feat: CIO 매도 결정안 + 결정안 성과추적 + 대시보드 표시

- score-engine: run_cio_decisions에 보유종목(user_portfolio) 매도 결정안(등급악화/손절) 추가, 모든 결정안에 entry_price 기록. verify_decisions_job(매일18:10)이 7일 실측 수익·알파·정답여부 채점 → /decisions/accuracy (자동실행 게이트, "회사 결정이 실제 맞았나"). - dashboard-api: /api/data-health·accuracy·hot-validate·decisions·decisions-accuracy 프록시. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
2026-06-03 12:42:12 +09:00
parent 84fd3833ff
commit 0cb1b736a9
2 changed files with 132 additions and 13 deletions
@@ -2084,6 +2084,33 @@ async def proxy_sector_concentration():
    return await _proxy_get(f"{SCORE_ENGINE_URL}/sector/concentration")


+# ── AI 투자조직 패널 (데이터건강·정확도·핫검증·결정안) ──────────────
+@app.get("/api/data-health")
+async def proxy_data_health():
+    """데이터 무결성 (score-engine /data-health)"""
+    return await _proxy_get(f"{SCORE_ENGINE_URL}/data-health")
+
+@app.get("/api/accuracy")
+async def proxy_accuracy(days: int = Query(default=90, ge=7, le=365)):
+    """추천 등급별 정확도 (score-engine /accuracy)"""
+    return await _proxy_get(f"{SCORE_ENGINE_URL}/accuracy?days={days}")
+
+@app.get("/api/hot-validate")
+async def proxy_hot_validate():
+    """핫종목 검증 (score-engine /hot/validate)"""
+    return await _proxy_get(f"{SCORE_ENGINE_URL}/hot/validate", timeout=20.0)
+
+@app.get("/api/decisions")
+async def proxy_decisions():
+    """오늘의 결정안 (score-engine /decisions)"""
+    return await _proxy_get(f"{SCORE_ENGINE_URL}/decisions")
+
+@app.get("/api/decisions-accuracy")
+async def proxy_decisions_accuracy(days: int = Query(default=60, ge=7, le=365)):
+    """결정안 실측 성과 (score-engine /decisions/accuracy)"""
+    return await _proxy_get(f"{SCORE_ENGINE_URL}/decisions/accuracy?days={days}")
+
+
 async def _enrich_kr_names(rows):
    """rows의 kr_code/stock_code에 dart_corps.corp_name을 kr_name으로 첨부"""
    if not isinstance(rows, list) or not rows:
@@ -3056,6 +3056,10 @@ async def startup():
    scheduler.add_job(cio_decisions_job, "cron",
                      day_of_week="mon-fri", hour=9, minute=20,
                      id="cio_decisions", replace_existing=True)
+    # 결정안 성과 채점: 매일 18:10 (성과가격 갱신 18:00 이후)
+    scheduler.add_job(verify_decisions_job, "cron",
+                      hour=18, minute=10,
+                      id="verify_decisions", replace_existing=True)
    # 성과 추적: 매일 18시 가격 업데이트
    scheduler.add_job(update_performance_prices, "cron",
                      day_of_week="mon-fri", hour=18, minute=0,
@@ -3353,7 +3357,8 @@ def _conviction(score: float, votes: int) -> int:
    return 1

 async def run_cio_decisions(top: int = 8) -> dict:
-    """점수+보팅+리스크+핫검증 종합 → 오늘의 매수 결정안 생성·저장 (dry-run, 승인 전)."""
+    """점수+보팅+리스크+핫검증 종합 → 오늘의 매수/매도 결정안 (dry-run, 승인 전).
+    매수=추천 상위 후보, 매도=보유종목(user_portfolio) 등급악화·손절. entry_price 기록(사후추적)."""
    today = date.today()
    async with pg_pool.acquire() as conn:
        await conn.execute("""
@@ -3373,20 +3378,29 @@ async def run_cio_decisions(top: int = 8) -> dict:
                UNIQUE(decision_date, stock_code)
            )
        """)
+        for col in ("entry_price BIGINT DEFAULT 0", "return_7d FLOAT",
+                    "kospi_return_7d FLOAT", "alpha_7d FLOAT", "outcome VARCHAR(10)"):
+            await conn.execute(f"ALTER TABLE daily_decisions ADD COLUMN IF NOT EXISTS {col}")
+
        regime_label, _ = await calc_market_regime(conn)
        hotv = await compute_hot_validate(30)
        hot_pass = {p["code"] for p in (hotv.get("passed") or [])} if not hotv.get("error") else set()
+
+        async def _cur_price(code):
+            return await conn.fetchval(
+                "SELECT price FROM stock_prices WHERE stock_code=$1 ORDER BY collected_at DESC LIMIT 1", code)
+
+        saved = []
+        # ── 매수 결정안 (추천 상위 후보) ──
        cands = await conn.fetch("""
            SELECT s.stock_code, COALESCE(d.corp_name, s.stock_code) name,
                   s.total_score, s.recommendation, s.buy_votes,
-                   s.position_size_pct, s.top_reasons,
-                   s.beneish_score, s.earnings_quality
+                   s.position_size_pct, s.top_reasons, s.beneish_score, s.earnings_quality
            FROM stock_scores s JOIN dart_corps d ON d.stock_code = s.stock_code
            WHERE s.score_date = $1 AND d.is_active = true
              AND s.recommendation IN ('강력매수', '매수관심') AND s.buy_votes >= 1
            ORDER BY s.total_score DESC LIMIT $2
        """, today, top)
-        saved = []
        for c in cands:
            conv = _conviction(c["total_score"] or 0, c["buy_votes"] or 0)
            if c["stock_code"] in hot_pass: conv = min(5, conv + 1)
@@ -3397,21 +3411,55 @@ async def run_cio_decisions(top: int = 8) -> dict:
            if (c["beneish_score"] or 0) >= 50: risk.append("분식의심")
            if c["earnings_quality"] is not None and c["earnings_quality"] < 0: risk.append("이익품질 낮음")
            if c["stock_code"] in hot_pass: risk.append("핫종목 검증통과")
-            thesis = (c["top_reasons"] or "")[:300]
+            ep = await _cur_price(c["stock_code"]) or 0
            await conn.execute("""
                INSERT INTO daily_decisions
-                  (decision_date, stock_code, stock_name, action, conviction, size_pct,
-                   total_score, thesis, risk_notes, status)
-                VALUES ($1,$2,$3,'매수',$4,$5,$6,$7,$8,'proposed')
-                ON CONFLICT (decision_date, stock_code) DO UPDATE SET
-                  conviction=$4, size_pct=$5, total_score=$6, thesis=$7, risk_notes=$8
+                  (decision_date,stock_code,stock_name,action,conviction,size_pct,
+                   total_score,thesis,risk_notes,entry_price,status)
+                VALUES ($1,$2,$3,'매수',$4,$5,$6,$7,$8,$9,'proposed')
+                ON CONFLICT (decision_date,stock_code) DO UPDATE SET
+                  action='매수',conviction=$4,size_pct=$5,total_score=$6,
+                  thesis=$7,risk_notes=$8,entry_price=$9
            """, today, c["stock_code"], c["name"], conv, size,
-                c["total_score"], thesis, " · ".join(risk))
+                c["total_score"], (c["top_reasons"] or "")[:300], " · ".join(risk), int(ep))
            saved.append({"code": c["stock_code"], "name": c["name"], "action": "매수",
                          "conviction": conv, "size_pct": size,
                          "score": round(c["total_score"], 1) if c["total_score"] is not None else None,
-                          "risk": " · ".join(risk), "thesis": thesis[:120]})
-    return {"decision_date": str(today), "regime": regime_label, "count": len(saved), "decisions": saved}
+                          "risk": " · ".join(risk)})
+        # ── 매도 결정안 (보유종목 등급악화/손절) ──
+        holds = await conn.fetch("""
+            SELECT p.stock_code, p.stock_name, p.buy_price,
+                   s.total_score, s.recommendation, s.sell_votes, s.top_reasons
+            FROM user_portfolio p
+            LEFT JOIN stock_scores s ON s.stock_code=p.stock_code AND s.score_date=$1
+            WHERE p.active = true
+        """, today)
+        for h in holds:
+            cp = await _cur_price(h["stock_code"]) or 0
+            loss = ((cp - h["buy_price"]) / h["buy_price"] * 100) if (h["buy_price"] and cp) else 0
+            reco = h["recommendation"]; reasons = []; sell = False
+            if reco in ("강력매도", "매도관심"): sell = True; reasons.append(f"등급 {reco}")
+            if loss <= -8: sell = True; reasons.append(f"손절({loss:.0f}%)")
+            if (h["sell_votes"] or 0) >= 3: sell = True; reasons.append(f"매도보팅{h['sell_votes']}")
+            if not sell: continue
+            conv = 5 if (reco == "강력매도" or loss <= -12) else 3
+            await conn.execute("""
+                INSERT INTO daily_decisions
+                  (decision_date,stock_code,stock_name,action,conviction,size_pct,
+                   total_score,thesis,risk_notes,entry_price,status)
+                VALUES ($1,$2,$3,'매도',$4,0,$5,$6,$7,$8,'proposed')
+                ON CONFLICT (decision_date,stock_code) DO UPDATE SET
+                  action='매도',conviction=$4,total_score=$5,thesis=$6,risk_notes=$7,entry_price=$8
+            """, today, h["stock_code"], h["stock_name"], conv,
+                h["total_score"], (h["top_reasons"] or "")[:200], " · ".join(reasons), int(cp))
+            saved.append({"code": h["stock_code"], "name": h["stock_name"], "action": "매도",
+                          "conviction": conv, "size_pct": 0,
+                          "score": round(h["total_score"], 1) if h["total_score"] is not None else None,
+                          "risk": " · ".join(reasons)})
+    return {"decision_date": str(today), "regime": regime_label, "count": len(saved),
+            "buy": sum(1 for x in saved if x["action"] == "매수"),
+            "sell": sum(1 for x in saved if x["action"] == "매도"),
+            "decisions": saved}

@app.post("/decisions/generate")
 async def decisions_generate(top: int = Query(default=8, ge=1, le=20)):
@@ -3428,6 +3476,50 @@ async def decisions_get():
        """)
    return [dict(r) for r in rows]

+async def verify_decisions_job():
+    """결정안 7일 성과 채점 (return/alpha/정답여부) — '회사 결정이 실제 맞았나'. 매일 18:10."""
+    scored = 0
+    async with pg_pool.acquire() as conn:
+        rows = await conn.fetch("""
+            SELECT id, stock_code, action, entry_price, decision_date
+            FROM daily_decisions
+            WHERE return_7d IS NULL AND entry_price > 0
+              AND decision_date <= CURRENT_DATE - 7 AND decision_date >= CURRENT_DATE - 60
+        """)
+        for r in rows:
+            target = r["decision_date"] + timedelta(days=7)
+            if target > date.today(): continue
+            price = await _close_near(conn, r["stock_code"], target)
+            if price is None: continue
+            ret = (price - r["entry_price"]) / r["entry_price"] * 100
+            kret = await _kospi_return_between(conn, r["decision_date"], target)
+            alpha = (ret - kret) if kret is not None else None
+            outcome = None
+            if alpha is not None:
+                outcome = ("정답" if alpha > 0 else "오답") if r["action"] == "매수" \
+                          else ("정답" if alpha < 0 else "오답")
+            await conn.execute("""UPDATE daily_decisions
+                SET return_7d=$1, kospi_return_7d=$2, alpha_7d=$3, outcome=$4 WHERE id=$5""",
+                ret, kret, alpha, outcome, r["id"])
+            scored += 1
+    logger.info("verify_decisions.done", scored=scored)
+
+@app.get("/decisions/accuracy")
+async def decisions_accuracy(days: int = Query(default=60, ge=7, le=365)):
+    """CIO 결정안의 실측 성과 — 자동실행 게이트."""
+    async with pg_pool.acquire() as conn:
+        rows = await conn.fetch("""
+            SELECT action, COUNT(*) n, AVG(return_7d) ret, AVG(alpha_7d) alpha,
+                   AVG(CASE WHEN outcome='정답' THEN 1.0 ELSE 0 END) hit
+            FROM daily_decisions
+            WHERE return_7d IS NOT NULL AND decision_date >= CURRENT_DATE - ($1::int)
+            GROUP BY action
+        """, days)
+    return {"days": days, "by_action": [
+        {"action": r["action"], "n": r["n"],
+         "avg_return7": round(r["ret"] or 0, 2), "avg_alpha7": round(r["alpha"] or 0, 2),
+         "hit_rate": round(100 * (r["hit"] or 0))} for r in rows]}
+
 async def cio_decisions_job():
    """평일 09:20 — CIO 오늘의 결정안 생성 + 텔레그램 보고 (dry-run, 자동실행 OFF)."""
    try: