feat: 해외주식 미체결 주문 감지 및 처리 (#229)
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- OverseasBroker에 get_overseas_pending_orders (TTTS3018R, 실전전용)
  및 cancel_overseas_order (거래소별 TR_ID, hashkey 필수) 추가
- TelegramClient에 notify_unfilled_order 추가
  (BUY취소=MEDIUM, SELL미체결=HIGH 우선순위)
- handle_overseas_pending_orders 함수 추가:
  · BUY 미체결 → 취소 + 쿨다운 설정
  · SELL 미체결 → 취소 후 -0.4% 재주문 (최대 1회)
  · 미국 거래소(NASD/NYSE/AMEX) 중복 조회 방지
- daily/realtime 두 모드 모두 market 루프 시작 전 호출
- 테스트 13개 추가 (test_overseas_broker.py 8개, test_main.py 5개)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
agentson
2026-02-23 21:12:34 +09:00
parent 1a1fe7e637
commit 6b74e4cc77
5 changed files with 792 additions and 0 deletions

View File

@@ -22,6 +22,7 @@ from src.main import (
_run_context_scheduler,
_run_evolution_loop,
_start_dashboard_server,
handle_overseas_pending_orders,
run_daily_session,
safe_float,
sync_positions_from_broker,
@@ -3872,3 +3873,188 @@ class TestDomesticBuyDoublePreventionTradingCycle:
# BUY must NOT have been executed because broker still holds the stock
broker.send_order.assert_not_called()
class TestHandleOverseasPendingOrders:
"""Tests for handle_overseas_pending_orders function."""
def _make_settings(self, markets: str = "US_NASDAQ,US_NYSE,US_AMEX") -> Settings:
return Settings(
KIS_APP_KEY="k",
KIS_APP_SECRET="s",
KIS_ACCOUNT_NO="12345678-01",
GEMINI_API_KEY="g",
ENABLED_MARKETS=markets,
)
def _make_telegram(self) -> MagicMock:
t = MagicMock()
t.notify_unfilled_order = AsyncMock()
return t
@pytest.mark.asyncio
async def test_buy_pending_is_cancelled_and_cooldown_set(self) -> None:
"""BUY pending order should be cancelled and buy_cooldown should be set."""
settings = self._make_settings("US_NASDAQ")
telegram = self._make_telegram()
pending_order = {
"pdno": "AAPL",
"odno": "ORD001",
"sll_buy_dvsn_cd": "02", # BUY
"nccs_qty": "3",
"ovrs_excg_cd": "NASD",
}
overseas_broker = MagicMock()
overseas_broker.get_overseas_pending_orders = AsyncMock(
return_value=[pending_order]
)
overseas_broker.cancel_overseas_order = AsyncMock(
return_value={"rt_cd": "0", "msg1": "OK"}
)
sell_resubmit_counts: dict[str, int] = {}
buy_cooldown: dict[str, float] = {}
await handle_overseas_pending_orders(
overseas_broker, telegram, settings, sell_resubmit_counts, buy_cooldown
)
overseas_broker.cancel_overseas_order.assert_called_once_with(
exchange_code="NASD",
stock_code="AAPL",
odno="ORD001",
qty=3,
)
assert "NASD:AAPL" in buy_cooldown
telegram.notify_unfilled_order.assert_called_once()
call_kwargs = telegram.notify_unfilled_order.call_args[1]
assert call_kwargs["action"] == "BUY"
assert call_kwargs["outcome"] == "cancelled"
@pytest.mark.asyncio
async def test_sell_pending_is_cancelled_then_resubmitted(self) -> None:
"""First unfilled SELL should be cancelled then resubmitted at -0.4% price."""
settings = self._make_settings("US_NASDAQ")
telegram = self._make_telegram()
pending_order = {
"pdno": "AAPL",
"odno": "ORD002",
"sll_buy_dvsn_cd": "01", # SELL
"nccs_qty": "5",
"ovrs_excg_cd": "NASD",
}
overseas_broker = MagicMock()
overseas_broker.get_overseas_pending_orders = AsyncMock(
return_value=[pending_order]
)
overseas_broker.cancel_overseas_order = AsyncMock(
return_value={"rt_cd": "0", "msg1": "OK"}
)
overseas_broker.get_overseas_price = AsyncMock(
return_value={"output": {"last": "200.0"}}
)
overseas_broker.send_overseas_order = AsyncMock(
return_value={"rt_cd": "0", "msg1": "OK"}
)
sell_resubmit_counts: dict[str, int] = {}
await handle_overseas_pending_orders(
overseas_broker, telegram, settings, sell_resubmit_counts
)
overseas_broker.cancel_overseas_order.assert_called_once()
overseas_broker.send_overseas_order.assert_called_once()
resubmit_kwargs = overseas_broker.send_overseas_order.call_args[1]
assert resubmit_kwargs["order_type"] == "SELL"
assert resubmit_kwargs["price"] == round(200.0 * 0.996, 4)
assert sell_resubmit_counts.get("NASD:AAPL") == 1
notify_kwargs = telegram.notify_unfilled_order.call_args[1]
assert notify_kwargs["outcome"] == "resubmitted"
@pytest.mark.asyncio
async def test_sell_cancel_failure_skips_resubmit(self) -> None:
"""When cancel returns rt_cd != '0', resubmit should NOT be attempted."""
settings = self._make_settings("US_NASDAQ")
telegram = self._make_telegram()
pending_order = {
"pdno": "AAPL",
"odno": "ORD003",
"sll_buy_dvsn_cd": "01", # SELL
"nccs_qty": "2",
"ovrs_excg_cd": "NASD",
}
overseas_broker = MagicMock()
overseas_broker.get_overseas_pending_orders = AsyncMock(
return_value=[pending_order]
)
overseas_broker.cancel_overseas_order = AsyncMock(
return_value={"rt_cd": "1", "msg1": "Error"} # failure
)
overseas_broker.send_overseas_order = AsyncMock()
sell_resubmit_counts: dict[str, int] = {}
await handle_overseas_pending_orders(
overseas_broker, telegram, settings, sell_resubmit_counts
)
overseas_broker.send_overseas_order.assert_not_called()
telegram.notify_unfilled_order.assert_not_called()
@pytest.mark.asyncio
async def test_sell_already_resubmitted_is_only_cancelled(self) -> None:
"""Second unfilled SELL (sell_resubmit_counts >= 1) should only cancel, no resubmit."""
settings = self._make_settings("US_NASDAQ")
telegram = self._make_telegram()
pending_order = {
"pdno": "AAPL",
"odno": "ORD004",
"sll_buy_dvsn_cd": "01", # SELL
"nccs_qty": "4",
"ovrs_excg_cd": "NASD",
}
overseas_broker = MagicMock()
overseas_broker.get_overseas_pending_orders = AsyncMock(
return_value=[pending_order]
)
overseas_broker.cancel_overseas_order = AsyncMock(
return_value={"rt_cd": "0", "msg1": "OK"}
)
overseas_broker.send_overseas_order = AsyncMock()
# Already resubmitted once
sell_resubmit_counts: dict[str, int] = {"NASD:AAPL": 1}
await handle_overseas_pending_orders(
overseas_broker, telegram, settings, sell_resubmit_counts
)
overseas_broker.cancel_overseas_order.assert_called_once()
overseas_broker.send_overseas_order.assert_not_called()
notify_kwargs = telegram.notify_unfilled_order.call_args[1]
assert notify_kwargs["outcome"] == "cancelled"
assert notify_kwargs["action"] == "SELL"
@pytest.mark.asyncio
async def test_us_exchanges_deduplicated_to_nasd(self) -> None:
"""US_NASDAQ, US_NYSE, US_AMEX should result in only one NASD query."""
settings = self._make_settings("US_NASDAQ,US_NYSE,US_AMEX")
telegram = self._make_telegram()
overseas_broker = MagicMock()
overseas_broker.get_overseas_pending_orders = AsyncMock(return_value=[])
sell_resubmit_counts: dict[str, int] = {}
await handle_overseas_pending_orders(
overseas_broker, telegram, settings, sell_resubmit_counts
)
# Should be called exactly once with "NASD"
assert overseas_broker.get_overseas_pending_orders.call_count == 1
overseas_broker.get_overseas_pending_orders.assert_called_once_with("NASD")