feat: 국내주식 지정가 전환 및 미체결 처리 (#232)
- KISBroker에 get_domestic_pending_orders (TTTC0084R, 실전전용) 및 cancel_domestic_order (실전 TTTC0013U / 모의 VTTC0013U) 추가 - main.py 국내 주문 price=0 → 지정가 전환 (2곳): · BUY +0.2% / SELL -0.2%, kr_round_down으로 KRX 틱 반올림 적용 - handle_domestic_pending_orders 함수 추가: · BUY 미체결 → 취소 + buy_cooldown 설정 · SELL 미체결 → 취소 후 -0.4% 재주문 (최대 1회) - daily/realtime 두 모드 market 루프 내 domestic pending 호출 추가 (sell_resubmit_counts는 해외용과 공유, key prefix "KR:" vs 거래소코드) - 테스트 14개 추가: · test_broker.py: TestGetDomesticPendingOrders 3개 + TestCancelDomesticOrder 5개 · test_main.py: TestHandleDomesticPendingOrders 4개 + TestDomesticLimitOrderPrice 2개 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
agentson
@@ -22,6 +22,7 @@ from src.main import (
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_run_context_scheduler,
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_run_evolution_loop,
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_start_dashboard_server,
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handle_domestic_pending_orders,
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handle_overseas_pending_orders,
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run_daily_session,
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safe_float,
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@@ -4058,3 +4059,322 @@ class TestHandleOverseasPendingOrders:
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# Should be called exactly once with "NASD"
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assert overseas_broker.get_overseas_pending_orders.call_count == 1
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overseas_broker.get_overseas_pending_orders.assert_called_once_with("NASD")
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# ---------------------------------------------------------------------------
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# Domestic Pending Order Handling
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# ---------------------------------------------------------------------------
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class TestHandleDomesticPendingOrders:
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"""Tests for handle_domestic_pending_orders function."""
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def _make_settings(self) -> Settings:
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return Settings(
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KIS_APP_KEY="k",
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KIS_APP_SECRET="s",
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KIS_ACCOUNT_NO="12345678-01",
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GEMINI_API_KEY="g",
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ENABLED_MARKETS="KR",
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)
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def _make_telegram(self) -> MagicMock:
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t = MagicMock()
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t.notify_unfilled_order = AsyncMock()
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return t
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@pytest.mark.asyncio
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async def test_buy_pending_is_cancelled_and_cooldown_set(self) -> None:
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"""BUY pending order should be cancelled and buy_cooldown should be set."""
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settings = self._make_settings()
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telegram = self._make_telegram()
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pending_order = {
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"pdno": "005930",
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"orgn_odno": "ORD001",
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"ord_gno_brno": "BRN01",
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"sll_buy_dvsn_cd": "02", # BUY
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"psbl_qty": "3",
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}
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broker = MagicMock()
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broker.get_domestic_pending_orders = AsyncMock(return_value=[pending_order])
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broker.cancel_domestic_order = AsyncMock(
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return_value={"rt_cd": "0", "msg1": "OK"}
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)
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sell_resubmit_counts: dict[str, int] = {}
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buy_cooldown: dict[str, float] = {}
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await handle_domestic_pending_orders(
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broker, telegram, settings, sell_resubmit_counts, buy_cooldown
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)
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broker.cancel_domestic_order.assert_called_once_with(
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stock_code="005930",
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orgn_odno="ORD001",
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krx_fwdg_ord_orgno="BRN01",
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qty=3,
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)
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assert "KR:005930" in buy_cooldown
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telegram.notify_unfilled_order.assert_called_once()
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call_kwargs = telegram.notify_unfilled_order.call_args[1]
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assert call_kwargs["action"] == "BUY"
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assert call_kwargs["outcome"] == "cancelled"
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assert call_kwargs["market"] == "KR"
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@pytest.mark.asyncio
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async def test_sell_pending_is_cancelled_then_resubmitted(self) -> None:
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"""First unfilled SELL should be cancelled then resubmitted at -0.4% price."""
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from src.broker.kis_api import kr_round_down
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settings = self._make_settings()
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telegram = self._make_telegram()
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pending_order = {
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"pdno": "005930",
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"orgn_odno": "ORD002",
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"ord_gno_brno": "BRN02",
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"sll_buy_dvsn_cd": "01", # SELL
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"psbl_qty": "5",
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}
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broker = MagicMock()
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broker.get_domestic_pending_orders = AsyncMock(return_value=[pending_order])
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broker.cancel_domestic_order = AsyncMock(
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return_value={"rt_cd": "0", "msg1": "OK"}
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)
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broker.get_current_price = AsyncMock(return_value=(50000.0, 0.0, 0.0))
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broker.send_order = AsyncMock(return_value={"rt_cd": "0"})
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sell_resubmit_counts: dict[str, int] = {}
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await handle_domestic_pending_orders(
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broker, telegram, settings, sell_resubmit_counts
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)
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broker.cancel_domestic_order.assert_called_once()
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broker.send_order.assert_called_once()
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resubmit_kwargs = broker.send_order.call_args[1]
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assert resubmit_kwargs["order_type"] == "SELL"
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expected_price = kr_round_down(50000.0 * 0.996)
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assert resubmit_kwargs["price"] == expected_price
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assert sell_resubmit_counts.get("KR:005930") == 1
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notify_kwargs = telegram.notify_unfilled_order.call_args[1]
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assert notify_kwargs["outcome"] == "resubmitted"
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@pytest.mark.asyncio
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async def test_sell_cancel_failure_skips_resubmit(self) -> None:
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"""When cancel returns rt_cd != '0', resubmit should NOT be attempted."""
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settings = self._make_settings()
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telegram = self._make_telegram()
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pending_order = {
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"pdno": "005930",
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"orgn_odno": "ORD003",
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"ord_gno_brno": "BRN03",
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"sll_buy_dvsn_cd": "01", # SELL
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"psbl_qty": "2",
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}
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broker = MagicMock()
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broker.get_domestic_pending_orders = AsyncMock(return_value=[pending_order])
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broker.cancel_domestic_order = AsyncMock(
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return_value={"rt_cd": "1", "msg1": "Error"} # failure
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)
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broker.send_order = AsyncMock()
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sell_resubmit_counts: dict[str, int] = {}
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await handle_domestic_pending_orders(
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broker, telegram, settings, sell_resubmit_counts
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)
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broker.send_order.assert_not_called()
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telegram.notify_unfilled_order.assert_not_called()
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@pytest.mark.asyncio
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async def test_sell_already_resubmitted_is_only_cancelled(self) -> None:
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"""Second unfilled SELL (sell_resubmit_counts >= 1) should only cancel, no resubmit."""
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settings = self._make_settings()
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telegram = self._make_telegram()
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pending_order = {
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"pdno": "005930",
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"orgn_odno": "ORD004",
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"ord_gno_brno": "BRN04",
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"sll_buy_dvsn_cd": "01", # SELL
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"psbl_qty": "4",
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}
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broker = MagicMock()
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broker.get_domestic_pending_orders = AsyncMock(return_value=[pending_order])
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broker.cancel_domestic_order = AsyncMock(
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return_value={"rt_cd": "0", "msg1": "OK"}
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)
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broker.send_order = AsyncMock()
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# Already resubmitted once
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sell_resubmit_counts: dict[str, int] = {"KR:005930": 1}
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await handle_domestic_pending_orders(
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broker, telegram, settings, sell_resubmit_counts
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)
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broker.cancel_domestic_order.assert_called_once()
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broker.send_order.assert_not_called()
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notify_kwargs = telegram.notify_unfilled_order.call_args[1]
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assert notify_kwargs["outcome"] == "cancelled"
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assert notify_kwargs["action"] == "SELL"
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# ---------------------------------------------------------------------------
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# Domestic Limit Order Price in trading_cycle
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# ---------------------------------------------------------------------------
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class TestDomesticLimitOrderPrice:
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"""trading_cycle must use kr_round_down limit prices for domestic orders."""
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def _make_market(self) -> MagicMock:
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market = MagicMock()
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market.name = "Korea"
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market.code = "KR"
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market.exchange_code = "KRX"
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market.is_domestic = True
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return market
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def _make_broker(self, current_price: float, balance_data: dict) -> MagicMock:
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broker = MagicMock()
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broker.get_current_price = AsyncMock(return_value=(current_price, 0.0, 0.0))
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broker.get_balance = AsyncMock(return_value=balance_data)
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broker.send_order = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
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return broker
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@pytest.mark.asyncio
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async def test_trading_cycle_domestic_buy_uses_limit_price(self) -> None:
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"""BUY order for domestic stock must use kr_round_down(price * 1.002)."""
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from src.broker.kis_api import kr_round_down
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from src.strategy.models import ScenarioAction
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current_price = 70000.0
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balance_data = {
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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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broker = self._make_broker(current_price, balance_data)
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market = self._make_market()
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buy_match = ScenarioMatch(
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stock_code="005930",
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matched_scenario=None,
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action=ScenarioAction.BUY,
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confidence=85,
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rationale="test",
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)
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engine = MagicMock(spec=ScenarioEngine)
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engine.evaluate = MagicMock(return_value=buy_match)
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risk = MagicMock()
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risk.validate_order = MagicMock()
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risk.check_circuit_breaker = MagicMock()
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telegram = MagicMock()
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telegram.notify_trade_execution = AsyncMock()
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telegram.notify_fat_finger = AsyncMock()
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telegram.notify_circuit_breaker = AsyncMock()
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telegram.notify_scenario_matched = AsyncMock()
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with patch("src.main.log_trade"):
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await trading_cycle(
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broker=broker,
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overseas_broker=MagicMock(),
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scenario_engine=engine,
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playbook=_make_playbook(),
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risk=risk,
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db_conn=MagicMock(),
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decision_logger=MagicMock(),
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context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
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criticality_assessor=MagicMock(
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assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
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get_timeout=MagicMock(return_value=5.0),
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),
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telegram=telegram,
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market=market,
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stock_code="005930",
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scan_candidates={},
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)
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broker.send_order.assert_called_once()
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call_kwargs = broker.send_order.call_args[1]
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expected_price = kr_round_down(current_price * 1.002)
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assert call_kwargs["price"] == expected_price
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assert call_kwargs["order_type"] == "BUY"
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@pytest.mark.asyncio
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async def test_trading_cycle_domestic_sell_uses_limit_price(self) -> None:
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"""SELL order for domestic stock must use kr_round_down(price * 0.998)."""
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from src.broker.kis_api import kr_round_down
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from src.strategy.models import ScenarioAction
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current_price = 70000.0
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stock_code = "005930"
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balance_data = {
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"output1": [
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{"pdno": stock_code, "hldg_qty": "5", "prpr": "70000", "evlu_amt": "350000"}
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],
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"output2": [
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{
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"tot_evlu_amt": "350000",
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"dnca_tot_amt": "0",
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"pchs_amt_smtl_amt": "350000",
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}
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],
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}
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broker = self._make_broker(current_price, balance_data)
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market = self._make_market()
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sell_match = ScenarioMatch(
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stock_code=stock_code,
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matched_scenario=None,
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action=ScenarioAction.SELL,
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confidence=85,
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rationale="test",
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)
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engine = MagicMock(spec=ScenarioEngine)
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engine.evaluate = MagicMock(return_value=sell_match)
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risk = MagicMock()
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risk.validate_order = MagicMock()
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risk.check_circuit_breaker = MagicMock()
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telegram = MagicMock()
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telegram.notify_trade_execution = AsyncMock()
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telegram.notify_fat_finger = AsyncMock()
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telegram.notify_circuit_breaker = AsyncMock()
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telegram.notify_scenario_matched = AsyncMock()
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with patch("src.main.log_trade"):
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await trading_cycle(
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broker=broker,
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overseas_broker=MagicMock(),
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scenario_engine=engine,
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playbook=_make_playbook(),
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risk=risk,
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db_conn=MagicMock(),
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decision_logger=MagicMock(),
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context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
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criticality_assessor=MagicMock(
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assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
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get_timeout=MagicMock(return_value=5.0),
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),
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telegram=telegram,
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market=market,
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stock_code=stock_code,
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scan_candidates={},
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)
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broker.send_order.assert_called_once()
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call_kwargs = broker.send_order.call_args[1]
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expected_price = kr_round_down(current_price * 0.998)
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assert call_kwargs["price"] == expected_price
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assert call_kwargs["order_type"] == "SELL"
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