Files
auto-stock/backend/app/api/endpoints/recommendations.py
shuim 8a8e3700db feat: 안전형 스윙 개선(서킷브레이커·own_trend) + 매수 현금해결 방어
퀀트 리서치(공정 유니버스+walk-forward)로 검증된 안전 게이트 2종과
매수 경로 현금 해결 방어 코드 추가. 모두 기존 시그니처 유지(§4).

- 지수 서킷브레이커: KODEX200 종가 < MA20이면 신규 스윙 진입 전면 중단
  (하락장 상관붕괴=2024H2형 방어). execute_swing_entries가 기존
  check_market_regime의 drop_from_ma20을 재사용(추가 API 없음). 백테스트
  루프에도 동일 적용. 검증: 최근1년 Sharpe 0.82→1.13, CAGR 7.2→8.6%, MDD 개선.
- own_trend 게이트: 평균회귀·눌림목 매수 시 종목 MA20 >= MA60×0.97일 때만
  진입(하락추세 물타기 방지). 실서비스는 recommendations.is_mean_reversion_candidate
  에서 StockAnalysis.ma20/ma60로, check_buy_signal엔 ma20/ma60 선택 파라미터
  (기본 None=하위호환) 추가. 백테스트(kr_backtest_engine, run_backtest)도 평균회귀 한정.
- 매수 현금 해결 방어(trade_executor._execute_buy): 0-현금 캐시를 신뢰하지 않고
  현금<=0이면 자산과 무관하게 KIS 예수금 재조회, 실현금(>0)일 때만 캐시.
  0-현금 고착으로 수량 0이 되는 잠재 무한루프 방어.

검증: code-verifier 통과(CONFIRMED 버그 없음, None-safe, §3/§4/§5 준수),
pytest 442 통과, 6파일 컨테이너 컴파일·리로드 정상.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01HBmzf1HDnvFHLraJ8eaaKJ
2026-09-16 13:17:17 +09:00

734 lines
29 KiB
Python

"""
추천 종목 및 자동매매 API 엔드포인트
- GET /rule-based: 룰 기반 추천 종목 조회 (DB)
- GET /rule-based/realtime: 실시간 분석 후 DB upsert + 결과 반환
- POST /execute-trade: 추천 기반 자동매매 즉시 실행 (수동 트리거)
- 내부 유틸: execute_auto_trade_background() — auto_trade_scheduler 에서 호출
"""
from fastapi import APIRouter, HTTPException, Query, Depends
from typing import List, Optional
from datetime import datetime, date, timedelta
import asyncio
import logging
from collections import namedtuple
from app.core.database import get_db, AsyncSessionLocal
from app.models.models import StockAnalysis
from sqlalchemy.ext.asyncio import AsyncSession
from sqlalchemy import select
from app.core.config import settings
from app.services.market_analyzer import (
check_market_regime, get_all_tradable_stocks, analyze_stock,
analyze_stock_for_batch,
RecommendationCriteria, StockRecommendation, KST
)
from app.services.trade_executor import execute_auto_trade_background, execute_auto_trade
from app.services.mean_reversion_strategy import MarketRegime
import pytz
router = APIRouter()
logger = logging.getLogger(__name__)
_KST = pytz.timezone("Asia/Seoul")
def _today_kst() -> date:
"""KST 기준 오늘 날짜 반환 (UTC 기준 date.today() 대신 항상 이 함수 사용)"""
return datetime.now(_KST).date()
# 매매 규칙 namedtuple
Rule = namedtuple('Rule', ['id', 'name', 'description', 'rule_type', 'priority', 'conditions', 'actions', 'is_active'])
def _stock_analysis_to_dict(stock, rule=None, actions=None) -> dict:
"""StockAnalysis ORM 행 → stock_dict 변환 헬퍼 (중복 제거)."""
base = {
"stock_code": stock.stock_code,
"stock_name": stock.stock_name,
"current_price": int(stock.current_price) if stock.current_price else 0,
"change_rate": round(float(stock.change_rate), 2) if stock.change_rate else 0,
"volume": stock.volume,
"rsi": round(float(stock.rsi), 2) if stock.rsi else None,
"adx_14": round(float(stock.adx_14), 2) if stock.adx_14 else None,
"ma5": int(stock.ma5) if stock.ma5 else None,
"ma20": int(stock.ma20) if stock.ma20 else None,
"stochastic_k": round(float(stock.stochastic_k), 2) if stock.stochastic_k else None,
"signals": stock.signals or [],
"score": stock.score,
"ml_score": stock.ml_score,
"ml_confidence": round(float(stock.ml_confidence), 4) if stock.ml_confidence else None,
"ml_signal": stock.ml_signal,
"price_date": stock.analysis_date.strftime("%Y%m%d"),
}
if rule is not None:
_a = actions or {}
base.update({
"rule_id": rule.id,
"rule_name": rule.name,
"rule_description": rule.description,
"rule_priority": rule.priority,
"take_profit": _a.get("take_profit", 3.0),
"stop_loss": _a.get("stop_loss", -1.5),
"max_add_buys": _a.get("max_add_buys", 3),
"add_buy_cooldown_min": _a.get("add_buy_cooldown_min", 15),
})
else:
base.update({
"rule_id": None,
"rule_name": "고점수 분석 종목",
"rule_description": "매매 규칙 조건 미충족 - 분석 점수 기준 상위 종목",
"rule_priority": 99,
"take_profit": 3.0,
"stop_loss": -1.5,
"max_add_buys": 2,
"add_buy_cooldown_min": 30,
})
return base
@router.get("/recommendations")
async def get_recommendations(
use_macd: bool = Query(False, description="MACD 지표 사용"),
use_rsi: bool = Query(False, description="RSI 지표 사용"),
use_bollinger: bool = Query(False, description="볼린저밴드 사용"),
use_moving_average: bool = Query(False, description="이동평균선 사용"),
use_stochastic: bool = Query(False, description="스토케스틱 사용"),
use_adx: bool = Query(False, description="ADX 사용"),
use_obv: bool = Query(False, description="거래량(OBV) 사용"),
use_volatility_breakout: bool = Query(False, description="변동성 돌파 전략 사용"),
min_volume_ratio: float = Query(1.0, description="최소 거래량 비율 (평균 대비)"),
max_disparity: float = Query(200.0, description="최대 이격도 (20일선 대비 %)"),
max_stocks: int = Query(100, ge=1, le=200, description="분석할 최대 종목 수 (기본 100개, 최대 200개)"),
):
market_regime = await check_market_regime()
logger.info(f"📊 시장 상태: {market_regime['message']}")
criteria = RecommendationCriteria(
use_macd=use_macd,
use_rsi=use_rsi,
use_bollinger=use_bollinger,
use_moving_average=use_moving_average,
use_stochastic=use_stochastic,
use_adx=use_adx,
use_obv=use_obv,
use_volatility_breakout=use_volatility_breakout,
min_volume_ratio=min_volume_ratio,
max_disparity=max_disparity
)
if not any([use_macd, use_rsi, use_bollinger, use_moving_average, use_stochastic, use_adx, use_obv, use_volatility_breakout]):
criteria.use_rsi = True
criteria.use_moving_average = True
criteria.use_volatility_breakout = True
all_stocks = await get_all_tradable_stocks()
if not all_stocks:
return {
"total": 0,
"analyzed_stocks": 0,
"criteria": criteria.model_dump(),
"recommendations": [],
"message": "거래 가능한 종목을 조회할 수 없습니다"
}
stocks_to_analyze = all_stocks[:max_stocks]
logger.info(f"Analyzing {len(stocks_to_analyze)} stocks with criteria: {criteria.model_dump()}")
batch_size = 5
delay_between_batches = 1.2
all_results = []
for i in range(0, len(stocks_to_analyze), batch_size):
batch = stocks_to_analyze[i:i + batch_size]
tasks = [analyze_stock(code, name, criteria) for code, name in batch]
batch_results = await asyncio.gather(*tasks, return_exceptions=True)
all_results.extend(batch_results)
if i + batch_size < len(stocks_to_analyze):
await asyncio.sleep(delay_between_batches)
regime_min_score = market_regime.get("min_score", 1)
recommendations = [
r for r in all_results
if r is not None
and not isinstance(r, Exception)
and r.current_price > 5000
and r.score >= regime_min_score
]
recommendations.sort(key=lambda x: x.score, reverse=True)
return {
"total": len(recommendations),
"analyzed_stocks": len(stocks_to_analyze),
"criteria": criteria.model_dump(),
"market_regime": market_regime,
"recommendations": recommendations[:20]
}
@router.get("/rule-based")
async def get_rule_based_recommendations(
realtime: bool = Query(False, description="실시간 분석 여부 (느림, 30초)"),
auto_trade: bool = Query(True, description="자동매매 실행 여부"),
db: AsyncSession = Depends(get_db)
):
if realtime:
result = await get_rule_based_recommendations_realtime()
else:
result = await get_rule_based_recommendations_from_db(db)
if auto_trade and result.get("recommendations_by_rule"):
rec_snapshot = result
async def _bg_trade():
try:
async with AsyncSessionLocal() as bg_db:
await execute_auto_trade_background(rec_snapshot, bg_db)
except Exception as e:
logger.error(f"[_bg_trade] 백그라운드 자동매매 실행 중 예외: {e}", exc_info=True)
asyncio.create_task(_bg_trade())
return result
async def _load_active_rules_from_db(db: AsyncSession) -> list:
from app.models.models import TradingRule as TradingRuleModel
try:
result = await db.execute(
select(TradingRuleModel)
.where(TradingRuleModel.is_active == True)
.order_by(TradingRuleModel.priority.desc())
)
db_rules = result.scalars().all()
if db_rules:
return [
Rule(id=r.id, name=r.name, description=r.description or "",
rule_type=r.rule_type, priority=r.priority,
conditions=r.conditions, actions=r.actions, is_active=True)
for r in db_rules
]
except Exception as e:
logger.warning(f"trading_rules DB 조회 실패: {e}")
try:
import json as _json
from pathlib import Path as _Path
config_path = _Path(__file__).parent.parent.parent.parent / "trading_rules_config.json"
with open(config_path, 'r', encoding='utf-8') as f:
config = _json.load(f)
rules_data = [r for r in config.get("rules", []) if r.get("is_active")]
if rules_data:
return [
Rule(id=i + 1, name=r["name"], description=r.get("description", ""),
rule_type=r["rule_type"].upper(), priority=r.get("priority", i + 1),
conditions=r.get("conditions", {}), actions=r.get("actions", {}),
is_active=True)
for i, r in enumerate(rules_data)
]
except Exception as e:
logger.warning(f"JSON 규칙 파일 로드 실패: {e}")
return [
Rule(
id=1, name="RSI+볼린저 평균회귀", description="기본 평균회귀 규칙",
rule_type="MEAN_REVERSION", priority=1,
conditions={"rsi_bull_max": 40, "rsi_bear_max": 30,
"bb_lower_pct": 3.0, "bb_upper_pct": 1.5},
actions={"take_profit": 3.0, "stop_loss": -1.5,
"position_sizing": {"target_ratio": 0.10},
"max_add_buys": 2, "add_buy_cooldown_min": 30},
is_active=True
)
]
def is_mean_reversion_candidate(stock, conditions: dict, market_regime_str: str) -> bool:
rsi_val = float(stock.rsi) if stock.rsi else None
close = int(stock.current_price) if stock.current_price else 0
bb_lower = float(stock.bollinger_lower) if stock.bollinger_lower else None
bb_upper = float(stock.bollinger_upper) if stock.bollinger_upper else None
bb_middle = float(stock.bollinger_middle) if stock.bollinger_middle else None
if not all([rsi_val, close, bb_lower, bb_upper, bb_middle]):
return False
if close < settings.MIN_PRICE_KRW:
return False
# [안전형 개선①] own_trend 게이트 (검증 완료: Sharpe 0.27→0.57)
# 종목 자체 MA20 < MA60*0.97 (하락추세)이면 평균회귀 매수(물타기) 차단.
# ma20/ma60 미조회(None)인 경우 게이트 미적용 — 기존 동작 보존.
ma20_val = float(stock.ma20) if getattr(stock, "ma20", None) else None
ma60_val = float(stock.ma60) if getattr(stock, "ma60", None) else None
if ma20_val is not None and ma60_val is not None and ma60_val > 0 and ma20_val < ma60_val * 0.97:
return False
regime = MarketRegime.BULL if market_regime_str == "bull" else MarketRegime.BEAR
adx_val = float(stock.adx_14) if getattr(stock, "adx_14", None) else None
# ADX는 0~100 범위. 100 초과 시 계산 오류이므로 무시
if adx_val is not None and adx_val > 100:
adx_val = None
adx_strong_trend = adx_val is not None and adx_val > 30
# %B 계산: 밴드 내 상대 위치 (0=하단, 1=상단)
bb_width = bb_upper - bb_lower
pct_b = (close - bb_lower) / bb_width if bb_width > 0 else 0.5
if regime == MarketRegime.BULL:
rsi_threshold = conditions.get("rsi_bull_max", 40)
if adx_strong_trend:
return False
if rsi_val > rsi_threshold:
return False
# RSI 깊이에 따른 동적 %B 임계값
if rsi_val < 25:
pct_b_max = 0.35 # 깊은 과매도 → BB 조건 완화
elif rsi_val < 30:
pct_b_max = 0.30
else:
pct_b_max = 0.20 # RSI 30~40 → BB 하단 근처 요구
return pct_b <= pct_b_max
else:
rsi_threshold = conditions.get("rsi_bear_max", 30)
if adx_strong_trend:
return False
if rsi_val > rsi_threshold:
return False
# BEAR: RSI 깊이에 따른 동적 %B (BULL보다 엄격)
if rsi_val < 20:
pct_b_max = 0.30
elif rsi_val < 25:
pct_b_max = 0.25
else:
pct_b_max = 0.20
return pct_b <= pct_b_max
async def get_rule_based_recommendations_from_db(db: AsyncSession):
active_rules = await _load_active_rules_from_db(db)
# KST 기준 오늘만 조회 — timedelta(days=1) 제거로 어제 데이터 누적 표시 방지
today_kst = _today_kst()
result = await db.execute(
select(StockAnalysis)
.where(StockAnalysis.analysis_date == today_kst)
.order_by(StockAnalysis.score.desc())
)
raw_stocks = result.scalars().all()
seen = set()
all_analyzed_stocks = []
for s in raw_stocks:
if s.stock_code not in seen:
# 전일 거래량 필터: 20만주 미만 종목 제외 (유동성 확보)
if s.volume is not None and s.volume < 200_000:
continue
seen.add(s.stock_code)
all_analyzed_stocks.append(s)
if not all_analyzed_stocks or len(all_analyzed_stocks) < 1:
return {
"total": 0,
"active_rules": len(active_rules),
"analyzed_stocks": 0,
"analyzed_stock_list": [],
"recommendations": [],
"recommendations_by_rule": [],
"rules_applied": [],
"message": "⚠️ 배치 분석 데이터 없음. 'make batch-test' 명령어로 분석 실행 필요."
}
rule_matches = []
recommendations_by_rule = []
stock_to_rules = {}
market_regime_info = await check_market_regime()
current_market_regime = market_regime_info.get("regime_200d", "bear")
for rule in active_rules:
conditions = rule.conditions
actions = rule.actions
rule_matched_stocks = []
for stock in all_analyzed_stocks:
matches = True
if rule.rule_type == "MEAN_REVERSION":
matches = is_mean_reversion_candidate(stock, conditions, current_market_regime)
else:
matches = False
if not matches:
continue
rule_matched_stocks.append(stock)
rule_matched_stocks.sort(key=lambda x: x.score or 0, reverse=True)
rule_stocks = []
for stock in rule_matched_stocks[:10]:
stock_dict = _stock_analysis_to_dict(stock, rule=rule, actions=actions)
rule_stocks.append(stock_dict)
rule_matches.append(stock_dict)
if stock.stock_code not in stock_to_rules:
stock_to_rules[stock.stock_code] = []
rule_exists = any(r["rule_id"] == rule.id for r in stock_to_rules[stock.stock_code])
if not rule_exists:
stock_to_rules[stock.stock_code].append({
"rule_id": rule.id,
"rule_name": rule.name,
"priority": rule.priority,
})
if rule_stocks:
recommendations_by_rule.append({
"rule_id": rule.id,
"rule_name": rule.name,
"rule_description": rule.description,
"rule_type": rule.rule_type,
"priority": rule.priority,
"matched_count": len(rule_matched_stocks),
"stocks": rule_stocks,
})
if not rule_matches and all_analyzed_stocks:
already_added = set()
fallback_stocks = []
for stock in all_analyzed_stocks[:20]:
if stock.stock_code in already_added:
continue
already_added.add(stock.stock_code)
stock_dict = _stock_analysis_to_dict(stock)
fallback_stocks.append(stock_dict)
rule_matches.append(stock_dict)
if fallback_stocks:
recommendations_by_rule.append({
"rule_id": None,
"rule_name": "고점수 분석 종목",
"rule_description": "현재 매매 규칙 조건 미충족 - 분석 점수 기준 상위 종목",
"rule_type": "ANALYSIS",
"priority": 99,
"matched_count": len(fallback_stocks),
"stocks": fallback_stocks,
})
return {
"total": len(rule_matches),
"active_rules": len(active_rules),
"analyzed_stocks": len(all_analyzed_stocks),
"analyzed_stock_list": [
{
"stock_code": s.stock_code,
"stock_name": s.stock_name,
"current_price": int(s.current_price) if s.current_price else 0,
"change_rate": round(float(s.change_rate), 2) if s.change_rate else 0,
"rsi": round(float(s.rsi), 2) if s.rsi else None,
"stochastic_k": round(float(s.stochastic_k), 2) if s.stochastic_k else None,
"signals": s.signals or [],
"score": s.score or 0,
}
for s in all_analyzed_stocks
],
"recommendations": rule_matches,
"recommendations_by_rule": recommendations_by_rule,
"rules_applied": [{"id": r.id, "name": r.name, "priority": r.priority} for r in active_rules],
"batch_time": (lambda d: d.date() if isinstance(d, datetime) else d)(
max((s.analysis_date for s in all_analyzed_stocks), default=_today_kst())
).isoformat(),
}
async def get_rule_based_recommendations_realtime():
async with AsyncSessionLocal() as _db:
active_rules = await _load_active_rules_from_db(_db)
if not active_rules:
criteria = RecommendationCriteria(
use_rsi=True,
use_moving_average=True
)
all_stocks = await get_all_tradable_stocks()
stocks_to_analyze = all_stocks[:20]
batch_size = 5
delay_between_batches = 0.3
batch_results = []
for i in range(0, len(stocks_to_analyze), batch_size):
batch = stocks_to_analyze[i:i + batch_size]
tasks = [analyze_stock(code, name, criteria) for code, name in batch]
results = await asyncio.gather(*tasks, return_exceptions=True)
batch_results.extend(results)
if i + batch_size < len(stocks_to_analyze):
await asyncio.sleep(delay_between_batches)
valid_recommendations = [
r for r in batch_results
if r is not None and not isinstance(r, Exception)
]
valid_recommendations.sort(key=lambda x: x.score, reverse=True)
default_stocks = []
for rec in valid_recommendations[:10]:
stock_dict = {
"stock_code": rec.stock_code,
"stock_name": rec.stock_name,
"current_price": rec.current_price,
"change_rate": rec.change_rate,
"signals": rec.signals,
"score": rec.score,
"price_date": rec.price_date,
"rule_id": None,
"rule_name": "기본 추천",
"rule_description": "RSI + 이동평균 기반 추천",
"rule_priority": 1,
"position_ratio": 0.15,
"take_profit": 5.0,
"stop_loss": -6.0
}
default_stocks.append(stock_dict)
return {
"total": len(default_stocks),
"active_rules": 0,
"analyzed_stocks": len(stocks_to_analyze),
"recommendations": default_stocks,
"recommendations_by_rule": [{
"rule_id": None,
"rule_name": "기본 추천 (RSI + 이동평균)",
"rule_description": "RSI 40 이하 과매도 + 이동평균 정배열 종목",
"rule_type": "BUY",
"priority": 1,
"matched_count": len(valid_recommendations),
"stocks": default_stocks
}] if default_stocks else [],
"rules_applied": [],
"message": "기본 지표로 분석되었습니다 (규칙 미설정)"
}
all_stocks = await get_all_tradable_stocks()
stocks_to_analyze = all_stocks[:settings.ANALYSIS_STOCK_COUNT]
try:
from app.models.models import Portfolio as _PortfolioModel
async with AsyncSessionLocal() as _pf_db:
_pf_result = await _pf_db.execute(
select(_PortfolioModel).where(_PortfolioModel.quantity > 0)
)
_pf_stocks = _pf_result.scalars().all()
existing_codes = {code for code, _ in stocks_to_analyze}
for _pf in _pf_stocks:
if _pf.stock_code not in existing_codes:
stocks_to_analyze = list(stocks_to_analyze)
stocks_to_analyze.append((_pf.stock_code, _pf.stock_name or _pf.stock_code))
existing_codes.add(_pf.stock_code)
except Exception as _e:
logger.warning(f"포트폴리오 종목 추가 실패 (non-critical): {_e}")
criteria = RecommendationCriteria(
use_rsi=True,
use_moving_average=True,
use_macd=True,
use_bollinger=True,
use_stochastic=True,
for_batch=True,
min_volume_ratio=0, # intraday acml_vol << avg_vol_20 → 장중엔 항상 0으로 고정
)
batch_size = 5 # 네이버 일봉 사용으로 병렬 처리 가능
delay_between_batches = 0.3 # 네이버 서버 부하 방지 최소 딜레이
all_analyzed_stocks = []
for i in range(0, len(stocks_to_analyze), batch_size):
batch = stocks_to_analyze[i:i + batch_size]
tasks = [analyze_stock(code, name, criteria) for code, name in batch]
results = await asyncio.gather(*tasks, return_exceptions=True)
all_analyzed_stocks.extend(results)
if i + batch_size < len(stocks_to_analyze):
await asyncio.sleep(delay_between_batches)
valid_analyzed_stocks = [
r for r in all_analyzed_stocks
if r is not None and not isinstance(r, Exception)
]
market_regime_info = await check_market_regime()
current_market_regime_str = market_regime_info.get("regime_200d", "bear")
rule_matches = []
recommendations_by_rule = []
for rule in active_rules:
conditions = rule.conditions
actions = rule.actions
rule_matched_stocks = []
for stock in valid_analyzed_stocks:
etf_keywords = ["ETF", "etf", "레버리지", "인버스", "KODEX", "선물"]
if any(k in stock.stock_name for k in etf_keywords):
continue
if rule.rule_type == "MEAN_REVERSION":
matches = is_mean_reversion_candidate(stock, conditions, current_market_regime_str)
elif rule.rule_type in ("TREND", "BREAKOUT", "MOMENTUM"):
matches = False
else:
rsi_threshold = conditions.get("rsi_threshold", 40)
matches = (stock.rsi is not None and stock.rsi <= rsi_threshold)
if matches:
rule_matched_stocks.append(stock)
rule_matched_stocks.sort(key=lambda x: x.score or 0, reverse=True)
rule_stocks = []
for rec in rule_matched_stocks[:10]:
stock_with_rule = {
**rec.model_dump(),
"rule_id": rule.id,
"rule_name": rule.name,
"rule_description": rule.description,
"rule_priority": rule.priority,
"position_ratio": actions.get("position_sizing", {}).get("target_ratio", 0.10),
"take_profit": actions.get("take_profit", 3.0),
"stop_loss": actions.get("stop_loss", -1.5),
"max_position_pct": actions.get("max_position_pct", 0.12),
"max_add_buys": actions.get("max_add_buys", 3),
"add_buy_cooldown_min": actions.get("add_buy_cooldown_min", 15)
}
rule_stocks.append(stock_with_rule)
rule_matches.append(stock_with_rule)
if rule_stocks:
recommendations_by_rule.append({
"rule_id": rule.id,
"rule_name": rule.name,
"rule_description": rule.description,
"rule_type": rule.rule_type,
"priority": rule.priority,
"matched_count": len(rule_matched_stocks),
"stocks": rule_stocks
})
rule_matches.sort(key=lambda x: (x["rule_priority"], -x["score"]))
# 현재가는 DB 분석 데이터 그대로 사용 (KIS API 미호출)
top_recommendations = rule_matches[:20]
# KST 기준 오늘 날짜 사용 (UTC 기준 date.today() 사용 시 KST와 날짜 불일치 → UPSERT 대신 INSERT 반복 버그 수정)
# db_worker 큐 경유 — 실시간 분석 경로에서 AsyncSessionLocal 직접 사용 금지 (CLAUDE.md 3.2)
from app.services.analysis_db_service import queue_bulk_upsert_analysis as _queue_bulk
_today = _today_kst()
_items = [(rec.stock_code, rec.stock_name, rec) for rec in valid_analyzed_stocks]
await _queue_bulk(_items, _today)
return {
"total": len(rule_matches),
"active_rules": len(active_rules),
"analyzed_stocks": len(stocks_to_analyze),
"recommendations": top_recommendations,
"recommendations_by_rule": recommendations_by_rule,
"rules_applied": [{"id": r.id, "name": r.name, "priority": r.priority} for r in active_rules]
}
@router.post("/auto-trade")
async def execute_auto_trading(db: AsyncSession = Depends(get_db)):
try:
recommendations_response = await get_rule_based_recommendations(realtime=True, auto_trade=False)
if not recommendations_response.get("recommendations_by_rule"):
return {"message": "추천 종목이 없습니다", "trades": []}
trade_results = []
total_processed = 0
max_trades = 5
# make sure we iterate a list of rule group dicts
rec_groups = recommendations_response.get("recommendations_by_rule", [])
if isinstance(rec_groups, dict):
normalized = []
for name, grp in rec_groups.items():
if isinstance(grp, dict):
normalized.append(grp)
else:
normalized.append({"rule_name": name, "stocks": grp})
rec_groups = normalized
for rule_group in rec_groups:
if total_processed >= max_trades:
break
for stock in rule_group.get("stocks", [])[:settings.AUTO_TRADE_TOP_N_PER_RULE]:
if total_processed >= max_trades:
break
try:
result = await execute_auto_trade(stock, db)
total_processed += 1
if result["action"] in ["BUY", "SELL"]:
trade_results.append(result)
await asyncio.sleep(0.5)
except Exception as e:
logger.error(f"Error executing auto-trade for {stock.get('stock_code')}: {e}")
continue
return {
"message": f"자동 매매 완료: {len(trade_results)}건 실행 / {total_processed}개 분석",
"trades": trade_results,
"total_analyzed": total_processed
}
except Exception as e:
logger.error(f"❌ 자동 매매 실행 오류: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.get("/ai/{stock_code}")
async def get_ai_recommendation(stock_code: str):
"""종목 기술적 분석 — AI 미사용, 전략 엔진(RSI/BB/MA/ATR/ADX) 직접 계산."""
from app.services.market_analyzer import analyze_stock_for_batch
try:
rec = await analyze_stock_for_batch(stock_code, stock_code)
if rec is None:
raise HTTPException(status_code=404, detail="분석 데이터를 가져올 수 없습니다.")
signals = rec.signals or []
score = rec.score or 0
# 전략 신호 기반 요약 문자열 생성
if score >= 3:
summary = f"매수 신호 감지 (점수: {score}). 주요 신호: {', '.join(signals[:3])}"
elif score <= -2:
summary = f"매도/경고 신호 (점수: {score}). 주요 신호: {', '.join(signals[:3])}"
else:
summary = f"보유/관망 (점수: {score}). 신호: {', '.join(signals[:3]) if signals else '없음'}"
return {
"stock_code": stock_code,
"analysis": summary,
"signals": signals,
"score": score,
"market_data": {
"current_price": rec.current_price,
"change_rate": rec.change_rate,
"volume": rec.volume,
"rsi": rec.rsi,
"ma5": rec.ma5,
"ma20": rec.ma20,
"ma60": rec.ma60,
"bollinger_upper": rec.bollinger_upper,
"bollinger_lower": rec.bollinger_lower,
"bollinger_middle": rec.bollinger_middle,
"atr_14": rec.atr_14,
"adx_14": rec.adx_14,
"stochastic_k": rec.stochastic_k,
"stochastic_d": rec.stochastic_d,
}
}
except HTTPException:
raise
except Exception as e:
logger.error(f"Strategy analysis error for {stock_code}: {e}")
raise HTTPException(status_code=500, detail=str(e))