수정본

backend/app/services/swing/entry_service.py

@@ -9,6 +9,10 @@ strategy_type='swing' 진입만 처리하는 독립 서비스.
   - SIDEWAYS: 진입 없음 (CLAUDE.md 6.1)
   - 포지션 사이징: 종목당 총자본 6% (MAX_POSITION_SIZE), 최대 25종목
 
+듀얼 전략 (CLAUDE.md 섹션 8.4):
+  - 모멘텀 돌파: 20일 신고가 + 거래량 2x + RSI 50~70 (BULL만)
+  - 눌림목 매수: MA20>MA60 + MA20 근처 조정 + RSI 반등 (BULL만)
+
 진입 전 체크:
   1. 장 오픈 여부 (정규장 09:00~15:30만 허용)
   2. 스윙 포지션 한도 (25종목)
@@ -20,10 +24,11 @@ strategy_type='swing' 진입만 처리하는 독립 서비스.
 import asyncio
 import logging
 from sqlalchemy.ext.asyncio import AsyncSession
-from sqlalchemy import select
+from sqlalchemy import select, desc
+from datetime import date
 
 from app.core.config import settings
-from app.models.models import Portfolio
+from app.models.models import Portfolio, StockAnalysis
 from app.services.trade_executor import execute_auto_trade, execute_auto_trade_background
 from app.services.market_analyzer import check_market_regime
 from app.services.mdd_manager import mdd_manager
@@ -144,3 +149,180 @@ def _inject_strategy_type(rec: dict, strategy_type: str) -> None:
                 for stock in group:
                     if isinstance(stock, dict):
                         stock["strategy_type"] = strategy_type
+
+
+async def scan_dual_strategy_signals(db: AsyncSession) -> list[dict]:
+    """듀얼 전략 시그널 스캔 및 진입 실행 (CLAUDE.md 섹션 8.4).
+
+    배치 분석으로 저장된 stock_analysis 종목들의 일봉 차트를 조회하여
+    모멘텀 돌파 / 눌림목 매수 시그널을 탐색하고, 기존 매매 파이프라인으로 진입.
+
+    BULL 시장에서만 실행. SIDEWAYS/BEAR에서는 스킵.
+
+    Returns:
+        list[dict]: 실행된 매수 결과 목록
+    """
+    from app.core.market_schedule import is_market_open
+    from app.services.korea_investment_api import korea_investment_api
+    from app.services.mean_reversion_strategy import (
+        check_momentum_breakout_signal,
+        check_pullback_buy_signal,
+        calculate_rsi,
+    )
+
+    if not is_market_open():
+        return []
+
+    # BULL 시장에서만 듀얼 전략 실행
+    try:
+        regime = await check_market_regime()
+        regime_str = regime.get("regime_200d", "bull") if isinstance(regime, dict) else "bull"
+        if regime_str != "bull":
+            logger.debug("[DualStrategy] BULL이 아님 (%s) — 듀얼 전략 스킵", regime_str)
+            return []
+    except Exception as e:
+        logger.warning(f"[DualStrategy] 시장 국면 조회 실패: {e}")
+        return []
+
+    # 포지션 한도 체크
+    current_count = await count_swing_positions(db)
+    remaining_slots = MAX_SWING_POSITIONS - current_count
+    if remaining_slots <= 0:
+        return []
+
+    # MDD 체크
+    if not await mdd_manager.can_open_new_position():
+        return []
+
+    # Crisis 모드 체크
+    try:
+        from app.services.adaptive_strategy import get_current_adaptive_params
+        _adp = get_current_adaptive_params()
+        if not _adp.fallback_used and _adp.trading_mode == "crisis":
+            return []
+    except Exception:
+        pass
+
+    # 현재 보유 종목 (중복 진입 방지)
+    result = await db.execute(select(Portfolio.stock_code).where(Portfolio.quantity > 0))
+    held_codes = {row[0] for row in result.fetchall()}
+
+    # 최근 분석된 종목 중 상위 30개 조회 (score 기준)
+    analysis_query = (
+        select(StockAnalysis)
+        .where(StockAnalysis.analysis_date >= date.today())
+        .order_by(desc(StockAnalysis.score))
+        .limit(30)
+    )
+    analysis_result = await db.execute(analysis_query)
+    candidates = analysis_result.scalars().all()
+
+    if not candidates:
+        logger.debug("[DualStrategy] 분석 데이터 없음 — 스킵")
+        return []
+
+    dual_stocks = []
+    scan_count = 0
+
+    for stock in candidates:
+        if scan_count >= 10:
+            break
+        if stock.stock_code in held_codes:
+            continue
+        if float(stock.current_price or 0) < settings.MIN_PRICE_KRW:
+            continue
+
+        try:
+            chart = await korea_investment_api.get_daily_chart(stock.stock_code, limit=60)
+            output2 = chart.get("output2", [])
+            if not output2 or len(output2) < 20:
+                continue
+
+            # 최신이 앞에 오므로 reverse
+            bars = list(reversed(output2))
+            closes = [float(b.get("stck_clpr", 0)) for b in bars]
+            highs = [float(b.get("stck_hgpr", 0)) for b in bars]
+            volumes = [int(b.get("acml_vol", 0)) for b in bars]
+
+            if not closes or closes[-1] <= 0:
+                continue
+
+            current_close = closes[-1]
+            current_volume = volumes[-1] if volumes else 0
+
+            rsi_values = calculate_rsi(closes, period=14)
+            rsi = rsi_values[-1] if rsi_values else 50.0
+            rsi_prev = rsi_values[-2] if len(rsi_values) >= 2 else None
+
+            scan_count += 1
+
+            # 모멘텀 돌파 체크
+            momentum_signal = check_momentum_breakout_signal(
+                closes=closes, highs=highs, volumes=volumes,
+                current_close=current_close, current_volume=current_volume, rsi=rsi,
+            )
+            if momentum_signal:
+                dual_stocks.append({
+                    "stock_code": stock.stock_code,
+                    "stock_name": stock.stock_name,
+                    "current_price": int(current_close),
+                    "score": 0.8,
+                    "signal": momentum_signal["description"],
+                    "strategy_type": "swing",
+                    "entry_reason": f"[MOMENTUM_BREAKOUT] {momentum_signal['description']}",
+                })
+                logger.info(
+                    f"[DualStrategy] 모멘텀 돌파 시그널: {stock.stock_code} {stock.stock_name}"
+                )
+                continue
+
+            # 눌림목 매수 체크
+            pullback_signal = check_pullback_buy_signal(
+                closes=closes, current_close=current_close,
+                current_volume=current_volume, rsi=rsi, rsi_prev=rsi_prev,
+                volumes=volumes,
+            )
+            if pullback_signal:
+                dual_stocks.append({
+                    "stock_code": stock.stock_code,
+                    "stock_name": stock.stock_name,
+                    "current_price": int(current_close),
+                    "score": 0.6,
+                    "signal": pullback_signal["description"],
+                    "strategy_type": "swing",
+                    "entry_reason": f"[PULLBACK_BUY] {pullback_signal['description']}",
+                })
+                logger.info(
+                    f"[DualStrategy] 눌림목 매수 시그널: {stock.stock_code} {stock.stock_name}"
+                )
+
+            await asyncio.sleep(0.3)  # KIS API 레이트 리밋
+
+        except Exception as e:
+            logger.debug(f"[DualStrategy] {stock.stock_code} 스캔 실패: {e}")
+            continue
+
+    if not dual_stocks:
+        logger.debug("[DualStrategy] 시그널 없음")
+        return []
+
+    # 남은 슬롯 이내로 제한
+    dual_stocks = dual_stocks[:remaining_slots]
+
+    # execute_auto_trade_background 형식으로 변환하여 실행
+    rec = {
+        "recommendations_by_rule": [{
+            "rule_name": "dual_strategy",
+            "stocks": dual_stocks,
+        }]
+    }
+
+    try:
+        result = await execute_auto_trade_background(rec, db)
+        if isinstance(result, list):
+            logger.info(f"[DualStrategy] {len(result)}건 진입 실행 완료")
+            return result
+    except Exception as e:
+        logger.error(f"[DualStrategy] 진입 실행 오류: {e}", exc_info=True)
+
+    return []