first vibe coding

app/risk/manager.py

@@ -0,0 +1,107 @@
+"""
+risk/manager.py
+리스크 매니저 L1~L5
+기획서 v2.1 기준
+"""
+import logging
+from app.config import (
+    SL_PCT, DAILY_SL_PCT, CONSEC_LOSS,
+    AI_RISK_SL_MAP, POS_SIZE_PCT, MAX_POSITIONS
+)
+
+logger = logging.getLogger(__name__)
+
+class RiskManager:
+    def __init__(self, init_cash: float):
+        self.init_cash     = init_cash
+        self.daily_pnl     = 0.0
+        self.weekly_pnl    = 0.0
+        self.monthly_pnl   = 0.0
+        self.consec_loss   = 0
+        self.trading_stopped = False
+        self.stop_reason   = ""
+        self.risk_level    = "보통"
+
+    def set_risk_level(self, level: str):
+        """AI 판단 결과로 risk_level 설정"""
+        self.risk_level = level
+
+    def get_sl_pct(self) -> float:
+        """현재 risk_level에 따른 손절 비율 반환"""
+        return AI_RISK_SL_MAP.get(self.risk_level, SL_PCT)
+
+    def get_pos_size(self, cash: float, multiplier: float = 1.0) -> float:
+        """포지션 사이즈 계산 (AI multiplier 반영)"""
+        return cash * POS_SIZE_PCT * multiplier
+
+    # ── 손실 기록 ──
+
+    def record_trade(self, pnl: float):
+        """매매 결과 기록 및 손실 한도 체크"""
+        self.daily_pnl   += pnl
+        self.weekly_pnl  += pnl
+        self.monthly_pnl += pnl
+
+        if pnl < 0:
+            self.consec_loss += 1
+        else:
+            self.consec_loss = 0
+
+        self._check_limits()
+
+    def _check_limits(self):
+        """L1~L5 손실 한도 체크"""
+        # L2: 일일 누적 손실 -3%
+        if self.daily_pnl / self.init_cash < -DAILY_SL_PCT:
+            self._stop("L2", f"일일 손실 {self.daily_pnl/self.init_cash*100:.1f}% 도달")
+
+        # L3: 연속 손절 3회
+        if self.consec_loss >= CONSEC_LOSS:
+            self._stop("L3", f"{CONSEC_LOSS}연속 손절 발생")
+
+        # L4: 주간 누적 -7%
+        if self.weekly_pnl / self.init_cash < -0.07:
+            self._stop("L4", f"주간 손실 {self.weekly_pnl/self.init_cash*100:.1f}%")
+
+        # L5: 월간 누적 -15%
+        if self.monthly_pnl / self.init_cash < -0.15:
+            self._stop("L5", f"월간 손실 {self.monthly_pnl/self.init_cash*100:.1f}%")
+
+    def _stop(self, level: str, reason: str):
+        self.trading_stopped = True
+        self.stop_reason     = f"{level}: {reason}"
+        logger.warning(f"매매 중단 - {self.stop_reason}")
+
+    # ── 상태 조회 ──
+
+    def can_trade(self) -> bool:
+        return not self.trading_stopped
+
+    def can_add_position(self, current_positions: int) -> bool:
+        return (not self.trading_stopped
+                and current_positions < MAX_POSITIONS)
+
+    def reset_daily(self):
+        """매일 장 시작 전 일일 손익 초기화"""
+        self.daily_pnl     = 0.0
+        self.consec_loss   = 0
+        self.trading_stopped = False
+        self.stop_reason   = ""
+
+    def reset_weekly(self):
+        self.weekly_pnl = 0.0
+
+    def reset_monthly(self):
+        self.monthly_pnl = 0.0
+
+    def status(self) -> dict:
+        return {
+            "trading_stopped": self.trading_stopped,
+            "stop_reason"    : self.stop_reason,
+            "daily_pnl"      : self.daily_pnl,
+            "weekly_pnl"     : self.weekly_pnl,
+            "monthly_pnl"    : self.monthly_pnl,
+            "consec_loss"    : self.consec_loss,
+            "risk_level"     : self.risk_level,
+            "sl_pct"         : self.get_sl_pct(),
+        }