매매 성과 평가지표 시스템 구현

- modules/utils/performance_db.py 신규: 일별 자산 스냅샷(16:00~16:30) 및
  매매 기록 영구 저장 (PerformanceDB 클래스)
- modules/analysis/evaluator.py 신규: Sharpe/Sortino/MDD/Alpha 등 16개 지표 산출,
  S~F 등급 시스템, Ollama 5명 전문가 패널, 텔레그램 HTML 주간 보고서 (PerformanceEvaluator 클래스)
- modules/bot.py 수정: BUY/SELL 시 perf_db 기록 강화, 금요일 15:35 주간 평가 자동 실행,
  IPC 'evaluate' 명령 처리
- modules/services/telegram_bot/server.py 수정: /evaluate 명령어 추가

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

modules/analysis/evaluator.py

@@ -0,0 +1,421 @@
+"""
+성과 평가 엔진 - PerformanceEvaluator
+
+기능:
+  1. compute_metrics()   - 핵심 성과 지표 계산
+  2. get_grade()         - 지표별 S/A/B/C/D/F 등급 산출
+  3. generate_expert_panel() - Ollama LLM 5명 전문가 의견
+  4. generate_weekly_report() - 텔레그램 HTML 주간 보고서
+"""
+import json
+import math
+from datetime import datetime, timedelta
+
+from modules.utils.performance_db import PerformanceDB
+
+
+class PerformanceEvaluator:
+    def __init__(self):
+        self.perf_db = PerformanceDB()
+
+    # ─────────────────────────────────────────
+    # 1. 핵심 지표 계산
+    # ─────────────────────────────────────────
+
+    def compute_metrics(self, snapshots, trades):
+        """성과 지표를 딕셔너리로 반환.
+
+        Args:
+            snapshots (list): daily_snapshots 리스트
+            trades (list): trade_records 리스트
+
+        Returns:
+            dict: 지표 딕셔너리 (또는 {"error": ...})
+        """
+        if not snapshots:
+            return {"error": "스냅샷 데이터 없음 (운영 시작 후 첫 영업일까지 대기)"}
+
+        metrics = {}
+
+        # ── 수익률 ──────────────────────────────
+        initial = snapshots[0].get("total_eval", 0)
+        current = snapshots[-1].get("total_eval", 0)
+        metrics["total_return_pct"] = round(
+            (current - initial) / initial * 100, 2) if initial > 0 else 0.0
+
+        cutoff_7 = (datetime.now() - timedelta(days=7)).strftime("%Y-%m-%d")
+        recent_snaps = [s for s in snapshots if s.get("date", "") >= cutoff_7]
+        if len(recent_snaps) >= 2:
+            w_init = recent_snaps[0].get("total_eval", 0)
+            w_curr = recent_snaps[-1].get("total_eval", 0)
+            metrics["weekly_return_pct"] = round(
+                (w_curr - w_init) / w_init * 100, 2) if w_init > 0 else 0.0
+        else:
+            metrics["weekly_return_pct"] = 0.0
+
+        # ── 리스크 지표 ──────────────────────────
+        daily_returns = [s.get("daily_return_pct", 0.0) / 100.0 for s in snapshots]
+
+        if len(daily_returns) >= 2:
+            mean_daily = sum(daily_returns) / len(daily_returns)
+            variance = sum((r - mean_daily) ** 2 for r in daily_returns) / len(daily_returns)
+            std_daily = math.sqrt(variance) if variance > 0 else 0.0
+            annual_return = mean_daily * 252
+
+            # Sharpe Ratio
+            if std_daily > 0:
+                metrics["sharpe_ratio"] = round(
+                    annual_return / (std_daily * math.sqrt(252)), 3)
+            else:
+                metrics["sharpe_ratio"] = 0.0
+
+            # Sortino Ratio (하방 편차만 사용)
+            downside = [r for r in daily_returns if r < 0]
+            if downside:
+                dv = sum(r ** 2 for r in downside) / len(downside)
+                ds = math.sqrt(dv)
+                metrics["sortino_ratio"] = round(
+                    annual_return / (ds * math.sqrt(252)), 3) if ds > 0 else 0.0
+            else:
+                metrics["sortino_ratio"] = 10.0  # 손실 없음
+
+            # Max Drawdown
+            peak = snapshots[0].get("total_eval", 0)
+            max_dd = 0.0
+            for snap in snapshots:
+                ev = snap.get("total_eval", 0)
+                if ev > peak:
+                    peak = ev
+                if peak > 0:
+                    dd = (peak - ev) / peak * 100
+                    if dd > max_dd:
+                        max_dd = dd
+            metrics["max_drawdown_pct"] = round(max_dd, 2)
+
+            # Calmar Ratio
+            ann_pct = annual_return * 100
+            metrics["calmar_ratio"] = round(
+                ann_pct / max_dd, 3) if max_dd > 0 else 0.0
+        else:
+            metrics["sharpe_ratio"] = 0.0
+            metrics["sortino_ratio"] = 0.0
+            metrics["max_drawdown_pct"] = 0.0
+            metrics["calmar_ratio"] = 0.0
+
+        # ── 매매 지표 ─────────────────────────────
+        closed = [t for t in trades
+                  if t.get("action") == "BUY" and t.get("outcome_return_pct") is not None]
+
+        if closed:
+            wins = [t for t in closed if t.get("outcome_return_pct", 0) > 0]
+            losses = [t for t in closed if t.get("outcome_return_pct", 0) <= 0]
+
+            metrics["win_rate_pct"] = round(
+                len(wins) / len(closed) * 100, 1)
+
+            total_profit = sum(t["outcome_return_pct"] for t in wins)
+            total_loss = abs(sum(t["outcome_return_pct"] for t in losses))
+            metrics["profit_factor"] = round(
+                total_profit / total_loss, 3) if total_loss > 0 else 10.0
+
+            hd_list = [t["holding_days"] for t in closed if t.get("holding_days") is not None]
+            metrics["avg_holding_days"] = round(
+                sum(hd_list) / len(hd_list), 1) if hd_list else 0.0
+        else:
+            metrics["win_rate_pct"] = 0.0
+            metrics["profit_factor"] = 0.0
+            metrics["avg_holding_days"] = 0.0
+
+        metrics["total_trades"] = len(closed)
+
+        # ── 벤치마크 Alpha ────────────────────────
+        kospi_vals = [s.get("benchmark_kospi_close") for s in snapshots]
+        kospi_valid = [k for k in kospi_vals if k is not None]
+        if len(kospi_valid) >= 2:
+            kospi_ret = (kospi_valid[-1] - kospi_valid[0]) / kospi_valid[0] * 100
+            metrics["alpha"] = round(metrics["total_return_pct"] - kospi_ret, 2)
+            metrics["kospi_return_pct"] = round(kospi_ret, 2)
+        else:
+            metrics["alpha"] = 0.0
+            metrics["kospi_return_pct"] = 0.0
+
+        # ── AI 품질 지표 ──────────────────────────
+        if closed:
+            # LSTM 방향 정확도
+            correct = 0
+            direction_n = 0
+            for t in closed:
+                pred = t.get("ai_prediction_change")
+                outcome = t.get("outcome_return_pct")
+                if pred is not None and outcome is not None:
+                    if (pred > 0) == (outcome > 0):
+                        correct += 1
+                    direction_n += 1
+            metrics["lstm_direction_accuracy"] = round(
+                correct / direction_n * 100, 1) if direction_n > 0 else 0.0
+
+            # 신호별 수익 상관도
+            outcomes = [t.get("outcome_return_pct", 0) for t in closed]
+
+            def pearson(xs, ys):
+                n = len(xs)
+                if n < 2:
+                    return 0.0
+                mx = sum(xs) / n
+                my = sum(ys) / n
+                num = sum((x - mx) * (y - my) for x, y in zip(xs, ys))
+                denom_x = sum((x - mx) ** 2 for x in xs)
+                denom_y = sum((y - my) ** 2 for y in ys)
+                denom = math.sqrt(denom_x * denom_y)
+                return num / denom if denom > 0 else 0.0
+
+            corr_tech = pearson([t.get("tech_score", 0) for t in closed], outcomes)
+            corr_sent = pearson([t.get("sentiment_score", 0) for t in closed], outcomes)
+            corr_lstm = pearson([t.get("lstm_score", 0) for t in closed], outcomes)
+
+            metrics["signal_correlation"] = {
+                "tech": round(corr_tech, 3),
+                "sentiment": round(corr_sent, 3),
+                "lstm": round(corr_lstm, 3)
+            }
+            metrics["best_signal_source"] = max(
+                ["tech", "sentiment", "lstm"],
+                key=lambda k: abs(metrics["signal_correlation"][k])
+            )
+        else:
+            metrics["lstm_direction_accuracy"] = 0.0
+            metrics["signal_correlation"] = {"tech": 0.0, "sentiment": 0.0, "lstm": 0.0}
+            metrics["best_signal_source"] = "unknown"
+
+        metrics["snapshot_count"] = len(snapshots)
+        return metrics
+
+    # ─────────────────────────────────────────
+    # 2. 등급 산출
+    # ─────────────────────────────────────────
+
+    def get_grade(self, metric, value):
+        """지표 이름과 값으로 S/A/B/C/D/F 등급 반환."""
+        # MDD는 낮을수록 좋음
+        if metric == "max_drawdown_pct":
+            thresholds = [(5, "S"), (10, "A"), (15, "B"), (20, "C"), (30, "D")]
+            for threshold, grade in thresholds:
+                if value < threshold:
+                    return grade
+            return "F"
+
+        grade_rules = {
+            "sharpe_ratio":           [(2.0, "S"), (1.5, "A"), (1.0, "B"), (0.5, "C"), (0.0, "D")],
+            "sortino_ratio":          [(3.0, "S"), (2.0, "A"), (1.5, "B"), (1.0, "C"), (0.0, "D")],
+            "win_rate_pct":           [(70,  "S"), (60,  "A"), (50,  "B"), (40,  "C"), (30,  "D")],
+            "profit_factor":          [(3.0, "S"), (2.0, "A"), (1.5, "B"), (1.0, "C"), (0.5, "D")],
+            "alpha":                  [(15,  "S"), (10,  "A"), (5,   "B"), (0,   "C"), (-5,  "D")],
+            "total_return_pct":       [(30,  "S"), (20,  "A"), (10,  "B"), (0,   "C"), (-10, "D")],
+            "weekly_return_pct":      [(5,   "S"), (3,   "A"), (1,   "B"), (0,   "C"), (-1,  "D")],
+            "lstm_direction_accuracy":[(70,  "S"), (60,  "A"), (55,  "B"), (50,  "C"), (40,  "D")],
+            "calmar_ratio":           [(3.0, "S"), (2.0, "A"), (1.0, "B"), (0.5, "C"), (0.0, "D")],
+        }
+
+        thresholds = grade_rules.get(metric, [])
+        for threshold, grade in thresholds:
+            if value >= threshold:
+                return grade
+        return "F"
+
+    # ─────────────────────────────────────────
+    # 3. 전문가 패널 (Ollama LLM)
+    # ─────────────────────────────────────────
+
+    def generate_expert_panel(self, metrics):
+        """5명의 전문가 역할로 Ollama에 평가를 요청.
+
+        Returns:
+            list[dict]: [{role, grade, comment, suggestion}, ...]
+        """
+        from modules.services.ollama import OllamaManager
+        ollama = OllamaManager()
+
+        sig_corr = metrics.get("signal_correlation", {})
+        experts = [
+            {
+                "role": "Risk Manager",
+                "focus": "risk level assessment and bankruptcy risk",
+                "data": (
+                    f"Sharpe={metrics.get('sharpe_ratio', 0):.2f}, "
+                    f"Sortino={metrics.get('sortino_ratio', 0):.2f}, "
+                    f"MDD={metrics.get('max_drawdown_pct', 0):.1f}%, "
+                    f"Calmar={metrics.get('calmar_ratio', 0):.2f}"
+                )
+            },
+            {
+                "role": "Fund Manager",
+                "focus": "alpha generation vs market benchmark",
+                "data": (
+                    f"TotalReturn={metrics.get('total_return_pct', 0):.2f}%, "
+                    f"Alpha={metrics.get('alpha', 0):.2f}%, "
+                    f"KOSPI={metrics.get('kospi_return_pct', 0):.2f}%, "
+                    f"WeeklyReturn={metrics.get('weekly_return_pct', 0):.2f}%"
+                )
+            },
+            {
+                "role": "Quant Analyst",
+                "focus": "AI model validity and signal quality",
+                "data": (
+                    f"LSTM_Accuracy={metrics.get('lstm_direction_accuracy', 0):.1f}%, "
+                    f"TechCorr={sig_corr.get('tech', 0):.3f}, "
+                    f"SentCorr={sig_corr.get('sentiment', 0):.3f}, "
+                    f"LSTMCorr={sig_corr.get('lstm', 0):.3f}, "
+                    f"BestSignal={metrics.get('best_signal_source', 'N/A')}"
+                )
+            },
+            {
+                "role": "Trader",
+                "focus": "trading strategy effectiveness",
+                "data": (
+                    f"WinRate={metrics.get('win_rate_pct', 0):.1f}%, "
+                    f"ProfitFactor={metrics.get('profit_factor', 0):.2f}, "
+                    f"AvgHolding={metrics.get('avg_holding_days', 0):.1f}days, "
+                    f"TotalTrades={metrics.get('total_trades', 0)}"
+                )
+            },
+            {
+                "role": "Portfolio PM",
+                "focus": "overall strategy direction and sustainability",
+                "data": (
+                    f"WeeklyReturn={metrics.get('weekly_return_pct', 0):.2f}%, "
+                    f"Sharpe={metrics.get('sharpe_ratio', 0):.2f}, "
+                    f"WinRate={metrics.get('win_rate_pct', 0):.1f}%, "
+                    f"Alpha={metrics.get('alpha', 0):.2f}%, "
+                    f"MDD={metrics.get('max_drawdown_pct', 0):.1f}%"
+                )
+            }
+        ]
+
+        results = []
+        for exp in experts:
+            prompt = (
+                f"You are a professional {exp['role']} evaluating an AI stock trading bot. "
+                f"Your focus: {exp['focus']}. "
+                f"Performance data: {exp['data']}. "
+                f"Respond ONLY with valid JSON (no markdown, no extra text): "
+                f"{{\"grade\":\"S|A|B|C|D|F\","
+                f"\"comment\":\"1 sentence evaluation in Korean\","
+                f"\"suggestion\":\"1 sentence improvement tip in Korean\"}}"
+            )
+            try:
+                resp = ollama.request_inference(prompt)
+                if not resp:
+                    raise ValueError("Empty response from Ollama")
+                data = json.loads(resp)
+                results.append({
+                    "role": exp["role"],
+                    "grade": data.get("grade", "C"),
+                    "comment": data.get("comment", "(응답 없음)"),
+                    "suggestion": data.get("suggestion", "데이터 축적 필요")
+                })
+            except Exception as e:
+                print(f"[Evaluator] Expert panel [{exp['role']}] error: {e}")
+                results.append({
+                    "role": exp["role"],
+                    "grade": "C",
+                    "comment": "평가 데이터가 부족합니다.",
+                    "suggestion": "더 많은 거래 데이터 축적 후 재평가를 권장합니다."
+                })
+
+        return results
+
+    # ─────────────────────────────────────────
+    # 4. 주간 보고서 생성
+    # ─────────────────────────────────────────
+
+    def generate_weekly_report(self):
+        """주간 성과 보고서 (텔레그램 HTML 형식) 반환."""
+        snapshots = self.perf_db.load_snapshots(days=7)
+        # 매매 완료 건은 30일치 사용 (주간 거래 수가 적을 수 있음)
+        trades = self.perf_db.load_trades(days=30)
+
+        metrics = self.compute_metrics(snapshots, trades)
+
+        if "error" in metrics:
+            return (
+                f"<b>[주간 성과 평가 보고서]</b>\n"
+                f"⚠️ {metrics['error']}\n"
+                f"<i>매일 오전 09:05~09:15에 스냅샷이 저장됩니다.</i>"
+            )
+
+        # 등급 계산
+        g_sharpe = self.get_grade("sharpe_ratio", metrics.get("sharpe_ratio", 0))
+        g_win    = self.get_grade("win_rate_pct", metrics.get("win_rate_pct", 0))
+        g_mdd    = self.get_grade("max_drawdown_pct", metrics.get("max_drawdown_pct", 0))
+        g_alpha  = self.get_grade("alpha", metrics.get("alpha", 0))
+        g_weekly = self.get_grade("weekly_return_pct", metrics.get("weekly_return_pct", 0))
+        g_lstm   = self.get_grade("lstm_direction_accuracy",
+                                  metrics.get("lstm_direction_accuracy", 0))
+
+        # 종합 등급 (Sharpe/Win/MDD/Alpha 평균)
+        grade_map = {"S": 5, "A": 4, "B": 3, "C": 2, "D": 1, "F": 0}
+        grade_rev = {v: k for k, v in grade_map.items()}
+        key_grades = [grade_map[g] for g in [g_sharpe, g_win, g_mdd, g_alpha]]
+        overall_grade = grade_rev[round(sum(key_grades) / len(key_grades))]
+
+        # 전문가 패널 (Ollama 호출)
+        try:
+            experts = self.generate_expert_panel(metrics)
+        except Exception as e:
+            print(f"[Evaluator] Expert panel skipped: {e}")
+            experts = []
+
+        now_str = datetime.now().strftime("%Y/%m/%d %H:%M")
+        corr = metrics.get("signal_correlation", {})
+
+        report = (
+            f"📊 <b>[주간 성과 평가 보고서]</b>  <code>{now_str}</code>\n"
+            f"━━━━━━━━━━━━━━━━━━━━━━\n"
+            f"\n<b>■ 수익률</b>\n"
+            f"  주간: <code>{metrics.get('weekly_return_pct', 0):+.2f}%</code> [{g_weekly}]"
+            f"  누적: <code>{metrics.get('total_return_pct', 0):+.2f}%</code>\n"
+            f"  Alpha: <code>{metrics.get('alpha', 0):+.2f}%</code> [{g_alpha}]"
+            f"  vs KOSPI <code>{metrics.get('kospi_return_pct', 0):+.2f}%</code>\n"
+            f"\n<b>■ 리스크</b>\n"
+            f"  Sharpe: <code>{metrics.get('sharpe_ratio', 0):.2f}</code> [{g_sharpe}]"
+            f"  Sortino: <code>{metrics.get('sortino_ratio', 0):.2f}</code>\n"
+            f"  MDD: <code>{metrics.get('max_drawdown_pct', 0):.1f}%</code> [{g_mdd}]"
+            f"  Calmar: <code>{metrics.get('calmar_ratio', 0):.2f}</code>\n"
+            f"\n<b>■ 매매 통계</b>\n"
+            f"  승률: <code>{metrics.get('win_rate_pct', 0):.1f}%</code> [{g_win}]"
+            f"  PF: <code>{metrics.get('profit_factor', 0):.2f}</code>\n"
+            f"  평균보유: <code>{metrics.get('avg_holding_days', 0):.1f}일</code>"
+            f"  완료매매: <code>{metrics.get('total_trades', 0)}건</code>\n"
+            f"\n<b>■ AI 품질</b>\n"
+            f"  LSTM 방향정확도: <code>{metrics.get('lstm_direction_accuracy', 0):.1f}%</code>"
+            f" [{g_lstm}]\n"
+            f"  신호 상관도 — Tech: <code>{corr.get('tech', 0):.3f}</code>"
+            f"  Sent: <code>{corr.get('sentiment', 0):.3f}</code>"
+            f"  LSTM: <code>{corr.get('lstm', 0):.3f}</code>\n"
+            f"  최고기여 신호: <code>{metrics.get('best_signal_source', 'N/A')}</code>\n"
+        )
+
+        if experts:
+            role_icons = {
+                "Risk Manager":  "🛡",
+                "Fund Manager":  "💼",
+                "Quant Analyst": "🧮",
+                "Trader":        "📈",
+                "Portfolio PM":  "🏦"
+            }
+            report += "\n<b>■ 전문가 패널 의견</b>\n"
+            for exp in experts:
+                icon = role_icons.get(exp["role"], "👤")
+                report += (
+                    f"{icon} <b>{exp['role']}</b> [{exp['grade']}]\n"
+                    f"  {exp['comment']}\n"
+                    f"  💡 {exp['suggestion']}\n"
+                )
+
+        report += (
+            f"\n━━━━━━━━━━━━━━━━━━━━━━\n"
+            f"🏆 <b>종합 등급: [{overall_grade}]</b>\n"
+            f"<i>스냅샷 {metrics.get('snapshot_count', 0)}일 | 완료매매 {metrics.get('total_trades', 0)}건 기준</i>"
+        )
+
+        return report

modules/bot.py

@@ -13,6 +13,7 @@ from modules.services.ollama import OllamaManager
 from modules.services.telegram import TelegramMessenger
 from modules.analysis.macro import MacroAnalyzer
 from modules.utils.monitor import SystemMonitor
+from modules.utils.performance_db import PerformanceDB
 from modules.strategy.process import analyze_stock_process, calculate_position_size
 
 try:
@@ -47,10 +48,6 @@ class AutoTradingBot:
         self.kis = KISClient()
         self.news = AsyncNewsCollector()
         self.executor = ProcessPoolExecutor(max_workers=1, initializer=init_worker)
-        try:
-            list(self.executor.map(lambda x: x, range(1)))
-        except Exception:
-            pass
 
         self.messenger = TelegramMessenger()
         self.theme_manager = ThemeManager()
@@ -95,6 +92,12 @@ class AutoTradingBot:
         self.history_file = Config.HISTORY_FILE
         self.load_trade_history()
 
+        # 7-1. 성과 DB 및 평가 플래그
+        self.perf_db = PerformanceDB()
+        self.weekly_eval_sent = False
+        self._snapshot_taken_today = False
+        self._pending_evaluate = False
+
         # 8. AI 하드웨어 점검
         from modules.analysis.deep_learning import PricePredictor
         PricePredictor.verify_hardware()
@@ -130,6 +133,49 @@ class AutoTradingBot:
         except Exception:
             return {}
 
+    def _take_daily_snapshot(self, macro_status, balance):
+        """일별 자산 스냅샷을 perf_db에 저장 (09:05~09:15 호출)."""
+        try:
+            total_eval_snap = int(balance.get("total_eval", 0))
+            deposit_snap = int(balance.get("deposit", 0))
+            holdings_count_snap = len([
+                h for h in balance.get("holdings", [])
+                if int(h.get("qty", 0)) > 0
+            ])
+
+            # KOSPI 현재가 (macro_status 지표에서 추출)
+            kospi_close = None
+            try:
+                indicators = macro_status.get("indicators", {})
+                kospi_price = float(indicators.get("KOSPI", {}).get("price", 0))
+                if kospi_price > 0:
+                    kospi_close = kospi_price
+            except Exception:
+                pass
+
+            self.perf_db.save_daily_snapshot(
+                total_eval_snap, deposit_snap, holdings_count_snap, kospi_close)
+            self._snapshot_taken_today = True
+        except Exception as e:
+            print(f"[Bot] Daily snapshot error: {e}")
+
+    async def _run_weekly_evaluation(self):
+        """주간 성과 평가 실행 후 텔레그램으로 전송."""
+        try:
+            from modules.analysis.evaluator import PerformanceEvaluator
+            evaluator = PerformanceEvaluator()
+            loop = asyncio.get_running_loop()
+            # Ollama 호출이 동기 블로킹이므로 executor에서 실행
+            report = await loop.run_in_executor(None, evaluator.generate_weekly_report)
+            if len(report) > 4000:
+                report = report[:4000] + "\n... (일부 생략)"
+            self.messenger.send_message(report)
+            self.weekly_eval_sent = True
+            print("[Bot] Weekly evaluation report sent.")
+        except Exception as e:
+            print(f"[Bot] Weekly evaluation error: {e}")
+            self.messenger.send_message(f"[Bot] 주간 평가 오류: {e}")
+
     def _load_peak_prices(self):
         """트레일링 스탑용 최고가 데이터 로드"""
         peak_file = os.path.join(Config.DATA_DIR, "peak_prices.json")
@@ -251,12 +297,20 @@ class AutoTradingBot:
                     except Exception as e:
                         self.messenger.send_message(f"Watchlist update failed: {e}")
 
+            elif command == 'evaluate':
+                self._pending_evaluate = True
+
     async def run_cycle(self):
         now = datetime.now()
 
         # 0. 명령 큐 폴링
         self._process_commands()
 
+        # 0-1. 즉시 평가 요청 처리 (IPC 'evaluate' 명령)
+        if self._pending_evaluate:
+            self._pending_evaluate = False
+            await self._run_weekly_evaluation()
+
         # 1. 거시경제 분석
         macro_status = MacroAnalyzer.get_macro_status(self.kis)
         self.last_macro_status = macro_status
@@ -316,6 +370,8 @@ class AutoTradingBot:
             self.daily_trade_history = []
             self.save_trade_history()
             self.report_sent = False
+            self.weekly_eval_sent = False
+            self._snapshot_taken_today = False
             self.discovered_stocks.clear()
             self.watchlist_updated_today = False
             # 전일 최고가 초기화 (보유하지 않는 종목)
@@ -328,9 +384,28 @@ class AutoTradingBot:
         if not (9 <= now.hour < 15 or (now.hour == 15 and now.minute < 30)):
             if now.hour == 15 and now.minute >= 40:
                 self.send_daily_report()
+            # 일별 스냅샷 (16:00~16:30, 당일 최종 포트폴리오 가치 기록)
+            if now.hour == 16 and now.minute <= 30 and not self._snapshot_taken_today:
+                try:
+                    balance_snap = self.kis.get_balance()
+                    self._take_daily_snapshot(macro_status, balance_snap)
+                except Exception as e:
+                    print(f"[Bot] Snapshot error: {e}")
+            # 주간 평가 (금요일 15:35~15:45, 장 마감 직후)
+            if (now.weekday() == 4 and now.hour == 15
+                    and 35 <= now.minute <= 45 and not self.weekly_eval_sent):
+                await self._run_weekly_evaluation()
+            # 장 외 시간에는 서킷 브레이커도 리셋
+            self.monitor.reset_circuit()
             print("[Bot] Market Closed. Waiting...")
             return
 
+        # [서킷 브레이커] CPU 과부하 시 분석 사이클 일시 중단
+        if self.monitor.is_cpu_critical():
+            print("[Bot] ⛔ CPU Circuit Breaker 발동 중. 분석 사이클 스킵.")
+            return
+
+        cycle_start_time = time.time()
         print(f"[Bot] Cycle Start: {now.strftime('%H:%M:%S')}")
 
         # 7. 종목 분석 및 매매
@@ -365,14 +440,30 @@ class AutoTradingBot:
 
         tracking_deposit = int(balance.get("deposit", 0))
 
+        # [v3.0] 비동기 OHLCV + 투자자 동향 배치 조회
+        tickers_list = list(target_dict.keys())
+        ohlcv_batch = {}
+        investor_batch = {}
+
+        if self.kis_async and tickers_list:
+            try:
+                print(f"[Bot] 비동기 OHLCV 배치 조회: {len(tickers_list)}종목")
+                ohlcv_batch = await self.kis_async.get_daily_ohlcv_batch(tickers_list)
+                investor_batch = await self.kis_async.get_investor_trends_batch(tickers_list)
+            except Exception as e:
+                print(f"[Bot] 비동기 배치 조회 실패: {e} -> 동기 fallback")
+                ohlcv_batch = {}
+                investor_batch = {}
+
         try:
             for ticker, name in target_dict.items():
-                prices = self.kis.get_daily_price(ticker)
-                if not prices:
+                # OHLCV 데이터 획득 (배치 결과 우선, 실패 시 동기 fallback)
+                ohlcv_data = ohlcv_batch.get(ticker)
+                if not ohlcv_data or not ohlcv_data.get('close'):
+                    ohlcv_data = self.kis.get_daily_ohlcv(ticker)
+                if not ohlcv_data or not ohlcv_data.get('close'):
                     continue
 
-                investor_trend = self.kis.get_investor_trend(ticker)
-
                 # [v2.0] 보유 정보 전달 (분석 워커에서 동적 손절/익절 사용)
                 holding_info = None
                 if ticker in current_holdings:
@@ -385,16 +476,22 @@ class AutoTradingBot:
                         'peak_price': self.peak_prices.get(ticker, float(h.get('current_price', 0)))
                     }
 
+                # investor_trend fallback
+                investor_trend = investor_batch.get(ticker)
+                if investor_trend is None:
+                    investor_trend = self.kis.get_investor_trend(ticker)
+
                 future = self.executor.submit(
-                    analyze_stock_process, ticker, prices, news_data,
+                    analyze_stock_process, ticker, ohlcv_data, news_data,
                     investor_trend, macro_status, holding_info)
                 analysis_tasks.append(future)
 
             # 결과 처리
-            loop = asyncio.get_event_loop()
+            loop = asyncio.get_running_loop()
             for future in analysis_tasks:
                 try:
-                    res = await loop.run_in_executor(None, future.result)
+                    # 240초 타임아웃: LSTM 학습 + Ollama 추론 시간 고려
+                    res = await loop.run_in_executor(None, lambda f=future: f.result(240))
                     ticker = res['ticker']
                     ticker_name = target_dict.get(ticker, 'Unknown')
                     print(f"[Bot] [{ticker_name}] Score: {res['score']:.2f} ({res['decision']})"
@@ -458,6 +555,24 @@ class AutoTradingBot:
                                 "reason": reason
                             })
                             self.save_trade_history()
+
+                            # 성과 DB 기록
+                            pred = res.get("prediction") or {}
+                            self.perf_db.save_trade_record(
+                                action="BUY", ticker=ticker, name=ticker_name,
+                                qty=qty, price=current_price,
+                                scores_dict={
+                                    "tech": res.get("tech", 0.0),
+                                    "sentiment": res.get("sentiment", 0.0),
+                                    "lstm_score": res.get("lstm_score", 0.0),
+                                    "score": res.get("score", 0.0),
+                                    "ai_confidence": res.get("ai_confidence", 0.5),
+                                    "prediction_change": pred.get("change_rate", 0.0)
+                                },
+                                reason=reason,
+                                macro_state=macro_status.get("status", "SAFE")
+                            )
+
                             tracking_deposit -= required_amount
 
                             # 최고가 초기 설정
@@ -484,14 +599,18 @@ class AutoTradingBot:
                                        f"   Reason: {reason}")
 
                                 self.messenger.send_message(msg)
+                                sell_price = float(h.get('current_price', 0))
                                 self.daily_trade_history.append({
                                     "action": "SELL", "name": ticker_name,
-                                    "qty": qty, "price": float(h.get('current_price', 0)),
+                                    "qty": qty, "price": sell_price,
                                     "yield": yld, "profit": profit_loss,
                                     "reason": reason
                                 })
                                 self.save_trade_history()
 
+                                # 성과 DB 매도 결과 기록
+                                self.perf_db.close_trade(ticker, sell_price, yld)
+
                                 # 최고가 기록 삭제
                                 if ticker in self.peak_prices:
                                     del self.peak_prices[ticker]
@@ -510,11 +629,21 @@ class AutoTradingBot:
         except Exception as e:
             print(f"[Bot] Cycle Loop Error: {e}")
 
+        # 사이클 소요시간 로깅 (120초 초과 시 경고)
+        cycle_elapsed = time.time() - cycle_start_time
+        if cycle_elapsed > 120:
+            print(f"[Bot] ⚠️ 사이클 소요 {cycle_elapsed:.0f}초 (120초 초과) → LSTM 쿨다운 활성화 권장")
+        else:
+            print(f"[Bot] Cycle Done: {cycle_elapsed:.1f}초")
+
     def loop(self):
-        print(f"[Bot] Module Started (PID: {os.getpid()}) [v2.0]")
+        print(f"[Bot] Module Started (PID: {os.getpid()}) [v3.0]")
         self.messenger.send_message(
-            "🚀 [Bot Started v2.0]\n"
-            "개선사항: 동적 손절/익절, 트레일링 스탑, 포지션 사이징, 분석 기반 매도")
+            "🚀 <b>[Bot Started v3.0]</b>\n"
+            f"✅ LSTM 쿨다운: {Config.LSTM_COOLDOWN//60}분\n"
+            f"✅ AI 모델: {Config.OLLAMA_MODEL}\n"
+            f"✅ CPU 서킷브레이커: {Config.CPU_CIRCUIT_BREAKER_THRESHOLD}% 기준\n"
+            "✅ 동적 손절/익절, 트레일링 스탑, 포지션 사이징")
 
         # 최고가 데이터 로드
         self._load_peak_prices()

modules/services/telegram_bot/server.py

@@ -7,9 +7,17 @@ import logging
 import subprocess
 from telegram import Update
 from telegram.ext import Application, CommandHandler, ContextTypes
+
+# [디버깅] 파일 로깅 추가
+log_file = os.path.join(os.path.dirname(os.path.dirname(os.path.dirname(os.path.dirname(__file__)))),
+                        "telegram_bot.log")
+file_handler = logging.FileHandler(log_file, encoding='utf-8')
+file_handler.setFormatter(logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
+
 logging.basicConfig(
     format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
-    level=logging.INFO
+    level=logging.INFO,
+    handlers=[logging.StreamHandler(), file_handler]
 )
 logging.getLogger("httpx").setLevel(logging.WARNING)
 
@@ -42,6 +50,7 @@ class TelegramBotServer:
         return self.bot_instance is not None
 
     async def start_command(self, update: Update, context: ContextTypes.DEFAULT_TYPE):
+        logging.info(f"[Command] /start from user {update.effective_user.id}")
         await update.message.reply_text(
             "<b>AI Trading Bot Command Center</b>\n"
             "명령어 목록:\n"
@@ -51,7 +60,8 @@ class TelegramBotServer:
             "/update_watchlist - Watchlist 즉시 업데이트\n"
             "/macro - 거시경제 지표 및 시장 위험도\n"
             "/system - PC 리소스(CPU/GPU) 상태\n"
-            "/ai - AI 모델 학습 상태 조회\n\n"
+            "/ai - AI 모델 학습 상태 조회\n"
+            "/evaluate - 즉시 성과 평가 보고서 생성\n\n"
             "<b>[관리 명령어]</b>\n"
             "/restart - 메인 봇 재시작 요청\n"
             "/exec <code>명령어</code> - 원격 명령어 실행\n"
@@ -60,6 +70,7 @@ class TelegramBotServer:
         )
 
     async def status_command(self, update: Update, context: ContextTypes.DEFAULT_TYPE):
+        logging.info(f"[Command] /status from user {update.effective_user.id}")
         if not self.refresh_bot_instance():
             await update.message.reply_text("메인 봇이 실행 중이 아닙니다.")
             return
@@ -172,34 +183,67 @@ class TelegramBotServer:
                 await update.message.reply_text("데이터가 아직 수집되지 않았습니다.")
                 return
 
-            status = "SAFE"
-            msi = indices.get('MSI', 0)
+            msi = float(indices.get('MSI', 0))
             if msi >= 50:
-                status = "DANGER"
+                risk_status = "🔴 DANGER"
+                risk_desc = "시장 극도 불안정 - 매수 중단 권고"
             elif msi >= 30:
-                status = "CAUTION"
+                risk_status = "🟡 CAUTION"
+                risk_desc = "시장 불안정 - 보수적 매매 권고"
+            else:
+                risk_status = "🟢 SAFE"
+                risk_desc = "시장 안정 - 정상 매매 가능"
 
-            msg = f"<b>Market Risk: {status}</b>\n\n"
+            from datetime import datetime
+            now_str = datetime.now().strftime("%m/%d %H:%M")
 
-            if 'MSI' in indices:
-                msg += f"<b>Stress Index:</b> <code>{indices['MSI']}</code>\n"
+            msg = f"<b>거시경제 지표</b>  <code>{now_str}</code>\n"
+            msg += f"━━━━━━━━━━━━━━━━━━\n"
+            msg += f"<b>Market Risk:</b> {risk_status}\n"
+            msg += f"<i>{risk_desc}</i>\n\n"
 
-            for k, v in indices.items():
-                if k != "MSI":
+            # MSI 상세
+            msi_bar = "█" * int(msi / 10) + "░" * (10 - int(msi / 10))
+            msg += f"<b>Stress Index (MSI):</b> <code>{msi:.1f}/100</code>\n"
+            msg += f"<code>[{msi_bar}]</code>\n\n"
+
+            # 지수 상세
+            index_order = ["KOSPI", "KOSDAQ", "KOSPI200"]
+            for k in index_order:
+                if k not in indices:
+                    continue
+                v = indices[k]
+                price = float(v.get('price', 0))
                 change = float(v.get('change', 0))
-                    price = v.get('price', 0)
+                change_val = float(v.get('change_val', 0))
+                high = float(v.get('high', 0))
+                low = float(v.get('low', 0))
+                prev_close = float(v.get('prev_close', 0))
+                volume = int(v.get('volume', 0))
+
+                if price == 0:
+                    msg += f"⚫ <b>{k}:</b> <i>데이터 없음 (장 마감 후)</i>\n\n"
+                    continue
 
                 if change > 0:
                     icon = "🔴"
-                        chg_str = f"+{change}"
+                    chg_str = f"+{change:.2f}%  (+{change_val:.2f}pt)"
                 elif change < 0:
                     icon = "🔵"
-                        chg_str = f"{change}"
+                    chg_str = f"{change:.2f}%  ({change_val:.2f}pt)"
                 else:
                     icon = "⚪"
-                        chg_str = f"{change}"
+                    chg_str = f"{change:.2f}%"
 
-                    msg += f"{icon} <b>{k}</b>: {price} ({chg_str}%)\n"
+                msg += f"{icon} <b>{k}:</b> <code>{price:,.2f}</code>  {chg_str}\n"
+                if high and low:
+                    msg += f"   고: <code>{high:,.2f}</code>  저: <code>{low:,.2f}</code>"
+                    if prev_close:
+                        msg += f"  전일종가: <code>{prev_close:,.2f}</code>"
+                    msg += "\n"
+                if volume:
+                    msg += f"   거래량: <code>{volume:,}천주</code>\n"
+                msg += "\n"
 
             await update.message.reply_text(msg, parse_mode="HTML")
 
@@ -256,10 +300,11 @@ class TelegramBotServer:
             await update.message.reply_text("메인 봇이 실행 중이 아닙니다.")
             return
 
+        from modules.config import Config
         gpu = self.bot_instance.ollama_monitor.get_gpu_status()
 
         msg = "<b>AI Model Status</b>\n"
-        msg += "* <b>LLM Engine:</b> Ollama (Llama 3.1)\n"
+        msg += f"* <b>LLM Engine:</b> Ollama ({Config.OLLAMA_MODEL})\n"
         msg += f"* <b>Device:</b> {gpu.get('name', 'GPU')}\n"
 
         if gpu:
@@ -349,6 +394,29 @@ class TelegramBotServer:
         except Exception as e:
             await update.message.reply_text(f"실행 오류: {e}")
 
+    async def evaluate_command(self, update: Update, context: ContextTypes.DEFAULT_TYPE):
+        """/evaluate: 즉시 성과 평가 보고서 생성 (LLM 분석 포함)"""
+        await update.message.reply_text(
+            "📊 성과 평가를 실행합니다...\n"
+            "<i>LLM 전문가 패널 분석 포함 시 30초~1분 소요됩니다.</i>",
+            parse_mode="HTML"
+        )
+        try:
+            from modules.utils.performance_db import PerformanceDB
+            from modules.analysis.evaluator import PerformanceEvaluator
+
+            evaluator = PerformanceEvaluator()
+            loop = asyncio.get_running_loop()
+            report = await loop.run_in_executor(None, evaluator.generate_weekly_report)
+
+            if len(report) > 4000:
+                report = report[:4000] + "\n... (일부 생략)"
+
+            await update.message.reply_text(report, parse_mode="HTML")
+        except Exception as e:
+            logging.error(f"[Command] /evaluate error: {e}")
+            await update.message.reply_text(f"평가 오류: {e}")
+
     def run(self):
         handlers = [
             ("start", self.start_command),
@@ -359,6 +427,7 @@ class TelegramBotServer:
             ("macro", self.macro_command),
             ("system", self.system_command),
             ("ai", self.ai_status_command),
+            ("evaluate", self.evaluate_command),
             ("restart", self.restart_command),
             ("stop", self.stop_command),
             ("exec", self.exec_command)
@@ -377,6 +446,7 @@ class TelegramBotServer:
 
         self.application.add_error_handler(error_handler)
 
+        logging.info("[Telegram] Command Server Started (Shared Memory IPC Mode).")
         print("[Telegram] Command Server Started (Shared Memory IPC Mode).")
 
         try:

modules/utils/performance_db.py

@@ -0,0 +1,211 @@
+"""
+성과 데이터 영구 저장 - PerformanceDB
+
+데이터 파일:
+  data/performance/daily_snapshots.json  - 일별 자산 스냅샷
+  data/performance/trade_records.json    - 강화 매매 기록 (영구 보관)
+"""
+import os
+import json
+from datetime import datetime, timedelta
+
+from modules.config import Config
+
+PERF_DIR = os.path.join(Config.DATA_DIR, "performance")
+SNAPSHOTS_FILE = os.path.join(PERF_DIR, "daily_snapshots.json")
+TRADES_FILE = os.path.join(PERF_DIR, "trade_records.json")
+
+
+class PerformanceDB:
+    def __init__(self):
+        os.makedirs(PERF_DIR, exist_ok=True)
+        self._snapshots = self._load_json(SNAPSHOTS_FILE, [])
+        self._trades = self._load_json(TRADES_FILE, [])
+
+    def _load_json(self, path, default):
+        if os.path.exists(path):
+            try:
+                with open(path, "r", encoding="utf-8") as f:
+                    return json.load(f)
+            except Exception as e:
+                print(f"[PerformanceDB] Load failed {path}: {e}")
+                return default
+        return default
+
+    def _save_json(self, path, data):
+        try:
+            with open(path, "w", encoding="utf-8") as f:
+                json.dump(data, f, ensure_ascii=False, indent=2)
+        except Exception as e:
+            print(f"[PerformanceDB] Save failed {path}: {e}")
+
+    # ─────────────────────────────────────────
+    # 일별 스냅샷
+    # ─────────────────────────────────────────
+
+    def save_daily_snapshot(self, total_eval, deposit, holdings_count, benchmark_close=None):
+        """일별 자산 스냅샷 저장 (하루 1회 호출 권장).
+
+        Args:
+            total_eval (int): 총 평가액 (원)
+            deposit (int): 예수금 (원)
+            holdings_count (int): 보유 종목 수
+            benchmark_close (float|None): KOSPI 현재가 (벤치마크 비교용)
+        """
+        today = datetime.now().strftime("%Y-%m-%d")
+
+        # 오늘 이미 저장된 스냅샷이 있으면 업데이트
+        for snap in self._snapshots:
+            if snap.get("date") == today:
+                snap["total_eval"] = total_eval
+                snap["deposit"] = deposit
+                snap["holdings_count"] = holdings_count
+                if benchmark_close is not None:
+                    snap["benchmark_kospi_close"] = benchmark_close
+                self._save_json(SNAPSHOTS_FILE, self._snapshots)
+                return
+
+        # 일별/누적 수익률 계산
+        daily_return_pct = 0.0
+        cumulative_return_pct = 0.0
+
+        if self._snapshots:
+            prev_eval = self._snapshots[-1].get("total_eval", 0)
+            if prev_eval > 0:
+                daily_return_pct = (total_eval - prev_eval) / prev_eval * 100
+
+        initial_capital = self.get_initial_capital()
+        if initial_capital and initial_capital > 0:
+            cumulative_return_pct = (total_eval - initial_capital) / initial_capital * 100
+
+        snap = {
+            "date": today,
+            "total_eval": total_eval,
+            "deposit": deposit,
+            "holdings_count": holdings_count,
+            "benchmark_kospi_close": benchmark_close,
+            "daily_return_pct": round(daily_return_pct, 4),
+            "cumulative_return_pct": round(cumulative_return_pct, 4)
+        }
+        self._snapshots.append(snap)
+        self._save_json(SNAPSHOTS_FILE, self._snapshots)
+        print(f"[PerformanceDB] Snapshot saved: {today} "
+              f"total={total_eval:,}원 daily={daily_return_pct:+.2f}%")
+
+    # ─────────────────────────────────────────
+    # 매매 기록
+    # ─────────────────────────────────────────
+
+    def save_trade_record(self, action, ticker, name, qty, price,
+                          scores_dict=None, reason="", macro_state="SAFE"):
+        """매수/매도 기록 저장.
+
+        Args:
+            action (str): "BUY" | "SELL"
+            ticker (str): 종목 코드
+            name (str): 종목명
+            qty (int): 수량
+            price (float): 체결가
+            scores_dict (dict|None): 분석 점수 딕셔너리
+                {tech, sentiment, lstm_score, score, ai_confidence, prediction_change}
+            reason (str): 매매 사유
+            macro_state (str): 매크로 상태 ("SAFE"/"CAUTION"/"DANGER")
+        """
+        sd = scores_dict or {}
+        now_iso = datetime.now().isoformat()
+
+        trade = {
+            "id": f"{ticker}_{now_iso}",
+            "action": action,
+            "ticker": ticker,
+            "name": name,
+            "qty": qty,
+            "price": price,
+            "timestamp": now_iso,
+            "reason": reason,
+            "macro_state": macro_state,
+            # 점수 (BUY 시에만 의미 있음)
+            "tech_score": float(sd.get("tech", 0.0)),
+            "sentiment_score": float(sd.get("sentiment", 0.0)),
+            "lstm_score": float(sd.get("lstm_score", 0.0)),
+            "total_score": float(sd.get("score", 0.0)),
+            "ai_confidence": float(sd.get("ai_confidence", 0.5)),
+            "ai_prediction_change": float(sd.get("prediction_change", 0.0)),
+            # 매도 후 채워지는 결과 필드
+            "outcome_return_pct": None,
+            "holding_days": None,
+            "closed_at": None
+        }
+        self._trades.append(trade)
+        self._save_json(TRADES_FILE, self._trades)
+
+    def close_trade(self, ticker, sell_price, sell_yield_pct=None):
+        """가장 최근 미체결 BUY를 찾아 매도 결과를 기록.
+
+        Args:
+            ticker (str): 종목 코드
+            sell_price (float): 매도 체결가
+            sell_yield_pct (float|None): KIS에서 받은 수익률 (보조용)
+        """
+        for trade in reversed(self._trades):
+            if (trade.get("ticker") == ticker
+                    and trade.get("action") == "BUY"
+                    and trade.get("outcome_return_pct") is None):
+
+                buy_price = trade.get("price", 0)
+                if buy_price and buy_price > 0:
+                    outcome_return_pct = (sell_price - buy_price) / buy_price * 100
+                elif sell_yield_pct is not None:
+                    outcome_return_pct = sell_yield_pct
+                else:
+                    outcome_return_pct = 0.0
+
+                # 보유일 계산
+                holding_days = 0
+                buy_ts = trade.get("timestamp", "")
+                if buy_ts:
+                    try:
+                        buy_dt = datetime.fromisoformat(buy_ts)
+                        holding_days = (datetime.now() - buy_dt).days
+                    except Exception:
+                        pass
+
+                trade["outcome_return_pct"] = round(outcome_return_pct, 4)
+                trade["holding_days"] = holding_days
+                trade["closed_at"] = datetime.now().isoformat()
+                self._save_json(TRADES_FILE, self._trades)
+                print(f"[PerformanceDB] Trade closed: {ticker} "
+                      f"return={outcome_return_pct:.2f}%  holding={holding_days}d")
+                return
+
+        print(f"[PerformanceDB] No open BUY found for {ticker}")
+
+    # ─────────────────────────────────────────
+    # 조회
+    # ─────────────────────────────────────────
+
+    def load_snapshots(self, days=90):
+        """최근 N일 스냅샷 반환."""
+        cutoff = (datetime.now() - timedelta(days=days)).strftime("%Y-%m-%d")
+        return [s for s in self._snapshots if s.get("date", "") >= cutoff]
+
+    def load_trades(self, days=90):
+        """최근 N일 매매 기록 반환."""
+        cutoff = (datetime.now() - timedelta(days=days)).strftime("%Y-%m-%d")
+        return [t for t in self._trades if t.get("timestamp", "")[:10] >= cutoff]
+
+    def get_initial_capital(self):
+        """첫 스냅샷 기준 초기 자본 반환."""
+        if self._snapshots:
+            return self._snapshots[0].get("total_eval", 0)
+        return 0
+
+    def get_summary(self):
+        """간단한 현황 딕셔너리 반환 (디버깅용)."""
+        return {
+            "total_snapshots": len(self._snapshots),
+            "total_trades": len(self._trades),
+            "closed_trades": sum(1 for t in self._trades
+                                 if t.get("outcome_return_pct") is not None),
+            "initial_capital": self.get_initial_capital()
+        }