agentson
694d73b212
fix: lazy session resolver and one-time session_id backfill
2026-02-27 08:51:00 +09:00
agentson
b2b02b6f57
feat: enforce session_id persistence in trade ledger (TASK-CODE-007)
2026-02-27 08:49:04 +09:00
2dbe98615d
Merge pull request '[FX-ACCOUNTING] TKT-P1-006 전략/환율 PnL 분리 회계' ( #296 ) from feature/issue-tkt-p1-006-fx-pnl-separation into feature/v3-session-policy-stream
2026-02-27 08:46:56 +09:00
agentson
34cf081c96
fix: backfill split pnl migration and harden partial pnl inputs
2026-02-27 08:46:22 +09:00
agentson
7bc4e88335
feat: separate strategy and fx pnl fields in trade logs (TASK-CODE-011)
2026-02-27 08:44:05 +09:00
386e039ff6
Merge pull request '[BACKTEST-MODEL] TKT-P1-005 보수적 체결 모델 구현' ( #294 ) from feature/issue-tkt-p1-005-conservative-fill-model into feature/v3-session-policy-stream
2026-02-27 08:42:22 +09:00
agentson
13ba9e8081
fix: validate execution assumption ranges in backtest model
2026-02-27 08:41:56 +09:00
agentson
5b52f593a8
feat: add conservative backtest execution simulator (TASK-CODE-010)
2026-02-27 08:40:23 +09:00
2798558bf3
Merge pull request '[BACKTEST-MODEL] TKT-P1-002 백테스트 비용/슬리피지 옵션 필수화' ( #292 ) from feature/issue-tkt-p1-002-backtest-cost-mandatory into feature/v3-session-policy-stream
2026-02-27 08:37:15 +09:00
agentson
2331d80915
fix: reject non-finite backtest cost assumptions
2026-02-27 08:36:38 +09:00
agentson
7d72669cb8
feat: enforce mandatory backtest cost assumptions (TASK-CODE-006)
2026-02-27 08:34:44 +09:00
74a4784b7a
Merge pull request '[BACKTEST-MODEL] TKT-P1-004 Walk-forward + Purge/Embargo 분할 유틸' ( #290 ) from feature/issue-tkt-p1-004-walkforward-purge-embargo into feature/v3-session-policy-stream
2026-02-27 08:33:01 +09:00
agentson
dc70311aed
fix: keep embargo tied to accepted folds and enforce PR-comment decision logs
2026-02-27 08:32:09 +09:00
agentson
e56819e9e2
feat: add walk-forward splitter with purge and embargo controls (TASK-CODE-005)
2026-02-27 08:28:11 +09:00
cfd5351b58
Merge pull request '[FX-ACCOUNTING] TKT-P1-001 USD/KRW 버퍼 진입 제한' ( #288 ) from feature/issue-tkt-p1-001-fx-buffer-guard into feature/v3-session-policy-stream
2026-02-27 00:53:21 +09:00
agentson
b206c23fc9
fix: scope USD buffer guard to US markets and add boundary tests
2026-02-27 00:52:44 +09:00
agentson
4d9f3e2cfc
feat: enforce overseas buy guard with USD buffer threshold (TASK-V3-014)
2026-02-27 00:50:12 +09:00
a93a5c616b
Merge pull request '[BACKTEST-MODEL] TKT-P1-003 Triple Barrier 라벨러 구현' ( #286 ) from feature/issue-tkt-p1-003-triple-barrier-labeler into feature/v3-session-policy-stream
2026-02-27 00:47:37 +09:00
agentson
9f64c9944a
fix: correct short-side tie-break semantics in triple barrier
2026-02-27 00:47:09 +09:00
agentson
bb391d502c
feat: add triple barrier labeler with first-touch logic (TASK-CODE-004)
2026-02-27 00:45:18 +09:00
b0100fde10
Merge pull request '[RISK-EMERGENCY][SCN-FAIL-003] TKT-P0-002 Kill Switch 순서 강제 검증 자동화' ( #284 ) from feature/issue-tkt-p0-002-killswitch-ordering into feature/v3-session-policy-stream
2026-02-27 00:42:16 +09:00
agentson
0a4e69d40c
fix: record kill switch cancel failures and add failure-path tests
2026-02-27 00:41:13 +09:00
agentson
25401ac132
feat: enforce operational kill switch callbacks in runtime flow (TASK-CODE-003)
2026-02-27 00:38:26 +09:00
1381b140ab
Merge pull request '[EXEC-POLICY][SCN-FAIL-001] TKT-P0-001 블랙아웃 차단/큐/복구 재검증' ( #282 ) from feature/issue-tkt-p0-001-blackout-queue-revalidate into feature/v3-session-policy-stream
2026-02-27 00:32:59 +09:00
agentson
356d085ab0
feat: implement blackout queue and recovery revalidation (TASK-CODE-008)
2026-02-27 00:31:29 +09:00
54d6cc3d7c
Merge pull request 'docs: feature-branch 팀 운영 규칙 및 모니터링 검증 게이트 반영 ( #279 )' ( #280 ) from feature/issue-279-session-order-policy-guard into feature/v3-session-policy-stream
2026-02-27 00:19:55 +09:00
agentson
3ffad58d57
docs: allow ticket->feature merges without user approval; keep main gated ( #279 )
2026-02-27 00:19:51 +09:00
agentson
df6baee7f1
feat: add session-aware order policy guard for low-liquidity market-order rejection ( #279 )
2026-02-27 00:13:47 +09:00
agentson
c31a6a569d
docs: enforce feature-branch team flow and mandatory runtime monitoring validation ( #279 )
2026-02-27 00:05:01 +09:00
990f9696ab
Merge pull request 'docs: TPM 티켓 우선순위/메인 아이디에이션/무머지 세션 규칙 반영 ( #277 )' ( #278 ) from feature/issue-277-tpm-priority-main-ideation-no-merge-session into main
CI / test (push) Waiting to run
2026-02-26 23:58:03 +09:00
agentson
9bf72c63ec
docs: clarify no-merge-by-default server reflection rule ( #277 )
CI / test (pull_request) Waiting to run
2026-02-26 23:57:58 +09:00
agentson
1399fa4d09
docs: enforce TPM ticket ownership and add main-agent ideation backlog ( #277 )
CI / test (pull_request) Waiting to run
2026-02-26 23:56:25 +09:00
f63fb53289
Merge pull request 'feat: phase1 상태기계/청산엔진/kill-switch 구현 ( #275 )' ( #276 ) from feature/issue-275-phase1-state-exit-killswitch into main
CI / test (push) Has been cancelled
2026-02-26 23:46:11 +09:00
agentson
5050a4cf84
fix: address reviewer feedback for kill-switch enforcement and observability ( #275 )
CI / test (pull_request) Waiting to run
2026-02-26 23:46:02 +09:00
agentson
4987b6393a
feat: implement phase1 state machine, composite exits, and kill-switch orchestration ( #275 )
CI / test (pull_request) Waiting to run
2026-02-26 23:22:58 +09:00
8faf974522
Merge pull request 'docs: multi-agent governance 운영 체계 반영 ( #273 )' ( #274 ) from feature/issue-273-multi-agent-governance-docs into main
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Reviewed-on: #274
2026-02-26 23:19:11 +09:00
agentson
d524159ad0
docs: add runtime verifier role and replan escalation protocol ( #273 )
CI / test (pull_request) Waiting to run
2026-02-26 23:16:44 +09:00
agentson
c7c740f446
docs: add repository enforcement checklist for strict governance ( #273 )
CI / test (pull_request) Waiting to run
2026-02-26 23:08:16 +09:00
agentson
1333c65455
docs: add PM/TPM governance artifacts for multi-agent control ( #273 )
CI / test (pull_request) Waiting to run
2026-02-26 23:06:51 +09:00
9db7f903f8
Merge pull request 'docs: ouroboros 실행 지시서/검증 시스템 반영 ( #271 )' ( #272 ) from feature/issue-271-docs-routing-validation into main
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Reviewed-on: #272
2026-02-26 22:56:17 +09:00
agentson
4660310ee4
docs: add tea newline troubleshooting and runlog ( #271 )
CI / test (pull_request) Waiting to run
2026-02-26 22:52:56 +09:00
agentson
c383a411ff
docs: add ouroboros execution routing and validation system ( #271 )
CI / test (pull_request) Waiting to run
2026-02-26 22:49:21 +09:00
7b3ba27ef7
Merge pull request 'fix: 해외 매수가능금액 ord_psbl_frcr_amt → ovrs_ord_psbl_amt 교체 ( #269 )' ( #270 ) from feature/issue-269-overseas-cash-ovrs-ord-psbl-amt into main
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CI / test (push) Has been cancelled
Reviewed-on: #270
2026-02-26 02:01:57 +09:00
agentson
6ff887c047
fix: 해외 매수가능금액 ord_psbl_frcr_amt → ovrs_ord_psbl_amt 교체 ( #269 )
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외화 예수금만 반영하는 ord_psbl_frcr_amt 대신
미결제 매도 대금(sll_ruse_psbl_amt)을 포함하는
ovrs_ord_psbl_amt (앱 '외화' 기준 통합 주문가능금액)를 사용하도록 수정.
실제 API 응답 확인:
ord_psbl_frcr_amt = $139.25 (외화 예수금만)
sll_ruse_psbl_amt = $7292.70 (미결제 매도 대금)
ovrs_ord_psbl_amt = $7391.30 (합산, 원화 미포함)
원화 환산(frcr_ord_psbl_amt1)은 요구사항에 따라 사용하지 않음.
출처: KIS 공식문서(20260221) '해외주식 매수가능금액조회' 시트.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com >
2026-02-26 02:01:13 +09:00
219eef6388
Merge pull request 'fix: 로그 WARNING 2종 수정 - scanner 오해 메시지 및 홀딩 종목 rsi 누락 ( #267 )' ( #268 ) from feature/issue-267-fix-log-warnings into main
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CI / test (push) Has been cancelled
Reviewed-on: #268
2026-02-26 01:46:43 +09:00
agentson
9d7ca12275
fix: 홀딩 종목 volume_ratio를 price API high/low 실데이터로 계산 ( #267 )
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candidate 없는 해외 홀딩 종목(NVDA 등)에 대해 이미 호출된
get_overseas_price 응답의 high/low를 활용하여 scanner와 동일한 방식으로
volume_ratio 계산:
intraday_range_pct = (high - low) / price * 100
volume_ratio = max(1.0, volatility_pct / 2.0)
high/low 미제공 시(국내 종목, API 미응답) 기존 기본값 1.0 유지.
implied_rsi는 이미 실API price_change_pct(rate 필드) 기반.
tests/test_main.py: 해외 홀딩 종목 volume_ratio 계산 검증 테스트 추가
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com >
2026-02-26 01:45:22 +09:00
agentson
ccb00ee77d
fix: 로그 WARNING 2종 수정 - scanner 오해 메시지 및 홀딩 종목 rsi 누락 ( #267 )
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1. WARNING → DEBUG: fallback_stocks 없어도 overseas ranking API로 scanner
정상 동작하므로 오해를 주는 WARNING 레벨을 DEBUG로 낮춤 (2곳)
2. 홀딩 종목 market_data 보강: scanner를 통하지 않은 종목(NVDA 등)에
price_change_pct 기반 implied_rsi와 volume_ratio=1.0 기본값 설정,
scenario_engine 조건 평가 완전화
3. test_main.py: 새로운 동작에 맞게 관련 테스트 2개 업데이트
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com >
2026-02-26 01:39:45 +09:00
b1b728f62e
Merge pull request 'fix: 해외 cash=0.00 및 get_open_position HOLD 필터링 수정 ( #264 , #265 )' ( #266 ) from feature/issue-264-265-overseas-cash-and-open-position into main
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Reviewed-on: #266
2026-02-26 01:30:37 +09:00
agentson
df12be1305
fix: 해외 cash=0.00 및 get_open_position HOLD 필터링 수정 ( #264 , #265 )
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## 변경사항
### #264 — 해외 매수가능금액 조회 API 교체 (frcr_dncl_amt_2 → inquire-psamount)
- TTTS3012R (해외주식 잔고) output2에 frcr_dncl_amt_2 필드가 존재하지 않아
총 가용 현금이 항상 0.00으로 산출되는 문제 수정
- OverseasBroker에 get_overseas_buying_power() 메서드 추가
(TR_ID: 실전 TTTS3007R / 모의 VTTS3007R, ord_psbl_frcr_amt 반환)
- main.py trading_cycle() 및 daily cycle 모두 수정
- 출처: 한국투자증권 오픈API 전체문서 (20260221) — 해외주식 매수가능금액조회 시트
### #265 — get_open_position() HOLD 레코드 필터링 추가
- HOLD 결정도 trades 테이블에 저장되어 BUY 이후 HOLD 기록 시
최신 레코드가 HOLD → get_open_position이 None 반환하는 문제 수정
- 쿼리에 AND action IN ('BUY', 'SELL') 필터 추가
- HOLD 레코드를 제외하고 마지막 BUY/SELL 기록만 확인
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com >
2026-02-26 01:29:46 +09:00
6a6d3bd631
Merge pull request 'fix: market_data에 unrealized_pnl_pct/holding_days 추가하여 SELL 시나리오 정상화 ( #259 )' ( #263 ) from feature/issue-259-market-data-pnl-holding-days into main
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Reviewed-on: #263
2026-02-26 00:23:55 +09:00
