fix: price API exchange code mapping and VTS overseas balance fallback (#147)
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- Apply _PRICE_EXCHANGE_MAP in get_overseas_price() to send short codes
  (NASD→NAS, NYSE→NYS, AMEX→AMS) required by HHDFS00000300 price API
- Add PAPER_OVERSEAS_CASH config setting (default $50,000) for simulated
  USD balance when VTS overseas balance API returns 0 in paper mode
- Fall back to scan candidate price when live price API returns 0
- Both fixes together resolve "no affordable quantity (cash=0, price=0)"
  which was preventing all overseas trade execution

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
agentson
2026-02-18 23:48:14 +09:00
parent 96e2ad4f1f
commit 3a54db8948
4 changed files with 147 additions and 3 deletions

View File

@@ -25,6 +25,10 @@ _RANKING_EXCHANGE_MAP: dict[str, str] = {
"TSE": "TSE",
}
# Price inquiry API (HHDFS00000300) uses the same short exchange codes as rankings.
# NASD → NAS, NYSE → NYS, AMEX → AMS (confirmed: AMEX returns empty, AMS returns price).
_PRICE_EXCHANGE_MAP: dict[str, str] = _RANKING_EXCHANGE_MAP
class OverseasBroker:
"""KIS Overseas Stock API wrapper that reuses KISBroker infrastructure."""
@@ -58,9 +62,11 @@ class OverseasBroker:
session = self._broker._get_session()
headers = await self._broker._auth_headers("HHDFS00000300")
# Map internal exchange codes to the short form expected by the price API.
price_excd = _PRICE_EXCHANGE_MAP.get(exchange_code, exchange_code)
params = {
"AUTH": "",
"EXCD": exchange_code,
"EXCD": price_excd,
"SYMB": stock_code,
}
url = f"{self._broker._base_url}/uapi/overseas-price/v1/quotations/price"

View File

@@ -55,6 +55,11 @@ class Settings(BaseSettings):
# Trading mode
MODE: str = Field(default="paper", pattern="^(paper|live)$")
# Simulated USD cash for VTS (paper) overseas trading.
# KIS VTS overseas balance API returns errors for most accounts.
# This value is used as a fallback when the balance API returns 0 in paper mode.
PAPER_OVERSEAS_CASH: float = Field(default=50000.0, ge=0.0)
# Trading frequency mode (daily = batch API calls, realtime = per-stock calls)
TRADE_MODE: str = Field(default="daily", pattern="^(daily|realtime)$")
DAILY_SESSIONS: int = Field(default=4, ge=1, le=10)

View File

@@ -239,10 +239,33 @@ async def trading_cycle(
total_cash = safe_float(balance_info.get("frcr_dncl_amt_2", "0") or "0")
purchase_total = safe_float(balance_info.get("frcr_buy_amt_smtl", "0") or "0")
# VTS (paper trading) overseas balance API often returns 0 or errors.
# Fall back to configured paper cash so BUY orders can be sized.
if total_cash <= 0 and settings and settings.PAPER_OVERSEAS_CASH > 0:
logger.debug(
"Overseas cash balance is 0 for %s; using paper fallback %.2f",
stock_code,
settings.PAPER_OVERSEAS_CASH,
)
total_cash = settings.PAPER_OVERSEAS_CASH
current_price = safe_float(price_data.get("output", {}).get("last", "0"))
foreigner_net = 0.0 # Not available for overseas
price_change_pct = safe_float(price_data.get("output", {}).get("rate", "0"))
# Price API may return 0/empty for certain VTS exchange codes.
# Fall back to the scanner candidate's price so order sizing still works.
if current_price <= 0:
market_candidates_lookup = scan_candidates.get(market.code, {})
cand_lookup = market_candidates_lookup.get(stock_code)
if cand_lookup and cand_lookup.price > 0:
current_price = cand_lookup.price
logger.debug(
"Price API returned 0 for %s; using scanner price %.4f",
stock_code,
current_price,
)
# Calculate daily P&L %
pnl_pct = (
((total_eval - purchase_total) / purchase_total * 100)
@@ -692,6 +715,16 @@ async def run_daily_session(
price_change_pct = safe_float(
price_data.get("output", {}).get("rate", "0")
)
# Fall back to scanner candidate price if API returns 0.
if current_price <= 0:
cand_lookup = candidate_map.get(stock_code)
if cand_lookup and cand_lookup.price > 0:
current_price = cand_lookup.price
logger.debug(
"Price API returned 0 for %s; using scanner price %.4f",
stock_code,
current_price,
)
stock_data: dict[str, Any] = {
"stock_code": stock_code,
@@ -743,6 +776,10 @@ async def run_daily_session(
balance_info.get("frcr_buy_amt_smtl", "0") or "0"
)
# VTS overseas balance API often returns 0; use paper fallback.
if total_cash <= 0 and settings.PAPER_OVERSEAS_CASH > 0:
total_cash = settings.PAPER_OVERSEAS_CASH
# Calculate daily P&L %
pnl_pct = (
((total_eval - purchase_total) / purchase_total * 100)