- 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)
Design for an autonomous development agent that forks open-swe
(LangGraph + Deep Agents) with Gitea webhook + Discord bot triggers,
Docker sandbox execution on Oracle VM A1 (ARM64), and Claude API.
Includes phased implementation roadmap from conservative (PR-only)
to autonomous (auto-merge with E2E gates).
- 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 CLAUDE.md and AGENTS.md for AI-assisted development guidance,
analysis report with screenshots, and Playwright-based e2e test for
signal cancellation flow.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- 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 "거래 추가" button to the transactions tab with a modal dialog for
manually entering buy/sell transactions (ticker, type, quantity, price, memo).
Refreshes portfolio and transaction list after successful submission.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Portfolio value chart now uses actual snapshot API data instead of
generated simulation. Shows empty state message when no snapshots exist.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Add hover-visible edit (rename) and delete buttons to portfolio cards
on the list page, with modal dialogs for name editing and delete
confirmation. Uses existing PUT/DELETE API endpoints.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Add class-based ErrorBoundary component that catches rendering errors
and shows a user-friendly fallback with retry/reload buttons. Wrap in
root layout to protect against full-page crashes.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Replace silent console.error-only handling with user-visible toast notifications
using sonner, while keeping console.error for debugging.
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 a compare page at /strategy/compare that runs MultiFactor, Quality,
and ValueMomentum strategies simultaneously and displays results side-by-side
with common ticker highlighting and factor score comparison table.
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>
Expert team identified 12 gaps across 6 scenarios. Prioritized into
3 phases: Critical (rebalance apply, strategy-to-portfolio link),
Important (signal holdings, DC limits, benchmark, signal PnL),
and Nice-to-have (comparison UI, walk-forward, undo).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
