fix: overseas order rt_cd check, limit price premium, paper cash fallback (#151)
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Three fixes for overseas stock trading failures:

1. Price API exchange code mapping:
   - get_overseas_price() now applies _PRICE_EXCHANGE_MAP (NASD→NAS, NYSE→NYS, AMEX→AMS)
   - Price API HHDFS00000300 requires short exchange codes same as ranking API

2. rt_cd check in send_overseas_order():
   - Log WARNING (not INFO) when rt_cd != "0" (e.g., "주문가능금액이 부족합니다")
   - Caller (main.py) checks rt_cd == "0" before calling log_trade()
   - Prevents DB from recording failed orders as successful trades

3. Limit order price premium for BUY:
   - BUY limit price = current_price * 1.005 (0.5% premium)
   - SELL limit price = current_price (no premium)
   - Improves fill probability: KIS VTS only accepts limit orders,
     and last price is typically at or below ask

4. PAPER_OVERSEAS_CASH fallback (config + main.py):
   - New setting: PAPER_OVERSEAS_CASH = 50000.0 (USD)
   - When VTS overseas balance API fails/returns 0, use this as simulated cash
   - Applied in both trading_cycle() and run_daily_session()

5. Candidate price fallback:
   - If price API returns 0, use scanner candidate price as fallback

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
agentson
2026-02-19 05:44:19 +09:00
parent c5a8982122
commit dfb418c7b2
4 changed files with 260 additions and 41 deletions

View File

@@ -8,7 +8,7 @@ import aiohttp
import pytest
from src.broker.kis_api import KISBroker
from src.broker.overseas import OverseasBroker, _RANKING_EXCHANGE_MAP
from src.broker.overseas import OverseasBroker, _PRICE_EXCHANGE_MAP, _RANKING_EXCHANGE_MAP
from src.config import Settings
@@ -302,7 +302,7 @@ class TestGetOverseasPrice:
call_args = mock_session.get.call_args
params = call_args[1]["params"]
assert params["EXCD"] == "NASD"
assert params["EXCD"] == "NAS" # NASD → NAS via _PRICE_EXCHANGE_MAP
assert params["SYMB"] == "AAPL"
@pytest.mark.asyncio
@@ -519,3 +519,125 @@ class TestExtractRankingRows:
def test_filters_non_dict_rows(self, overseas_broker: OverseasBroker) -> None:
data = {"output": [{"a": 1}, "invalid", {"b": 2}]}
assert overseas_broker._extract_ranking_rows(data) == [{"a": 1}, {"b": 2}]
class TestPriceExchangeMap:
"""Test _PRICE_EXCHANGE_MAP is applied in get_overseas_price (issue #151)."""
def test_price_map_equals_ranking_map(self) -> None:
assert _PRICE_EXCHANGE_MAP is _RANKING_EXCHANGE_MAP
@pytest.mark.parametrize("original,expected", [
("NASD", "NAS"),
("NYSE", "NYS"),
("AMEX", "AMS"),
])
def test_us_exchange_code_mapping(self, original: str, expected: str) -> None:
assert _PRICE_EXCHANGE_MAP[original] == expected
@pytest.mark.asyncio
async def test_get_overseas_price_sends_mapped_code(
self, overseas_broker: OverseasBroker
) -> None:
"""NASD → NAS must be sent to HHDFS00000300."""
mock_resp = AsyncMock()
mock_resp.status = 200
mock_resp.json = AsyncMock(return_value={"output": {"last": "200.00"}})
mock_session = MagicMock()
mock_session.get = MagicMock(return_value=_make_async_cm(mock_resp))
_setup_broker_mocks(overseas_broker, mock_session)
await overseas_broker.get_overseas_price("NASD", "AAPL")
params = mock_session.get.call_args[1]["params"]
assert params["EXCD"] == "NAS"
class TestOrderRtCdCheck:
"""Test that send_overseas_order checks rt_cd and logs accordingly (issue #151)."""
@pytest.fixture
def overseas_broker(self, mock_settings: Settings) -> OverseasBroker:
broker = MagicMock(spec=KISBroker)
broker._settings = mock_settings
broker._account_no = "12345678"
broker._product_cd = "01"
broker._base_url = "https://openapivts.koreainvestment.com:9443"
broker._rate_limiter = AsyncMock()
broker._rate_limiter.acquire = AsyncMock()
broker._auth_headers = AsyncMock(return_value={"authorization": "Bearer t"})
broker._get_hash_key = AsyncMock(return_value="hashval")
return OverseasBroker(broker)
@pytest.mark.asyncio
async def test_success_rt_cd_returns_data(
self, overseas_broker: OverseasBroker
) -> None:
"""rt_cd='0' → order accepted, data returned."""
mock_resp = AsyncMock()
mock_resp.status = 200
mock_resp.json = AsyncMock(return_value={"rt_cd": "0", "msg1": "완료"})
mock_session = MagicMock()
mock_session.post = MagicMock(return_value=_make_async_cm(mock_resp))
overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
result = await overseas_broker.send_overseas_order("NASD", "AAPL", "BUY", 10, price=150.0)
assert result["rt_cd"] == "0"
@pytest.mark.asyncio
async def test_error_rt_cd_returns_data_with_msg(
self, overseas_broker: OverseasBroker
) -> None:
"""rt_cd != '0' → order rejected, data still returned (caller checks rt_cd)."""
mock_resp = AsyncMock()
mock_resp.status = 200
mock_resp.json = AsyncMock(
return_value={"rt_cd": "1", "msg1": "주문가능금액이 부족합니다."}
)
mock_session = MagicMock()
mock_session.post = MagicMock(return_value=_make_async_cm(mock_resp))
overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
result = await overseas_broker.send_overseas_order("NASD", "AAPL", "BUY", 10, price=150.0)
assert result["rt_cd"] == "1"
assert "부족" in result["msg1"]
class TestPaperOverseasCash:
"""Test PAPER_OVERSEAS_CASH config setting (issue #151)."""
def test_default_value(self) -> None:
settings = Settings(
KIS_APP_KEY="k",
KIS_APP_SECRET="s",
KIS_ACCOUNT_NO="12345678-01",
GEMINI_API_KEY="g",
)
assert settings.PAPER_OVERSEAS_CASH == 50000.0
def test_env_override(self) -> None:
import os
os.environ["PAPER_OVERSEAS_CASH"] = "25000"
settings = Settings(
KIS_APP_KEY="k",
KIS_APP_SECRET="s",
KIS_ACCOUNT_NO="12345678-01",
GEMINI_API_KEY="g",
)
assert settings.PAPER_OVERSEAS_CASH == 25000.0
del os.environ["PAPER_OVERSEAS_CASH"]
def test_zero_disables_fallback(self) -> None:
import os
os.environ["PAPER_OVERSEAS_CASH"] = "0"
settings = Settings(
KIS_APP_KEY="k",
KIS_APP_SECRET="s",
KIS_ACCOUNT_NO="12345678-01",
GEMINI_API_KEY="g",
)
assert settings.PAPER_OVERSEAS_CASH == 0.0
del os.environ["PAPER_OVERSEAS_CASH"]