feat(stock): 감시대상(monitor-set) 조립 로직

stock/app/trade_alerts.py

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+"""매매 알람 — 감시대상(monitor-set) 조립. 순수 조립 로직(HTTP/텔레그램 없음).
+
+계약 §5.1 (docs/superpowers/specs/2026-07-02-realtime-trade-alerts-design.md) —
+Windows 워커가 GET /api/webai/trade-alert/monitor-set 로 받는 응답을 조립한다.
+NAS는 watchlist ∪ screener 최신 성공 run 후보를 buy_targets로, 보유 종목을
+sell_targets로 병합해 넘긴다. TA/조건판정은 워커 쪽 책임.
+"""
+from datetime import datetime, timedelta, timezone
+from typing import Optional
+
+from app.db import get_all_portfolio, get_watchlist
+
+_KST = timezone(timedelta(hours=9))
+
+
+def latest_screener_candidates(conn) -> list:
+    """최신 성공(status='success') screener run의 후보 {ticker,name} 목록."""
+    row = conn.execute(
+        "SELECT id FROM screener_runs WHERE status='success' ORDER BY asof DESC, id DESC LIMIT 1"
+    ).fetchone()
+    if not row:
+        return []
+    run_id = row[0]
+    rows = conn.execute(
+        "SELECT ticker, name FROM screener_results WHERE run_id=? ORDER BY rank", (run_id,)
+    ).fetchall()
+    return [{"ticker": r[0], "name": r[1]} for r in rows]
+
+
+def holding_high(conn, ticker: str, lookback_days: int = 60) -> Optional[float]:
+    """보유기간 고점(트레일링 스톱용) — krx_daily_prices 최근 lookback_days 최고 high."""
+    row = conn.execute(
+        "SELECT MAX(high) FROM krx_daily_prices WHERE ticker=? "
+        "AND date >= date('now', ?)",
+        (ticker, f"-{int(lookback_days)} days"),
+    ).fetchone()
+    return row[0] if row and row[0] is not None else None
+
+
+def build_monitor_set(conn, session: str, exit_params: dict, buy_params: dict) -> dict:
+    """계약 §5.1 monitor-set 응답 dict 조립.
+
+    buy_targets  = watchlist ∪ 최신 screener 후보 (ticker 기준 중복 제거, watchlist 우선)
+    sell_targets = 보유 종목(portfolio) + avg_price/qty/holding_high
+    """
+    buy: dict[str, dict] = {}
+    for w in get_watchlist():
+        buy[w["ticker"]] = {
+            "ticker": w["ticker"], "name": w["name"],
+            "source": "watch", "params": w.get("params") or {},
+        }
+    for c in latest_screener_candidates(conn):
+        if c["ticker"] not in buy:
+            buy[c["ticker"]] = {
+                "ticker": c["ticker"], "name": c["name"],
+                "source": "screener", "params": {},
+            }
+
+    sell_targets = []
+    for p in get_all_portfolio():
+        ticker = p["ticker"]
+        sell_targets.append({
+            "ticker": ticker,
+            "name": p.get("name"),
+            "avg_price": p.get("avg_price"),
+            "qty": p.get("quantity"),
+            "holding_high": holding_high(conn, ticker),
+            "params": {},
+        })
+
+    return {
+        "session": session,
+        "as_of": datetime.now(_KST).isoformat(),
+        "buy_targets": list(buy.values()),
+        "sell_targets": sell_targets,
+        "buy_params": buy_params,
+        "exit_params": exit_params,
+    }

stock/tests/test_trade_alerts_monitorset.py

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+import sqlite3
+import pytest
+
+
+@pytest.fixture
+def conn(monkeypatch, tmp_path):
+    from app import db as _db
+    monkeypatch.setattr(_db, "DB_PATH", str(tmp_path / "stock.db"))
+    _db.init_db()
+    c = sqlite3.connect(_db.DB_PATH)
+    c.row_factory = sqlite3.Row
+    # 보유 1종목 (add_portfolio_item 실제 시그니처: broker/ticker/name/quantity/avg_price — market 파라미터 없음)
+    _db.add_portfolio_item(ticker="000660", name="SK하이닉스", quantity=10,
+                            avg_price=180000, broker="kis")
+    # watchlist 1종목
+    _db.add_watchlist("005930", "삼성전자")
+    yield c
+    c.close()
+
+
+def test_build_monitor_set_merges_sources(conn):
+    from app import trade_alerts as ta
+    ms = ta.build_monitor_set(conn, session="regular",
+                               exit_params={"stop_pct": 0.08}, buy_params={"rsi_oversold": 30})
+    buy_tickers = {t["ticker"] for t in ms["buy_targets"]}
+    sell_tickers = {t["ticker"] for t in ms["sell_targets"]}
+    assert "005930" in buy_tickers            # watchlist
+    assert "000660" in sell_tickers           # 보유
+    assert ms["session"] == "regular"
+    assert ms["exit_params"]["stop_pct"] == 0.08
+    sell = next(t for t in ms["sell_targets"] if t["ticker"] == "000660")
+    assert sell["avg_price"] == 180000 and sell["qty"] == 10
+
+
+def test_latest_screener_candidates_empty_when_no_run(conn):
+    from app import trade_alerts as ta
+    assert ta.latest_screener_candidates(conn) == []
+
+
+def test_latest_screener_candidates_picks_latest_success_run(conn):
+    from app import trade_alerts as ta
+    now = "2026-07-02T09:00:00Z"
+    conn.execute(
+        "INSERT INTO screener_runs (asof, mode, status, started_at, weights_json, "
+        "node_params_json, gate_params_json, top_n) VALUES (?,?,?,?,?,?,?,?)",
+        (now, "manual", "failed", now, "{}", "{}", "{}", 20),
+    )
+    conn.execute(
+        "INSERT INTO screener_runs (asof, mode, status, started_at, weights_json, "
+        "node_params_json, gate_params_json, top_n) VALUES (?,?,?,?,?,?,?,?)",
+        (now, "manual", "success", now, "{}", "{}", "{}", 20),
+    )
+    run_id = conn.execute("SELECT id FROM screener_runs WHERE status='success'").fetchone()[0]
+    conn.execute(
+        "INSERT INTO screener_results (run_id, rank, ticker, name, total_score, scores_json) "
+        "VALUES (?,?,?,?,?,?)",
+        (run_id, 1, "035720", "카카오", 88.5, "{}"),
+    )
+    conn.commit()
+    candidates = ta.latest_screener_candidates(conn)
+    assert candidates == [{"ticker": "035720", "name": "카카오"}]
+
+
+def test_holding_high_returns_max_high_within_lookback(conn):
+    from app import trade_alerts as ta
+    conn.execute(
+        "INSERT INTO krx_daily_prices (ticker, date, high) VALUES (?,?,?)",
+        ("000660", "2026-06-01", 200000),
+    )
+    conn.execute(
+        "INSERT INTO krx_daily_prices (ticker, date, high) VALUES (?,?,?)",
+        ("000660", "2026-06-20", 210000),
+    )
+    conn.commit()
+    assert ta.holding_high(conn, "000660", lookback_days=60) == 210000
+
+
+def test_holding_high_none_when_no_price_history(conn):
+    from app import trade_alerts as ta
+    assert ta.holding_high(conn, "999999") is None
+
+
+def test_build_monitor_set_dedupes_watchlist_and_screener_overlap(conn):
+    from app import trade_alerts as ta
+    now = "2026-07-02T09:00:00Z"
+    cur = conn.execute(
+        "INSERT INTO screener_runs (asof, mode, status, started_at, weights_json, "
+        "node_params_json, gate_params_json, top_n) VALUES (?,?,?,?,?,?,?,?)",
+        (now, "manual", "success", now, "{}", "{}", "{}", 20),
+    )
+    run_id = cur.lastrowid
+    # 스크리너 후보가 watchlist와 중복(005930)
+    conn.execute(
+        "INSERT INTO screener_results (run_id, rank, ticker, name, total_score, scores_json) "
+        "VALUES (?,?,?,?,?,?)",
+        (run_id, 1, "005930", "삼성전자", 90.0, "{}"),
+    )
+    conn.commit()
+    ms = ta.build_monitor_set(conn, session="regular", exit_params={}, buy_params={})
+    buy_tickers = [t["ticker"] for t in ms["buy_targets"]]
+    assert buy_tickers.count("005930") == 1