fix: domestic current price fetching and KRX tick unit rounding (#157)
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**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

@@ -375,3 +375,201 @@ class TestFetchMarketRankings:
assert result[0]["stock_code"] == "005930"
assert result[0]["price"] == 75000.0
assert result[0]["change_rate"] == 2.5
# ---------------------------------------------------------------------------
# KRX tick unit / round-down helpers (issue #157)
# ---------------------------------------------------------------------------
from src.broker.kis_api import kr_tick_unit, kr_round_down # noqa: E402
class TestKrTickUnit:
"""kr_tick_unit and kr_round_down must implement KRX price tick rules."""
@pytest.mark.parametrize(
"price, expected_tick",
[
(1999, 1),
(2000, 5),
(4999, 5),
(5000, 10),
(19999, 10),
(20000, 50),
(49999, 50),
(50000, 100),
(199999, 100),
(200000, 500),
(499999, 500),
(500000, 1000),
(1000000, 1000),
],
)
def test_tick_unit_boundaries(self, price: int, expected_tick: int) -> None:
assert kr_tick_unit(price) == expected_tick
@pytest.mark.parametrize(
"price, expected_rounded",
[
(188150, 188100), # 100원 단위, 50원 잔여 → 내림
(188100, 188100), # 이미 정렬됨
(75050, 75000), # 100원 단위, 50원 잔여 → 내림
(49950, 49950), # 50원 단위 정렬됨
(49960, 49950), # 50원 단위, 10원 잔여 → 내림
(1999, 1999), # 1원 단위 → 그대로
(5003, 5000), # 10원 단위, 3원 잔여 → 내림
],
)
def test_round_down_to_tick(self, price: int, expected_rounded: int) -> None:
assert kr_round_down(price) == expected_rounded
# ---------------------------------------------------------------------------
# get_current_price (issue #157)
# ---------------------------------------------------------------------------
class TestGetCurrentPrice:
"""get_current_price must use inquire-price API and return (price, change, foreigner)."""
@pytest.fixture
def broker(self, settings) -> KISBroker:
b = KISBroker(settings)
b._access_token = "tok"
b._token_expires_at = float("inf")
b._rate_limiter.acquire = AsyncMock()
return b
@pytest.mark.asyncio
async def test_returns_correct_fields(self, broker: KISBroker) -> None:
mock_resp = AsyncMock()
mock_resp.status = 200
mock_resp.json = AsyncMock(
return_value={
"rt_cd": "0",
"output": {
"stck_prpr": "188600",
"prdy_ctrt": "3.97",
"frgn_ntby_qty": "12345",
},
}
)
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
mock_resp.__aexit__ = AsyncMock(return_value=False)
with patch("aiohttp.ClientSession.get", return_value=mock_resp) as mock_get:
price, change_pct, foreigner = await broker.get_current_price("005930")
assert price == 188600.0
assert change_pct == 3.97
assert foreigner == 12345.0
call_kwargs = mock_get.call_args
url = call_kwargs[0][0] if call_kwargs[0] else call_kwargs[1].get("url", "")
headers = call_kwargs[1].get("headers", {})
assert "inquire-price" in url
assert headers.get("tr_id") == "FHKST01010100"
@pytest.mark.asyncio
async def test_http_error_raises_connection_error(self, broker: KISBroker) -> None:
mock_resp = AsyncMock()
mock_resp.status = 500
mock_resp.text = AsyncMock(return_value="Internal Server Error")
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
mock_resp.__aexit__ = AsyncMock(return_value=False)
with patch("aiohttp.ClientSession.get", return_value=mock_resp):
with pytest.raises(ConnectionError, match="get_current_price failed"):
await broker.get_current_price("005930")
# ---------------------------------------------------------------------------
# send_order tick rounding and ORD_DVSN (issue #157)
# ---------------------------------------------------------------------------
class TestSendOrderTickRounding:
"""send_order must apply KRX tick rounding and correct ORD_DVSN codes."""
@pytest.fixture
def broker(self, settings) -> KISBroker:
b = KISBroker(settings)
b._access_token = "tok"
b._token_expires_at = float("inf")
b._rate_limiter.acquire = AsyncMock()
return b
@pytest.mark.asyncio
async def test_limit_order_rounds_down_to_tick(self, broker: KISBroker) -> None:
"""Price 188150 (not on 100-won tick) must be rounded to 188100."""
mock_hash = AsyncMock()
mock_hash.status = 200
mock_hash.json = AsyncMock(return_value={"HASH": "h"})
mock_hash.__aenter__ = AsyncMock(return_value=mock_hash)
mock_hash.__aexit__ = AsyncMock(return_value=False)
mock_order = AsyncMock()
mock_order.status = 200
mock_order.json = AsyncMock(return_value={"rt_cd": "0"})
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
mock_order.__aexit__ = AsyncMock(return_value=False)
with patch(
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
) as mock_post:
await broker.send_order("005930", "BUY", 1, price=188150)
order_call = mock_post.call_args_list[1]
body = order_call[1].get("json", {})
assert body["ORD_UNPR"] == "188100" # rounded down
assert body["ORD_DVSN"] == "00" # 지정가
@pytest.mark.asyncio
async def test_limit_order_ord_dvsn_is_00(self, broker: KISBroker) -> None:
"""send_order with price>0 must use ORD_DVSN='00' (지정가)."""
mock_hash = AsyncMock()
mock_hash.status = 200
mock_hash.json = AsyncMock(return_value={"HASH": "h"})
mock_hash.__aenter__ = AsyncMock(return_value=mock_hash)
mock_hash.__aexit__ = AsyncMock(return_value=False)
mock_order = AsyncMock()
mock_order.status = 200
mock_order.json = AsyncMock(return_value={"rt_cd": "0"})
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
mock_order.__aexit__ = AsyncMock(return_value=False)
with patch(
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
) as mock_post:
await broker.send_order("005930", "BUY", 1, price=50000)
order_call = mock_post.call_args_list[1]
body = order_call[1].get("json", {})
assert body["ORD_DVSN"] == "00"
@pytest.mark.asyncio
async def test_market_order_ord_dvsn_is_01(self, broker: KISBroker) -> None:
"""send_order with price=0 must use ORD_DVSN='01' (시장가)."""
mock_hash = AsyncMock()
mock_hash.status = 200
mock_hash.json = AsyncMock(return_value={"HASH": "h"})
mock_hash.__aenter__ = AsyncMock(return_value=mock_hash)
mock_hash.__aexit__ = AsyncMock(return_value=False)
mock_order = AsyncMock()
mock_order.status = 200
mock_order.json = AsyncMock(return_value={"rt_cd": "0"})
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
mock_order.__aexit__ = AsyncMock(return_value=False)
with patch(
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
) as mock_post:
await broker.send_order("005930", "SELL", 1, price=0)
order_call = mock_post.call_args_list[1]
body = order_call[1].get("json", {})
assert body["ORD_DVSN"] == "01"
assert body["ORD_UNPR"] == "0"

View File

@@ -111,15 +111,7 @@ class TestTradingCycleTelegramIntegration:
def mock_broker(self) -> MagicMock:
"""Create mock broker."""
broker = MagicMock()
broker.get_orderbook = AsyncMock(
return_value={
"output1": {
"stck_prpr": "50000",
"frgn_ntby_qty": "100",
"prdy_ctrt": "1.23",
}
}
)
broker.get_current_price = AsyncMock(return_value=(50000.0, 1.23, 100.0))
broker.get_balance = AsyncMock(
return_value={
"output2": [
@@ -823,11 +815,7 @@ class TestScenarioEngineIntegration:
def mock_broker(self) -> MagicMock:
"""Create mock broker with standard domestic data."""
broker = MagicMock()
broker.get_orderbook = AsyncMock(
return_value={
"output1": {"stck_prpr": "50000", "frgn_ntby_qty": "100", "prdy_ctrt": "2.50"}
}
)
broker.get_current_price = AsyncMock(return_value=(50000.0, 2.50, 100.0))
broker.get_balance = AsyncMock(
return_value={
"output2": [
@@ -1249,9 +1237,7 @@ async def test_sell_updates_original_buy_decision_outcome() -> None:
)
broker = MagicMock()
broker.get_orderbook = AsyncMock(
return_value={"output1": {"stck_prpr": "120", "frgn_ntby_qty": "0"}}
)
broker.get_current_price = AsyncMock(return_value=(120.0, 0.0, 0.0))
broker.get_balance = AsyncMock(
return_value={
"output2": [
@@ -1341,9 +1327,7 @@ async def test_hold_overridden_to_sell_when_stop_loss_triggered() -> None:
)
broker = MagicMock()
broker.get_orderbook = AsyncMock(
return_value={"output1": {"stck_prpr": "95", "frgn_ntby_qty": "0", "prdy_ctrt": "-5.0"}}
)
broker.get_current_price = AsyncMock(return_value=(95.0, -5.0, 0.0))
broker.get_balance = AsyncMock(
return_value={
"output2": [