- 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
- ETFCollector: retry once on JSONDecodeError/ConnectionError with 3s delay
- ValuationCollector: fallback to previous 3 business days on KeyError/empty data
- Both: graceful skip on persistent failure, never delete existing DB data
- Add test_collector_resilience.py (9 tests)
- Remove hardcoded database_url/jwt_secret defaults, require env vars
- Add DB indexes for stocks.market, market_cap, backtests.user_id
- Optimize backtest engine: preload all prices, move stock_names out of loop
- Fix backtest API auth: filter by user_id at query level (6 endpoints)
- Add manual transaction entry modal on portfolio detail page
- Replace console.error with toast.error in signals, backtest, data explorer
- Add backtest delete button with confirmation dialog
- Replace simulated sine chart with real snapshot data
- Add strategy-to-portfolio apply flow with dialog
- Add DC pension risk asset ratio >70% warning on rebalance page
- Add backtest comparison page with metrics table and overlay chart
- Add WalkForwardResult model with train/test window metrics
- Create WalkForwardEngine that reuses existing BacktestEngine
with rolling train/test window splits
- Add POST/GET /api/backtest/{id}/walkforward endpoints
- Add Walk-forward tab to backtest detail page with parameter
controls, cumulative return chart, and window results table
- Add Alembic migration for walkforward_results table
- Add 8 unit tests for window generation logic (100 total passed)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Add paginated responses (items/total/skip/limit) to:
- GET /api/data/stocks/{ticker}/prices (default limit=365)
- GET /api/data/etfs/{ticker}/prices (default limit=365)
- GET /api/portfolios/{id}/snapshots (default limit=100)
- GET /api/portfolios/{id}/transactions (default limit=50)
Frontend: update snapshot/transaction consumers to handle new response
shape, add "Load more" button to transaction table.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Add dc_only parameter to all strategy endpoints. When true, filters
results to include only tickers present in the ETF table, supporting
DC pension investment constraints where only ETFs are allowed.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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>
- 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>
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>
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>
- Hash passwords with SHA-256 on frontend before transmission to prevent
raw password exposure in network traffic and server logs
- Switch login endpoint from OAuth2 form-data to JSON body
- Auto-create admin user on startup from ADMIN_USERNAME/ADMIN_PASSWORD
env vars, solving login failure after registration was disabled
- Update auth tests to match new SHA-256 + JSON login flow
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
