auto-stock/backend/app/models/models.py

"""
SQLAlchemy ORM 모델 정의

- StockDailyPrice: 일별 주가 데이터
- Portfolio: 포트폴리오 보유 종목
- TradeHistory: 주문/체결 이력
- TradingRule: 매매 규칙 설정
- StrategyConfig: 전략 파라미터 DB 관리 (하드코딩 대체)
"""
from datetime import datetime, date
from typing import Optional, List
from sqlalchemy import Column, Integer, BigInteger, String, Numeric, Boolean, DateTime, Text, ARRAY, Date, ForeignKey, UniqueConstraint
from sqlalchemy.dialects.postgresql import JSONB
from app.core.database import Base


class StockDailyPrice(Base):
    """KRX 일봉 히스토리컬 데이터 (pykrx 수집)"""
    __tablename__ = "stock_daily_prices"
    __table_args__ = (
        UniqueConstraint('stock_code', 'trade_date', name='uq_stock_daily'),
    )

    id = Column(Integer, primary_key=True, index=True)
    stock_code = Column(String(20), nullable=False, index=True)
    stock_name = Column(String(100))
    trade_date = Column(Date, nullable=False, index=True)
    open_price = Column(Integer)
    high_price = Column(Integer)
    low_price = Column(Integer)
    close_price = Column(Integer)
    volume = Column(BigInteger)
    change_rate = Column(Numeric(10, 4))
    market_cap = Column(BigInteger, nullable=True)


class TradingSession(Base):
    """🔥 일일 트레이딩 세션 관리 (리스크 관리)"""
    __tablename__ = "trading_sessions"
    
    id = Column(Integer, primary_key=True, index=True)
    session_date = Column(Date, default=date.today, unique=True, index=True)
    
    consecutive_losses = Column(Integer, default=0)
    consecutive_wins = Column(Integer, default=0)
    daily_profit_loss = Column(Numeric(15, 2), default=0)
    daily_trades_count = Column(Integer, default=0)
    is_paused = Column(Boolean, default=False)
    pause_reason = Column(String(200), nullable=True)
    starting_balance = Column(Numeric(15, 2))
    ending_balance = Column(Numeric(15, 2))
    peak_balance = Column(Numeric(15, 2))
    created_at = Column(DateTime, default=datetime.utcnow)
    updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)


class TradingRule(Base):
    __tablename__ = "trading_rules"
    
    id = Column(Integer, primary_key=True, index=True)
    name = Column(String(255), nullable=False)
    description = Column(Text)
    rule_type = Column(String(50), nullable=False)
    conditions = Column(JSONB, nullable=False)
    actions = Column(JSONB, nullable=False)
    is_active = Column(Boolean, default=True)
    priority = Column(Integer, default=0)
    created_at = Column(DateTime, default=datetime.utcnow)
    updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)


class StrategyConfig(Base):
    """전략 파라미터 DB 관리 테이블

    config.py의 하드코딩된 전략 파라미터를 DB에서 관리.
    - 재시작 없이 파라미터 실시간 변경 가능
    - DB 값 없으면 config.py 기본값 자동 fallback
    - strategy_config_service.get() 으로 접근

    [그룹 분류]
    - INDICATOR : RSI, 볼린저, MA, ATR, ADX 등 기술적 지표 파라미터
    - RISK       : 손절/익절, MDD, 포지션 크기, 연속손실 등 리스크 파라미터
    - FILTER     : 과열필터, 하락장필터, 트렌드필터 등 매매 필터
    - DAY_TRADE  : 데이트레이딩 세부 파라미터
    - MEAN_REVERSION : 평균회귀 전략 파라미터
    - GENERAL    : 기타 일반 파라미터
    """
    __tablename__ = "strategy_configs"
    __table_args__ = (
        UniqueConstraint('key', name='uq_strategy_config_key'),
    )

    id = Column(Integer, primary_key=True, index=True)

    # 파라미터 식별
    key = Column(String(100), nullable=False, unique=True, index=True)  # ex: RSI_PERIOD
    group = Column(String(50), nullable=False, index=True)  # INDICATOR / RISK / FILTER / DAY_TRADE / MEAN_REVERSION / GENERAL
    label = Column(String(200), nullable=False)  # UI 표시 이름 (한글 가능)
    description = Column(Text, nullable=True)    # 파라미터 설명

    # 값 관리
    value_type = Column(String(20), nullable=False)  # int / float / bool / str
    value = Column(String(500), nullable=False)      # 실제 값 (문자열로 저장, 타입 캐스팅은 서비스 레이어)
    default_value = Column(String(500), nullable=False)  # config.py 기본값 (참조용)

    # 유효성 검증
    min_value = Column(String(100), nullable=True)   # 최솟값 (선택)
    max_value = Column(String(100), nullable=True)   # 최댓값 (선택)

    # 상태
    is_active = Column(Boolean, default=True, nullable=False)  # False면 기본값 사용
    updated_by = Column(String(100), nullable=True)  # 마지막 수정자

    created_at = Column(DateTime, default=datetime.utcnow)
    updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)


class TradeHistory(Base):
    __tablename__ = "trade_history"
    
    id = Column(Integer, primary_key=True, index=True)
    rule_id = Column(Integer)
    stock_code = Column(String(20), nullable=False, index=True)
    stock_name = Column(String(100))
    order_type = Column(String(20), nullable=False)
    order_price = Column(Numeric(15, 2))
    order_quantity = Column(Integer, nullable=False)
    executed_price = Column(Numeric(15, 2))
    executed_quantity = Column(Integer)
    total_amount = Column(Numeric(15, 2))
    status = Column(String(50), nullable=False)
    order_id = Column(String(100))
    message = Column(Text)
    entry_reason = Column(Text)
    exit_reason = Column(Text)
    signals = Column(JSONB)
    entry_trade_id = Column(Integer, nullable=True)
    slippage = Column(Numeric(15, 2), nullable=True)
    commission = Column(Numeric(15, 2), nullable=True)
    net_profit_loss = Column(Numeric(15, 2), nullable=True)
    profit_loss_rate = Column(Numeric(10, 4), nullable=True)
    created_at = Column(DateTime, default=datetime.utcnow, index=True)
    executed_at = Column(DateTime)


class Portfolio(Base):
    __tablename__ = "portfolio"

    id = Column(Integer, primary_key=True, index=True)
    stock_code = Column(String(20), nullable=False, unique=True)
    stock_name = Column(String(100))
    quantity = Column(Integer, nullable=False, default=0)
    average_price = Column(Numeric(15, 2))
    current_price = Column(Numeric(15, 2))
    profit_loss = Column(Numeric(15, 2))
    profit_loss_rate = Column(Numeric(10, 4))
    market = Column(String(10), nullable=True, default="KRX")
    updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)


class MarketData(Base):
    __tablename__ = "market_data"
    
    id = Column(Integer, primary_key=True, index=True)
    stock_code = Column(String(20), nullable=False, index=True)
    price = Column(Numeric(15, 2), nullable=False)
    change_rate = Column(Numeric(10, 4))
    volume = Column(BigInteger)
    high_price = Column(Numeric(15, 2))
    low_price = Column(Numeric(15, 2))
    open_price = Column(Numeric(15, 2))
    timestamp = Column(DateTime, default=datetime.utcnow, index=True)


class News(Base):
    __tablename__ = "news"
    
    id = Column(Integer, primary_key=True, index=True)
    title = Column(String(500), nullable=False)
    content = Column(Text)
    source = Column(String(100))
    url = Column(Text)
    stock_codes = Column(ARRAY(String))
    sentiment = Column(String(20))
    published_at = Column(DateTime, index=True)
    created_at = Column(DateTime, default=datetime.utcnow)


class ClaudeAnalysisLog(Base):
    __tablename__ = "claude_analysis_log"
    
    id = Column(Integer, primary_key=True, index=True)
    rule_id = Column(Integer)
    stock_code = Column(String(20))
    analysis_type = Column(String(50))
    input_data = Column(JSONB)
    analysis_result = Column(JSONB)
    decision = Column(String(50))
    confidence = Column(Numeric(5, 4))
    created_at = Column(DateTime, default=datetime.utcnow, index=True)


class MCPToolCall(Base):
    __tablename__ = "mcp_tool_calls"
    
    id = Column(Integer, primary_key=True, index=True)
    tool_name = Column(String(100), nullable=False)
    parameters = Column(JSONB)
    result = Column(JSONB)
    status = Column(String(50))
    execution_time_ms = Column(Integer)
    created_at = Column(DateTime, default=datetime.utcnow, index=True)


class StockAnalysis(Base):
    """매일 배치로 저장되는 종목 분석 데이터"""
    __tablename__ = "stock_analysis"
    __table_args__ = (
        UniqueConstraint("stock_code", "analysis_date", name="uq_stock_analysis_code_date"),
    )

    id = Column(Integer, primary_key=True, index=True)
    stock_code = Column(String(20), nullable=False, index=True)
    stock_name = Column(String(100), nullable=False)
    analysis_date = Column(Date, nullable=False, index=True)
    current_price = Column(Integer, nullable=False)
    change_rate = Column(Numeric(10, 4))
    volume = Column(BigInteger)
    rsi = Column(Numeric(10, 4))
    ma5 = Column(Numeric(15, 2))
    ma20 = Column(Numeric(15, 2))
    ma60 = Column(Numeric(15, 2))
    stochastic_k = Column(Numeric(10, 4))
    stochastic_d = Column(Numeric(10, 4))
    bollinger_upper = Column(Numeric(15, 2))
    bollinger_lower = Column(Numeric(15, 2))
    bollinger_middle = Column(Numeric(15, 2))
    signals = Column(JSONB)
    score = Column(Integer, default=0)
    atr_14 = Column(Numeric(15, 2), nullable=True)
    adx_14 = Column(Numeric(10, 2), nullable=True)
    ml_score = Column(Integer, nullable=True)
    ml_confidence = Column(Numeric(5, 4), nullable=True)
    ml_signal = Column(String(10), nullable=True)
    created_at = Column(DateTime, default=datetime.utcnow)
    updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)


class ActiveTrade(Base):
    """현재 활성화된(보유 중인) 거래를 추적하기 위한 모델"""
    __tablename__ = "active_trades"
    
    id = Column(Integer, primary_key=True, index=True)
    stock_code = Column(String(20), nullable=False)
    stock_name = Column(String(100))
    quantity = Column(Integer, nullable=False)
    entry_price = Column(Numeric(15, 2), nullable=False)
    current_price = Column(Numeric(15, 2))
    profit_loss = Column(Numeric(15, 2))
    profit_loss_rate = Column(Numeric(10, 4))
    stop_loss = Column(Numeric(15, 2))
    take_profit = Column(Numeric(15, 2))
    order_id = Column(String(100))
    entry_reason = Column(Text)
    status = Column(String(20), default="active")
    remaining_pct = Column(Numeric(5, 2), default=1.0)
    highest_since_entry = Column(Numeric(15, 2), nullable=True)
    strategy_name = Column(String(100), nullable=True)
    created_at = Column(DateTime, default=datetime.utcnow)
    updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)


class TradeJournal(Base):
    __tablename__ = "trade_journals"

    id = Column(Integer, primary_key=True, index=True)
    trade_id = Column(Integer)
    stock_code = Column(String(20), nullable=False, index=True)
    stock_name = Column(String(100))
    journal_date = Column(DateTime, default=datetime.utcnow)
    content = Column(Text)
    strategy_name = Column(String(100))
    mood = Column(String(50))
    tags = Column(JSONB)
    screenshot_url = Column(Text)
    created_at = Column(DateTime, default=datetime.utcnow)
    updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)


class StockBan(Base):
    __tablename__ = "stock_bans"

    stock_code = Column(String(20), primary_key=True)
    consecutive_losses = Column(Integer, default=0, nullable=False)
    ban_until = Column(DateTime, nullable=True)
    updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)


class WatchlistStock(Base):
    __tablename__ = "watchlist_stocks"

    id = Column(Integer, primary_key=True, index=True)
    stock_code = Column(String(20), nullable=False, index=True)
    stock_name = Column(String(100), nullable=False)
    added_at = Column(DateTime, nullable=False)
    added_reason = Column(String(50), nullable=False, default="morning_batch")
    score_at_add = Column(Integer, nullable=True)
    is_active = Column(Boolean, default=True, nullable=False, index=True)
    removed_at = Column(DateTime, nullable=True)
    removed_reason = Column(String(50), nullable=True)


class WatchlistHistory(Base):
    __tablename__ = "watchlist_history"

    id = Column(Integer, primary_key=True, index=True)
    stock_code = Column(String(20), nullable=False, index=True)
    stock_name = Column(String(100), nullable=False)
    recorded_at = Column(DateTime, nullable=False, index=True)
    score = Column(Integer, nullable=True)
    current_price = Column(Numeric(15, 2), nullable=True)
    change_rate = Column(Numeric(10, 4), nullable=True)
    rsi = Column(Numeric(10, 4), nullable=True)
    signals = Column(JSONB, nullable=True)


class StrategyOptimizationLog(Base):
    """전략 자동 최적화 실행 이력"""
    __tablename__ = "strategy_optimization_logs"

    id = Column(Integer, primary_key=True, index=True)
    run_date = Column(Date, nullable=False, index=True)
    trigger = Column(String(20), nullable=False, default="auto")  # auto / manual
    period_days = Column(Integer, nullable=False, default=90)
    best_params = Column(JSONB, nullable=True)
    best_sharpe = Column(Numeric(10, 4), nullable=True)
    best_win_rate = Column(Numeric(10, 4), nullable=True)
    best_mdd = Column(Numeric(10, 4), nullable=True)
    current_sharpe = Column(Numeric(10, 4), nullable=True)
    previous_params = Column(JSONB, nullable=True)
    applied = Column(Boolean, default=False, nullable=False)
    apply_reason = Column(Text, nullable=True)
    total_combinations = Column(Integer, nullable=True)
    created_at = Column(DateTime, default=datetime.utcnow, index=True)