- 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
- 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>
Eliminates XSS token theft by storing JWT in httpOnly Secure cookie
instead of localStorage. Backend sets cookie on login and clears on
logout. Token extraction uses cookie-first with Authorization header
fallback for backward compatibility with existing tests.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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 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>
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>
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>
