[2026-05-28] 운영 문서 최신화

reports/implementation_log.md

@@ -1,5 +1,47 @@
 # Implementation Log
 
+## 2026-05-28
+
+- Applied the approved 2026-05-28 strategy update:
+  - `ENTRY_START` changed from `"09:15"` to `"09:20"`.
+  - `FORCE_EXIT = "14:50"` was verified unchanged.
+- Fixed the `avoid_sectors` runtime bug:
+  - `app/main.py` now passes `sector` into `VolatilityBreakout.check_entry()`.
+  - Added `ticker_sectors` cache support from ranking rows when sector fields exist.
+  - Added conservative name-based avoid-sector hints for cases such as construction names when no sector field is available.
+- Repaired the external-data pretraining path:
+  - `scripts/collect_daily_features.py` now falls back to KIS daily OHLCV when pykrx fails.
+  - `scripts/collect_minute_data.py` excludes ETF/ETN by default and collects multiple intraday windows from 09:30 to 14:00.
+  - `scripts/build_external_training_dataset.py` now uses prior daily OHLCV rows for breakout targets instead of same-day OHLCV.
+  - `scripts/run_training_pipeline.ps1` builds external rows with `--all-minutes` for pretraining.
+- Removed model leakage:
+  - Excluded future/outcome columns from training features: `price_*`, `ret_*`, `mfe_*`, `mae_*`, `pnl`, and `exit_price`.
+- Fixed PowerShell training pipeline execution:
+  - Replaced `$Args` parameter usage with `$StepArgs` to avoid PowerShell automatic-variable collision.
+  - Prevented nonzero stderr output from stopping required exit-code handling.
+  - Normalized Python step logging to UTF-8 append.
+- Removed unused helper:
+  - `scripts/_send_midday_discord.py`.
+
+Validation performed:
+- `python -m compileall app scripts` passed.
+- Manual external daily collection passed through KIS fallback.
+- Manual KIS minute collection saved 11 regular-stock CSV files for 2026-05-28.
+- `data/external_training_dataset.csv` generated 3,146 rows.
+- `data/training_dataset.csv` generated 10 bot-trade rows.
+- `python scripts/train_ai_model.py` generated `models/scalping_model.joblib` and metrics.
+- `powershell -ExecutionPolicy Bypass -File scripts\run_training_pipeline.ps1` passed end-to-end.
+
+Latest training metrics:
+- `label_stop_loss`: rows 3,156, accuracy 0.750, precision 0.450, ROC-AUC 0.851.
+- `label_win`: rows 3,156, accuracy 0.635, precision 0.492, ROC-AUC 0.719.
+
+Open risks:
+- AI remains observation-only and must not block entries, resize trades, or override exits.
+- Training is still dominated by external pretraining rows; actual bot-labeled rows are only 10.
+- Same-day pykrx data may fail; KIS fallback is active but index rows can be empty.
+- Real-cash trading remains unapproved.
+
 ## 2026-05-27
 
 - Reviewed the stock scalping bot structure and moved it toward an AI-training-ready paper-trading platform.