Compare commits
3 Commits
219eef6388
...
feature/is
| Author | SHA1 | Date | |
|---|---|---|---|
| 425218c3be | |||
|
|
b4b09a6d4c | ||
|
|
66c35da7f1 |
@@ -292,3 +292,33 @@ Order result: 모의투자 매수주문이 완료 되었습니다. ✓
|
|||||||
```
|
```
|
||||||
|
|
||||||
**이슈/PR:** #149, #150
|
**이슈/PR:** #149, #150
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
## 2026-02-23
|
||||||
|
|
||||||
|
### 국내주식 지정가 전환 및 미체결 처리 (#232)
|
||||||
|
|
||||||
|
**배경:**
|
||||||
|
- 해외주식은 #211에서 지정가로 전환했으나 국내주식은 여전히 `price=0` (시장가)
|
||||||
|
- KRX도 지정가 주문 사용 시 동일한 미체결 위험이 존재
|
||||||
|
- 지정가 전환 + 미체결 처리를 함께 구현
|
||||||
|
|
||||||
|
**구현 내용:**
|
||||||
|
|
||||||
|
1. `src/broker/kis_api.py`
|
||||||
|
- `get_domestic_pending_orders()`: 모의 즉시 `[]`, 실전 `TTTC0084R` GET
|
||||||
|
- `cancel_domestic_order()`: 실전 `TTTC0013U` / 모의 `VTTC0013U`, hashkey 필수
|
||||||
|
|
||||||
|
2. `src/main.py`
|
||||||
|
- import `kr_round_down` 추가
|
||||||
|
- `trading_cycle`, `run_daily_session` 국내 주문 `price=0` → 지정가:
|
||||||
|
BUY +0.2% / SELL -0.2%, `kr_round_down` KRX 틱 반올림 적용
|
||||||
|
- `handle_domestic_pending_orders` 함수: BUY→취소+쿨다운, SELL→취소+재주문(-0.4%, 최대1회)
|
||||||
|
- daily/realtime 두 모드에서 domestic pending 체크 호출 추가
|
||||||
|
|
||||||
|
3. 테스트 14개 추가:
|
||||||
|
- `TestGetDomesticPendingOrders` (3), `TestCancelDomesticOrder` (5)
|
||||||
|
- `TestHandleDomesticPendingOrders` (4), `TestDomesticLimitOrderPrice` (2)
|
||||||
|
|
||||||
|
**이슈/PR:** #232, PR #233
|
||||||
|
|||||||
@@ -8,7 +8,7 @@ from __future__ import annotations
|
|||||||
import asyncio
|
import asyncio
|
||||||
import logging
|
import logging
|
||||||
import ssl
|
import ssl
|
||||||
from typing import Any
|
from typing import Any, cast
|
||||||
|
|
||||||
import aiohttp
|
import aiohttp
|
||||||
|
|
||||||
@@ -478,6 +478,112 @@ class KISBroker:
|
|||||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||||
raise ConnectionError(f"Network error fetching rankings: {exc}") from exc
|
raise ConnectionError(f"Network error fetching rankings: {exc}") from exc
|
||||||
|
|
||||||
|
async def get_domestic_pending_orders(self) -> list[dict[str, Any]]:
|
||||||
|
"""Fetch unfilled (pending) domestic limit orders.
|
||||||
|
|
||||||
|
The KIS pending-orders API (TTTC0084R) is unsupported in paper (VTS)
|
||||||
|
mode, so this method returns an empty list immediately when MODE is
|
||||||
|
not "live".
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
List of pending order dicts from the KIS ``output`` field.
|
||||||
|
Each dict includes keys such as ``odno``, ``orgn_odno``,
|
||||||
|
``ord_gno_brno``, ``psbl_qty``, ``sll_buy_dvsn_cd``, ``pdno``.
|
||||||
|
"""
|
||||||
|
if self._settings.MODE != "live":
|
||||||
|
logger.debug(
|
||||||
|
"get_domestic_pending_orders: paper mode — TTTC0084R unsupported, returning []"
|
||||||
|
)
|
||||||
|
return []
|
||||||
|
|
||||||
|
await self._rate_limiter.acquire()
|
||||||
|
session = self._get_session()
|
||||||
|
|
||||||
|
# TR_ID: 실전 TTTC0084R (모의 미지원)
|
||||||
|
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '주식 미체결조회' 시트
|
||||||
|
headers = await self._auth_headers("TTTC0084R")
|
||||||
|
params = {
|
||||||
|
"CANO": self._account_no,
|
||||||
|
"ACNT_PRDT_CD": self._product_cd,
|
||||||
|
"INQR_DVSN_1": "0",
|
||||||
|
"INQR_DVSN_2": "0",
|
||||||
|
"CTX_AREA_FK100": "",
|
||||||
|
"CTX_AREA_NK100": "",
|
||||||
|
}
|
||||||
|
url = f"{self._base_url}/uapi/domestic-stock/v1/trading/inquire-psbl-rvsecncl"
|
||||||
|
|
||||||
|
try:
|
||||||
|
async with session.get(url, headers=headers, params=params) as resp:
|
||||||
|
if resp.status != 200:
|
||||||
|
text = await resp.text()
|
||||||
|
raise ConnectionError(
|
||||||
|
f"get_domestic_pending_orders failed ({resp.status}): {text}"
|
||||||
|
)
|
||||||
|
data = await resp.json()
|
||||||
|
return data.get("output", []) or []
|
||||||
|
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||||
|
raise ConnectionError(
|
||||||
|
f"Network error fetching domestic pending orders: {exc}"
|
||||||
|
) from exc
|
||||||
|
|
||||||
|
async def cancel_domestic_order(
|
||||||
|
self,
|
||||||
|
stock_code: str,
|
||||||
|
orgn_odno: str,
|
||||||
|
krx_fwdg_ord_orgno: str,
|
||||||
|
qty: int,
|
||||||
|
) -> dict[str, Any]:
|
||||||
|
"""Cancel an unfilled domestic limit order.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
stock_code: 6-digit domestic stock code (``pdno``).
|
||||||
|
orgn_odno: Original order number from pending-orders response
|
||||||
|
(``orgn_odno`` field).
|
||||||
|
krx_fwdg_ord_orgno: KRX forwarding order branch number from
|
||||||
|
pending-orders response (``ord_gno_brno`` field).
|
||||||
|
qty: Quantity to cancel (use ``psbl_qty`` from pending order).
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
Raw KIS API response dict (check ``rt_cd == "0"`` for success).
|
||||||
|
"""
|
||||||
|
await self._rate_limiter.acquire()
|
||||||
|
session = self._get_session()
|
||||||
|
|
||||||
|
# TR_ID: 실전 TTTC0013U, 모의 VTTC0013U
|
||||||
|
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '주식주문(정정취소)' 시트
|
||||||
|
tr_id = "TTTC0013U" if self._settings.MODE == "live" else "VTTC0013U"
|
||||||
|
|
||||||
|
body = {
|
||||||
|
"CANO": self._account_no,
|
||||||
|
"ACNT_PRDT_CD": self._product_cd,
|
||||||
|
"KRX_FWDG_ORD_ORGNO": krx_fwdg_ord_orgno,
|
||||||
|
"ORGN_ODNO": orgn_odno,
|
||||||
|
"ORD_DVSN": "00",
|
||||||
|
"ORD_QTY": str(qty),
|
||||||
|
"ORD_UNPR": "0",
|
||||||
|
"RVSE_CNCL_DVSN_CD": "02",
|
||||||
|
"QTY_ALL_ORD_YN": "Y",
|
||||||
|
}
|
||||||
|
|
||||||
|
hash_key = await self._get_hash_key(body)
|
||||||
|
headers = await self._auth_headers(tr_id)
|
||||||
|
headers["hashkey"] = hash_key
|
||||||
|
|
||||||
|
url = f"{self._base_url}/uapi/domestic-stock/v1/trading/order-rvsecncl"
|
||||||
|
|
||||||
|
try:
|
||||||
|
async with session.post(url, headers=headers, json=body) as resp:
|
||||||
|
if resp.status != 200:
|
||||||
|
text = await resp.text()
|
||||||
|
raise ConnectionError(
|
||||||
|
f"cancel_domestic_order failed ({resp.status}): {text}"
|
||||||
|
)
|
||||||
|
return cast(dict[str, Any], await resp.json())
|
||||||
|
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||||
|
raise ConnectionError(
|
||||||
|
f"Network error cancelling domestic order: {exc}"
|
||||||
|
) from exc
|
||||||
|
|
||||||
async def get_daily_prices(
|
async def get_daily_prices(
|
||||||
self,
|
self,
|
||||||
stock_code: str,
|
stock_code: str,
|
||||||
|
|||||||
204
src/main.py
204
src/main.py
@@ -19,7 +19,7 @@ from src.analysis.smart_scanner import ScanCandidate, SmartVolatilityScanner
|
|||||||
from src.analysis.volatility import VolatilityAnalyzer
|
from src.analysis.volatility import VolatilityAnalyzer
|
||||||
from src.brain.context_selector import ContextSelector
|
from src.brain.context_selector import ContextSelector
|
||||||
from src.brain.gemini_client import GeminiClient, TradeDecision
|
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.broker.overseas import OverseasBroker
|
||||||
from src.config import Settings
|
from src.config import Settings
|
||||||
from src.context.aggregator import ContextAggregator
|
from src.context.aggregator import ContextAggregator
|
||||||
@@ -853,11 +853,19 @@ async def trading_cycle(
|
|||||||
# 5. Send order
|
# 5. Send order
|
||||||
order_succeeded = True
|
order_succeeded = True
|
||||||
if market.is_domestic:
|
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(
|
result = await broker.send_order(
|
||||||
stock_code=stock_code,
|
stock_code=stock_code,
|
||||||
order_type=decision.action,
|
order_type=decision.action,
|
||||||
quantity=quantity,
|
quantity=quantity,
|
||||||
price=0, # market order
|
price=order_price,
|
||||||
)
|
)
|
||||||
else:
|
else:
|
||||||
# For overseas orders, always use limit orders (지정가):
|
# For overseas orders, always use limit orders (지정가):
|
||||||
@@ -867,16 +875,17 @@ async def trading_cycle(
|
|||||||
# achieving >90% fill rate on large-cap US stocks.
|
# achieving >90% fill rate on large-cap US stocks.
|
||||||
# - SELL: -0.2% below last price — ensures fill even when price dips slightly
|
# - 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).
|
# (placing at exact last price risks no-fill if the bid is just below).
|
||||||
|
overseas_price: float
|
||||||
if decision.action == "BUY":
|
if decision.action == "BUY":
|
||||||
order_price = round(current_price * 1.002, 4)
|
overseas_price = round(current_price * 1.002, 4)
|
||||||
else:
|
else:
|
||||||
order_price = round(current_price * 0.998, 4)
|
overseas_price = round(current_price * 0.998, 4)
|
||||||
result = await overseas_broker.send_overseas_order(
|
result = await overseas_broker.send_overseas_order(
|
||||||
exchange_code=market.exchange_code,
|
exchange_code=market.exchange_code,
|
||||||
stock_code=stock_code,
|
stock_code=stock_code,
|
||||||
order_type=decision.action,
|
order_type=decision.action,
|
||||||
quantity=quantity,
|
quantity=quantity,
|
||||||
price=order_price, # limit order
|
price=overseas_price, # limit order
|
||||||
)
|
)
|
||||||
# Check if KIS rejected the order (rt_cd != "0")
|
# Check if KIS rejected the order (rt_cd != "0")
|
||||||
if result.get("rt_cd", "") != "0":
|
if result.get("rt_cd", "") != "0":
|
||||||
@@ -978,6 +987,153 @@ 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(
|
async def handle_overseas_pending_orders(
|
||||||
overseas_broker: OverseasBroker,
|
overseas_broker: OverseasBroker,
|
||||||
telegram: TelegramClient,
|
telegram: TelegramClient,
|
||||||
@@ -1205,6 +1361,19 @@ async def run_daily_session(
|
|||||||
# Use market-local date for playbook keying
|
# Use market-local date for playbook keying
|
||||||
market_today = datetime.now(market.timezone).date()
|
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.
|
# Check and handle overseas pending (unfilled) limit orders before new decisions.
|
||||||
if not market.is_domestic:
|
if not market.is_domestic:
|
||||||
try:
|
try:
|
||||||
@@ -1607,11 +1776,21 @@ async def run_daily_session(
|
|||||||
order_succeeded = True
|
order_succeeded = True
|
||||||
try:
|
try:
|
||||||
if market.is_domestic:
|
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(
|
result = await broker.send_order(
|
||||||
stock_code=stock_code,
|
stock_code=stock_code,
|
||||||
order_type=decision.action,
|
order_type=decision.action,
|
||||||
quantity=quantity,
|
quantity=quantity,
|
||||||
price=0, # market order
|
price=order_price,
|
||||||
)
|
)
|
||||||
else:
|
else:
|
||||||
# KIS VTS only accepts limit orders; use 0.5% premium for BUY
|
# KIS VTS only accepts limit orders; use 0.5% premium for BUY
|
||||||
@@ -2464,6 +2643,19 @@ async def run(settings: Settings) -> None:
|
|||||||
logger.warning("Market open notification failed: %s", exc)
|
logger.warning("Market open notification failed: %s", exc)
|
||||||
_market_states[market.code] = True
|
_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.
|
# Check and handle overseas pending (unfilled) limit orders.
|
||||||
if not market.is_domestic:
|
if not market.is_domestic:
|
||||||
try:
|
try:
|
||||||
|
|||||||
@@ -725,3 +725,195 @@ class TestTRIDBranchingDomestic:
|
|||||||
|
|
||||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||||
assert order_headers["tr_id"] == "TTTC0011U"
|
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 +22,7 @@ from src.main import (
|
|||||||
_run_context_scheduler,
|
_run_context_scheduler,
|
||||||
_run_evolution_loop,
|
_run_evolution_loop,
|
||||||
_start_dashboard_server,
|
_start_dashboard_server,
|
||||||
|
handle_domestic_pending_orders,
|
||||||
handle_overseas_pending_orders,
|
handle_overseas_pending_orders,
|
||||||
run_daily_session,
|
run_daily_session,
|
||||||
safe_float,
|
safe_float,
|
||||||
@@ -4058,3 +4059,322 @@ class TestHandleOverseasPendingOrders:
|
|||||||
# Should be called exactly once with "NASD"
|
# Should be called exactly once with "NASD"
|
||||||
assert overseas_broker.get_overseas_pending_orders.call_count == 1
|
assert overseas_broker.get_overseas_pending_orders.call_count == 1
|
||||||
overseas_broker.get_overseas_pending_orders.assert_called_once_with("NASD")
|
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"
|
||||||
|
|||||||
Reference in New Issue
Block a user