12 Commits

Author SHA1 Message Date
머니페니
5a452e4714 fix: harden screening data collection
Some checks failed
Deploy to Production / deploy (push) Failing after 12h57m55s
2026-05-14 23:32:59 +09:00
머니페니
0b66eae847 feat: improve KJB screening workflow
All checks were successful
Deploy to Production / deploy (push) Successful in 3m5s
2026-05-14 07:52:28 +09:00
머니페니
120a8546cb fix: 테스트 리포트 보완 계획 전체 구현
Some checks failed
Deploy to Production / deploy (push) Failing after 2m38s
2026-05-10 16:44:05 +09:00
머니페니
34d09d9d34 feat: 김종봉식 KOSPI 종목발굴 전략 구현
Some checks failed
Deploy to Production / deploy (push) Failing after 6m46s
- KOSPIMarketStateDetector: KOSPI MA 기반 시장 상태 판단 (bull/neutral/bear/crash)
- VolumeScreener: 거래대금 2000억+ 스크리닝 (상한가 우선, 희소성 체크, 대형주 예외)
- SectorPortfolioManager: 섹터 기반 비중 배분
- KJBScreeningSignalGenerator: 눌림목 진입, 5MA 손절, 단계적 익절
- KISTradeExecutor: KIS API 자동 매수/매도 (기본값 모의투자)
- ScreeningSignal / AutoOrder DB 모델 추가
- screening API 엔드포인트 추가
- 스케줄러 잡 3종 추가 (08:30/5분/15:35)
- Price.trading_value 컬럼 추가
- MarketIndex 테이블 추가 (KOSPI/KOSDAQ 지수 일봉)
- IndexCollector 추가 (일일 수집 잡 등록)
- intraday_exit_check 시간 필터 추가 (09:05~15:20 KST)
- 드라이런 스크립트 추가 (scripts/screening_dryrun.py)
2026-05-05 23:03:53 +09:00
머니페니
12d235a1f1 feat: add 9 new modules - notification alerts, trading journal, position sizing, pension allocation, drawdown monitoring, benchmark dashboard, tax simulation, correlation analysis, parameter optimizer
Phase 1:
- Real-time signal alerts (Discord/Telegram webhook)
- Trading journal with entry/exit tracking
- Position sizing calculator (Fixed/Kelly/ATR)

Phase 2:
- Pension asset allocation (DC/IRP 70% risk limit)
- Drawdown monitoring with SVG gauge
- Benchmark dashboard (portfolio vs KOSPI vs deposit)

Phase 3:
- Tax benefit simulation (Korean pension tax rules)
- Correlation matrix heatmap
- Parameter optimizer with grid search + overfit detection
2026-03-29 10:03:08 +09:00
3c969fc53c feat: wire KJB into backtest worker, add Signal API, add scheduler job
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-19 15:16:13 +09:00
5422383fd8 feat: add FinancialCollector for FnGuide financial statement scraping
All checks were successful
Deploy to Production / deploy (push) Successful in 1m8s
Port make-quant-py's FnGuide scraping logic into galaxy-po's
BaseCollector pattern. Collects annual and quarterly financial
statements (revenue, net income, total assets, etc.) and maps
Korean account names to English keys for FactorCalculator.
Scheduled weekly on Monday 19:00 KST since data updates quarterly.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-18 22:38:05 +09:00
fe48e20642 fix: set scheduler timezone to KST for correct job execution times
CronTrigger had no explicit timezone, defaulting to system timezone
(UTC in Docker containers), causing jobs to run at KST 03:00/03:30
instead of the intended 18:00/18:30.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-18 21:45:08 +09:00
9b4d678995 feat: register daily collection job at 18:00 in scheduler
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-14 00:33:25 +09:00
20240fdb4d feat: add backfill job for historical price data
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-14 00:29:36 +09:00
cc7ab311ed feat: add daily collection job orchestration
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-14 00:27:06 +09:00
89bd8fea53 feat: add scheduler, returns calculator, and history page
- APScheduler for daily snapshots (18:30 weekdays)
- ReturnsCalculator with CAGR, TWR, MDD, volatility
- Portfolio history page with snapshots and returns tabs
- FastAPI lifespan integration for scheduler

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-02-03 12:26:16 +09:00