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shuim
2026-02-23 08:37:24 +09:00
parent 1814f5e55e
commit d2829a47a7
7 changed files with 163 additions and 32 deletions
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119
backend/app/api/endpoints/day_trading.py
View File

@@ -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")

27
backend/app/main.py
View File

@@ -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=["*"],

23
backend/app/services/korea_investment_api.py
View File

@@ -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(
f"{self.base_url}/oauth2/tokenP",
json={
"grant_type": "client_credentials",
"appkey": self.app_key,
"appsecret": self.app_secret
},
timeout=30.0
)
async with httpx.AsyncClient() as client:
response = await client.post(
f"{self.base_url}/oauth2/tokenP",
json={
"grant_type": "client_credentials",
"appkey": self.app_key,
"appsecret": self.app_secret
},
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')})")

2
backend/app/services/loss_tracker.py
View File

@@ -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}")

4
backend/app/services/mdd_manager.py
View File

@@ -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:

5
backend/app/services/ml_ensemble.py
View File

@@ -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()

3
backend/app/services/watchlist.py
View File

@@ -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(