313 lines
12 KiB
Python
313 lines
12 KiB
Python
"""
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SQLAlchemy ORM 모델 정의
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- StockDailyPrice: 일별 주가 데이터
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- Portfolio: 포트폴리오 보유 종목
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- TradeHistory: 주문/체결 이력
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- TradingRule: 매매 규칙 설정
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"""
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from datetime import datetime, date
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from typing import Optional, List
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from sqlalchemy import Column, Integer, BigInteger, String, Numeric, Boolean, DateTime, Text, ARRAY, Date, ForeignKey, UniqueConstraint
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from sqlalchemy.dialects.postgresql import JSONB
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from app.core.database import Base
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class StockDailyPrice(Base):
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"""KRX 일봉 히스토리컬 데이터 (pykrx 수집)"""
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__tablename__ = "stock_daily_prices"
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__table_args__ = (
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UniqueConstraint('stock_code', 'trade_date', name='uq_stock_daily'),
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)
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id = Column(Integer, primary_key=True, index=True)
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stock_code = Column(String(20), nullable=False, index=True)
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stock_name = Column(String(100))
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trade_date = Column(Date, nullable=False, index=True)
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open_price = Column(Integer)
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high_price = Column(Integer)
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low_price = Column(Integer)
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close_price = Column(Integer)
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volume = Column(BigInteger)
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change_rate = Column(Numeric(10, 4))
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market_cap = Column(BigInteger, nullable=True)
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class TradingSession(Base):
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"""🔥 일일 트레이딩 세션 관리 (리스크 관리)"""
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__tablename__ = "trading_sessions"
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id = Column(Integer, primary_key=True, index=True)
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session_date = Column(Date, default=date.today, unique=True, index=True)
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# 연속 손실 추적
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consecutive_losses = Column(Integer, default=0)
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consecutive_wins = Column(Integer, default=0)
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# 일일 손익
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daily_profit_loss = Column(Numeric(15, 2), default=0)
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daily_trades_count = Column(Integer, default=0)
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# 리스크 제한 상태
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is_paused = Column(Boolean, default=False) # 3연패 또는 일일 손실 한도 도달 시 True
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pause_reason = Column(String(200), nullable=True)
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# 계좌 정보
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starting_balance = Column(Numeric(15, 2))
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ending_balance = Column(Numeric(15, 2))
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peak_balance = Column(Numeric(15, 2)) # 당일 최고 잔고
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created_at = Column(DateTime, default=datetime.utcnow)
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updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)
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class TradingRule(Base):
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__tablename__ = "trading_rules"
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id = Column(Integer, primary_key=True, index=True)
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name = Column(String(255), nullable=False)
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description = Column(Text)
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rule_type = Column(String(50), nullable=False)
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conditions = Column(JSONB, nullable=False)
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actions = Column(JSONB, nullable=False)
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is_active = Column(Boolean, default=True)
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priority = Column(Integer, default=0)
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created_at = Column(DateTime, default=datetime.utcnow)
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updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)
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class TradeHistory(Base):
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__tablename__ = "trade_history"
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id = Column(Integer, primary_key=True, index=True)
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rule_id = Column(Integer)
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stock_code = Column(String(20), nullable=False, index=True)
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stock_name = Column(String(100))
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order_type = Column(String(20), nullable=False)
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order_price = Column(Numeric(15, 2))
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order_quantity = Column(Integer, nullable=False)
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executed_price = Column(Numeric(15, 2))
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executed_quantity = Column(Integer)
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total_amount = Column(Numeric(15, 2)) # 총 거래 금액
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status = Column(String(50), nullable=False)
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order_id = Column(String(100))
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message = Column(Text)
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entry_reason = Column(Text) # 진입 이유 (매수 신호 상세)
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exit_reason = Column(Text) # 매도 이유 (매도 신호 상세)
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signals = Column(JSONB) # 기술적 신호 목록
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# 🔥 리스크 관리 필드 추가
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entry_trade_id = Column(Integer, nullable=True) # 매도 시 얰결된 매수 거래 ID
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slippage = Column(Numeric(15, 2), nullable=True) # 슬리피지 (체결가 - 주문가)
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commission = Column(Numeric(15, 2), nullable=True) # 수수료
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net_profit_loss = Column(Numeric(15, 2), nullable=True) # 수수료 차감 후 순손익
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profit_loss_rate = Column(Numeric(10, 4), nullable=True) # 수익률 (%)
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created_at = Column(DateTime, default=datetime.utcnow, index=True)
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executed_at = Column(DateTime)
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class Portfolio(Base):
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__tablename__ = "portfolio"
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id = Column(Integer, primary_key=True, index=True)
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stock_code = Column(String(20), nullable=False, unique=True)
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stock_name = Column(String(100))
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quantity = Column(Integer, nullable=False, default=0)
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average_price = Column(Numeric(15, 2))
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current_price = Column(Numeric(15, 2))
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profit_loss = Column(Numeric(15, 2))
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profit_loss_rate = Column(Numeric(10, 4))
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updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)
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class MarketData(Base):
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__tablename__ = "market_data"
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id = Column(Integer, primary_key=True, index=True)
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stock_code = Column(String(20), nullable=False, index=True)
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price = Column(Numeric(15, 2), nullable=False)
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change_rate = Column(Numeric(10, 4))
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volume = Column(Integer)
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high_price = Column(Numeric(15, 2))
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low_price = Column(Numeric(15, 2))
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open_price = Column(Numeric(15, 2))
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timestamp = Column(DateTime, default=datetime.utcnow, index=True)
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class News(Base):
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__tablename__ = "news"
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id = Column(Integer, primary_key=True, index=True)
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title = Column(String(500), nullable=False)
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content = Column(Text)
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source = Column(String(100))
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url = Column(Text)
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stock_codes = Column(ARRAY(String))
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sentiment = Column(String(20))
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published_at = Column(DateTime, index=True)
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created_at = Column(DateTime, default=datetime.utcnow)
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class ClaudeAnalysisLog(Base):
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__tablename__ = "claude_analysis_log"
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id = Column(Integer, primary_key=True, index=True)
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rule_id = Column(Integer)
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stock_code = Column(String(20))
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analysis_type = Column(String(50))
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input_data = Column(JSONB)
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analysis_result = Column(JSONB)
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decision = Column(String(50))
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confidence = Column(Numeric(5, 4))
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created_at = Column(DateTime, default=datetime.utcnow, index=True)
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class MCPToolCall(Base):
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__tablename__ = "mcp_tool_calls"
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id = Column(Integer, primary_key=True, index=True)
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tool_name = Column(String(100), nullable=False)
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parameters = Column(JSONB)
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result = Column(JSONB)
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status = Column(String(50))
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execution_time_ms = Column(Integer)
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created_at = Column(DateTime, default=datetime.utcnow, index=True)
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class StockAnalysis(Base):
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"""매일 배치로 저장되는 종목 분석 데이터"""
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__tablename__ = "stock_analysis"
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__table_args__ = (
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UniqueConstraint("stock_code", "analysis_date", name="uq_stock_analysis_code_date"),
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)
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id = Column(Integer, primary_key=True, index=True)
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stock_code = Column(String(20), nullable=False, index=True)
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stock_name = Column(String(100), nullable=False)
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analysis_date = Column(Date, nullable=False, index=True)
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# 가격 정보
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current_price = Column(Integer, nullable=False)
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change_rate = Column(Numeric(10, 4))
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volume = Column(Integer)
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# 기술적 지표
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rsi = Column(Numeric(10, 4))
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ma5 = Column(Numeric(15, 2))
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ma20 = Column(Numeric(15, 2))
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ma60 = Column(Numeric(15, 2))
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stochastic_k = Column(Numeric(10, 4))
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stochastic_d = Column(Numeric(10, 4))
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bollinger_upper = Column(Numeric(15, 2))
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bollinger_lower = Column(Numeric(15, 2))
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bollinger_middle = Column(Numeric(15, 2))
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# 분석 결과
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signals = Column(JSONB) # ["RSI 과매도", "골든크로스" 등]
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score = Column(Integer, default=0)
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# ATR (섹션 6.2 ATR 기반 손절)
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atr_14 = Column(Numeric(15, 2), nullable=True)
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# ADX (추세 강도 — 평균회귀 필터용)
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adx_14 = Column(Numeric(10, 2), nullable=True)
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# ML 앙상블 스코어
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ml_score = Column(Integer, nullable=True) # 앙상블 스코어 (0~100)
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ml_confidence = Column(Numeric(5, 4), nullable=True) # 신뢰도 (0~1)
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ml_signal = Column(String(10), nullable=True) # BUY/HOLD/SELL
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# 메타데이터
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created_at = Column(DateTime, default=datetime.utcnow)
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updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)
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class ActiveTrade(Base):
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"""현재 활성화된(보유 중인) 거래를 추적하기 위한 모델"""
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__tablename__ = "active_trades"
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id = Column(Integer, primary_key=True, index=True)
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stock_code = Column(String(20), nullable=False)
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stock_name = Column(String(100))
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quantity = Column(Integer, nullable=False)
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entry_price = Column(Numeric(15, 2), nullable=False)
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current_price = Column(Numeric(15, 2))
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profit_loss = Column(Numeric(15, 2))
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profit_loss_rate = Column(Numeric(10, 4))
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stop_loss = Column(Numeric(15, 2))
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take_profit = Column(Numeric(15, 2))
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order_id = Column(String(100))
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entry_reason = Column(Text)
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status = Column(String(20), default="active") # active, closed
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# 분할 청산 지원 (섹션 6.2, 7.3)
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remaining_pct = Column(Numeric(5, 2), default=1.0) # 잔여 비율 (1.0=전량, 0.5=절반 청산 후)
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highest_since_entry = Column(Numeric(15, 2), nullable=True) # 진입 후 최고가 (트레일링 스탑용)
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strategy_name = Column(String(100), nullable=True) # 전략명 (MEAN_REVERSION 등)
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created_at = Column(DateTime, default=datetime.utcnow)
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updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)
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class TradeJournal(Base):
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__tablename__ = "trade_journals"
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id = Column(Integer, primary_key=True, index=True)
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trade_id = Column(Integer) # ForeignKey("trade_history.id") - models.py 내 순환 참조 방지 위해 정수로 정의
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stock_code = Column(String(20), nullable=False, index=True)
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stock_name = Column(String(100))
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journal_date = Column(DateTime, default=datetime.utcnow)
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content = Column(Text)
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strategy_name = Column(String(100))
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mood = Column(String(50))
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tags = Column(JSONB)
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screenshot_url = Column(Text)
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created_at = Column(DateTime, default=datetime.utcnow)
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updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)
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class StockBan(Base):
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"""종목별 연속 손실 금지 기록 (CLAUDE.md 섹션 7.4)
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재시작 후에도 ban 상태 유지를 위해 DB에 영속화.
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"""
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__tablename__ = "stock_bans"
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stock_code = Column(String(20), primary_key=True)
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consecutive_losses = Column(Integer, default=0, nullable=False)
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ban_until = Column(DateTime, nullable=True) # None이면 금지 아님
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updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)
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class WatchlistStock(Base):
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"""분석종목 — 장중 미니배치가 관리하는 활성 관심 종목.
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아침 배치(batch_daily_analysis)가 score 상위 50개로 초기화하고,
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장중 미니배치(batch_intraday_analysis)가 10분마다 진입/제거를 관리한다.
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"""
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__tablename__ = "watchlist_stocks"
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id = Column(Integer, primary_key=True, index=True)
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stock_code = Column(String(20), nullable=False, index=True)
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stock_name = Column(String(100), nullable=False)
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added_at = Column(DateTime, nullable=False)
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added_reason = Column(String(50), nullable=False, default="morning_batch")
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score_at_add = Column(Integer, nullable=True)
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is_active = Column(Boolean, default=True, nullable=False, index=True)
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removed_at = Column(DateTime, nullable=True)
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removed_reason = Column(String(50), nullable=True)
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class WatchlistHistory(Base):
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"""분석종목 스코어 히스토리 — 10분마다 적재되는 시계열 데이터."""
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__tablename__ = "watchlist_history"
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id = Column(Integer, primary_key=True, index=True)
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stock_code = Column(String(20), nullable=False, index=True)
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stock_name = Column(String(100), nullable=False)
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recorded_at = Column(DateTime, nullable=False, index=True)
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score = Column(Integer, nullable=True)
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current_price = Column(Numeric(15, 2), nullable=True)
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change_rate = Column(Numeric(10, 4), nullable=True)
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rsi = Column(Numeric(10, 4), nullable=True)
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signals = Column(JSONB, nullable=True)
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