shuim
de7921d270
## 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>
387 lines
16 KiB
Python
387 lines
16 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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- StrategyConfig: 전략 파라미터 DB 관리 (하드코딩 대체)
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- ExchangeRate: 환율 이력
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- UsStockUniverse: 미국 주식 종목 유니버스
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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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consecutive_losses = Column(Integer, default=0)
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consecutive_wins = Column(Integer, default=0)
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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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is_paused = Column(Boolean, default=False)
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pause_reason = Column(String(200), nullable=True)
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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))
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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 StrategyConfig(Base):
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"""전략 파라미터 DB 관리 테이블
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config.py의 하드코딩된 전략 파라미터를 DB에서 관리.
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- 재시작 없이 파라미터 실시간 변경 가능
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- DB 값 없으면 config.py 기본값 자동 fallback
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- strategy_config_service.get() 으로 접근
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[그룹 분류]
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- INDICATOR : RSI, 볼린저, MA, ATR, ADX 등 기술적 지표 파라미터
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- RISK : 손절/익절, MDD, 포지션 크기, 연속손실 등 리스크 파라미터
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- FILTER : 과열필터, 하락장필터, 트렌드필터 등 매매 필터
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- DAY_TRADE : 데이트레이딩 세부 파라미터
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- MEAN_REVERSION : 평균회귀 전략 파라미터
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- GENERAL : 기타 일반 파라미터
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"""
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__tablename__ = "strategy_configs"
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__table_args__ = (
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UniqueConstraint('key', name='uq_strategy_config_key'),
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)
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id = Column(Integer, primary_key=True, index=True)
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# 파라미터 식별
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key = Column(String(100), nullable=False, unique=True, index=True) # ex: RSI_PERIOD
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group = Column(String(50), nullable=False, index=True) # INDICATOR / RISK / FILTER / DAY_TRADE / MEAN_REVERSION / GENERAL
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label = Column(String(200), nullable=False) # UI 표시 이름 (한글 가능)
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description = Column(Text, nullable=True) # 파라미터 설명
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# 값 관리
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value_type = Column(String(20), nullable=False) # int / float / bool / str
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value = Column(String(500), nullable=False) # 실제 값 (문자열로 저장, 타입 캐스팅은 서비스 레이어)
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default_value = Column(String(500), nullable=False) # config.py 기본값 (참조용)
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# 유효성 검증
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min_value = Column(String(100), nullable=True) # 최솟값 (선택)
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max_value = Column(String(100), nullable=True) # 최댓값 (선택)
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# 상태
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is_active = Column(Boolean, default=True, nullable=False) # False면 기본값 사용
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updated_by = Column(String(100), nullable=True) # 마지막 수정자
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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))
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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)
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exit_reason = Column(Text)
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signals = Column(JSONB)
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entry_trade_id = Column(Integer, nullable=True)
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slippage = Column(Numeric(15, 2), nullable=True)
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commission = Column(Numeric(15, 2), nullable=True)
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net_profit_loss = Column(Numeric(15, 2), nullable=True)
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profit_loss_rate = Column(Numeric(10, 4), nullable=True)
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# 전략 구분: 'swing' | 'daytrading' | 'kosdaq_scan' | 'short_term'
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strategy_type = Column(String(20), nullable=False, default="swing", index=True)
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currency_code = Column(String(3), nullable=False, default="KRW")
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exchange_code = Column(String(10), nullable=True)
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fx_rate = Column(Numeric(10, 4), nullable=True) # 체결 시점 환율
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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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market = Column(String(10), nullable=True, default="KRX")
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# 전략 구분: 'swing' | 'daytrading'
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strategy_type = Column(String(20), nullable=False, default="swing", index=True)
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currency_code = Column(String(3), nullable=False, default="KRW")
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exchange_code = Column(String(10), nullable=True) # NASD, NYSE, AMEX, KRX
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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(BigInteger)
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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)) # positive / negative / neutral
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sentiment_score = Column(Numeric(5, 3), nullable=True) # -1.000 ~ +1.000
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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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current_price = Column(Integer, nullable=False)
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change_rate = Column(Numeric(10, 4))
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volume = Column(BigInteger)
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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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signals = Column(JSONB)
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score = Column(Integer, default=0)
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atr_14 = Column(Numeric(15, 2), nullable=True)
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adx_14 = Column(Numeric(10, 2), nullable=True)
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ml_score = Column(Integer, nullable=True)
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ml_confidence = Column(Numeric(5, 4), nullable=True)
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ml_signal = Column(String(10), nullable=True)
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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, index=True) # [FIX] 인덱스 추가
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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", index=True) # [FIX] 인덱스 추가
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remaining_pct = Column(Numeric(5, 2), default=1.0)
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highest_since_entry = Column(Numeric(15, 2), nullable=True)
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strategy_name = Column(String(100), nullable=True)
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currency_code = Column(String(3), nullable=False, default="KRW")
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exchange_code = Column(String(10), nullable=True) # NASD, NYSE, AMEX, KRX
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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 ExchangeRate(Base):
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"""환율 이력 테이블"""
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__tablename__ = "exchange_rates"
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id = Column(Integer, primary_key=True, index=True)
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currency_pair = Column(String(7), nullable=False, index=True) # USD/KRW
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rate = Column(Numeric(12, 4), nullable=False)
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source = Column(String(50), default="KIS")
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recorded_at = Column(DateTime, default=datetime.utcnow, index=True)
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class UsStockUniverse(Base):
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"""미국 주식 종목 유니버스"""
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__tablename__ = "us_stock_universe"
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__table_args__ = (
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UniqueConstraint('ticker', name='uq_us_ticker'),
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)
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id = Column(Integer, primary_key=True, index=True)
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ticker = Column(String(10), nullable=False, index=True)
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company_name = Column(String(200), nullable=False)
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exchange = Column(String(10), nullable=False) # NASD, NYSE, AMEX
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sector = Column(String(100), nullable=True)
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market_cap = Column(BigInteger, nullable=True)
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is_active = Column(Boolean, default=True, index=True)
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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)
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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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__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)
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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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__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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__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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class StrategyOptimizationLog(Base):
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"""전략 자동 최적화 실행 이력"""
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__tablename__ = "strategy_optimization_logs"
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|
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id = Column(Integer, primary_key=True, index=True)
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run_date = Column(Date, nullable=False, index=True)
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trigger = Column(String(20), nullable=False, default="auto") # auto / manual
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period_days = Column(Integer, nullable=False, default=90)
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best_params = Column(JSONB, nullable=True)
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best_sharpe = Column(Numeric(10, 4), nullable=True)
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best_win_rate = Column(Numeric(10, 4), nullable=True)
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best_mdd = Column(Numeric(10, 4), nullable=True)
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current_sharpe = Column(Numeric(10, 4), nullable=True)
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previous_params = Column(JSONB, nullable=True)
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applied = Column(Boolean, default=False, nullable=False)
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|
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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