feat: 해외주식 미체결 SELL 시 이중 매수 방지 (#195)
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KIS VTS는 SELL 지정가 주문을 접수 즉시 rt_cd=0으로 반환하지만 실제 체결은 시장가 도달 시까지 지연된다. 이 기간 동안 DB는 포지션을 "종료"로 기록해 다음 사이클에서 이중 매수가 발생할 수 있었다. - trading_cycle(): BUY 게이팅에 브로커 잔고 추가 확인 로직 삽입 - run_daily_session(): 동일 패턴의 BUY 중복 방지 로직 추가 - 두 함수 모두 이미 fetch된 balance_data 재사용 (추가 API 호출 없음) - TestOverseasBrokerIntegration 클래스에 테스트 2개 추가 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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@@ -3001,3 +3001,185 @@ async def test_buy_proceeds_when_no_open_position() -> None:
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# 포지션이 없으므로 해외 주문이 실행되어야 함
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overseas_broker.send_overseas_order.assert_called_once()
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class TestOverseasBrokerIntegration:
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"""Test overseas broker live-balance gating for double-buy prevention.
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Issue #195: KIS VTS SELL limit orders are accepted (rt_cd=0) immediately
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but may not fill until the market price reaches the limit. During this window,
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the DB records the position as closed, causing the next cycle to BUY again.
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These tests verify that live broker balance is used as the authoritative source.
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"""
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@pytest.mark.asyncio
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async def test_overseas_buy_suppressed_by_broker_balance_when_db_shows_closed(
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self,
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) -> None:
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"""BUY must be suppressed when broker still holds shares even if DB says closed.
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Scenario: SELL limit order was accepted (DB shows closed), but hasn't
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filled yet — broker balance still shows 10 AAPL shares.
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Expected: send_overseas_order is NOT called.
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"""
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db_conn = init_db(":memory:")
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# DB: BUY then SELL recorded → get_open_position returns None (closed)
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log_trade(
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conn=db_conn,
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stock_code="AAPL",
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action="BUY",
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confidence=90,
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rationale="entry",
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quantity=10,
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price=180.0,
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market="US_NASDAQ",
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exchange_code="NASD",
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)
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log_trade(
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conn=db_conn,
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stock_code="AAPL",
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action="SELL",
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confidence=90,
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rationale="sell order accepted",
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quantity=10,
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price=182.0,
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market="US_NASDAQ",
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exchange_code="NASD",
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)
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overseas_broker = MagicMock()
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overseas_broker.get_overseas_price = AsyncMock(
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return_value={"output": {"last": "182.50"}}
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)
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# 브로커: 여전히 AAPL 10주 보유 중 (SELL 미체결)
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overseas_broker.get_overseas_balance = AsyncMock(
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return_value={
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"output1": [{"ovrs_pdno": "AAPL", "ovrs_cblc_qty": "10"}],
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"output2": [
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{
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"frcr_dncl_amt_2": "50000.00",
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"frcr_evlu_tota": "60000.00",
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"frcr_buy_amt_smtl": "50000.00",
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}
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],
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}
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)
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overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"})
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engine = MagicMock(spec=ScenarioEngine)
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engine.evaluate = MagicMock(return_value=_make_buy_match("AAPL"))
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market = MagicMock()
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market.name = "NASDAQ"
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market.code = "US_NASDAQ"
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market.exchange_code = "NASD"
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market.is_domestic = False
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telegram = MagicMock()
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telegram.notify_trade_execution = AsyncMock()
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telegram.notify_fat_finger = AsyncMock()
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telegram.notify_circuit_breaker = AsyncMock()
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telegram.notify_scenario_matched = AsyncMock()
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decision_logger = MagicMock()
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decision_logger.log_decision = MagicMock(return_value="decision-id")
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await trading_cycle(
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broker=MagicMock(),
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overseas_broker=overseas_broker,
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scenario_engine=engine,
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playbook=_make_playbook(market="US"),
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risk=MagicMock(),
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db_conn=db_conn,
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decision_logger=decision_logger,
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context_store=MagicMock(
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get_latest_timeframe=MagicMock(return_value=None),
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set_context=MagicMock(),
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),
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criticality_assessor=MagicMock(
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assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
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get_timeout=MagicMock(return_value=5.0),
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),
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telegram=telegram,
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market=market,
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stock_code="AAPL",
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scan_candidates={},
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)
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# 브로커 잔고에 보유 중이므로 BUY 주문이 억제되어야 함 (이중 매수 방지)
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overseas_broker.send_overseas_order.assert_not_called()
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@pytest.mark.asyncio
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async def test_overseas_buy_proceeds_when_broker_shows_no_holding(
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self,
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) -> None:
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"""BUY must proceed when both DB and broker confirm no existing holding.
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Scenario: No prior trades in DB and broker balance shows no AAPL.
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Expected: send_overseas_order IS called (normal buy flow).
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"""
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db_conn = init_db(":memory:")
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# DB: 레코드 없음 (신규 포지션)
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overseas_broker = MagicMock()
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overseas_broker.get_overseas_price = AsyncMock(
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return_value={"output": {"last": "182.50"}}
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)
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# 브로커: AAPL 미보유
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overseas_broker.get_overseas_balance = AsyncMock(
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return_value={
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"output1": [],
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"output2": [
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{
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"frcr_dncl_amt_2": "50000.00",
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"frcr_evlu_tota": "50000.00",
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"frcr_buy_amt_smtl": "0.00",
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}
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],
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}
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)
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overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"})
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engine = MagicMock(spec=ScenarioEngine)
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engine.evaluate = MagicMock(return_value=_make_buy_match("AAPL"))
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market = MagicMock()
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market.name = "NASDAQ"
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market.code = "US_NASDAQ"
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market.exchange_code = "NASD"
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market.is_domestic = False
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telegram = MagicMock()
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telegram.notify_trade_execution = AsyncMock()
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telegram.notify_fat_finger = AsyncMock()
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telegram.notify_circuit_breaker = AsyncMock()
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telegram.notify_scenario_matched = AsyncMock()
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decision_logger = MagicMock()
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decision_logger.log_decision = MagicMock(return_value="decision-id")
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with patch("src.main.log_trade"):
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await trading_cycle(
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broker=MagicMock(),
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overseas_broker=overseas_broker,
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scenario_engine=engine,
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playbook=_make_playbook(market="US"),
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risk=MagicMock(),
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db_conn=db_conn,
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decision_logger=decision_logger,
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context_store=MagicMock(
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get_latest_timeframe=MagicMock(return_value=None),
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set_context=MagicMock(),
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),
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criticality_assessor=MagicMock(
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assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
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get_timeout=MagicMock(return_value=5.0),
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),
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telegram=telegram,
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market=market,
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stock_code="AAPL",
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scan_candidates={},
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)
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# DB도 브로커도 보유 없음 → BUY 주문이 실행되어야 함 (회귀 테스트)
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overseas_broker.send_overseas_order.assert_called_once()
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