12 Commits

Author SHA1 Message Date
머니페니
34d09d9d34 feat: 김종봉식 KOSPI 종목발굴 전략 구현
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- 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
aa3e2d40d2 feat: add data explorer API for viewing collected stocks/ETFs/prices
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-11 23:33:11 +09:00
8842928363 feat: add PriceService and snapshot API endpoints
- PriceService: Mock implementation using DB prices
- Snapshot schemas: SnapshotListItem, ReturnsResponse, ReturnDataPoint
- Snapshot API: list, create, get, delete snapshots
- Returns API: portfolio returns calculation with CAGR

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-02-03 12:23:56 +09:00
99bd08c68a feat: add backtest API endpoints
- 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>
2026-02-03 11:51:29 +09:00
bc484fcb07 feat: add market data API endpoints
- 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>
2026-02-03 09:01:48 +09:00
6a6ccc9c57 feat: add strategy API endpoints
- POST /api/strategy/multi-factor
- POST /api/strategy/quality
- POST /api/strategy/value-momentum

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-02-03 09:01:10 +09:00
5558d96cb9 feat: add portfolio CRUD API endpoints 2026-02-03 07:06:55 +09:00
d2c5f91b2b feat: add admin API for data collection management
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-02-02 23:57:47 +09:00
39edc202f8 feat: add authentication API with login, register, and user endpoints
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-02-02 23:20:32 +09:00
e8c17f9e4d feat: initialize project structure with backend and frontend scaffolding
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-02-02 22:55:26 +09:00