수정본

backend/app/services/swing/scheduler.py

@@ -30,7 +30,7 @@ from app.core.database import AsyncSessionLocal
 from app.core.market_schedule import is_market_open
 from app.services.mdd_manager import mdd_manager
 from app.services.swing.exit_service import check_and_execute_exit_v2
-from app.services.swing.entry_service import execute_swing_entries
+from app.services.swing.entry_service import execute_swing_entries, scan_dual_strategy_signals
 
 logger = logging.getLogger(__name__)
 _KST = pytz.timezone("Asia/Seoul")
@@ -57,6 +57,25 @@ def _normalize_recommendations(rec: dict) -> dict:
     return rec
 
 
+def _filter_unsuitable_stocks(rec: dict, unsuitable_codes: set) -> None:
+    """장 전 AI 분석에서 부적합 판정된 종목을 추천 목록에서 제거."""
+    groups = rec.get("recommendations_by_rule", [])
+    if isinstance(groups, list):
+        for group in groups:
+            if isinstance(group, dict) and "stocks" in group:
+                group["stocks"] = [
+                    s for s in group["stocks"]
+                    if isinstance(s, dict) and s.get("stock_code") not in unsuitable_codes
+                ]
+    elif isinstance(groups, dict):
+        for key, stocks in groups.items():
+            if isinstance(stocks, list):
+                groups[key] = [
+                    s for s in stocks
+                    if isinstance(s, dict) and s.get("stock_code") not in unsuitable_codes
+                ]
+
+
 async def swing_scheduler() -> None:
     """60초 주기 스윙 트레이딩 스케줄러.
 
@@ -149,7 +168,25 @@ async def swing_scheduler() -> None:
                     await asyncio.sleep(60)
                     continue
 
-                # 5. MCP RISK_ASSESSMENT
+                # 5. 장 전 AI 분석 결과 활용 + MCP 리스크 평가 (최적화)
+                # 장 전 Sonnet 배치 분석 결과가 Redis에 있으면 부적합 종목을 사전 필터링
+                # MCP RISK_ASSESSMENT는 실제 매수 직전에만 호출 (비용 절감)
+                _ai_filtered_codes = set()
+                try:
+                    _ai_pre = await get_json("ai:pre_market:latest")
+                    if _ai_pre and isinstance(_ai_pre, dict):
+                        for s in _ai_pre.get("suitable_stocks", []):
+                            if isinstance(s, dict) and not s.get("suitable", True):
+                                _ai_filtered_codes.add(s.get("stock_code", ""))
+                        if _ai_filtered_codes:
+                            logger.info(f"[Swing] AI 장 전 분석 필터: {len(_ai_filtered_codes)}종목 제외")
+                except Exception:
+                    pass
+
+                # 추천 목록에서 AI 부적합 종목 제거
+                if _ai_filtered_codes:
+                    _filter_unsuitable_stocks(rec, _ai_filtered_codes)
+
                 recommendations = rec.get("recommendations_by_rule", [])
                 if isinstance(recommendations, dict):
                     rec_count = sum(len(v) for v in recommendations.values())
@@ -169,6 +206,12 @@ async def swing_scheduler() -> None:
                         for s in g.get("stocks", [])[:3]
                     ][:10]
 
+                if not top_stocks:
+                    logger.info("[Swing] 필터링 후 추천 종목 없음 — 스킵")
+                    await asyncio.sleep(60)
+                    continue
+
+                # MCP 리스크 평가 (Haiku — 실제 진입 직전 1회)
                 trade_plan = {
                     "action": "BUY",
                     "strategy": "swing",
@@ -196,7 +239,17 @@ async def swing_scheduler() -> None:
                 async with AsyncSessionLocal() as entry_session:
                     logger.info(f"[Swing] 진입 실행 시작: {top_stocks[:5]}")
                     await execute_swing_entries(rec, entry_session)
-                    logger.info("[Swing] ── 사이클 완료 ──")
+
+                # 7. 듀얼 전략 시그널 스캔 (모멘텀 돌파 + 눌림목 매수, CLAUDE.md 8.4)
+                try:
+                    async with AsyncSessionLocal() as dual_session:
+                        dual_results = await scan_dual_strategy_signals(dual_session)
+                        if dual_results:
+                            logger.info(f"[Swing] 듀얼 전략 진입: {len(dual_results)}건")
+                except Exception as e:
+                    logger.debug(f"[Swing] 듀얼 전략 스캔 오류: {e}")
+
+                logger.info("[Swing] ── 사이클 완료 ──")
 
             except Exception as e:
                 logger.error(f"[Swing] 스케줄러 사이클 오류: {e}", exc_info=True)