feat: TradingView 스타일 대시보드 + 차트 오버레이 API, Crisis 손절 소급 차단 플래그(기본 OFF)

- frontend: 대시보드를 TradingView 레이아웃으로 재구성(components/tv/*) — 캔들+MA/BB/거래량,
  평단·손절·목표·트레일링 가격선, 체결 마커, RSI 기준선은 실효 설정값, 하단 탭(보유·체결·DT 카드·
  비용 후 손익곡선/낙폭·저널), 디자인 토큰·한국식 색·최소 11px, 모바일 가로 스크롤 제거
- backend(GET 전용, require_api_key): /positions/overlay, /risk/equity-history,
  /strategy-config/display, /trades 응답 필드(side·strategy_type·commission·net_profit_loss),
  /risk/mdd-status thresholds, /market-data/chart 1m|5m(캐시·in-flight 공유)
- mean_reversion_strategy: RSI 청산 임계를 resolve_swing_exit_rsi_v2 로 추출(동작 동일) —
  청산과 화면 표시가 같은 값을 쓴다
- §8.5-39: SWING_STOP_IGNORE_CRISIS_OVERLAY(기본 False) — 반사실 재생에서 Crisis 조기 손절이
  오히려 손실을 줄여 기본 OFF 유지, 정식 백테스트 전 켜지 말 것
- 유닛 스위트 2816 passed / 0 failed, tsc·build 통과

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
2026-10-17 18:47:00 +09:00
parent d140055e64
commit a45007cbb2
28 changed files with 2607 additions and 351 deletions

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"""§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))