12d235a1f1
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
60 lines
1.7 KiB
Python
60 lines
1.7 KiB
Python
"""
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Benchmark comparison API endpoints.
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"""
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from typing import List
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from fastapi import APIRouter, Depends, HTTPException, Query
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from sqlalchemy.orm import Session
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from app.core.database import get_db
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from app.api.deps import CurrentUser
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from app.schemas.benchmark import (
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BenchmarkCompareResponse,
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BenchmarkIndexInfo,
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BenchmarkType,
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PeriodType,
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)
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from app.services.benchmark import BenchmarkService
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router = APIRouter(prefix="/api/benchmark", tags=["benchmark"])
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@router.get("/indices", response_model=List[BenchmarkIndexInfo])
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async def list_indices():
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"""사용 가능한 벤치마크 목록 반환."""
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return [
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BenchmarkIndexInfo(
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code="kospi",
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name="KOSPI",
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description="코스피 종합지수",
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),
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BenchmarkIndexInfo(
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code="deposit",
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name="정기예금",
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description="정기예금 금리 (연 3.5%)",
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),
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]
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@router.get("/compare/{portfolio_id}", response_model=BenchmarkCompareResponse)
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async def compare_with_benchmark(
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portfolio_id: int,
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current_user: CurrentUser,
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db: Session = Depends(get_db),
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benchmark: BenchmarkType = Query(BenchmarkType.KOSPI),
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period: PeriodType = Query(PeriodType.ONE_YEAR),
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):
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"""포트폴리오 성과를 벤치마크와 비교."""
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service = BenchmarkService(db)
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try:
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result = service.compare_with_benchmark(
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portfolio_id=portfolio_id,
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benchmark_type=benchmark.value,
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period=period.value,
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user_id=current_user.id,
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)
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except ValueError as e:
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raise HTTPException(status_code=404, detail=str(e))
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return result
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