feat: 리스크 관리 강화 — 포트폴리오 락, MDD 단기전략 비활성화, 상관관계 필터

- portfolio.py: summary_lock으로 동시성 보호, apply_buy/apply_sell async화 - mdd_manager.py: MDD -10% 시 단기전략 비활성화 (is_short_term_strategy_paused) - loss_tracker.py: DB 직접 접근 → db_worker 큐 기반 전환 - db_worker.py: upsert_stock_ban 태스크 추가 - correlation_filter.py: 섹터 집중도 + 피어슨 상관관계 검증 (CLAUDE.md 5.4) - trade_executor.py: 상관관계 필터 통합, await 적용 - mean_reversion_strategy.py: config 값 타입 안전성 (float 변환) - main.py/day_trading.py: MDD 체크 후 자동매매/데이트레이딩 차단 Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 17:26:13 +09:00
parent 783e932145
commit a477072bdc
9 changed files with 661 additions and 87 deletions
--- a/backend/app/api/endpoints/portfolio.py
+++ b/backend/app/api/endpoints/portfolio.py
@@ -63,6 +63,7 @@ class PortfolioCache:
        self.last_synced: datetime | None = None
        self.change_flag = False  # 외부 이벤트로 변경 감지 (매수/매도 등)
        self.sync_lock = asyncio.Lock()
+        self.summary_lock = asyncio.Lock()  # summary 수정 보호용 락
        self.min_interval = timedelta(seconds=15)  # 최소 동기화 간격
        self.last_attempt: datetime | None = None
        self.last_error: str | None = None
@@ -75,50 +76,59 @@ class PortfolioCache:
    def mark_changed(self):
        self.change_flag = True

-    def apply_buy(self, stock_code: str, stock_name: str, quantity: int, price: float):
-        """매수 체결 즉시 캐시 반영 — KIS 재동기화 전까지 summary 수치 정확하게 유지"""
+    def get_summary_copy(self) -> dict | None:
+        """summary의 스냅샷 반환 (락 없이, 읽기 전용).
+        summary가 수정 중일 수 있으므로 복사본을 반환."""
        if self.summary is None:
-            self.mark_changed()
-            return
-        cost = quantity * price
-        # 예수금 차감
-        self.summary["available_cash"] = max(0.0, float(self.summary.get("available_cash", 0)) - cost)
-        # 주식 평가금액 증가
-        self.summary["total_value"] = float(self.summary.get("total_value", 0)) + cost
-        # 매입금액 증가
-        self.summary["total_investment"] = float(self.summary.get("total_investment", 0)) + cost
-        # 총 자산 = 예수금 + 주식평가 (재계산)
-        self.summary["total_assets"] = self.summary["available_cash"] + self.summary["total_value"]
-        # 평가손익 재계산
-        inv = self.summary["total_investment"]
-        val = self.summary["total_value"]
-        self.summary["total_profit_loss"] = val - inv
-        self.summary["total_profit_loss_rate"] = ((val - inv) / inv * 100) if inv > 0 else 0
-        self.summary["total_stocks"] = len([h for h in self.holdings if h.quantity > 0])
-        self.mark_changed()
+            return None
+        return dict(self.summary)

-    def apply_sell(self, stock_code: str, quantity: int, price: float, avg_price: float):
-        """매도 체결 즉시 캐시 반영"""
-        if self.summary is None:
+    async def apply_buy(self, stock_code: str, stock_name: str, quantity: int, price: float):
+        """매수 체결 즉시 캐시 반영 — KIS 재동기화 전까지 summary 수치 정확하게 유지"""
+        async with self.summary_lock:
+            if self.summary is None:
+                self.mark_changed()
+                return
+            cost = quantity * price
+            # 예수금 차감
+            self.summary["available_cash"] = max(0.0, float(self.summary.get("available_cash", 0)) - cost)
+            # 주식 평가금액 증가
+            self.summary["total_value"] = float(self.summary.get("total_value", 0)) + cost
+            # 매입금액 증가
+            self.summary["total_investment"] = float(self.summary.get("total_investment", 0)) + cost
+            # 총 자산 = 예수금 + 주식평가 (재계산)
+            self.summary["total_assets"] = self.summary["available_cash"] + self.summary["total_value"]
+            # 평가손익 재계산
+            inv = self.summary["total_investment"]
+            val = self.summary["total_value"]
+            self.summary["total_profit_loss"] = val - inv
+            self.summary["total_profit_loss_rate"] = ((val - inv) / inv * 100) if inv > 0 else 0
+            self.summary["total_stocks"] = len([h for h in self.holdings if h.quantity > 0])
+            self.mark_changed()
+
+    async def apply_sell(self, stock_code: str, quantity: int, price: float, avg_price: float):
+        """매도 체결 즉시 캐시 반영"""
+        async with self.summary_lock:
+            if self.summary is None:
+                self.mark_changed()
+                return
+            proceeds = quantity * price
+            cost = quantity * avg_price
+            # 예수금 증가
+            self.summary["available_cash"] = float(self.summary.get("available_cash", 0)) + proceeds
+            # 주식 평가금액 감소
+            self.summary["total_value"] = max(0.0, float(self.summary.get("total_value", 0)) - proceeds)
+            # 매입금액 감소
+            self.summary["total_investment"] = max(0.0, float(self.summary.get("total_investment", 0)) - cost)
+            # 총 자산 = 예수금 + 주식평가
+            self.summary["total_assets"] = self.summary["available_cash"] + self.summary["total_value"]
+            # 평가손익 재계산
+            inv = self.summary["total_investment"]
+            val = self.summary["total_value"]
+            self.summary["total_profit_loss"] = val - inv
+            self.summary["total_profit_loss_rate"] = ((val - inv) / inv * 100) if inv > 0 else 0
+            self.summary["total_stocks"] = len([h for h in self.holdings if h.quantity > 0])
            self.mark_changed()
-            return
-        proceeds = quantity * price
-        cost = quantity * avg_price
-        # 예수금 증가
-        self.summary["available_cash"] = float(self.summary.get("available_cash", 0)) + proceeds
-        # 주식 평가금액 감소
-        self.summary["total_value"] = max(0.0, float(self.summary.get("total_value", 0)) - proceeds)
-        # 매입금액 감소
-        self.summary["total_investment"] = max(0.0, float(self.summary.get("total_investment", 0)) - cost)
-        # 총 자산 = 예수금 + 주식평가
-        self.summary["total_assets"] = self.summary["available_cash"] + self.summary["total_value"]
-        # 평가손익 재계산
-        inv = self.summary["total_investment"]
-        val = self.summary["total_value"]
-        self.summary["total_profit_loss"] = val - inv
-        self.summary["total_profit_loss_rate"] = ((val - inv) / inv * 100) if inv > 0 else 0
-        self.summary["total_stocks"] = len([h for h in self.holdings if h.quantity > 0])
-        self.mark_changed()
    
    def should_sync(self) -> bool:
        now = datetime.now()
@@ -156,7 +166,7 @@ class PortfolioCache:
        self.next_retry_at = None
        self.last_sync_success = True
    
-    def cache_summary(self, balance_data: dict = None, overseas_balance_data: dict = None, exchange_rate: float = 0.0):
+    async def cache_summary(self, balance_data: dict = None, overseas_balance_data: dict = None, exchange_rate: float = 0.0):
        """포트폴리오 요약 캐시 업데이트.

        Args:
@@ -269,7 +279,7 @@ class PortfolioCache:
        today_profit_loss = (total_assets - bfdy_total_assets) if bfdy_total_assets > 0 else 0.0
        today_profit_loss_rate = (today_profit_loss / bfdy_total_assets * 100) if bfdy_total_assets > 0 else 0.0

-        self.summary = {
+        summary_data = {
            "total_stocks": total_stocks,
            "total_value": total_value,
            "total_investment": total_investment,
@@ -288,6 +298,10 @@ class PortfolioCache:
            "exchange_rate": exchange_rate,
        }

+        # summary 수정을 락으로 보호
+        async with self.summary_lock:
+            self.summary = summary_data
+
 portfolio_cache = PortfolioCache()
 from pydantic import BaseModel

@@ -614,7 +628,7 @@ async def sync_portfolio(db: AsyncSession = Depends(get_db), force: bool = True)
                    await db.delete(h)
            await db.commit()
            portfolio_cache.holdings = [h for h in new_holdings if h.quantity > 0]
-            portfolio_cache.cache_summary(balance_data, overseas_balance_data)  # 국내·해외 잔고 전달
+            await portfolio_cache.cache_summary(balance_data, overseas_balance_data)  # 국내·해외 잔고 전달
            portfolio_cache.last_synced = datetime.now()
            portfolio_cache.change_flag = False
            portfolio_cache.last_trade_id = await _get_latest_executed_trade_id(db)
@@ -640,13 +654,14 @@ async def get_portfolio_summary(db: AsyncSession = Depends(get_db)):

    if portfolio_cache.summary and not portfolio_cache.should_sync():
        logger.debug("Portfolio cache hit (summary)")
-        resp = dict(portfolio_cache.summary)
+        resp = portfolio_cache.get_summary_copy() or {}
    else:
        try:
            await sync_portfolio(db, force=False)
        except HTTPException:
            logger.warning("get_portfolio_summary: sync failed, returning cached summary")
-        resp = dict(portfolio_cache.summary or {
+        summary_copy = portfolio_cache.get_summary_copy()
+        resp = summary_copy or {
            "total_stocks": 0,
            "total_value": 0,
            "total_investment": 0,
@@ -654,7 +669,7 @@ async def get_portfolio_summary(db: AsyncSession = Depends(get_db)):
            "total_profit_loss_rate": 0,
            "available_cash": 0,
            "total_assets": 0,
-        })
+        }

    # 누적 실현 손익 (TradeHistory SELL 체결 기준)
    try:
@@ -1249,3 +1264,97 @@ async def sell_stock(
    except Exception as e:
        logger.error(f"Manual sell error: {e}", exc_info=True)
        raise HTTPException(status_code=500, detail=f"매도 처리 중 오류: {str(e)}")
+
+
+class ActiveTradeStatusUpdateRequest(BaseModel):
+    """활성 거래 상태 업데이트 요청"""
+    status: str  # 'active', 'pending_sell', 'closed'
+    reason: Optional[str] = ""
+    updated_at: Optional[str] = None
+
+
+@router.patch("/active-trades/{stock_code}/status")
+async def update_active_trade_status(
+    stock_code: str,
+    request: ActiveTradeStatusUpdateRequest,
+    db: AsyncSession = Depends(get_db)
+):
+    """
+    활성 거래의 상태를 업데이트합니다.
+
+    CLAUDE.md Section 3.2: trade_monitor에서 직접 DB commit 대신 이 API를 호출
+    - status: 'active' | 'pending_sell' | 'closed'
+    - reason: 상태 변경 이유
+    - updated_at: 업데이트 시각
+
+    Args:
+        stock_code: 종목 코드
+        request: 상태 업데이트 요청
+        db: DB 세션
+
+    Returns:
+        성공 결과 또는 에러
+    """
+    try:
+        # 활성 거래 조회
+        result = await db.execute(
+            select(ActiveTrade).where(
+                ActiveTrade.stock_code == stock_code,
+                ActiveTrade.status != 'closed'
+            )
+        )
+        active_trade = result.scalar_one_or_none()
+
+        if not active_trade:
+            raise HTTPException(
+                status_code=404,
+                detail=f"활성 거래를 찾을 수 없음: {stock_code}"
+            )
+
+        # 상태 유효성 검증
+        valid_statuses = {'active', 'pending_sell', 'closed'}
+        if request.status not in valid_statuses:
+            raise HTTPException(
+                status_code=400,
+                detail=f"유효하지 않은 상태: {request.status}. 허용값: {valid_statuses}"
+            )
+
+        # 상태 변경 기록 (로깅)
+        old_status = active_trade.status
+        new_status = request.status
+        reason = request.reason or ""
+
+        logger.info(
+            f"[TradeMonitor API] 활성 거래 상태 변경: "
+            f"{stock_code} {old_status} → {new_status} (이유: {reason})"
+        )
+
+        # 상태 업데이트
+        active_trade.status = new_status
+        active_trade.updated_at = datetime.fromisoformat(request.updated_at) if request.updated_at else datetime.utcnow()
+
+        db.add(active_trade)
+        await db.commit()
+        await db.refresh(active_trade)
+
+        return {
+            "success": True,
+            "stock_code": stock_code,
+            "old_status": old_status,
+            "new_status": new_status,
+            "reason": reason,
+            "updated_at": active_trade.updated_at.isoformat()
+        }
+
+    except HTTPException:
+        raise
+    except Exception as e:
+        logger.error(
+            f"[TradeMonitor API] 상태 업데이트 실패 ({stock_code}): {e}",
+            exc_info=True
+        )
+        await db.rollback()
+        raise HTTPException(
+            status_code=500,
+            detail=f"상태 업데이트 중 오류: {str(e)}"
+        )