Merge pull request 'fix: current_price=0 stop-loss 오발동 및 해외 주문 소수점 초과 수정 (#251, #252)' (#253) from feature/issue-251-252-trading-cycle-guards into main
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Reviewed-on: #253
This commit was merged in pull request #253.
This commit is contained in:
@@ -730,7 +730,7 @@ async def trading_cycle(
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open_position = get_open_position(db_conn, stock_code, market.code)
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open_position = get_open_position(db_conn, stock_code, market.code)
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if open_position:
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if open_position:
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entry_price = safe_float(open_position.get("price"), 0.0)
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entry_price = safe_float(open_position.get("price"), 0.0)
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if entry_price > 0:
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if entry_price > 0 and current_price > 0:
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loss_pct = (current_price - entry_price) / entry_price * 100
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loss_pct = (current_price - entry_price) / entry_price * 100
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stop_loss_threshold = -2.0
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stop_loss_threshold = -2.0
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take_profit_threshold = 3.0
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take_profit_threshold = 3.0
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@@ -925,10 +925,13 @@ async def trading_cycle(
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# - SELL: -0.2% below last price — ensures fill even when price dips slightly
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# - SELL: -0.2% below last price — ensures fill even when price dips slightly
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# (placing at exact last price risks no-fill if the bid is just below).
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# (placing at exact last price risks no-fill if the bid is just below).
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overseas_price: float
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overseas_price: float
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# KIS requires at most 2 decimal places for prices >= $1 (≥1달러 소수점 2자리 제한).
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# Penny stocks (< $1) keep 4 decimal places to preserve price precision.
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_price_decimals = 2 if current_price >= 1.0 else 4
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if decision.action == "BUY":
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if decision.action == "BUY":
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overseas_price = round(current_price * 1.002, 4)
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overseas_price = round(current_price * 1.002, _price_decimals)
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else:
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else:
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overseas_price = round(current_price * 0.998, 4)
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overseas_price = round(current_price * 0.998, _price_decimals)
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result = await overseas_broker.send_overseas_order(
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result = await overseas_broker.send_overseas_order(
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exchange_code=market.exchange_code,
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exchange_code=market.exchange_code,
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stock_code=stock_code,
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stock_code=stock_code,
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@@ -1246,7 +1246,8 @@ class TestOverseasBalanceParsing:
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mock_overseas_broker_with_buy_scenario.send_overseas_order.assert_called_once()
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mock_overseas_broker_with_buy_scenario.send_overseas_order.assert_called_once()
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call_kwargs = mock_overseas_broker_with_buy_scenario.send_overseas_order.call_args
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call_kwargs = mock_overseas_broker_with_buy_scenario.send_overseas_order.call_args
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sent_price = call_kwargs[1].get("price") or call_kwargs[0][4]
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sent_price = call_kwargs[1].get("price") or call_kwargs[0][4]
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expected_price = round(182.5 * 1.002, 4) # 0.2% premium for BUY limit orders
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# KIS requires max 2 decimal places for prices >= $1 (#252)
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expected_price = round(182.5 * 1.002, 2) # 0.2% premium for BUY limit orders
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assert sent_price == expected_price, (
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assert sent_price == expected_price, (
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f"Expected limit price {expected_price} (182.5 * 1.002) but got {sent_price}. "
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f"Expected limit price {expected_price} (182.5 * 1.002) but got {sent_price}. "
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"BUY uses +0.2% to improve fill rate while minimising overpayment (#211)."
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"BUY uses +0.2% to improve fill rate while minimising overpayment (#211)."
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@@ -1325,12 +1326,133 @@ class TestOverseasBalanceParsing:
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overseas_broker.send_overseas_order.assert_called_once()
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overseas_broker.send_overseas_order.assert_called_once()
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call_kwargs = overseas_broker.send_overseas_order.call_args
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call_kwargs = overseas_broker.send_overseas_order.call_args
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sent_price = call_kwargs[1].get("price") or call_kwargs[0][4]
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sent_price = call_kwargs[1].get("price") or call_kwargs[0][4]
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expected_price = round(sell_price * 0.998, 4) # -0.2% for SELL limit orders
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# KIS requires max 2 decimal places for prices >= $1 (#252)
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expected_price = round(sell_price * 0.998, 2) # -0.2% for SELL limit orders
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assert sent_price == expected_price, (
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assert sent_price == expected_price, (
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f"Expected SELL limit price {expected_price} (182.5 * 0.998) but got {sent_price}. "
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f"Expected SELL limit price {expected_price} (182.5 * 0.998) but got {sent_price}. "
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"SELL uses -0.2% to ensure fill even when price dips slightly (#211)."
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"SELL uses -0.2% to ensure fill even when price dips slightly (#211)."
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)
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)
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@pytest.mark.asyncio
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async def test_overseas_buy_price_rounded_to_2_decimals_for_dollar_plus_stock(
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self,
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mock_domestic_broker: MagicMock,
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mock_playbook: DayPlaybook,
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mock_risk: MagicMock,
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mock_db: MagicMock,
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mock_decision_logger: MagicMock,
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mock_context_store: MagicMock,
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mock_criticality_assessor: MagicMock,
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mock_telegram: MagicMock,
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mock_overseas_market: MagicMock,
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) -> None:
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"""BUY price for $1+ stocks is rounded to 2 decimal places (issue #252).
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KIS rejects prices with more than 2 decimal places for stocks priced >= $1.
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current_price=50.1234 * 1.002 = 50.22... should be sent as 50.22, not 50.2236.
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"""
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overseas_broker = MagicMock()
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overseas_broker.get_overseas_balance = AsyncMock(
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return_value={
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"output1": [],
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"output2": [{"frcr_evlu_tota": "0", "frcr_dncl_amt_2": "10000", "frcr_buy_amt_smtl": "0"}],
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}
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)
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overseas_broker.get_overseas_price = AsyncMock(
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return_value={"output": {"last": "50.1234", "rate": "0"}}
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)
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overseas_broker.send_overseas_order = AsyncMock(
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return_value={"rt_cd": None, "msg1": "주문접수"}
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)
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db_conn = init_db(":memory:")
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decision_logger = DecisionLogger(db_conn)
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engine = MagicMock(spec=ScenarioEngine)
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engine.evaluate = MagicMock(return_value=_make_buy_match())
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await trading_cycle(
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broker=mock_domestic_broker,
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overseas_broker=overseas_broker,
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scenario_engine=engine,
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playbook=mock_playbook,
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risk=mock_risk,
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db_conn=db_conn,
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decision_logger=decision_logger,
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context_store=mock_context_store,
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criticality_assessor=mock_criticality_assessor,
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telegram=mock_telegram,
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market=mock_overseas_market,
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stock_code="TQQQ",
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scan_candidates={},
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)
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overseas_broker.send_overseas_order.assert_called_once()
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sent_price = overseas_broker.send_overseas_order.call_args[1].get("price") or \
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overseas_broker.send_overseas_order.call_args[0][4]
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# 50.1234 * 1.002 = 50.2235... rounded to 2 decimals = 50.22
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assert sent_price == round(50.1234 * 1.002, 2), (
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f"Expected 2-decimal price {round(50.1234 * 1.002, 2)} but got {sent_price} (#252)"
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)
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@pytest.mark.asyncio
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async def test_overseas_penny_stock_price_keeps_4_decimals(
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self,
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mock_domestic_broker: MagicMock,
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mock_playbook: DayPlaybook,
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mock_risk: MagicMock,
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mock_db: MagicMock,
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mock_decision_logger: MagicMock,
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mock_context_store: MagicMock,
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mock_criticality_assessor: MagicMock,
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mock_telegram: MagicMock,
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mock_overseas_market: MagicMock,
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) -> None:
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"""BUY price for penny stocks (< $1) uses 4 decimal places (issue #252)."""
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overseas_broker = MagicMock()
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overseas_broker.get_overseas_balance = AsyncMock(
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return_value={
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"output1": [],
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"output2": [{"frcr_evlu_tota": "0", "frcr_dncl_amt_2": "10000", "frcr_buy_amt_smtl": "0"}],
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}
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)
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overseas_broker.get_overseas_price = AsyncMock(
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return_value={"output": {"last": "0.5678", "rate": "0"}}
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)
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overseas_broker.send_overseas_order = AsyncMock(
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return_value={"rt_cd": None, "msg1": "주문접수"}
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)
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db_conn = init_db(":memory:")
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decision_logger = DecisionLogger(db_conn)
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engine = MagicMock(spec=ScenarioEngine)
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engine.evaluate = MagicMock(return_value=_make_buy_match())
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await trading_cycle(
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broker=mock_domestic_broker,
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overseas_broker=overseas_broker,
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scenario_engine=engine,
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playbook=mock_playbook,
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risk=mock_risk,
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db_conn=db_conn,
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decision_logger=decision_logger,
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context_store=mock_context_store,
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criticality_assessor=mock_criticality_assessor,
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telegram=mock_telegram,
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market=mock_overseas_market,
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stock_code="PENNYX",
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scan_candidates={},
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)
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overseas_broker.send_overseas_order.assert_called_once()
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sent_price = overseas_broker.send_overseas_order.call_args[1].get("price") or \
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overseas_broker.send_overseas_order.call_args[0][4]
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# 0.5678 * 1.002 = 0.56893... rounded to 4 decimals = 0.5689
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assert sent_price == round(0.5678 * 1.002, 4), (
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f"Expected 4-decimal price {round(0.5678 * 1.002, 4)} but got {sent_price} (#252)"
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)
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class TestScenarioEngineIntegration:
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class TestScenarioEngineIntegration:
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"""Test scenario engine integration in trading_cycle."""
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"""Test scenario engine integration in trading_cycle."""
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@@ -2124,6 +2246,92 @@ async def test_hold_not_overridden_when_between_stop_loss_and_take_profit() -> N
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broker.send_order.assert_not_called()
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broker.send_order.assert_not_called()
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@pytest.mark.asyncio
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async def test_stop_loss_not_triggered_when_current_price_is_zero() -> None:
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"""HOLD must stay HOLD when current_price=0 even if entry_price is set (issue #251).
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A price API failure that returns 0.0 must not cause a false -100% stop-loss.
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"""
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db_conn = init_db(":memory:")
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decision_logger = DecisionLogger(db_conn)
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buy_decision_id = decision_logger.log_decision(
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stock_code="005930",
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market="KR",
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exchange_code="KRX",
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action="BUY",
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confidence=90,
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rationale="entry",
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context_snapshot={},
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input_data={},
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)
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log_trade(
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conn=db_conn,
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stock_code="005930",
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action="BUY",
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confidence=90,
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rationale="entry",
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quantity=1,
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price=100.0, # valid entry price
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market="KR",
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exchange_code="KRX",
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decision_id=buy_decision_id,
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)
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broker = MagicMock()
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# Price API returns 0.0 — simulates API failure or pre-market unavailability
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broker.get_current_price = AsyncMock(return_value=(0.0, 0.0, 0.0))
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broker.get_balance = AsyncMock(
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return_value={
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"output2": [
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{
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"tot_evlu_amt": "100000",
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"dnca_tot_amt": "10000",
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"pchs_amt_smtl_amt": "90000",
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}
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]
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}
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)
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broker.send_order = AsyncMock(return_value={"msg1": "OK"})
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market = MagicMock()
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market.name = "Korea"
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market.code = "KR"
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market.exchange_code = "KRX"
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market.is_domestic = True
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telegram = MagicMock()
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telegram.notify_trade_execution = AsyncMock()
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telegram.notify_fat_finger = AsyncMock()
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telegram.notify_circuit_breaker = AsyncMock()
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telegram.notify_scenario_matched = AsyncMock()
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await trading_cycle(
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broker=broker,
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overseas_broker=MagicMock(),
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scenario_engine=MagicMock(evaluate=MagicMock(return_value=_make_hold_match())),
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playbook=_make_playbook("KR"),
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risk=MagicMock(),
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db_conn=db_conn,
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decision_logger=decision_logger,
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context_store=MagicMock(
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get_latest_timeframe=MagicMock(return_value=None),
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set_context=MagicMock(),
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),
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criticality_assessor=MagicMock(
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assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
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get_timeout=MagicMock(return_value=5.0),
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),
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telegram=telegram,
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market=market,
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stock_code="005930",
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scan_candidates={},
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)
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# No SELL order must be placed — current_price=0 must suppress stop-loss
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broker.send_order.assert_not_called()
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@pytest.mark.asyncio
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@pytest.mark.asyncio
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async def test_sell_order_uses_broker_balance_qty_not_db() -> None:
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async def test_sell_order_uses_broker_balance_qty_not_db() -> None:
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"""SELL quantity must come from broker balance output1, not DB.
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"""SELL quantity must come from broker balance output1, not DB.
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Block a user