galaxis-po/backend/app/api/screening.py

from datetime import date
from typing import List, Optional

from fastapi import APIRouter, Depends, HTTPException, Query
from sqlalchemy.orm import Session

from app.core.database import get_db
from app.api.deps import CurrentUser
from app.models.screening import ScreeningSignal, AutoOrder
from app.schemas.screening import (
    ScreeningSignalResponse, AutoOrderResponse, WatchlistItem, ScreeningSummary,
)

router = APIRouter(tags=["screening"])


@router.get("/api/screening/today", response_model=List[ScreeningSignalResponse])
async def get_today_screening(
    current_user: CurrentUser,
    db: Session = Depends(get_db),
):
    today = date.today()
    signals = (
        db.query(ScreeningSignal)
        .filter(ScreeningSignal.screen_date == today)
        .order_by(ScreeningSignal.ticker)
        .all()
    )
    return signals


@router.get("/api/screening/history", response_model=List[ScreeningSignalResponse])
async def get_screening_history(
    current_user: CurrentUser,
    db: Session = Depends(get_db),
    start_date: Optional[date] = Query(None),
    end_date: Optional[date] = Query(None),
    ticker: Optional[str] = Query(None),
    status: Optional[str] = Query(None),
    limit: int = Query(100, ge=1, le=1000),
):
    query = db.query(ScreeningSignal)
    if start_date:
        query = query.filter(ScreeningSignal.screen_date >= start_date)
    if end_date:
        query = query.filter(ScreeningSignal.screen_date <= end_date)
    if ticker:
        query = query.filter(ScreeningSignal.ticker == ticker)
    if status:
        query = query.filter(ScreeningSignal.status == status)
    signals = (
        query.order_by(ScreeningSignal.screen_date.desc(), ScreeningSignal.ticker)
        .limit(limit)
        .all()
    )
    return signals


@router.get("/api/screening/watchlist", response_model=List[WatchlistItem])
async def get_watchlist(
    current_user: CurrentUser,
    db: Session = Depends(get_db),
):
    signals = (
        db.query(ScreeningSignal)
        .filter(ScreeningSignal.status.in_(["pending", "watching"]))
        .order_by(ScreeningSignal.screen_date.desc(), ScreeningSignal.ticker)
        .all()
    )
    return signals


@router.post("/api/screening/execute", response_model=dict)
async def execute_screening(
    current_user: CurrentUser,
    db: Session = Depends(get_db),
    execute_orders: bool = Query(False, description="true일 때만 KIS 주문 전송"),
):
    from app.core.config import get_settings
    from app.services.trading.kis_executor import KISTradeExecutor
    from app.models.stock import Price
    from app.services.strategy.kospi_screener import KJBScreeningSignalGenerator
    from jobs.screening_job import _latest_price_date, _price_rows_to_frame
    from datetime import datetime, timedelta

    settings = get_settings()
    if not settings.kis_app_key or not settings.kis_app_secret:
        raise HTTPException(status_code=400, detail="KIS API credentials not configured")

    watching = (
        db.query(ScreeningSignal)
        .filter(ScreeningSignal.status.in_(["pending", "watching"]))
        .all()
    )
    if not watching:
        return {"message": "No watching signals to execute", "orders": [], "execute_orders": execute_orders}

    executor = KISTradeExecutor(
        app_key=settings.kis_app_key,
        app_secret=settings.kis_app_secret,
        account_no=settings.kis_account_no,
        paper_trade=settings.kis_paper_trade,
    )

    balance = executor.get_account_balance()
    capital = balance.total_amount or balance.available_amount
    if capital <= 0:
        raise HTTPException(status_code=400, detail="KIS account balance unavailable")

    signal_gen = KJBScreeningSignalGenerator()
    latest_date = _latest_price_date(db, market="KOSPI") or date.today()
    held_tickers = {position.ticker for position in executor.get_positions()}

    results = []
    for signal in watching:
        if signal.ticker in held_tickers:
            results.append({
                "ticker": signal.ticker,
                "success": False,
                "status": "skipped",
                "message": "Already held",
            })
            continue

        rows = (
            db.query(Price)
            .filter(
                Price.ticker == signal.ticker,
                Price.date >= (signal.screen_date - timedelta(days=20)),
                Price.date <= latest_date,
            )
            .order_by(Price.date)
            .all()
        )
        price_df = _price_rows_to_frame(rows)
        entry = signal_gen.check_entry(signal.ticker, price_df, signal.screen_date)
        if not entry:
            results.append({
                "ticker": signal.ticker,
                "success": False,
                "status": "waiting",
                "message": "Entry condition not met",
            })
            continue

        entry_price = float(entry["entry_price"])
        stop_price = float(entry["stop_price"])
        qty = signal_gen.calculate_position_size(
            entry_price=entry_price,
            stop_price=stop_price,
            capital=capital,
            risk_pct=settings.screening_risk_pct,
        )
        max_qty_by_order = int(settings.screening_max_order_amount / entry_price)
        qty = min(qty, max_qty_by_order)
        if qty <= 0:
            results.append({
                "ticker": signal.ticker,
                "success": False,
                "status": "skipped",
                "entry_price": entry_price,
                "stop_price": stop_price,
                "qty": 0,
                "message": "Calculated quantity is zero",
            })
            continue

        signal.entry_date = entry["entry_date"].date() if hasattr(entry["entry_date"], "date") else entry["entry_date"]
        signal.entry_price = entry_price

        if not execute_orders:
            signal.status = "watching"
            results.append({
                "ticker": signal.ticker,
                "success": True,
                "status": "planned",
                "entry_price": entry_price,
                "stop_price": stop_price,
                "qty": qty,
                "risk_amount": (entry_price - stop_price) * qty,
                "message": "Dry-run only. Add execute_orders=true to place KIS order.",
            })
            continue

        order = executor.place_buy_order(ticker=signal.ticker, qty=qty, price=int(entry_price))
        auto_order = AutoOrder(
            order_date=datetime.now(),
            ticker=signal.ticker,
            order_type="buy",
            qty=qty,
            price=entry_price,
            order_no=order.order_no,
            status="filled" if order.success else "rejected",
            screening_signal_id=signal.id,
        )
        db.add(auto_order)
        if order.success:
            signal.status = "entered"
            held_tickers.add(signal.ticker)
        results.append({
            "ticker": signal.ticker,
            "success": order.success,
            "status": "ordered" if order.success else "rejected",
            "order_no": order.order_no,
            "entry_price": entry_price,
            "stop_price": stop_price,
            "qty": qty,
            "message": order.message,
        })

    db.commit()
    ordered_count = sum(1 for item in results if item.get("status") == "ordered")
    planned_count = sum(1 for item in results if item.get("status") == "planned")
    return {
        "message": f"ordered={ordered_count}, planned={planned_count}, total={len(results)}",
        "execute_orders": execute_orders,
        "orders": results,
    }


@router.get("/api/trading/orders", response_model=List[AutoOrderResponse])
async def get_orders(
    current_user: CurrentUser,
    db: Session = Depends(get_db),
    limit: int = Query(100, ge=1, le=1000),
):
    orders = (
        db.query(AutoOrder)
        .order_by(AutoOrder.order_date.desc())
        .limit(limit)
        .all()
    )
    return orders


@router.get("/api/trading/positions", response_model=dict)
async def get_trading_positions(
    current_user: CurrentUser,
):
    from app.core.config import get_settings
    from app.services.trading.kis_executor import KISTradeExecutor

    settings = get_settings()
    if not settings.kis_app_key or not settings.kis_app_secret:
        raise HTTPException(status_code=400, detail="KIS API credentials not configured")

    executor = KISTradeExecutor(
        app_key=settings.kis_app_key,
        app_secret=settings.kis_app_secret,
        account_no=settings.kis_account_no,
        paper_trade=settings.kis_paper_trade,
    )
    positions = executor.get_positions()
    return {"positions": [
        {
            "ticker": p.ticker,
            "name": p.name,
            "qty": p.qty,
            "avg_price": p.avg_price,
            "current_price": p.current_price,
            "pnl_amount": p.pnl_amount,
            "pnl_rate": p.pnl_rate,
        }
        for p in positions
    ]}


@router.get("/api/trading/balance", response_model=dict)
async def get_trading_balance(
    current_user: CurrentUser,
):
    from app.core.config import get_settings
    from app.services.trading.kis_executor import KISTradeExecutor

    settings = get_settings()
    if not settings.kis_app_key or not settings.kis_app_secret:
        raise HTTPException(status_code=400, detail="KIS API credentials not configured")

    executor = KISTradeExecutor(
        app_key=settings.kis_app_key,
        app_secret=settings.kis_app_secret,
        account_no=settings.kis_account_no,
        paper_trade=settings.kis_paper_trade,
    )
    balance = executor.get_account_balance()
    return {
        "total_amount": balance.total_amount,
        "available_amount": balance.available_amount,
        "stock_amount": balance.stock_amount,
        "pnl_amount": balance.pnl_amount,
    }