수정사항

backend/app/services/mean_reversion_strategy.py

@@ -381,6 +381,46 @@ def calculate_position_size(
     return result
 
 
+def calculate_position_size_v2(
+    total_assets: float,
+    available_cash: float,
+    current_strategy_allocation: float,
+    regime: MarketRegime,
+    rsi: Optional[float] = None,
+    adx: Optional[float] = None,
+    max_per_position: float = 0.04,
+    max_strategy_capital_bull: float = 0.70,
+    max_strategy_capital_bear: float = 0.30,
+) -> float:
+    """CLAUDE.md 섹션 6.1 + RSI/ADX 동적 포지션 사이징
+
+    calculate_position_size 기반으로 RSI·ADX 보정 추가:
+    - RSI ≤ 20: ×1.2 (깊은 과매도 = 더 유리한 진입)
+    - RSI ≤ 25: ×1.1
+    - ADX > 30: ×0.8 (강추세 중 평균회귀 위험 = 포지션 축소)
+    보정 후에도 종목당 4% 상한 재적용 (CLAUDE.md 절대 룰)
+    """
+    base = calculate_position_size(
+        total_assets, available_cash, current_strategy_allocation,
+        regime, max_per_position, max_strategy_capital_bull, max_strategy_capital_bear,
+    )
+    if base <= 0:
+        return 0.0
+
+    mult = 1.0
+    if rsi is not None:
+        if rsi <= 20:
+            mult *= 1.2
+        elif rsi <= 25:
+            mult *= 1.1
+
+    if adx is not None and adx > 30:
+        mult *= 0.8
+
+    max_allowed = total_assets * max_per_position
+    return min(base * mult, max_allowed, available_cash)
+
+
 def check_h1_breakout_with_ma5(
     h1_closes: List[float],
     h1_current_close: float,

backend/app/services/watchlist.py

@@ -73,6 +73,7 @@ async def initialize_watchlist(
     top_codes  = {row.stock_code for row in top_stocks}
 
     added          = 0
+    scanner_added  = 0
     added_codes: set[str] = set()
     scanner_slots  = SCANNER_PRIORITY_SLOTS
 
@@ -90,6 +91,7 @@ async def initialize_watchlist(
         added_codes.add(row.stock_code)
         scanner_slots -= 1
         added += 1
+        scanner_added += 1
 
     # --- 2순위: 스캐너에만 있고 score 랭킹에는 없는 종목 (최대 scanner_slots개) ---
     extra = list(scanner_tickers - top_codes)
@@ -113,6 +115,7 @@ async def initialize_watchlist(
             ))
             added_codes.add(row.stock_code)
             added += 1
+            scanner_added += 1
 
     # --- 3순위: 나머지 슬롯 — score 상위 순 ---
     remaining = WATCHLIST_INIT_SIZE - added
@@ -132,12 +135,11 @@ async def initialize_watchlist(
 
     await session.commit()
 
-    scanner_added = added - remaining if remaining >= 0 else added
     logger.info(
         "📋 워치리스트 초기화: %d개 (scanner_signal=%d, morning_batch=%d, 기준일: %s)",
         added,
-        len([c for c in added_codes]),  # 로깅용 (simplified)
-        remaining if remaining >= 0 else 0,
+        scanner_added,
+        added - scanner_added,
         analysis_date,
     )
     return added