From 62ac92eaaf4718e7915338c58efe7d14f241e8a7 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?=EB=A8=B8=EB=8B=88=ED=8E=98=EB=8B=88?=
 <moneypenny@meonipeniui-Macmini.local>
Date: Wed, 18 Mar 2026 20:57:43 +0900
Subject: [PATCH] feat: add minimum trade amount filter to rebalancing
 calculation

Add min_trade_amount parameter (default 10,000 KRW) to rebalance/calculate
endpoint. Trades below this threshold are converted to hold actions to avoid
inefficient micro-trades during rebalancing.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
---
 backend/app/api/portfolio.py             |  1 +
 backend/app/schemas/portfolio.py         |  1 +
 backend/app/services/rebalance.py        | 23 +++++++++---
 backend/tests/e2e/test_rebalance_flow.py | 45 ++++++++++++++++++++++++
 4 files changed, 65 insertions(+), 5 deletions(-)

diff --git a/backend/app/api/portfolio.py b/backend/app/api/portfolio.py
index f9f7fed..3d1ee3a 100644
--- a/backend/app/api/portfolio.py
+++ b/backend/app/api/portfolio.py
@@ -366,6 +366,7 @@ async def calculate_rebalance_manual(
         strategy=data.strategy,
         manual_prices=data.prices,
         additional_amount=data.additional_amount,
+        min_trade_amount=data.min_trade_amount,
     )
 
 
diff --git a/backend/app/schemas/portfolio.py b/backend/app/schemas/portfolio.py
index 8760f81..b96df2d 100644
--- a/backend/app/schemas/portfolio.py
+++ b/backend/app/schemas/portfolio.py
@@ -208,6 +208,7 @@ class RebalanceCalculateRequest(BaseModel):
     strategy: str = Field(..., pattern="^(full_rebalance|additional_buy)$")
     prices: Optional[dict[str, Decimal]] = None
     additional_amount: Optional[Decimal] = Field(None, ge=0)
+    min_trade_amount: Optional[Decimal] = Field(default=Decimal("10000"), ge=0)
 
 
 class RebalanceCalculateItem(BaseModel):
diff --git a/backend/app/services/rebalance.py b/backend/app/services/rebalance.py
index ae2bc53..1a9c47c 100644
--- a/backend/app/services/rebalance.py
+++ b/backend/app/services/rebalance.py
@@ -193,6 +193,7 @@ class RebalanceService:
         strategy: str,
         manual_prices: Optional[Dict[str, Decimal]] = None,
         additional_amount: Optional[Decimal] = None,
+        min_trade_amount: Optional[Decimal] = None,
     ):
         """Calculate rebalance with optional manual prices and strategy selection."""
         from app.schemas.portfolio import RebalanceCalculateItem, RebalanceCalculateResponse
@@ -228,17 +229,29 @@ class RebalanceService:
                 current_values, total_assets, stock_names,
                 prev_prices, start_prices,
             )
-            return RebalanceCalculateResponse(
-                portfolio_id=portfolio.id,
-                total_assets=total_assets,
-                items=items,
-            )
         else:  # additional_buy
             items = self._calc_additional_buy(
                 all_tickers, targets, holdings, current_prices,
                 current_values, total_assets, additional_amount,
                 stock_names, prev_prices, start_prices,
             )
+
+        # Filter out trades below min_trade_amount
+        if min_trade_amount and min_trade_amount > 0:
+            for item in items:
+                if item.action != "hold":
+                    trade_value = abs(item.diff_quantity) * item.current_price
+                    if trade_value < min_trade_amount:
+                        item.diff_quantity = 0
+                        item.action = "hold"
+
+        if strategy == "full_rebalance":
+            return RebalanceCalculateResponse(
+                portfolio_id=portfolio.id,
+                total_assets=total_assets,
+                items=items,
+            )
+        else:
             return RebalanceCalculateResponse(
                 portfolio_id=portfolio.id,
                 total_assets=total_assets,
diff --git a/backend/tests/e2e/test_rebalance_flow.py b/backend/tests/e2e/test_rebalance_flow.py
index f795104..f663db8 100644
--- a/backend/tests/e2e/test_rebalance_flow.py
+++ b/backend/tests/e2e/test_rebalance_flow.py
@@ -158,3 +158,48 @@ def test_apply_rebalance_insufficient_quantity(client: TestClient, auth_headers)
         headers=auth_headers,
     )
     assert response.status_code == 400
+
+
+def test_min_trade_amount_filters_small_trades(client: TestClient, auth_headers):
+    """min_trade_amount 미만 거래는 hold로 변경된다."""
+    pid = _setup_portfolio_with_holdings(client, auth_headers)
+
+    # With very high min_trade_amount, all trades should become hold
+    response = client.post(
+        f"/api/portfolios/{pid}/rebalance/calculate",
+        json={
+            "strategy": "full_rebalance",
+            "prices": {"069500": 50000, "148070": 110000},
+            "min_trade_amount": 99999999,
+        },
+        headers=auth_headers,
+    )
+    assert response.status_code == 200
+    data = response.json()
+    for item in data["items"]:
+        assert item["action"] == "hold"
+        assert item["diff_quantity"] == 0
+
+
+def test_min_trade_amount_allows_large_trades(client: TestClient, auth_headers):
+    """min_trade_amount 이상 거래는 정상 처리된다."""
+    pid = _setup_portfolio_with_holdings(client, auth_headers)
+
+    # Use skewed prices to create a meaningful rebalancing diff
+    # 069500: 10 * 30000 = 300,000  /  148070: 5 * 200000 = 1,000,000
+    # total = 1,300,000, target each 50% = 650,000
+    # 069500 needs buy: (650000-300000)/30000 = 11 shares => 330,000 trade value
+    response = client.post(
+        f"/api/portfolios/{pid}/rebalance/calculate",
+        json={
+            "strategy": "full_rebalance",
+            "prices": {"069500": 30000, "148070": 200000},
+            "min_trade_amount": 1,
+        },
+        headers=auth_headers,
+    )
+    assert response.status_code == 200
+    data = response.json()
+    # At least one item should have buy or sell action
+    actions = [item["action"] for item in data["items"]]
+    assert "buy" in actions or "sell" in actions