Commit Graph

171 Commits

Author SHA1 Message Date
9456d66de4 Merge pull request 'feat: US minimum price entry filter (#320)' (#340) from feature/issue-320-us-min-price-filter into feature/v3-session-policy-stream
Some checks failed
Gitea CI / test (push) Has been cancelled
Reviewed-on: #340
2026-02-28 18:22:28 +09:00
33b97f21ac Merge pull request 'fix: log blackout recovery executions to DB (#324)' (#339) from feature/issue-324-blackout-recovery-trade-log into feature/v3-session-policy-stream
Some checks failed
Gitea CI / test (push) Has been cancelled
Reviewed-on: #339
2026-02-28 18:22:11 +09:00
3b135c3080 Merge pull request 'fix: SELL outcome PnL uses sell quantity (#322)' (#337) from feature/issue-322-sell-pnl-sell-qty into feature/v3-session-policy-stream
Some checks failed
Gitea CI / test (push) Has been cancelled
Reviewed-on: #337
2026-02-28 18:21:34 +09:00
1b0d5568d3 Merge pull request 'infra: governance registry sync gate in CI (#330)' (#335) from feature/issue-330-governance-ci-guard into feature/v3-session-policy-stream
Some checks failed
Gitea CI / test (push) Has been cancelled
Reviewed-on: #335
2026-02-28 18:21:10 +09:00
agentson
2406a80782 test: add governance validator unit coverage (#330)
Some checks are pending
Gitea CI / test (push) Waiting to run
Gitea CI / test (pull_request) Waiting to run
2026-02-28 17:40:51 +09:00
agentson
92261da414 fix: include exchange_code in latest BUY matching key (#323)
Some checks are pending
Gitea CI / test (pull_request) Waiting to run
Gitea CI / test (push) Waiting to run
2026-02-28 17:17:21 +09:00
agentson
9267f1fb77 test: add US minimum price boundary and KR-scope coverage (#320)
Some checks are pending
Gitea CI / test (push) Waiting to run
Gitea CI / test (pull_request) Waiting to run
2026-02-28 17:15:10 +09:00
agentson
fd0246769a test: add sell qty fallback guard and quantity-basis coverage (#322)
Some checks are pending
Gitea CI / test (push) Waiting to run
Gitea CI / test (pull_request) Waiting to run
2026-02-28 17:13:56 +09:00
ea7260d574 Merge pull request 'feat: explicit session_id propagation in logs (#326)' (#336) from feature/issue-326-session-id-explicit-propagation into feature/v3-session-policy-stream
Some checks failed
Gitea CI / test (push) Has been cancelled
Reviewed-on: #336
2026-02-28 17:07:34 +09:00
a2855e286e Merge pull request 'feat: minute-based triple barrier horizon (#329)' (#334) from feature/issue-329-triple-barrier-minutes into feature/v3-session-policy-stream
Some checks failed
Gitea CI / test (push) Has been cancelled
Reviewed-on: #334
2026-02-28 17:06:31 +09:00
agentson
5c107d2435 fix: persist blackout recovery executions to trades log (#324)
Some checks are pending
Gitea CI / test (push) Waiting to run
Gitea CI / test (pull_request) Waiting to run
2026-02-28 14:39:30 +09:00
agentson
6d7e6557d2 fix: compute SELL decision outcome using sell quantity (#322)
Some checks failed
Gitea CI / test (pull_request) Waiting to run
Gitea CI / test (push) Has been cancelled
2026-02-28 14:38:10 +09:00
agentson
11b9ad126f feat: propagate runtime session_id across decision and trade logs (#326)
Some checks are pending
Gitea CI / test (push) Waiting to run
Gitea CI / test (pull_request) Waiting to run
2026-02-28 14:37:32 +09:00
agentson
c641097fe7 feat: support minute-based triple barrier horizon (#329)
Some checks are pending
Gitea CI / test (push) Waiting to run
Gitea CI / test (pull_request) Waiting to run
2026-02-28 14:35:55 +09:00
agentson
2f3b2149d5 fix: add syntax guard for evolved strategy generation (#321)
Some checks are pending
Gitea CI / test (push) Waiting to run
Gitea CI / test (pull_request) Waiting to run
2026-02-28 14:35:35 +09:00
agentson
c00525eb4d feat: integrate v2 backtest pipeline for triple barrier and walk-forward (#305)
Some checks are pending
Gitea CI / test (push) Waiting to run
Gitea CI / test (pull_request) Waiting to run
2026-02-27 23:58:52 +09:00
agentson
98dab2e06e fix: apply staged exit semantics in runtime paths (#304)
Some checks are pending
Gitea CI / test (push) Waiting to run
Gitea CI / test (pull_request) Waiting to run
2026-02-27 23:48:52 +09:00
agentson
4a404875a9 fix: include extended KR/US sessions in realtime market scheduling (#301) 2026-02-27 22:30:13 +09:00
agentson
2742628b78 feat: prioritize kill-switch over overnight exception policy (TASK-CODE-012) 2026-02-27 08:55:24 +09:00
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
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
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
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
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
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
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
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
356d085ab0 feat: implement blackout queue and recovery revalidation (TASK-CODE-008) 2026-02-27 00:31:29 +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
5050a4cf84 fix: address reviewer feedback for kill-switch enforcement and observability (#275)
Some checks failed
CI / test (pull_request) Has been cancelled
2026-02-26 23:46:02 +09:00
agentson
4987b6393a feat: implement phase1 state machine, composite exits, and kill-switch orchestration (#275)
Some checks failed
CI / test (pull_request) Has been cancelled
2026-02-26 23:22:58 +09:00
agentson
6ff887c047 fix: 해외 매수가능금액 ord_psbl_frcr_amt → ovrs_ord_psbl_amt 교체 (#269)
Some checks failed
CI / test (pull_request) Has been cancelled
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
agentson
9d7ca12275 fix: 홀딩 종목 volume_ratio를 price API high/low 실데이터로 계산 (#267)
Some checks failed
CI / test (pull_request) Has been cancelled
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)
Some checks failed
CI / test (pull_request) Has been cancelled
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
agentson
df12be1305 fix: 해외 cash=0.00 및 get_open_position HOLD 필터링 수정 (#264, #265)
Some checks failed
CI / test (pull_request) Has been cancelled
## 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
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
Some checks failed
CI / test (push) Has been cancelled
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)
Some checks failed
CI / test (pull_request) Has been cancelled
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
agentson
8af5f564c3 fix: ranking API 필수 파라미터 KEYB 추가 및 GUBN 값 수정 (#258)
Some checks failed
CI / test (pull_request) Has been cancelled
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
agentson
67e0e8df41 fix: current_price=0 stop-loss 오발동 및 해외 주문 소수점 초과 수정 (#251, #252)
Some checks failed
CI / test (pull_request) Has been cancelled
1. stop-loss/take-profit 가드에 current_price > 0 조건 추가 (#251)
   - 현재가 API 실패(0.0 반환) 시 loss_pct=-100% 계산으로 오발동되던 문제 수정
   - if entry_price > 0 → if entry_price > 0 and current_price > 0
   - LLY '주문구분 입력오류'는 이 오발동의 연쇄 결과(overseas_price=0 → ORD_DVSN='01')

2. 해외 주문 가격 소수점을 $1 이상은 2자리로 제한 (#252)
   - round(x, 4) → $1+ 종목은 round(x, 2), 페니스탁은 round(x, 4) 유지
   - KIS '1$이상 소수점 2자리까지만 가능' 오류(TQQQ) 수정

테스트:
- test_stop_loss_not_triggered_when_current_price_is_zero 추가
- test_overseas_buy_price_rounded_to_2_decimals_for_dollar_plus_stock 추가
- test_overseas_penny_stock_price_keeps_4_decimals 추가
- 기존 overseas limit price 테스트 expected_price 2자리로 갱신

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-25 02:28:42 +09:00
agentson
ce5ea5abde feat: 시스템 외 매입 종목에 pchs_avg_pric 반영 (#249)
Some checks failed
CI / test (pull_request) Has been cancelled
sync_positions_from_broker()에서 price=0.0 하드코딩으로 인해
stop-loss/take-profit이 외부 매수 종목에 작동하지 않던 문제를 수정한다.

- _extract_avg_price_from_balance() 헬퍼 추가 (pchs_avg_pric 추출)
- sync_positions_from_broker()에서 avg_price를 price 필드에 저장
- TestExtractAvgPriceFromBalance 단위 테스트 11개 추가
- TestSyncPositionsFromBroker 통합 테스트 3개 추가 (price 검증)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-25 02:18:11 +09:00
agentson
d31a61cd0b fix: prompt_override 경로 _total_decisions 미카운트, 완료 로그 추가, 테스트 보완
Some checks failed
CI / test (pull_request) Has been cancelled
리뷰 지적 사항 반영:
- _total_decisions 카운트 제거 (플레이북 생성은 거래 결정이 아님 → 메트릭 왜곡 방지)
- "Gemini raw response received" INFO 로그 추가 (완료 추적 가능)
- test_prompt_override_takes_priority_over_optimization 신규 추가
  (enable_optimization=True 상태에서도 prompt_override 우선됨을 검증)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-25 01:54:55 +09:00
agentson
1c7a17320c fix: prompt_override 시 parse_response 건너뛰어 Missing fields 경고 제거 (#247)
Some checks failed
CI / test (pull_request) Has been cancelled
pre_market_planner처럼 prompt_override를 사용하는 호출자는 플레이북 JSON 등
TradeDecision이 아닌 raw 텍스트를 기대한다. 기존에는 parse_response를 통과시켜
항상 "Missing fields" 경고가 발생했다.

decide()에서 prompt_override 감지 시 parse_response를 건너뛰고 raw 응답을
rationale에 담아 직접 반환하도록 수정한다.
정상 응답인데 경고가 뜨는 문제가 해결된다.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-25 01:46:21 +09:00