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auto-stock/backend/app/models/models.py
shuim de7921d270 fix: CRITICAL/HIGH 버그 30건 수정 + 전체 코드 주석 추가 + 중복 정리 
## CRITICAL 수정 (20건)
- day_trading: global 선언 누락, loss_tracker 연동, ban 체크 추가
- trade_executor: BUY 체결가 order_price로 수정, remaining_pct 누적 계산
- risk_validator: get_current_price dict 파싱, MAX_POSITION_SIZE 동기화, DB 세션 누수
- risk_management/recommendations: date.today() → KST 변환
- mdd_manager: Lock 밖 executed_key 참조 수정
- correlation_filter: output → output2 키 수정
- portfolio: 해외 종목 USD/KRW 환율 적용 분리
- Sharpe Ratio 거래빈도 기반 연간화
- telegram_notifier: send_message() 공개 래퍼 추가
- position_manager: 앱 재시작 시 DB 포지션 복원
- swing exit_service: remaining_pct 조건 범위 수정
- run_backtest: original_qty 기반 remaining_pct 계산
- us_market_schedule: 2027년 미국 공휴일 추가
- Login.tsx: res.ok 검증 추가
- mean_reversion_strategy: RSI 로그 하드코딩 수정

## HIGH 수정 (10건)
- db_worker: DLQ 파일 백업 메커니즘 추가
- korea_investment_api: 만료 토큰 임의 연장 제거
- market_data: chart_cache 최대 100개 + TTL 만료
- main.py: rate_limit_store 1시간 미접근 IP 정리
- recommendations: fire-and-forget try/except 추가
- swing/scheduler: DB 세션 3개 분리
- Dashboard: wsMessages 전체 순회
- Layout: /health 엔드포인트 + 30초 폴링
- ml_ensemble: POST /train require_api_key 추가
- day_trading: record_trade_result_safe() 전환

## 코드 정리
- 프론트엔드: isUsStock, formatTime 공통 유틸 추출
- 백엔드: dead code 제거, 중복 import 통합
- MCP: JSON 파싱 헬퍼 추출 (~60줄 감소)
- 전체 ~100개 파일 한국어 주석 추가
- 테스트 13건 코드 기준 수정 (468 passed)

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-26 16:05:41 +09:00

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"""
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)
- ExchangeRate: 환율 이력
- UsStockUniverse: 미국 주식 종목 유니버스
"""
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)
# 전략 구분: 'swing' | 'daytrading' | 'kosdaq_scan' | 'short_term'
strategy_type = Column(String(20), nullable=False, default="swing", index=True)
currency_code = Column(String(3), nullable=False, default="KRW")
exchange_code = Column(String(10), nullable=True)
fx_rate = Column(Numeric(10, 4), nullable=True) # 체결 시점 환율
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")
# 전략 구분: 'swing' | 'daytrading'
strategy_type = Column(String(20), nullable=False, default="swing", index=True)
currency_code = Column(String(3), nullable=False, default="KRW")
exchange_code = Column(String(10), nullable=True) # NASD, NYSE, AMEX, 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)) # positive / negative / neutral
sentiment_score = Column(Numeric(5, 3), nullable=True) # -1.000 ~ +1.000
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, index=True) # [FIX] 인덱스 추가
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", index=True) # [FIX] 인덱스 추가
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)
currency_code = Column(String(3), nullable=False, default="KRW")
exchange_code = Column(String(10), nullable=True) # NASD, NYSE, AMEX, KRX
created_at = Column(DateTime, default=datetime.utcnow)
updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)
class ExchangeRate(Base):
"""환율 이력 테이블"""
__tablename__ = "exchange_rates"
id = Column(Integer, primary_key=True, index=True)
currency_pair = Column(String(7), nullable=False, index=True) # USD/KRW
rate = Column(Numeric(12, 4), nullable=False)
source = Column(String(50), default="KIS")
recorded_at = Column(DateTime, default=datetime.utcnow, index=True)
class UsStockUniverse(Base):
"""미국 주식 종목 유니버스"""
__tablename__ = "us_stock_universe"
__table_args__ = (
UniqueConstraint('ticker', name='uq_us_ticker'),
)
id = Column(Integer, primary_key=True, index=True)
ticker = Column(String(10), nullable=False, index=True)
company_name = Column(String(200), nullable=False)
exchange = Column(String(10), nullable=False) # NASD, NYSE, AMEX
sector = Column(String(100), nullable=True)
market_cap = Column(BigInteger, nullable=True)
is_active = Column(Boolean, default=True, index=True)
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)
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