Merge pull request '[RISK-EMERGENCY][SCN-FAIL-003] TKT-P0-002 Kill Switch 순서 강제 검증 자동화' (#284) from feature/issue-tkt-p0-002-killswitch-ordering into feature/v3-session-policy-stream

src/core/blackout_manager.py

@@ -98,3 +98,8 @@ class BlackoutOrderManager:
     def requeue(self, intent: QueuedOrderIntent) -> None:
         if len(self._queue) < self._max_queue_size:
             self._queue.append(intent)
+
+    def clear(self) -> int:
+        count = len(self._queue)
+        self._queue.clear()
+        return count

src/main.py

@@ -636,6 +636,187 @@ async def process_blackout_recovery_orders(
                 BLACKOUT_ORDER_MANAGER.requeue(intent)
 
 
+def _resolve_kill_switch_markets(
+    *,
+    settings: Settings | None,
+    current_market: MarketInfo | None,
+) -> list[MarketInfo]:
+    if settings is not None:
+        markets: list[MarketInfo] = []
+        seen: set[str] = set()
+        for market_code in settings.enabled_market_list:
+            market = MARKETS.get(market_code)
+            if market is None or market.code in seen:
+                continue
+            markets.append(market)
+            seen.add(market.code)
+        if markets:
+            return markets
+    if current_market is not None:
+        return [current_market]
+    return []
+
+
+async def _cancel_pending_orders_for_kill_switch(
+    *,
+    broker: KISBroker,
+    overseas_broker: OverseasBroker,
+    markets: list[MarketInfo],
+) -> None:
+    failures: list[str] = []
+    domestic = [m for m in markets if m.is_domestic]
+    overseas = [m for m in markets if not m.is_domestic]
+
+    if domestic:
+        try:
+            orders = await broker.get_domestic_pending_orders()
+        except Exception as exc:
+            logger.warning("KillSwitch: failed to fetch domestic pending orders: %s", exc)
+            orders = []
+        for order in orders:
+            stock_code = str(order.get("pdno", ""))
+            try:
+                orgn_odno = order.get("orgn_odno", "")
+                krx_fwdg_ord_orgno = order.get("ord_gno_brno", "")
+                psbl_qty = int(order.get("psbl_qty", "0") or "0")
+                if not stock_code or not orgn_odno or psbl_qty <= 0:
+                    continue
+                cancel_result = await broker.cancel_domestic_order(
+                    stock_code=stock_code,
+                    orgn_odno=orgn_odno,
+                    krx_fwdg_ord_orgno=krx_fwdg_ord_orgno,
+                    qty=psbl_qty,
+                )
+                if cancel_result.get("rt_cd") != "0":
+                    failures.append(
+                        "domestic cancel failed for"
+                        f" {stock_code}: rt_cd={cancel_result.get('rt_cd')}"
+                        f" msg={cancel_result.get('msg1')}"
+                    )
+            except Exception as exc:
+                logger.warning("KillSwitch: domestic cancel failed: %s", exc)
+                failures.append(f"domestic cancel exception for {stock_code}: {exc}")
+
+    us_exchanges = frozenset({"NASD", "NYSE", "AMEX"})
+    exchange_codes: list[str] = []
+    seen_us = False
+    for market in overseas:
+        exc_code = market.exchange_code
+        if exc_code in us_exchanges:
+            if not seen_us:
+                exchange_codes.append("NASD")
+                seen_us = True
+        elif exc_code not in exchange_codes:
+            exchange_codes.append(exc_code)
+
+    for exchange_code in exchange_codes:
+        try:
+            orders = await overseas_broker.get_overseas_pending_orders(exchange_code)
+        except Exception as exc:
+            logger.warning(
+                "KillSwitch: failed to fetch overseas pending orders for %s: %s",
+                exchange_code,
+                exc,
+            )
+            continue
+        for order in orders:
+            stock_code = str(order.get("pdno", ""))
+            order_exchange = str(order.get("ovrs_excg_cd") or exchange_code)
+            try:
+                odno = order.get("odno", "")
+                nccs_qty = int(order.get("nccs_qty", "0") or "0")
+                if not stock_code or not odno or nccs_qty <= 0:
+                    continue
+                cancel_result = await overseas_broker.cancel_overseas_order(
+                    exchange_code=order_exchange,
+                    stock_code=stock_code,
+                    odno=odno,
+                    qty=nccs_qty,
+                )
+                if cancel_result.get("rt_cd") != "0":
+                    failures.append(
+                        "overseas cancel failed for"
+                        f" {order_exchange}/{stock_code}: rt_cd={cancel_result.get('rt_cd')}"
+                        f" msg={cancel_result.get('msg1')}"
+                    )
+            except Exception as exc:
+                logger.warning("KillSwitch: overseas cancel failed: %s", exc)
+                failures.append(
+                    f"overseas cancel exception for {order_exchange}/{stock_code}: {exc}"
+                )
+
+    if failures:
+        raise RuntimeError("; ".join(failures[:3]))
+
+
+async def _refresh_order_state_for_kill_switch(
+    *,
+    broker: KISBroker,
+    overseas_broker: OverseasBroker,
+    markets: list[MarketInfo],
+) -> None:
+    seen_overseas: set[str] = set()
+    for market in markets:
+        try:
+            if market.is_domestic:
+                await broker.get_balance()
+            elif market.exchange_code not in seen_overseas:
+                seen_overseas.add(market.exchange_code)
+                await overseas_broker.get_overseas_balance(market.exchange_code)
+        except Exception as exc:
+            logger.warning(
+                "KillSwitch: refresh state failed for %s/%s: %s",
+                market.code,
+                market.exchange_code,
+                exc,
+            )
+
+
+def _reduce_risk_for_kill_switch() -> None:
+    dropped = BLACKOUT_ORDER_MANAGER.clear()
+    logger.critical("KillSwitch: reduced queued order risk by clearing %d queued intents", dropped)
+
+
+async def _trigger_emergency_kill_switch(
+    *,
+    reason: str,
+    broker: KISBroker,
+    overseas_broker: OverseasBroker,
+    telegram: TelegramClient,
+    settings: Settings | None,
+    current_market: MarketInfo | None,
+    stock_code: str,
+    pnl_pct: float,
+    threshold: float,
+) -> Any:
+    markets = _resolve_kill_switch_markets(settings=settings, current_market=current_market)
+    return await KILL_SWITCH.trigger(
+        reason=reason,
+        cancel_pending_orders=lambda: _cancel_pending_orders_for_kill_switch(
+            broker=broker,
+            overseas_broker=overseas_broker,
+            markets=markets,
+        ),
+        refresh_order_state=lambda: _refresh_order_state_for_kill_switch(
+            broker=broker,
+            overseas_broker=overseas_broker,
+            markets=markets,
+        ),
+        reduce_risk=_reduce_risk_for_kill_switch,
+        snapshot_state=lambda: logger.critical(
+            "KillSwitch snapshot %s/%s pnl=%.2f threshold=%.2f",
+            current_market.code if current_market else "UNKNOWN",
+            stock_code,
+            pnl_pct,
+            threshold,
+        ),
+        notify=lambda: telegram.notify_circuit_breaker(
+            pnl_pct=pnl_pct,
+            threshold=threshold,
+        ),
+    )
+
+
 async def trading_cycle(
     broker: KISBroker,
     overseas_broker: OverseasBroker,
@@ -1151,15 +1332,16 @@ async def trading_cycle(
                 logger.warning("Fat finger notification failed: %s", notify_exc)
             raise  # Re-raise to prevent trade
         except CircuitBreakerTripped as exc:
-            ks_report = await KILL_SWITCH.trigger(
+            ks_report = await _trigger_emergency_kill_switch(
                 reason=f"circuit_breaker:{market.code}:{stock_code}:{exc.pnl_pct:.2f}",
-                snapshot_state=lambda: logger.critical(
+                broker=broker,
-                    "KillSwitch snapshot %s/%s pnl=%.2f threshold=%.2f",
+                overseas_broker=overseas_broker,
-                    market.code,
+                telegram=telegram,
-                    stock_code,
+                settings=settings,
-                    exc.pnl_pct,
+                current_market=market,
-                    exc.threshold,
+                stock_code=stock_code,
-                ),
+                pnl_pct=exc.pnl_pct,
+                threshold=exc.threshold,
             )
             if ks_report.errors:
                 logger.critical(
@@ -2218,26 +2400,18 @@ async def run_daily_session(
                         logger.warning("Fat finger notification failed: %s", notify_exc)
                     continue  # Skip this order
                 except CircuitBreakerTripped as exc:
-                    ks_report = await KILL_SWITCH.trigger(
+                    ks_report = await _trigger_emergency_kill_switch(
                         reason=f"daily_circuit_breaker:{market.code}:{stock_code}:{exc.pnl_pct:.2f}",
-                        snapshot_state=lambda: logger.critical(
+                        broker=broker,
-                            "Daily KillSwitch snapshot %s/%s pnl=%.2f threshold=%.2f",
+                        overseas_broker=overseas_broker,
-                            market.code,
+                        telegram=telegram,
-                            stock_code,
+                        settings=settings,
-                            exc.pnl_pct,
+                        current_market=market,
-                            exc.threshold,
+                        stock_code=stock_code,
-                        ),
+                        pnl_pct=exc.pnl_pct,
+                        threshold=exc.threshold,
                     )
                     logger.critical("Circuit breaker tripped — stopping session")
-                    try:
-                        await telegram.notify_circuit_breaker(
-                            pnl_pct=exc.pnl_pct,
-                            threshold=exc.threshold,
-                        )
-                    except Exception as notify_exc:
-                        logger.warning(
-                            "Circuit breaker notification failed: %s", notify_exc
-                        )
                     if ks_report.errors:
                         logger.critical(
                             "Daily KillSwitch step errors for %s/%s: %s",

tests/test_main.py

@@ -15,6 +15,7 @@ from src.evolution.scorecard import DailyScorecard
 from src.logging.decision_logger import DecisionLogger
 from src.main import (
     KILL_SWITCH,
+    _trigger_emergency_kill_switch,
     _apply_dashboard_flag,
     _determine_order_quantity,
     _extract_avg_price_from_balance,
@@ -5349,3 +5350,118 @@ async def test_process_blackout_recovery_drops_policy_rejected_intent() -> None:
 
     broker.send_order.assert_not_called()
     blackout_manager.requeue.assert_not_called()
+
+
+@pytest.mark.asyncio
+async def test_trigger_emergency_kill_switch_executes_operational_steps() -> None:
+    """Emergency kill switch should execute cancel/refresh/reduce/notify callbacks."""
+    broker = MagicMock()
+    broker.get_domestic_pending_orders = AsyncMock(
+        return_value=[
+            {
+                "pdno": "005930",
+                "orgn_odno": "1",
+                "ord_gno_brno": "01",
+                "psbl_qty": "3",
+            }
+        ]
+    )
+    broker.cancel_domestic_order = AsyncMock(return_value={"rt_cd": "0"})
+    broker.get_balance = AsyncMock(return_value={"output1": [], "output2": []})
+
+    overseas_broker = MagicMock()
+    overseas_broker.get_overseas_pending_orders = AsyncMock(return_value=[])
+    overseas_broker.get_overseas_balance = AsyncMock(return_value={"output1": [], "output2": []})
+
+    telegram = MagicMock()
+    telegram.notify_circuit_breaker = AsyncMock()
+
+    settings = MagicMock()
+    settings.enabled_market_list = ["KR"]
+
+    market = MagicMock()
+    market.code = "KR"
+    market.exchange_code = "KRX"
+    market.is_domestic = True
+
+    with (
+        patch("src.main.MARKETS", {"KR": market}),
+        patch("src.main.BLACKOUT_ORDER_MANAGER.clear", return_value=2),
+    ):
+        report = await _trigger_emergency_kill_switch(
+            reason="test",
+            broker=broker,
+            overseas_broker=overseas_broker,
+            telegram=telegram,
+            settings=settings,
+            current_market=market,
+            stock_code="005930",
+            pnl_pct=-3.2,
+            threshold=-3.0,
+        )
+
+    assert report.steps == [
+        "block_new_orders",
+        "cancel_pending_orders",
+        "refresh_order_state",
+        "reduce_risk",
+        "snapshot_state",
+        "notify",
+    ]
+    broker.cancel_domestic_order.assert_called_once()
+    broker.get_balance.assert_called_once()
+    telegram.notify_circuit_breaker.assert_called_once_with(
+        pnl_pct=-3.2,
+        threshold=-3.0,
+    )
+
+
+@pytest.mark.asyncio
+async def test_trigger_emergency_kill_switch_records_cancel_failure() -> None:
+    """Cancel API rejection should be captured in kill switch errors."""
+    broker = MagicMock()
+    broker.get_domestic_pending_orders = AsyncMock(
+        return_value=[
+            {
+                "pdno": "005930",
+                "orgn_odno": "1",
+                "ord_gno_brno": "01",
+                "psbl_qty": "3",
+            }
+        ]
+    )
+    broker.cancel_domestic_order = AsyncMock(return_value={"rt_cd": "1", "msg1": "fail"})
+    broker.get_balance = AsyncMock(return_value={"output1": [], "output2": []})
+
+    overseas_broker = MagicMock()
+    overseas_broker.get_overseas_pending_orders = AsyncMock(return_value=[])
+    overseas_broker.get_overseas_balance = AsyncMock(return_value={"output1": [], "output2": []})
+
+    telegram = MagicMock()
+    telegram.notify_circuit_breaker = AsyncMock()
+
+    settings = MagicMock()
+    settings.enabled_market_list = ["KR"]
+
+    market = MagicMock()
+    market.code = "KR"
+    market.exchange_code = "KRX"
+    market.is_domestic = True
+
+    with (
+        patch("src.main.MARKETS", {"KR": market}),
+        patch("src.main.BLACKOUT_ORDER_MANAGER.clear", return_value=0),
+    ):
+        report = await _trigger_emergency_kill_switch(
+            reason="test-fail",
+            broker=broker,
+            overseas_broker=overseas_broker,
+            telegram=telegram,
+            settings=settings,
+            current_market=market,
+            stock_code="005930",
+            pnl_pct=-3.2,
+            threshold=-3.0,
+        )
+
+    assert any(err.startswith("cancel_pending_orders:") for err in report.errors)