Merge pull request 'feat: 국내주식 지정가 전환 및 미체결 처리 (#232 )' (#233 ) from feature/issue-232-domestic-limit-order-pending into feature/issue-229-overseas-pending-order-handling

Reviewed-on: #233
docs: requirements-log에 #232 국내주식 지정가 전환 기록
2026-02-23 22:00:46 +09:00 · 2026-02-23 21:45:49 +09:00 · 2026-02-23 21:44:58 +09:00
18 changed files with 327 additions and 861 deletions
--- a/docs/requirements-log.md
+++ b/docs/requirements-log.md
@@ -322,36 +322,3 @@ Order result: 모의투자 매수주문이 완료 되었습니다.  ✓
   - `TestHandleDomesticPendingOrders` (4), `TestDomesticLimitOrderPrice` (2)

 **이슈/PR:** #232, PR #233
-
---
-
-## 2026-02-24
-
-### 해외잔고 ghost position 수정 — '모의투자 잔고내역이 없습니다' 반복 방지 (#235)
-
-**배경:**
- 모의투자 실행 시 MLECW, KNRX, NBY, SNSE 등 만료/정지된 종목에 대해
-  `모의투자 잔고내역이 없습니다` 오류가 매 사이클 반복됨
-
-**근본 원인:**
-1. `ovrs_cblc_qty` (해외잔고수량, 총 보유) vs `ord_psbl_qty` (주문가능수량, 실제 매도 가능)
-   - 기존 코드: `ovrs_cblc_qty` 우선 사용 → 만료 Warrant가 `ovrs_cblc_qty=289456`이지만 실제 `ord_psbl_qty=0`
-   - startup sync / build_overseas_symbol_universe가 이 종목들을 포지션으로 기록
-2. SELL 실패 시 DB 포지션이 닫히지 않아 다음 사이클에서도 재시도 (무한 반복)
-
-**구현 내용:**
-
-1. `src/main.py` — `_extract_held_codes_from_balance`, `_extract_held_qty_from_balance`
-   - 해외 잔고 필드 우선순위 변경: `ord_psbl_qty` → `ovrs_cblc_qty` → `hldg_qty` (fallback 유지)
-   - KIS 공식 문서(VTTS3012R) 기준: `ord_psbl_qty`가 실제 매도 가능 수량
-
-2. `src/main.py` — `trading_cycle` ghost-close 처리
-   - 해외 SELL이 `잔고내역이 없습니다`로 실패 시 DB 포지션을 `[ghost-close]` SELL로 종료
-   - exchange code 불일치 등 예외 상황에서 무한 반복 방지
-
-3. 테스트 7개 추가:
-   - `TestExtractHeldQtyFromBalance` 3개: ord_psbl_qty 우선, 0이면 0 반환, fallback
-   - `TestExtractHeldCodesFromBalance` 2개: ord_psbl_qty=0인 종목 제외, fallback
-   - `TestOverseasGhostPositionClose` 2개: ghost-close 로그 확인, 일반 오류 무시
-
-**이슈/PR:** #235, PR #236
--- a/scripts/run_overnight.sh
+++ b/scripts/run_overnight.sh
@@ -23,7 +23,7 @@ if [ -z "${APP_CMD:-}" ]; then

    dashboard_port="${DASHBOARD_PORT:-8080}"

-    APP_CMD="DASHBOARD_PORT=$dashboard_port $PYTHON_BIN -m src.main --mode=live --dashboard"
+    APP_CMD="DASHBOARD_PORT=$dashboard_port $PYTHON_BIN -m src.main --mode=paper --dashboard"
 fi

 mkdir -p "$LOG_DIR"
--- a/src/brain/gemini_client.py
+++ b/src/brain/gemini_client.py
@@ -346,10 +346,8 @@ class GeminiClient:
        # Validate required fields
        if not all(k in data for k in ("action", "confidence", "rationale")):
            logger.warning("Missing fields in Gemini response — defaulting to HOLD")
-            # Preserve raw text in rationale so prompt_override callers (e.g. pre_market_planner)
-            # can extract their own JSON format from decision.rationale (#245)
            return TradeDecision(
-                action="HOLD", confidence=0, rationale=raw
+                action="HOLD", confidence=0, rationale="Missing required fields"
            )

        action = str(data["action"]).upper()
@@ -441,18 +439,6 @@ class GeminiClient:
                action="HOLD", confidence=0, rationale=f"API error: {exc}", token_count=token_count
            )

-        # prompt_override callers (e.g. pre_market_planner) expect raw text back,
-        # not a parsed TradeDecision. Skip parse_response to avoid spurious
-        # "Missing fields" warnings and return the raw response directly. (#247)
-        if "prompt_override" in market_data:
-            logger.info(
-                "Gemini raw response received (prompt_override, tokens=%d)", token_count
-            )
-            # Not a trade decision — don't inflate _total_decisions metrics
-            return TradeDecision(
-                action="HOLD", confidence=0, rationale=raw, token_count=token_count
-            )
-
        decision = self.parse_response(raw)
        self._total_decisions += 1

--- a/src/brain/prompt_optimizer.py
+++ b/src/brain/prompt_optimizer.py
@@ -179,8 +179,8 @@ class PromptOptimizer:
            # Minimal instructions
            prompt = (
                f"{market_name} trader. Analyze:\n{data_str}\n\n"
-                'Return JSON: {"action":"BUY"|"SELL"|"HOLD","confidence":<0-100>,"rationale":"<text>"}\n'
-                "Rules: action=BUY/SELL/HOLD, confidence=0-100, rationale=concise. No markdown."
+                'Return JSON: {"act":"BUY"|"SELL"|"HOLD","conf":<0-100>,"reason":"<text>"}\n'
+                "Rules: act=BUY/SELL/HOLD, conf=0-100, reason=concise. No markdown."
            )
        else:
            # Data only (for cached contexts where instructions are known)
--- a/src/broker/kis_api.py
+++ b/src/broker/kis_api.py
@@ -430,7 +430,7 @@ class KISBroker:
                "fid_cond_mrkt_div_code": "J",
                "fid_cond_scr_div_code": "20170",
                "fid_input_iscd": "0000",
-                "fid_rank_sort_cls_code": "0",
+                "fid_rank_sort_cls_code": "0000",
                "fid_input_cnt_1": str(limit),
                "fid_prc_cls_code": "0",
                "fid_input_price_1": "0",
@@ -466,7 +466,7 @@ class KISBroker:
            rankings = []
            for item in data.get("output", [])[:limit]:
                rankings.append({
-                    "stock_code": item.get("stck_shrn_iscd") or item.get("mksc_shrn_iscd", ""),
+                    "stock_code": item.get("mksc_shrn_iscd", ""),
                    "name": item.get("hts_kor_isnm", ""),
                    "price": _safe_float(item.get("stck_prpr", "0")),
                    "volume": _safe_float(item.get("acml_vol", "0")),
--- a/src/broker/overseas.py
+++ b/src/broker/overseas.py
@@ -133,7 +133,7 @@ class OverseasBroker:
                "AUTH": "",
                "EXCD": ranking_excd,
                "NDAY": "0",
-                "GUBN": "0",  # 0=전체(상승+하락), 1=상승만 — 변동성 스캐너는 전체 필요
+                "GUBN": "1",
                "VOL_RANG": "0",
            }

--- a/src/dashboard/app.py
+++ b/src/dashboard/app.py
@@ -13,11 +13,10 @@ from fastapi import FastAPI, HTTPException, Query
 from fastapi.responses import FileResponse


-def create_dashboard_app(db_path: str, mode: str = "paper") -> FastAPI:
+def create_dashboard_app(db_path: str) -> FastAPI:
    """Create dashboard FastAPI app bound to a SQLite database path."""
    app = FastAPI(title="The Ouroboros Dashboard", version="1.0.0")
    app.state.db_path = db_path
-    app.state.mode = mode

    @app.get("/")
    def index() -> FileResponse:
@@ -112,7 +111,6 @@ def create_dashboard_app(db_path: str, mode: str = "paper") -> FastAPI:

            return {
                "date": today,
-                "mode": mode,
                "markets": market_status,
                "totals": {
                    "trade_count": total_trades,
--- a/src/dashboard/static/index.html
+++ b/src/dashboard/static/index.html
@@ -43,19 +43,6 @@
        font-size: 12px; transition: border-color 0.2s;
      }
      .refresh-btn:hover { border-color: var(--accent); color: var(--accent); }
-      .mode-badge {
-        padding: 3px 10px; border-radius: 5px; font-size: 12px; font-weight: 700;
-        letter-spacing: 0.5px;
-      }
-      .mode-badge.live {
-        background: rgba(224, 85, 85, 0.15); color: var(--red);
-        border: 1px solid rgba(224, 85, 85, 0.4);
-        animation: pulse-warn 2s ease-in-out infinite;
-      }
-      .mode-badge.paper {
-        background: rgba(232, 160, 64, 0.15); color: var(--warn);
-        border: 1px solid rgba(232, 160, 64, 0.4);
-      }

      /* CB Gauge */
      .cb-gauge-wrap {
@@ -238,7 +225,6 @@
      <header>
        <h1>&#x1F40D; The Ouroboros</h1>
        <div class="header-right">
-          <span class="mode-badge" id="mode-badge">--</span>
          <div class="cb-gauge-wrap" id="cb-gauge" title="Circuit Breaker">
            <span class="cb-dot unknown" id="cb-dot"></span>
            <span id="cb-label">CB --</span>
@@ -526,22 +512,9 @@
          }
          document.getElementById('card-pnl-sub').textContent = `결정 ${t.decision_count ?? 0}건`;
          renderCbGauge(d.circuit_breaker);
-          renderModeBadge(d.mode);
        } catch {}
      }

-      function renderModeBadge(mode) {
-        const el = document.getElementById('mode-badge');
-        if (!el) return;
-        if (mode === 'live') {
-          el.textContent = '🔴 실전투자';
-          el.className = 'mode-badge live';
-        } else {
-          el.textContent = '🟡 모의투자';
-          el.className = 'mode-badge paper';
-        }
-      }
-
      async function fetchPerformance() {
        try {
          const r = await fetch('/api/performance?market=all');
--- a/src/main.py
+++ b/src/main.py
@@ -182,9 +182,6 @@ async def sync_positions_from_broker(
            qty = _extract_held_qty_from_balance(
                balance_data, stock_code, is_domestic=market.is_domestic
            )
-            avg_price = _extract_avg_price_from_balance(
-                balance_data, stock_code, is_domestic=market.is_domestic
-            )
            log_trade(
                conn=db_conn,
                stock_code=stock_code,
@@ -192,7 +189,7 @@ async def sync_positions_from_broker(
                confidence=0,
                rationale="[startup-sync] Position detected from broker at startup",
                quantity=qty,
-                price=avg_price,
+                price=0.0,
                market=log_market,
                exchange_code=market.exchange_code,
                mode=settings.MODE,
@@ -260,15 +257,7 @@ def _extract_held_codes_from_balance(
        if is_domestic:
            qty = int(holding.get("ord_psbl_qty") or holding.get("hldg_qty") or 0)
        else:
-            # ord_psbl_qty (주문가능수량) is the actual sellable quantity.
-            # ovrs_cblc_qty (해외잔고수량) includes unsettled/expired holdings
-            # that cannot actually be sold (e.g. expired warrants).
-            qty = int(
-                holding.get("ord_psbl_qty")
-                or holding.get("ovrs_cblc_qty")
-                or holding.get("hldg_qty")
-                or 0
-            )
+            qty = int(holding.get("ovrs_cblc_qty") or holding.get("hldg_qty") or 0)
        if qty > 0:
            codes.append(code)
    return codes
@@ -291,12 +280,10 @@ def _extract_held_qty_from_balance(
        ord_psbl_qty  — 주문가능수량 (preferred: excludes unsettled)
        hldg_qty      — 보유수량 (fallback)

-    Overseas fields (VTTS3012R / TTTS3012R output1):
+    Overseas fields (output1):
        ovrs_pdno     — 종목코드
-        ord_psbl_qty  — 주문가능수량 (preferred: actual sellable qty)
-        ovrs_cblc_qty — 해외잔고수량 (fallback: total holding, may include
-                        unsettled or expired positions with ord_psbl_qty=0)
-        hldg_qty      — 보유수량 (last-resort fallback)
+        ovrs_cblc_qty — 해외잔고수량 (preferred)
+        hldg_qty      — 보유수량 (fallback)
    """
    output1 = balance_data.get("output1", [])
    if isinstance(output1, dict):
@@ -314,47 +301,11 @@ def _extract_held_qty_from_balance(
        if is_domestic:
            qty = int(holding.get("ord_psbl_qty") or holding.get("hldg_qty") or 0)
        else:
-            qty = int(
-                holding.get("ord_psbl_qty")
-                or holding.get("ovrs_cblc_qty")
-                or holding.get("hldg_qty")
-                or 0
-            )
+            qty = int(holding.get("ovrs_cblc_qty") or holding.get("hldg_qty") or 0)
        return qty
    return 0


-def _extract_avg_price_from_balance(
-    balance_data: dict[str, Any],
-    stock_code: str,
-    *,
-    is_domestic: bool,
-) -> float:
-    """Extract the broker-reported average purchase price for a stock.
-
-    Uses ``pchs_avg_pric`` (매입평균가격) from the balance response (output1).
-    Returns 0.0 when absent so callers can use ``if price > 0`` as sentinel.
-
-    Domestic fields (VTTC8434R output1):  pdno, pchs_avg_pric
-    Overseas fields (VTTS3012R output1):  ovrs_pdno, pchs_avg_pric
-    """
-    output1 = balance_data.get("output1", [])
-    if isinstance(output1, dict):
-        output1 = [output1]
-    if not isinstance(output1, list):
-        return 0.0
-
-    for holding in output1:
-        if not isinstance(holding, dict):
-            continue
-        code_key = "pdno" if is_domestic else "ovrs_pdno"
-        held_code = str(holding.get(code_key, "")).strip().upper()
-        if held_code != stock_code.strip().upper():
-            continue
-        return safe_float(holding.get("pchs_avg_pric"), 0.0)
-    return 0.0
-
-
 def _determine_order_quantity(
    *,
    action: str,
@@ -730,7 +681,7 @@ async def trading_cycle(
        open_position = get_open_position(db_conn, stock_code, market.code)
        if open_position:
            entry_price = safe_float(open_position.get("price"), 0.0)
-            if entry_price > 0 and current_price > 0:
+            if entry_price > 0:
                loss_pct = (current_price - entry_price) / entry_price * 100
                stop_loss_threshold = -2.0
                take_profit_threshold = 3.0
@@ -925,13 +876,10 @@ async def trading_cycle(
            # - SELL: -0.2% below last price — ensures fill even when price dips slightly
            #   (placing at exact last price risks no-fill if the bid is just below).
            overseas_price: float
-            # KIS requires at most 2 decimal places for prices >= $1 (≥1달러 소수점 2자리 제한).
-            # Penny stocks (< $1) keep 4 decimal places to preserve price precision.
-            _price_decimals = 2 if current_price >= 1.0 else 4
            if decision.action == "BUY":
-                overseas_price = round(current_price * 1.002, _price_decimals)
+                overseas_price = round(current_price * 1.002, 4)
            else:
-                overseas_price = round(current_price * 0.998, _price_decimals)
+                overseas_price = round(current_price * 0.998, 4)
            result = await overseas_broker.send_overseas_order(
                exchange_code=market.exchange_code,
                stock_code=stock_code,
@@ -960,33 +908,6 @@ async def trading_cycle(
                        stock_code,
                        _BUY_COOLDOWN_SECONDS,
                    )
-                # Close ghost position when broker has no matching balance.
-                # This prevents infinite SELL retry cycles for positions that
-                # exist in the DB (from startup sync) but are no longer
-                # sellable at the broker (expired warrants, delisted stocks, etc.)
-                if decision.action == "SELL" and "잔고내역이 없습니다" in msg1:
-                    logger.warning(
-                        "Ghost position detected for %s (%s): broker reports no balance."
-                        " Closing DB position to prevent infinite retry.",
-                        stock_code,
-                        market.exchange_code,
-                    )
-                    log_trade(
-                        conn=db_conn,
-                        stock_code=stock_code,
-                        action="SELL",
-                        confidence=0,
-                        rationale=(
-                            "[ghost-close] Broker reported no balance;"
-                            " position closed without fill"
-                        ),
-                        quantity=0,
-                        price=0.0,
-                        pnl=0.0,
-                        market=market.code,
-                        exchange_code=market.exchange_code,
-                        mode=settings.MODE if settings else "paper",
-                    )
        logger.info("Order result: %s", result.get("msg1", "OK"))

        # 5.5. Notify trade execution (only on success)
@@ -2082,7 +2003,7 @@ def _start_dashboard_server(settings: Settings) -> threading.Thread | None:
            import uvicorn
            from src.dashboard import create_dashboard_app

-            app = create_dashboard_app(settings.DB_PATH, mode=settings.MODE)
+            app = create_dashboard_app(settings.DB_PATH)
            uvicorn.run(
                app,
                host=settings.DASHBOARD_HOST,
--- a/src/strategies/v20260220_210124_evolved.py
+++ b/src/strategies/v20260220_210124_evolved.py
@@ -0,0 +1,114 @@
+"""Auto-generated strategy: v20260220_210124
+
+Generated at: 2026-02-20T21:01:24.706847+00:00
+Rationale: Auto-evolved from 6 failures. Primary failure markets: ['US_AMEX', 'US_NYSE', 'US_NASDAQ']. Average loss: -194.69
+"""
+
+from __future__ import annotations
+from typing import Any
+from src.strategies.base import BaseStrategy
+
+
+class Strategy_v20260220_210124(BaseStrategy):
+    """Strategy: v20260220_210124"""
+
+    def evaluate(self, market_data: dict[str, Any]) -> dict[str, Any]:
+        import datetime
+
+        # --- Strategy Constants ---
+        # Minimum price for a stock to be considered for trading (avoids penny stocks)
+        MIN_PRICE = 5.0
+
+        # Momentum signal thresholds (stricter than previous failures)
+        MOMENTUM_PRICE_CHANGE_THRESHOLD = 7.0  # % price change
+        MOMENTUM_VOLUME_RATIO_THRESHOLD = 4.0  # X times average volume
+
+        # Oversold signal thresholds (more conservative)
+        OVERSOLD_RSI_THRESHOLD = 25.0  # RSI value (lower means more oversold)
+
+        # Confidence levels
+        CONFIDENCE_HOLD = 30
+        CONFIDENCE_BUY_OVERSOLD = 65
+        CONFIDENCE_BUY_MOMENTUM = 85
+        CONFIDENCE_BUY_STRONG_MOMENTUM = 90  # For higher-priced stocks with strong momentum
+
+        # Market hours in UTC (9:30 AM ET to 4:00 PM ET)
+        MARKET_OPEN_UTC = datetime.time(14, 30)
+        MARKET_CLOSE_UTC = datetime.time(21, 0)
+
+        # Volatile periods within market hours (UTC) to avoid
+        # First hour after open (14:30 UTC - 15:30 UTC)
+        VOLATILE_OPEN_END_UTC = datetime.time(15, 30)
+        # Last 30 minutes before close (20:30 UTC - 21:00 UTC)
+        VOLATILE_CLOSE_START_UTC = datetime.time(20, 30)
+
+        current_price = market_data.get('current_price')
+        price_change_pct = market_data.get('price_change_pct')
+        volume_ratio = market_data.get('volume_ratio')  # Assumed pre-computed indicator
+        rsi = market_data.get('rsi')                    # Assumed pre-computed indicator
+        timestamp_str = market_data.get('timestamp')
+
+        action = "HOLD"
+        confidence = CONFIDENCE_HOLD
+        rationale = "Initial HOLD: No clear signal or conditions not met."
+
+        # --- 1. Basic Data Validation ---
+        if current_price is None or price_change_pct is None:
+            return {"action": "HOLD", "confidence": CONFIDENCE_HOLD,
+                    "rationale": "Insufficient core data (price or price change) to evaluate."}
+
+        # --- 2. Price Filter: Avoid low-priced/penny stocks ---
+        if current_price < MIN_PRICE:
+            return {"action": "HOLD", "confidence": CONFIDENCE_HOLD,
+                    "rationale": f"Avoiding low-priced stock (${current_price:.2f} < ${MIN_PRICE:.2f})."}
+
+        # --- 3. Time Filter: Only trade during core market hours ---
+        if timestamp_str:
+            try:
+                dt_object = datetime.datetime.fromisoformat(timestamp_str)
+                current_time_utc = dt_object.time()
+
+                if not (MARKET_OPEN_UTC <= current_time_utc < MARKET_CLOSE_UTC):
+                    return {"action": "HOLD", "confidence": CONFIDENCE_HOLD,
+                            "rationale": f"Avoiding trade outside core market hours ({current_time_utc} UTC)."}
+
+                if (MARKET_OPEN_UTC <= current_time_utc < VOLATILE_OPEN_END_UTC) or \
+                   (VOLATILE_CLOSE_START_UTC <= current_time_utc < MARKET_CLOSE_UTC):
+                    return {"action": "HOLD", "confidence": CONFIDENCE_HOLD,
+                            "rationale": f"Avoiding trade during volatile market open/close periods ({current_time_utc} UTC)."}
+
+            except ValueError:
+                rationale += " (Warning: Malformed timestamp, time filters skipped)"
+
+        # --- Initialize signal states ---
+        has_momentum_buy_signal = False
+        has_oversold_buy_signal = False
+
+        # --- 4. Evaluate Enhanced Buy Signals ---
+
+        # Momentum Buy Signal
+        if volume_ratio is not None and \
+           price_change_pct > MOMENTUM_PRICE_CHANGE_THRESHOLD and \
+           volume_ratio > MOMENTUM_VOLUME_RATIO_THRESHOLD:
+            has_momentum_buy_signal = True
+            rationale = f"Momentum BUY: Price change {price_change_pct:.2f}%, Volume {volume_ratio:.2f}x."
+            confidence = CONFIDENCE_BUY_MOMENTUM
+            if current_price >= 10.0:
+                confidence = CONFIDENCE_BUY_STRONG_MOMENTUM
+
+        # Oversold Buy Signal
+        if rsi is not None and rsi < OVERSOLD_RSI_THRESHOLD:
+            has_oversold_buy_signal = True
+            if not has_momentum_buy_signal:
+                rationale = f"Oversold BUY: RSI {rsi:.2f}."
+                confidence = CONFIDENCE_BUY_OVERSOLD
+                if current_price >= 10.0:
+                    confidence = min(CONFIDENCE_BUY_OVERSOLD + 5, 80)
+
+        # --- 5. Decision Logic ---
+        if has_momentum_buy_signal:
+            action = "BUY"
+        elif has_oversold_buy_signal:
+            action = "BUY"
+
+        return {"action": action, "confidence": confidence, "rationale": rationale}
--- a/src/strategies/v20260220_210159_evolved.py
+++ b/src/strategies/v20260220_210159_evolved.py
@@ -0,0 +1,97 @@
+"""Auto-generated strategy: v20260220_210159
+
+Generated at: 2026-02-20T21:01:59.391523+00:00
+Rationale: Auto-evolved from 6 failures. Primary failure markets: ['US_AMEX', 'US_NYSE', 'US_NASDAQ']. Average loss: -194.69
+"""
+
+from __future__ import annotations
+from typing import Any
+from src.strategies.base import BaseStrategy
+
+
+class Strategy_v20260220_210159(BaseStrategy):
+    """Strategy: v20260220_210159"""
+
+    def evaluate(self, market_data: dict[str, Any]) -> dict[str, Any]:
+        import datetime
+
+        current_price = market_data.get('current_price')
+        price_change_pct = market_data.get('price_change_pct')
+        volume_ratio = market_data.get('volume_ratio')
+        rsi = market_data.get('rsi')
+        timestamp_str = market_data.get('timestamp')
+        market_name = market_data.get('market')
+
+        # Default action
+        action = "HOLD"
+        confidence = 0
+        rationale = "No strong signal or conditions not met."
+
+        # --- FAILURE PATTERN AVOIDANCE ---
+
+        # 1. Avoid low-priced/penny stocks
+        MIN_PRICE_THRESHOLD = 5.0  # USD
+        if current_price is not None and current_price < MIN_PRICE_THRESHOLD:
+            rationale = (
+                f"HOLD: Stock price (${current_price:.2f}) is below minimum threshold "
+                f"(${MIN_PRICE_THRESHOLD:.2f}). Past failures consistently involved low-priced stocks."
+            )
+            return {"action": action, "confidence": confidence, "rationale": rationale}
+
+        # 2. Avoid early market hour volatility
+        if timestamp_str:
+            try:
+                dt_obj = datetime.datetime.fromisoformat(timestamp_str)
+                utc_hour = dt_obj.hour
+                utc_minute = dt_obj.minute
+
+                if (utc_hour == 14 and utc_minute < 45) or (utc_hour == 13 and utc_minute >= 30):
+                    rationale = (
+                        f"HOLD: Trading during early market hours (UTC {utc_hour}:{utc_minute}), "
+                        f"a period identified with past failures due to high volatility."
+                    )
+                    return {"action": action, "confidence": confidence, "rationale": rationale}
+            except ValueError:
+                pass
+
+        # --- IMPROVED BUY STRATEGY ---
+
+        # Momentum BUY signal
+        if volume_ratio is not None and price_change_pct is not None:
+            if price_change_pct > 7.0 and volume_ratio > 3.0:
+                action = "BUY"
+                confidence = 70
+                rationale = "Improved BUY: Momentum signal with high volume and above price threshold."
+
+                if market_name == 'US_AMEX':
+                    confidence = max(55, confidence - 5)
+                    rationale += " (Adjusted lower for AMEX market's higher risk profile)."
+                elif market_name == 'US_NASDAQ' and price_change_pct > 20:
+                    confidence = max(50, confidence - 10)
+                    rationale += " (Adjusted lower for aggressive NASDAQ momentum volatility)."
+
+                if price_change_pct > 15.0:
+                    confidence = max(50, confidence - 5)
+                    rationale += " (Caution: Very high daily price change, potential for reversal)."
+
+                return {"action": action, "confidence": confidence, "rationale": rationale}
+
+        # Oversold BUY signal
+        if rsi is not None and price_change_pct is not None:
+            if rsi < 30 and price_change_pct < -3.0:
+                action = "BUY"
+                confidence = 65
+                rationale = "Improved BUY: Oversold signal with recent decline and above price threshold."
+
+                if market_name == 'US_AMEX':
+                    confidence = max(50, confidence - 5)
+                    rationale += " (Adjusted lower for AMEX market's higher risk on oversold assets)."
+
+                if price_change_pct < -10.0:
+                    confidence = max(45, confidence - 10)
+                    rationale += " (Caution: Very steep decline, potential falling knife)."
+
+                return {"action": action, "confidence": confidence, "rationale": rationale}
+
+        # If no specific BUY signal, default to HOLD
+        return {"action": action, "confidence": confidence, "rationale": rationale}
--- a/src/strategies/v20260220_210244_evolved.py
+++ b/src/strategies/v20260220_210244_evolved.py
@@ -0,0 +1,88 @@
+"""Auto-generated strategy: v20260220_210244
+
+Generated at: 2026-02-20T21:02:44.387355+00:00
+Rationale: Auto-evolved from 6 failures. Primary failure markets: ['US_AMEX', 'US_NYSE', 'US_NASDAQ']. Average loss: -194.69
+"""
+
+from __future__ import annotations
+from typing import Any
+from src.strategies.base import BaseStrategy
+
+
+class Strategy_v20260220_210244(BaseStrategy):
+    """Strategy: v20260220_210244"""
+
+    def evaluate(self, market_data: dict[str, Any]) -> dict[str, Any]:
+        from datetime import datetime
+
+        # Extract required data points safely
+        current_price = market_data.get("current_price")
+        price_change_pct = market_data.get("price_change_pct")
+        volume_ratio = market_data.get("volume_ratio")
+        rsi = market_data.get("rsi")
+        timestamp_str = market_data.get("timestamp")
+        market_name = market_data.get("market")
+        stock_code = market_data.get("stock_code", "UNKNOWN")
+
+        # Default action is HOLD with conservative confidence and rationale
+        action = "HOLD"
+        confidence = 50
+        rationale = f"No strong BUY signal for {stock_code} or awaiting more favorable conditions after avoiding known failure patterns."
+
+        # --- 1. Failure Pattern Avoidance Filters ---
+
+        # A. Avoid low-priced (penny) stocks
+        if current_price is not None and current_price < 5.0:
+            return {
+                "action": "HOLD",
+                "confidence": 50,
+                "rationale": f"AVOID {stock_code}: Stock price (${current_price:.2f}) is below minimum threshold ($5.00) for BUY action. Identified past failures on highly volatile, low-priced stocks."
+            }
+
+        # B. Avoid initiating BUY trades during identified high-volatility hours
+        if timestamp_str:
+            try:
+                trade_hour = datetime.fromisoformat(timestamp_str).hour
+                if trade_hour in [14, 20]:
+                    return {
+                        "action": "HOLD",
+                        "confidence": 50,
+                        "rationale": f"AVOID {stock_code}: Trading during historically volatile hour ({trade_hour} UTC) where previous BUYs resulted in losses. Prefer to observe market stability."
+                    }
+            except ValueError:
+                pass
+
+        # C. Be cautious with extreme momentum spikes
+        if volume_ratio is not None and price_change_pct is not None:
+            if volume_ratio >= 9.0 and price_change_pct >= 15.0:
+                return {
+                    "action": "HOLD",
+                    "confidence": 50,
+                    "rationale": f"AVOID {stock_code}: Extreme short-term momentum detected (price change: +{price_change_pct:.2f}%, volume ratio: {volume_ratio:.1f}x). Historical failures indicate buying into such rapid spikes often leads to reversals."
+                }
+
+        # D. Be cautious with "oversold" signals without further confirmation
+        if rsi is not None and rsi < 30:
+            return {
+                "action": "HOLD",
+                "confidence": 50,
+                "rationale": f"AVOID {stock_code}: Oversold signal (RSI={rsi:.1f}) detected. While often a BUY signal, historical failures on similar 'oversold' trades suggest waiting for stronger confirmation."
+            }
+
+        # --- 2. Improved BUY Signal Generation ---
+        if volume_ratio is not None and 2.0 <= volume_ratio < 9.0 and \
+           price_change_pct is not None and 2.0 <= price_change_pct < 15.0:
+
+            action = "BUY"
+            confidence = 70
+            rationale = f"BUY {stock_code}: Moderate momentum detected (price change: +{price_change_pct:.2f}%, volume ratio: {volume_ratio:.1f}x). Passed filters for price and extreme momentum, avoiding past failure patterns."
+
+            if market_name in ["US_AMEX", "US_NASDAQ"]:
+                confidence = max(60, confidence - 5)
+                rationale += f" Adjusted confidence for {market_name} market characteristics."
+            elif market_name == "US_NYSE":
+                confidence = max(65, confidence)
+
+            confidence = max(50, min(85, confidence))
+
+        return {"action": action, "confidence": confidence, "rationale": rationale}
--- a/tests/test_brain.py
+++ b/tests/test_brain.py
@@ -93,21 +93,9 @@ class TestMalformedJsonHandling:

    def test_json_with_missing_fields_returns_hold(self, settings):
        client = GeminiClient(settings)
-        raw = '{"action": "BUY"}'
-        decision = client.parse_response(raw)
+        decision = client.parse_response('{"action": "BUY"}')
        assert decision.action == "HOLD"
        assert decision.confidence == 0
-        # rationale preserves raw so prompt_override callers (e.g. pre_market_planner)
-        # can extract non-TradeDecision JSON from decision.rationale (#245)
-        assert decision.rationale == raw
-
-    def test_non_trade_decision_json_preserves_raw_in_rationale(self, settings):
-        """Playbook JSON (no action/confidence/rationale) must be preserved for planner."""
-        client = GeminiClient(settings)
-        playbook_json = '{"market_outlook": "neutral", "stocks": []}'
-        decision = client.parse_response(playbook_json)
-        assert decision.action == "HOLD"
-        assert decision.rationale == playbook_json

    def test_json_with_invalid_action_returns_hold(self, settings):
        client = GeminiClient(settings)
@@ -302,10 +290,9 @@ class TestPromptOverride:
        client = GeminiClient(settings)

        custom_prompt = "You are a playbook generator. Return JSON with scenarios."
-        playbook_json = '{"market_outlook": "neutral", "stocks": []}'

        mock_response = MagicMock()
-        mock_response.text = playbook_json
+        mock_response.text = '{"action": "HOLD", "confidence": 50, "rationale": "test"}'

        with patch.object(
            client._client.aio.models,
@@ -318,7 +305,7 @@ class TestPromptOverride:
                "current_price": 0,
                "prompt_override": custom_prompt,
            }
-            decision = await client.decide(market_data)
+            await client.decide(market_data)

            # Verify the custom prompt was sent, not a built prompt
            mock_generate.assert_called_once()
@@ -326,50 +313,17 @@ class TestPromptOverride:
                "contents", mock_generate.call_args[0][1] if len(mock_generate.call_args[0]) > 1 else None
            )
            assert actual_prompt == custom_prompt
-            # Raw response preserved in rationale without parse_response (#247)
-            assert decision.rationale == playbook_json

    @pytest.mark.asyncio
-    async def test_prompt_override_skips_parse_response(self, settings):
-        """prompt_override bypasses parse_response — no Missing fields warning, raw preserved."""
+    async def test_prompt_override_skips_optimization(self, settings):
+        """prompt_override should bypass prompt optimization."""
        client = GeminiClient(settings)
        client._enable_optimization = True

        custom_prompt = "Custom playbook prompt"
-        playbook_json = '{"market_outlook": "bullish", "stocks": [{"stock_code": "AAPL"}]}'

        mock_response = MagicMock()
-        mock_response.text = playbook_json
-
-        with patch.object(
-            client._client.aio.models,
-            "generate_content",
-            new_callable=AsyncMock,
-            return_value=mock_response,
-        ):
-            with patch.object(client, "parse_response") as mock_parse:
-                market_data = {
-                    "stock_code": "PLANNER",
-                    "current_price": 0,
-                    "prompt_override": custom_prompt,
-                }
-                decision = await client.decide(market_data)
-
-                # parse_response must NOT be called for prompt_override
-                mock_parse.assert_not_called()
-                # Raw playbook JSON preserved in rationale
-                assert decision.rationale == playbook_json
-
-    @pytest.mark.asyncio
-    async def test_prompt_override_takes_priority_over_optimization(self, settings):
-        """prompt_override must win over enable_optimization=True."""
-        client = GeminiClient(settings)
-        client._enable_optimization = True
-
-        custom_prompt = "Explicit playbook prompt"
-
-        mock_response = MagicMock()
-        mock_response.text = '{"market_outlook": "neutral", "stocks": []}'
+        mock_response.text = '{"action": "HOLD", "confidence": 50, "rationale": "ok"}'

        with patch.object(
            client._client.aio.models,
@@ -387,7 +341,6 @@ class TestPromptOverride:
            actual_prompt = mock_generate.call_args[1].get(
                "contents", mock_generate.call_args[0][1] if len(mock_generate.call_args[0]) > 1 else None
            )
-            # The custom prompt must be used, not the compressed prompt
            assert actual_prompt == custom_prompt

    @pytest.mark.asyncio
--- a/tests/test_broker.py
+++ b/tests/test_broker.py
@@ -354,8 +354,6 @@ class TestFetchMarketRankings:
        assert "ranking/fluctuation" in url
        assert headers.get("tr_id") == "FHPST01700000"
        assert params.get("fid_cond_scr_div_code") == "20170"
-        # 실전 API는 4자리("0000") 거부 — 1자리("0")여야 한다 (#240)
-        assert params.get("fid_rank_sort_cls_code") == "0"

    @pytest.mark.asyncio
    async def test_volume_returns_parsed_rows(self, broker: KISBroker) -> None:
@@ -378,27 +376,6 @@ class TestFetchMarketRankings:
        assert result[0]["price"] == 75000.0
        assert result[0]["change_rate"] == 2.5

-    @pytest.mark.asyncio
-    async def test_fluctuation_parses_stck_shrn_iscd(self, broker: KISBroker) -> None:
-        """실전 API는 mksc_shrn_iscd 대신 stck_shrn_iscd를 반환한다 (#240)."""
-        items = [
-            {
-                "stck_shrn_iscd": "015260",
-                "hts_kor_isnm": "에이엔피",
-                "stck_prpr": "794",
-                "acml_vol": "4896196",
-                "prdy_ctrt": "29.74",
-                "vol_inrt": "0",
-            }
-        ]
-        mock_resp = _make_ranking_mock(items)
-        with patch("aiohttp.ClientSession.get", return_value=mock_resp):
-            result = await broker.fetch_market_rankings(ranking_type="fluctuation")
-
-        assert len(result) == 1
-        assert result[0]["stock_code"] == "015260"
-        assert result[0]["change_rate"] == 29.74
-

 # ---------------------------------------------------------------------------
 # KRX tick unit / round-down helpers (issue #157)
--- a/tests/test_dashboard.py
+++ b/tests/test_dashboard.py
@@ -413,39 +413,3 @@ def test_status_circuit_breaker_unknown_when_no_data(tmp_path: Path) -> None:
    cb = body["circuit_breaker"]
    assert cb["status"] == "unknown"
    assert cb["current_pnl_pct"] is None
-
-
-def test_status_mode_paper(tmp_path: Path) -> None:
-    """mode=paper로 생성하면 status 응답에 mode=paper가 포함돼야 한다."""
-    db_path = tmp_path / "dashboard_test.db"
-    conn = init_db(str(db_path))
-    _seed_db(conn)
-    conn.close()
-    app = create_dashboard_app(str(db_path), mode="paper")
-    get_status = _endpoint(app, "/api/status")
-    body = get_status()
-    assert body["mode"] == "paper"
-
-
-def test_status_mode_live(tmp_path: Path) -> None:
-    """mode=live로 생성하면 status 응답에 mode=live가 포함돼야 한다."""
-    db_path = tmp_path / "dashboard_test.db"
-    conn = init_db(str(db_path))
-    _seed_db(conn)
-    conn.close()
-    app = create_dashboard_app(str(db_path), mode="live")
-    get_status = _endpoint(app, "/api/status")
-    body = get_status()
-    assert body["mode"] == "live"
-
-
-def test_status_mode_default_paper(tmp_path: Path) -> None:
-    """mode 파라미터 미전달 시 기본값은 paper여야 한다."""
-    db_path = tmp_path / "dashboard_test.db"
-    conn = init_db(str(db_path))
-    _seed_db(conn)
-    conn.close()
-    app = create_dashboard_app(str(db_path))
-    get_status = _endpoint(app, "/api/status")
-    body = get_status()
-    assert body["mode"] == "paper"
--- a/tests/test_main.py
+++ b/tests/test_main.py
@@ -15,7 +15,6 @@ from src.logging.decision_logger import DecisionLogger
 from src.main import (
    _apply_dashboard_flag,
    _determine_order_quantity,
-    _extract_avg_price_from_balance,
    _extract_held_codes_from_balance,
    _extract_held_qty_from_balance,
    _handle_market_close,
@@ -77,81 +76,6 @@ def _make_sell_match(stock_code: str = "005930") -> ScenarioMatch:
    )


-class TestExtractAvgPriceFromBalance:
-    """Tests for _extract_avg_price_from_balance() (issue #249)."""
-
-    def test_domestic_returns_pchs_avg_pric(self) -> None:
-        """Domestic balance with pchs_avg_pric returns the correct float."""
-        balance = {"output1": [{"pdno": "005930", "pchs_avg_pric": "68000.00"}]}
-        result = _extract_avg_price_from_balance(balance, "005930", is_domestic=True)
-        assert result == 68000.0
-
-    def test_overseas_returns_pchs_avg_pric(self) -> None:
-        """Overseas balance with pchs_avg_pric returns the correct float."""
-        balance = {"output1": [{"ovrs_pdno": "AAPL", "pchs_avg_pric": "170.50"}]}
-        result = _extract_avg_price_from_balance(balance, "AAPL", is_domestic=False)
-        assert result == 170.5
-
-    def test_returns_zero_when_field_absent(self) -> None:
-        """Returns 0.0 when pchs_avg_pric key is missing entirely."""
-        balance = {"output1": [{"pdno": "005930", "ord_psbl_qty": "5"}]}
-        result = _extract_avg_price_from_balance(balance, "005930", is_domestic=True)
-        assert result == 0.0
-
-    def test_returns_zero_when_field_empty_string(self) -> None:
-        """Returns 0.0 when pchs_avg_pric is an empty string."""
-        balance = {"output1": [{"pdno": "005930", "pchs_avg_pric": ""}]}
-        result = _extract_avg_price_from_balance(balance, "005930", is_domestic=True)
-        assert result == 0.0
-
-    def test_returns_zero_when_stock_not_found(self) -> None:
-        """Returns 0.0 when the requested stock_code is not in output1."""
-        balance = {"output1": [{"pdno": "000660", "pchs_avg_pric": "100000.0"}]}
-        result = _extract_avg_price_from_balance(balance, "005930", is_domestic=True)
-        assert result == 0.0
-
-    def test_returns_zero_when_output1_empty(self) -> None:
-        """Returns 0.0 when output1 is an empty list."""
-        balance = {"output1": []}
-        result = _extract_avg_price_from_balance(balance, "005930", is_domestic=True)
-        assert result == 0.0
-
-    def test_returns_zero_when_output1_key_absent(self) -> None:
-        """Returns 0.0 when output1 key is missing from balance_data."""
-        balance: dict = {}
-        result = _extract_avg_price_from_balance(balance, "005930", is_domestic=True)
-        assert result == 0.0
-
-    def test_handles_output1_as_dict(self) -> None:
-        """Handles the edge case where output1 is a dict instead of a list."""
-        balance = {"output1": {"pdno": "005930", "pchs_avg_pric": "55000.0"}}
-        result = _extract_avg_price_from_balance(balance, "005930", is_domestic=True)
-        assert result == 55000.0
-
-    def test_case_insensitive_code_matching(self) -> None:
-        """Stock code comparison is case-insensitive."""
-        balance = {"output1": [{"ovrs_pdno": "aapl", "pchs_avg_pric": "170.0"}]}
-        result = _extract_avg_price_from_balance(balance, "AAPL", is_domestic=False)
-        assert result == 170.0
-
-    def test_returns_zero_for_non_numeric_string(self) -> None:
-        """Returns 0.0 when pchs_avg_pric contains a non-numeric value."""
-        balance = {"output1": [{"pdno": "005930", "pchs_avg_pric": "N/A"}]}
-        result = _extract_avg_price_from_balance(balance, "005930", is_domestic=True)
-        assert result == 0.0
-
-    def test_returns_correct_stock_among_multiple(self) -> None:
-        """Returns only the avg price of the requested stock when output1 has multiple holdings."""
-        balance = {
-            "output1": [
-                {"pdno": "000660", "pchs_avg_pric": "150000.0"},
-                {"pdno": "005930", "pchs_avg_pric": "68000.0"},
-            ]
-        }
-        result = _extract_avg_price_from_balance(balance, "005930", is_domestic=True)
-        assert result == 68000.0
-
-
 class TestExtractHeldQtyFromBalance:
    """Tests for _extract_held_qty_from_balance()."""

@@ -177,24 +101,10 @@ class TestExtractHeldQtyFromBalance:
        balance = {"output1": [], "output2": [{}]}
        assert _extract_held_qty_from_balance(balance, "005930", is_domestic=True) == 0

-    def test_overseas_returns_ord_psbl_qty_first(self) -> None:
-        """ord_psbl_qty (주문가능수량) takes priority over ovrs_cblc_qty."""
-        balance = {
-            "output1": [{"ovrs_pdno": "AAPL", "ord_psbl_qty": "8", "ovrs_cblc_qty": "10"}]
-        }
-        assert _extract_held_qty_from_balance(balance, "AAPL", is_domestic=False) == 8
-
-    def test_overseas_fallback_to_ovrs_cblc_qty_when_ord_psbl_qty_absent(self) -> None:
+    def test_overseas_returns_ovrs_cblc_qty(self) -> None:
        balance = {"output1": [{"ovrs_pdno": "AAPL", "ovrs_cblc_qty": "10"}]}
        assert _extract_held_qty_from_balance(balance, "AAPL", is_domestic=False) == 10

-    def test_overseas_returns_zero_when_ord_psbl_qty_zero(self) -> None:
-        """Expired/delisted securities: ovrs_cblc_qty large but ord_psbl_qty=0."""
-        balance = {
-            "output1": [{"ovrs_pdno": "MLECW", "ord_psbl_qty": "0", "ovrs_cblc_qty": "289456"}]
-        }
-        assert _extract_held_qty_from_balance(balance, "MLECW", is_domestic=False) == 0
-
    def test_overseas_fallback_to_hldg_qty(self) -> None:
        balance = {"output1": [{"ovrs_pdno": "AAPL", "hldg_qty": "4"}]}
        assert _extract_held_qty_from_balance(balance, "AAPL", is_domestic=False) == 4
@@ -237,26 +147,6 @@ class TestExtractHeldCodesFromBalance:
        result = _extract_held_codes_from_balance(balance, is_domestic=False)
        assert result == ["AAPL"]

-    def test_overseas_uses_ord_psbl_qty_to_filter(self) -> None:
-        """ord_psbl_qty=0 should exclude stock even if ovrs_cblc_qty is large."""
-        balance = {
-            "output1": [
-                {"ovrs_pdno": "MLECW", "ord_psbl_qty": "0", "ovrs_cblc_qty": "289456"},
-                {"ovrs_pdno": "AAPL", "ord_psbl_qty": "5", "ovrs_cblc_qty": "5"},
-            ]
-        }
-        result = _extract_held_codes_from_balance(balance, is_domestic=False)
-        assert "MLECW" not in result
-        assert "AAPL" in result
-
-    def test_overseas_includes_stock_when_ord_psbl_qty_absent_and_ovrs_cblc_qty_positive(
-        self,
-    ) -> None:
-        """Fallback to ovrs_cblc_qty when ord_psbl_qty field is missing."""
-        balance = {"output1": [{"ovrs_pdno": "TSLA", "ovrs_cblc_qty": "3"}]}
-        result = _extract_held_codes_from_balance(balance, is_domestic=False)
-        assert "TSLA" in result
-

 class TestDetermineOrderQuantity:
    """Test _determine_order_quantity() — SELL uses broker_held_qty."""
@@ -1246,8 +1136,7 @@ class TestOverseasBalanceParsing:
        mock_overseas_broker_with_buy_scenario.send_overseas_order.assert_called_once()
        call_kwargs = mock_overseas_broker_with_buy_scenario.send_overseas_order.call_args
        sent_price = call_kwargs[1].get("price") or call_kwargs[0][4]
-        # KIS requires max 2 decimal places for prices >= $1 (#252)
-        expected_price = round(182.5 * 1.002, 2)  # 0.2% premium for BUY limit orders
+        expected_price = round(182.5 * 1.002, 4)  # 0.2% premium for BUY limit orders
        assert sent_price == expected_price, (
            f"Expected limit price {expected_price} (182.5 * 1.002) but got {sent_price}. "
            "BUY uses +0.2% to improve fill rate while minimising overpayment (#211)."
@@ -1326,133 +1215,12 @@ class TestOverseasBalanceParsing:
        overseas_broker.send_overseas_order.assert_called_once()
        call_kwargs = overseas_broker.send_overseas_order.call_args
        sent_price = call_kwargs[1].get("price") or call_kwargs[0][4]
-        # KIS requires max 2 decimal places for prices >= $1 (#252)
-        expected_price = round(sell_price * 0.998, 2)  # -0.2% for SELL limit orders
+        expected_price = round(sell_price * 0.998, 4)  # -0.2% for SELL limit orders
        assert sent_price == expected_price, (
            f"Expected SELL limit price {expected_price} (182.5 * 0.998) but got {sent_price}. "
            "SELL uses -0.2% to ensure fill even when price dips slightly (#211)."
        )

-    @pytest.mark.asyncio
-    async def test_overseas_buy_price_rounded_to_2_decimals_for_dollar_plus_stock(
-        self,
-        mock_domestic_broker: MagicMock,
-        mock_playbook: DayPlaybook,
-        mock_risk: MagicMock,
-        mock_db: MagicMock,
-        mock_decision_logger: MagicMock,
-        mock_context_store: MagicMock,
-        mock_criticality_assessor: MagicMock,
-        mock_telegram: MagicMock,
-        mock_overseas_market: MagicMock,
-    ) -> None:
-        """BUY price for $1+ stocks is rounded to 2 decimal places (issue #252).
-
-        KIS rejects prices with more than 2 decimal places for stocks priced >= $1.
-        current_price=50.1234 * 1.002 = 50.22... should be sent as 50.22, not 50.2236.
-        """
-        overseas_broker = MagicMock()
-        overseas_broker.get_overseas_balance = AsyncMock(
-            return_value={
-                "output1": [],
-                "output2": [{"frcr_evlu_tota": "0", "frcr_dncl_amt_2": "10000", "frcr_buy_amt_smtl": "0"}],
-            }
-        )
-        overseas_broker.get_overseas_price = AsyncMock(
-            return_value={"output": {"last": "50.1234", "rate": "0"}}
-        )
-        overseas_broker.send_overseas_order = AsyncMock(
-            return_value={"rt_cd": None, "msg1": "주문접수"}
-        )
-
-        db_conn = init_db(":memory:")
-        decision_logger = DecisionLogger(db_conn)
-
-        engine = MagicMock(spec=ScenarioEngine)
-        engine.evaluate = MagicMock(return_value=_make_buy_match())
-
-        await trading_cycle(
-            broker=mock_domestic_broker,
-            overseas_broker=overseas_broker,
-            scenario_engine=engine,
-            playbook=mock_playbook,
-            risk=mock_risk,
-            db_conn=db_conn,
-            decision_logger=decision_logger,
-            context_store=mock_context_store,
-            criticality_assessor=mock_criticality_assessor,
-            telegram=mock_telegram,
-            market=mock_overseas_market,
-            stock_code="TQQQ",
-            scan_candidates={},
-        )
-
-        overseas_broker.send_overseas_order.assert_called_once()
-        sent_price = overseas_broker.send_overseas_order.call_args[1].get("price") or \
-            overseas_broker.send_overseas_order.call_args[0][4]
-        # 50.1234 * 1.002 = 50.2235... rounded to 2 decimals = 50.22
-        assert sent_price == round(50.1234 * 1.002, 2), (
-            f"Expected 2-decimal price {round(50.1234 * 1.002, 2)} but got {sent_price} (#252)"
-        )
-
-    @pytest.mark.asyncio
-    async def test_overseas_penny_stock_price_keeps_4_decimals(
-        self,
-        mock_domestic_broker: MagicMock,
-        mock_playbook: DayPlaybook,
-        mock_risk: MagicMock,
-        mock_db: MagicMock,
-        mock_decision_logger: MagicMock,
-        mock_context_store: MagicMock,
-        mock_criticality_assessor: MagicMock,
-        mock_telegram: MagicMock,
-        mock_overseas_market: MagicMock,
-    ) -> None:
-        """BUY price for penny stocks (< $1) uses 4 decimal places (issue #252)."""
-        overseas_broker = MagicMock()
-        overseas_broker.get_overseas_balance = AsyncMock(
-            return_value={
-                "output1": [],
-                "output2": [{"frcr_evlu_tota": "0", "frcr_dncl_amt_2": "10000", "frcr_buy_amt_smtl": "0"}],
-            }
-        )
-        overseas_broker.get_overseas_price = AsyncMock(
-            return_value={"output": {"last": "0.5678", "rate": "0"}}
-        )
-        overseas_broker.send_overseas_order = AsyncMock(
-            return_value={"rt_cd": None, "msg1": "주문접수"}
-        )
-
-        db_conn = init_db(":memory:")
-        decision_logger = DecisionLogger(db_conn)
-
-        engine = MagicMock(spec=ScenarioEngine)
-        engine.evaluate = MagicMock(return_value=_make_buy_match())
-
-        await trading_cycle(
-            broker=mock_domestic_broker,
-            overseas_broker=overseas_broker,
-            scenario_engine=engine,
-            playbook=mock_playbook,
-            risk=mock_risk,
-            db_conn=db_conn,
-            decision_logger=decision_logger,
-            context_store=mock_context_store,
-            criticality_assessor=mock_criticality_assessor,
-            telegram=mock_telegram,
-            market=mock_overseas_market,
-            stock_code="PENNYX",
-            scan_candidates={},
-        )
-
-        overseas_broker.send_overseas_order.assert_called_once()
-        sent_price = overseas_broker.send_overseas_order.call_args[1].get("price") or \
-            overseas_broker.send_overseas_order.call_args[0][4]
-        # 0.5678 * 1.002 = 0.56893... rounded to 4 decimals = 0.5689
-        assert sent_price == round(0.5678 * 1.002, 4), (
-            f"Expected 4-decimal price {round(0.5678 * 1.002, 4)} but got {sent_price} (#252)"
-        )
-

 class TestScenarioEngineIntegration:
    """Test scenario engine integration in trading_cycle."""
@@ -2246,92 +2014,6 @@ async def test_hold_not_overridden_when_between_stop_loss_and_take_profit() -> N
    broker.send_order.assert_not_called()


-@pytest.mark.asyncio
-async def test_stop_loss_not_triggered_when_current_price_is_zero() -> None:
-    """HOLD must stay HOLD when current_price=0 even if entry_price is set (issue #251).
-
-    A price API failure that returns 0.0 must not cause a false -100% stop-loss.
-    """
-    db_conn = init_db(":memory:")
-    decision_logger = DecisionLogger(db_conn)
-
-    buy_decision_id = decision_logger.log_decision(
-        stock_code="005930",
-        market="KR",
-        exchange_code="KRX",
-        action="BUY",
-        confidence=90,
-        rationale="entry",
-        context_snapshot={},
-        input_data={},
-    )
-    log_trade(
-        conn=db_conn,
-        stock_code="005930",
-        action="BUY",
-        confidence=90,
-        rationale="entry",
-        quantity=1,
-        price=100.0,  # valid entry price
-        market="KR",
-        exchange_code="KRX",
-        decision_id=buy_decision_id,
-    )
-
-    broker = MagicMock()
-    # Price API returns 0.0 — simulates API failure or pre-market unavailability
-    broker.get_current_price = AsyncMock(return_value=(0.0, 0.0, 0.0))
-    broker.get_balance = AsyncMock(
-        return_value={
-            "output2": [
-                {
-                    "tot_evlu_amt": "100000",
-                    "dnca_tot_amt": "10000",
-                    "pchs_amt_smtl_amt": "90000",
-                }
-            ]
-        }
-    )
-    broker.send_order = AsyncMock(return_value={"msg1": "OK"})
-
-    market = MagicMock()
-    market.name = "Korea"
-    market.code = "KR"
-    market.exchange_code = "KRX"
-    market.is_domestic = True
-
-    telegram = MagicMock()
-    telegram.notify_trade_execution = AsyncMock()
-    telegram.notify_fat_finger = AsyncMock()
-    telegram.notify_circuit_breaker = AsyncMock()
-    telegram.notify_scenario_matched = AsyncMock()
-
-    await trading_cycle(
-        broker=broker,
-        overseas_broker=MagicMock(),
-        scenario_engine=MagicMock(evaluate=MagicMock(return_value=_make_hold_match())),
-        playbook=_make_playbook("KR"),
-        risk=MagicMock(),
-        db_conn=db_conn,
-        decision_logger=decision_logger,
-        context_store=MagicMock(
-            get_latest_timeframe=MagicMock(return_value=None),
-            set_context=MagicMock(),
-        ),
-        criticality_assessor=MagicMock(
-            assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
-            get_timeout=MagicMock(return_value=5.0),
-        ),
-        telegram=telegram,
-        market=market,
-        stock_code="005930",
-        scan_candidates={},
-    )
-
-    # No SELL order must be placed — current_price=0 must suppress stop-loss
-    broker.send_order.assert_not_called()
-
-
@pytest.mark.asyncio
 async def test_sell_order_uses_broker_balance_qty_not_db() -> None:
    """SELL quantity must come from broker balance output1, not DB.
@@ -4102,70 +3784,6 @@ class TestSyncPositionsFromBroker:
        # Two distinct exchange codes (NASD, NYSE) → 2 calls
        assert overseas_broker.get_overseas_balance.call_count == 2

-    @pytest.mark.asyncio
-    async def test_syncs_domestic_position_with_correct_avg_price(self) -> None:
-        """Domestic position is stored with pchs_avg_pric as price (issue #249)."""
-        settings = self._make_settings("KR")
-        db_conn = init_db(":memory:")
-
-        balance = {
-            "output1": [{"pdno": "005930", "ord_psbl_qty": "5", "pchs_avg_pric": "68000.0"}],
-            "output2": [{"tot_evlu_amt": "1000000", "dnca_tot_amt": "500000", "pchs_amt_smtl_amt": "500000"}],
-        }
-        broker = MagicMock()
-        broker.get_balance = AsyncMock(return_value=balance)
-        overseas_broker = MagicMock()
-
-        await sync_positions_from_broker(broker, overseas_broker, db_conn, settings)
-
-        from src.db import get_open_position
-        pos = get_open_position(db_conn, "005930", "KR")
-        assert pos is not None
-        assert pos["price"] == 68000.0
-
-    @pytest.mark.asyncio
-    async def test_syncs_overseas_position_with_correct_avg_price(self) -> None:
-        """Overseas position is stored with pchs_avg_pric as price (issue #249)."""
-        settings = self._make_settings("US_NASDAQ")
-        db_conn = init_db(":memory:")
-
-        balance = {
-            "output1": [{"ovrs_pdno": "AAPL", "ovrs_cblc_qty": "10", "pchs_avg_pric": "170.0"}],
-            "output2": [{"frcr_evlu_tota": "50000", "frcr_dncl_amt_2": "10000", "frcr_buy_amt_smtl": "40000"}],
-        }
-        broker = MagicMock()
-        overseas_broker = MagicMock()
-        overseas_broker.get_overseas_balance = AsyncMock(return_value=balance)
-
-        await sync_positions_from_broker(broker, overseas_broker, db_conn, settings)
-
-        from src.db import get_open_position
-        pos = get_open_position(db_conn, "AAPL", "US_NASDAQ")
-        assert pos is not None
-        assert pos["price"] == 170.0
-
-    @pytest.mark.asyncio
-    async def test_syncs_position_with_zero_price_when_pchs_avg_pric_absent(self) -> None:
-        """Fallback to price=0.0 when pchs_avg_pric is absent (issue #249)."""
-        settings = self._make_settings("KR")
-        db_conn = init_db(":memory:")
-
-        # No pchs_avg_pric in output1
-        balance = {
-            "output1": [{"pdno": "005930", "ord_psbl_qty": "5"}],
-            "output2": [{"tot_evlu_amt": "1000000", "dnca_tot_amt": "500000", "pchs_amt_smtl_amt": "500000"}],
-        }
-        broker = MagicMock()
-        broker.get_balance = AsyncMock(return_value=balance)
-        overseas_broker = MagicMock()
-
-        await sync_positions_from_broker(broker, overseas_broker, db_conn, settings)
-
-        from src.db import get_open_position
-        pos = get_open_position(db_conn, "005930", "KR")
-        assert pos is not None
-        assert pos["price"] == 0.0
-

 # ---------------------------------------------------------------------------
 # Domestic BUY double-prevention (issue #206) — trading_cycle integration
@@ -4760,189 +4378,3 @@ class TestDomesticLimitOrderPrice:
        expected_price = kr_round_down(current_price * 0.998)
        assert call_kwargs["price"] == expected_price
        assert call_kwargs["order_type"] == "SELL"
-
-
-# ---------------------------------------------------------------------------
-# Ghost position — overseas SELL "잔고내역이 없습니다" handling
-# ---------------------------------------------------------------------------
-
-
-class TestOverseasGhostPositionClose:
-    """trading_cycle must close ghost DB position when broker returns 잔고없음."""
-
-    def _make_overseas_market(self) -> MagicMock:
-        market = MagicMock()
-        market.name = "NASDAQ"
-        market.code = "US_NASDAQ"
-        market.exchange_code = "NASD"
-        market.is_domestic = False
-        return market
-
-    def _make_overseas_broker(
-        self,
-        current_price: float,
-        balance_data: dict,
-        sell_result: dict,
-    ) -> MagicMock:
-        ob = MagicMock()
-        ob.get_overseas_price = AsyncMock(
-            return_value={"output": {"last": str(current_price), "rate": "0.0"}}
-        )
-        ob.get_overseas_balance = AsyncMock(return_value=balance_data)
-        ob.send_overseas_order = AsyncMock(return_value=sell_result)
-        return ob
-
-    @pytest.mark.asyncio
-    async def test_ghost_position_closes_db_on_no_balance_error(self) -> None:
-        """When SELL fails with '잔고내역이 없습니다', log_trade is called to close the ghost.
-
-        This can happen when exchange code recorded at startup differs from the
-        exchange code used in the SELL cycle (e.g. KNRX recorded as NASD but
-        actually traded on AMEX), causing the broker to see no matching balance.
-        The position has ord_psbl_qty > 0 (so a SELL is attempted), but KIS
-        rejects it with '잔고내역이 없습니다'.
-        """
-        from src.strategy.models import ScenarioAction
-
-        stock_code = "KNRX"
-        current_price = 1.5
-        # ord_psbl_qty=5 means the code passes the qty check and a SELL is sent
-        balance_data = {
-            "output1": [
-                {"ovrs_pdno": stock_code, "ord_psbl_qty": "5", "ovrs_cblc_qty": "5"}
-            ],
-            "output2": [{"tot_evlu_amt": "10000", "frcr_dncl_amt_2": "10000"}],
-        }
-        sell_result = {"rt_cd": "1", "msg1": "모의투자 잔고내역이 없습니다"}
-
-        domestic_broker = MagicMock()
-        domestic_broker.get_balance = AsyncMock(return_value={"output1": [], "output2": [{}]})
-        overseas_broker = self._make_overseas_broker(current_price, balance_data, sell_result)
-        market = self._make_overseas_market()
-
-        sell_match = ScenarioMatch(
-            stock_code=stock_code,
-            matched_scenario=None,
-            action=ScenarioAction.SELL,
-            confidence=85,
-            rationale="test ghost KNRX",
-        )
-        engine = MagicMock(spec=ScenarioEngine)
-        engine.evaluate = MagicMock(return_value=sell_match)
-
-        risk = MagicMock()
-        risk.validate_order = MagicMock()
-        risk.check_circuit_breaker = MagicMock()
-        telegram = MagicMock()
-        telegram.notify_trade_execution = AsyncMock()
-        telegram.notify_fat_finger = AsyncMock()
-        telegram.notify_circuit_breaker = AsyncMock()
-        telegram.notify_scenario_matched = AsyncMock()
-
-        db_conn = MagicMock()
-
-        settings = MagicMock(spec=Settings)
-        settings.MODE = "paper"
-        settings.POSITION_SIZING_ENABLED = False
-        settings.PAPER_OVERSEAS_CASH = 0
-
-        with patch("src.main.log_trade") as mock_log_trade, patch(
-            "src.main.get_open_position", return_value=None
-        ), patch("src.main.get_latest_buy_trade", return_value=None):
-            await trading_cycle(
-                broker=domestic_broker,
-                overseas_broker=overseas_broker,
-                scenario_engine=engine,
-                playbook=_make_playbook(market="US_NASDAQ"),
-                risk=risk,
-                db_conn=db_conn,
-                decision_logger=MagicMock(),
-                context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
-                criticality_assessor=MagicMock(
-                    assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
-                    get_timeout=MagicMock(return_value=5.0),
-                ),
-                telegram=telegram,
-                market=market,
-                stock_code=stock_code,
-                scan_candidates={},
-                settings=settings,
-            )
-
-        # log_trade must be called with action="SELL" to close the ghost position
-        ghost_close_calls = [
-            c
-            for c in mock_log_trade.call_args_list
-            if c.kwargs.get("action") == "SELL"
-            and "[ghost-close]" in (c.kwargs.get("rationale") or "")
-        ]
-        assert ghost_close_calls, "Expected ghost-close log_trade call was not made"
-
-    @pytest.mark.asyncio
-    async def test_normal_sell_failure_does_not_close_db(self) -> None:
-        """Non-잔고없음 SELL failures must NOT close the DB position."""
-        from src.strategy.models import ScenarioAction
-
-        stock_code = "TSLA"
-        current_price = 250.0
-        balance_data = {
-            "output1": [{"ovrs_pdno": stock_code, "ord_psbl_qty": "5", "ovrs_cblc_qty": "5"}],
-            "output2": [{"tot_evlu_amt": "100000", "frcr_dncl_amt_2": "100000"}],
-        }
-        sell_result = {"rt_cd": "1", "msg1": "일시적 오류가 발생했습니다"}
-
-        domestic_broker = MagicMock()
-        domestic_broker.get_balance = AsyncMock(return_value={"output1": [], "output2": [{}]})
-        overseas_broker = self._make_overseas_broker(current_price, balance_data, sell_result)
-        market = self._make_overseas_market()
-
-        sell_match = ScenarioMatch(
-            stock_code=stock_code,
-            matched_scenario=None,
-            action=ScenarioAction.SELL,
-            confidence=85,
-            rationale="test",
-        )
-        engine = MagicMock(spec=ScenarioEngine)
-        engine.evaluate = MagicMock(return_value=sell_match)
-
-        risk = MagicMock()
-        risk.validate_order = MagicMock()
-        risk.check_circuit_breaker = MagicMock()
-        telegram = MagicMock()
-        telegram.notify_trade_execution = AsyncMock()
-        telegram.notify_fat_finger = AsyncMock()
-        telegram.notify_circuit_breaker = AsyncMock()
-        telegram.notify_scenario_matched = AsyncMock()
-
-        db_conn = MagicMock()
-
-        with patch("src.main.log_trade") as mock_log_trade, patch(
-            "src.main.get_open_position", return_value=None
-        ):
-            await trading_cycle(
-                broker=domestic_broker,
-                overseas_broker=overseas_broker,
-                scenario_engine=engine,
-                playbook=_make_playbook(market="US_NASDAQ"),
-                risk=risk,
-                db_conn=db_conn,
-                decision_logger=MagicMock(),
-                context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
-                criticality_assessor=MagicMock(
-                    assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
-                    get_timeout=MagicMock(return_value=5.0),
-                ),
-                telegram=telegram,
-                market=market,
-                stock_code=stock_code,
-                scan_candidates={},
-            )
-
-        ghost_close_calls = [
-            c
-            for c in mock_log_trade.call_args_list
-            if c.kwargs.get("action") == "SELL"
-            and "[ghost-close]" in (c.kwargs.get("rationale") or "")
-        ]
-        assert not ghost_close_calls, "Ghost-close must NOT be triggered for non-잔고없음 errors"
--- a/tests/test_overseas_broker.py
+++ b/tests/test_overseas_broker.py
@@ -124,7 +124,7 @@ class TestFetchOverseasRankings:
        assert "/uapi/overseas-stock/v1/ranking/updown-rate" in url
        assert params["EXCD"] == "NAS"
        assert params["NDAY"] == "0"
-        assert params["GUBN"] == "0"  # 0=전체(상승+하락), 변동성 스캐너에 필요
+        assert params["GUBN"] == "1"
        assert params["VOL_RANG"] == "0"

        overseas_broker._broker._auth_headers.assert_called_with("HHDFS76290000")
--- a/tests/test_token_efficiency.py
+++ b/tests/test_token_efficiency.py
@@ -124,10 +124,6 @@ class TestPromptOptimizer:
        assert len(prompt) < 300
        assert "005930" in prompt
        assert "75000" in prompt
-        # Keys must match parse_response expectations (#242)
-        assert '"action"' in prompt
-        assert '"confidence"' in prompt
-        assert '"rationale"' in prompt

    def test_build_compressed_prompt_no_instructions(self):
        """Test compressed prompt without instructions."""