Add 10 indexes across prices, etf_prices, financials, valuations,
holdings, transactions, signals, portfolio_snapshots, and etfs tables.
Fix N+1 query in list_backtests by eager-loading backtest results
with joinedload.
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>
Allow users to execute active KJB signals by selecting a portfolio,
entering quantity and price, then creating the corresponding transaction
and updating holdings. Signal status changes to 'executed' after completion.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Validates trading day count, benchmark coverage, per-date ticker
density, and date gaps before running simulation. Logs warnings for
holdings with missing prices during execution.
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>
The portfolio API was returning only ticker symbols (e.g., "095570")
without stock names. The Stock table already has Korean names
(e.g., "AJ네트웍스") from data collection.
Backend: Add name field to HoldingWithValue schema, fetch stock names
via RebalanceService.get_stock_names() in the portfolio detail endpoint.
Frontend: Show Korean stock name as primary label with ticker as
subtitle in portfolio detail, donut charts, and target vs actual
comparison. Dashboard donut chart also shows names.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
The collect endpoints were defined as async def but called synchronous
collector.run() directly, blocking the single uvicorn event loop for
up to 15+ minutes during price collection. This caused all other
requests (including auth/login) to hang, making the app unusable.
Backend: Run each collector in a daemon thread with its own DB session,
returning HTTP 200 immediately. The collector logs status to JobLog as
before, which the frontend can poll.
Frontend: Auto-poll job status every 3s while any job is "running",
with a visual indicator. Disable collect buttons during active jobs.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Backend:
- Fix Decimal serialization in data_explorer.py (Decimal → FloatDecimal)
- Fix Optional type hints for query parameters in admin.py
- Fix authentication bypass in market.py search_stocks endpoint
Frontend:
- Fix 404 page: link to "/" instead of "/dashboard", proper back button
- Rewrite dashboard with real API data instead of hardcoded samples
- Implement actual equity curve and drawdown charts in backtest detail
- Remove mock data from backtest list, load real results from API
- Fix null dividend_yield display in quality strategy page
- Add skeleton loading states to 7 pages that returned null during load
Infrastructure:
- Fix PostgreSQL 18 volume mount compatibility in docker-compose.yml
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Pydantic v2's model_dump(mode="json") serializes Decimal as strings (e.g.,
"33.33" instead of 33.33), causing frontend crashes when calling .toFixed()
on string values. Introduced FloatDecimal type alias with PlainSerializer
to ensure Decimal fields are serialized as floats in JSON responses.
Also fixed frontend Transaction interface to match backend field names
(created_at → executed_at, transaction_type → tx_type).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
pykrx get_market_ohlcv returns 6 data columns (시가/고가/저가/종가/거래량/거래대금),
not 7. The 등락률 (change) column does not exist, causing a length mismatch error.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
The pykrx library uses 'etx' not 'etf' as the module directory name,
and fetch() is the proper method that returns a DataFrame.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
KRX CSV download endpoint blocks requests from cloud/server IPs,
causing "No columns to parse from file" errors. Replaced with pykrx's
JSON-based API (get_market_ticker_list, get_market_cap_by_ticker,
get_market_fundamental_by_ticker) which is more reliable.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Add ETFCollector (KRX master data) and ETFPriceCollector (pykrx OHLCV)
with corresponding admin API endpoints and frontend collection UI buttons.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Replace passlib with direct bcrypt usage to eliminate the
'module bcrypt has no attribute __about__' warning
- Change Query(regex=) to Query(pattern=) per FastAPI deprecation
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>
- Remove nginx from docker-compose.prod.yml (NPM handles reverse proxy)
- Add Next.js rewrites to proxy /api/* to backend (backend fully hidden)
- Bind frontend to 127.0.0.1:3000 only (NPM proxies externally)
- Replace hardcoded localhost:8000 in history page with api client
- Make CORS origins configurable via environment variable
- Restrict CORS methods to GET/POST/PUT/DELETE
- Add Gitea Actions deploy workflow with secrets-based env management
- Add security headers (X-Frame-Options, X-Content-Type-Options, Referrer-Policy)
- Add BACKEND_URL build arg to frontend Dockerfile for standalone builds
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- 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>
- POST /api/backtest (create and start)
- GET /api/backtest (list)
- GET /api/backtest/{id} (detail)
- GET /api/backtest/{id}/equity-curve
- GET /api/backtest/{id}/holdings
- GET /api/backtest/{id}/transactions
- DELETE /api/backtest/{id}
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
- VirtualPortfolio for portfolio simulation
- BacktestEngine for strategy backtesting
- Worker for async background execution
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
- GET /api/market/stocks/{ticker}
- GET /api/market/stocks/{ticker}/prices
- GET /api/market/search
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
- POST /api/strategy/multi-factor
- POST /api/strategy/quality
- POST /api/strategy/value-momentum
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
- BaseStrategy abstract class
- MultiFactorStrategy with weighted factors
- QualityStrategy with F-Score filtering
- ValueMomentumStrategy combining value and momentum
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
