fix: use current_price for overseas limit orders (KIS VTS rejects market orders) (#149)
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KIS VTS (paper trading) rejects overseas market orders with:
  "모의투자 주문처리가 안되었습니다(지정가만 가능한 상품입니다)"

Root cause: send_overseas_order() was called with price=0.0 (market order)
in both trading_cycle() and run_daily_session(), even though current_price
was already computed correctly by Fix #147 (exchange code mapping).

Fix: pass current_price as the limit order price in both call sites.
Domestic broker send_order() keeps price=0 (market orders are fine on KRX).

Adds regression test TestOverseasBalanceParsing::test_overseas_buy_order_uses_limit_price
verifying price=182.5 is passed, not 0.0.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
agentson
2026-02-18 23:53:15 +09:00
parent 3a54db8948
commit ccc97ebaa9
2 changed files with 78 additions and 2 deletions

View File

@@ -510,7 +510,7 @@ async def trading_cycle(
stock_code=stock_code, stock_code=stock_code,
order_type=decision.action, order_type=decision.action,
quantity=quantity, quantity=quantity,
price=0.0, # market order price=current_price, # limit order — KIS VTS rejects market orders
) )
logger.info("Order result: %s", result.get("msg1", "OK")) logger.info("Order result: %s", result.get("msg1", "OK"))
@@ -919,7 +919,7 @@ async def run_daily_session(
stock_code=stock_code, stock_code=stock_code,
order_type=decision.action, order_type=decision.action,
quantity=quantity, quantity=quantity,
price=0.0, # market order price=stock_data["current_price"], # limit order — KIS VTS rejects market orders
) )
logger.info("Order result: %s", result.get("msg1", "OK")) logger.info("Order result: %s", result.get("msg1", "OK"))

View File

@@ -738,6 +738,82 @@ class TestOverseasBalanceParsing:
# Verify price API was called # Verify price API was called
mock_overseas_broker_with_empty_price.get_overseas_price.assert_called_once() mock_overseas_broker_with_empty_price.get_overseas_price.assert_called_once()
@pytest.fixture
def mock_overseas_broker_with_buy_scenario(self) -> MagicMock:
"""Create mock overseas broker that returns a valid price for BUY orders."""
broker = MagicMock()
broker.get_overseas_price = AsyncMock(
return_value={"output": {"last": "182.50"}}
)
broker.get_overseas_balance = AsyncMock(
return_value={
"output2": [
{
"frcr_evlu_tota": "100000.00",
"frcr_dncl_amt_2": "50000.00",
"frcr_buy_amt_smtl": "50000.00",
}
]
}
)
broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"})
return broker
@pytest.fixture
def mock_scenario_engine_buy(self) -> MagicMock:
"""Create mock scenario engine that returns BUY."""
engine = MagicMock(spec=ScenarioEngine)
engine.evaluate = MagicMock(return_value=_make_buy_match("AAPL"))
return engine
@pytest.mark.asyncio
async def test_overseas_buy_order_uses_limit_price(
self,
mock_domestic_broker: MagicMock,
mock_overseas_broker_with_buy_scenario: MagicMock,
mock_scenario_engine_buy: MagicMock,
mock_playbook: DayPlaybook,
mock_risk: MagicMock,
mock_db: MagicMock,
mock_decision_logger: MagicMock,
mock_context_store: MagicMock,
mock_criticality_assessor: MagicMock,
mock_telegram: MagicMock,
mock_overseas_market: MagicMock,
) -> None:
"""Overseas BUY order must use current_price (limit), not 0 (market).
KIS VTS rejects market orders for overseas paper trading.
Regression test for issue #149.
"""
mock_telegram.notify_trade_execution = AsyncMock()
with patch("src.main.log_trade"):
await trading_cycle(
broker=mock_domestic_broker,
overseas_broker=mock_overseas_broker_with_buy_scenario,
scenario_engine=mock_scenario_engine_buy,
playbook=mock_playbook,
risk=mock_risk,
db_conn=mock_db,
decision_logger=mock_decision_logger,
context_store=mock_context_store,
criticality_assessor=mock_criticality_assessor,
telegram=mock_telegram,
market=mock_overseas_market,
stock_code="AAPL",
scan_candidates={},
)
# Verify limit order was sent with actual price, not 0.0
mock_overseas_broker_with_buy_scenario.send_overseas_order.assert_called_once()
call_kwargs = mock_overseas_broker_with_buy_scenario.send_overseas_order.call_args
sent_price = call_kwargs[1].get("price") or call_kwargs[0][4]
assert sent_price == 182.5, (
f"Expected limit price 182.5 but got {sent_price}. "
"KIS VTS only accepts limit orders for overseas paper trading."
)
class TestScenarioEngineIntegration: class TestScenarioEngineIntegration:
"""Test scenario engine integration in trading_cycle.""" """Test scenario engine integration in trading_cycle."""