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>
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@@ -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_overseas_pending_orders,
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run_daily_session,
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safe_float,
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sync_positions_from_broker,
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@@ -3872,3 +3873,188 @@ class TestDomesticBuyDoublePreventionTradingCycle:
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# BUY must NOT have been executed because broker still holds the stock
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broker.send_order.assert_not_called()
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class TestHandleOverseasPendingOrders:
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"""Tests for handle_overseas_pending_orders function."""
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def _make_settings(self, markets: str = "US_NASDAQ,US_NYSE,US_AMEX") -> 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=markets,
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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("US_NASDAQ")
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telegram = self._make_telegram()
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pending_order = {
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"pdno": "AAPL",
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"odno": "ORD001",
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"sll_buy_dvsn_cd": "02", # BUY
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"nccs_qty": "3",
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"ovrs_excg_cd": "NASD",
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}
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overseas_broker = MagicMock()
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overseas_broker.get_overseas_pending_orders = AsyncMock(
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return_value=[pending_order]
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)
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overseas_broker.cancel_overseas_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_overseas_pending_orders(
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overseas_broker, telegram, settings, sell_resubmit_counts, buy_cooldown
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)
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overseas_broker.cancel_overseas_order.assert_called_once_with(
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exchange_code="NASD",
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stock_code="AAPL",
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odno="ORD001",
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qty=3,
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)
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assert "NASD:AAPL" 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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@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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settings = self._make_settings("US_NASDAQ")
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telegram = self._make_telegram()
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pending_order = {
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"pdno": "AAPL",
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"odno": "ORD002",
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"sll_buy_dvsn_cd": "01", # SELL
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"nccs_qty": "5",
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"ovrs_excg_cd": "NASD",
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}
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overseas_broker = MagicMock()
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overseas_broker.get_overseas_pending_orders = AsyncMock(
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return_value=[pending_order]
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)
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overseas_broker.cancel_overseas_order = AsyncMock(
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return_value={"rt_cd": "0", "msg1": "OK"}
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)
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overseas_broker.get_overseas_price = AsyncMock(
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return_value={"output": {"last": "200.0"}}
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)
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overseas_broker.send_overseas_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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await handle_overseas_pending_orders(
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overseas_broker, telegram, settings, sell_resubmit_counts
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)
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overseas_broker.cancel_overseas_order.assert_called_once()
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overseas_broker.send_overseas_order.assert_called_once()
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resubmit_kwargs = overseas_broker.send_overseas_order.call_args[1]
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assert resubmit_kwargs["order_type"] == "SELL"
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assert resubmit_kwargs["price"] == round(200.0 * 0.996, 4)
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assert sell_resubmit_counts.get("NASD:AAPL") == 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("US_NASDAQ")
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telegram = self._make_telegram()
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pending_order = {
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"pdno": "AAPL",
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"odno": "ORD003",
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"sll_buy_dvsn_cd": "01", # SELL
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"nccs_qty": "2",
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"ovrs_excg_cd": "NASD",
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}
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overseas_broker = MagicMock()
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overseas_broker.get_overseas_pending_orders = AsyncMock(
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return_value=[pending_order]
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)
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overseas_broker.cancel_overseas_order = AsyncMock(
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return_value={"rt_cd": "1", "msg1": "Error"} # failure
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)
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overseas_broker.send_overseas_order = AsyncMock()
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sell_resubmit_counts: dict[str, int] = {}
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await handle_overseas_pending_orders(
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overseas_broker, telegram, settings, sell_resubmit_counts
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)
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overseas_broker.send_overseas_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("US_NASDAQ")
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telegram = self._make_telegram()
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pending_order = {
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"pdno": "AAPL",
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"odno": "ORD004",
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"sll_buy_dvsn_cd": "01", # SELL
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"nccs_qty": "4",
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"ovrs_excg_cd": "NASD",
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}
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overseas_broker = MagicMock()
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overseas_broker.get_overseas_pending_orders = AsyncMock(
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return_value=[pending_order]
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)
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overseas_broker.cancel_overseas_order = AsyncMock(
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return_value={"rt_cd": "0", "msg1": "OK"}
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)
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overseas_broker.send_overseas_order = AsyncMock()
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# Already resubmitted once
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sell_resubmit_counts: dict[str, int] = {"NASD:AAPL": 1}
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await handle_overseas_pending_orders(
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overseas_broker, telegram, settings, sell_resubmit_counts
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)
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overseas_broker.cancel_overseas_order.assert_called_once()
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overseas_broker.send_overseas_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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@pytest.mark.asyncio
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async def test_us_exchanges_deduplicated_to_nasd(self) -> None:
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"""US_NASDAQ, US_NYSE, US_AMEX should result in only one NASD query."""
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settings = self._make_settings("US_NASDAQ,US_NYSE,US_AMEX")
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telegram = self._make_telegram()
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overseas_broker = MagicMock()
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overseas_broker.get_overseas_pending_orders = AsyncMock(return_value=[])
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sell_resubmit_counts: dict[str, int] = {}
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await handle_overseas_pending_orders(
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overseas_broker, telegram, settings, sell_resubmit_counts
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)
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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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