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193 Commits

Author SHA1 Message Date
agentson
273a3c182a refactor: simplify timestamp normalization after non-null validation (#329)
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2026-03-01 09:50:45 +09:00
agentson
701350fb65 feat: switch backtest triple barrier to calendar-minute horizon (#329)
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2026-03-01 09:44:24 +09:00
agentson
0ceb2dfdc9 feat: revalidate blackout recovery orders by price/session context (#328)
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2026-03-01 09:33:28 +09:00
agentson
5facd22ef9 feat: reload session risk profile on session transitions (#327)
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2026-02-28 21:04:06 +09:00
agentson
62cd8a81a4 feat: feed staged-exit with ATR/RSI runtime features (#325)
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2026-02-28 20:58:23 +09:00
agentson
8bba85da1e feat: add KR ATR-based dynamic hard-stop threshold (#318)
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2026-02-28 18:30:52 +09:00
agentson
82808a8493 feat: enforce stop-loss reentry cooldown window (#319) 2026-02-28 18:24:28 +09:00
jihoson
9456d66de4 Merge pull request 'feat: US minimum price entry filter (#320)' (#340) from feature/issue-320-us-min-price-filter into feature/v3-session-policy-stream
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Reviewed-on: #340
 2026-02-28 18:22:28 +09:00
jihoson
33b97f21ac Merge pull request 'fix: log blackout recovery executions to DB (#324)' (#339) from feature/issue-324-blackout-recovery-trade-log into feature/v3-session-policy-stream
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Reviewed-on: #339
 2026-02-28 18:22:11 +09:00
jihoson
3b135c3080 Merge pull request 'fix: SELL outcome PnL uses sell quantity (#322)' (#337) from feature/issue-322-sell-pnl-sell-qty into feature/v3-session-policy-stream
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Reviewed-on: #337
 2026-02-28 18:21:34 +09:00
agentson
92261da414 fix: include exchange_code in latest BUY matching key (#323)
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2026-02-28 17:17:21 +09:00
agentson
fd0246769a test: add sell qty fallback guard and quantity-basis coverage (#322)
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2026-02-28 17:13:56 +09:00
jihoson
ea7260d574 Merge pull request 'feat: explicit session_id propagation in logs (#326)' (#336) from feature/issue-326-session-id-explicit-propagation into feature/v3-session-policy-stream
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Reviewed-on: #336
 2026-02-28 17:07:34 +09:00
jihoson
a2855e286e Merge pull request 'feat: minute-based triple barrier horizon (#329)' (#334) from feature/issue-329-triple-barrier-minutes into feature/v3-session-policy-stream
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Reviewed-on: #334
 2026-02-28 17:06:31 +09:00
agentson
08607eaa56 feat: block US BUY entries below minimum price threshold (#320)
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2026-02-28 14:40:19 +09:00
agentson
5c107d2435 fix: persist blackout recovery executions to trades log (#324)
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2026-02-28 14:39:30 +09:00
agentson
6d7e6557d2 fix: compute SELL decision outcome using sell quantity (#322)
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2026-02-28 14:38:10 +09:00
agentson
11b9ad126f feat: propagate runtime session_id across decision and trade logs (#326)
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2026-02-28 14:37:32 +09:00
agentson
c641097fe7 feat: support minute-based triple barrier horizon (#329)
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2026-02-28 14:35:55 +09:00
agentson
2f3b2149d5 fix: add syntax guard for evolved strategy generation (#321)
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2026-02-28 14:35:35 +09:00
agentson
c00525eb4d feat: integrate v2 backtest pipeline for triple barrier and walk-forward (#305)
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2026-02-27 23:58:52 +09:00
agentson
98dab2e06e fix: apply staged exit semantics in runtime paths (#304)
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2026-02-27 23:48:52 +09:00
agentson
4a404875a9 fix: include extended KR/US sessions in realtime market scheduling (#301) 2026-02-27 22:30:13 +09:00
agentson
2742628b78 feat: prioritize kill-switch over overnight exception policy (TASK-CODE-012) 2026-02-27 08:55:24 +09:00
agentson
694d73b212 fix: lazy session resolver and one-time session_id backfill 2026-02-27 08:51:00 +09:00
agentson
b2b02b6f57 feat: enforce session_id persistence in trade ledger (TASK-CODE-007) 2026-02-27 08:49:04 +09:00
agentson
34cf081c96 fix: backfill split pnl migration and harden partial pnl inputs 2026-02-27 08:46:22 +09:00
agentson
7bc4e88335 feat: separate strategy and fx pnl fields in trade logs (TASK-CODE-011) 2026-02-27 08:44:05 +09:00
agentson
13ba9e8081 fix: validate execution assumption ranges in backtest model 2026-02-27 08:41:56 +09:00
agentson
5b52f593a8 feat: add conservative backtest execution simulator (TASK-CODE-010) 2026-02-27 08:40:23 +09:00
agentson
2331d80915 fix: reject non-finite backtest cost assumptions 2026-02-27 08:36:38 +09:00
agentson
7d72669cb8 feat: enforce mandatory backtest cost assumptions (TASK-CODE-006) 2026-02-27 08:34:44 +09:00
agentson
dc70311aed fix: keep embargo tied to accepted folds and enforce PR-comment decision logs 2026-02-27 08:32:09 +09:00
agentson
e56819e9e2 feat: add walk-forward splitter with purge and embargo controls (TASK-CODE-005) 2026-02-27 08:28:11 +09:00
agentson
b206c23fc9 fix: scope USD buffer guard to US markets and add boundary tests 2026-02-27 00:52:44 +09:00
agentson
4d9f3e2cfc feat: enforce overseas buy guard with USD buffer threshold (TASK-V3-014) 2026-02-27 00:50:12 +09:00
agentson
9f64c9944a fix: correct short-side tie-break semantics in triple barrier 2026-02-27 00:47:09 +09:00
agentson
bb391d502c feat: add triple barrier labeler with first-touch logic (TASK-CODE-004) 2026-02-27 00:45:18 +09:00
agentson
0a4e69d40c fix: record kill switch cancel failures and add failure-path tests 2026-02-27 00:41:13 +09:00
agentson
25401ac132 feat: enforce operational kill switch callbacks in runtime flow (TASK-CODE-003) 2026-02-27 00:38:26 +09:00
agentson
356d085ab0 feat: implement blackout queue and recovery revalidation (TASK-CODE-008) 2026-02-27 00:31:29 +09:00
agentson
df6baee7f1 feat: add session-aware order policy guard for low-liquidity market-order rejection (#279) 2026-02-27 00:13:47 +09:00
agentson
5050a4cf84 fix: address reviewer feedback for kill-switch enforcement and observability (#275)
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2026-02-26 23:46:02 +09:00
agentson
4987b6393a feat: implement phase1 state machine, composite exits, and kill-switch orchestration (#275)
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2026-02-26 23:22:58 +09:00
agentson
6ff887c047 fix: 해외 매수가능금액 ord_psbl_frcr_amt → ovrs_ord_psbl_amt 교체 (#269)
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외화 예수금만 반영하는 ord_psbl_frcr_amt 대신
미결제 매도 대금(sll_ruse_psbl_amt)을 포함하는
ovrs_ord_psbl_amt (앱 '외화' 기준 통합 주문가능금액)를 사용하도록 수정.

실제 API 응답 확인:
  ord_psbl_frcr_amt  = $139.25  (외화 예수금만)
  sll_ruse_psbl_amt  = $7292.70 (미결제 매도 대금)
  ovrs_ord_psbl_amt  = $7391.30 (합산, 원화 미포함)

원화 환산(frcr_ord_psbl_amt1)은 요구사항에 따라 사용하지 않음.
출처: KIS 공식문서(20260221) '해외주식 매수가능금액조회' 시트.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-02-26 02:01:13 +09:00
agentson
9d7ca12275 fix: 홀딩 종목 volume_ratio를 price API high/low 실데이터로 계산 (#267)
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candidate 없는 해외 홀딩 종목(NVDA 등)에 대해 이미 호출된
get_overseas_price 응답의 high/low를 활용하여 scanner와 동일한 방식으로
volume_ratio 계산:

  intraday_range_pct = (high - low) / price * 100
  volume_ratio = max(1.0, volatility_pct / 2.0)

high/low 미제공 시(국내 종목, API 미응답) 기존 기본값 1.0 유지.
implied_rsi는 이미 실API price_change_pct(rate 필드) 기반.

tests/test_main.py: 해외 홀딩 종목 volume_ratio 계산 검증 테스트 추가

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-02-26 01:45:22 +09:00
agentson
ccb00ee77d fix: 로그 WARNING 2종 수정 - scanner 오해 메시지 및 홀딩 종목 rsi 누락 (#267)
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1. WARNING → DEBUG: fallback_stocks 없어도 overseas ranking API로 scanner
   정상 동작하므로 오해를 주는 WARNING 레벨을 DEBUG로 낮춤 (2곳)

2. 홀딩 종목 market_data 보강: scanner를 통하지 않은 종목(NVDA 등)에
   price_change_pct 기반 implied_rsi와 volume_ratio=1.0 기본값 설정,
   scenario_engine 조건 평가 완전화

3. test_main.py: 새로운 동작에 맞게 관련 테스트 2개 업데이트

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-02-26 01:39:45 +09:00
agentson
df12be1305 fix: 해외 cash=0.00 및 get_open_position HOLD 필터링 수정 (#264, #265)
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## 변경사항

### #264 — 해외 매수가능금액 조회 API 교체 (frcr_dncl_amt_2 → inquire-psamount)
- TTTS3012R (해외주식 잔고) output2에 frcr_dncl_amt_2 필드가 존재하지 않아
  총 가용 현금이 항상 0.00으로 산출되는 문제 수정
- OverseasBroker에 get_overseas_buying_power() 메서드 추가
  (TR_ID: 실전 TTTS3007R / 모의 VTTS3007R, ord_psbl_frcr_amt 반환)
- main.py trading_cycle() 및 daily cycle 모두 수정
- 출처: 한국투자증권 오픈API 전체문서 (20260221) — 해외주식 매수가능금액조회 시트

### #265 — get_open_position() HOLD 레코드 필터링 추가
- HOLD 결정도 trades 테이블에 저장되어 BUY 이후 HOLD 기록 시
  최신 레코드가 HOLD → get_open_position이 None 반환하는 문제 수정
- 쿼리에 AND action IN ('BUY', 'SELL') 필터 추가
- HOLD 레코드를 제외하고 마지막 BUY/SELL 기록만 확인

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-02-26 01:29:46 +09:00
agentson
7aa5fedc12 fix: market_data에 unrealized_pnl_pct/holding_days 추가하여 SELL 시나리오 정상화 (#259)
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trading_cycle()의 market_data에 보유 포지션 정보가 없어
Condition requires 'unrealized_pnl_pct' but key missing from market_data 경고 발생.
보유 종목(NVDA 등)의 take-profit/stop-loss 시나리오가 평가 불가하여 HOLD(confidence=0) 고착.

- get_open_position()에 timestamp 컬럼 추가
- market_data 구성 시 open_position 조회 후 아래 키 추가:
  - unrealized_pnl_pct: (current_price - entry_price) / entry_price * 100
  - holding_days: 매수일로부터 경과 일수

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-02-26 00:23:28 +09:00
agentson
8af5f564c3 fix: ranking API 필수 파라미터 KEYB 추가 및 GUBN 값 수정 (#258)
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KIS 공식 문서(20260221) 기준 KEYB(NEXT KEY BUFF)는 Required=Y이나
누락되어 있어 항상 rt_cd=2 오류 발생, fallback 경로로만 실행됨.

- fluctuation/volume 양쪽 params에 KEYB: '' 추가
- GUBN 주석 수정: 0=하락율, 1=상승율 (문서 기준)
- GUBN 값 0→1 수정: 상승율 기준으로 변동성 급등 종목 스캔

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-02-26 00:19:55 +09:00