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>
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@@ -25,6 +25,10 @@ _RANKING_EXCHANGE_MAP: dict[str, str] = {
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"TSE": "TSE",
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}
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# Price inquiry API (HHDFS00000300) uses the same short exchange codes as rankings.
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# NASD → NAS, NYSE → NYS, AMEX → AMS (confirmed: AMEX returns empty, AMS returns price).
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_PRICE_EXCHANGE_MAP: dict[str, str] = _RANKING_EXCHANGE_MAP
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class OverseasBroker:
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"""KIS Overseas Stock API wrapper that reuses KISBroker infrastructure."""
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@@ -58,9 +62,11 @@ class OverseasBroker:
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session = self._broker._get_session()
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headers = await self._broker._auth_headers("HHDFS00000300")
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# Map internal exchange codes to the short form expected by the price API.
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price_excd = _PRICE_EXCHANGE_MAP.get(exchange_code, exchange_code)
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params = {
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"AUTH": "",
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"EXCD": exchange_code,
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"EXCD": price_excd,
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"SYMB": stock_code,
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}
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url = f"{self._broker._base_url}/uapi/overseas-price/v1/quotations/price"
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@@ -55,6 +55,11 @@ class Settings(BaseSettings):
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# Trading mode
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MODE: str = Field(default="paper", pattern="^(paper|live)$")
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# Simulated USD cash for VTS (paper) overseas trading.
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# KIS VTS overseas balance API returns errors for most accounts.
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# This value is used as a fallback when the balance API returns 0 in paper mode.
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PAPER_OVERSEAS_CASH: float = Field(default=50000.0, ge=0.0)
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# Trading frequency mode (daily = batch API calls, realtime = per-stock calls)
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TRADE_MODE: str = Field(default="daily", pattern="^(daily|realtime)$")
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DAILY_SESSIONS: int = Field(default=4, ge=1, le=10)
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37
src/main.py
37
src/main.py
@@ -239,10 +239,33 @@ 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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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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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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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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# Price API may return 0/empty for certain VTS exchange codes.
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# Fall back to the scanner candidate's price so order sizing still works.
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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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current_price = cand_lookup.price
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logger.debug(
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"Price API returned 0 for %s; using scanner price %.4f",
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stock_code,
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current_price,
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)
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# Calculate daily P&L %
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pnl_pct = (
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((total_eval - purchase_total) / purchase_total * 100)
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@@ -692,6 +715,16 @@ async def run_daily_session(
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price_change_pct = safe_float(
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price_data.get("output", {}).get("rate", "0")
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)
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# Fall back to scanner candidate price if API returns 0.
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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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current_price = cand_lookup.price
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logger.debug(
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"Price API returned 0 for %s; using scanner price %.4f",
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stock_code,
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current_price,
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)
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stock_data: dict[str, Any] = {
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"stock_code": stock_code,
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@@ -743,6 +776,10 @@ async def run_daily_session(
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balance_info.get("frcr_buy_amt_smtl", "0") or "0"
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)
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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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total_cash = settings.PAPER_OVERSEAS_CASH
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# Calculate daily P&L %
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pnl_pct = (
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((total_eval - purchase_total) / purchase_total * 100)
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