoryResponse(**{**base, "order_type": "BUY", "net_profit_loss": Decimal("5")}).side == "buy" + + +def test_mdd_status_has_thresholds(): + from app.api.endpoints.risk_management import _mdd_state_v2 + t = _mdd_state_v2()["thresholds"] + assert t == {"reduce_pct": settings.MDD_PAUSE_THRESHOLD, "force_pct": settings.MDD_FORCE_THRESHOLD} + + +# ── 분봉 ──────────────────────────────────────────────────────────────────── +def _m(hhmm, o, h, lo, c, v, ymd="20261016"): + return {"stck_bsop_date": ymd, "stck_cntg_hour": hhmm + "00", "stck_oprc": str(o), "stck_hgpr": str(h), + "stck_lwpr": str(lo), "stck_prpr": str(c), "cntg_vol": str(v)} + + +def test_minute_candles_today_only_and_5m_aggregation(): + today = date(2026, 10, 16) + rows = [_m("0900", 10, 12, 9, 11, 5), _m("0901", 11, 15, 10, 14, 7), _m("0905", 14, 14, 13, 13, 1), + _m("0902", 1, 1, 1, 1, 1, ymd="20261015"), _m("0903", 0, 0, 0, 0, 0)] + c1 = core.minute_rows_to_candles(rows, today, 1) + assert [x["volume"] for x in c1] == [5, 7, 1] + c5 = core.minute_rows_to_candles(rows, today, 5) + assert len(c5) == 2 and c5[0]["open"] == 10 and c5[0]["high"] == 15 and c5[0]["close"] == 14 and c5[0]["volume"] == 12 + assert c5[1]["time"] - c5[0]["time"] == 300 + assert core.minute_rows_to_candles([], today, 5) == [] + + +def test_chart_endpoint_intraday_and_error_path(): + from app.api.endpoints import market_data + today = datetime.now(tz=None).date() + market_data._INTRADAY_CACHE.clear() + fake = MagicMock() + fake.get_minute_chart_full_day = AsyncMock(return_value=[]) + with patch.object(market_data, "korea_investment_api", fake): + out = _run(market_data.get_stock_chart("005930", period="5m", realtime=False, limit=100)) + assert out["data"] == [] and out["reason"] == "no_data" and out["period"] == "5m" + fake.get_minute_chart_full_day = AsyncMock(side_effect=RuntimeError("boom")) + market_data._INTRADAY_CACHE.clear() + with patch.object(market_data, "korea_investment_api", fake): + out = _run(market_data.get_stock_chart("005930", period="1m", realtime=False, limit=100)) + assert out["reason"] == "chart_fetch_failed" + + +def test_overlay_portfolio_price_preferred_one_row_per_code_and_orphan_excluded(): + newer = _active(current_price=Decimal("1")) + newer.id = 9 + older = _active(entry_price=Decimal("50000")) + older.id = 3 + orphan = _active(stock_code="000660") + orphan.id = 5 + with _dt_state({}), patch.object(tv_overlay, "_cached_atr", return_value=None): + out = _run(tv_overlay.get_positions_overlay(code=None, db=_DB([newer, orphan, older], [_pf(cur="73000")]))) + assert [p["stock_code"] for p in out["positions"]] == ["005930"] + assert out["positions"][0]["current_price"] == 73000 and out["positions"][0]["entry_price"] == 70000 + assert out["as_of"].endswith("+09:00") + + +def test_cached_atr_requires_fresh_and_after_entry(): + import time as _t + from app.services.swing import exit_service as ex + now = datetime.now() + ex._last_atr["T1"] = (500.0, _t.monotonic(), now) + ex._last_atr["T2"] = (500.0, _t.monotonic() - settings.SWING_FALLBACK_PRICE_MAX_AGE_SEC - 5, now) + try: + assert tv_overlay._cached_atr("T1", now - timedelta(minutes=5)) == 500.0 + assert tv_overlay._cached_atr("T1", now + timedelta(minutes=5)) is None # 진입 이전 값 + assert tv_overlay._cached_atr("T2", now - timedelta(minutes=5)) is None # 오래됨 + finally: + ex._last_atr.pop("T1", None) + ex._last_atr.pop("T2", None) + + +def test_display_exit_rsi_matches_exit_logic_helper_and_adaptive(): + from app.services import mean_reversion_strategy as m + adp = SimpleNamespace(fallback_used=False, rsi_partial_exit=51.0, rsi_full_exit=66.0, + rsi_entry=44.0, bear_rsi_entry=31.0, trading_mode="defensive") + with patch("app.services.adaptive_strategy.get_current_adaptive_params", return_value=adp): + assert m.resolve_swing_exit_rsi_v2() == (51.0, 66.0, True) + out = _run(tv_overlay.get_strategy_display()) + assert out["rsi"]["partial_exit"] == 51.0 and out["rsi"]["full_exit"] == 66.0 + assert out["sources"] == {"entry": "adaptive", "exit": "adaptive"} and out["source"] == "adaptive" + adp.fallback_used = True + with patch("app.services.adaptive_strategy.get_current_adaptive_params", return_value=adp): + assert m.resolve_swing_exit_rsi_v2() == (settings.MEAN_REVERSION_RSI_EXIT_THRESHOLD, + settings.MEAN_REVERSION_RSI_FULL_EXIT, False) + + +def test_exit_signal_uses_adaptive_rsi_partial_unchanged(): + """check_exit_signal 이 헬퍼 경유로도 적응형 1차 익절 RSI 를 그대로 쓴다(동작 무변경).""" + import inspect + from app.services import mean_reversion_strategy as m + src = inspect.getsource(m.check_exit_signal) + assert "resolve_swing_exit_rsi_v2()" in src and "_adp_exit2" not in src + + +def test_trade_response_numeric_floats(): + from app.api.endpoints.trades import TradeHistoryResponse + r = TradeHistoryResponse(id=1, rule_id=None, stock_code="x", stock_name=None, order_type="SELL", + order_price=None, order_quantity=1, executed_price=None, executed_quantity=None, + total_amount=None, status="EXECUTED", order_id=None, message=None, + entry_reason=None, exit_reason=None, signals=None, created_at=datetime.now(), + executed_at=None, commission=Decimal("12.5"), net_profit_loss=Decimal("-3")) + assert isinstance(r.commission, float) and isinstance(r.net_profit_loss, float) + + +def test_mdd_thresholds_equal_actual_transition_values(): + """표시 임계 == mdd_manager 가 실제로 전이하는 값(-10/-20).""" + from app.services.mdd_manager import MDDManager + t = tv_overlay.mdd_thresholds() + m = MDDManager() + _run(m.update(1_000_000)) + assert _run(m.update(1_000_000 * (1 + (t["reduce_pct"] - 0.1) / 100)))["action"] == "REDUCE_AND_PAUSE" + assert _run(m.update(1_000_000 * (1 + (t["force_pct"] - 0.1) / 100)))["action"] == "FORCE_REDUCE" + m2 = MDDManager() + _run(m2.update(1_000_000)) + assert _run(m2.update(1_000_000 * (1 + (t["reduce_pct"] + 0.5) / 100)))["action"] != "REDUCE_AND_PAUSE" + + +def test_intraday_cache_and_inflight_share(): + from app.api.endpoints import market_data + market_data._INTRADAY_CACHE.clear() + fake = MagicMock() + fake.get_minute_chart_full_day = AsyncMock(return_value=[]) + + async def both(): + a, b = await asyncio.gather(market_data.get_stock_chart("005930", period="1m", realtime=False, limit=100), + market_data.get_stock_chart("005930", period="1m", realtime=False, limit=100)) + c = await market_data.get_stock_chart("005930", period="1m", realtime=False, limit=100) + return a, b, c + with patch.object(market_data, "korea_investment_api", fake): + a, b, c = _run(both()) + assert a["reason"] == "no_data" == c["reason"] + assert fake.get_minute_chart_full_day.await_count == 1 diff --git a/frontend/src/components/ChartPanel.tsx b/frontend/src/components/ChartPanel.tsx index db18fa0..c798c45 100644 --- a/frontend/src/components/ChartPanel.tsx +++ b/frontend/src/components/ChartPanel.tsx @@ -56,30 +56,30 @@ const ChartPanel = React.memo(({ emptyReason, }: ChartPanelProps) => { return ( -
+{typeof aiAnalysisText === 'string' ? aiAnalysisText : JSON.stringify(aiAnalysisText, null, 2)}) : ( -+)} diff --git a/frontend/src/components/JournalPanel.tsx b/frontend/src/components/JournalPanel.tsx index f6dc160..9bb5cf5 100644 --- a/frontend/src/components/JournalPanel.tsx +++ b/frontend/src/components/JournalPanel.tsx @@ -69,30 +69,30 @@ const JournalPanel = React.memo(({ journals, tradeHistory, onResetPending, reset }, [tradeHistory]) return ( -종목을 선택하면
AI 투자 분석을 표시합니다.+{/* Header with tabs */} -+