refactor: enhance Optuna backtesting framework, optimize orderbook filtering, and update database management utilities.

kis_trader/execution/orphan_reconcile.py

@@ -18,7 +18,7 @@ import logging
 from typing import Any, Dict, List, Optional, Set, Tuple
 
 from ..engine.strategy_eod import _STRATEGY_EOD_SPEC, parse_eod_hm, resolve_strategy_eod_params
-from ..utils.env import get_env_bool, get_env_from_db, get_env_int
+from ..utils.env import get_env_bool, get_env_float, get_env_from_db, get_env_int
 from ..utils.strategy_ids import canonical_strategy_id
 
 logger = logging.getLogger("kis_trader.orphan_reconcile")
@@ -393,6 +393,134 @@ def purge_ghost_active_trades(order_mgr, broker: Optional[Dict[str, Any]] = None
     return out
 
 
+def sync_active_trades_with_broker(order_mgr, broker: Optional[Dict[str, Any]] = None) -> Dict[str, Any]:
+    """
+    개장 전(08:35~09:15) 또는 고아복구 시 DB(active_trades)와 증권사 실계좌 잔고를 동기화.
+    - 기업 이벤트(액면분할, 무상증자 등) 또는 수기 매입으로 계좌 매수단가/수량이 변경된 경우,
+      DB의 avg_buy_price, current_qty, stop_price, target_price, max_price 를 비율에 맞춰 보정(Sync).
+    - 오진입 손절 및 트레이링 스톱 착시 방지.
+    """
+    out: Dict[str, Any] = {"synced": [], "failed": []}
+    if not get_env_bool("ORPHAN_RECONCILE_ENABLED", True):
+        out["msg"] = "ORPHAN_RECONCILE_ENABLED=false"
+        return out
+
+    db = order_mgr.db
+    if broker is None:
+        broker = order_mgr.get_broker_holdings(force=True)
+        if not getattr(order_mgr, "_holdings_last_fetch_ok", False):
+            out["error"] = "실계좌 잔고 조회 실패 — 안전을 위해 동기화 스킵"
+            logger.warning("🔄 [계좌동기화] 실계좌 잔고 조회 실패 — 안전을 위해 스킵")
+            return out
+
+    manual_hold = parse_manual_hold_codes()
+    min_diff_px = get_env_float("SYNC_PRICE_DIFF_MIN", 0.5)
+    
+    try:
+        rows = db.conn.execute("SELECT * FROM active_trades").fetchall() or []
+    except Exception as e:
+        out["error"] = str(e)
+        logger.warning("🔄 [계좌동기화] active_trades 조회 실패: %s", e)
+        return out
+
+    now_str = datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S")
+    for row in rows:
+        d = dict(row)
+        code = str(d.get("code") or "").strip()
+        if not code:
+            continue
+        name = str(d.get("name") or code)
+        strategy = str(d.get("strategy") or "").strip()
+
+        # 수동 보호 및 장기 투자 포지션은 개입 차단
+        if code in manual_hold or strategy.upper() == "HOLDING":
+            continue
+
+        br = broker.get(code)
+        if not br:
+            # 브로커에 0주인 종목은 purge_ghost_active_trades 가 처리하므로 여기선 스킵
+            continue
+
+        br_qty = int(br.get("qty") or 0)
+        br_avg = float(br.get("avg_price") or 0.0)
+        db_qty = int(d.get("current_qty") or 0)
+        db_avg = float(d.get("avg_buy_price") or 0.0)
+
+        if br_qty <= 0 or br_avg <= 0:
+            continue
+
+        qty_diff = (br_qty != db_qty)
+        price_diff = abs(br_avg - db_avg) >= min_diff_px
+
+        if not (qty_diff or price_diff):
+            continue
+
+        # 단가/수량 변경 감지! 비율(ratio) 계산하여 손절가·익절가·고점(max_price) 비례 조정
+        ratio = (br_avg / db_avg) if (db_avg > 0) else 1.0
+        old_stop = float(d.get("stop_price") or 0.0)
+        old_target = float(d.get("target_price") or 0.0)
+        old_max = float(d.get("max_price") or 0.0)
+
+        new_stop = round(old_stop * ratio, 2) if old_stop > 0 else 0.0
+        new_target = round(old_target * ratio, 2) if old_target > 0 else 0.0
+        new_max = max(br_avg, round(old_max * ratio, 2)) if old_max > 0 else br_avg
+        new_inv = br_avg * br_qty
+
+        try:
+            if strategy:
+                db.conn.execute(
+                    "UPDATE active_trades SET avg_buy_price=%s, current_qty=%s, target_qty=%s, "
+                    "stop_price=%s, target_price=%s, max_price=%s, total_invested=%s, updated_at=%s "
+                    "WHERE code=%s AND strategy=%s",
+                    (br_avg, br_qty, br_qty, new_stop, new_target, new_max, new_inv, now_str, code, strategy)
+                )
+            else:
+                db.conn.execute(
+                    "UPDATE active_trades SET avg_buy_price=%s, current_qty=%s, target_qty=%s, "
+                    "stop_price=%s, target_price=%s, max_price=%s, total_invested=%s, updated_at=%s "
+                    "WHERE code=%s",
+                    (br_avg, br_qty, br_qty, new_stop, new_target, new_max, new_inv, now_str, code)
+                )
+            
+            msg = (
+                f"🔄 [계좌 싱크 로봇] 원장 변동 동기화! {name}({code}) [{strategy}]\n"
+                f"  · 수량: {db_qty}주 ➔ {br_qty}주\n"
+                f"  · 매입단가: {db_avg:,.0f}원 ➔ {br_avg:,.0f}원 (비율 {ratio:.4f})\n"
+                f"  · 손절가 보정: {old_stop:,.0f}원 ➔ {new_stop:,.0f}원\n"
+                f"  · 고점(max) 보정: {old_max:,.0f}원 ➔ {new_max:,.0f}원"
+            )
+            logger.info(msg)
+            out["synced"].append({
+                "code": code, "name": name, "strategy": strategy,
+                "old_qty": db_qty, "new_qty": br_qty,
+                "old_avg": db_avg, "new_avg": br_avg,
+            })
+            # 알림 발송
+            if hasattr(order_mgr, "notifier") and order_mgr.notifier and hasattr(order_mgr.notifier, "send_message"):
+                try:
+                    order_mgr.notifier.send_message(msg)
+                except Exception:
+                    pass
+            elif hasattr(order_mgr, "send_telegram_msg"):
+                try:
+                    order_mgr.send_telegram_msg(msg)
+                except Exception:
+                    pass
+        except Exception as e:
+            out["failed"].append({"code": code, "name": name, "error": str(e)})
+            logger.exception("🔄 [계좌동기화] UPDATE 실패 %s", code)
+
+    if out["synced"]:
+        try:
+            order_mgr.invalidate_holdings_cache()
+        except Exception:
+            pass
+        out["synced_count"] = len(out["synced"])
+    else:
+        out["synced_count"] = 0
+    return out
+
+
 def reconcile_orphan_positions(order_mgr) -> Dict[str, Any]:
     """
     장마감 후 1회 호출 — 봇 고아만 active_trades 에 upsert.
@@ -412,6 +540,7 @@ def reconcile_orphan_positions(order_mgr) -> Dict[str, Any]:
         "failed": [],
         "ghost_purged": [],
         "stale_purged": [],
+        "synced": [],
     }
 
     if not get_env_bool("ORPHAN_RECONCILE_ENABLED", True):
@@ -544,6 +673,15 @@ def reconcile_orphan_positions(order_mgr) -> Dict[str, Any]:
     except Exception:
         pass
 
+    # 실계좌 평단가·수량 동기화 (액면조정·수기매입 등 보정)
+    sync = sync_active_trades_with_broker(order_mgr, broker=broker)
+    result["synced"] = list(sync.get("synced") or [])
+    result["synced_count"] = int(sync.get("synced_count") or 0)
+    if sync.get("error"):
+        result["sync_error"] = sync["error"]
+    for f in sync.get("failed") or []:
+        result["failed"].append(f)
+
     # 유령(DB有·브로커0) — 동일 잔고 스냅샷으로 삭제 (추가 REST 없음)
     ghost = purge_ghost_active_trades(order_mgr, broker=broker)
     result["ghost_purged"] = list(ghost.get("purged") or [])
@@ -557,9 +695,10 @@ def reconcile_orphan_positions(order_mgr) -> Dict[str, Any]:
     result["failed_count"] = len(result["failed"])
     result["skipped_after_sell_count"] = len(result["skipped_after_sell"])
     logger.info(
-        "🧩 [고아복구] 완료 — 복구 %d / 청산후스킵 %d / 청산후유령정리 %d / "
+        "🧩 [고아복구] 완료 — 복구 %d / 단가·수량동기화 %d / 청산후스킵 %d / 청산후유령정리 %d / "
         "유령삭제 %d / 실패 %d / 보호(수동) %d / 이미추적 %d / 주문없음 %d",
         len(result["reconciled"]),
+        result["synced_count"],
         len(result["skipped_after_sell"]),
         result["stale_purged_count"],
         result["ghost_purged_count"],