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