Merge pull request 'feat: trades 테이블 mode 컬럼 추가 (#212)' (#221) from feature/issue-212-trades-mode-column into main
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Reviewed-on: #221
This commit was merged in pull request #221.
This commit is contained in:
2026-02-23 12:34:26 +09:00
4 changed files with 113 additions and 5 deletions

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@@ -170,7 +170,7 @@ Markets auto-detected based on timezone and enabled in `ENABLED_MARKETS` env var
- `src/core/risk_manager.py` is **READ-ONLY** — changes require human approval - `src/core/risk_manager.py` is **READ-ONLY** — changes require human approval
- Circuit breaker at -3.0% P&L — may only be made **stricter** - Circuit breaker at -3.0% P&L — may only be made **stricter**
- Fat-finger protection: max 30% of cash per order — always enforced - Fat-finger protection: max 30% of cash per order — always enforced
- Confidence < 80 → force HOLD — cannot be weakened - Confidence 임계값 (market_outlook별, 낮출 수 없음): BEARISH ≥ 90, NEUTRAL/기본 ≥ 80, BULLISH ≥ 75
- All code changes → corresponding tests → coverage ≥ 80% - All code changes → corresponding tests → coverage ≥ 80%
## Contributing ## Contributing

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@@ -33,12 +33,13 @@ def init_db(db_path: str) -> sqlite3.Connection:
pnl REAL DEFAULT 0.0, pnl REAL DEFAULT 0.0,
market TEXT DEFAULT 'KR', market TEXT DEFAULT 'KR',
exchange_code TEXT DEFAULT 'KRX', exchange_code TEXT DEFAULT 'KRX',
decision_id TEXT decision_id TEXT,
mode TEXT DEFAULT 'paper'
) )
""" """
) )
# Migration: Add market and exchange_code columns if they don't exist # Migration: Add columns if they don't exist (backward-compatible schema upgrades)
cursor = conn.execute("PRAGMA table_info(trades)") cursor = conn.execute("PRAGMA table_info(trades)")
columns = {row[1] for row in cursor.fetchall()} columns = {row[1] for row in cursor.fetchall()}
@@ -50,6 +51,8 @@ def init_db(db_path: str) -> sqlite3.Connection:
conn.execute("ALTER TABLE trades ADD COLUMN selection_context TEXT") conn.execute("ALTER TABLE trades ADD COLUMN selection_context TEXT")
if "decision_id" not in columns: if "decision_id" not in columns:
conn.execute("ALTER TABLE trades ADD COLUMN decision_id TEXT") conn.execute("ALTER TABLE trades ADD COLUMN decision_id TEXT")
if "mode" not in columns:
conn.execute("ALTER TABLE trades ADD COLUMN mode TEXT DEFAULT 'paper'")
# Context tree tables for multi-layered memory management # Context tree tables for multi-layered memory management
conn.execute( conn.execute(
@@ -172,6 +175,7 @@ def log_trade(
exchange_code: str = "KRX", exchange_code: str = "KRX",
selection_context: dict[str, any] | None = None, selection_context: dict[str, any] | None = None,
decision_id: str | None = None, decision_id: str | None = None,
mode: str = "paper",
) -> None: ) -> None:
"""Insert a trade record into the database. """Insert a trade record into the database.
@@ -187,6 +191,8 @@ def log_trade(
market: Market code market: Market code
exchange_code: Exchange code exchange_code: Exchange code
selection_context: Scanner selection data (RSI, volume_ratio, signal, score) selection_context: Scanner selection data (RSI, volume_ratio, signal, score)
decision_id: Unique decision identifier for audit linking
mode: Trading mode ('paper' or 'live') for data separation
""" """
# Serialize selection context to JSON # Serialize selection context to JSON
context_json = json.dumps(selection_context) if selection_context else None context_json = json.dumps(selection_context) if selection_context else None
@@ -195,9 +201,10 @@ def log_trade(
""" """
INSERT INTO trades ( INSERT INTO trades (
timestamp, stock_code, action, confidence, rationale, timestamp, stock_code, action, confidence, rationale,
quantity, price, pnl, market, exchange_code, selection_context, decision_id quantity, price, pnl, market, exchange_code, selection_context, decision_id,
mode
) )
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
""", """,
( (
datetime.now(UTC).isoformat(), datetime.now(UTC).isoformat(),
@@ -212,6 +219,7 @@ def log_trade(
exchange_code, exchange_code,
context_json, context_json,
decision_id, decision_id,
mode,
), ),
) )
conn.commit() conn.commit()

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@@ -828,6 +828,7 @@ async def trading_cycle(
exchange_code=market.exchange_code, exchange_code=market.exchange_code,
selection_context=selection_context, selection_context=selection_context,
decision_id=decision_id, decision_id=decision_id,
mode=settings.MODE if settings else "paper",
) )
# 7. Latency monitoring # 7. Latency monitoring
@@ -1325,6 +1326,7 @@ async def run_daily_session(
market=market.code, market=market.code,
exchange_code=market.exchange_code, exchange_code=market.exchange_code,
decision_id=decision_id, decision_id=decision_id,
mode=settings.MODE,
) )
logger.info("Daily trading session completed") logger.info("Daily trading session completed")

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@@ -95,3 +95,101 @@ def test_wal_mode_not_applied_to_memory_db() -> None:
# In-memory DBs default to 'memory' journal mode # In-memory DBs default to 'memory' journal mode
assert mode != "wal", "WAL should not be set on in-memory database" assert mode != "wal", "WAL should not be set on in-memory database"
conn.close() conn.close()
# ---------------------------------------------------------------------------
# mode column tests (issue #212)
# ---------------------------------------------------------------------------
def test_log_trade_stores_mode_paper() -> None:
"""log_trade must persist mode='paper' in the trades table."""
conn = init_db(":memory:")
log_trade(
conn=conn,
stock_code="005930",
action="BUY",
confidence=85,
rationale="test",
mode="paper",
)
row = conn.execute("SELECT mode FROM trades ORDER BY id DESC LIMIT 1").fetchone()
assert row is not None
assert row[0] == "paper"
def test_log_trade_stores_mode_live() -> None:
"""log_trade must persist mode='live' in the trades table."""
conn = init_db(":memory:")
log_trade(
conn=conn,
stock_code="005930",
action="BUY",
confidence=85,
rationale="test",
mode="live",
)
row = conn.execute("SELECT mode FROM trades ORDER BY id DESC LIMIT 1").fetchone()
assert row is not None
assert row[0] == "live"
def test_log_trade_default_mode_is_paper() -> None:
"""log_trade without explicit mode must default to 'paper'."""
conn = init_db(":memory:")
log_trade(
conn=conn,
stock_code="005930",
action="HOLD",
confidence=50,
rationale="test",
)
row = conn.execute("SELECT mode FROM trades ORDER BY id DESC LIMIT 1").fetchone()
assert row is not None
assert row[0] == "paper"
def test_mode_column_exists_in_schema() -> None:
"""trades table must have a mode column after init_db."""
conn = init_db(":memory:")
cursor = conn.execute("PRAGMA table_info(trades)")
columns = {row[1] for row in cursor.fetchall()}
assert "mode" in columns
def test_mode_migration_adds_column_to_existing_db() -> None:
"""init_db must add mode column to existing DBs that lack it (migration)."""
import sqlite3
with tempfile.NamedTemporaryFile(suffix=".db", delete=False) as f:
db_path = f.name
try:
# Create DB without mode column (simulate old schema)
old_conn = sqlite3.connect(db_path)
old_conn.execute(
"""CREATE TABLE trades (
id INTEGER PRIMARY KEY AUTOINCREMENT,
timestamp TEXT NOT NULL,
stock_code TEXT NOT NULL,
action TEXT NOT NULL,
confidence INTEGER NOT NULL,
rationale TEXT,
quantity INTEGER,
price REAL,
pnl REAL DEFAULT 0.0,
market TEXT DEFAULT 'KR',
exchange_code TEXT DEFAULT 'KRX',
decision_id TEXT
)"""
)
old_conn.commit()
old_conn.close()
# Run init_db — should add mode column via migration
conn = init_db(db_path)
cursor = conn.execute("PRAGMA table_info(trades)")
columns = {row[1] for row in cursor.fetchall()}
assert "mode" in columns
conn.close()
finally:
os.unlink(db_path)