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]]:
+async def _check_exits(
-    """활성 포지션 청산 조건 체크 및 실행"""
+    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")

backend/app/main.py

@@ -13,6 +13,7 @@ import asyncio
 import json
 import logging
 import time
+import pytz
 
 from app.core.config import settings
 from app.api import api_router
@@ -207,8 +208,10 @@ async def lifespan(app: FastAPI):
             from datetime import date, timedelta
             
             async with AsyncSessionLocal() as session:
+                _kst = pytz.timezone("Asia/Seoul")
+                _today_kst = datetime.now(_kst).date()
                 # 오래된 stock_analysis 삭제 (7일 이전)
-                cutoff_date = date.today() - timedelta(days=7)
+                cutoff_date = _today_kst - timedelta(days=7)
                 result = await session.execute(
                     delete(StockAnalysis).where(StockAnalysis.analysis_date < cutoff_date)
                 )
@@ -216,7 +219,7 @@ async def lifespan(app: FastAPI):
                     logger.info(f"🗑️ Deleted {result.rowcount} old stock_analysis records")
 
                 # PENDING/FAILED 오래된 거래 삭제 (1일 이전)
-                cutoff_datetime = date.today() - timedelta(days=1)
+                cutoff_datetime = _today_kst - timedelta(days=1)
                 result = await session.execute(
                     delete(TradeHistory).where(
                         TradeHistory.status.in_(['PENDING', 'FAILED']),
@@ -248,6 +251,13 @@ async def lifespan(app: FastAPI):
         logger.error(traceback.format_exc())
         raise
     
+    # 데이트레이딩 포지션 복구 (재시작 시 인메모리 유실 방지)
+    try:
+        from app.api.endpoints.day_trading import restore_positions_from_db
+        await restore_positions_from_db()
+    except Exception as e:
+        logger.warning(f"⚠️ 데이트레이딩 포지션 복구 실패 (non-critical): {e}")
+
     # 스케줄러 시작
     app.state.auto_trade_task = asyncio.create_task(auto_trade_scheduler())
     app.state.day_trade_task = asyncio.create_task(day_trade_scheduler())
@@ -279,9 +289,20 @@ app = FastAPI(
 )
 
 # CORS 설정 (반드시 라우터 등록 전에)
+# allow_origins=["*"] + allow_credentials=True 조합은 CORS 스펙 위반으로 브라우저 차단됨
+_cors_origins = getattr(settings, "CORS_ORIGINS", None)
+if _cors_origins:
+    _allowed_origins = [o.strip() for o in _cors_origins.split(",") if o.strip()]
+else:
+    _allowed_origins = [
+        "http://localhost:5173",
+        "http://localhost:3000",
+        "http://127.0.0.1:5173",
+        "http://127.0.0.1:3000",
+    ]
 app.add_middleware(
     CORSMiddleware,
-    allow_origins=["*"],
+    allow_origins=_allowed_origins,
     allow_credentials=True,
     allow_methods=["*"],
     allow_headers=["*"],

backend/app/services/korea_investment_api.py

@@ -182,17 +182,18 @@ class KoreaInvestmentAPI:
             logger.info("🔑 새로운 토큰 발급 요청...")
             self._last_token_request_time = datetime.now()
 
-        async with httpx.AsyncClient() as client:
+            # HTTP 요청도 Lock 안에서 실행 — 중복 발급 방지
             try:
-                response = await client.post(
+                async with httpx.AsyncClient() as client:
-                    f"{self.base_url}/oauth2/tokenP",
+                    response = await client.post(
-                    json={
+                        f"{self.base_url}/oauth2/tokenP",
-                        "grant_type": "client_credentials",
+                        json={
-                        "appkey": self.app_key,
+                            "grant_type": "client_credentials",
-                        "appsecret": self.app_secret
+                            "appkey": self.app_key,
-                    },
+                            "appsecret": self.app_secret
-                    timeout=30.0
+                        },
-                )
+                        timeout=30.0
+                    )
 
                 if response.status_code == 200:
                     data = response.json()
@@ -200,7 +201,7 @@ class KoreaInvestmentAPI:
                     # 토큰 만료 시간 설정 (일반적으로 24시간)
                     self.token_expires_at = datetime.now() + timedelta(hours=23)
 
-                    # 파일에 저장 (비동기)
+                    # 파일에 저장 (비동기) — Lock 안에서 호출하되 내부는 to_thread이므로 OK
                     await self._save_token_to_cache()
 
                     logger.info(f"✅ 새 토큰 발급 완료 (만료: {self.token_expires_at.strftime('%Y-%m-%d %H:%M')})")

backend/app/services/loss_tracker.py

@@ -71,7 +71,7 @@ class ConsecutiveLossTracker:
             else:
                 record.consecutive_losses = entry["consecutive_losses"]
                 record.ban_until = entry["ban_until"]
-                record.updated_at = datetime.utcnow()
+                record.updated_at = datetime.now()
 
             await db.commit()
             logger.debug(f"loss_tracker DB 저장 완료: {stock_code}")

backend/app/services/mdd_manager.py

@@ -7,7 +7,7 @@ MDD(Maximum Drawdown) 관리 - CLAUDE.md 섹션 6.3
 """
 import asyncio
 import logging
-from typing import Dict
+from typing import Dict, Optional
 
 logger = logging.getLogger(__name__)
 
@@ -18,7 +18,7 @@ class MDDManager:
     def __init__(self):
         self.peak_balance: float = 0.0
         self.is_paused: bool = False
-        self.reduction_applied: str = None  # None, "10pct", "20pct"
+        self.reduction_applied: Optional[str] = None  # None, "10pct", "20pct"
         self._lock = asyncio.Lock()  # 스케줄러-sync 동시 접근 방지
 
     async def update(self, current_balance: float) -> Dict:

backend/app/services/ml_ensemble.py

@@ -56,6 +56,9 @@ class StockLSTM:
         self.dropout = dropout
         self.model = None
         self.device = None
+        # 정규화 파라미터 — train_model() 또는 load() 전까지 None
+        self.seq_mean: Optional[np.ndarray] = None
+        self.seq_std: Optional[np.ndarray] = None
         self._build()
 
     def _build(self):
@@ -148,7 +151,7 @@ class StockLSTM:
     def predict_proba(self, X_seq: np.ndarray) -> np.ndarray:
         """예측 확률 반환 (N, 3)"""
         torch, nn = _get_torch()
-        if torch is None or self.model is None:
+        if torch is None or self.model is None or self.seq_mean is None or self.seq_std is None:
             return np.full((len(X_seq), 3), 1.0 / 3)
 
         self.model.eval()

backend/app/services/watchlist.py

@@ -12,6 +12,7 @@
 from datetime import datetime, date
 from typing import Optional
 import logging
+import pytz
 
 from sqlalchemy import select, update
 from sqlalchemy.ext.asyncio import AsyncSession
@@ -53,7 +54,7 @@ async def initialize_watchlist(
     Returns: 추가된 종목 수
     """
     scanner_tickers = scanner_tickers or set()
-    now = datetime.now()
+    now = datetime.now(pytz.timezone("Asia/Seoul")).replace(tzinfo=None)
 
     # 1. 기존 활성 종목 전부 비활성화
     await session.execute(