feat(phase-0): scaffold backend + web + docker + DB schema
- docker-compose.yml: timescaledb-ha (timescaledb 2.27 + vectorscale + pgvector + pgai) + backend (FastAPI, CUDA 12.1) + web (Next.js 14) - docker-compose.gpu.yml: GPU profile overlay for RTX 3070 Ti - build.bat: Windows bootstrap, auto-detects nvidia-smi and selects GPU/CPU compose - backend: Dockerfile, pyproject.toml, FastAPI skeleton with /health and /health/db - DB migration 001_init.sql: symbols (with trigram search), ohlcv_daily/1m (hypertables), macro_daily, trading_value_daily, news (vector embedding), predictions (with user_triggered flag for on-demand UX), prediction_outcomes, model_performance - web: Next.js 14 + Tailwind + lightweight-charts placeholder - README: KIS/DART/HuggingFace token issuance guides + 10 seed tickers + run instructions
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tkrmagid
139
backend/app/db/migrations/001_init.sql
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139
backend/app/db/migrations/001_init.sql
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-- Init schema for stock_chart_site
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-- Loaded automatically on first DB container start via /docker-entrypoint-initdb.d
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\set ON_ERROR_STOP on
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CREATE EXTENSION IF NOT EXISTS timescaledb;
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CREATE EXTENSION IF NOT EXISTS vector;
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CREATE EXTENSION IF NOT EXISTS pg_trgm;
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-- 종목 마스터 (Phase 1 에서 KRX 전체 종목 시드. 검색은 name 또는 code 둘 다 지원)
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CREATE TABLE IF NOT EXISTS symbols (
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code TEXT PRIMARY KEY,
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name TEXT NOT NULL,
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market TEXT NOT NULL, -- 'KOSPI' / 'KOSDAQ' / 'NASDAQ'
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sector TEXT,
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active BOOLEAN DEFAULT TRUE,
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is_seed BOOLEAN DEFAULT FALSE, -- 학습/배치 대상 10종목 여부
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created_at TIMESTAMPTZ DEFAULT NOW()
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);
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CREATE INDEX IF NOT EXISTS symbols_name_trgm ON symbols USING gin (name gin_trgm_ops);
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CREATE INDEX IF NOT EXISTS symbols_active ON symbols(active);
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-- 일별 시세
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CREATE TABLE IF NOT EXISTS ohlcv_daily (
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code TEXT NOT NULL REFERENCES symbols(code),
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date DATE NOT NULL,
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open NUMERIC,
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high NUMERIC,
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low NUMERIC,
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close NUMERIC,
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volume BIGINT,
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PRIMARY KEY (code, date)
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);
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SELECT create_hypertable('ohlcv_daily', 'date', if_not_exists => TRUE);
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CREATE INDEX IF NOT EXISTS ohlcv_daily_code_date ON ohlcv_daily(code, date DESC);
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-- 분봉 (M8 인트라데이용, 스키마만 미리 둔다)
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CREATE TABLE IF NOT EXISTS ohlcv_1m (
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code TEXT NOT NULL,
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ts TIMESTAMPTZ NOT NULL,
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open NUMERIC,
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high NUMERIC,
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low NUMERIC,
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close NUMERIC,
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volume BIGINT,
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PRIMARY KEY (code, ts)
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);
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SELECT create_hypertable('ohlcv_1m', 'ts', if_not_exists => TRUE);
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-- 거시 / 환율 / 지수
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CREATE TABLE IF NOT EXISTS macro_daily (
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date DATE NOT NULL,
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key TEXT NOT NULL, -- 'kospi','kosdaq','usdkrw','us10y',...
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value NUMERIC,
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PRIMARY KEY (date, key)
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);
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-- 외인 / 기관 순매수 (KRW 기준 거래대금)
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CREATE TABLE IF NOT EXISTS trading_value_daily (
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code TEXT NOT NULL REFERENCES symbols(code),
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date DATE NOT NULL,
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foreign_net NUMERIC,
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institution_net NUMERIC,
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individual_net NUMERIC,
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PRIMARY KEY (code, date)
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);
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-- 뉴스 / 공시
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CREATE TABLE IF NOT EXISTS news (
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id BIGSERIAL PRIMARY KEY,
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code TEXT REFERENCES symbols(code),
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source TEXT NOT NULL, -- 'naver_finance' / 'dart' / 'google_rss'
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published_at TIMESTAMPTZ NOT NULL,
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title TEXT NOT NULL,
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url TEXT NOT NULL UNIQUE,
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body TEXT,
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sentiment_score REAL, -- KR-FinBERT 출력 -1..+1
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sentiment_label TEXT, -- 'positive' / 'neutral' / 'negative'
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embedding VECTOR(768),
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created_at TIMESTAMPTZ DEFAULT NOW()
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);
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CREATE INDEX IF NOT EXISTS news_code_pub ON news(code, published_at DESC);
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CREATE INDEX IF NOT EXISTS news_pub ON news(published_at DESC);
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-- 모델 예측 이력
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-- user_triggered=TRUE 인 행만 다음날 outcomes 매칭/오차수정 학습에 사용
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CREATE TABLE IF NOT EXISTS predictions (
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id BIGSERIAL PRIMARY KEY,
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code TEXT NOT NULL REFERENCES symbols(code),
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predicted_at TIMESTAMPTZ NOT NULL,
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base_date DATE NOT NULL, -- 예측 기준일(=마지막 관측일)
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target_date DATE NOT NULL,
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horizon INT NOT NULL, -- 1, 3, 5
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model TEXT NOT NULL, -- 'chronos2' / 'lgbm' / 'ensemble'
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direction TEXT, -- 'up' / 'flat' / 'down'
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prob_up REAL,
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prob_flat REAL,
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prob_down REAL,
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expected_return REAL,
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point_forecast NUMERIC, -- median 가격
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ci_low NUMERIC, -- quantile 10
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ci_high NUMERIC, -- quantile 90
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features_snapshot JSONB,
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user_triggered BOOLEAN NOT NULL DEFAULT FALSE,
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created_at TIMESTAMPTZ DEFAULT NOW(),
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UNIQUE (code, base_date, target_date, horizon, model)
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);
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CREATE INDEX IF NOT EXISTS predictions_code_target ON predictions(code, target_date DESC);
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CREATE INDEX IF NOT EXISTS predictions_user_triggered ON predictions(user_triggered) WHERE user_triggered = TRUE;
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-- 예측 vs 실제 결과 (오차 수정 / 메트릭 / 가중치 튜닝의 입력)
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CREATE TABLE IF NOT EXISTS prediction_outcomes (
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prediction_id BIGINT PRIMARY KEY REFERENCES predictions(id) ON DELETE CASCADE,
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code TEXT NOT NULL REFERENCES symbols(code),
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target_date DATE NOT NULL,
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horizon INT NOT NULL,
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model TEXT NOT NULL,
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predicted_close NUMERIC,
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actual_close NUMERIC,
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actual_return REAL,
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direction_hit BOOLEAN, -- 방향성 적중 여부
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abs_error REAL,
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resolved_at TIMESTAMPTZ DEFAULT NOW()
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);
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CREATE INDEX IF NOT EXISTS po_code_target ON prediction_outcomes(code, target_date DESC);
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CREATE INDEX IF NOT EXISTS po_model ON prediction_outcomes(model);
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-- 모델별 롤링 성능 (앙상블 가중치 튜닝에 사용)
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CREATE TABLE IF NOT EXISTS model_performance (
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code TEXT NOT NULL REFERENCES symbols(code),
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model TEXT NOT NULL,
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window_days INT NOT NULL, -- 7, 30 등
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as_of DATE NOT NULL,
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hit_rate REAL,
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mae REAL,
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brier REAL,
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sample_count INT,
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PRIMARY KEY (code, model, window_days, as_of)
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);
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