- 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)
- Add pykrx-openapi dependency
- New krx_client.py wrapper module
- ETFCollector: Open API bulk fetch + pykrx fallback
- ETFPriceCollector: Open API date-based bulk + pykrx fallback
- StockCollector: Open API base_info + daily_trade + pykrx fallback
- PriceCollector: Open API date-based bulk + pykrx fallback
- ValuationCollector: pykrx retained (Open API has no PER/PBR)
- generate_snapshots.py: Open API + pykrx fallback
- Auto-switch based on KRX_OPENAPI_KEY env var
- All 278 tests passing
- New script: scripts/generate_snapshots.py
- Fetches actual ETF closing prices from KRX for each month-end
- Computes portfolio value from cumulative holdings at each date
- Generates 12 monthly snapshots (2025-04 ~ 2026-03)
- Added to CI/CD deploy pipeline
The seed script was incorrectly using the latest snapshot's market price
as avg_price, resulting in inflated average costs. Now computes avg_price
from actual total invested amounts per ticker.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
