blackout: persist session_id across queued intent lifecycle (#375)

src/core/blackout_manager.py

@@ -23,6 +23,7 @@ class BlackoutWindow:
 class QueuedOrderIntent:
     market_code: str
     exchange_code: str
+    session_id: str
     stock_code: str
     order_type: str
     quantity: int

src/main.py

@@ -1004,6 +1004,7 @@ async def build_overseas_symbol_universe(
 def _build_queued_order_intent(
     *,
     market: MarketInfo,
+    session_id: str,
     stock_code: str,
     order_type: str,
     quantity: int,
@@ -1013,6 +1014,7 @@ def _build_queued_order_intent(
     return QueuedOrderIntent(
         market_code=market.code,
         exchange_code=market.exchange_code,
+        session_id=session_id,
         stock_code=stock_code,
         order_type=order_type,
         quantity=quantity,
@@ -1025,6 +1027,7 @@ def _build_queued_order_intent(
 def _maybe_queue_order_intent(
     *,
     market: MarketInfo,
+    session_id: str,
     stock_code: str,
     order_type: str,
     quantity: int,
@@ -1038,6 +1041,7 @@ def _maybe_queue_order_intent(
     queued = BLACKOUT_ORDER_MANAGER.enqueue(
         _build_queued_order_intent(
             market=market,
+            session_id=session_id,
             stock_code=stock_code,
             order_type=order_type,
             quantity=quantity,
@@ -1208,7 +1212,6 @@ async def process_blackout_recovery_orders(
 
             accepted = result.get("rt_cd", "0") == "0"
             if accepted:
-                runtime_session_id = get_session_info(market).session_id
                 log_trade(
                     conn=db_conn,
                     stock_code=intent.stock_code,
@@ -1220,7 +1223,7 @@ async def process_blackout_recovery_orders(
                     pnl=0.0,
                     market=market.code,
                     exchange_code=market.exchange_code,
-                    session_id=runtime_session_id,
+                    session_id=getattr(intent, "session_id", get_session_info(market).session_id),
                 )
                 logger.info(
                     "Recovered queued order executed: %s %s (%s) qty=%d price=%.4f source=%s",
@@ -2057,6 +2060,7 @@ async def trading_cycle(
                 return
             if _maybe_queue_order_intent(
                 market=market,
+                session_id=runtime_session_id,
                 stock_code=stock_code,
                 order_type=decision.action,
                 quantity=quantity,
@@ -2104,6 +2108,7 @@ async def trading_cycle(
                 return
             if _maybe_queue_order_intent(
                 market=market,
+                session_id=runtime_session_id,
                 stock_code=stock_code,
                 order_type=decision.action,
                 quantity=quantity,
@@ -3264,6 +3269,7 @@ async def run_daily_session(
                             continue
                         if _maybe_queue_order_intent(
                             market=market,
+                            session_id=runtime_session_id,
                             stock_code=stock_code,
                             order_type=decision.action,
                             quantity=quantity,
@@ -3301,6 +3307,7 @@ async def run_daily_session(
                             continue
                         if _maybe_queue_order_intent(
                             market=market,
+                            session_id=runtime_session_id,
                             stock_code=stock_code,
                             order_type=decision.action,
                             quantity=quantity,

tests/test_blackout_manager.py

@@ -35,6 +35,7 @@ def test_recovery_batch_only_after_blackout_exit() -> None:
     intent = QueuedOrderIntent(
         market_code="KR",
         exchange_code="KRX",
+        session_id="KRX_REG",
         stock_code="005930",
         order_type="BUY",
         quantity=1,
@@ -64,6 +65,7 @@ def test_requeued_intent_is_processed_next_non_blackout_cycle() -> None:
     intent = QueuedOrderIntent(
         market_code="KR",
         exchange_code="KRX",
+        session_id="KRX_REG",
         stock_code="005930",
         order_type="BUY",
         quantity=1,
@@ -90,6 +92,7 @@ def test_queue_overflow_drops_oldest_and_keeps_latest() -> None:
     first = QueuedOrderIntent(
         market_code="KR",
         exchange_code="KRX",
+        session_id="KRX_REG",
         stock_code="000001",
         order_type="BUY",
         quantity=1,
@@ -100,6 +103,7 @@ def test_queue_overflow_drops_oldest_and_keeps_latest() -> None:
     second = QueuedOrderIntent(
         market_code="KR",
         exchange_code="KRX",
+        session_id="KRX_REG",
         stock_code="000002",
         order_type="BUY",
         quantity=1,
@@ -110,6 +114,7 @@ def test_queue_overflow_drops_oldest_and_keeps_latest() -> None:
     third = QueuedOrderIntent(
         market_code="KR",
         exchange_code="KRX",
+        session_id="KRX_REG",
         stock_code="000003",
         order_type="SELL",
         quantity=2,

tests/test_main.py

@@ -6543,6 +6543,7 @@ def test_blackout_queue_overflow_keeps_latest_intent() -> None:
     with patch("src.main.BLACKOUT_ORDER_MANAGER", manager):
         assert _maybe_queue_order_intent(
             market=market,
+            session_id="KRX_REG",
             stock_code="005930",
             order_type="BUY",
             quantity=1,
@@ -6551,6 +6552,7 @@ def test_blackout_queue_overflow_keeps_latest_intent() -> None:
         )
         assert _maybe_queue_order_intent(
             market=market,
+            session_id="KRX_REG",
             stock_code="000660",
             order_type="BUY",
             quantity=2,
@@ -6564,6 +6566,7 @@ def test_blackout_queue_overflow_keeps_latest_intent() -> None:
     batch = manager.pop_recovery_batch()
     assert len(batch) == 1
     assert batch[0].stock_code == "000660"
+    assert batch[0].session_id == "KRX_REG"
 
 
 @pytest.mark.asyncio
@@ -6587,6 +6590,7 @@ async def test_process_blackout_recovery_executes_valid_intents() -> None:
     intent.quantity = 1
     intent.price = 100.0
     intent.source = "test"
+    intent.session_id = "NXT_AFTER"
     intent.attempts = 0
 
     blackout_manager = MagicMock()
@@ -6617,7 +6621,7 @@ async def test_process_blackout_recovery_executes_valid_intents() -> None:
     assert row is not None
     assert row[0] == "BUY"
     assert row[1] == 1
-    assert row[2] == "KRX_REG"
+    assert row[2] == "NXT_AFTER"
     assert row[3].startswith("[blackout-recovery]")
 
 
@@ -6642,6 +6646,7 @@ async def test_process_blackout_recovery_drops_policy_rejected_intent() -> None:
     intent.quantity = 1
     intent.price = 100.0
     intent.source = "test"
+    intent.session_id = "KRX_REG"
     intent.attempts = 0
 
     blackout_manager = MagicMock()
@@ -6691,6 +6696,7 @@ async def test_process_blackout_recovery_drops_intent_on_excessive_price_drift()
     intent.quantity = 1
     intent.price = 100.0
     intent.source = "test"
+    intent.session_id = "US_PRE"
     intent.attempts = 0
 
     blackout_manager = MagicMock()
@@ -6741,6 +6747,7 @@ async def test_process_blackout_recovery_drops_overseas_intent_on_excessive_pric
     intent.quantity = 1
     intent.price = 100.0
     intent.source = "test"
+    intent.session_id = "KRX_REG"
     intent.attempts = 0
 
     blackout_manager = MagicMock()
@@ -6790,6 +6797,7 @@ async def test_process_blackout_recovery_requeues_intent_when_price_lookup_fails
     intent.quantity = 1
     intent.price = 100.0
     intent.source = "test"
+    intent.session_id = "KRX_REG"
     intent.attempts = 0
 
     blackout_manager = MagicMock()