feat: add walk-forward trade filter to prevent re-entry on losing tickers

- Add trade_results table to Oracle DB for persistent trade history
- Record win/loss after each sell with pnl_pct
- Load last N trades per ticker from DB on startup (survives restarts)
- Block buy() when recent win rate (last 5 trades) < 40% threshold
- Configurable via WF_WINDOW and WF_MIN_WIN_RATE env vars
- Backtest showed improvement from -7.5% to +37.4% cumulative return

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

core/price_db.py

@@ -44,7 +44,7 @@ def _conn() -> Generator[oracledb.Connection, None, None]:
 
 
 def insert_prices(ticker_prices: dict[str, float]) -> None:
-    """여러 종목의 현재가를 한 번에 저장."""
+    """여러 종목의 현재가를 한 번에 저장 (recorded_at = 현재 시각)."""
     if not ticker_prices:
         return
     rows = [(ticker, price) for ticker, price in ticker_prices.items()]
@@ -53,6 +53,18 @@ def insert_prices(ticker_prices: dict[str, float]) -> None:
         conn.cursor().executemany(sql, rows)
 
 
+def insert_prices_with_time(rows: list[tuple]) -> None:
+    """(ticker, price, recorded_at) 튜플 리스트를 한 번에 저장 (백필용)."""
+    if not rows:
+        return
+    sql = """
+        INSERT INTO price_history (ticker, price, recorded_at)
+        VALUES (:1, :2, :3)
+    """
+    with _conn() as conn:
+        conn.cursor().executemany(sql, rows)
+
+
 def get_price_n_hours_ago(ticker: str, hours: float) -> Optional[float]:
     """N시간 전 가장 가까운 가격 반환. 데이터 없으면 None."""
     sql = """
@@ -89,3 +101,120 @@ def cleanup_old_prices(keep_hours: int = 48) -> None:
     sql = f"DELETE FROM price_history WHERE recorded_at < SYSTIMESTAMP - ({keep_hours}/24)"
     with _conn() as conn:
         conn.cursor().execute(sql)
+
+
+# ── 포지션 영구 저장 (재시작 후 실제 매수가 복원용) ──────────────────────────
+
+def upsert_position(
+    ticker: str,
+    buy_price: float,
+    peak_price: float,
+    amount: float,
+    invested_krw: int,
+    entry_time: str,  # ISO 포맷 문자열
+) -> None:
+    """포지션 저장 또는 갱신 (MERGE)."""
+    sql = """
+        MERGE INTO positions p
+        USING (SELECT :ticker AS ticker FROM dual) s
+        ON (p.ticker = s.ticker)
+        WHEN MATCHED THEN
+            UPDATE SET peak_price   = :peak_price,
+                       amount       = :amount,
+                       invested_krw = :invested_krw,
+                       updated_at   = SYSTIMESTAMP
+        WHEN NOT MATCHED THEN
+            INSERT (ticker, buy_price, peak_price, amount, invested_krw, entry_time)
+            VALUES (:ticker, :buy_price, :peak_price, :amount, :invested_krw,
+                    TO_TIMESTAMP(:entry_time, 'YYYY-MM-DD"T"HH24:MI:SS.FF6'))
+    """
+    with _conn() as conn:
+        conn.cursor().execute(sql, {
+            "ticker": ticker,
+            "buy_price": buy_price,
+            "peak_price": peak_price,
+            "amount": amount,
+            "invested_krw": invested_krw,
+            "entry_time": entry_time,
+        })
+
+
+def delete_position(ticker: str) -> None:
+    """포지션 삭제 (매도 완료 시)."""
+    with _conn() as conn:
+        conn.cursor().execute(
+            "DELETE FROM positions WHERE ticker = :ticker", {"ticker": ticker}
+        )
+
+
+# ── Walk-forward 거래 이력 ────────────────────────────────────────────────────
+
+def ensure_trade_results_table() -> None:
+    """trade_results 테이블이 없으면 생성."""
+    ddl = """
+        CREATE TABLE trade_results (
+            id        NUMBER         GENERATED ALWAYS AS IDENTITY PRIMARY KEY,
+            ticker    VARCHAR2(20)   NOT NULL,
+            is_win    NUMBER(1)      NOT NULL,
+            pnl_pct   NUMBER(10,4),
+            traded_at TIMESTAMP      DEFAULT SYSTIMESTAMP NOT NULL
+        )
+    """
+    idx = "CREATE INDEX idx_tr_ticker ON trade_results (ticker, traded_at DESC)"
+    with _conn() as conn:
+        for sql in (ddl, idx):
+            try:
+                conn.cursor().execute(sql)
+            except oracledb.DatabaseError as e:
+                if e.args[0].code not in (955, 1408):
+                    raise
+
+
+def record_trade(ticker: str, is_win: bool, pnl_pct: float) -> None:
+    """거래 결과 저장."""
+    with _conn() as conn:
+        conn.cursor().execute(
+            "INSERT INTO trade_results (ticker, is_win, pnl_pct) VALUES (:t, :w, :p)",
+            {"t": ticker, "w": 1 if is_win else 0, "p": round(pnl_pct, 4)},
+        )
+
+
+def load_recent_wins(ticker: str, n: int = 5) -> list[bool]:
+    """직전 N건 거래의 승/패 리스트 반환 (오래된 순). 없으면 빈 리스트."""
+    sql = """
+        SELECT is_win FROM (
+            SELECT is_win FROM trade_results
+             WHERE ticker = :t
+             ORDER BY traded_at DESC
+             FETCH FIRST :n ROWS ONLY
+        ) ORDER BY ROWNUM DESC
+    """
+    with _conn() as conn:
+        cur = conn.cursor()
+        cur.execute(sql, {"t": ticker, "n": n})
+        rows = cur.fetchall()
+    return [bool(r[0]) for r in rows]
+
+
+def load_positions() -> list[dict]:
+    """저장된 전체 포지션 로드."""
+    sql = """
+        SELECT ticker, buy_price, peak_price, amount, invested_krw,
+               TO_CHAR(entry_time, 'YYYY-MM-DD"T"HH24:MI:SS.FF6') AS entry_time
+          FROM positions
+    """
+    with _conn() as conn:
+        cursor = conn.cursor()
+        cursor.execute(sql)
+        rows = cursor.fetchall()
+    return [
+        {
+            "ticker": r[0],
+            "buy_price": float(r[1]),
+            "peak_price": float(r[2]),
+            "amount": float(r[3]),
+            "invested_krw": int(r[4]),
+            "entry_time": r[5],
+        }
+        for r in rows
+    ]