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Merge pull request '[EXEC-POLICY] TKT-P1-007 session_id 로그 원장 강제' (#298) from feature/issue-tkt-p1-007-session-id-ledger into feature/v3-session-policy-stream

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This commit was merged in pull request #298.
This commit is contained in:
agentson
2026-02-27 08:51:27 +09:00
parent 2dbe98615d 694d73b212
commit d60fd8947b
2 changed files with 87 additions and 3 deletions
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36
src/db.py
View File

@@ -35,6 +35,7 @@ def init_db(db_path: str) -> sqlite3.Connection:
fx_pnl REAL DEFAULT 0.0,
market TEXT DEFAULT 'KR',
exchange_code TEXT DEFAULT 'KRX',
session_id TEXT DEFAULT 'UNKNOWN',
selection_context TEXT,
decision_id TEXT,
mode TEXT DEFAULT 'paper'
@@ -56,6 +57,10 @@ def init_db(db_path: str) -> sqlite3.Connection:
conn.execute("ALTER TABLE trades ADD COLUMN decision_id TEXT")
if "mode" not in columns:
conn.execute("ALTER TABLE trades ADD COLUMN mode TEXT DEFAULT 'paper'")
session_id_added = False
if "session_id" not in columns:
conn.execute("ALTER TABLE trades ADD COLUMN session_id TEXT DEFAULT 'UNKNOWN'")
session_id_added = True
if "strategy_pnl" not in columns:
conn.execute("ALTER TABLE trades ADD COLUMN strategy_pnl REAL DEFAULT 0.0")
if "fx_pnl" not in columns:
@@ -70,6 +75,14 @@ def init_db(db_path: str) -> sqlite3.Connection:
AND fx_pnl = 0.0
"""
)
if session_id_added:
conn.execute(
"""
UPDATE trades
SET session_id = 'UNKNOWN'
WHERE session_id IS NULL OR session_id = ''
"""
)
# Context tree tables for multi-layered memory management
conn.execute(
@@ -192,6 +205,7 @@ def log_trade(
fx_pnl: float | None = None,
market: str = "KR",
exchange_code: str = "KRX",
session_id: str | None = None,
selection_context: dict[str, any] | None = None,
decision_id: str | None = None,
mode: str = "paper",
@@ -211,12 +225,14 @@ def log_trade(
fx_pnl: FX PnL component
market: Market code
exchange_code: Exchange code
session_id: Session identifier (if omitted, auto-derived from market)
selection_context: Scanner selection data (RSI, volume_ratio, signal, score)
decision_id: Unique decision identifier for audit linking
mode: Trading mode ('paper' or 'live') for data separation
"""
# Serialize selection context to JSON
context_json = json.dumps(selection_context) if selection_context else None
resolved_session_id = _resolve_session_id(market=market, session_id=session_id)
if strategy_pnl is None and fx_pnl is None:
strategy_pnl = pnl
fx_pnl = 0.0
@@ -232,9 +248,9 @@ def log_trade(
INSERT INTO trades (
timestamp, stock_code, action, confidence, rationale,
quantity, price, pnl, strategy_pnl, fx_pnl,
market, exchange_code, selection_context, decision_id, mode
market, exchange_code, session_id, selection_context, decision_id, mode
)
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
""",
(
datetime.now(UTC).isoformat(),
@@ -249,6 +265,7 @@ def log_trade(
fx_pnl,
market,
exchange_code,
resolved_session_id,
context_json,
decision_id,
mode,
@@ -257,6 +274,21 @@ def log_trade(
conn.commit()
def _resolve_session_id(*, market: str, session_id: str | None) -> str:
if session_id:
return session_id
try:
from src.core.order_policy import classify_session_id
from src.markets.schedule import MARKETS
market_info = MARKETS.get(market)
if market_info is not None:
return classify_session_id(market_info)
except Exception:
pass
return "UNKNOWN"
def get_latest_buy_trade(
conn: sqlite3.Connection, stock_code: str, market: str
) -> dict[str, Any] | None:

54
tests/test_db.py
View File

@@ -155,6 +155,7 @@ def test_mode_column_exists_in_schema() -> None:
cursor = conn.execute("PRAGMA table_info(trades)")
columns = {row[1] for row in cursor.fetchall()}
assert "mode" in columns
assert "session_id" in columns
assert "strategy_pnl" in columns
assert "fx_pnl" in columns
@@ -199,15 +200,17 @@ def test_mode_migration_adds_column_to_existing_db() -> None:
cursor = conn.execute("PRAGMA table_info(trades)")
columns = {row[1] for row in cursor.fetchall()}
assert "mode" in columns
assert "session_id" in columns
assert "strategy_pnl" in columns
assert "fx_pnl" in columns
migrated = conn.execute(
"SELECT pnl, strategy_pnl, fx_pnl FROM trades WHERE stock_code='AAPL' LIMIT 1"
"SELECT pnl, strategy_pnl, fx_pnl, session_id FROM trades WHERE stock_code='AAPL' LIMIT 1"
).fetchone()
assert migrated is not None
assert migrated[0] == 123.45
assert migrated[1] == 123.45
assert migrated[2] == 0.0
assert migrated[3] == "UNKNOWN"
conn.close()
finally:
os.unlink(db_path)
@@ -277,3 +280,52 @@ def test_log_trade_partial_fx_input_does_not_infer_negative_strategy_pnl() -> No
assert row[0] == 10.0
assert row[1] == 0.0
assert row[2] == 10.0
def test_log_trade_persists_explicit_session_id() -> None:
conn = init_db(":memory:")
log_trade(
conn=conn,
stock_code="AAPL",
action="BUY",
confidence=70,
rationale="session test",
market="US_NASDAQ",
exchange_code="NASD",
session_id="US_PRE",
)
row = conn.execute("SELECT session_id FROM trades ORDER BY id DESC LIMIT 1").fetchone()
assert row is not None
assert row[0] == "US_PRE"
def test_log_trade_auto_derives_session_id_when_not_provided() -> None:
conn = init_db(":memory:")
log_trade(
conn=conn,
stock_code="005930",
action="BUY",
confidence=70,
rationale="auto session",
market="KR",
exchange_code="KRX",
)
row = conn.execute("SELECT session_id FROM trades ORDER BY id DESC LIMIT 1").fetchone()
assert row is not None
assert row[0] != "UNKNOWN"
def test_log_trade_unknown_market_falls_back_to_unknown_session() -> None:
conn = init_db(":memory:")
log_trade(
conn=conn,
stock_code="X",
action="BUY",
confidence=70,
rationale="unknown market",
market="MARS",
exchange_code="MARS",
)
row = conn.execute("SELECT session_id FROM trades ORDER BY id DESC LIMIT 1").fetchone()
assert row is not None
assert row[0] == "UNKNOWN"