Merge pull request 'feat: US minimum price entry filter (#320)' (#340) from feature/issue-320-us-min-price-filter into feature/v3-session-policy-stream

Reviewed-on: #340

src/config.py

@@ -60,6 +60,7 @@ class Settings(BaseSettings):
     # This value is used as a fallback when the balance API returns 0 in paper mode.
     PAPER_OVERSEAS_CASH: float = Field(default=50000.0, ge=0.0)
     USD_BUFFER_MIN: float = Field(default=1000.0, ge=0.0)
+    US_MIN_PRICE: float = Field(default=5.0, ge=0.0)
     OVERNIGHT_EXCEPTION_ENABLED: bool = True
 
     # Trading frequency mode (daily = batch API calls, realtime = per-stock calls)

src/main.py

@@ -1314,6 +1314,24 @@ async def trading_cycle(
                 stock_code,
                 market.name,
             )
+        elif market.code.startswith("US"):
+            min_price = float(getattr(settings, "US_MIN_PRICE", 5.0) if settings else 5.0)
+            if current_price <= min_price:
+                decision = TradeDecision(
+                    action="HOLD",
+                    confidence=decision.confidence,
+                    rationale=(
+                        f"US minimum price filter blocked BUY "
+                        f"(price={current_price:.4f} <= {min_price:.4f})"
+                    ),
+                )
+                logger.info(
+                    "BUY suppressed for %s (%s): US min price filter %.4f <= %.4f",
+                    stock_code,
+                    market.name,
+                    current_price,
+                    min_price,
+                )
 
     if decision.action == "HOLD":
         open_position = get_open_position(db_conn, stock_code, market.code)
@@ -2475,6 +2493,24 @@ async def run_daily_session(
                         stock_code,
                         market.name,
                     )
+                elif market.code.startswith("US"):
+                    min_price = float(getattr(settings, "US_MIN_PRICE", 5.0))
+                    if stock_data["current_price"] <= min_price:
+                        decision = TradeDecision(
+                            action="HOLD",
+                            confidence=decision.confidence,
+                            rationale=(
+                                f"US minimum price filter blocked BUY "
+                                f"(price={stock_data['current_price']:.4f} <= {min_price:.4f})"
+                            ),
+                        )
+                        logger.info(
+                            "BUY suppressed for %s (%s): US min price filter %.4f <= %.4f",
+                            stock_code,
+                            market.name,
+                            stock_data["current_price"],
+                            min_price,
+                        )
             if decision.action == "HOLD":
                 daily_open = get_open_position(db_conn, stock_code, market.code)
                 if not daily_open:

tests/test_main.py

@@ -5670,6 +5670,149 @@ async def test_order_policy_rejection_skips_order_execution() -> None:
     broker.send_order.assert_not_called()
 
 
+@pytest.mark.asyncio
+@pytest.mark.parametrize(
+    ("price", "should_block"),
+    [
+        (4.99, True),
+        (5.00, True),
+        (5.01, False),
+    ],
+)
+async def test_us_min_price_filter_boundary(price: float, should_block: bool) -> None:
+    db_conn = init_db(":memory:")
+    decision_logger = DecisionLogger(db_conn)
+
+    broker = MagicMock()
+    broker.get_balance = AsyncMock(return_value={"output1": [], "output2": [{}]})
+
+    overseas_broker = MagicMock()
+    overseas_broker.get_overseas_price = AsyncMock(
+        return_value={"output": {"last": str(price), "rate": "0.0"}}
+    )
+    overseas_broker.get_overseas_balance = AsyncMock(
+        return_value={"output1": [], "output2": [{"frcr_evlu_tota": "10000", "frcr_buy_amt_smtl": "0"}]}
+    )
+    overseas_broker.get_overseas_buying_power = AsyncMock(
+        return_value={"output": {"ovrs_ord_psbl_amt": "10000"}}
+    )
+    overseas_broker.send_overseas_order = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
+
+    market = MagicMock()
+    market.name = "NASDAQ"
+    market.code = "US_NASDAQ"
+    market.exchange_code = "NASD"
+    market.is_domestic = False
+
+    telegram = MagicMock()
+    telegram.notify_trade_execution = AsyncMock()
+    telegram.notify_fat_finger = AsyncMock()
+    telegram.notify_circuit_breaker = AsyncMock()
+    telegram.notify_scenario_matched = AsyncMock()
+
+    settings = MagicMock()
+    settings.POSITION_SIZING_ENABLED = False
+    settings.CONFIDENCE_THRESHOLD = 80
+    settings.MODE = "paper"
+    settings.PAPER_OVERSEAS_CASH = 50000
+    settings.US_MIN_PRICE = 5.0
+    settings.USD_BUFFER_MIN = 1000.0
+
+    await trading_cycle(
+        broker=broker,
+        overseas_broker=overseas_broker,
+        scenario_engine=MagicMock(evaluate=MagicMock(return_value=_make_buy_match("AAPL"))),
+        playbook=_make_playbook("US_NASDAQ"),
+        risk=MagicMock(validate_order=MagicMock(), check_circuit_breaker=MagicMock()),
+        db_conn=db_conn,
+        decision_logger=decision_logger,
+        context_store=MagicMock(
+            get_latest_timeframe=MagicMock(return_value=None),
+            set_context=MagicMock(),
+        ),
+        criticality_assessor=MagicMock(
+            assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
+            get_timeout=MagicMock(return_value=5.0),
+        ),
+        telegram=telegram,
+        market=market,
+        stock_code="AAPL",
+        scan_candidates={},
+        settings=settings,
+    )
+
+    if should_block:
+        overseas_broker.send_overseas_order.assert_not_called()
+    else:
+        overseas_broker.send_overseas_order.assert_called_once()
+
+
+@pytest.mark.asyncio
+async def test_us_min_price_filter_not_applied_to_kr_market() -> None:
+    db_conn = init_db(":memory:")
+    decision_logger = DecisionLogger(db_conn)
+
+    broker = MagicMock()
+    broker.get_current_price = AsyncMock(return_value=(4.0, 0.0, 0.0))
+    broker.get_balance = AsyncMock(
+        return_value={
+            "output1": [],
+            "output2": [
+                {
+                    "tot_evlu_amt": "100000",
+                    "dnca_tot_amt": "50000",
+                    "pchs_amt_smtl_amt": "50000",
+                }
+            ],
+        }
+    )
+    broker.send_order = AsyncMock(return_value={"msg1": "OK"})
+
+    market = MagicMock()
+    market.name = "Korea"
+    market.code = "KR"
+    market.exchange_code = "KRX"
+    market.is_domestic = True
+
+    telegram = MagicMock()
+    telegram.notify_trade_execution = AsyncMock()
+    telegram.notify_fat_finger = AsyncMock()
+    telegram.notify_circuit_breaker = AsyncMock()
+    telegram.notify_scenario_matched = AsyncMock()
+
+    settings = MagicMock()
+    settings.POSITION_SIZING_ENABLED = False
+    settings.CONFIDENCE_THRESHOLD = 80
+    settings.MODE = "paper"
+    settings.US_MIN_PRICE = 5.0
+    settings.USD_BUFFER_MIN = 1000.0
+
+    await trading_cycle(
+        broker=broker,
+        overseas_broker=MagicMock(),
+        scenario_engine=MagicMock(evaluate=MagicMock(return_value=_make_buy_match("005930"))),
+        playbook=_make_playbook(),
+        risk=MagicMock(validate_order=MagicMock(), check_circuit_breaker=MagicMock()),
+        db_conn=db_conn,
+        decision_logger=decision_logger,
+        context_store=MagicMock(
+            get_latest_timeframe=MagicMock(return_value=None),
+            set_context=MagicMock(),
+        ),
+        criticality_assessor=MagicMock(
+            assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
+            get_timeout=MagicMock(return_value=5.0),
+        ),
+        telegram=telegram,
+        market=market,
+        stock_code="005930",
+        scan_candidates={},
+        settings=settings,
+    )
+
+    broker.send_order.assert_called_once()
+
+
 def test_overnight_policy_prioritizes_killswitch_over_exception() -> None:
     market = MagicMock()
     with patch("src.main.get_session_info", return_value=MagicMock(session_id="US_AFTER")):