docs: restructure audit docs and create loss recovery action plan (#331)
- Clean up 80_implementation_audit.md: remove review history (6.1/6.2), extract SQL queries, condense data quality section - Create 85_loss_recovery_action_plan.md with 13 action items across 3 phases (Phase 1: stop bleeding, Phase 2: data integrity + v2, Phase 3: v3 session optimization) - Extract standard audit SQL queries to scripts/audit_queries.sql - Update docs/ouroboros/README.md with 85_ link - Create Gitea issues #318-#330 for all 13 action items Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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agentson
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scripts/audit_queries.sql
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scripts/audit_queries.sql
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-- audit_queries.sql
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-- 용도: 80_implementation_audit.md 성과표 재현을 위한 표준 집계 SQL
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-- 대상 DB: trading.db (SQLite)
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-- 기간: 2026-02-25 ~ 2026-02-28 (UTC)
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-- 참조: docs/ouroboros/80_implementation_audit.md Section 3
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------------------------------------------------------------------------
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-- Base: 기간 + LIVE + SELL + 직전 BUY 메타 매칭
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------------------------------------------------------------------------
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-- 모든 후속 쿼리의 기반이 되는 CTE.
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-- prev_buy_rationale: 직전 BUY의 rationale (startup-sync 분류용)
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-- prev_buy_qty: 직전 BUY 수량 (수량 일치 무결성 필터용)
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------------------------------------------------------------------------
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WITH base AS (
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SELECT *
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FROM trades
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WHERE mode='live'
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AND action='SELL'
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AND timestamp >= '2026-02-25T00:00:00+00:00'
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AND timestamp < '2026-02-28T00:00:00+00:00'
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),
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labeled AS (
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SELECT
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s.id,
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s.timestamp,
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s.stock_code,
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s.market,
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s.exchange_code,
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s.quantity AS sell_qty,
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s.price AS sell_price,
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s.pnl,
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COALESCE((
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SELECT b.rationale
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FROM trades b
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WHERE b.mode='live'
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AND b.action='BUY'
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AND b.stock_code=s.stock_code
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AND b.market=s.market
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AND b.timestamp < s.timestamp
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ORDER BY b.timestamp DESC, b.id DESC
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LIMIT 1
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), '') AS prev_buy_rationale,
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(
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SELECT b.quantity
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FROM trades b
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WHERE b.mode='live'
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AND b.action='BUY'
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AND b.stock_code=s.stock_code
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AND b.market=s.market
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AND b.timestamp < s.timestamp
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ORDER BY b.timestamp DESC, b.id DESC
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LIMIT 1
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) AS prev_buy_qty
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FROM base s
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)
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SELECT * FROM labeled;
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------------------------------------------------------------------------
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-- Q1) 통화 분리 손익 (KRW/USD 혼합 금지)
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------------------------------------------------------------------------
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WITH base AS (
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SELECT * FROM trades
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WHERE mode='live' AND action='SELL'
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AND timestamp >= '2026-02-25T00:00:00+00:00'
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AND timestamp < '2026-02-28T00:00:00+00:00'
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),
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labeled AS (
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SELECT s.*,
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s.quantity AS sell_qty,
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COALESCE((SELECT b.rationale FROM trades b
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WHERE b.mode='live' AND b.action='BUY'
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AND b.stock_code=s.stock_code AND b.market=s.market
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AND b.timestamp < s.timestamp
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ORDER BY b.timestamp DESC, b.id DESC LIMIT 1), '') AS prev_buy_rationale,
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(SELECT b.quantity FROM trades b
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WHERE b.mode='live' AND b.action='BUY'
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AND b.stock_code=s.stock_code AND b.market=s.market
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AND b.timestamp < s.timestamp
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ORDER BY b.timestamp DESC, b.id DESC LIMIT 1) AS prev_buy_qty
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FROM base s
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)
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SELECT
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CASE WHEN market='KR' THEN 'KRW' ELSE 'USD' END AS ccy,
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COUNT(*) AS sells,
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ROUND(SUM(pnl),2) AS pnl_sum
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FROM labeled
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GROUP BY ccy
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ORDER BY ccy;
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------------------------------------------------------------------------
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-- Q2) 기존 보유(startup-sync) 제외 성과
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------------------------------------------------------------------------
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WITH base AS (
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SELECT * FROM trades
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WHERE mode='live' AND action='SELL'
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AND timestamp >= '2026-02-25T00:00:00+00:00'
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AND timestamp < '2026-02-28T00:00:00+00:00'
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),
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labeled AS (
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SELECT s.*,
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s.quantity AS sell_qty,
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COALESCE((SELECT b.rationale FROM trades b
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WHERE b.mode='live' AND b.action='BUY'
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AND b.stock_code=s.stock_code AND b.market=s.market
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AND b.timestamp < s.timestamp
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ORDER BY b.timestamp DESC, b.id DESC LIMIT 1), '') AS prev_buy_rationale,
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(SELECT b.quantity FROM trades b
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WHERE b.mode='live' AND b.action='BUY'
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AND b.stock_code=s.stock_code AND b.market=s.market
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AND b.timestamp < s.timestamp
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ORDER BY b.timestamp DESC, b.id DESC LIMIT 1) AS prev_buy_qty
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FROM base s
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)
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SELECT
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CASE WHEN market='KR' THEN 'KRW' ELSE 'USD' END AS ccy,
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COUNT(*) AS sells,
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ROUND(SUM(pnl),2) AS pnl_sum
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FROM labeled
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WHERE prev_buy_rationale NOT LIKE '[startup-sync]%'
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GROUP BY ccy
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ORDER BY ccy;
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------------------------------------------------------------------------
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-- Q3) 수량 일치 체결만 포함 (무결성 필터)
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------------------------------------------------------------------------
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WITH base AS (
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SELECT * FROM trades
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WHERE mode='live' AND action='SELL'
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AND timestamp >= '2026-02-25T00:00:00+00:00'
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AND timestamp < '2026-02-28T00:00:00+00:00'
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),
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labeled AS (
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SELECT s.*,
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s.quantity AS sell_qty,
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COALESCE((SELECT b.rationale FROM trades b
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WHERE b.mode='live' AND b.action='BUY'
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AND b.stock_code=s.stock_code AND b.market=s.market
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AND b.timestamp < s.timestamp
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ORDER BY b.timestamp DESC, b.id DESC LIMIT 1), '') AS prev_buy_rationale,
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(SELECT b.quantity FROM trades b
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WHERE b.mode='live' AND b.action='BUY'
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AND b.stock_code=s.stock_code AND b.market=s.market
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AND b.timestamp < s.timestamp
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ORDER BY b.timestamp DESC, b.id DESC LIMIT 1) AS prev_buy_qty
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FROM base s
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)
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SELECT
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CASE WHEN market='KR' THEN 'KRW' ELSE 'USD' END AS ccy,
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COUNT(*) AS sells,
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ROUND(SUM(pnl),2) AS pnl_sum
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FROM labeled
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WHERE prev_buy_qty = sell_qty
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GROUP BY ccy
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ORDER BY ccy;
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------------------------------------------------------------------------
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-- Q4) 이상치 목록 (수량 불일치)
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------------------------------------------------------------------------
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WITH base AS (
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SELECT * FROM trades
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WHERE mode='live' AND action='SELL'
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AND timestamp >= '2026-02-25T00:00:00+00:00'
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AND timestamp < '2026-02-28T00:00:00+00:00'
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),
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labeled AS (
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SELECT s.id, s.timestamp, s.stock_code, s.market, s.quantity AS sell_qty, s.pnl,
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(SELECT b.quantity FROM trades b
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WHERE b.mode='live' AND b.action='BUY'
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AND b.stock_code=s.stock_code AND b.market=s.market
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AND b.timestamp < s.timestamp
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ORDER BY b.timestamp DESC, b.id DESC LIMIT 1) AS prev_buy_qty
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FROM base s
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)
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SELECT
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id, timestamp, stock_code, market, sell_qty, prev_buy_qty, ROUND(pnl,2) AS pnl
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FROM labeled
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WHERE prev_buy_qty IS NOT NULL
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AND prev_buy_qty != sell_qty
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ORDER BY ABS(pnl) DESC;
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