feat: 시작 시 브로커 포지션 → DB 동기화 및 국내주식 이중 매수 방지 (#206)
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- sync_positions_from_broker() 함수 추가
  - 시스템 시작 시 브로커 잔고를 조회해 DB에 없는 포지션을 BUY 레코드로 삽입
  - 국내: get_balance(), 해외: get_overseas_balance(exchange_code) 순회
  - ConnectionError는 경고 로그만 남기고 계속 진행 (non-fatal)
  - 동일 exchange_code 중복 조회 방지 (seen_exchange_codes 집합)
  - run() 초기화 후 최초 한 번 자동 호출

- 국내주식 BUY 이중 방지 로직 확장
  - trading_cycle 및 run_daily_session에서 기존에 해외 전용(not market.is_domestic)
    으로만 적용하던 broker balance 체크를 국내/해외 공통으로 변경
  - _extract_held_qty_from_balance(is_domestic=market.is_domestic)

- 테스트 (827 passed)
  - TestSyncPositionsFromBroker (6개): 국내/해외 동기화, 중복 skip, 공란, ConnectionError, dedup
  - TestDomesticBuyDoublePreventionTradingCycle (1개): 국내 보유 주식 BUY 억제

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
agentson
2026-02-23 16:57:13 +09:00
parent 25ad4776c9
commit ff9c4d6082
2 changed files with 376 additions and 8 deletions

View File

@@ -40,7 +40,7 @@ from src.evolution.daily_review import DailyReviewer
from src.evolution.optimizer import EvolutionOptimizer
from src.logging.decision_logger import DecisionLogger
from src.logging_config import setup_logging
from src.markets.schedule import MarketInfo, get_next_market_open, get_open_markets
from src.markets.schedule import MARKETS, MarketInfo, get_next_market_open, get_open_markets
from src.notifications.telegram_client import NotificationFilter, TelegramClient, TelegramCommandHandler
from src.strategy.models import DayPlaybook, MarketOutlook
from src.strategy.playbook_store import PlaybookStore
@@ -129,6 +129,88 @@ async def _retry_connection(coro_factory: Any, *args: Any, label: str = "", **kw
raise
async def sync_positions_from_broker(
broker: Any,
overseas_broker: Any,
db_conn: Any,
settings: "Settings",
) -> int:
"""Sync open positions from the live broker into the local DB at startup.
Fetches current holdings from the broker for all configured markets and
inserts a synthetic BUY record for any position that the DB does not
already know about. This prevents double-buy when positions were opened
in a previous session or entered manually outside the system.
Returns:
Number of new positions synced.
"""
synced = 0
seen_exchange_codes: set[str] = set()
for market_code in settings.enabled_market_list:
market = MARKETS.get(market_code)
if market is None:
continue
try:
if market.is_domestic:
balance_data = await broker.get_balance()
log_market = market_code # "KR"
else:
if market.exchange_code in seen_exchange_codes:
continue
seen_exchange_codes.add(market.exchange_code)
balance_data = await overseas_broker.get_overseas_balance(
market.exchange_code
)
log_market = market_code # e.g. "US_NASDAQ"
except ConnectionError as exc:
logger.warning(
"Startup sync: balance fetch failed for %s — skipping: %s",
market_code,
exc,
)
continue
held_codes = _extract_held_codes_from_balance(
balance_data, is_domestic=market.is_domestic
)
for stock_code in held_codes:
if get_open_position(db_conn, stock_code, log_market):
continue # already tracked
qty = _extract_held_qty_from_balance(
balance_data, stock_code, is_domestic=market.is_domestic
)
log_trade(
conn=db_conn,
stock_code=stock_code,
action="BUY",
confidence=0,
rationale="[startup-sync] Position detected from broker at startup",
quantity=qty,
price=0.0,
market=log_market,
exchange_code=market.exchange_code,
mode=settings.MODE,
)
logger.info(
"Startup sync: %s/%s recorded as open position (qty=%d)",
log_market,
stock_code,
qty,
)
synced += 1
if synced:
logger.info(
"Startup sync complete: %d position(s) synced from broker", synced
)
else:
logger.info("Startup sync: no new positions to sync from broker")
return synced
def _extract_symbol_from_holding(item: dict[str, Any]) -> str:
"""Extract symbol from overseas holding payload variants."""
for key in (
@@ -571,11 +653,11 @@ async def trading_cycle(
# BUY 결정 전 기존 포지션 체크 (중복 매수 방지)
if decision.action == "BUY":
existing_position = get_open_position(db_conn, stock_code, market.code)
if not existing_position and not market.is_domestic:
if not existing_position:
# SELL 지정가 접수 후 미체결 시 DB는 종료로 기록되나 브로커는 여전히 보유 중.
# 이중 매수 방지를 위해 라이브 브로커 잔고를 authoritative source로 사용.
# 국내/해외 모두 라이브 브로커 잔고를 authoritative source로 사용.
broker_qty = _extract_held_qty_from_balance(
balance_data, stock_code, is_domestic=False
balance_data, stock_code, is_domestic=market.is_domestic
)
if broker_qty > 0:
existing_position = {"price": 0.0, "quantity": broker_qty}
@@ -1187,11 +1269,11 @@ async def run_daily_session(
# BUY 중복 방지: 브로커 잔고 기반 (미체결 SELL 리밋 주문 보호)
if decision.action == "BUY":
daily_existing = get_open_position(db_conn, stock_code, market.code)
if not daily_existing and not market.is_domestic:
if not daily_existing:
# SELL 지정가 접수 후 미체결 시 DB는 종료로 기록되나 브로커는 여전히 보유 중.
# 이중 매수 방지를 위해 라이브 브로커 잔고를 authoritative source로 사용.
# 국내/해외 모두 라이브 브로커 잔고를 authoritative source로 사용.
broker_qty = _extract_held_qty_from_balance(
balance_data, stock_code, is_domestic=False
balance_data, stock_code, is_domestic=market.is_domestic
)
if broker_qty > 0:
daily_existing = {"price": 0.0, "quantity": broker_qty}
@@ -2040,6 +2122,12 @@ async def run(settings: Settings) -> None:
except Exception as exc:
logger.warning("System startup notification failed: %s", exc)
# Sync broker positions → DB to prevent double-buy on restart
try:
await sync_positions_from_broker(broker, overseas_broker, db_conn, settings)
except Exception as exc:
logger.warning("Startup position sync failed (non-fatal): %s", exc)
# Start command handler
try:
await command_handler.start_polling()