fix: domestic current price fetching and KRX tick unit rounding (#157)
Some checks failed
CI / test (pull_request) Has been cancelled

**Problem 1 — Current price always 0**
get_orderbook() used inquire-asking-price-exp-ccn which has no stck_prpr
in output1 (only askp/bidp data). This caused every domestic BUY to be
skipped with "no affordable quantity (cash=..., price=0.00)".

**Problem 2 — KRX tick unit error on limit orders**
Limit order prices were passed unrounded, triggering 호가단위 오류 in VTS.
Also ORD_DVSN was wrongly set to "01" (시장가) for limit orders.

**Fix**
- Add kr_tick_unit(price) and kr_round_down(price) module-level helpers
  implementing KRX 7-tier price tick rules (1/5/10/50/100/500/1000원).
- Add get_current_price(stock_code) → (price, change_pct, foreigner_net)
  using FHKST01010100 / inquire-price API (works in VTS, returns correct
  stck_prpr, prdy_ctrt, frgn_ntby_qty).
- Fix send_order() ORD_DVSN: "00"=지정가, "01"=시장가 (was "01"/"06").
- Apply kr_round_down() to limit order price inside send_order().
- Replace both get_orderbook() calls in main.py with get_current_price().
- Update all 4 test_main.py mock sites to use get_current_price AsyncMock.

**Tests added** (25 new tests, all 646 pass)
- TestKrTickUnit: 13 parametrized boundary cases + 7 round-down cases
- TestGetCurrentPrice: correct fields, correct API path/TR_ID, HTTP error
- TestSendOrderTickRounding: tick rounding, ORD_DVSN 00/01

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
agentson
2026-02-19 12:40:55 +09:00
parent e0d6c9f81d
commit 7834b89f10
4 changed files with 301 additions and 36 deletions

View File

@@ -204,7 +204,9 @@ async def trading_cycle(
# 1. Fetch market data
if market.is_domestic:
orderbook = await broker.get_orderbook(stock_code)
current_price, price_change_pct, foreigner_net = await broker.get_current_price(
stock_code
)
balance_data = await broker.get_balance()
output2 = balance_data.get("output2", [{}])
@@ -215,10 +217,6 @@ async def trading_cycle(
else "0"
)
purchase_total = safe_float(output2[0].get("pchs_amt_smtl_amt", "0")) if output2 else 0
current_price = safe_float(orderbook.get("output1", {}).get("stck_prpr", "0"))
foreigner_net = safe_float(orderbook.get("output1", {}).get("frgn_ntby_qty", "0"))
price_change_pct = safe_float(orderbook.get("output1", {}).get("prdy_ctrt", "0"))
else:
# Overseas market
price_data = await overseas_broker.get_overseas_price(
@@ -726,15 +724,8 @@ async def run_daily_session(
for stock_code in watchlist:
try:
if market.is_domestic:
orderbook = await broker.get_orderbook(stock_code)
current_price = safe_float(
orderbook.get("output1", {}).get("stck_prpr", "0")
)
foreigner_net = safe_float(
orderbook.get("output1", {}).get("frgn_ntby_qty", "0")
)
price_change_pct = safe_float(
orderbook.get("output1", {}).get("prdy_ctrt", "0")
current_price, price_change_pct, foreigner_net = (
await broker.get_current_price(stock_code)
)
else:
price_data = await overseas_broker.get_overseas_price(