feat: add KR ATR-based dynamic hard-stop threshold (#318)
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@@ -32,6 +32,7 @@ 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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_compute_kr_dynamic_stop_loss_pct,
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handle_domestic_pending_orders,
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handle_overseas_pending_orders,
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process_blackout_recovery_orders,
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@@ -135,6 +136,51 @@ def test_resolve_sell_qty_for_pnl_uses_buy_qty_fallback_when_sell_qty_missing()
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def test_resolve_sell_qty_for_pnl_returns_zero_when_both_missing() -> None:
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assert _resolve_sell_qty_for_pnl(sell_qty=None, buy_qty=None) == 0
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def test_compute_kr_dynamic_stop_loss_pct_falls_back_without_atr() -> None:
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out = _compute_kr_dynamic_stop_loss_pct(
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entry_price=100.0,
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atr_value=0.0,
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fallback_stop_loss_pct=-2.0,
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settings=None,
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)
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assert out == -2.0
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def test_compute_kr_dynamic_stop_loss_pct_clamps_to_min_and_max() -> None:
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# Small ATR -> clamp to min (-2%)
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out_small = _compute_kr_dynamic_stop_loss_pct(
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entry_price=100.0,
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atr_value=0.2,
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fallback_stop_loss_pct=-2.0,
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settings=None,
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)
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assert out_small == -2.0
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# Large ATR -> clamp to max (-7%)
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out_large = _compute_kr_dynamic_stop_loss_pct(
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entry_price=100.0,
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atr_value=10.0,
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fallback_stop_loss_pct=-2.0,
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settings=None,
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)
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assert out_large == -7.0
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def test_compute_kr_dynamic_stop_loss_pct_uses_settings_values() -> None:
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settings = MagicMock(
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KR_ATR_STOP_MULTIPLIER_K=3.0,
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KR_ATR_STOP_MIN_PCT=-1.5,
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KR_ATR_STOP_MAX_PCT=-6.0,
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)
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out = _compute_kr_dynamic_stop_loss_pct(
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entry_price=100.0,
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atr_value=1.0,
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fallback_stop_loss_pct=-2.0,
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settings=settings,
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)
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assert out == -3.0
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def test_returns_zero_when_field_empty_string(self) -> None:
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"""Returns 0.0 when pchs_avg_pric is an empty string."""
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balance = {"output1": [{"pdno": "005930", "pchs_avg_pric": ""}]}
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