[2026-06-06] SL cascade 진입 차단 적용

AGENTS.md

@@ -80,6 +80,11 @@ Highest-leverage fixes:
   - `TIME` and `FORCE` cooldown is based on final exit time, not entry time.
   - Final `TP1`/`TP2` exits block same-day re-entry for that ticker.
   - Re-entry control state is restored from today's DB rows after restart.
+- SL cascade halt is active:
+  - `SL_CASCADE_HALT_THRESHOLD = 5`
+  - `SL_CASCADE_WINDOW_MIN = 60`
+  - New entries stop when the threshold is reached; existing positions keep
+    normal exit handling.
 - Duplicate bot execution guards are active:
   - `app/main.py` uses `SingleInstanceLock` on `logs/stockbot.lock`.
   - `scripts/start_bot.py` stops the PID-file process and scans for existing

CLAUDE.md

@@ -80,6 +80,11 @@ Highest-leverage fixes:
   - `TIME` and `FORCE` cooldown is based on final exit time, not entry time.
   - Final `TP1`/`TP2` exits block same-day re-entry for that ticker.
   - Re-entry control state is restored from today's DB rows after restart.
+- SL cascade halt is active:
+  - `SL_CASCADE_HALT_THRESHOLD = 5`
+  - `SL_CASCADE_WINDOW_MIN = 60`
+  - New entries stop when the threshold is reached; existing positions keep
+    normal exit handling.
 - Duplicate bot execution guards are active:
   - `app/main.py` uses `SingleInstanceLock` on `logs/stockbot.lock`.
   - `scripts/start_bot.py` stops the PID-file process and scans for existing

app/config.py

@@ -21,6 +21,8 @@ MAX_POSITIONS = 2
 ENTRY_LIMIT_ENFORCE = False
 MAX_DAILY_ENTRIES = 30
 MAX_HOURLY_STOP_LOSS = 4
+SL_CASCADE_WINDOW_MIN = 60
+SL_CASCADE_HALT_THRESHOLD = 5
 ENTRY_PAUSE_WINDOWS = (
     ("11:00", "11:20"),
     ("14:00", "15:30"),

app/main.py

@@ -81,7 +81,8 @@ from app.config    import (
     MAX_UNIVERSE, FORCE_EXIT, MAX_POSITIONS,
     MAX_HOLD_MIN, KOSPI_MIN_CHG, MAX_DAILY_ENTRIES,
     MAX_HOURLY_STOP_LOSS, ENTRY_PAUSE_WINDOWS,
-    ENTRY_LIMIT_ENFORCE
+    ENTRY_LIMIT_ENFORCE, SL_CASCADE_WINDOW_MIN,
+    SL_CASCADE_HALT_THRESHOLD
 )
 
 
@@ -242,6 +243,13 @@ class StockBot:
         if ENTRY_LIMIT_ENFORCE and entries >= MAX_DAILY_ENTRIES:
             return f"daily entry limit reached {entries}/{MAX_DAILY_ENTRIES}"
 
+        cascade_stop_losses = self._recent_stop_loss_count(SL_CASCADE_WINDOW_MIN)
+        if cascade_stop_losses >= SL_CASCADE_HALT_THRESHOLD:
+            return (
+                f"cascade halt: {cascade_stop_losses} stop losses in last "
+                f"{SL_CASCADE_WINDOW_MIN} minutes"
+            )
+
         stop_losses = self._recent_stop_loss_count(60)
         if ENTRY_LIMIT_ENFORCE and stop_losses >= MAX_HOURLY_STOP_LOSS:
             return f"{stop_losses} stop losses in last 60 minutes"

reports/proposals/2026-06-05_strategy_proposal.md

@@ -1,6 +1,6 @@
 # 전략 개선 제안서 — 2026-06-05
 
-> 상태: 수동 승인 대기  
+> 상태: 적용 완료 (2026-06-06 사용자 승인)
 > 근거: 12거래일 / 168회 거래  
 > 증거 충분도: **부족 (30거래일 미만)** — 참고용, 적용 전 신중 검토 필요
 
@@ -69,9 +69,9 @@ if recent_sl_count >= CONSEC_SL_HALT_THRESHOLD:
 
 ### 예상 효과
 
-오늘 기준: threshold=5 적용 시 09:34 이후 신규 진입 중단 가능  
-→ 차단 가능 손실: SK증권(-6,312) + 아리바이오랩(-6,303) + 디앤디파마텍(-5,947) + 이후 4건  
-→ **약 +30,000~40,000원 손실 감소** (아주IB투자 TP1 기회 차단은 감수)
+오늘 기준: threshold=5 적용 시 09:36 이후 신규 진입 중단 가능
+→ 차단 가능 손실: 아리바이오랩(-6,303) + 디앤디파마텍(-5,947) + 이후 5건
+→ **약 +20,000원 손실 감소** (아주IB투자/코스모로보틱스 수익 기회 차단 포함)
 
 ### 리스크