날짜 수정

backend/app/api/endpoints/day_trading.py

@@ -45,8 +45,9 @@ from app.core.config import settings
 from app.core.json_helpers import _dumps
 from app.services.websocket_manager import websocket_manager
 from app.core.database import get_db, AsyncSessionLocal
-from app.models.models import TradeHistory
+from app.models.models import TradeHistory, ActiveTrade
 from sqlalchemy.ext.asyncio import AsyncSession
+from sqlalchemy import select, update as sa_update
 
 router = APIRouter()
 logger = logging.getLogger(__name__)
@@ -263,8 +264,11 @@ async def run_day_trading_cycle() -> Dict[str, Any]:
 
     result["phase"] = "active"
 
+    # 사이클 단위 분봉 캐시 — 청산 체크와 신규 진입에서 동일 종목 중복 fetch 방지
+    _cycle_candle_cache: Dict[str, List[MinuteCandle]] = {}
+
     # ── 4. 활성 포지션 청산 체크 ──
-    exits = await _check_exits()
+    exits = await _check_exits(candle_cache=_cycle_candle_cache)
     result["exits"] = exits
 
     # ── 5. 신규 진입 신호 체크 ──
@@ -281,6 +285,7 @@ async def run_day_trading_cycle() -> Dict[str, Any]:
                 total_assets=total_assets,
                 available_cash=available_cash,
                 current_day_trade_amount=current_day_trade_amount,
+                candle_cache=_cycle_candle_cache,
             )
             result["signals"] = [
                 {
@@ -329,8 +334,14 @@ async def _collect_opening_range() -> None:
         await asyncio.sleep(0.6)
 
 
-async def _check_exits() -> List[Dict[str, Any]]:
-    """활성 포지션 청산 조건 체크 및 실행"""
+async def _check_exits(
+    candle_cache: Optional[Dict[str, List[MinuteCandle]]] = None,
+) -> List[Dict[str, Any]]:
+    """활성 포지션 청산 조건 체크 및 실행
+
+    Args:
+        candle_cache: 사이클 단위 분봉 캐시 {stock_code: candles}. None이면 직접 fetch.
+    """
     global _daily_pnl
     exits = []
     now_time = _kst_time()
@@ -345,7 +356,12 @@ async def _check_exits() -> List[Dict[str, Any]]:
             if current_price > pos["highest_price"]:
                 _positions[code]["highest_price"] = current_price
 
-            candles = await _fetch_candles(code)
+            if candle_cache is not None and code in candle_cache:
+                candles = candle_cache[code]
+            else:
+                candles = await _fetch_candles(code)
+                if candle_cache is not None:
+                    candle_cache[code] = candles
             candles_5m = aggregate_to_5min(candles)
 
             exit_signal = check_day_trade_exit(
@@ -371,6 +387,12 @@ async def _check_exits() -> List[Dict[str, Any]]:
                             db, code, pos["stock_name"], "SELL",
                             current_price, quantity, exit_signal.reason, pnl,
                         )
+                        await db.execute(
+                            sa_update(ActiveTrade)
+                            .where(ActiveTrade.stock_code == code, ActiveTrade.strategy_name == "day_trade", ActiveTrade.status == "active")
+                            .values(status="closed")
+                        )
+                        await db.commit()
 
                     exits.append({
                         "stock_code": code,
@@ -399,14 +421,24 @@ async def _scan_signals(
     total_assets: float,
     available_cash: float,
     current_day_trade_amount: float,
+    candle_cache: Optional[Dict[str, List[MinuteCandle]]] = None,
 ) -> List[Dict[str, Any]]:
-    """감시 종목에서 진입 신호 스캔"""
+    """감시 종목에서 진입 신호 스캔
+
+    Args:
+        candle_cache: 사이클 단위 분봉 캐시 {stock_code: candles}. None이면 직접 fetch.
+    """
     results = []
     for code, name in list(_watchlist.items()):
         if code in _positions:
             continue
         try:
-            candles_1m = await _fetch_candles(code)
+            if candle_cache is not None and code in candle_cache:
+                candles_1m = candle_cache[code]
+            else:
+                candles_1m = await _fetch_candles(code)
+                if candle_cache is not None:
+                    candle_cache[code] = candles_1m
             if not candles_1m:
                 continue
             candles_5m = aggregate_to_5min(candles_1m)
@@ -486,6 +518,21 @@ async def _execute_entry(signal: DayTradeSignal, quantity: int) -> Optional[Dict
                 db, signal.stock_code, signal.stock_name, "BUY",
                 signal.entry_price, quantity, signal.reason,
             )
+            # ActiveTrade 저장 — 재시작 시 포지션 복구를 위해
+            active = ActiveTrade(
+                stock_code=signal.stock_code,
+                stock_name=signal.stock_name,
+                quantity=quantity,
+                entry_price=signal.entry_price,
+                stop_loss=signal.stop_loss,
+                take_profit=signal.target_price,
+                highest_since_entry=signal.entry_price,
+                strategy_name="day_trade",
+                entry_reason=signal.strategy,
+                status="active",
+            )
+            db.add(active)
+            await db.commit()
 
         logger.info(
             f"🛒 데이트레이딩 진입 [{signal.stock_code}] "
@@ -519,11 +566,69 @@ async def _execute_eod_flat() -> None:
                 _daily_pnl += pnl
                 del _positions[code]
                 logger.info(f"🔔 EOD 강제 청산 [{code}]: PNL={pnl:+,.0f}원")
+
+                async with AsyncSessionLocal() as db:
+                    await _record_trade(
+                        db, code, pos["stock_name"], "SELL",
+                        current_price, pos["quantity"], "EOD_flat", pnl,
+                    )
+                    await db.execute(
+                        sa_update(ActiveTrade)
+                        .where(ActiveTrade.stock_code == code, ActiveTrade.strategy_name == "day_trade", ActiveTrade.status == "active")
+                        .values(status="closed")
+                    )
+                    await db.commit()
+
+                await websocket_manager.broadcast(_dumps({
+                    "type": "day_trade_exit",
+                    "stock_code": code,
+                    "reason": "EOD_flat",
+                    "pnl": pnl,
+                }))
         except Exception as e:
             logger.error(f"EOD 청산 오류 [{code}]: {e}")
         await asyncio.sleep(0.6)
 
 
+async def restore_positions_from_db() -> None:
+    """앱 재시작 후 오늘 데이트레이딩 포지션 DB 복구.
+
+    strategy_name='day_trade', status='active'인 당일 ActiveTrade 레코드로
+    인메모리 _positions를 재구성한다.
+    """
+    if _positions:
+        return  # 이미 포지션 있으면 스킵
+    today = _today_kst()
+    try:
+        async with AsyncSessionLocal() as db:
+            result = await db.execute(
+                select(ActiveTrade).where(
+                    ActiveTrade.strategy_name == "day_trade",
+                    ActiveTrade.status == "active",
+                )
+            )
+            rows = result.scalars().all()
+            for row in rows:
+                if row.created_at and row.created_at.date() != today:
+                    continue
+                entry_price = float(row.entry_price)
+                _positions[row.stock_code] = {
+                    "stock_name": row.stock_name or row.stock_code,
+                    "strategy": row.entry_reason or "unknown",
+                    "entry_price": entry_price,
+                    "stop_loss": float(row.stop_loss) if row.stop_loss else entry_price * 0.97,
+                    "target_price": float(row.take_profit) if row.take_profit else entry_price * 1.03,
+                    "quantity": row.quantity,
+                    "highest_price": float(row.highest_since_entry or row.entry_price),
+                    "entry_time": row.created_at.strftime("%H:%M:%S") if row.created_at else "??:??:??",
+                    "reason": row.entry_reason or "",
+                }
+        if _positions:
+            logger.info(f"📋 데이트레이딩 포지션 복구: {list(_positions.keys())}")
+    except Exception as e:
+        logger.error(f"데이트레이딩 포지션 복구 실패: {e}")
+
+
 # ── API 엔드포인트 ────────────────────────────────────────────────────────────
 
 @router.get("/watchlist")