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feature/is
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@@ -292,3 +292,66 @@ Order result: 모의투자 매수주문이 완료 되었습니다. ✓
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```
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**이슈/PR:** #149, #150
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---
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## 2026-02-23
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### 국내주식 지정가 전환 및 미체결 처리 (#232)
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**배경:**
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- 해외주식은 #211에서 지정가로 전환했으나 국내주식은 여전히 `price=0` (시장가)
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- KRX도 지정가 주문 사용 시 동일한 미체결 위험이 존재
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- 지정가 전환 + 미체결 처리를 함께 구현
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**구현 내용:**
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1. `src/broker/kis_api.py`
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- `get_domestic_pending_orders()`: 모의 즉시 `[]`, 실전 `TTTC0084R` GET
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- `cancel_domestic_order()`: 실전 `TTTC0013U` / 모의 `VTTC0013U`, hashkey 필수
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2. `src/main.py`
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- import `kr_round_down` 추가
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- `trading_cycle`, `run_daily_session` 국내 주문 `price=0` → 지정가:
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BUY +0.2% / SELL -0.2%, `kr_round_down` KRX 틱 반올림 적용
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- `handle_domestic_pending_orders` 함수: BUY→취소+쿨다운, SELL→취소+재주문(-0.4%, 최대1회)
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- daily/realtime 두 모드에서 domestic pending 체크 호출 추가
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3. 테스트 14개 추가:
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- `TestGetDomesticPendingOrders` (3), `TestCancelDomesticOrder` (5)
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- `TestHandleDomesticPendingOrders` (4), `TestDomesticLimitOrderPrice` (2)
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**이슈/PR:** #232, PR #233
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---
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## 2026-02-24
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### 해외잔고 ghost position 수정 — '모의투자 잔고내역이 없습니다' 반복 방지 (#235)
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**배경:**
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- 모의투자 실행 시 MLECW, KNRX, NBY, SNSE 등 만료/정지된 종목에 대해
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`모의투자 잔고내역이 없습니다` 오류가 매 사이클 반복됨
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**근본 원인:**
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1. `ovrs_cblc_qty` (해외잔고수량, 총 보유) vs `ord_psbl_qty` (주문가능수량, 실제 매도 가능)
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- 기존 코드: `ovrs_cblc_qty` 우선 사용 → 만료 Warrant가 `ovrs_cblc_qty=289456`이지만 실제 `ord_psbl_qty=0`
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- startup sync / build_overseas_symbol_universe가 이 종목들을 포지션으로 기록
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2. SELL 실패 시 DB 포지션이 닫히지 않아 다음 사이클에서도 재시도 (무한 반복)
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**구현 내용:**
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1. `src/main.py` — `_extract_held_codes_from_balance`, `_extract_held_qty_from_balance`
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- 해외 잔고 필드 우선순위 변경: `ord_psbl_qty` → `ovrs_cblc_qty` → `hldg_qty` (fallback 유지)
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- KIS 공식 문서(VTTS3012R) 기준: `ord_psbl_qty`가 실제 매도 가능 수량
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2. `src/main.py` — `trading_cycle` ghost-close 처리
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- 해외 SELL이 `잔고내역이 없습니다`로 실패 시 DB 포지션을 `[ghost-close]` SELL로 종료
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- exchange code 불일치 등 예외 상황에서 무한 반복 방지
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3. 테스트 7개 추가:
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- `TestExtractHeldQtyFromBalance` 3개: ord_psbl_qty 우선, 0이면 0 반환, fallback
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- `TestExtractHeldCodesFromBalance` 2개: ord_psbl_qty=0인 종목 제외, fallback
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- `TestOverseasGhostPositionClose` 2개: ghost-close 로그 확인, 일반 오류 무시
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**이슈/PR:** #235, PR #236
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@@ -8,7 +8,7 @@ from __future__ import annotations
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import asyncio
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import logging
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import ssl
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from typing import Any
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from typing import Any, cast
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import aiohttp
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@@ -478,6 +478,112 @@ class KISBroker:
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except (TimeoutError, aiohttp.ClientError) as exc:
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raise ConnectionError(f"Network error fetching rankings: {exc}") from exc
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async def get_domestic_pending_orders(self) -> list[dict[str, Any]]:
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"""Fetch unfilled (pending) domestic limit orders.
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The KIS pending-orders API (TTTC0084R) is unsupported in paper (VTS)
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mode, so this method returns an empty list immediately when MODE is
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not "live".
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Returns:
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List of pending order dicts from the KIS ``output`` field.
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Each dict includes keys such as ``odno``, ``orgn_odno``,
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``ord_gno_brno``, ``psbl_qty``, ``sll_buy_dvsn_cd``, ``pdno``.
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"""
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if self._settings.MODE != "live":
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logger.debug(
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"get_domestic_pending_orders: paper mode — TTTC0084R unsupported, returning []"
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)
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return []
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await self._rate_limiter.acquire()
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session = self._get_session()
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# TR_ID: 실전 TTTC0084R (모의 미지원)
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# Source: 한국투자증권 오픈API 전체문서 (20260221) — '주식 미체결조회' 시트
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headers = await self._auth_headers("TTTC0084R")
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params = {
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"CANO": self._account_no,
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"ACNT_PRDT_CD": self._product_cd,
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"INQR_DVSN_1": "0",
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"INQR_DVSN_2": "0",
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"CTX_AREA_FK100": "",
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"CTX_AREA_NK100": "",
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}
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url = f"{self._base_url}/uapi/domestic-stock/v1/trading/inquire-psbl-rvsecncl"
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try:
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async with session.get(url, headers=headers, params=params) as resp:
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if resp.status != 200:
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text = await resp.text()
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raise ConnectionError(
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f"get_domestic_pending_orders failed ({resp.status}): {text}"
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)
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data = await resp.json()
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return data.get("output", []) or []
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except (TimeoutError, aiohttp.ClientError) as exc:
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raise ConnectionError(
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f"Network error fetching domestic pending orders: {exc}"
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) from exc
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async def cancel_domestic_order(
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self,
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stock_code: str,
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orgn_odno: str,
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krx_fwdg_ord_orgno: str,
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qty: int,
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) -> dict[str, Any]:
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"""Cancel an unfilled domestic limit order.
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Args:
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stock_code: 6-digit domestic stock code (``pdno``).
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orgn_odno: Original order number from pending-orders response
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(``orgn_odno`` field).
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krx_fwdg_ord_orgno: KRX forwarding order branch number from
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pending-orders response (``ord_gno_brno`` field).
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qty: Quantity to cancel (use ``psbl_qty`` from pending order).
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Returns:
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Raw KIS API response dict (check ``rt_cd == "0"`` for success).
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"""
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await self._rate_limiter.acquire()
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session = self._get_session()
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# TR_ID: 실전 TTTC0013U, 모의 VTTC0013U
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# Source: 한국투자증권 오픈API 전체문서 (20260221) — '주식주문(정정취소)' 시트
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tr_id = "TTTC0013U" if self._settings.MODE == "live" else "VTTC0013U"
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body = {
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"CANO": self._account_no,
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"ACNT_PRDT_CD": self._product_cd,
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"KRX_FWDG_ORD_ORGNO": krx_fwdg_ord_orgno,
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"ORGN_ODNO": orgn_odno,
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"ORD_DVSN": "00",
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"ORD_QTY": str(qty),
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"ORD_UNPR": "0",
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"RVSE_CNCL_DVSN_CD": "02",
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"QTY_ALL_ORD_YN": "Y",
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}
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hash_key = await self._get_hash_key(body)
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headers = await self._auth_headers(tr_id)
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headers["hashkey"] = hash_key
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url = f"{self._base_url}/uapi/domestic-stock/v1/trading/order-rvsecncl"
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try:
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async with session.post(url, headers=headers, json=body) as resp:
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if resp.status != 200:
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text = await resp.text()
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raise ConnectionError(
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f"cancel_domestic_order failed ({resp.status}): {text}"
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)
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return cast(dict[str, Any], await resp.json())
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except (TimeoutError, aiohttp.ClientError) as exc:
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raise ConnectionError(
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f"Network error cancelling domestic order: {exc}"
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) from exc
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async def get_daily_prices(
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self,
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stock_code: str,
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@@ -29,6 +29,20 @@ _RANKING_EXCHANGE_MAP: dict[str, str] = {
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# NASD → NAS, NYSE → NYS, AMEX → AMS (confirmed: AMEX returns empty, AMS returns price).
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_PRICE_EXCHANGE_MAP: dict[str, str] = _RANKING_EXCHANGE_MAP
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# Cancel order TR_IDs per exchange code — (live_tr_id, paper_tr_id).
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# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 주문취소' 시트
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_CANCEL_TR_ID_MAP: dict[str, tuple[str, str]] = {
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"NASD": ("TTTT1004U", "VTTT1004U"),
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"NYSE": ("TTTT1004U", "VTTT1004U"),
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"AMEX": ("TTTT1004U", "VTTT1004U"),
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"SEHK": ("TTTS1003U", "VTTS1003U"),
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"TSE": ("TTTS0309U", "VTTS0309U"),
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"SHAA": ("TTTS0302U", "VTTS0302U"),
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"SZAA": ("TTTS0306U", "VTTS0306U"),
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"HNX": ("TTTS0312U", "VTTS0312U"),
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"HSX": ("TTTS0312U", "VTTS0312U"),
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}
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class OverseasBroker:
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"""KIS Overseas Stock API wrapper that reuses KISBroker infrastructure."""
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@@ -292,6 +306,131 @@ class OverseasBroker:
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f"Network error sending overseas order: {exc}"
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) from exc
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async def get_overseas_pending_orders(
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self, exchange_code: str
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) -> list[dict[str, Any]]:
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"""Fetch unfilled (pending) overseas orders for a given exchange.
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Args:
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exchange_code: Exchange code (e.g., "NASD", "SEHK").
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For US markets, NASD returns all US pending orders (NASD/NYSE/AMEX).
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Returns:
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List of pending order dicts with fields: odno, pdno, sll_buy_dvsn_cd,
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ft_ord_qty, nccs_qty, ft_ord_unpr3, ovrs_excg_cd.
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Always returns [] in paper mode (TTTS3018R is live-only).
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Raises:
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ConnectionError: On network or API errors (live mode only).
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"""
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if self._broker._settings.MODE != "live":
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logger.debug(
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"Pending orders API (TTTS3018R) not supported in paper mode; returning []"
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)
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return []
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await self._broker._rate_limiter.acquire()
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session = self._broker._get_session()
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# TTTS3018R: 해외주식 미체결내역조회 (실전 전용)
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# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 미체결조회' 시트
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headers = await self._broker._auth_headers("TTTS3018R")
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params = {
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"CANO": self._broker._account_no,
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"ACNT_PRDT_CD": self._broker._product_cd,
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"OVRS_EXCG_CD": exchange_code,
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"SORT_SQN": "DS",
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"CTX_AREA_FK200": "",
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"CTX_AREA_NK200": "",
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}
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url = (
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f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-nccs"
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)
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try:
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async with session.get(url, headers=headers, params=params) as resp:
|
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if resp.status != 200:
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text = await resp.text()
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raise ConnectionError(
|
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f"get_overseas_pending_orders failed ({resp.status}): {text}"
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)
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data = await resp.json()
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output = data.get("output", [])
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if isinstance(output, list):
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return output
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return []
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except (TimeoutError, aiohttp.ClientError) as exc:
|
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raise ConnectionError(
|
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f"Network error fetching pending orders: {exc}"
|
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) from exc
|
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async def cancel_overseas_order(
|
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self,
|
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exchange_code: str,
|
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stock_code: str,
|
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odno: str,
|
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qty: int,
|
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) -> dict[str, Any]:
|
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"""Cancel an overseas limit order.
|
||||
|
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Args:
|
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exchange_code: Exchange code (e.g., "NASD", "SEHK").
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stock_code: Stock ticker symbol.
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odno: Original order number to cancel.
|
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qty: Unfilled quantity to cancel.
|
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|
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Returns:
|
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API response dict containing rt_cd and msg1.
|
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|
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Raises:
|
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ValueError: If exchange_code has no cancel TR_ID mapping.
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ConnectionError: On network or API errors.
|
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"""
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tr_ids = _CANCEL_TR_ID_MAP.get(exchange_code)
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if tr_ids is None:
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raise ValueError(f"No cancel TR_ID mapping for exchange: {exchange_code}")
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live_tr_id, paper_tr_id = tr_ids
|
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tr_id = live_tr_id if self._broker._settings.MODE == "live" else paper_tr_id
|
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await self._broker._rate_limiter.acquire()
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session = self._broker._get_session()
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|
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# RVSE_CNCL_DVSN_CD="02" means cancel (not revision).
|
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# OVRS_ORD_UNPR must be "0" for cancellations.
|
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# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 정정취소주문' 시트
|
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body = {
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"CANO": self._broker._account_no,
|
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"ACNT_PRDT_CD": self._broker._product_cd,
|
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"OVRS_EXCG_CD": exchange_code,
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"PDNO": stock_code,
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"ORGN_ODNO": odno,
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"RVSE_CNCL_DVSN_CD": "02",
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"ORD_QTY": str(qty),
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"OVRS_ORD_UNPR": "0",
|
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"ORD_SVR_DVSN_CD": "0",
|
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}
|
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|
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hash_key = await self._broker._get_hash_key(body)
|
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headers = await self._broker._auth_headers(tr_id)
|
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headers["hashkey"] = hash_key
|
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|
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url = (
|
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f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/order-rvsecncl"
|
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)
|
||||
|
||||
try:
|
||||
async with session.post(url, headers=headers, json=body) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(
|
||||
f"cancel_overseas_order failed ({resp.status}): {text}"
|
||||
)
|
||||
return await resp.json()
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(
|
||||
f"Network error cancelling overseas order: {exc}"
|
||||
) from exc
|
||||
|
||||
def _get_currency_code(self, exchange_code: str) -> str:
|
||||
"""
|
||||
Map exchange code to currency code.
|
||||
|
||||
463
src/main.py
463
src/main.py
@@ -19,7 +19,7 @@ from src.analysis.smart_scanner import ScanCandidate, SmartVolatilityScanner
|
||||
from src.analysis.volatility import VolatilityAnalyzer
|
||||
from src.brain.context_selector import ContextSelector
|
||||
from src.brain.gemini_client import GeminiClient, TradeDecision
|
||||
from src.broker.kis_api import KISBroker
|
||||
from src.broker.kis_api import KISBroker, kr_round_down
|
||||
from src.broker.overseas import OverseasBroker
|
||||
from src.config import Settings
|
||||
from src.context.aggregator import ContextAggregator
|
||||
@@ -257,7 +257,15 @@ def _extract_held_codes_from_balance(
|
||||
if is_domestic:
|
||||
qty = int(holding.get("ord_psbl_qty") or holding.get("hldg_qty") or 0)
|
||||
else:
|
||||
qty = int(holding.get("ovrs_cblc_qty") or holding.get("hldg_qty") or 0)
|
||||
# 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
|
||||
)
|
||||
if qty > 0:
|
||||
codes.append(code)
|
||||
return codes
|
||||
@@ -280,10 +288,12 @@ def _extract_held_qty_from_balance(
|
||||
ord_psbl_qty — 주문가능수량 (preferred: excludes unsettled)
|
||||
hldg_qty — 보유수량 (fallback)
|
||||
|
||||
Overseas fields (output1):
|
||||
Overseas fields (VTTS3012R / TTTS3012R output1):
|
||||
ovrs_pdno — 종목코드
|
||||
ovrs_cblc_qty — 해외잔고수량 (preferred)
|
||||
hldg_qty — 보유수량 (fallback)
|
||||
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)
|
||||
"""
|
||||
output1 = balance_data.get("output1", [])
|
||||
if isinstance(output1, dict):
|
||||
@@ -301,7 +311,12 @@ 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("ovrs_cblc_qty") or holding.get("hldg_qty") or 0)
|
||||
qty = int(
|
||||
holding.get("ord_psbl_qty")
|
||||
or holding.get("ovrs_cblc_qty")
|
||||
or holding.get("hldg_qty")
|
||||
or 0
|
||||
)
|
||||
return qty
|
||||
return 0
|
||||
|
||||
@@ -853,11 +868,19 @@ async def trading_cycle(
|
||||
# 5. Send order
|
||||
order_succeeded = True
|
||||
if market.is_domestic:
|
||||
# Use limit orders (지정가) for domestic stocks to avoid market order
|
||||
# quantity calculation issues. KRX tick rounding applied via kr_round_down.
|
||||
# BUY: +0.2% — ensures fill even when ask is slightly above last price.
|
||||
# SELL: -0.2% — ensures fill even when bid is slightly below last price.
|
||||
if decision.action == "BUY":
|
||||
order_price = kr_round_down(current_price * 1.002)
|
||||
else:
|
||||
order_price = kr_round_down(current_price * 0.998)
|
||||
result = await broker.send_order(
|
||||
stock_code=stock_code,
|
||||
order_type=decision.action,
|
||||
quantity=quantity,
|
||||
price=0, # market order
|
||||
price=order_price,
|
||||
)
|
||||
else:
|
||||
# For overseas orders, always use limit orders (지정가):
|
||||
@@ -867,16 +890,17 @@ async def trading_cycle(
|
||||
# achieving >90% fill rate on large-cap US stocks.
|
||||
# - 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
|
||||
if decision.action == "BUY":
|
||||
order_price = round(current_price * 1.002, 4)
|
||||
overseas_price = round(current_price * 1.002, 4)
|
||||
else:
|
||||
order_price = round(current_price * 0.998, 4)
|
||||
overseas_price = round(current_price * 0.998, 4)
|
||||
result = await overseas_broker.send_overseas_order(
|
||||
exchange_code=market.exchange_code,
|
||||
stock_code=stock_code,
|
||||
order_type=decision.action,
|
||||
quantity=quantity,
|
||||
price=order_price, # limit order
|
||||
price=overseas_price, # limit order
|
||||
)
|
||||
# Check if KIS rejected the order (rt_cd != "0")
|
||||
if result.get("rt_cd", "") != "0":
|
||||
@@ -899,6 +923,33 @@ 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)
|
||||
@@ -978,6 +1029,328 @@ async def trading_cycle(
|
||||
)
|
||||
|
||||
|
||||
async def handle_domestic_pending_orders(
|
||||
broker: KISBroker,
|
||||
telegram: TelegramClient,
|
||||
settings: Settings,
|
||||
sell_resubmit_counts: dict[str, int],
|
||||
buy_cooldown: dict[str, float] | None = None,
|
||||
) -> None:
|
||||
"""Check and handle unfilled (pending) domestic limit orders.
|
||||
|
||||
Called once per market loop iteration before new orders are considered.
|
||||
In paper mode the KIS pending-orders API (TTTC0084R) is unsupported, so
|
||||
``get_domestic_pending_orders`` returns [] immediately and this function
|
||||
exits without making further API calls.
|
||||
|
||||
BUY pending → cancel (to free up balance) + optionally set cooldown.
|
||||
SELL pending → cancel then resubmit at a wider spread (-0.4% from last
|
||||
price, kr_round_down applied). Resubmission is attempted
|
||||
at most once per key per session to avoid infinite loops.
|
||||
|
||||
Args:
|
||||
broker: KISBroker instance.
|
||||
telegram: TelegramClient for notifications.
|
||||
settings: Application settings.
|
||||
sell_resubmit_counts: Mutable dict tracking SELL resubmission attempts
|
||||
per "KR:{stock_code}" key. Passed by reference so counts persist
|
||||
across calls within the same session.
|
||||
buy_cooldown: Optional cooldown dict shared with the main trading loop.
|
||||
When provided, cancelled BUY orders are added with a
|
||||
_BUY_COOLDOWN_SECONDS expiry.
|
||||
"""
|
||||
try:
|
||||
orders = await broker.get_domestic_pending_orders()
|
||||
except Exception as exc:
|
||||
logger.warning("Failed to fetch domestic pending orders: %s", exc)
|
||||
return
|
||||
|
||||
now = asyncio.get_event_loop().time()
|
||||
|
||||
for order in orders:
|
||||
try:
|
||||
stock_code = order.get("pdno", "")
|
||||
orgn_odno = order.get("orgn_odno", "")
|
||||
krx_fwdg_ord_orgno = order.get("ord_gno_brno", "")
|
||||
sll_buy = order.get("sll_buy_dvsn_cd", "") # "01"=SELL, "02"=BUY
|
||||
psbl_qty = int(order.get("psbl_qty", "0") or "0")
|
||||
key = f"KR:{stock_code}"
|
||||
|
||||
if not stock_code or not orgn_odno or psbl_qty <= 0:
|
||||
continue
|
||||
|
||||
# Cancel the pending order first regardless of direction.
|
||||
cancel_result = await broker.cancel_domestic_order(
|
||||
stock_code=stock_code,
|
||||
orgn_odno=orgn_odno,
|
||||
krx_fwdg_ord_orgno=krx_fwdg_ord_orgno,
|
||||
qty=psbl_qty,
|
||||
)
|
||||
if cancel_result.get("rt_cd") != "0":
|
||||
logger.warning(
|
||||
"Cancel failed for KR %s: rt_cd=%s msg=%s",
|
||||
stock_code,
|
||||
cancel_result.get("rt_cd"),
|
||||
cancel_result.get("msg1"),
|
||||
)
|
||||
continue
|
||||
|
||||
if sll_buy == "02":
|
||||
# BUY pending → cancelled; set cooldown to avoid immediate re-buy.
|
||||
if buy_cooldown is not None:
|
||||
buy_cooldown[key] = now + _BUY_COOLDOWN_SECONDS
|
||||
try:
|
||||
await telegram.notify_unfilled_order(
|
||||
stock_code=stock_code,
|
||||
market="KR",
|
||||
action="BUY",
|
||||
quantity=psbl_qty,
|
||||
outcome="cancelled",
|
||||
)
|
||||
except Exception as notify_exc:
|
||||
logger.warning("notify_unfilled_order failed: %s", notify_exc)
|
||||
|
||||
elif sll_buy == "01":
|
||||
# SELL pending — attempt one resubmit at a wider spread.
|
||||
if sell_resubmit_counts.get(key, 0) >= 1:
|
||||
# Already resubmitted once — only cancel (already done above).
|
||||
logger.warning(
|
||||
"SELL KR %s already resubmitted once — no further resubmit",
|
||||
stock_code,
|
||||
)
|
||||
try:
|
||||
await telegram.notify_unfilled_order(
|
||||
stock_code=stock_code,
|
||||
market="KR",
|
||||
action="SELL",
|
||||
quantity=psbl_qty,
|
||||
outcome="cancelled",
|
||||
)
|
||||
except Exception as notify_exc:
|
||||
logger.warning(
|
||||
"notify_unfilled_order failed: %s", notify_exc
|
||||
)
|
||||
else:
|
||||
# First unfilled SELL → resubmit at last * 0.996 (-0.4%).
|
||||
try:
|
||||
last_price, _, _ = await broker.get_current_price(stock_code)
|
||||
if last_price <= 0:
|
||||
raise ValueError(
|
||||
f"Invalid price ({last_price}) for {stock_code}"
|
||||
)
|
||||
new_price = kr_round_down(last_price * 0.996)
|
||||
await broker.send_order(
|
||||
stock_code=stock_code,
|
||||
order_type="SELL",
|
||||
quantity=psbl_qty,
|
||||
price=new_price,
|
||||
)
|
||||
sell_resubmit_counts[key] = (
|
||||
sell_resubmit_counts.get(key, 0) + 1
|
||||
)
|
||||
try:
|
||||
await telegram.notify_unfilled_order(
|
||||
stock_code=stock_code,
|
||||
market="KR",
|
||||
action="SELL",
|
||||
quantity=psbl_qty,
|
||||
outcome="resubmitted",
|
||||
new_price=float(new_price),
|
||||
)
|
||||
except Exception as notify_exc:
|
||||
logger.warning(
|
||||
"notify_unfilled_order failed: %s", notify_exc
|
||||
)
|
||||
except Exception as exc:
|
||||
logger.error(
|
||||
"SELL resubmit failed for KR %s: %s",
|
||||
stock_code,
|
||||
exc,
|
||||
)
|
||||
|
||||
except Exception as exc:
|
||||
logger.error(
|
||||
"Error handling domestic pending order for %s: %s",
|
||||
order.get("pdno", "?"),
|
||||
exc,
|
||||
)
|
||||
|
||||
|
||||
async def handle_overseas_pending_orders(
|
||||
overseas_broker: OverseasBroker,
|
||||
telegram: TelegramClient,
|
||||
settings: Settings,
|
||||
sell_resubmit_counts: dict[str, int],
|
||||
buy_cooldown: dict[str, float] | None = None,
|
||||
) -> None:
|
||||
"""Check and handle unfilled (pending) overseas limit orders.
|
||||
|
||||
Called once per market loop iteration before new orders are considered.
|
||||
In paper mode the KIS pending-orders API (TTTS3018R) is unsupported, so
|
||||
this function returns immediately without making any API calls.
|
||||
|
||||
BUY pending → cancel (to free up balance) + optionally set cooldown.
|
||||
SELL pending → cancel then resubmit at a wider spread (-0.4% from last
|
||||
price). Resubmission is attempted at most once per key
|
||||
per session to avoid infinite retry loops.
|
||||
|
||||
Args:
|
||||
overseas_broker: OverseasBroker instance.
|
||||
telegram: TelegramClient for notifications.
|
||||
settings: Application settings (MODE, ENABLED_MARKETS).
|
||||
sell_resubmit_counts: Mutable dict tracking SELL resubmission attempts
|
||||
per "{exchange_code}:{stock_code}" key. Passed by reference so
|
||||
counts persist across calls within the same session.
|
||||
buy_cooldown: Optional cooldown dict shared with the main trading loop.
|
||||
When provided, cancelled BUY orders are added with a
|
||||
_BUY_COOLDOWN_SECONDS expiry.
|
||||
"""
|
||||
# Determine which exchange codes to query, deduplicating US exchanges.
|
||||
# NASD alone returns all US (NASD/NYSE/AMEX) pending orders.
|
||||
us_exchanges = frozenset({"NASD", "NYSE", "AMEX"})
|
||||
exchange_codes: list[str] = []
|
||||
seen_us = False
|
||||
for market_code in settings.enabled_market_list:
|
||||
market_info = MARKETS.get(market_code)
|
||||
if market_info is None or market_info.is_domestic:
|
||||
continue
|
||||
exc_code = market_info.exchange_code
|
||||
if exc_code in us_exchanges:
|
||||
if not seen_us:
|
||||
exchange_codes.append("NASD")
|
||||
seen_us = True
|
||||
elif exc_code not in exchange_codes:
|
||||
exchange_codes.append(exc_code)
|
||||
|
||||
now = asyncio.get_event_loop().time()
|
||||
|
||||
for exchange_code in exchange_codes:
|
||||
try:
|
||||
orders = await overseas_broker.get_overseas_pending_orders(exchange_code)
|
||||
except Exception as exc:
|
||||
logger.warning(
|
||||
"Failed to fetch pending orders for %s: %s", exchange_code, exc
|
||||
)
|
||||
continue
|
||||
|
||||
for order in orders:
|
||||
try:
|
||||
stock_code = order.get("pdno", "")
|
||||
odno = order.get("odno", "")
|
||||
sll_buy = order.get("sll_buy_dvsn_cd", "") # "01"=SELL, "02"=BUY
|
||||
nccs_qty = int(order.get("nccs_qty", "0") or "0")
|
||||
order_exchange = order.get("ovrs_excg_cd") or exchange_code
|
||||
key = f"{order_exchange}:{stock_code}"
|
||||
|
||||
if not stock_code or not odno or nccs_qty <= 0:
|
||||
continue
|
||||
|
||||
# Cancel the pending order first regardless of direction.
|
||||
cancel_result = await overseas_broker.cancel_overseas_order(
|
||||
exchange_code=order_exchange,
|
||||
stock_code=stock_code,
|
||||
odno=odno,
|
||||
qty=nccs_qty,
|
||||
)
|
||||
if cancel_result.get("rt_cd") != "0":
|
||||
logger.warning(
|
||||
"Cancel failed for %s %s: rt_cd=%s msg=%s",
|
||||
order_exchange,
|
||||
stock_code,
|
||||
cancel_result.get("rt_cd"),
|
||||
cancel_result.get("msg1"),
|
||||
)
|
||||
continue
|
||||
|
||||
if sll_buy == "02":
|
||||
# BUY pending → cancelled; set cooldown to avoid immediate re-buy.
|
||||
if buy_cooldown is not None:
|
||||
buy_cooldown[key] = now + _BUY_COOLDOWN_SECONDS
|
||||
try:
|
||||
await telegram.notify_unfilled_order(
|
||||
stock_code=stock_code,
|
||||
market=order_exchange,
|
||||
action="BUY",
|
||||
quantity=nccs_qty,
|
||||
outcome="cancelled",
|
||||
)
|
||||
except Exception as notify_exc:
|
||||
logger.warning("notify_unfilled_order failed: %s", notify_exc)
|
||||
|
||||
elif sll_buy == "01":
|
||||
# SELL pending — attempt one resubmit at a wider spread.
|
||||
if sell_resubmit_counts.get(key, 0) >= 1:
|
||||
# Already resubmitted once — only cancel (already done above).
|
||||
logger.warning(
|
||||
"SELL %s %s already resubmitted once — no further resubmit",
|
||||
order_exchange,
|
||||
stock_code,
|
||||
)
|
||||
try:
|
||||
await telegram.notify_unfilled_order(
|
||||
stock_code=stock_code,
|
||||
market=order_exchange,
|
||||
action="SELL",
|
||||
quantity=nccs_qty,
|
||||
outcome="cancelled",
|
||||
)
|
||||
except Exception as notify_exc:
|
||||
logger.warning(
|
||||
"notify_unfilled_order failed: %s", notify_exc
|
||||
)
|
||||
else:
|
||||
# First unfilled SELL → resubmit at last * 0.996 (-0.4%).
|
||||
try:
|
||||
price_data = await overseas_broker.get_overseas_price(
|
||||
order_exchange, stock_code
|
||||
)
|
||||
last_price = float(
|
||||
price_data.get("output", {}).get("last", "0") or "0"
|
||||
)
|
||||
if last_price <= 0:
|
||||
raise ValueError(
|
||||
f"Invalid price ({last_price}) for {stock_code}"
|
||||
)
|
||||
new_price = round(last_price * 0.996, 4)
|
||||
await overseas_broker.send_overseas_order(
|
||||
exchange_code=order_exchange,
|
||||
stock_code=stock_code,
|
||||
order_type="SELL",
|
||||
quantity=nccs_qty,
|
||||
price=new_price,
|
||||
)
|
||||
sell_resubmit_counts[key] = (
|
||||
sell_resubmit_counts.get(key, 0) + 1
|
||||
)
|
||||
try:
|
||||
await telegram.notify_unfilled_order(
|
||||
stock_code=stock_code,
|
||||
market=order_exchange,
|
||||
action="SELL",
|
||||
quantity=nccs_qty,
|
||||
outcome="resubmitted",
|
||||
new_price=new_price,
|
||||
)
|
||||
except Exception as notify_exc:
|
||||
logger.warning(
|
||||
"notify_unfilled_order failed: %s", notify_exc
|
||||
)
|
||||
except Exception as exc:
|
||||
logger.error(
|
||||
"SELL resubmit failed for %s %s: %s",
|
||||
order_exchange,
|
||||
stock_code,
|
||||
exc,
|
||||
)
|
||||
|
||||
except Exception as exc:
|
||||
logger.error(
|
||||
"Error handling pending order for %s: %s",
|
||||
order.get("pdno", "?"),
|
||||
exc,
|
||||
)
|
||||
|
||||
|
||||
async def run_daily_session(
|
||||
broker: KISBroker,
|
||||
overseas_broker: OverseasBroker,
|
||||
@@ -1022,11 +1395,40 @@ async def run_daily_session(
|
||||
# BUY cooldown: prevents retrying stocks rejected for insufficient balance
|
||||
daily_buy_cooldown: dict[str, float] = {} # "{market_code}:{stock_code}" -> expiry timestamp
|
||||
|
||||
# Tracks SELL resubmission attempts per "{exchange_code}:{stock_code}" (max 1 per session).
|
||||
sell_resubmit_counts: dict[str, int] = {}
|
||||
|
||||
# Process each open market
|
||||
for market in open_markets:
|
||||
# Use market-local date for playbook keying
|
||||
market_today = datetime.now(market.timezone).date()
|
||||
|
||||
# Check and handle domestic pending (unfilled) limit orders before new decisions.
|
||||
if market.is_domestic:
|
||||
try:
|
||||
await handle_domestic_pending_orders(
|
||||
broker,
|
||||
telegram,
|
||||
settings,
|
||||
sell_resubmit_counts,
|
||||
daily_buy_cooldown,
|
||||
)
|
||||
except Exception as exc:
|
||||
logger.warning("Domestic pending order check failed: %s", exc)
|
||||
|
||||
# Check and handle overseas pending (unfilled) limit orders before new decisions.
|
||||
if not market.is_domestic:
|
||||
try:
|
||||
await handle_overseas_pending_orders(
|
||||
overseas_broker,
|
||||
telegram,
|
||||
settings,
|
||||
sell_resubmit_counts,
|
||||
daily_buy_cooldown,
|
||||
)
|
||||
except Exception as exc:
|
||||
logger.warning("Pending order check failed: %s", exc)
|
||||
|
||||
# Dynamic stock discovery via scanner (no static watchlists)
|
||||
candidates_list: list[ScanCandidate] = []
|
||||
fallback_stocks: list[str] | None = None
|
||||
@@ -1416,11 +1818,21 @@ async def run_daily_session(
|
||||
order_succeeded = True
|
||||
try:
|
||||
if market.is_domestic:
|
||||
# Use limit orders (지정가) for domestic stocks.
|
||||
# KRX tick rounding applied via kr_round_down.
|
||||
if decision.action == "BUY":
|
||||
order_price = kr_round_down(
|
||||
stock_data["current_price"] * 1.002
|
||||
)
|
||||
else:
|
||||
order_price = kr_round_down(
|
||||
stock_data["current_price"] * 0.998
|
||||
)
|
||||
result = await broker.send_order(
|
||||
stock_code=stock_code,
|
||||
order_type=decision.action,
|
||||
quantity=quantity,
|
||||
price=0, # market order
|
||||
price=order_price,
|
||||
)
|
||||
else:
|
||||
# KIS VTS only accepts limit orders; use 0.5% premium for BUY
|
||||
@@ -2085,6 +2497,9 @@ async def run(settings: Settings) -> None:
|
||||
# BUY cooldown: prevents retrying a stock rejected for insufficient balance
|
||||
buy_cooldown: dict[str, float] = {} # "{market_code}:{stock_code}" -> expiry timestamp
|
||||
|
||||
# Tracks SELL resubmission attempts per "{exchange_code}:{stock_code}" (max 1 until restart).
|
||||
sell_resubmit_counts: dict[str, int] = {}
|
||||
|
||||
# Initialize latency control system
|
||||
criticality_assessor = CriticalityAssessor(
|
||||
critical_pnl_threshold=-2.5, # Near circuit breaker at -3.0%
|
||||
@@ -2270,6 +2685,32 @@ async def run(settings: Settings) -> None:
|
||||
logger.warning("Market open notification failed: %s", exc)
|
||||
_market_states[market.code] = True
|
||||
|
||||
# Check and handle domestic pending (unfilled) limit orders.
|
||||
if market.is_domestic:
|
||||
try:
|
||||
await handle_domestic_pending_orders(
|
||||
broker,
|
||||
telegram,
|
||||
settings,
|
||||
sell_resubmit_counts,
|
||||
buy_cooldown,
|
||||
)
|
||||
except Exception as exc:
|
||||
logger.warning("Domestic pending order check failed: %s", exc)
|
||||
|
||||
# Check and handle overseas pending (unfilled) limit orders.
|
||||
if not market.is_domestic:
|
||||
try:
|
||||
await handle_overseas_pending_orders(
|
||||
overseas_broker,
|
||||
telegram,
|
||||
settings,
|
||||
sell_resubmit_counts,
|
||||
buy_cooldown,
|
||||
)
|
||||
except Exception as exc:
|
||||
logger.warning("Pending order check failed: %s", exc)
|
||||
|
||||
# Smart Scanner: dynamic stock discovery (no static watchlists)
|
||||
now_timestamp = asyncio.get_event_loop().time()
|
||||
last_scan = last_scan_time.get(market.code, 0.0)
|
||||
|
||||
@@ -473,6 +473,48 @@ class TelegramClient:
|
||||
NotificationMessage(priority=priority, message=message)
|
||||
)
|
||||
|
||||
async def notify_unfilled_order(
|
||||
self,
|
||||
stock_code: str,
|
||||
market: str,
|
||||
action: str,
|
||||
quantity: int,
|
||||
outcome: str,
|
||||
new_price: float | None = None,
|
||||
) -> None:
|
||||
"""Notify about an unfilled overseas order that was cancelled or resubmitted.
|
||||
|
||||
Args:
|
||||
stock_code: Stock ticker symbol.
|
||||
market: Exchange/market code (e.g., "NASD", "SEHK").
|
||||
action: "BUY" or "SELL".
|
||||
quantity: Unfilled quantity.
|
||||
outcome: "cancelled" or "resubmitted".
|
||||
new_price: New order price if resubmitted (None if only cancelled).
|
||||
"""
|
||||
if not self._filter.trades:
|
||||
return
|
||||
# SELL resubmit is high priority — position liquidation at risk.
|
||||
# BUY cancel is medium priority — only cash is freed.
|
||||
priority = (
|
||||
NotificationPriority.HIGH
|
||||
if action == "SELL"
|
||||
else NotificationPriority.MEDIUM
|
||||
)
|
||||
outcome_emoji = "🔄" if outcome == "resubmitted" else "❌"
|
||||
outcome_label = "재주문" if outcome == "resubmitted" else "취소됨"
|
||||
action_emoji = "🔴" if action == "SELL" else "🟢"
|
||||
lines = [
|
||||
f"<b>{outcome_emoji} 미체결 주문 {outcome_label}</b>",
|
||||
f"Symbol: <code>{stock_code}</code> ({market})",
|
||||
f"Action: {action_emoji} {action}",
|
||||
f"Quantity: {quantity:,} shares",
|
||||
]
|
||||
if new_price is not None:
|
||||
lines.append(f"New Price: {new_price:.4f}")
|
||||
message = "\n".join(lines)
|
||||
await self._send_notification(NotificationMessage(priority=priority, message=message))
|
||||
|
||||
async def notify_error(
|
||||
self, error_type: str, error_msg: str, context: str
|
||||
) -> None:
|
||||
|
||||
@@ -725,3 +725,195 @@ class TestTRIDBranchingDomestic:
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
assert order_headers["tr_id"] == "TTTC0011U"
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Domestic Pending Orders (get_domestic_pending_orders)
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
class TestGetDomesticPendingOrders:
|
||||
"""get_domestic_pending_orders must return [] in paper mode and call TTTC0084R in live."""
|
||||
|
||||
def _make_broker(self, settings, mode: str) -> KISBroker:
|
||||
from src.config import Settings
|
||||
|
||||
s = Settings(
|
||||
KIS_APP_KEY=settings.KIS_APP_KEY,
|
||||
KIS_APP_SECRET=settings.KIS_APP_SECRET,
|
||||
KIS_ACCOUNT_NO=settings.KIS_ACCOUNT_NO,
|
||||
GEMINI_API_KEY=settings.GEMINI_API_KEY,
|
||||
DB_PATH=":memory:",
|
||||
ENABLED_MARKETS="KR",
|
||||
MODE=mode,
|
||||
)
|
||||
b = KISBroker(s)
|
||||
b._access_token = "tok"
|
||||
b._token_expires_at = float("inf")
|
||||
b._rate_limiter.acquire = AsyncMock()
|
||||
return b
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_paper_mode_returns_empty(self, settings) -> None:
|
||||
"""Paper mode must return [] immediately without any API call."""
|
||||
broker = self._make_broker(settings, "paper")
|
||||
|
||||
with patch("aiohttp.ClientSession.get") as mock_get:
|
||||
result = await broker.get_domestic_pending_orders()
|
||||
|
||||
assert result == []
|
||||
mock_get.assert_not_called()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_live_mode_calls_tttc0084r_with_correct_params(
|
||||
self, settings
|
||||
) -> None:
|
||||
"""Live mode must call TTTC0084R with INQR_DVSN_1/2 and paging params."""
|
||||
broker = self._make_broker(settings, "live")
|
||||
pending = [{"odno": "001", "pdno": "005930", "psbl_qty": "10"}]
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(return_value={"output": pending})
|
||||
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
with patch("aiohttp.ClientSession.get", return_value=mock_resp) as mock_get:
|
||||
result = await broker.get_domestic_pending_orders()
|
||||
|
||||
assert result == pending
|
||||
headers = mock_get.call_args[1].get("headers", {})
|
||||
assert headers["tr_id"] == "TTTC0084R"
|
||||
params = mock_get.call_args[1].get("params", {})
|
||||
assert params["INQR_DVSN_1"] == "0"
|
||||
assert params["INQR_DVSN_2"] == "0"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_live_mode_connection_error(self, settings) -> None:
|
||||
"""Network error must raise ConnectionError."""
|
||||
import aiohttp as _aiohttp
|
||||
|
||||
broker = self._make_broker(settings, "live")
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.get",
|
||||
side_effect=_aiohttp.ClientError("timeout"),
|
||||
):
|
||||
with pytest.raises(ConnectionError):
|
||||
await broker.get_domestic_pending_orders()
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Domestic Order Cancellation (cancel_domestic_order)
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
class TestCancelDomesticOrder:
|
||||
"""cancel_domestic_order must use correct TR_ID and build body correctly."""
|
||||
|
||||
def _make_broker(self, settings, mode: str) -> KISBroker:
|
||||
from src.config import Settings
|
||||
|
||||
s = Settings(
|
||||
KIS_APP_KEY=settings.KIS_APP_KEY,
|
||||
KIS_APP_SECRET=settings.KIS_APP_SECRET,
|
||||
KIS_ACCOUNT_NO=settings.KIS_ACCOUNT_NO,
|
||||
GEMINI_API_KEY=settings.GEMINI_API_KEY,
|
||||
DB_PATH=":memory:",
|
||||
ENABLED_MARKETS="KR",
|
||||
MODE=mode,
|
||||
)
|
||||
b = KISBroker(s)
|
||||
b._access_token = "tok"
|
||||
b._token_expires_at = float("inf")
|
||||
b._rate_limiter.acquire = AsyncMock()
|
||||
return b
|
||||
|
||||
def _make_post_mocks(self, order_payload: dict) -> tuple:
|
||||
mock_hash = AsyncMock()
|
||||
mock_hash.status = 200
|
||||
mock_hash.json = AsyncMock(return_value={"HASH": "h"})
|
||||
mock_hash.__aenter__ = AsyncMock(return_value=mock_hash)
|
||||
mock_hash.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
mock_order = AsyncMock()
|
||||
mock_order.status = 200
|
||||
mock_order.json = AsyncMock(return_value=order_payload)
|
||||
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
return mock_hash, mock_order
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_live_uses_tttc0013u(self, settings) -> None:
|
||||
"""Live mode must use TR_ID TTTC0013U."""
|
||||
broker = self._make_broker(settings, "live")
|
||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
assert order_headers["tr_id"] == "TTTC0013U"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_paper_uses_vttc0013u(self, settings) -> None:
|
||||
"""Paper mode must use TR_ID VTTC0013U."""
|
||||
broker = self._make_broker(settings, "paper")
|
||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
assert order_headers["tr_id"] == "VTTC0013U"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_cancel_sets_rvse_cncl_dvsn_cd_02(self, settings) -> None:
|
||||
"""Body must have RVSE_CNCL_DVSN_CD='02' (취소) and QTY_ALL_ORD_YN='Y'."""
|
||||
broker = self._make_broker(settings, "live")
|
||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
|
||||
|
||||
body = mock_post.call_args_list[1][1].get("json", {})
|
||||
assert body["RVSE_CNCL_DVSN_CD"] == "02"
|
||||
assert body["QTY_ALL_ORD_YN"] == "Y"
|
||||
assert body["ORD_UNPR"] == "0"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_cancel_sets_krx_fwdg_ord_orgno_in_body(self, settings) -> None:
|
||||
"""Body must include KRX_FWDG_ORD_ORGNO and ORGN_ODNO from arguments."""
|
||||
broker = self._make_broker(settings, "live")
|
||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
await broker.cancel_domestic_order("005930", "ORD123", "BRN456", 3)
|
||||
|
||||
body = mock_post.call_args_list[1][1].get("json", {})
|
||||
assert body["KRX_FWDG_ORD_ORGNO"] == "BRN456"
|
||||
assert body["ORGN_ODNO"] == "ORD123"
|
||||
assert body["ORD_QTY"] == "3"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_cancel_sets_hashkey_header(self, settings) -> None:
|
||||
"""Request must include hashkey header (same pattern as send_order)."""
|
||||
broker = self._make_broker(settings, "live")
|
||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 2)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
assert "hashkey" in order_headers
|
||||
assert order_headers["hashkey"] == "h"
|
||||
|
||||
@@ -22,6 +22,8 @@ from src.main import (
|
||||
_run_context_scheduler,
|
||||
_run_evolution_loop,
|
||||
_start_dashboard_server,
|
||||
handle_domestic_pending_orders,
|
||||
handle_overseas_pending_orders,
|
||||
run_daily_session,
|
||||
safe_float,
|
||||
sync_positions_from_broker,
|
||||
@@ -99,10 +101,24 @@ class TestExtractHeldQtyFromBalance:
|
||||
balance = {"output1": [], "output2": [{}]}
|
||||
assert _extract_held_qty_from_balance(balance, "005930", is_domestic=True) == 0
|
||||
|
||||
def test_overseas_returns_ovrs_cblc_qty(self) -> None:
|
||||
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:
|
||||
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
|
||||
@@ -145,6 +161,26 @@ 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."""
|
||||
@@ -3872,3 +3908,693 @@ class TestDomesticBuyDoublePreventionTradingCycle:
|
||||
|
||||
# BUY must NOT have been executed because broker still holds the stock
|
||||
broker.send_order.assert_not_called()
|
||||
|
||||
|
||||
class TestHandleOverseasPendingOrders:
|
||||
"""Tests for handle_overseas_pending_orders function."""
|
||||
|
||||
def _make_settings(self, markets: str = "US_NASDAQ,US_NYSE,US_AMEX") -> Settings:
|
||||
return Settings(
|
||||
KIS_APP_KEY="k",
|
||||
KIS_APP_SECRET="s",
|
||||
KIS_ACCOUNT_NO="12345678-01",
|
||||
GEMINI_API_KEY="g",
|
||||
ENABLED_MARKETS=markets,
|
||||
)
|
||||
|
||||
def _make_telegram(self) -> MagicMock:
|
||||
t = MagicMock()
|
||||
t.notify_unfilled_order = AsyncMock()
|
||||
return t
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_buy_pending_is_cancelled_and_cooldown_set(self) -> None:
|
||||
"""BUY pending order should be cancelled and buy_cooldown should be set."""
|
||||
settings = self._make_settings("US_NASDAQ")
|
||||
telegram = self._make_telegram()
|
||||
|
||||
pending_order = {
|
||||
"pdno": "AAPL",
|
||||
"odno": "ORD001",
|
||||
"sll_buy_dvsn_cd": "02", # BUY
|
||||
"nccs_qty": "3",
|
||||
"ovrs_excg_cd": "NASD",
|
||||
}
|
||||
overseas_broker = MagicMock()
|
||||
overseas_broker.get_overseas_pending_orders = AsyncMock(
|
||||
return_value=[pending_order]
|
||||
)
|
||||
overseas_broker.cancel_overseas_order = AsyncMock(
|
||||
return_value={"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
|
||||
sell_resubmit_counts: dict[str, int] = {}
|
||||
buy_cooldown: dict[str, float] = {}
|
||||
|
||||
await handle_overseas_pending_orders(
|
||||
overseas_broker, telegram, settings, sell_resubmit_counts, buy_cooldown
|
||||
)
|
||||
|
||||
overseas_broker.cancel_overseas_order.assert_called_once_with(
|
||||
exchange_code="NASD",
|
||||
stock_code="AAPL",
|
||||
odno="ORD001",
|
||||
qty=3,
|
||||
)
|
||||
assert "NASD:AAPL" in buy_cooldown
|
||||
telegram.notify_unfilled_order.assert_called_once()
|
||||
call_kwargs = telegram.notify_unfilled_order.call_args[1]
|
||||
assert call_kwargs["action"] == "BUY"
|
||||
assert call_kwargs["outcome"] == "cancelled"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_sell_pending_is_cancelled_then_resubmitted(self) -> None:
|
||||
"""First unfilled SELL should be cancelled then resubmitted at -0.4% price."""
|
||||
settings = self._make_settings("US_NASDAQ")
|
||||
telegram = self._make_telegram()
|
||||
|
||||
pending_order = {
|
||||
"pdno": "AAPL",
|
||||
"odno": "ORD002",
|
||||
"sll_buy_dvsn_cd": "01", # SELL
|
||||
"nccs_qty": "5",
|
||||
"ovrs_excg_cd": "NASD",
|
||||
}
|
||||
overseas_broker = MagicMock()
|
||||
overseas_broker.get_overseas_pending_orders = AsyncMock(
|
||||
return_value=[pending_order]
|
||||
)
|
||||
overseas_broker.cancel_overseas_order = AsyncMock(
|
||||
return_value={"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
overseas_broker.get_overseas_price = AsyncMock(
|
||||
return_value={"output": {"last": "200.0"}}
|
||||
)
|
||||
overseas_broker.send_overseas_order = AsyncMock(
|
||||
return_value={"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
|
||||
sell_resubmit_counts: dict[str, int] = {}
|
||||
|
||||
await handle_overseas_pending_orders(
|
||||
overseas_broker, telegram, settings, sell_resubmit_counts
|
||||
)
|
||||
|
||||
overseas_broker.cancel_overseas_order.assert_called_once()
|
||||
overseas_broker.send_overseas_order.assert_called_once()
|
||||
resubmit_kwargs = overseas_broker.send_overseas_order.call_args[1]
|
||||
assert resubmit_kwargs["order_type"] == "SELL"
|
||||
assert resubmit_kwargs["price"] == round(200.0 * 0.996, 4)
|
||||
assert sell_resubmit_counts.get("NASD:AAPL") == 1
|
||||
notify_kwargs = telegram.notify_unfilled_order.call_args[1]
|
||||
assert notify_kwargs["outcome"] == "resubmitted"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_sell_cancel_failure_skips_resubmit(self) -> None:
|
||||
"""When cancel returns rt_cd != '0', resubmit should NOT be attempted."""
|
||||
settings = self._make_settings("US_NASDAQ")
|
||||
telegram = self._make_telegram()
|
||||
|
||||
pending_order = {
|
||||
"pdno": "AAPL",
|
||||
"odno": "ORD003",
|
||||
"sll_buy_dvsn_cd": "01", # SELL
|
||||
"nccs_qty": "2",
|
||||
"ovrs_excg_cd": "NASD",
|
||||
}
|
||||
overseas_broker = MagicMock()
|
||||
overseas_broker.get_overseas_pending_orders = AsyncMock(
|
||||
return_value=[pending_order]
|
||||
)
|
||||
overseas_broker.cancel_overseas_order = AsyncMock(
|
||||
return_value={"rt_cd": "1", "msg1": "Error"} # failure
|
||||
)
|
||||
overseas_broker.send_overseas_order = AsyncMock()
|
||||
|
||||
sell_resubmit_counts: dict[str, int] = {}
|
||||
|
||||
await handle_overseas_pending_orders(
|
||||
overseas_broker, telegram, settings, sell_resubmit_counts
|
||||
)
|
||||
|
||||
overseas_broker.send_overseas_order.assert_not_called()
|
||||
telegram.notify_unfilled_order.assert_not_called()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_sell_already_resubmitted_is_only_cancelled(self) -> None:
|
||||
"""Second unfilled SELL (sell_resubmit_counts >= 1) should only cancel, no resubmit."""
|
||||
settings = self._make_settings("US_NASDAQ")
|
||||
telegram = self._make_telegram()
|
||||
|
||||
pending_order = {
|
||||
"pdno": "AAPL",
|
||||
"odno": "ORD004",
|
||||
"sll_buy_dvsn_cd": "01", # SELL
|
||||
"nccs_qty": "4",
|
||||
"ovrs_excg_cd": "NASD",
|
||||
}
|
||||
overseas_broker = MagicMock()
|
||||
overseas_broker.get_overseas_pending_orders = AsyncMock(
|
||||
return_value=[pending_order]
|
||||
)
|
||||
overseas_broker.cancel_overseas_order = AsyncMock(
|
||||
return_value={"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
overseas_broker.send_overseas_order = AsyncMock()
|
||||
|
||||
# Already resubmitted once
|
||||
sell_resubmit_counts: dict[str, int] = {"NASD:AAPL": 1}
|
||||
|
||||
await handle_overseas_pending_orders(
|
||||
overseas_broker, telegram, settings, sell_resubmit_counts
|
||||
)
|
||||
|
||||
overseas_broker.cancel_overseas_order.assert_called_once()
|
||||
overseas_broker.send_overseas_order.assert_not_called()
|
||||
notify_kwargs = telegram.notify_unfilled_order.call_args[1]
|
||||
assert notify_kwargs["outcome"] == "cancelled"
|
||||
assert notify_kwargs["action"] == "SELL"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_us_exchanges_deduplicated_to_nasd(self) -> None:
|
||||
"""US_NASDAQ, US_NYSE, US_AMEX should result in only one NASD query."""
|
||||
settings = self._make_settings("US_NASDAQ,US_NYSE,US_AMEX")
|
||||
telegram = self._make_telegram()
|
||||
|
||||
overseas_broker = MagicMock()
|
||||
overseas_broker.get_overseas_pending_orders = AsyncMock(return_value=[])
|
||||
|
||||
sell_resubmit_counts: dict[str, int] = {}
|
||||
|
||||
await handle_overseas_pending_orders(
|
||||
overseas_broker, telegram, settings, sell_resubmit_counts
|
||||
)
|
||||
|
||||
# Should be called exactly once with "NASD"
|
||||
assert overseas_broker.get_overseas_pending_orders.call_count == 1
|
||||
overseas_broker.get_overseas_pending_orders.assert_called_once_with("NASD")
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Domestic Pending Order Handling
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
class TestHandleDomesticPendingOrders:
|
||||
"""Tests for handle_domestic_pending_orders function."""
|
||||
|
||||
def _make_settings(self) -> Settings:
|
||||
return Settings(
|
||||
KIS_APP_KEY="k",
|
||||
KIS_APP_SECRET="s",
|
||||
KIS_ACCOUNT_NO="12345678-01",
|
||||
GEMINI_API_KEY="g",
|
||||
ENABLED_MARKETS="KR",
|
||||
)
|
||||
|
||||
def _make_telegram(self) -> MagicMock:
|
||||
t = MagicMock()
|
||||
t.notify_unfilled_order = AsyncMock()
|
||||
return t
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_buy_pending_is_cancelled_and_cooldown_set(self) -> None:
|
||||
"""BUY pending order should be cancelled and buy_cooldown should be set."""
|
||||
settings = self._make_settings()
|
||||
telegram = self._make_telegram()
|
||||
|
||||
pending_order = {
|
||||
"pdno": "005930",
|
||||
"orgn_odno": "ORD001",
|
||||
"ord_gno_brno": "BRN01",
|
||||
"sll_buy_dvsn_cd": "02", # BUY
|
||||
"psbl_qty": "3",
|
||||
}
|
||||
broker = MagicMock()
|
||||
broker.get_domestic_pending_orders = AsyncMock(return_value=[pending_order])
|
||||
broker.cancel_domestic_order = AsyncMock(
|
||||
return_value={"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
|
||||
sell_resubmit_counts: dict[str, int] = {}
|
||||
buy_cooldown: dict[str, float] = {}
|
||||
|
||||
await handle_domestic_pending_orders(
|
||||
broker, telegram, settings, sell_resubmit_counts, buy_cooldown
|
||||
)
|
||||
|
||||
broker.cancel_domestic_order.assert_called_once_with(
|
||||
stock_code="005930",
|
||||
orgn_odno="ORD001",
|
||||
krx_fwdg_ord_orgno="BRN01",
|
||||
qty=3,
|
||||
)
|
||||
assert "KR:005930" in buy_cooldown
|
||||
telegram.notify_unfilled_order.assert_called_once()
|
||||
call_kwargs = telegram.notify_unfilled_order.call_args[1]
|
||||
assert call_kwargs["action"] == "BUY"
|
||||
assert call_kwargs["outcome"] == "cancelled"
|
||||
assert call_kwargs["market"] == "KR"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_sell_pending_is_cancelled_then_resubmitted(self) -> None:
|
||||
"""First unfilled SELL should be cancelled then resubmitted at -0.4% price."""
|
||||
from src.broker.kis_api import kr_round_down
|
||||
|
||||
settings = self._make_settings()
|
||||
telegram = self._make_telegram()
|
||||
|
||||
pending_order = {
|
||||
"pdno": "005930",
|
||||
"orgn_odno": "ORD002",
|
||||
"ord_gno_brno": "BRN02",
|
||||
"sll_buy_dvsn_cd": "01", # SELL
|
||||
"psbl_qty": "5",
|
||||
}
|
||||
broker = MagicMock()
|
||||
broker.get_domestic_pending_orders = AsyncMock(return_value=[pending_order])
|
||||
broker.cancel_domestic_order = AsyncMock(
|
||||
return_value={"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
broker.get_current_price = AsyncMock(return_value=(50000.0, 0.0, 0.0))
|
||||
broker.send_order = AsyncMock(return_value={"rt_cd": "0"})
|
||||
|
||||
sell_resubmit_counts: dict[str, int] = {}
|
||||
|
||||
await handle_domestic_pending_orders(
|
||||
broker, telegram, settings, sell_resubmit_counts
|
||||
)
|
||||
|
||||
broker.cancel_domestic_order.assert_called_once()
|
||||
broker.send_order.assert_called_once()
|
||||
resubmit_kwargs = broker.send_order.call_args[1]
|
||||
assert resubmit_kwargs["order_type"] == "SELL"
|
||||
expected_price = kr_round_down(50000.0 * 0.996)
|
||||
assert resubmit_kwargs["price"] == expected_price
|
||||
assert sell_resubmit_counts.get("KR:005930") == 1
|
||||
notify_kwargs = telegram.notify_unfilled_order.call_args[1]
|
||||
assert notify_kwargs["outcome"] == "resubmitted"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_sell_cancel_failure_skips_resubmit(self) -> None:
|
||||
"""When cancel returns rt_cd != '0', resubmit should NOT be attempted."""
|
||||
settings = self._make_settings()
|
||||
telegram = self._make_telegram()
|
||||
|
||||
pending_order = {
|
||||
"pdno": "005930",
|
||||
"orgn_odno": "ORD003",
|
||||
"ord_gno_brno": "BRN03",
|
||||
"sll_buy_dvsn_cd": "01", # SELL
|
||||
"psbl_qty": "2",
|
||||
}
|
||||
broker = MagicMock()
|
||||
broker.get_domestic_pending_orders = AsyncMock(return_value=[pending_order])
|
||||
broker.cancel_domestic_order = AsyncMock(
|
||||
return_value={"rt_cd": "1", "msg1": "Error"} # failure
|
||||
)
|
||||
broker.send_order = AsyncMock()
|
||||
|
||||
sell_resubmit_counts: dict[str, int] = {}
|
||||
|
||||
await handle_domestic_pending_orders(
|
||||
broker, telegram, settings, sell_resubmit_counts
|
||||
)
|
||||
|
||||
broker.send_order.assert_not_called()
|
||||
telegram.notify_unfilled_order.assert_not_called()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_sell_already_resubmitted_is_only_cancelled(self) -> None:
|
||||
"""Second unfilled SELL (sell_resubmit_counts >= 1) should only cancel, no resubmit."""
|
||||
settings = self._make_settings()
|
||||
telegram = self._make_telegram()
|
||||
|
||||
pending_order = {
|
||||
"pdno": "005930",
|
||||
"orgn_odno": "ORD004",
|
||||
"ord_gno_brno": "BRN04",
|
||||
"sll_buy_dvsn_cd": "01", # SELL
|
||||
"psbl_qty": "4",
|
||||
}
|
||||
broker = MagicMock()
|
||||
broker.get_domestic_pending_orders = AsyncMock(return_value=[pending_order])
|
||||
broker.cancel_domestic_order = AsyncMock(
|
||||
return_value={"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
broker.send_order = AsyncMock()
|
||||
|
||||
# Already resubmitted once
|
||||
sell_resubmit_counts: dict[str, int] = {"KR:005930": 1}
|
||||
|
||||
await handle_domestic_pending_orders(
|
||||
broker, telegram, settings, sell_resubmit_counts
|
||||
)
|
||||
|
||||
broker.cancel_domestic_order.assert_called_once()
|
||||
broker.send_order.assert_not_called()
|
||||
notify_kwargs = telegram.notify_unfilled_order.call_args[1]
|
||||
assert notify_kwargs["outcome"] == "cancelled"
|
||||
assert notify_kwargs["action"] == "SELL"
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Domestic Limit Order Price in trading_cycle
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
class TestDomesticLimitOrderPrice:
|
||||
"""trading_cycle must use kr_round_down limit prices for domestic orders."""
|
||||
|
||||
def _make_market(self) -> MagicMock:
|
||||
market = MagicMock()
|
||||
market.name = "Korea"
|
||||
market.code = "KR"
|
||||
market.exchange_code = "KRX"
|
||||
market.is_domestic = True
|
||||
return market
|
||||
|
||||
def _make_broker(self, current_price: float, balance_data: dict) -> MagicMock:
|
||||
broker = MagicMock()
|
||||
broker.get_current_price = AsyncMock(return_value=(current_price, 0.0, 0.0))
|
||||
broker.get_balance = AsyncMock(return_value=balance_data)
|
||||
broker.send_order = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
|
||||
return broker
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_trading_cycle_domestic_buy_uses_limit_price(self) -> None:
|
||||
"""BUY order for domestic stock must use kr_round_down(price * 1.002)."""
|
||||
from src.broker.kis_api import kr_round_down
|
||||
from src.strategy.models import ScenarioAction
|
||||
|
||||
current_price = 70000.0
|
||||
balance_data = {
|
||||
"output2": [
|
||||
{
|
||||
"tot_evlu_amt": "10000000",
|
||||
"dnca_tot_amt": "5000000",
|
||||
"pchs_amt_smtl_amt": "5000000",
|
||||
}
|
||||
]
|
||||
}
|
||||
broker = self._make_broker(current_price, balance_data)
|
||||
market = self._make_market()
|
||||
|
||||
buy_match = ScenarioMatch(
|
||||
stock_code="005930",
|
||||
matched_scenario=None,
|
||||
action=ScenarioAction.BUY,
|
||||
confidence=85,
|
||||
rationale="test",
|
||||
)
|
||||
engine = MagicMock(spec=ScenarioEngine)
|
||||
engine.evaluate = MagicMock(return_value=buy_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()
|
||||
|
||||
with patch("src.main.log_trade"):
|
||||
await trading_cycle(
|
||||
broker=broker,
|
||||
overseas_broker=MagicMock(),
|
||||
scenario_engine=engine,
|
||||
playbook=_make_playbook(),
|
||||
risk=risk,
|
||||
db_conn=MagicMock(),
|
||||
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="005930",
|
||||
scan_candidates={},
|
||||
)
|
||||
|
||||
broker.send_order.assert_called_once()
|
||||
call_kwargs = broker.send_order.call_args[1]
|
||||
expected_price = kr_round_down(current_price * 1.002)
|
||||
assert call_kwargs["price"] == expected_price
|
||||
assert call_kwargs["order_type"] == "BUY"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_trading_cycle_domestic_sell_uses_limit_price(self) -> None:
|
||||
"""SELL order for domestic stock must use kr_round_down(price * 0.998)."""
|
||||
from src.broker.kis_api import kr_round_down
|
||||
from src.strategy.models import ScenarioAction
|
||||
|
||||
current_price = 70000.0
|
||||
stock_code = "005930"
|
||||
balance_data = {
|
||||
"output1": [
|
||||
{"pdno": stock_code, "hldg_qty": "5", "prpr": "70000", "evlu_amt": "350000"}
|
||||
],
|
||||
"output2": [
|
||||
{
|
||||
"tot_evlu_amt": "350000",
|
||||
"dnca_tot_amt": "0",
|
||||
"pchs_amt_smtl_amt": "350000",
|
||||
}
|
||||
],
|
||||
}
|
||||
broker = self._make_broker(current_price, balance_data)
|
||||
market = self._make_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()
|
||||
|
||||
with patch("src.main.log_trade"):
|
||||
await trading_cycle(
|
||||
broker=broker,
|
||||
overseas_broker=MagicMock(),
|
||||
scenario_engine=engine,
|
||||
playbook=_make_playbook(),
|
||||
risk=risk,
|
||||
db_conn=MagicMock(),
|
||||
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={},
|
||||
)
|
||||
|
||||
broker.send_order.assert_called_once()
|
||||
call_kwargs = broker.send_order.call_args[1]
|
||||
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"
|
||||
|
||||
@@ -813,3 +813,221 @@ class TestOverseasTRIDBranching:
|
||||
|
||||
await broker.send_overseas_order("NASD", "AAPL", "SELL", 1)
|
||||
assert "TTTT1006U" in captured
|
||||
|
||||
|
||||
class TestGetOverseasPendingOrders:
|
||||
"""Tests for get_overseas_pending_orders method."""
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_paper_mode_returns_empty(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""Paper mode should immediately return [] without any API call."""
|
||||
# Default mock_settings has MODE="paper"
|
||||
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
||||
update={"MODE": "paper"}
|
||||
)
|
||||
mock_session = MagicMock()
|
||||
_setup_broker_mocks(overseas_broker, mock_session)
|
||||
|
||||
result = await overseas_broker.get_overseas_pending_orders("NASD")
|
||||
|
||||
assert result == []
|
||||
mock_session.get.assert_not_called()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_live_mode_calls_ttts3018r_with_correct_params(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""Live mode should call TTTS3018R with OVRS_EXCG_CD and return output list."""
|
||||
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
||||
update={"MODE": "live"}
|
||||
)
|
||||
captured_tr_id: list[str] = []
|
||||
captured_params: list[dict] = []
|
||||
|
||||
async def mock_auth_headers(tr_id: str) -> dict:
|
||||
captured_tr_id.append(tr_id)
|
||||
return {}
|
||||
|
||||
overseas_broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
||||
|
||||
pending_orders = [
|
||||
{"odno": "001", "pdno": "AAPL", "sll_buy_dvsn_cd": "02", "nccs_qty": "5"}
|
||||
]
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(return_value={"output": pending_orders})
|
||||
|
||||
mock_session = MagicMock()
|
||||
|
||||
def _capture_get(url: str, **kwargs: object) -> MagicMock:
|
||||
captured_params.append(kwargs.get("params", {}))
|
||||
return _make_async_cm(mock_resp)
|
||||
|
||||
mock_session.get = MagicMock(side_effect=_capture_get)
|
||||
overseas_broker._broker._rate_limiter.acquire = AsyncMock()
|
||||
overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
|
||||
|
||||
result = await overseas_broker.get_overseas_pending_orders("NASD")
|
||||
|
||||
assert result == pending_orders
|
||||
assert captured_tr_id == ["TTTS3018R"]
|
||||
assert captured_params[0]["OVRS_EXCG_CD"] == "NASD"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_live_mode_connection_error(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""Network error in live mode should raise ConnectionError."""
|
||||
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
||||
update={"MODE": "live"}
|
||||
)
|
||||
cm = MagicMock()
|
||||
cm.__aenter__ = AsyncMock(side_effect=aiohttp.ClientError("timeout"))
|
||||
cm.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
mock_session = MagicMock()
|
||||
mock_session.get = MagicMock(return_value=cm)
|
||||
_setup_broker_mocks(overseas_broker, mock_session)
|
||||
|
||||
with pytest.raises(ConnectionError, match="Network error fetching pending orders"):
|
||||
await overseas_broker.get_overseas_pending_orders("NASD")
|
||||
|
||||
|
||||
class TestCancelOverseasOrder:
|
||||
"""Tests for cancel_overseas_order method."""
|
||||
|
||||
def _setup_cancel_mocks(
|
||||
self, overseas_broker: OverseasBroker, response: dict
|
||||
) -> tuple[list[str], MagicMock]:
|
||||
"""Wire up mocks for a successful cancel call; return captured TR_IDs and session."""
|
||||
captured_tr_ids: list[str] = []
|
||||
|
||||
async def mock_auth_headers(tr_id: str) -> dict:
|
||||
captured_tr_ids.append(tr_id)
|
||||
return {}
|
||||
|
||||
overseas_broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
||||
overseas_broker._broker._get_hash_key = AsyncMock(return_value="hash_val") # type: ignore[method-assign]
|
||||
overseas_broker._broker._rate_limiter.acquire = AsyncMock()
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(return_value=response)
|
||||
|
||||
mock_session = MagicMock()
|
||||
mock_session.post = MagicMock(return_value=_make_async_cm(mock_resp))
|
||||
overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
|
||||
|
||||
return captured_tr_ids, mock_session
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_us_live_uses_tttt1004u(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""US exchange in live mode should use TTTT1004U."""
|
||||
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
||||
update={"MODE": "live"}
|
||||
)
|
||||
captured, _ = self._setup_cancel_mocks(
|
||||
overseas_broker, {"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
|
||||
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD001", 5)
|
||||
|
||||
assert "TTTT1004U" in captured
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_us_paper_uses_vttt1004u(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""US exchange in paper mode should use VTTT1004U."""
|
||||
# Default mock_settings has MODE="paper"
|
||||
captured, _ = self._setup_cancel_mocks(
|
||||
overseas_broker, {"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
|
||||
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD001", 5)
|
||||
|
||||
assert "VTTT1004U" in captured
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_hk_live_uses_ttts1003u(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""SEHK exchange in live mode should use TTTS1003U."""
|
||||
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
||||
update={"MODE": "live"}
|
||||
)
|
||||
captured, _ = self._setup_cancel_mocks(
|
||||
overseas_broker, {"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
|
||||
await overseas_broker.cancel_overseas_order("SEHK", "0700", "ORD002", 10)
|
||||
|
||||
assert "TTTS1003U" in captured
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_cancel_sets_rvse_cncl_dvsn_cd_02(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""Cancel body must include RVSE_CNCL_DVSN_CD='02' and OVRS_ORD_UNPR='0'."""
|
||||
captured_body: list[dict] = []
|
||||
|
||||
async def mock_auth_headers(tr_id: str) -> dict:
|
||||
return {}
|
||||
|
||||
overseas_broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
||||
overseas_broker._broker._get_hash_key = AsyncMock(return_value="h") # type: ignore[method-assign]
|
||||
overseas_broker._broker._rate_limiter.acquire = AsyncMock()
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(return_value={"rt_cd": "0"})
|
||||
|
||||
mock_session = MagicMock()
|
||||
|
||||
def _capture_post(url: str, **kwargs: object) -> MagicMock:
|
||||
captured_body.append(kwargs.get("json", {}))
|
||||
return _make_async_cm(mock_resp)
|
||||
|
||||
mock_session.post = MagicMock(side_effect=_capture_post)
|
||||
overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
|
||||
|
||||
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD003", 3)
|
||||
|
||||
assert captured_body[0]["RVSE_CNCL_DVSN_CD"] == "02"
|
||||
assert captured_body[0]["OVRS_ORD_UNPR"] == "0"
|
||||
assert captured_body[0]["ORGN_ODNO"] == "ORD003"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_cancel_sets_hashkey_header(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""hashkey must be set in the request headers."""
|
||||
captured_headers: list[dict] = []
|
||||
overseas_broker._broker._get_hash_key = AsyncMock(return_value="test_hash") # type: ignore[method-assign]
|
||||
overseas_broker._broker._rate_limiter.acquire = AsyncMock()
|
||||
|
||||
async def mock_auth_headers(tr_id: str) -> dict:
|
||||
return {"tr_id": tr_id}
|
||||
|
||||
overseas_broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(return_value={"rt_cd": "0"})
|
||||
|
||||
mock_session = MagicMock()
|
||||
|
||||
def _capture_post(url: str, **kwargs: object) -> MagicMock:
|
||||
captured_headers.append(dict(kwargs.get("headers", {})))
|
||||
return _make_async_cm(mock_resp)
|
||||
|
||||
mock_session.post = MagicMock(side_effect=_capture_post)
|
||||
overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
|
||||
|
||||
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD004", 2)
|
||||
|
||||
assert captured_headers[0].get("hashkey") == "test_hash"
|
||||
|
||||
Reference in New Issue
Block a user