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>
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@@ -631,6 +631,119 @@ class TestTradingCycleTelegramIntegration:
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# Verify no trade notification sent
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mock_telegram.notify_trade_execution.assert_not_called()
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@pytest.mark.asyncio
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async def test_sell_skips_fat_finger_check(
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self,
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mock_broker: MagicMock,
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mock_overseas_broker: MagicMock,
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mock_scenario_engine: MagicMock,
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mock_playbook: DayPlaybook,
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mock_risk: MagicMock,
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mock_db: MagicMock,
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mock_decision_logger: MagicMock,
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mock_context_store: MagicMock,
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mock_criticality_assessor: MagicMock,
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mock_telegram: MagicMock,
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mock_market: MagicMock,
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) -> None:
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"""SELL orders must not be blocked by fat-finger check.
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Even if position value > 30% of cash (e.g. stop-loss on a large holding
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with low remaining cash), the SELL should proceed — only circuit breaker
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applies to SELLs.
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"""
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# SELL decision with held qty=100 shares @ 50,000 = 5,000,000
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# cash = 5,000,000 → ratio = 100% which would normally trigger fat finger
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mock_scenario_engine.evaluate = MagicMock(return_value=_make_sell_match())
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mock_broker.get_balance = AsyncMock(
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return_value={
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"output1": [{"pdno": "005930", "ord_psbl_qty": "100"}],
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"output2": [
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{
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"tot_evlu_amt": "10000000",
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"dnca_tot_amt": "5000000",
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"pchs_amt_smtl_amt": "5000000",
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}
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],
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}
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)
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with patch("src.main.log_trade"):
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await trading_cycle(
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broker=mock_broker,
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overseas_broker=mock_overseas_broker,
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scenario_engine=mock_scenario_engine,
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playbook=mock_playbook,
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risk=mock_risk,
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db_conn=mock_db,
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decision_logger=mock_decision_logger,
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context_store=mock_context_store,
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criticality_assessor=mock_criticality_assessor,
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telegram=mock_telegram,
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market=mock_market,
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stock_code="005930",
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scan_candidates={},
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)
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# validate_order (which includes fat finger) must NOT be called for SELL
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mock_risk.validate_order.assert_not_called()
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# check_circuit_breaker MUST be called for SELL
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mock_risk.check_circuit_breaker.assert_called_once()
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@pytest.mark.asyncio
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async def test_sell_circuit_breaker_still_applies(
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self,
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mock_broker: MagicMock,
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mock_overseas_broker: MagicMock,
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mock_scenario_engine: MagicMock,
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mock_playbook: DayPlaybook,
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mock_risk: MagicMock,
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mock_db: MagicMock,
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mock_decision_logger: MagicMock,
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mock_context_store: MagicMock,
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mock_criticality_assessor: MagicMock,
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mock_telegram: MagicMock,
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mock_market: MagicMock,
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) -> None:
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"""SELL orders must still respect the circuit breaker."""
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mock_scenario_engine.evaluate = MagicMock(return_value=_make_sell_match())
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mock_broker.get_balance = AsyncMock(
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return_value={
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"output1": [{"pdno": "005930", "ord_psbl_qty": "100"}],
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"output2": [
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{
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"tot_evlu_amt": "10000000",
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"dnca_tot_amt": "5000000",
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"pchs_amt_smtl_amt": "5000000",
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}
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],
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}
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)
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mock_risk.check_circuit_breaker.side_effect = CircuitBreakerTripped(
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pnl_pct=-4.0, threshold=-3.0
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)
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with patch("src.main.log_trade"):
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with pytest.raises(CircuitBreakerTripped):
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await trading_cycle(
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broker=mock_broker,
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overseas_broker=mock_overseas_broker,
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scenario_engine=mock_scenario_engine,
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playbook=mock_playbook,
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risk=mock_risk,
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db_conn=mock_db,
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decision_logger=mock_decision_logger,
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context_store=mock_context_store,
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criticality_assessor=mock_criticality_assessor,
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telegram=mock_telegram,
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market=mock_market,
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stock_code="005930",
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scan_candidates={},
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)
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mock_risk.check_circuit_breaker.assert_called_once()
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mock_risk.validate_order.assert_not_called()
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class TestRunFunctionTelegramIntegration:
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"""Test telegram notifications in run function."""
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