feat: add realized/unrealized PnL tracking and position sizing guide

- Add realized_pnl column to transactions table with alembic migration - Calculate realized PnL on sell transactions: (sell_price - avg_price) * quantity - Show total realized/unrealized PnL in portfolio detail summary cards - Show per-transaction realized PnL in transaction history table - Add position sizing API endpoint (GET /portfolios/{id}/position-size) - Show position sizing guide in signal execution modal for buy signals - 8 new E2E tests, all 88 tests passing Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-18 19:04:36 +09:00 · 2026-03-18 19:04:36 +09:00 · 9249821a25
commit 9249821a25
parent 65618cd957
8 changed files with 512 additions and 5 deletions
--- a/backend/alembic/versions/606a5011f84f_add_realized_pnl_to_transactions.py
+++ b/backend/alembic/versions/606a5011f84f_add_realized_pnl_to_transactions.py
@ -0,0 +1,30 @@
+"""add realized_pnl to transactions
+
+Revision ID: 606a5011f84f
+Revises: a1b2c3d4e5f6
+Create Date: 2026-03-18 19:00:02.245720
+
+"""
+from typing import Sequence, Union
+
+from alembic import op
+import sqlalchemy as sa
+
+
+# revision identifiers, used by Alembic.
+revision: str = '606a5011f84f'
+down_revision: Union[str, None] = 'a1b2c3d4e5f6'
+branch_labels: Union[str, Sequence[str], None] = None
+depends_on: Union[str, Sequence[str], None] = None
+
+
+def upgrade() -> None:
+    # ### commands auto generated by Alembic - please adjust! ###
+    op.add_column('transactions', sa.Column('realized_pnl', sa.Numeric(precision=15, scale=2), nullable=True))
+    # ### end Alembic commands ###
+
+
+def downgrade() -> None:
+    # ### commands auto generated by Alembic - please adjust! ###
+    op.drop_column('transactions', 'realized_pnl')
+    # ### end Alembic commands ###
--- a/backend/app/api/portfolio.py
+++ b/backend/app/api/portfolio.py
@ -19,6 +19,7 @@ from app.schemas.portfolio import (
    RebalanceResponse, RebalanceSimulationRequest, RebalanceSimulationResponse,
    RebalanceCalculateRequest, RebalanceCalculateResponse,
    RebalanceApplyRequest, RebalanceApplyResponse,
+    PositionSizeResponse,
 )
 from app.services.rebalance import RebalanceService

@ -249,6 +250,7 @@ async def get_transactions(
            price=tx.price,
            executed_at=tx.executed_at,
            memo=tx.memo,
+            realized_pnl=tx.realized_pnl,
        )
        for tx in transactions
    ]
@ -306,6 +308,8 @@ async def add_transaction(
                status_code=400,
                detail=f"Insufficient quantity for {data.ticker}"
            )
+        # Calculate realized PnL: (sell_price - avg_price) * quantity
+        transaction.realized_pnl = (data.price - holding.avg_price) * data.quantity
        holding.quantity -= data.quantity
        if holding.quantity == 0:
            db.delete(holding)
@ -415,6 +419,7 @@ async def apply_rebalance(
        elif tx_type == TransactionType.SELL:
            if not holding or holding.quantity < item.quantity:
                raise HTTPException(status_code=400, detail=f"Insufficient quantity for {item.ticker}")
+            transaction.realized_pnl = (item.price - holding.avg_price) * item.quantity
            holding.quantity -= item.quantity
            if holding.quantity == 0:
                db.delete(holding)
@ -439,6 +444,7 @@ async def apply_rebalance(
            price=tx.price,
            executed_at=tx.executed_at,
            memo=tx.memo,
+            realized_pnl=tx.realized_pnl,
        )
        for tx in transactions
    ]
@ -496,6 +502,19 @@ async def get_portfolio_detail(
        if total_value > 0:
            h.current_ratio = (h.value / total_value * 100).quantize(Decimal("0.01"))

+    # Calculate realized PnL (sum of all sell transactions with realized_pnl)
+    from sqlalchemy import func
+    total_realized_pnl_result = (
+        db.query(func.coalesce(func.sum(Transaction.realized_pnl), 0))
+        .filter(
+            Transaction.portfolio_id == portfolio_id,
+            Transaction.realized_pnl.isnot(None),
+        )
+        .scalar()
+    )
+    total_realized_pnl = Decimal(str(total_realized_pnl_result))
+    total_unrealized_pnl = (total_value - total_invested)
+
    # Calculate risk asset ratio for pension portfolios
    risk_asset_ratio = None
    if portfolio.portfolio_type == PortfolioType.PENSION and total_value > 0:
@ -525,5 +544,75 @@ async def get_portfolio_detail(
        total_value=total_value,
        total_invested=total_invested,
        total_profit_loss=total_value - total_invested,
+        total_realized_pnl=total_realized_pnl,
+        total_unrealized_pnl=total_unrealized_pnl,
        risk_asset_ratio=risk_asset_ratio,
    )
+
+
+@router.get("/{portfolio_id}/position-size", response_model=PositionSizeResponse)
+async def get_position_size(
+    portfolio_id: int,
+    ticker: str,
+    price: Decimal,
+    current_user: CurrentUser,
+    db: Session = Depends(get_db),
+):
+    """포지션 사이징 가이드: 추천 수량과 최대 수량을 계산한다."""
+    portfolio = _get_portfolio(db, portfolio_id, current_user.id)
+    service = RebalanceService(db)
+
+    # Calculate total portfolio value
+    holding_tickers = [h.ticker for h in portfolio.holdings]
+    prices = service.get_current_prices(holding_tickers)
+
+    total_value = Decimal("0")
+    for holding in portfolio.holdings:
+        cp = prices.get(holding.ticker, Decimal("0"))
+        total_value += cp * holding.quantity
+
+    # Current holding for this ticker
+    current_holding = db.query(Holding).filter(
+        Holding.portfolio_id == portfolio_id,
+        Holding.ticker == ticker,
+    ).first()
+    current_qty = current_holding.quantity if current_holding else 0
+    current_value = price * current_qty
+
+    # Current ratio
+    current_ratio = (current_value / total_value * 100) if total_value > 0 else Decimal("0")
+
+    # Target ratio from portfolio targets
+    target = db.query(Target).filter(
+        Target.portfolio_id == portfolio_id,
+        Target.ticker == ticker,
+    ).first()
+    target_ratio = Decimal(str(target.target_ratio)) if target else None
+
+    # Max position: 20% of portfolio (or target ratio if set)
+    max_ratio = target_ratio if target_ratio else Decimal("20")
+    max_value = total_value * max_ratio / 100
+    max_additional_value = max(max_value - current_value, Decimal("0"))
+    max_quantity = int(max_additional_value / price) if price > 0 else 0
+
+    # Recommended: equal-weight across targets, or 10% if no targets
+    num_targets = len(portfolio.targets) or 1
+    equal_ratio = Decimal("100") / num_targets
+    rec_ratio = target_ratio if target_ratio else min(equal_ratio, Decimal("10"))
+    rec_value = total_value * rec_ratio / 100
+    rec_additional_value = max(rec_value - current_value, Decimal("0"))
+    recommended_quantity = int(rec_additional_value / price) if price > 0 else 0
+
+    return PositionSizeResponse(
+        ticker=ticker,
+        price=price,
+        total_portfolio_value=total_value,
+        current_holding_quantity=current_qty,
+        current_holding_value=current_value,
+        current_ratio=current_ratio.quantize(Decimal("0.01")) if isinstance(current_ratio, Decimal) else current_ratio,
+        target_ratio=target_ratio,
+        recommended_quantity=recommended_quantity,
+        max_quantity=max_quantity,
+        recommended_value=rec_additional_value,
+        max_value=max_additional_value,
+    )
--- a/backend/app/api/signal.py
+++ b/backend/app/api/signal.py
@ -122,6 +122,8 @@ async def execute_signal(
                status_code=400,
                detail=f"Insufficient quantity for {signal.ticker}"
            )
+        # Calculate realized PnL: (sell_price - avg_price) * quantity
+        transaction.realized_pnl = (data.price - holding.avg_price) * data.quantity
        holding.quantity -= data.quantity
        if holding.quantity == 0:
            db.delete(holding)
--- a/backend/app/models/portfolio.py
+++ b/backend/app/models/portfolio.py
@ -70,6 +70,7 @@ class Transaction(Base):
    price = Column(Numeric(12, 2), nullable=False)
    executed_at = Column(DateTime, nullable=False)
    memo = Column(Text, nullable=True)
+    realized_pnl = Column(Numeric(15, 2), nullable=True)

    portfolio = relationship("Portfolio", back_populates="transactions")

--- a/backend/app/schemas/portfolio.py
+++ b/backend/app/schemas/portfolio.py
@ -72,6 +72,7 @@ class TransactionCreate(TransactionBase):
 class TransactionResponse(TransactionBase):
    id: int
    name: str | None = None
+    realized_pnl: FloatDecimal | None = None

    class Config:
        from_attributes = True
@ -109,6 +110,8 @@ class PortfolioDetail(PortfolioResponse):
    total_value: FloatDecimal | None = None
    total_invested: FloatDecimal | None = None
    total_profit_loss: FloatDecimal | None = None
+    total_realized_pnl: FloatDecimal | None = None
+    total_unrealized_pnl: FloatDecimal | None = None
    risk_asset_ratio: FloatDecimal | None = None


@ -247,3 +250,17 @@ class RebalanceApplyRequest(BaseModel):
 class RebalanceApplyResponse(BaseModel):
    transactions: List[TransactionResponse]
    holdings_updated: int
+
+
+class PositionSizeResponse(BaseModel):
+    ticker: str
+    price: FloatDecimal
+    total_portfolio_value: FloatDecimal
+    current_holding_quantity: int
+    current_holding_value: FloatDecimal
+    current_ratio: FloatDecimal
+    target_ratio: FloatDecimal | None = None
+    recommended_quantity: int
+    max_quantity: int
+    recommended_value: FloatDecimal
+    max_value: FloatDecimal
--- a/backend/tests/e2e/test_realized_pnl.py
+++ b/backend/tests/e2e/test_realized_pnl.py
@ -0,0 +1,265 @@
+"""
+E2E tests for realized/unrealized PnL tracking and position sizing.
+"""
+import pytest
+from fastapi.testclient import TestClient
+
+
+def _create_portfolio(client: TestClient, auth_headers: dict, name: str = "PnL Test") -> int:
+    """Helper to create a portfolio and return its ID."""
+    resp = client.post(
+        "/api/portfolios",
+        json={"name": name, "portfolio_type": "general"},
+        headers=auth_headers,
+    )
+    assert resp.status_code == 201
+    return resp.json()["id"]
+
+
+def test_sell_transaction_records_realized_pnl(client: TestClient, auth_headers):
+    """매도 거래 시 realized_pnl이 계산되어 저장된다."""
+    pid = _create_portfolio(client, auth_headers)
+
+    # Buy 10 shares at 70,000
+    client.post(
+        f"/api/portfolios/{pid}/transactions",
+        json={
+            "ticker": "005930",
+            "tx_type": "buy",
+            "quantity": 10,
+            "price": 70000,
+            "executed_at": "2024-01-15T10:00:00",
+        },
+        headers=auth_headers,
+    )
+
+    # Sell 5 shares at 80,000 → realized_pnl = (80000 - 70000) * 5 = 50,000
+    resp = client.post(
+        f"/api/portfolios/{pid}/transactions",
+        json={
+            "ticker": "005930",
+            "tx_type": "sell",
+            "quantity": 5,
+            "price": 80000,
+            "executed_at": "2024-01-20T10:00:00",
+        },
+        headers=auth_headers,
+    )
+    assert resp.status_code == 201
+    tx = resp.json()
+    assert tx["realized_pnl"] == 50000.0
+
+
+def test_sell_transaction_loss_realized_pnl(client: TestClient, auth_headers):
+    """매도 손실 시 음수 realized_pnl이 기록된다."""
+    pid = _create_portfolio(client, auth_headers)
+
+    # Buy 10 shares at 70,000
+    client.post(
+        f"/api/portfolios/{pid}/transactions",
+        json={
+            "ticker": "005930",
+            "tx_type": "buy",
+            "quantity": 10,
+            "price": 70000,
+            "executed_at": "2024-01-15T10:00:00",
+        },
+        headers=auth_headers,
+    )
+
+    # Sell 5 shares at 60,000 → realized_pnl = (60000 - 70000) * 5 = -50,000
+    resp = client.post(
+        f"/api/portfolios/{pid}/transactions",
+        json={
+            "ticker": "005930",
+            "tx_type": "sell",
+            "quantity": 5,
+            "price": 60000,
+            "executed_at": "2024-01-20T10:00:00",
+        },
+        headers=auth_headers,
+    )
+    assert resp.status_code == 201
+    tx = resp.json()
+    assert tx["realized_pnl"] == -50000.0
+
+
+def test_buy_transaction_no_realized_pnl(client: TestClient, auth_headers):
+    """매수 거래에는 realized_pnl이 없다."""
+    pid = _create_portfolio(client, auth_headers)
+
+    resp = client.post(
+        f"/api/portfolios/{pid}/transactions",
+        json={
+            "ticker": "005930",
+            "tx_type": "buy",
+            "quantity": 10,
+            "price": 70000,
+            "executed_at": "2024-01-15T10:00:00",
+        },
+        headers=auth_headers,
+    )
+    assert resp.status_code == 201
+    tx = resp.json()
+    assert tx["realized_pnl"] is None
+
+
+def test_transaction_list_includes_realized_pnl(client: TestClient, auth_headers):
+    """거래 목록 조회 시 realized_pnl이 포함된다."""
+    pid = _create_portfolio(client, auth_headers)
+
+    # Buy then sell
+    client.post(
+        f"/api/portfolios/{pid}/transactions",
+        json={
+            "ticker": "005930",
+            "tx_type": "buy",
+            "quantity": 10,
+            "price": 70000,
+            "executed_at": "2024-01-15T10:00:00",
+        },
+        headers=auth_headers,
+    )
+    client.post(
+        f"/api/portfolios/{pid}/transactions",
+        json={
+            "ticker": "005930",
+            "tx_type": "sell",
+            "quantity": 5,
+            "price": 75000,
+            "executed_at": "2024-01-20T10:00:00",
+        },
+        headers=auth_headers,
+    )
+
+    resp = client.get(f"/api/portfolios/{pid}/transactions", headers=auth_headers)
+    assert resp.status_code == 200
+    txs = resp.json()
+    assert len(txs) == 2
+    # Most recent first (sell)
+    sell_tx = next(t for t in txs if t["tx_type"] == "sell")
+    buy_tx = next(t for t in txs if t["tx_type"] == "buy")
+    assert sell_tx["realized_pnl"] == 25000.0
+    assert buy_tx["realized_pnl"] is None
+
+
+def test_portfolio_detail_includes_realized_unrealized_pnl(client: TestClient, auth_headers):
+    """포트폴리오 상세에 실현/미실현 수익이 포함된다."""
+    pid = _create_portfolio(client, auth_headers)
+
+    # Buy 10 shares at 70,000
+    client.post(
+        f"/api/portfolios/{pid}/transactions",
+        json={
+            "ticker": "005930",
+            "tx_type": "buy",
+            "quantity": 10,
+            "price": 70000,
+            "executed_at": "2024-01-15T10:00:00",
+        },
+        headers=auth_headers,
+    )
+
+    # Sell 5 shares at 80,000
+    client.post(
+        f"/api/portfolios/{pid}/transactions",
+        json={
+            "ticker": "005930",
+            "tx_type": "sell",
+            "quantity": 5,
+            "price": 80000,
+            "executed_at": "2024-01-20T10:00:00",
+        },
+        headers=auth_headers,
+    )
+
+    resp = client.get(f"/api/portfolios/{pid}/detail", headers=auth_headers)
+    assert resp.status_code == 200
+    detail = resp.json()
+    assert detail["total_realized_pnl"] == 50000.0
+    # unrealized_pnl depends on current prices but should be present
+    assert "total_unrealized_pnl" in detail
+
+
+def test_rebalance_apply_records_realized_pnl(client: TestClient, auth_headers):
+    """리밸런싱 적용 시 매도 거래에 realized_pnl이 기록된다."""
+    pid = _create_portfolio(client, auth_headers)
+
+    # Setup initial holdings
+    client.put(
+        f"/api/portfolios/{pid}/holdings",
+        json=[{"ticker": "005930", "quantity": 10, "avg_price": 70000}],
+        headers=auth_headers,
+    )
+
+    # Apply rebalance with a sell
+    resp = client.post(
+        f"/api/portfolios/{pid}/rebalance/apply",
+        json={
+            "items": [
+                {"ticker": "005930", "action": "sell", "quantity": 3, "price": 75000},
+            ]
+        },
+        headers=auth_headers,
+    )
+    assert resp.status_code == 201
+    data = resp.json()
+    sell_tx = data["transactions"][0]
+    assert sell_tx["realized_pnl"] == 15000.0  # (75000 - 70000) * 3
+
+
+def test_position_size_endpoint(client: TestClient, auth_headers):
+    """포지션 사이징 가이드 API가 올바르게 동작한다."""
+    pid = _create_portfolio(client, auth_headers)
+
+    # Set holdings and targets
+    client.put(
+        f"/api/portfolios/{pid}/holdings",
+        json=[
+            {"ticker": "005930", "quantity": 10, "avg_price": 70000},
+        ],
+        headers=auth_headers,
+    )
+    client.put(
+        f"/api/portfolios/{pid}/targets",
+        json=[
+            {"ticker": "005930", "target_ratio": 50},
+            {"ticker": "000660", "target_ratio": 50},
+        ],
+        headers=auth_headers,
+    )
+
+    # Get position size for a new ticker
+    resp = client.get(
+        f"/api/portfolios/{pid}/position-size?ticker=000660&price=150000",
+        headers=auth_headers,
+    )
+    assert resp.status_code == 200
+    data = resp.json()
+    assert data["ticker"] == "000660"
+    assert data["current_holding_quantity"] == 0
+    assert data["target_ratio"] == 50.0
+    assert data["recommended_quantity"] >= 0
+    assert data["max_quantity"] >= 0
+
+
+def test_position_size_no_targets(client: TestClient, auth_headers):
+    """목표 비중 없을 때 포지션 사이징이 기본값으로 동작한다."""
+    pid = _create_portfolio(client, auth_headers)
+
+    client.put(
+        f"/api/portfolios/{pid}/holdings",
+        json=[{"ticker": "005930", "quantity": 10, "avg_price": 70000}],
+        headers=auth_headers,
+    )
+
+    resp = client.get(
+        f"/api/portfolios/{pid}/position-size?ticker=000660&price=150000",
+        headers=auth_headers,
+    )
+    assert resp.status_code == 200
+    data = resp.json()
+    assert data["ticker"] == "000660"
+    assert data["target_ratio"] is None
+    # Without targets, max should use 20% default
+    assert data["max_quantity"] >= 0
--- a/frontend/src/app/portfolio/[id]/page.tsx
+++ b/frontend/src/app/portfolio/[id]/page.tsx
@ -38,6 +38,7 @@ interface Transaction {
  quantity: number;
  price: number;
  executed_at: string;
+  realized_pnl: number | null;
 }

 interface PortfolioDetail {
@ -51,6 +52,8 @@ interface PortfolioDetail {
  total_value: number | null;
  total_invested: number | null;
  total_profit_loss: number | null;
+  total_realized_pnl: number | null;
+  total_unrealized_pnl: number | null;
  risk_asset_ratio: number | null;
 }

@ -237,7 +240,7 @@ export default function PortfolioDetailPage() {
            )}

          {/* Summary Cards */}
-          <div className="grid grid-cols-1 md:grid-cols-4 gap-4 mb-6">
+          <div className="grid grid-cols-1 md:grid-cols-3 gap-4 mb-4">
            <Card>
              <CardContent className="pt-6">
                <p className="text-sm text-muted-foreground mb-1">총 평가금액</p>
@ -254,6 +257,20 @@ export default function PortfolioDetailPage() {
                </p>
              </CardContent>
            </Card>
+            <Card>
+              <CardContent className="pt-6">
+                <p className="text-sm text-muted-foreground mb-1">수익률</p>
+                <p
+                  className={`text-2xl font-bold ${
+                    (returnPercent ?? 0) >= 0 ? 'text-green-600' : 'text-red-600'
+                  }`}
+                >
+                  {formatPercent(returnPercent)}
+                </p>
+              </CardContent>
+            </Card>
+          </div>
+          <div className="grid grid-cols-1 md:grid-cols-3 gap-4 mb-6">
            <Card>
              <CardContent className="pt-6">
                <p className="text-sm text-muted-foreground mb-1">총 손익</p>
@ -268,14 +285,28 @@ export default function PortfolioDetailPage() {
            </Card>
            <Card>
              <CardContent className="pt-6">
-                <p className="text-sm text-muted-foreground mb-1">수익률</p>
+                <p className="text-sm text-muted-foreground mb-1">실현 수익</p>
                <p
                  className={`text-2xl font-bold ${
-                    (returnPercent ?? 0) >= 0 ? 'text-green-600' : 'text-red-600'
+                    (portfolio.total_realized_pnl ?? 0) >= 0 ? 'text-green-600' : 'text-red-600'
                  }`}
                >
-                  {formatPercent(returnPercent)}
+                  {formatCurrency(portfolio.total_realized_pnl)}
                </p>
+                <p className="text-xs text-muted-foreground mt-1">매도 확정 손익</p>
+              </CardContent>
+            </Card>
+            <Card>
+              <CardContent className="pt-6">
+                <p className="text-sm text-muted-foreground mb-1">미실현 수익</p>
+                <p
+                  className={`text-2xl font-bold ${
+                    (portfolio.total_unrealized_pnl ?? 0) >= 0 ? 'text-green-600' : 'text-red-600'
+                  }`}
+                >
+                  {formatCurrency(portfolio.total_unrealized_pnl)}
+                </p>
+                <p className="text-xs text-muted-foreground mt-1">보유 중 평가 손익</p>
              </CardContent>
            </Card>
          </div>
@ -461,6 +492,12 @@ export default function PortfolioDetailPage() {
                          >
                            거래금액
                          </th>
+                          <th
+                            scope="col"
+                            className="px-4 py-3 text-right text-sm font-medium text-muted-foreground"
+                          >
+                            실현손익
+                          </th>
                        </tr>
                      </thead>
                      <tbody className="divide-y divide-border">
@ -490,11 +527,22 @@ export default function PortfolioDetailPage() {
                            <td className="px-4 py-3 text-sm text-right">
                              {formatCurrency(tx.quantity * tx.price)}
                            </td>
+                            <td
+                              className={`px-4 py-3 text-sm text-right ${
+                                tx.realized_pnl !== null
+                                  ? tx.realized_pnl >= 0
+                                    ? 'text-green-600'
+                                    : 'text-red-600'
+                                  : ''
+                              }`}
+                            >
+                              {tx.realized_pnl !== null ? formatCurrency(tx.realized_pnl) : '-'}
+                            </td>
                          </tr>
                        ))}
                        {transactions.length === 0 && (
                          <tr>
-                            <td colSpan={6} className="px-4 py-8 text-center text-muted-foreground">
+                            <td colSpan={7} className="px-4 py-8 text-center text-muted-foreground">
                              거래 내역이 없습니다.
                            </td>
                          </tr>
--- a/frontend/src/app/signals/page.tsx
+++ b/frontend/src/app/signals/page.tsx
@ -55,6 +55,20 @@ interface Holding {
  avg_price: number;
 }

+interface PositionSize {
+  ticker: string;
+  price: number;
+  total_portfolio_value: number;
+  current_holding_quantity: number;
+  current_holding_value: number;
+  current_ratio: number;
+  target_ratio: number | null;
+  recommended_quantity: number;
+  max_quantity: number;
+  recommended_value: number;
+  max_value: number;
+}
+
 const signalTypeConfig: Record<string, { label: string; style: string; icon: typeof ArrowUpCircle }> = {
  buy: {
    label: '매수',
@ -116,6 +130,7 @@ export default function SignalsPage() {
  const [executing, setExecuting] = useState(false);
  const [executeError, setExecuteError] = useState('');
  const [currentHoldings, setCurrentHoldings] = useState<Holding[]>([]);
+  const [positionSize, setPositionSize] = useState<PositionSize | null>(null);

  // Cancel modal state
  const [cancelModalOpen, setCancelModalOpen] = useState(false);
@ -203,12 +218,14 @@ export default function SignalsPage() {
    setSelectedPortfolioId('');
    setExecuteError('');
    setCurrentHoldings([]);
+    setPositionSize(null);
    await fetchPortfolios();
    setExecuteModalOpen(true);
  };

  const handlePortfolioChange = async (portfolioId: string) => {
    setSelectedPortfolioId(portfolioId);
+    setPositionSize(null);
    if (portfolioId) {
      try {
        const holdings = await api.get<Holding[]>(`/api/portfolios/${portfolioId}/holdings`);
@ -222,6 +239,21 @@ export default function SignalsPage() {
              : Math.floor(holding.quantity / 2);
            setExecuteQuantity(String(defaultQty));
          }
+
+          // 매수 신호일 때 포지션 사이징 가이드 조회
+          if (executeSignal.signal_type === 'buy' && executeSignal.entry_price) {
+            try {
+              const ps = await api.get<PositionSize>(
+                `/api/portfolios/${portfolioId}/position-size?ticker=${executeSignal.ticker}&price=${executeSignal.entry_price}`
+              );
+              setPositionSize(ps);
+              if (ps.recommended_quantity > 0) {
+                setExecuteQuantity(String(ps.recommended_quantity));
+              }
+            } catch {
+              // Position sizing is optional
+            }
+          }
        }
      } catch {
        setCurrentHoldings([]);
@ -625,6 +657,29 @@ export default function SignalsPage() {
                );
              })()}

+              {/* Position sizing guide */}
+              {positionSize && executeSignal?.signal_type === 'buy' && (
+                <div className="rounded-md border border-blue-200 bg-blue-50 dark:border-blue-800 dark:bg-blue-950 p-3 space-y-2 text-sm">
+                  <p className="font-medium text-blue-800 dark:text-blue-200">포지션 사이징 가이드</p>
+                  <div className="grid grid-cols-2 gap-x-4 gap-y-1 text-blue-700 dark:text-blue-300">
+                    <span>총 자산</span>
+                    <span className="text-right font-mono">{formatPrice(positionSize.total_portfolio_value)}원</span>
+                    <span>현재 비중</span>
+                    <span className="text-right font-mono">{positionSize.current_ratio.toFixed(1)}%</span>
+                    {positionSize.target_ratio !== null && (
+                      <>
+                        <span>목표 비중</span>
+                        <span className="text-right font-mono">{positionSize.target_ratio.toFixed(1)}%</span>
+                      </>
+                    )}
+                    <span>추천 수량</span>
+                    <span className="text-right font-mono font-medium">{positionSize.recommended_quantity.toLocaleString()}주</span>
+                    <span>최대 수량</span>
+                    <span className="text-right font-mono">{positionSize.max_quantity.toLocaleString()}주</span>
+                  </div>
+                </div>
+              )}
+
              {/* Quantity */}
              <div className="space-y-2">
                <Label htmlFor="exec-quantity">수량 (주)</Label>