- trade_analyzer.py: 거래 성과 분석(승률/손익비/전략별 패턴), 템플릿 기반 일지 자동 생성
- strategy_optimizer.py: 그리드 서치 기반 파라미터 최적화, Sharpe 10% 개선 시 자동 적용
- analysis.py: /performance /insights /generate-journals /optimize-strategy /optimization-history 엔드포인트
- journals.py: POST /generate/{trade_id}, GET /stats 엔드포인트 추가
- models.py: StrategyOptimizationLog 테이블 추가
- main.py: post_market_analyzer_scheduler (16:00 KST 자동 실행)
- frontend: Analysis 페이지 추가 (성과 요약/인사이트/일지 생성/최적화 이력)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
163 lines
5.7 KiB
Python
163 lines
5.7 KiB
Python
"""
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매매일지 API 엔드포인트
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- GET /: 최근 AI 생성 매매일지 목록
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- GET /stats: 일지 통계 (전략별, 감정 분포)
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- GET /{journal_id}: 특정 일지 상세
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- POST /generate/{trade_id}: 특정 거래에 대한 일지 즉시 생성
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"""
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from fastapi import APIRouter, Depends, HTTPException, Query
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from sqlalchemy.ext.asyncio import AsyncSession
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from sqlalchemy import select, desc, func
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from typing import Optional
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from datetime import datetime, timezone
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import logging
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def _utc_iso(dt: datetime | None) -> str | None:
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"""UTC naive datetime → ISO 8601 with +00:00 (JS가 UTC로 올바르게 파싱)"""
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if dt is None:
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return None
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return dt.replace(tzinfo=timezone.utc).isoformat()
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from app.core.database import get_db
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from app.models.models import TradeJournal, TradeHistory
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logger = logging.getLogger(__name__)
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router = APIRouter()
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@router.get("")
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async def list_journals(
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limit: int = Query(default=20, ge=1, le=100),
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offset: int = Query(default=0, ge=0),
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stock_code: Optional[str] = None,
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db: AsyncSession = Depends(get_db),
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):
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"""최근 AI 생성 매매일지 목록 조회"""
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try:
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query = select(TradeJournal).order_by(desc(TradeJournal.journal_date))
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if stock_code:
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query = query.where(TradeJournal.stock_code == stock_code)
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query = query.offset(offset).limit(limit)
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result = await db.execute(query)
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journals = result.scalars().all()
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return [
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{
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"id": j.id,
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"trade_id": j.trade_id,
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"stock_code": j.stock_code,
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"stock_name": j.stock_name,
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"journal_date": _utc_iso(j.journal_date) if j.journal_date else None,
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"content": j.content,
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"strategy_name": j.strategy_name,
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"mood": j.mood,
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"tags": j.tags,
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"created_at": _utc_iso(j.created_at),
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}
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for j in journals
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]
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except Exception as e:
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logger.error(f"journals list error: {e}", exc_info=True)
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return []
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@router.get("/stats")
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async def get_journal_stats(db: AsyncSession = Depends(get_db)):
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"""일지 통계: 전략별 / 감정별 분포."""
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try:
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result_mood = await db.execute(
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select(TradeJournal.mood, func.count(TradeJournal.id).label("cnt"))
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.group_by(TradeJournal.mood)
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)
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mood_dist = {row[0] or "unknown": row[1] for row in result_mood.fetchall()}
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result_strat = await db.execute(
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select(TradeJournal.strategy_name, func.count(TradeJournal.id).label("cnt"))
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.group_by(TradeJournal.strategy_name)
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)
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strat_dist = {row[0] or "unknown": row[1] for row in result_strat.fetchall()}
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total = sum(mood_dist.values())
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return {
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"total": total,
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"by_mood": mood_dist,
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"by_strategy": strat_dist,
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}
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except Exception as e:
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logger.error(f"journal stats error: {e}", exc_info=True)
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return {"total": 0, "by_mood": {}, "by_strategy": {}}
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@router.post("/generate/{trade_id}")
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async def generate_journal_for_trade_id(
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trade_id: int,
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db: AsyncSession = Depends(get_db),
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):
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"""특정 완료 거래(trade_id)에 대해 템플릿 기반 매매일지를 즉시 생성."""
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from app.services.trade_analyzer import (
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analyze_performance,
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generate_journal_for_trade,
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create_journal_record,
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)
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# 기존 일지 확인
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existing = await db.execute(
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select(TradeJournal).where(TradeJournal.trade_id == trade_id)
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)
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if existing.scalar_one_or_none():
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raise HTTPException(status_code=409, detail="이미 일지가 존재합니다.")
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# 거래 조회
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trade_result = await db.execute(
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select(TradeHistory).where(TradeHistory.id == trade_id)
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)
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trade = trade_result.scalar_one_or_none()
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if not trade:
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raise HTTPException(status_code=404, detail="거래 이력을 찾을 수 없습니다.")
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if trade.order_type != "SELL" or trade.status != "FILLED":
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raise HTTPException(status_code=400, detail="완료된 매도 거래에 대해서만 일지를 생성할 수 있습니다.")
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perf = await analyze_performance(db, days=30)
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content = generate_journal_for_trade(trade, perf)
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journal = await create_journal_record(db, trade, content)
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await db.commit()
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await db.refresh(journal)
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return {
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"id": journal.id,
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"trade_id": journal.trade_id,
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"stock_code": journal.stock_code,
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"stock_name": journal.stock_name,
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"journal_date": _utc_iso(journal.journal_date),
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"content": journal.content,
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"strategy_name": journal.strategy_name,
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"mood": journal.mood,
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"tags": journal.tags,
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"created_at": _utc_iso(journal.created_at),
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}
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@router.get("/{journal_id}")
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async def get_journal(journal_id: int, db: AsyncSession = Depends(get_db)):
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"""특정 매매일지 상세 조회"""
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result = await db.execute(select(TradeJournal).where(TradeJournal.id == journal_id))
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journal = result.scalar_one_or_none()
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if not journal:
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from fastapi import HTTPException
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raise HTTPException(status_code=404, detail="Journal not found")
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return {
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"id": journal.id,
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"trade_id": journal.trade_id,
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"stock_code": journal.stock_code,
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"stock_name": journal.stock_name,
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"journal_date": journal.journal_date.isoformat() if journal.journal_date else None,
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"content": journal.content,
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"strategy_name": journal.strategy_name,
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"mood": journal.mood,
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"tags": journal.tags,
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"created_at": journal.created_at.isoformat() if journal.created_at else None,
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}
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