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

@@ -8,7 +8,7 @@ import aiohttp
import pytest
from src.broker.kis_api import KISBroker
from src.broker.overseas import OverseasBroker, _RANKING_EXCHANGE_MAP
from src.broker.overseas import OverseasBroker, _PRICE_EXCHANGE_MAP, _RANKING_EXCHANGE_MAP
from src.config import Settings
@@ -302,7 +302,8 @@ class TestGetOverseasPrice:
call_args = mock_session.get.call_args
params = call_args[1]["params"]
assert params["EXCD"] == "NASD"
# NASD is mapped to NAS for the price inquiry API (same as ranking API).
assert params["EXCD"] == "NAS"
assert params["SYMB"] == "AAPL"
@pytest.mark.asyncio
@@ -519,3 +520,98 @@ class TestExtractRankingRows:
def test_filters_non_dict_rows(self, overseas_broker: OverseasBroker) -> None:
data = {"output": [{"a": 1}, "invalid", {"b": 2}]}
assert overseas_broker._extract_ranking_rows(data) == [{"a": 1}, {"b": 2}]
# ---------------------------------------------------------------------------
# Price exchange code mapping
# ---------------------------------------------------------------------------
class TestPriceExchangeMap:
"""Test that get_overseas_price uses the short exchange codes."""
def test_price_map_equals_ranking_map(self) -> None:
assert _PRICE_EXCHANGE_MAP is _RANKING_EXCHANGE_MAP
def test_nasd_maps_to_nas(self) -> None:
assert _PRICE_EXCHANGE_MAP["NASD"] == "NAS"
def test_amex_maps_to_ams(self) -> None:
assert _PRICE_EXCHANGE_MAP["AMEX"] == "AMS"
def test_nyse_maps_to_nys(self) -> None:
assert _PRICE_EXCHANGE_MAP["NYSE"] == "NYS"
@pytest.mark.asyncio
async def test_get_overseas_price_uses_mapped_excd(
self, overseas_broker: OverseasBroker
) -> None:
"""AMEX should be sent as AMS to the price API."""
mock_resp = AsyncMock()
mock_resp.status = 200
mock_resp.json = AsyncMock(return_value={"output": {"last": "44.30"}})
mock_session = MagicMock()
mock_session.get = MagicMock(return_value=_make_async_cm(mock_resp))
_setup_broker_mocks(overseas_broker, mock_session)
overseas_broker._broker._auth_headers = AsyncMock(return_value={})
await overseas_broker.get_overseas_price("AMEX", "EWUS")
params = mock_session.get.call_args[1]["params"]
assert params["EXCD"] == "AMS" # mapped, not raw "AMEX"
assert params["SYMB"] == "EWUS"
@pytest.mark.asyncio
async def test_get_overseas_price_nasd_uses_nas(
self, overseas_broker: OverseasBroker
) -> None:
mock_resp = AsyncMock()
mock_resp.status = 200
mock_resp.json = AsyncMock(return_value={"output": {"last": "220.00"}})
mock_session = MagicMock()
mock_session.get = MagicMock(return_value=_make_async_cm(mock_resp))
_setup_broker_mocks(overseas_broker, mock_session)
overseas_broker._broker._auth_headers = AsyncMock(return_value={})
await overseas_broker.get_overseas_price("NASD", "AAPL")
params = mock_session.get.call_args[1]["params"]
assert params["EXCD"] == "NAS"
# ---------------------------------------------------------------------------
# PAPER_OVERSEAS_CASH config default
# ---------------------------------------------------------------------------
class TestPaperOverseasCash:
def test_default_value(self) -> None:
settings = Settings(
KIS_APP_KEY="x",
KIS_APP_SECRET="x",
KIS_ACCOUNT_NO="12345678-01",
GEMINI_API_KEY="x",
)
assert settings.PAPER_OVERSEAS_CASH == 50000.0
def test_can_be_set_via_env(self, monkeypatch: pytest.MonkeyPatch) -> None:
monkeypatch.setenv("PAPER_OVERSEAS_CASH", "100000.0")
settings = Settings(
KIS_APP_KEY="x",
KIS_APP_SECRET="x",
KIS_ACCOUNT_NO="12345678-01",
GEMINI_API_KEY="x",
)
assert settings.PAPER_OVERSEAS_CASH == 100000.0
def test_zero_disables_fallback(self) -> None:
settings = Settings(
KIS_APP_KEY="x",
KIS_APP_SECRET="x",
KIS_ACCOUNT_NO="12345678-01",
GEMINI_API_KEY="x",
PAPER_OVERSEAS_CASH=0.0,
)
assert settings.PAPER_OVERSEAS_CASH == 0.0