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agentson
7d72669cb8 feat: enforce mandatory backtest cost assumptions (TASK-CODE-006) 2026-02-27 08:34:44 +09:00
agentson
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
agentson
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
agentson
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
agentson
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
agentson
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
agentson
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
agentson
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
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2026-02-26 23:58:03 +09:00
agentson
9bf72c63ec docs: clarify no-merge-by-default server reflection rule (#277)
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2026-02-26 23:57:58 +09:00
agentson
1399fa4d09 docs: enforce TPM ticket ownership and add main-agent ideation backlog (#277)
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2026-02-26 23:56:25 +09:00
agentson
f63fb53289 Merge pull request 'feat: phase1 상태기계/청산엔진/kill-switch 구현 (#275)' (#276) from feature/issue-275-phase1-state-exit-killswitch into main
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2026-02-26 23:46:11 +09:00
agentson
5050a4cf84 fix: address reviewer feedback for kill-switch enforcement and observability (#275)
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2026-02-26 23:46:02 +09:00
agentson
4987b6393a feat: implement phase1 state machine, composite exits, and kill-switch orchestration (#275)
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2026-02-26 23:22:58 +09:00
jihoson
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)
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2026-02-26 23:16:44 +09:00
agentson
c7c740f446 docs: add repository enforcement checklist for strict governance (#273)
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2026-02-26 23:08:16 +09:00
agentson
1333c65455 docs: add PM/TPM governance artifacts for multi-agent control (#273)
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2026-02-26 23:06:51 +09:00
jihoson
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)
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2026-02-26 22:52:56 +09:00
agentson
c383a411ff docs: add ouroboros execution routing and validation system (#271)
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2026-02-26 22:49:21 +09:00
jihoson
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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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
jihoson
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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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
jihoson
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
jihoson
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
agentson
7aa5fedc12 fix: market_data에 unrealized_pnl_pct/holding_days 추가하여 SELL 시나리오 정상화 (#259)
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trading_cycle()의 market_data에 보유 포지션 정보가 없어
Condition requires 'unrealized_pnl_pct' but key missing from market_data 경고 발생.
보유 종목(NVDA 등)의 take-profit/stop-loss 시나리오가 평가 불가하여 HOLD(confidence=0) 고착.

- get_open_position()에 timestamp 컬럼 추가
- market_data 구성 시 open_position 조회 후 아래 키 추가:
  - unrealized_pnl_pct: (current_price - entry_price) / entry_price * 100
  - holding_days: 매수일로부터 경과 일수

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-02-26 00:23:28 +09:00
agentson
3e777a5ab8 fix: mock_settings에 MODE='paper' 명시하여 paper 모드 테스트 실패 수정 (#261) 
mock_settings fixture에 MODE 미지정 시 .env의 MODE=live가 적용되어
paper TR_ID를 검증하는 테스트 3개가 실패.

- test_buy_market_order: VTTT1002U 기대 → TTTT1002U 실제
- test_sell_limit_order: VTTT1001U 기대 → TTTT1006U 실제
- test_us_paper_uses_vttt1004u: VTTT1004U 기대 → TTTT1004U 실제

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-02-26 00:23:01 +09:00
jihoson
6f93258983 Merge pull request 'fix: mock_settings에 MODE='paper' 명시하여 paper 모드 테스트 실패 수정 (#261)' (#262) from feature/issue-261-fix-mock-settings-mode into main
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Reviewed-on: #262
 2026-02-26 00:22:02 +09:00
agentson
82167c5b8a fix: mock_settings에 MODE='paper' 명시하여 paper 모드 테스트 실패 수정 (#261)
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mock_settings fixture에 MODE 미지정 시 .env의 MODE=live가 적용되어
paper TR_ID를 검증하는 테스트 3개가 실패.

- test_buy_market_order: VTTT1002U 기대 → TTTT1002U 실제
- test_sell_limit_order: VTTT1001U 기대 → TTTT1006U 실제
- test_us_paper_uses_vttt1004u: VTTT1004U 기대 → TTTT1004U 실제

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-02-26 00:21:39 +09:00
jihoson
f87c4dc2f0 Merge pull request 'fix: ranking API 필수 파라미터 KEYB 추가 및 GUBN 값 수정 (#258)' (#260) from feature/issue-258-ranking-api-keyb-param into main
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Reviewed-on: #260
 2026-02-26 00:20:58 +09:00
agentson
8af5f564c3 fix: ranking API 필수 파라미터 KEYB 추가 및 GUBN 값 수정 (#258)
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KIS 공식 문서(20260221) 기준 KEYB(NEXT KEY BUFF)는 Required=Y이나
누락되어 있어 항상 rt_cd=2 오류 발생, fallback 경로로만 실행됨.

- fluctuation/volume 양쪽 params에 KEYB: '' 추가
- GUBN 주석 수정: 0=하락율, 1=상승율 (문서 기준)
- GUBN 값 0→1 수정: 상승율 기준으로 변동성 급등 종목 스캔

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-02-26 00:19:55 +09:00
jihoson
06e4fc5597 Merge pull request 'fix: run_overnight.sh --mode=paper → --mode=live 수정 (#256)' (#257) from feature/issue-256-fix-overnight-live-mode into main
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Reviewed-on: #257
 2026-02-26 00:06:50 +09:00
agentson
b697b6d515 fix: run_overnight.sh --mode=paper → --mode=live 수정 (#256)
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실전투자 API 설정(.env: 실전 BASE_URL, 계좌번호)을 사용하면서
--mode=paper로 실행하여 TR_ID 불일치 발생.

실전투자 서버에 모의투자 TR_ID(VTTS3012R)를 날려
EGW02004: 실전투자 TR 이 아닙니다. 오류로 해외 거래 전부 실패.

APP_CMD 기본값을 --mode=live로 변경하여 실전투자 TR_ID(TTTS3012R) 사용.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-02-26 00:03:51 +09:00
jihoson
42db5b3cc1 Merge pull request 'chore: 모의투자 데이터 및 evolved 전략 파일 정리 (#254)' (#255) from feature/issue-254-cleanup-paper-data into main
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Reviewed-on: #255
 2026-02-25 07:45:22 +09:00
agentson
f252a84d65 chore: 모의투자 기반 evolved 전략 파일 삭제 (#254)
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실전 전환 후 모의 데이터로 생성된 evolved 전략 파일 제거.
main.py에서 import되지 않으므로 트레이딩 로직에 영향 없음.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-02-25 07:42:24 +09:00