fix: SELL 주문에서 Fat Finger 오탐 수정 — 손절/익절 차단 버그 (#187)
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SELL 주문은 현금을 소비하지 않고 받는 것이므로 Fat Finger 체크 대상이
아님. 포지션 가치가 잔여 현금의 30%를 초과해도 SELL은 정상 실행돼야 함.

- realtime/daily 사이클 두 곳 모두 수정
- SELL: check_circuit_breaker만 호출 (Fat Finger 스킵)
- BUY: 기존대로 validate_order 호출 (Fat Finger + Circuit Breaker)
- 테스트 2개 추가: SELL Fat Finger 스킵, SELL 서킷브레이커 적용 확인

재현 사례 (2026-02-21):
  JELD stop-loss -6.20% → FAT FINGER: 49,548 is 99.1% of cash 50,000
  RXT take-profit +46.13% → FAT FINGER: 88,676 is 177.4% of cash 50,000

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
agentson
2026-02-21 00:32:11 +09:00
parent c920b257b6
commit 4da22b10eb
2 changed files with 133 additions and 10 deletions

View File

@@ -660,12 +660,17 @@ async def trading_cycle(
return
# 5a. Risk check BEFORE order
# SELL orders do not consume cash (they receive it), so fat-finger check
# is skipped for SELLs — only circuit breaker applies.
try:
risk.validate_order(
current_pnl_pct=pnl_pct,
order_amount=order_amount,
total_cash=total_cash,
)
if decision.action == "SELL":
risk.check_circuit_breaker(pnl_pct)
else:
risk.validate_order(
current_pnl_pct=pnl_pct,
order_amount=order_amount,
total_cash=total_cash,
)
except FatFingerRejected as exc:
try:
await telegram.notify_fat_finger(
@@ -1123,12 +1128,17 @@ async def run_daily_session(
continue
# Risk check
# SELL orders do not consume cash (they receive it), so fat-finger
# check is skipped for SELLs — only circuit breaker applies.
try:
risk.validate_order(
current_pnl_pct=pnl_pct,
order_amount=order_amount,
total_cash=total_cash,
)
if decision.action == "SELL":
risk.check_circuit_breaker(pnl_pct)
else:
risk.validate_order(
current_pnl_pct=pnl_pct,
order_amount=order_amount,
total_cash=total_cash,
)
except FatFingerRejected as exc:
try:
await telegram.notify_fat_finger(