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feat: add trade_id + full trade record to trade_results

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Each buy generates a UUID trade_id stored in positions table.
Each sell links via same trade_id in trade_results, enabling
round-trip grouping of buy→sell pairs.

Additional fields saved per trade:
- fee_krw: commission amount (0.05% each side)
- krw_profit: net KRW profit/loss after fees
- buy_price / sell_price: exact prices
- invested_krw: capital deployed
- sell_reason: trailing stop / time stop / etc.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
joungmin
2026-03-01 05:54:06 +09:00
parent 60e739d18b
commit bcef128155
2 changed files with 61 additions and 11 deletions
Download Patch File Download Diff File Expand all files Collapse all files

43
core/price_db.py
View File

@@ -112,6 +112,7 @@ def upsert_position(
amount: float,
invested_krw: int,
entry_time: str, # ISO 포맷 문자열
trade_id: str = "",
) -> None:
"""포지션 저장 또는 갱신 (MERGE)."""
sql = """
@@ -124,9 +125,9 @@ def upsert_position(
invested_krw = :invested_krw,
updated_at = SYSTIMESTAMP
WHEN NOT MATCHED THEN
INSERT (ticker, buy_price, peak_price, amount, invested_krw, entry_time)
INSERT (ticker, buy_price, peak_price, amount, invested_krw, entry_time, trade_id)
VALUES (:ticker, :buy_price, :peak_price, :amount, :invested_krw,
TO_TIMESTAMP(:entry_time, 'YYYY-MM-DD"T"HH24:MI:SS.FF6'))
TO_TIMESTAMP(:entry_time, 'YYYY-MM-DD"T"HH24:MI:SS.FF6'), :trade_id)
"""
with _conn() as conn:
conn.cursor().execute(sql, {
@@ -136,6 +137,7 @@ def upsert_position(
"amount": amount,
"invested_krw": invested_krw,
"entry_time": entry_time,
"trade_id": trade_id,
})
@@ -170,12 +172,37 @@ def ensure_trade_results_table() -> None:
raise
def record_trade(ticker: str, is_win: bool, pnl_pct: float) -> None:
"""거래 결과 저장."""
def record_trade(
ticker: str,
is_win: bool,
pnl_pct: float,
fee_krw: float = 0.0,
krw_profit: float = 0.0,
trade_id: str = "",
buy_price: float = 0.0,
sell_price: float = 0.0,
invested_krw: int = 0,
sell_reason: str = "",
) -> None:
"""거래 결과 저장 (수수료·KRW 손익·trade_id 포함)."""
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)},
"INSERT INTO trade_results "
"(ticker, is_win, pnl_pct, fee_krw, krw_profit, "
" trade_id, buy_price, sell_price, invested_krw, sell_reason) "
"VALUES (:t, :w, :p, :f, :k, :tid, :bp, :sp, :ikrw, :sr)",
{
"t": ticker,
"w": 1 if is_win else 0,
"p": round(pnl_pct, 4),
"f": round(fee_krw, 2),
"k": round(krw_profit, 2),
"tid": trade_id,
"bp": buy_price,
"sp": sell_price,
"ikrw": invested_krw,
"sr": sell_reason,
},
)
@@ -250,7 +277,8 @@ 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
TO_CHAR(entry_time, 'YYYY-MM-DD"T"HH24:MI:SS.FF6') AS entry_time,
trade_id
FROM positions
"""
with _conn() as conn:
@@ -265,6 +293,7 @@ def load_positions() -> list[dict]:
"amount": float(r[3]),
"invested_krw": int(r[4]),
"entry_time": r[5],
"trade_id": r[6] or "",
}
for r in rows
]

29
core/trader.py
View File

@@ -6,6 +6,7 @@ import logging
import os
import threading
import time
import uuid
from datetime import datetime
from typing import Optional
@@ -60,7 +61,13 @@ def _get_history(ticker: str) -> list[bool]:
return _trade_history[ticker]
def _update_history(ticker: str, is_win: bool, pnl_pct: float) -> None:
def _update_history(
ticker: str, is_win: bool, pnl_pct: float,
fee_krw: float = 0.0, krw_profit: float = 0.0,
trade_id: str = "", buy_price: float = 0.0,
sell_price: float = 0.0, invested_krw: int = 0,
sell_reason: str = "",
) -> None:
"""매도 후 in-memory 이력 갱신 + DB 기록."""
hist = _trade_history.setdefault(ticker, [])
hist.append(is_win)
@@ -68,7 +75,10 @@ def _update_history(ticker: str, is_win: bool, pnl_pct: float) -> None:
if len(hist) > WF_WINDOW * 2:
_trade_history[ticker] = hist[-WF_WINDOW:]
try:
record_trade(ticker, is_win, pnl_pct)
record_trade(
ticker, is_win, pnl_pct, fee_krw, krw_profit,
trade_id, buy_price, sell_price, invested_krw, sell_reason,
)
except Exception as e:
logger.error(f"거래 이력 저장 실패 {ticker}: {e}")
@@ -83,6 +93,7 @@ def _db_upsert(ticker: str, pos: dict) -> None:
amount=pos["amount"],
invested_krw=pos["invested_krw"],
entry_time=pos["entry_time"].isoformat(),
trade_id=pos.get("trade_id", ""),
)
except Exception as e:
logger.error(f"포지션 DB 저장 실패 {ticker}: {e}")
@@ -158,6 +169,7 @@ def restore_positions() -> None:
"amount": amount,
"invested_krw": s["invested_krw"],
"entry_time": entry_time,
"trade_id": s.get("trade_id", ""),
}
logger.info(
f"[복원] {ticker} 매수가={s['buy_price']:,.0f}원 | 현재가={current:,.0f}원 "
@@ -252,17 +264,19 @@ def buy(ticker: str) -> bool:
actual_price = order_krw / amount if amount > 0 else pyupbit.get_current_price(ticker)
entry_time = datetime.now()
trade_id = str(uuid.uuid4())
_positions[ticker] = {
"buy_price": actual_price,
"peak_price": actual_price,
"amount": amount,
"invested_krw": order_krw,
"entry_time": entry_time,
"trade_id": trade_id,
}
_db_upsert(ticker, _positions[ticker])
logger.info(
f"[매수] {ticker} @ {actual_price:,.0f}원 (실체결가) | "
f"수량={amount} | 투자금={order_krw:,}원"
f"수량={amount} | 투자금={order_krw:,}원 | trade_id={trade_id[:8]}"
)
notify_buy(ticker, actual_price, amount, order_krw)
return True
@@ -318,7 +332,14 @@ def sell(ticker: str, reason: str = "") -> bool:
upsert_sell_price(ticker, current) # DB 영구 저장
except Exception as e:
logger.error(f"직전 매도가 DB 저장 실패 {ticker}: {e}")
_update_history(ticker, pnl > 0, pnl) # walk-forward 이력 갱신
_update_history(
ticker, pnl > 0, pnl, fee, krw_profit,
trade_id=pos.get("trade_id", ""),
buy_price=pos["buy_price"],
sell_price=current or pos["buy_price"],
invested_krw=pos["invested_krw"],
sell_reason=reason,
)
del _positions[ticker]
try:
delete_position(ticker)