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auto-stock/backend/alembic/versions/0001_initial_schema_columns.py
shuim 9d096ddd57
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M1 │ 스캐너 최소 거래량 100만→10만주 │ kosdaq_scanner.py │
├─────┼─────────────────────────────────────────────────────┼────────────────────────────────┤
  │ M2  │ ADX 히스테리시스 18/22 (플리핑 방지)                │ mean_reversion_strategy.py     │
  ├─────┼─────────────────────────────────────────────────────┼────────────────────────────────┤
  │ M3  │ 분할매도 최소 수익 1.0%→0.5%                        │ mean_reversion_strategy.py     │
  ├─────┼─────────────────────────────────────────────────────┼────────────────────────────────┤
  │ M4  │ ORB 갭 필터 4% + 레인지 폭 0.3% 최소                │ day_trading_strategy.py        │
  ├─────┼─────────────────────────────────────────────────────┼────────────────────────────────┤
  │ M5  │ 쿨다운 스트릭 부분매도 시 미변경                    │ daytrading/position_manager.py │
  ├─────┼─────────────────────────────────────────────────────┼────────────────────────────────┤
  │ M6  │ MDD 강제매도 loss_tracker 기록 제거 (허위 ban 방지) │ mdd_manager.py                 │
  ├─────┼─────────────────────────────────────────────────────┼────────────────────────────────┤
  │ M7  │ RSI Wilder 스무딩으로 통일                          │ mean_reversion_strategy.py
2026-04-03 11:41:52 +09:00

123 lines
5.1 KiB
Python

"""initial schema columns
lifespan 에서 관리하던 ADD COLUMN / CREATE TABLE DDL 을 Alembic 으로 이전.
이 revision 이 적용된 후에는 main.py lifespan 의 raw SQL DDL 블록은 제거됨.
Revision ID: 0001
Revises:
Create Date: 2026-02-27
"""
from typing import Sequence, Union
from alembic import op
import sqlalchemy as sa
from sqlalchemy.dialects import postgresql
revision: str = "0001"
down_revision: Union[str, None] = None
branch_labels: Union[str, Sequence[str], None] = None
depends_on: Union[str, Sequence[str], None] = None
def upgrade() -> None:
# ── trade_history 컬럼 추가 ─────────────────────────────────────────────
with op.batch_alter_table("trade_history", schema=None) as batch_op:
for col_name, col_type in [
("total_amount", sa.Numeric(15, 2)),
("entry_reason", sa.Text()),
("exit_reason", sa.Text()),
("signals", postgresql.JSONB()),
("entry_trade_id", sa.Integer()),
("slippage", sa.Numeric(10, 2)),
("commission", sa.Numeric(10, 2)),
("net_profit_loss", sa.Numeric(15, 2)),
("profit_loss_rate", sa.Numeric(10, 4)),
]:
try:
batch_op.add_column(sa.Column(col_name, col_type, nullable=True))
except (sa.exc.OperationalError, sa.exc.ProgrammingError):
pass # 이미 존재하는 컬럼은 무시
# total_amount 백필
op.execute("""
UPDATE trade_history
SET total_amount = executed_price * executed_quantity
WHERE total_amount IS NULL
AND executed_price IS NOT NULL
AND executed_quantity IS NOT NULL
""")
# ── stock_analysis 컬럼 추가 ────────────────────────────────────────────
with op.batch_alter_table("stock_analysis", schema=None) as batch_op:
for col_name, col_type in [
("atr_14", sa.Numeric(15, 2)),
("adx_14", sa.Numeric(10, 2)),
("ml_score", sa.Integer()),
("ml_confidence", sa.Numeric(5, 4)),
("ml_signal", sa.String(10)),
]:
try:
batch_op.add_column(sa.Column(col_name, col_type, nullable=True))
except Exception:
pass
# stock_analysis 유니크 제약 추가 (idempotent)
op.execute("""
DO $$ BEGIN
IF NOT EXISTS (
SELECT 1 FROM pg_constraint
WHERE conname = 'uq_stock_analysis_code_date'
AND conrelid = 'stock_analysis'::regclass
) THEN
ALTER TABLE stock_analysis
ADD CONSTRAINT uq_stock_analysis_code_date
UNIQUE (stock_code, analysis_date);
END IF;
END $$;
""")
# ── active_trades 컬럼 추가 ─────────────────────────────────────────────
with op.batch_alter_table("active_trades", schema=None) as batch_op:
for col_name, col_type, default in [
("remaining_pct", sa.Numeric(5, 2), "1.0"),
("highest_since_entry", sa.Numeric(15, 2), None),
("strategy_name", sa.String(100), None),
]:
try:
col = sa.Column(col_name, col_type, nullable=True,
server_default=default if default else sa.null())
batch_op.add_column(col)
except Exception:
pass
# ── trading_sessions 테이블 ─────────────────────────────────────────────
op.execute("""
CREATE TABLE IF NOT EXISTS trading_sessions (
id SERIAL PRIMARY KEY,
session_date DATE UNIQUE NOT NULL,
consecutive_losses INTEGER DEFAULT 0,
daily_profit_loss NUMERIC(15, 2) DEFAULT 0,
is_paused BOOLEAN DEFAULT FALSE,
pause_reason TEXT,
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
)
""")
# ── stock_bans 테이블 ───────────────────────────────────────────────────
op.execute("""
CREATE TABLE IF NOT EXISTS stock_bans (
stock_code VARCHAR(20) PRIMARY KEY,
consecutive_losses INTEGER DEFAULT 0 NOT NULL,
ban_until TIMESTAMP,
updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
)
""")
def downgrade() -> None:
# downgrade 는 데이터 손실 위험이 있으므로 명시적으로 구현하지 않음
# 필요 시 ALTER TABLE DROP COLUMN 을 수동으로 실행
pass