feat: implement scenario gap analysis - core loop completion

Phase 1 (Critical):
- Add bulk rebalance apply API + UI with confirmation modal
- Add strategy results to portfolio targets flow (shared component)

Phase 2 (Important):
- Show current holdings in signal execute modal with auto-fill
- Add DC pension risk asset ratio warning (70% limit)
- Add KOSPI benchmark comparison to portfolio returns
- Track signal execution details (price, quantity, timestamp)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

backend/alembic/versions/a1b2c3d4e5f6_add_signal_execution_fields.py

@@ -0,0 +1,30 @@
+"""add signal execution tracking fields
+
+Revision ID: a1b2c3d4e5f6
+Revises: 6c09aa4368e5
+Create Date: 2026-02-19 14:00:00.000000
+
+"""
+from typing import Sequence, Union
+
+from alembic import op
+import sqlalchemy as sa
+
+
+# revision identifiers, used by Alembic.
+revision: str = 'a1b2c3d4e5f6'
+down_revision: Union[str, None] = '6c09aa4368e5'
+branch_labels: Union[str, Sequence[str], None] = None
+depends_on: Union[str, Sequence[str], None] = None
+
+
+def upgrade() -> None:
+    op.add_column('signals', sa.Column('executed_price', sa.Numeric(precision=12, scale=2), nullable=True))
+    op.add_column('signals', sa.Column('executed_quantity', sa.Integer(), nullable=True))
+    op.add_column('signals', sa.Column('executed_at', sa.DateTime(), nullable=True))
+
+
+def downgrade() -> None:
+    op.drop_column('signals', 'executed_at')
+    op.drop_column('signals', 'executed_quantity')
+    op.drop_column('signals', 'executed_price')

backend/app/api/portfolio.py

@@ -10,6 +10,7 @@ from sqlalchemy.orm import Session
 from app.core.database import get_db
 from app.api.deps import CurrentUser
 from app.models.portfolio import Portfolio, PortfolioType, Target, Holding, Transaction, TransactionType
+from app.models.stock import ETF
 from app.schemas.portfolio import (
     PortfolioCreate, PortfolioUpdate, PortfolioResponse, PortfolioDetail,
     TargetCreate, TargetResponse,
@@ -17,6 +18,7 @@ from app.schemas.portfolio import (
     TransactionCreate, TransactionResponse,
     RebalanceResponse, RebalanceSimulationRequest, RebalanceSimulationResponse,
     RebalanceCalculateRequest, RebalanceCalculateResponse,
+    RebalanceApplyRequest, RebalanceApplyResponse,
 )
 from app.services.rebalance import RebalanceService
 
@@ -363,6 +365,90 @@ async def calculate_rebalance_manual(
     )
 
 
+@router.post("/{portfolio_id}/rebalance/apply", response_model=RebalanceApplyResponse, status_code=status.HTTP_201_CREATED)
+async def apply_rebalance(
+    portfolio_id: int,
+    data: RebalanceApplyRequest,
+    current_user: CurrentUser,
+    db: Session = Depends(get_db),
+):
+    """리밸런싱 결과를 적용하여 거래를 일괄 생성한다."""
+    from datetime import datetime
+
+    portfolio = _get_portfolio(db, portfolio_id, current_user.id)
+    transactions = []
+    service = RebalanceService(db)
+
+    for item in data.items:
+        tx_type = TransactionType(item.action)
+        transaction = Transaction(
+            portfolio_id=portfolio_id,
+            ticker=item.ticker,
+            tx_type=tx_type,
+            quantity=item.quantity,
+            price=item.price,
+            executed_at=datetime.utcnow(),
+            memo="리밸런싱 적용",
+        )
+        db.add(transaction)
+
+        # Update holding
+        holding = db.query(Holding).filter(
+            Holding.portfolio_id == portfolio_id,
+            Holding.ticker == item.ticker,
+        ).first()
+
+        if tx_type == TransactionType.BUY:
+            if holding:
+                total_value = (holding.quantity * holding.avg_price) + (item.quantity * item.price)
+                new_quantity = holding.quantity + item.quantity
+                holding.quantity = new_quantity
+                holding.avg_price = total_value / new_quantity if new_quantity > 0 else 0
+            else:
+                holding = Holding(
+                    portfolio_id=portfolio_id,
+                    ticker=item.ticker,
+                    quantity=item.quantity,
+                    avg_price=item.price,
+                )
+                db.add(holding)
+        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}")
+            holding.quantity -= item.quantity
+            if holding.quantity == 0:
+                db.delete(holding)
+
+        transactions.append(transaction)
+
+    db.commit()
+    for tx in transactions:
+        db.refresh(tx)
+
+    # Resolve stock names
+    tickers = list({tx.ticker for tx in transactions})
+    names = service.get_stock_names(tickers)
+
+    tx_responses = [
+        TransactionResponse(
+            id=tx.id,
+            ticker=tx.ticker,
+            name=names.get(tx.ticker),
+            tx_type=tx.tx_type.value,
+            quantity=tx.quantity,
+            price=tx.price,
+            executed_at=tx.executed_at,
+            memo=tx.memo,
+        )
+        for tx in transactions
+    ]
+
+    return RebalanceApplyResponse(
+        transactions=tx_responses,
+        holdings_updated=len(transactions),
+    )
+
+
 @router.get("/{portfolio_id}/detail", response_model=PortfolioDetail)
 async def get_portfolio_detail(
     portfolio_id: int,
@@ -410,6 +496,23 @@ async def get_portfolio_detail(
         if total_value > 0:
             h.current_ratio = (h.value / total_value * 100).quantize(Decimal("0.01"))
 
+    # Calculate risk asset ratio for pension portfolios
+    risk_asset_ratio = None
+    if portfolio.portfolio_type == PortfolioType.PENSION and total_value > 0:
+        # Look up ETF asset classes
+        etf_tickers = [h.ticker for h in holdings_with_value]
+        etfs = db.query(ETF).filter(ETF.ticker.in_(etf_tickers)).all() if etf_tickers else []
+        safe_classes = {"bond", "gold"}
+        etf_class_map = {e.ticker: e.asset_class.value for e in etfs}
+
+        risk_value = Decimal("0")
+        for h in holdings_with_value:
+            asset_class = etf_class_map.get(h.ticker)
+            if asset_class not in safe_classes:
+                risk_value += h.value or Decimal("0")
+
+        risk_asset_ratio = (risk_value / total_value * 100).quantize(Decimal("0.01"))
+
     return PortfolioDetail(
         id=portfolio.id,
         user_id=portfolio.user_id,
@@ -422,4 +525,5 @@ async def get_portfolio_detail(
         total_value=total_value,
         total_invested=total_invested,
         total_profit_loss=total_value - total_invested,
+        risk_asset_ratio=risk_asset_ratio,
     )

backend/app/api/signal.py

@@ -126,8 +126,11 @@ async def execute_signal(
         if holding.quantity == 0:
             db.delete(holding)
 
-    # 6. Update signal status to executed
+    # 6. Update signal status to executed with execution details
     signal.status = SignalStatus.EXECUTED
+    signal.executed_price = data.price
+    signal.executed_quantity = data.quantity
+    signal.executed_at = datetime.utcnow()
 
     db.commit()
     db.refresh(transaction)

backend/app/api/snapshot.py

@@ -11,6 +11,7 @@ from sqlalchemy.orm import Session
 from app.core.database import get_db
 from app.api.deps import CurrentUser
 from app.models.portfolio import Portfolio, PortfolioSnapshot, SnapshotHolding
+from app.models.stock import ETFPrice
 from app.schemas.portfolio import (
     SnapshotListItem, SnapshotResponse, SnapshotHoldingResponse,
     ReturnsResponse, ReturnDataPoint,
@@ -239,6 +240,22 @@ async def get_returns(
             data=[],
         )
 
+    # Get benchmark (KOSPI ETF 069500) prices for the same date range
+    snapshot_dates = [s.snapshot_date for s in snapshots]
+    benchmark_ticker = "069500"  # KODEX 200 (KOSPI benchmark)
+    benchmark_prices = (
+        db.query(ETFPrice)
+        .filter(
+            ETFPrice.ticker == benchmark_ticker,
+            ETFPrice.date.in_(snapshot_dates),
+        )
+        .all()
+    )
+    benchmark_map = {bp.date: Decimal(str(bp.close)) for bp in benchmark_prices}
+
+    # Get first benchmark price for cumulative calculation
+    first_benchmark = benchmark_map.get(snapshots[0].snapshot_date)
+
     # Calculate returns
     data_points = []
     first_value = Decimal(str(snapshots[0].total_value))
@@ -259,11 +276,18 @@ async def get_returns(
         else:
             cumulative_return = Decimal("0")
 
+        # Benchmark cumulative return
+        benchmark_return = None
+        bench_price = benchmark_map.get(snapshot.snapshot_date)
+        if bench_price and first_benchmark and first_benchmark > 0:
+            benchmark_return = ((bench_price - first_benchmark) / first_benchmark * 100).quantize(Decimal("0.01"))
+
         data_points.append(ReturnDataPoint(
             date=snapshot.snapshot_date,
             total_value=current_value,
             daily_return=daily_return,
             cumulative_return=cumulative_return,
+            benchmark_return=benchmark_return,
         ))
 
         prev_value = current_value
@@ -275,6 +299,7 @@ async def get_returns(
 
     total_return = None
     cagr = None
+    benchmark_total_return = None
 
     if first_value > 0:
         total_return = ((last_value - first_value) / first_value * 100).quantize(Decimal("0.01"))
@@ -289,11 +314,17 @@ async def get_returns(
                 cagr_value = (float(ratio) ** (1 / float(years)) - 1) * 100
                 cagr = Decimal(str(cagr_value)).quantize(Decimal("0.01"))
 
+    # Benchmark total return
+    last_benchmark = benchmark_map.get(end_date)
+    if first_benchmark and last_benchmark and first_benchmark > 0:
+        benchmark_total_return = ((last_benchmark - first_benchmark) / first_benchmark * 100).quantize(Decimal("0.01"))
+
     return ReturnsResponse(
         portfolio_id=portfolio_id,
         start_date=start_date,
         end_date=end_date,
         total_return=total_return,
         cagr=cagr,
+        benchmark_total_return=benchmark_total_return,
         data=data_points,
     )

backend/app/models/signal.py

@@ -38,3 +38,7 @@ class Signal(Base):
     reason = Column(String(200))
     status = Column(SQLEnum(SignalStatus), default=SignalStatus.ACTIVE)
     created_at = Column(DateTime, default=datetime.utcnow)
+    # Execution tracking fields
+    executed_price = Column(Numeric(12, 2), nullable=True)
+    executed_quantity = Column(Integer, nullable=True)
+    executed_at = Column(DateTime, nullable=True)

backend/app/schemas/portfolio.py

@@ -109,6 +109,7 @@ class PortfolioDetail(PortfolioResponse):
     total_value: FloatDecimal | None = None
     total_invested: FloatDecimal | None = None
     total_profit_loss: FloatDecimal | None = None
+    risk_asset_ratio: FloatDecimal | None = None
 
 
 # Snapshot schemas
@@ -153,6 +154,7 @@ class ReturnDataPoint(BaseModel):
     total_value: FloatDecimal
     daily_return: FloatDecimal | None = None
     cumulative_return: FloatDecimal | None = None
+    benchmark_return: FloatDecimal | None = None
 
 
 class ReturnsResponse(BaseModel):
@@ -162,6 +164,7 @@ class ReturnsResponse(BaseModel):
     end_date: date | None = None
     total_return: FloatDecimal | None = None
     cagr: FloatDecimal | None = None
+    benchmark_total_return: FloatDecimal | None = None
     data: List[ReturnDataPoint] = []
 
 
@@ -227,3 +230,20 @@ class RebalanceCalculateResponse(BaseModel):
     total_assets: FloatDecimal
     available_to_buy: FloatDecimal | None = None
     items: List[RebalanceCalculateItem]
+
+
+# Rebalance apply schemas
+class RebalanceApplyItem(BaseModel):
+    ticker: str
+    action: str  # "buy" or "sell"
+    quantity: int = Field(..., gt=0)
+    price: FloatDecimal = Field(..., gt=0)
+
+
+class RebalanceApplyRequest(BaseModel):
+    items: List[RebalanceApplyItem]
+
+
+class RebalanceApplyResponse(BaseModel):
+    transactions: List[TransactionResponse]
+    holdings_updated: int

backend/app/schemas/signal.py

@@ -41,6 +41,9 @@ class SignalResponse(BaseModel):
     reason: Optional[str] = None
     status: str
     created_at: datetime
+    executed_price: Optional[FloatDecimal] = None
+    executed_quantity: Optional[int] = None
+    executed_at: Optional[datetime] = None
 
     class Config:
         from_attributes = True

backend/tests/e2e/test_rebalance_flow.py

@@ -111,3 +111,50 @@ def test_calculate_rebalance_without_prices_fallback(client: TestClient, auth_he
         headers=auth_headers,
     )
     assert response.status_code == 200
+
+
+def test_apply_rebalance(client: TestClient, auth_headers):
+    """리밸런싱 결과를 적용하면 거래가 일괄 생성된다."""
+    pid = _setup_portfolio_with_holdings(client, auth_headers)
+
+    response = client.post(
+        f"/api/portfolios/{pid}/rebalance/apply",
+        json={
+            "items": [
+                {"ticker": "069500", "action": "buy", "quantity": 5, "price": 50000},
+                {"ticker": "148070", "action": "sell", "quantity": 2, "price": 110000},
+            ]
+        },
+        headers=auth_headers,
+    )
+    assert response.status_code == 201
+    data = response.json()
+    assert len(data["transactions"]) == 2
+    assert data["transactions"][0]["tx_type"] == "buy"
+    assert data["transactions"][1]["tx_type"] == "sell"
+    assert data["holdings_updated"] == 2
+
+    # Verify holdings were updated
+    holdings_resp = client.get(
+        f"/api/portfolios/{pid}/holdings",
+        headers=auth_headers,
+    )
+    holdings = {h["ticker"]: h for h in holdings_resp.json()}
+    assert holdings["069500"]["quantity"] == 15  # 10 + 5
+    assert holdings["148070"]["quantity"] == 3   # 5 - 2
+
+
+def test_apply_rebalance_insufficient_quantity(client: TestClient, auth_headers):
+    """매도 수량이 보유량을 초과하면 400 에러."""
+    pid = _setup_portfolio_with_holdings(client, auth_headers)
+
+    response = client.post(
+        f"/api/portfolios/{pid}/rebalance/apply",
+        json={
+            "items": [
+                {"ticker": "148070", "action": "sell", "quantity": 10, "price": 110000},
+            ]
+        },
+        headers=auth_headers,
+    )
+    assert response.status_code == 400

frontend/src/app/portfolio/[id]/history/page.tsx

@@ -35,6 +35,7 @@ interface ReturnDataPoint {
   total_value: string;
   daily_return: string | null;
   cumulative_return: string | null;
+  benchmark_return: string | null;
 }
 
 interface ReturnsData {
@@ -43,6 +44,7 @@ interface ReturnsData {
   end_date: string | null;
   total_return: string | null;
   cagr: string | null;
+  benchmark_total_return: string | null;
   data: ReturnDataPoint[];
 }
 
@@ -169,7 +171,7 @@ export default function PortfolioHistoryPage() {
 
       {/* Summary Cards */}
       {returns && returns.total_return !== null && (
-        <div className="grid grid-cols-1 md:grid-cols-4 gap-4 mb-6">
+        <div className="grid grid-cols-1 md:grid-cols-5 gap-4 mb-6">
           <Card>
             <CardContent className="pt-6">
               <div className="text-sm text-muted-foreground">총 수익률</div>
@@ -198,6 +200,22 @@ export default function PortfolioHistoryPage() {
               </div>
             </CardContent>
           </Card>
+          <Card>
+            <CardContent className="pt-6">
+              <div className="text-sm text-muted-foreground">벤치마크 (KOSPI)</div>
+              <div
+                className={`text-2xl font-bold ${
+                  parseFloat(returns.benchmark_total_return || '0') >= 0
+                    ? 'text-green-600'
+                    : 'text-red-600'
+                }`}
+              >
+                {returns.benchmark_total_return !== null
+                  ? formatPercent(returns.benchmark_total_return)
+                  : '-'}
+              </div>
+            </CardContent>
+          </Card>
           <Card>
             <CardContent className="pt-6">
               <div className="text-sm text-muted-foreground">시작일</div>
@@ -329,6 +347,9 @@ export default function PortfolioHistoryPage() {
                         <th className="px-6 py-3 text-right text-xs font-medium text-muted-foreground uppercase">
                           누적 수익률
                         </th>
+                        <th className="px-6 py-3 text-right text-xs font-medium text-muted-foreground uppercase">
+                          벤치마크(KOSPI)
+                        </th>
                       </tr>
                     </thead>
                     <tbody className="bg-background divide-y divide-border">
@@ -358,6 +379,15 @@ export default function PortfolioHistoryPage() {
                           >
                             {formatPercent(point.cumulative_return)}
                           </td>
+                          <td
+                            className={`px-6 py-4 whitespace-nowrap text-sm text-right ${
+                              parseFloat(point.benchmark_return || '0') >= 0
+                                ? 'text-green-600'
+                                : 'text-red-600'
+                            }`}
+                          >
+                            {formatPercent(point.benchmark_return)}
+                          </td>
                         </tr>
                       ))}
                     </tbody>

frontend/src/app/portfolio/[id]/page.tsx

@@ -51,6 +51,7 @@ interface PortfolioDetail {
   total_value: number | null;
   total_invested: number | null;
   total_profit_loss: number | null;
+  risk_asset_ratio: number | null;
 }
 
 const CHART_COLORS = [
@@ -219,6 +220,22 @@ export default function PortfolioDetailPage() {
             </Button>
           </div>
 
+          {/* DC Risk Asset Warning */}
+          {portfolio.portfolio_type === 'pension' &&
+            portfolio.risk_asset_ratio !== null &&
+            portfolio.risk_asset_ratio > 70 && (
+              <div className="bg-amber-50 border border-amber-300 text-amber-800 dark:bg-amber-950 dark:border-amber-700 dark:text-amber-200 px-4 py-3 rounded mb-4 flex items-start gap-2">
+                <span className="text-lg">&#9888;</span>
+                <div>
+                  <p className="font-medium">DC형 퇴직연금 위험자산 비율 초과</p>
+                  <p className="text-sm mt-1">
+                    현재 위험자산 비율: <strong>{portfolio.risk_asset_ratio.toFixed(1)}%</strong> (법적 한도: 70%).
+                    채권형/금 ETF 비중을 늘려 위험자산 비율을 조정하세요.
+                  </p>
+                </div>
+              </div>
+            )}
+
           {/* Summary Cards */}
           <div className="grid grid-cols-1 md:grid-cols-4 gap-4 mb-6">
             <Card>

frontend/src/app/portfolio/[id]/rebalance/page.tsx

@@ -60,6 +60,10 @@ export default function RebalancePage() {
   const [calculating, setCalculating] = useState(false);
   const [error, setError] = useState<string | null>(null);
   const [nameMap, setNameMap] = useState<Record<string, string>>({});
+  const [showApplyModal, setShowApplyModal] = useState(false);
+  const [applyPrices, setApplyPrices] = useState<Record<string, string>>({});
+  const [applying, setApplying] = useState(false);
+  const [applyError, setApplyError] = useState<string | null>(null);
 
   useEffect(() => {
     const init = async () => {
@@ -175,6 +179,43 @@ export default function RebalancePage() {
   const getHoldingQty = (ticker: string) =>
     holdings.find((h) => h.ticker === ticker)?.quantity ?? 0;
 
+  const openApplyModal = () => {
+    if (!result) return;
+    const initialPrices: Record<string, string> = {};
+    for (const item of result.items) {
+      if (item.action !== 'hold' && item.diff_quantity !== 0) {
+        initialPrices[item.ticker] = String(item.current_price);
+      }
+    }
+    setApplyPrices(initialPrices);
+    setApplyError(null);
+    setShowApplyModal(true);
+  };
+
+  const applyRebalance = async () => {
+    if (!result) return;
+    setApplying(true);
+    setApplyError(null);
+    try {
+      const items = result.items
+        .filter((item) => item.action !== 'hold' && item.diff_quantity !== 0)
+        .map((item) => ({
+          ticker: item.ticker,
+          action: item.action,
+          quantity: Math.abs(item.diff_quantity),
+          price: parseFloat(applyPrices[item.ticker] || String(item.current_price)),
+        }));
+
+      await api.post(`/api/portfolios/${portfolioId}/rebalance/apply`, { items });
+      setShowApplyModal(false);
+      router.push(`/portfolio/${portfolioId}`);
+    } catch (err) {
+      setApplyError(err instanceof Error ? err.message : '적용 실패');
+    } finally {
+      setApplying(false);
+    }
+  };
+
   if (loading) return null;
 
   return (
@@ -386,8 +427,72 @@ export default function RebalancePage() {
               </div>
             </CardContent>
           </Card>
+
+          {/* 적용 버튼 */}
+          {result.items.some((item) => item.action !== 'hold' && item.diff_quantity !== 0) && (
+            <div className="mt-4 flex justify-end">
+              <Button onClick={openApplyModal} size="lg">
+                리밸런싱 적용
+              </Button>
+            </div>
+          )}
         </>
       )}
+
+      {/* 적용 확인 모달 */}
+      {showApplyModal && result && (
+        <div className="fixed inset-0 z-50 flex items-center justify-center bg-black/50">
+          <div className="bg-background rounded-lg shadow-lg max-w-lg w-full mx-4 max-h-[80vh] overflow-y-auto">
+            <div className="p-6">
+              <h2 className="text-lg font-bold mb-4">리밸런싱 적용 확인</h2>
+              <p className="text-sm text-muted-foreground mb-4">
+                아래 거래가 일괄 생성됩니다. 체결가를 수정할 수 있습니다.
+              </p>
+
+              {applyError && (
+                <div className="bg-destructive/10 border border-destructive text-destructive px-3 py-2 rounded mb-4 text-sm">
+                  {applyError}
+                </div>
+              )}
+
+              <div className="space-y-3">
+                {result.items
+                  .filter((item) => item.action !== 'hold' && item.diff_quantity !== 0)
+                  .map((item) => (
+                    <div key={item.ticker} className="flex items-center gap-3 p-3 border rounded">
+                      <div className="flex-1">
+                        <div className="font-medium">{item.name || item.ticker}</div>
+                        <div className="text-sm text-muted-foreground">
+                          {getActionBadge(item.action)} {Math.abs(item.diff_quantity)}주
+                        </div>
+                      </div>
+                      <div className="w-32">
+                        <Label htmlFor={`apply-price-${item.ticker}`} className="text-xs">체결가</Label>
+                        <Input
+                          id={`apply-price-${item.ticker}`}
+                          type="number"
+                          value={applyPrices[item.ticker] || ''}
+                          onChange={(e) =>
+                            setApplyPrices((prev) => ({ ...prev, [item.ticker]: e.target.value }))
+                          }
+                        />
+                      </div>
+                    </div>
+                  ))}
+              </div>
+
+              <div className="flex justify-end gap-2 mt-6">
+                <Button variant="outline" onClick={() => setShowApplyModal(false)}>
+                  취소
+                </Button>
+                <Button onClick={applyRebalance} disabled={applying}>
+                  {applying ? '적용 중...' : '적용'}
+                </Button>
+              </div>
+            </div>
+          </div>
+        </div>
+      )}
     </DashboardLayout>
   );
 }

frontend/src/app/signals/page.tsx

@@ -39,6 +39,9 @@ interface Signal {
   reason: string | null;
   status: string;
   created_at: string;
+  executed_price: number | null;
+  executed_quantity: number | null;
+  executed_at: string | null;
 }
 
 interface Portfolio {
@@ -46,6 +49,12 @@ interface Portfolio {
   name: string;
 }
 
+interface Holding {
+  ticker: string;
+  quantity: number;
+  avg_price: number;
+}
+
 const signalTypeConfig: Record<string, { label: string; style: string; icon: typeof ArrowUpCircle }> = {
   buy: {
     label: '매수',
@@ -106,6 +115,7 @@ export default function SignalsPage() {
   const [executePrice, setExecutePrice] = useState('');
   const [executing, setExecuting] = useState(false);
   const [executeError, setExecuteError] = useState('');
+  const [currentHoldings, setCurrentHoldings] = useState<Holding[]>([]);
 
   useEffect(() => {
     const init = async () => {
@@ -185,10 +195,35 @@ export default function SignalsPage() {
     setExecuteQuantity('');
     setSelectedPortfolioId('');
     setExecuteError('');
+    setCurrentHoldings([]);
     await fetchPortfolios();
     setExecuteModalOpen(true);
   };
 
+  const handlePortfolioChange = async (portfolioId: string) => {
+    setSelectedPortfolioId(portfolioId);
+    if (portfolioId) {
+      try {
+        const holdings = await api.get<Holding[]>(`/api/portfolios/${portfolioId}/holdings`);
+        setCurrentHoldings(holdings);
+        // 매도/부분매도 신호일 때 보유량 기반 기본값 설정
+        if (executeSignal) {
+          const holding = holdings.find((h) => h.ticker === executeSignal.ticker);
+          if (holding && (executeSignal.signal_type === 'sell' || executeSignal.signal_type === 'partial_sell')) {
+            const defaultQty = executeSignal.signal_type === 'sell'
+              ? holding.quantity
+              : Math.floor(holding.quantity / 2);
+            setExecuteQuantity(String(defaultQty));
+          }
+        }
+      } catch {
+        setCurrentHoldings([]);
+      }
+    } else {
+      setCurrentHoldings([]);
+    }
+  };
+
   const handleExecute = async () => {
     if (!executeSignal || !selectedPortfolioId || !executeQuantity || !executePrice) {
       setExecuteError('모든 필드를 입력해주세요.');
@@ -243,6 +278,8 @@ export default function SignalsPage() {
             <th scope="col" className="px-4 py-3 text-right text-sm font-medium text-muted-foreground">목표가</th>
             <th scope="col" className="px-4 py-3 text-right text-sm font-medium text-muted-foreground">손절가</th>
             <th scope="col" className="px-4 py-3 text-left text-sm font-medium text-muted-foreground">사유</th>
+            <th scope="col" className="px-4 py-3 text-right text-sm font-medium text-muted-foreground">체결가</th>
+            <th scope="col" className="px-4 py-3 text-right text-sm font-medium text-muted-foreground">체결수량</th>
             <th scope="col" className="px-4 py-3 text-center text-sm font-medium text-muted-foreground">상태</th>
             <th scope="col" className="px-4 py-3 text-center text-sm font-medium text-muted-foreground">실행</th>
           </tr>
@@ -277,6 +314,12 @@ export default function SignalsPage() {
                 <td className="px-4 py-3 text-sm max-w-xs truncate" title={signal.reason || ''}>
                   {signal.reason || '-'}
                 </td>
+                <td className="px-4 py-3 text-sm text-right font-mono">
+                  {signal.executed_price ? formatPrice(signal.executed_price) : '-'}
+                </td>
+                <td className="px-4 py-3 text-sm text-right">
+                  {signal.executed_quantity ? signal.executed_quantity.toLocaleString() : '-'}
+                </td>
                 <td className="px-4 py-3 text-center">
                   <Badge className={statConf.style}>{statConf.label}</Badge>
                 </td>
@@ -297,7 +340,7 @@ export default function SignalsPage() {
           })}
           {signals.length === 0 && (
             <tr>
-              <td colSpan={10} className="px-4 py-8 text-center text-muted-foreground">
+              <td colSpan={12} className="px-4 py-8 text-center text-muted-foreground">
                 신호가 없습니다.
               </td>
             </tr>
@@ -500,7 +543,7 @@ export default function SignalsPage() {
               {/* Portfolio selection */}
               <div className="space-y-2">
                 <Label>포트폴리오</Label>
-                <Select value={selectedPortfolioId} onValueChange={setSelectedPortfolioId}>
+                <Select value={selectedPortfolioId} onValueChange={handlePortfolioChange}>
                   <SelectTrigger>
                     <SelectValue placeholder="포트폴리오 선택" />
                   </SelectTrigger>
@@ -514,6 +557,23 @@ export default function SignalsPage() {
                 </Select>
               </div>
 
+              {/* Current holdings info */}
+              {selectedPortfolioId && executeSignal && (() => {
+                const holding = currentHoldings.find((h) => h.ticker === executeSignal.ticker);
+                return (
+                  <div className="rounded-md border p-3 text-sm">
+                    <span className="text-muted-foreground">현재 보유: </span>
+                    {holding ? (
+                      <span className="font-medium">
+                        {holding.quantity.toLocaleString()}주 (평균단가: {formatPrice(holding.avg_price)}원)
+                      </span>
+                    ) : (
+                      <span className="text-muted-foreground">미보유</span>
+                    )}
+                  </div>
+                );
+              })()}
+
               {/* Quantity */}
               <div className="space-y-2">
                 <Label htmlFor="exec-quantity">수량 (주)</Label>

frontend/src/app/strategy/multi-factor/page.tsx

@@ -9,6 +9,7 @@ import { Input } from '@/components/ui/input';
 import { Label } from '@/components/ui/label';
 import { Skeleton } from '@/components/ui/skeleton';
 import { api } from '@/lib/api';
+import { ApplyToPortfolio } from '@/components/strategy/apply-to-portfolio';
 
 interface StockFactor {
   ticker: string;
@@ -224,6 +225,9 @@ export default function MultiFactorPage() {
               </table>
             </div>
           </CardContent>
+          <div className="px-4 pb-4">
+            <ApplyToPortfolio stocks={result.stocks.map((s) => ({ ticker: s.ticker, name: s.name }))} />
+          </div>
         </Card>
       )}
     </DashboardLayout>

frontend/src/app/strategy/quality/page.tsx

@@ -9,6 +9,7 @@ import { Input } from '@/components/ui/input';
 import { Label } from '@/components/ui/label';
 import { Skeleton } from '@/components/ui/skeleton';
 import { api } from '@/lib/api';
+import { ApplyToPortfolio } from '@/components/strategy/apply-to-portfolio';
 
 interface StockFactor {
   ticker: string;
@@ -196,6 +197,9 @@ export default function QualityStrategyPage() {
               </table>
             </div>
           </CardContent>
+          <div className="px-4 pb-4">
+            <ApplyToPortfolio stocks={result.stocks.map((s) => ({ ticker: s.ticker, name: s.name }))} />
+          </div>
         </Card>
       )}
     </DashboardLayout>

frontend/src/app/strategy/value-momentum/page.tsx

@@ -9,6 +9,7 @@ import { Input } from '@/components/ui/input';
 import { Label } from '@/components/ui/label';
 import { Skeleton } from '@/components/ui/skeleton';
 import { api } from '@/lib/api';
+import { ApplyToPortfolio } from '@/components/strategy/apply-to-portfolio';
 
 interface StockFactor {
   ticker: string;
@@ -204,6 +205,9 @@ export default function ValueMomentumPage() {
               </table>
             </div>
           </CardContent>
+          <div className="px-4 pb-4">
+            <ApplyToPortfolio stocks={result.stocks.map((s) => ({ ticker: s.ticker, name: s.name }))} />
+          </div>
         </Card>
       )}
     </DashboardLayout>

frontend/src/components/strategy/apply-to-portfolio.tsx

@@ -0,0 +1,138 @@
+'use client';
+
+import { useEffect, useState } from 'react';
+import { Button } from '@/components/ui/button';
+import { Label } from '@/components/ui/label';
+import { api } from '@/lib/api';
+
+interface Portfolio {
+  id: number;
+  name: string;
+  portfolio_type: string;
+}
+
+interface TargetItem {
+  ticker: string;
+  target_ratio: number;
+}
+
+interface ApplyToPortfolioProps {
+  stocks: { ticker: string; name: string }[];
+}
+
+export function ApplyToPortfolio({ stocks }: ApplyToPortfolioProps) {
+  const [portfolios, setPortfolios] = useState<Portfolio[]>([]);
+  const [selectedId, setSelectedId] = useState<number | null>(null);
+  const [showConfirm, setShowConfirm] = useState(false);
+  const [applying, setApplying] = useState(false);
+  const [error, setError] = useState<string | null>(null);
+  const [success, setSuccess] = useState(false);
+
+  useEffect(() => {
+    const load = async () => {
+      try {
+        const data = await api.get<Portfolio[]>('/api/portfolios');
+        setPortfolios(data);
+        if (data.length > 0) setSelectedId(data[0].id);
+      } catch {
+        // ignore
+      }
+    };
+    load();
+  }, []);
+
+  const apply = async () => {
+    if (!selectedId || stocks.length === 0) return;
+    setApplying(true);
+    setError(null);
+    try {
+      const ratio = parseFloat((100 / stocks.length).toFixed(2));
+      const targets: TargetItem[] = stocks.map((s, i) => ({
+        ticker: s.ticker,
+        target_ratio: i === stocks.length - 1
+          ? parseFloat((100 - ratio * (stocks.length - 1)).toFixed(2))
+          : ratio,
+      }));
+
+      await api.put(`/api/portfolios/${selectedId}/targets`, targets);
+      setShowConfirm(false);
+      setSuccess(true);
+      setTimeout(() => setSuccess(false), 3000);
+    } catch (err) {
+      setError(err instanceof Error ? err.message : '적용 실패');
+    } finally {
+      setApplying(false);
+    }
+  };
+
+  if (portfolios.length === 0) return null;
+
+  return (
+    <div className="mt-4">
+      <div className="flex items-end gap-3">
+        <div>
+          <Label htmlFor="portfolio-select">포트폴리오 선택</Label>
+          <select
+            id="portfolio-select"
+            className="mt-1 block w-full rounded-md border border-input bg-background px-3 py-2 text-sm"
+            value={selectedId ?? ''}
+            onChange={(e) => setSelectedId(Number(e.target.value))}
+          >
+            {portfolios.map((p) => (
+              <option key={p.id} value={p.id}>
+                {p.name} ({p.portfolio_type === 'pension' ? '퇴직연금' : '일반'})
+              </option>
+            ))}
+          </select>
+        </div>
+        <Button onClick={() => setShowConfirm(true)}>
+          목표 배분으로 적용
+        </Button>
+      </div>
+
+      {success && (
+        <div className="mt-2 text-sm text-green-600 dark:text-green-400">
+          목표 배분이 적용되었습니다.
+        </div>
+      )}
+
+      {showConfirm && (
+        <div className="fixed inset-0 z-50 flex items-center justify-center bg-black/50">
+          <div className="bg-background rounded-lg shadow-lg max-w-md w-full mx-4 max-h-[80vh] overflow-y-auto">
+            <div className="p-6">
+              <h2 className="text-lg font-bold mb-2">목표 배분 적용 확인</h2>
+              <p className="text-sm text-muted-foreground mb-4">
+                선택한 포트폴리오의 기존 목표 배분을 덮어씁니다.
+                {stocks.length}개 종목이 동일 비중({(100 / stocks.length).toFixed(2)}%)으로 설정됩니다.
+              </p>
+
+              {error && (
+                <div className="bg-destructive/10 border border-destructive text-destructive px-3 py-2 rounded mb-4 text-sm">
+                  {error}
+                </div>
+              )}
+
+              <div className="max-h-48 overflow-y-auto mb-4 border rounded p-2">
+                {stocks.map((s) => (
+                  <div key={s.ticker} className="text-sm py-1 flex justify-between">
+                    <span>{s.name || s.ticker}</span>
+                    <span className="text-muted-foreground">{(100 / stocks.length).toFixed(2)}%</span>
+                  </div>
+                ))}
+              </div>
+
+              <div className="flex justify-end gap-2">
+                <Button variant="outline" onClick={() => setShowConfirm(false)}>
+                  취소
+                </Button>
+                <Button onClick={apply} disabled={applying}>
+                  {applying ? '적용 중...' : '적용'}
+                </Button>
+              </div>
+            </div>
+          </div>
+        </div>
+      )}
+    </div>
+  );
+}