feat: trades 테이블 mode 컬럼 추가 (paper/live 거래 분리) (#212)
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- trades 테이블에 mode TEXT DEFAULT 'paper' 컬럼 추가
- 기존 DB 마이그레이션: ALTER TABLE으로 mode 컬럼 자동 추가
- log_trade() 함수에 mode 파라미터 추가 (기본값 'paper')
- trading_cycle(), run_daily_session()에서 settings.MODE 전달
- 테스트 5개 추가 (mode 저장, 기본값, 스키마 검증, 마이그레이션)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
agentson
2026-02-23 10:33:02 +09:00
parent cd36d53a47
commit 11dff9d3e5
3 changed files with 114 additions and 4 deletions

View File

@@ -28,12 +28,13 @@ def init_db(db_path: str) -> sqlite3.Connection:
pnl REAL DEFAULT 0.0, pnl REAL DEFAULT 0.0,
market TEXT DEFAULT 'KR', market TEXT DEFAULT 'KR',
exchange_code TEXT DEFAULT 'KRX', exchange_code TEXT DEFAULT 'KRX',
decision_id TEXT decision_id TEXT,
mode TEXT DEFAULT 'paper'
) )
""" """
) )
# Migration: Add market and exchange_code columns if they don't exist # Migration: Add columns if they don't exist (backward-compatible schema upgrades)
cursor = conn.execute("PRAGMA table_info(trades)") cursor = conn.execute("PRAGMA table_info(trades)")
columns = {row[1] for row in cursor.fetchall()} columns = {row[1] for row in cursor.fetchall()}
@@ -45,6 +46,8 @@ def init_db(db_path: str) -> sqlite3.Connection:
conn.execute("ALTER TABLE trades ADD COLUMN selection_context TEXT") conn.execute("ALTER TABLE trades ADD COLUMN selection_context TEXT")
if "decision_id" not in columns: if "decision_id" not in columns:
conn.execute("ALTER TABLE trades ADD COLUMN decision_id TEXT") conn.execute("ALTER TABLE trades ADD COLUMN decision_id TEXT")
if "mode" not in columns:
conn.execute("ALTER TABLE trades ADD COLUMN mode TEXT DEFAULT 'paper'")
# Context tree tables for multi-layered memory management # Context tree tables for multi-layered memory management
conn.execute( conn.execute(
@@ -167,6 +170,7 @@ def log_trade(
exchange_code: str = "KRX", exchange_code: str = "KRX",
selection_context: dict[str, any] | None = None, selection_context: dict[str, any] | None = None,
decision_id: str | None = None, decision_id: str | None = None,
mode: str = "paper",
) -> None: ) -> None:
"""Insert a trade record into the database. """Insert a trade record into the database.
@@ -182,6 +186,8 @@ def log_trade(
market: Market code market: Market code
exchange_code: Exchange code exchange_code: Exchange code
selection_context: Scanner selection data (RSI, volume_ratio, signal, score) selection_context: Scanner selection data (RSI, volume_ratio, signal, score)
decision_id: Unique decision identifier for audit linking
mode: Trading mode ('paper' or 'live') for data separation
""" """
# Serialize selection context to JSON # Serialize selection context to JSON
context_json = json.dumps(selection_context) if selection_context else None context_json = json.dumps(selection_context) if selection_context else None
@@ -190,9 +196,10 @@ def log_trade(
""" """
INSERT INTO trades ( INSERT INTO trades (
timestamp, stock_code, action, confidence, rationale, timestamp, stock_code, action, confidence, rationale,
quantity, price, pnl, market, exchange_code, selection_context, decision_id quantity, price, pnl, market, exchange_code, selection_context, decision_id,
mode
) )
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
""", """,
( (
datetime.now(UTC).isoformat(), datetime.now(UTC).isoformat(),
@@ -207,6 +214,7 @@ def log_trade(
exchange_code, exchange_code,
context_json, context_json,
decision_id, decision_id,
mode,
), ),
) )
conn.commit() conn.commit()

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@@ -822,6 +822,7 @@ async def trading_cycle(
exchange_code=market.exchange_code, exchange_code=market.exchange_code,
selection_context=selection_context, selection_context=selection_context,
decision_id=decision_id, decision_id=decision_id,
mode=settings.MODE if settings else "paper",
) )
# 7. Latency monitoring # 7. Latency monitoring
@@ -1318,6 +1319,7 @@ async def run_daily_session(
market=market.code, market=market.code,
exchange_code=market.exchange_code, exchange_code=market.exchange_code,
decision_id=decision_id, decision_id=decision_id,
mode=settings.MODE,
) )
logger.info("Daily trading session completed") logger.info("Daily trading session completed")

View File

@@ -58,3 +58,103 @@ def test_get_open_position_returns_none_when_latest_is_sell() -> None:
def test_get_open_position_returns_none_when_no_trades() -> None: def test_get_open_position_returns_none_when_no_trades() -> None:
conn = init_db(":memory:") conn = init_db(":memory:")
assert get_open_position(conn, "AAPL", "US_NASDAQ") is None assert get_open_position(conn, "AAPL", "US_NASDAQ") is None
# ---------------------------------------------------------------------------
# mode column tests (issue #212)
# ---------------------------------------------------------------------------
def test_log_trade_stores_mode_paper() -> None:
"""log_trade must persist mode='paper' in the trades table."""
conn = init_db(":memory:")
log_trade(
conn=conn,
stock_code="005930",
action="BUY",
confidence=85,
rationale="test",
mode="paper",
)
row = conn.execute("SELECT mode FROM trades ORDER BY id DESC LIMIT 1").fetchone()
assert row is not None
assert row[0] == "paper"
def test_log_trade_stores_mode_live() -> None:
"""log_trade must persist mode='live' in the trades table."""
conn = init_db(":memory:")
log_trade(
conn=conn,
stock_code="005930",
action="BUY",
confidence=85,
rationale="test",
mode="live",
)
row = conn.execute("SELECT mode FROM trades ORDER BY id DESC LIMIT 1").fetchone()
assert row is not None
assert row[0] == "live"
def test_log_trade_default_mode_is_paper() -> None:
"""log_trade without explicit mode must default to 'paper'."""
conn = init_db(":memory:")
log_trade(
conn=conn,
stock_code="005930",
action="HOLD",
confidence=50,
rationale="test",
)
row = conn.execute("SELECT mode FROM trades ORDER BY id DESC LIMIT 1").fetchone()
assert row is not None
assert row[0] == "paper"
def test_mode_column_exists_in_schema() -> None:
"""trades table must have a mode column after init_db."""
conn = init_db(":memory:")
cursor = conn.execute("PRAGMA table_info(trades)")
columns = {row[1] for row in cursor.fetchall()}
assert "mode" in columns
def test_mode_migration_adds_column_to_existing_db() -> None:
"""init_db must add mode column to existing DBs that lack it (migration)."""
import tempfile
import os
with tempfile.NamedTemporaryFile(suffix=".db", delete=False) as f:
db_path = f.name
try:
# Create DB without mode column (simulate old schema)
import sqlite3
old_conn = sqlite3.connect(db_path)
old_conn.execute(
"""CREATE TABLE trades (
id INTEGER PRIMARY KEY AUTOINCREMENT,
timestamp TEXT NOT NULL,
stock_code TEXT NOT NULL,
action TEXT NOT NULL,
confidence INTEGER NOT NULL,
rationale TEXT,
quantity INTEGER,
price REAL,
pnl REAL DEFAULT 0.0,
market TEXT DEFAULT 'KR',
exchange_code TEXT DEFAULT 'KRX',
decision_id TEXT
)"""
)
old_conn.commit()
old_conn.close()
# Run init_db — should add mode column via migration
conn = init_db(db_path)
cursor = conn.execute("PRAGMA table_info(trades)")
columns = {row[1] for row in cursor.fetchall()}
assert "mode" in columns
conn.close()
finally:
os.unlink(db_path)