fix: overseas order rt_cd check, limit price premium, paper cash fallback (#151)
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Three fixes for overseas stock trading failures:
1. Price API exchange code mapping:
- get_overseas_price() now applies _PRICE_EXCHANGE_MAP (NASD→NAS, NYSE→NYS, AMEX→AMS)
- Price API HHDFS00000300 requires short exchange codes same as ranking API
2. rt_cd check in send_overseas_order():
- Log WARNING (not INFO) when rt_cd != "0" (e.g., "주문가능금액이 부족합니다")
- Caller (main.py) checks rt_cd == "0" before calling log_trade()
- Prevents DB from recording failed orders as successful trades
3. Limit order price premium for BUY:
- BUY limit price = current_price * 1.005 (0.5% premium)
- SELL limit price = current_price (no premium)
- Improves fill probability: KIS VTS only accepts limit orders,
and last price is typically at or below ask
4. PAPER_OVERSEAS_CASH fallback (config + main.py):
- New setting: PAPER_OVERSEAS_CASH = 50000.0 (USD)
- When VTS overseas balance API fails/returns 0, use this as simulated cash
- Applied in both trading_cycle() and run_daily_session()
5. Candidate price fallback:
- If price API returns 0, use scanner candidate price as fallback
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
agentson
131
src/main.py
131
src/main.py
@@ -239,17 +239,27 @@ async def trading_cycle(
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total_cash = safe_float(balance_info.get("frcr_dncl_amt_2", "0") or "0")
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purchase_total = safe_float(balance_info.get("frcr_buy_amt_smtl", "0") or "0")
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# VTS (paper trading) overseas balance API often returns 0 or errors.
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# Fall back to configured paper cash so BUY orders can be sized.
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# Paper mode fallback: VTS overseas balance API often fails for many accounts.
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if total_cash <= 0 and settings and settings.PAPER_OVERSEAS_CASH > 0:
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logger.debug(
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"Overseas cash balance is 0 for %s; using paper fallback %.2f",
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stock_code,
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"Overseas cash balance is 0 for %s; using paper fallback %.2f USD",
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market.exchange_code,
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settings.PAPER_OVERSEAS_CASH,
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)
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total_cash = settings.PAPER_OVERSEAS_CASH
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current_price = safe_float(price_data.get("output", {}).get("last", "0"))
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# Fallback: if price API returns 0, use scanner candidate price
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if current_price <= 0:
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market_candidates_lookup = scan_candidates.get(market.code, {})
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cand_lookup = market_candidates_lookup.get(stock_code)
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if cand_lookup and cand_lookup.price > 0:
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logger.debug(
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"Price API returned 0 for %s; using scanner candidate price %.4f",
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stock_code,
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cand_lookup.price,
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)
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current_price = cand_lookup.price
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foreigner_net = 0.0 # Not available for overseas
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price_change_pct = safe_float(price_data.get("output", {}).get("rate", "0"))
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@@ -497,6 +507,7 @@ async def trading_cycle(
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raise # Re-raise to prevent trade
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# 5. Send order
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order_succeeded = True
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if market.is_domestic:
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result = await broker.send_order(
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stock_code=stock_code,
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@@ -505,29 +516,48 @@ async def trading_cycle(
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price=0, # market order
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)
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else:
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# For overseas orders:
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# - KIS VTS only accepts limit orders (지정가만 가능)
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# - BUY: use 0.5% premium over last price to improve fill probability
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# (ask price is typically slightly above last, and VTS won't fill below ask)
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# - SELL: use last price as the limit
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if decision.action == "BUY":
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order_price = round(current_price * 1.005, 4)
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else:
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order_price = current_price
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result = await overseas_broker.send_overseas_order(
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exchange_code=market.exchange_code,
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stock_code=stock_code,
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order_type=decision.action,
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quantity=quantity,
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price=current_price, # limit order — KIS VTS rejects market orders
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price=order_price, # limit order — KIS VTS rejects market orders
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)
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# Check if KIS rejected the order (rt_cd != "0")
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if result.get("rt_cd", "") != "0":
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order_succeeded = False
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logger.warning(
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"Overseas order not accepted for %s: rt_cd=%s msg=%s",
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stock_code,
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result.get("rt_cd"),
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result.get("msg1"),
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)
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logger.info("Order result: %s", result.get("msg1", "OK"))
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# 5.5. Notify trade execution
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try:
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await telegram.notify_trade_execution(
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stock_code=stock_code,
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market=market.name,
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action=decision.action,
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quantity=quantity,
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price=current_price,
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confidence=decision.confidence,
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)
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except Exception as exc:
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logger.warning("Telegram notification failed: %s", exc)
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# 5.5. Notify trade execution (only on success)
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if order_succeeded:
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try:
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await telegram.notify_trade_execution(
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stock_code=stock_code,
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market=market.name,
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action=decision.action,
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quantity=quantity,
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price=current_price,
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confidence=decision.confidence,
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)
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except Exception as exc:
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logger.warning("Telegram notification failed: %s", exc)
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if decision.action == "SELL":
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if decision.action == "SELL" and order_succeeded:
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buy_trade = get_latest_buy_trade(db_conn, stock_code, market.code)
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if buy_trade and buy_trade.get("price") is not None:
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buy_price = float(buy_trade["price"])
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@@ -539,7 +569,9 @@ async def trading_cycle(
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accuracy=1 if trade_pnl > 0 else 0,
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)
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# 6. Log trade with selection context
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# 6. Log trade with selection context (skip if order was rejected)
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if decision.action in ("BUY", "SELL") and not order_succeeded:
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return
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selection_context = None
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if stock_code in market_candidates:
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candidate = market_candidates[stock_code]
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@@ -711,6 +743,16 @@ async def run_daily_session(
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current_price = safe_float(
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price_data.get("output", {}).get("last", "0")
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)
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# Fallback: if price API returns 0, use scanner candidate price
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if current_price <= 0:
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cand_lookup = candidate_map.get(stock_code)
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if cand_lookup and cand_lookup.price > 0:
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logger.debug(
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"Price API returned 0 for %s; using scanner candidate price %.4f",
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stock_code,
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cand_lookup.price,
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)
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current_price = cand_lookup.price
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foreigner_net = 0.0
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price_change_pct = safe_float(
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price_data.get("output", {}).get("rate", "0")
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@@ -775,6 +817,9 @@ async def run_daily_session(
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purchase_total = safe_float(
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balance_info.get("frcr_buy_amt_smtl", "0") or "0"
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)
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# Paper mode fallback: VTS overseas balance API often fails for many accounts.
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if total_cash <= 0 and settings.PAPER_OVERSEAS_CASH > 0:
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total_cash = settings.PAPER_OVERSEAS_CASH
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# VTS overseas balance API often returns 0; use paper fallback.
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if total_cash <= 0 and settings.PAPER_OVERSEAS_CASH > 0:
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@@ -853,6 +898,7 @@ async def run_daily_session(
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quantity = 0
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trade_price = stock_data["current_price"]
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trade_pnl = 0.0
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order_succeeded = True
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if decision.action in ("BUY", "SELL"):
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quantity = _determine_order_quantity(
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action=decision.action,
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@@ -905,6 +951,7 @@ async def run_daily_session(
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raise
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# Send order
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order_succeeded = True
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try:
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if market.is_domestic:
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result = await broker.send_order(
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@@ -914,34 +961,48 @@ async def run_daily_session(
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price=0, # market order
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)
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else:
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# KIS VTS only accepts limit orders; use 0.5% premium for BUY
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if decision.action == "BUY":
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order_price = round(stock_data["current_price"] * 1.005, 4)
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else:
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order_price = stock_data["current_price"]
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result = await overseas_broker.send_overseas_order(
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exchange_code=market.exchange_code,
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stock_code=stock_code,
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order_type=decision.action,
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quantity=quantity,
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price=stock_data["current_price"], # limit order — KIS VTS rejects market orders
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price=order_price, # limit order
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)
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if result.get("rt_cd", "") != "0":
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order_succeeded = False
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logger.warning(
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"Overseas order not accepted for %s: rt_cd=%s msg=%s",
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stock_code,
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result.get("rt_cd"),
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result.get("msg1"),
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)
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logger.info("Order result: %s", result.get("msg1", "OK"))
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# Notify trade execution
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try:
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await telegram.notify_trade_execution(
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stock_code=stock_code,
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market=market.name,
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action=decision.action,
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quantity=quantity,
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price=stock_data["current_price"],
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confidence=decision.confidence,
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)
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except Exception as exc:
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logger.warning("Telegram notification failed: %s", exc)
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# Notify trade execution (only on success)
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if order_succeeded:
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try:
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await telegram.notify_trade_execution(
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stock_code=stock_code,
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market=market.name,
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action=decision.action,
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quantity=quantity,
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price=stock_data["current_price"],
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confidence=decision.confidence,
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)
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except Exception as exc:
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logger.warning("Telegram notification failed: %s", exc)
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except Exception as exc:
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logger.error(
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"Order execution failed for %s: %s", stock_code, exc
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)
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continue
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if decision.action == "SELL":
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if decision.action == "SELL" and order_succeeded:
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buy_trade = get_latest_buy_trade(db_conn, stock_code, market.code)
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if buy_trade and buy_trade.get("price") is not None:
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buy_price = float(buy_trade["price"])
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@@ -953,7 +1014,9 @@ async def run_daily_session(
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accuracy=1 if trade_pnl > 0 else 0,
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)
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# Log trade
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# Log trade (skip if order was rejected by API)
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if decision.action in ("BUY", "SELL") and not order_succeeded:
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continue
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log_trade(
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conn=db_conn,
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stock_code=stock_code,
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