Merge pull request 'test: session_id 명시 전파 회귀 고정 (#326 )' (#348 ) from feature/issue-326-session-id-explicit-propagation into feature/v3-session-policy-stream

Reviewed-on: #348
test: set rt_cd success response in session-id daily regression test (#326 )
2026-03-01 13:42:17 +09:00 · 2026-03-01 13:38:57 +09:00 · 2026-03-01 13:37:04 +09:00 · 2026-03-01 10:14:59 +09:00 · 2026-03-01 10:11:18 +09:00 · 2026-03-01 10:06:25 +09:00
17 changed files with 1931 additions and 56 deletions
--- a/.gitea/workflows/ci.yml
+++ b/.gitea/workflows/ci.yml
@@ -13,6 +13,8 @@ jobs:
    steps:
      - name: Checkout
        uses: actions/checkout@v4
        with:
          fetch-depth: 0
      - name: Set up Python
        uses: actions/setup-python@v5
@@ -26,7 +28,21 @@ jobs:
        run: python3 scripts/session_handover_check.py --strict
      - name: Validate governance assets
-        run: python3 scripts/validate_governance_assets.py
+        env:
          GOVERNANCE_PR_TITLE: ${{ github.event.pull_request.title }}
          GOVERNANCE_PR_BODY: ${{ github.event.pull_request.body }}
        run: |
          RANGE=""
          if [ "${{ github.event_name }}" = "pull_request" ] && [ -n "${{ github.event.pull_request.base.sha }}" ]; then
            RANGE="${{ github.event.pull_request.base.sha }}...${{ github.sha }}"
          elif [ -n "${{ github.event.before }}" ] && [ "${{ github.event.before }}" != "0000000000000000000000000000000000000000" ]; then
            RANGE="${{ github.event.before }}...${{ github.sha }}"
          fi
          if [ -n "$RANGE" ]; then
            python3 scripts/validate_governance_assets.py "$RANGE"
          else
            python3 scripts/validate_governance_assets.py
          fi
      - name: Validate Ouroboros docs
        run: python3 scripts/validate_ouroboros_docs.py
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -25,7 +25,21 @@ jobs:
        run: python3 scripts/session_handover_check.py --strict
      - name: Validate governance assets
-        run: python3 scripts/validate_governance_assets.py
+        env:
          GOVERNANCE_PR_TITLE: ${{ github.event.pull_request.title }}
          GOVERNANCE_PR_BODY: ${{ github.event.pull_request.body }}
        run: |
          RANGE=""
          if [ "${{ github.event_name }}" = "pull_request" ]; then
            RANGE="${{ github.event.pull_request.base.sha }}...${{ github.sha }}"
          elif [ "${{ github.event_name }}" = "push" ] && [ "${{ github.event.before }}" != "0000000000000000000000000000000000000000" ]; then
            RANGE="${{ github.event.before }}...${{ github.sha }}"
          fi
          if [ -n "$RANGE" ]; then
            python3 scripts/validate_governance_assets.py "$RANGE"
          else
            python3 scripts/validate_governance_assets.py
          fi
      - name: Validate Ouroboros docs
        run: python3 scripts/validate_ouroboros_docs.py
--- a/scripts/validate_governance_assets.py
+++ b/scripts/validate_governance_assets.py
@@ -3,9 +3,19 @@
 from __future__ import annotations
 import subprocess
 import sys
 import os
 import re
 from pathlib import Path
 REQUIREMENTS_REGISTRY = "docs/ouroboros/01_requirements_registry.md"
 TASK_WORK_ORDERS_DOC = "docs/ouroboros/30_code_level_work_orders.md"
 TASK_DEF_LINE = re.compile(r"^-\s+`(?P<task_id>TASK-[A-Z0-9-]+-\d{3})`(?P<body>.*)$")
 REQ_ID_IN_LINE = re.compile(r"\bREQ-[A-Z0-9-]+-\d{3}\b")
 TASK_ID_IN_TEXT = re.compile(r"\bTASK-[A-Z0-9-]+-\d{3}\b")
 TEST_ID_IN_TEXT = re.compile(r"\bTEST-[A-Z0-9-]+-\d{3}\b")
 def must_contain(path: Path, required: list[str], errors: list[str]) -> None:
    if not path.exists():
@@ -17,8 +27,101 @@ def must_contain(path: Path, required: list[str], errors: list[str]) -> None:
            errors.append(f"{path}: missing required token -> {token}")
 def normalize_changed_path(path: str) -> str:
    normalized = path.strip().replace("\\", "/")
    if normalized.startswith("./"):
        normalized = normalized[2:]
    return normalized
 def is_policy_file(path: str) -> bool:
    normalized = normalize_changed_path(path)
    if not normalized.endswith(".md"):
        return False
    if not normalized.startswith("docs/ouroboros/"):
        return False
    return normalized != REQUIREMENTS_REGISTRY
 def load_changed_files(args: list[str], errors: list[str]) -> list[str]:
    if not args:
        return []
    # Single range input (e.g. BASE..HEAD or BASE...HEAD)
    if len(args) == 1 and ".." in args[0]:
        range_spec = args[0]
        try:
            completed = subprocess.run(
                ["git", "diff", "--name-only", range_spec],
                check=True,
                capture_output=True,
                text=True,
            )
        except (subprocess.CalledProcessError, FileNotFoundError) as exc:
            errors.append(f"failed to load changed files from range '{range_spec}': {exc}")
            return []
        return [
            normalize_changed_path(line)
            for line in completed.stdout.splitlines()
            if line.strip()
        ]
    return [normalize_changed_path(path) for path in args if path.strip()]
 def validate_registry_sync(changed_files: list[str], errors: list[str]) -> None:
    if not changed_files:
        return
    changed_set = set(changed_files)
    policy_changed = any(is_policy_file(path) for path in changed_set)
    registry_changed = REQUIREMENTS_REGISTRY in changed_set
    if policy_changed and not registry_changed:
        errors.append(
            "policy file changed without updating docs/ouroboros/01_requirements_registry.md"
        )
 def validate_task_req_mapping(errors: list[str], *, task_doc: Path | None = None) -> None:
    path = task_doc or Path(TASK_WORK_ORDERS_DOC)
    if not path.exists():
        errors.append(f"missing file: {path}")
        return
    text = path.read_text(encoding="utf-8")
    found_task = False
    for line in text.splitlines():
        m = TASK_DEF_LINE.match(line.strip())
        if not m:
            continue
        found_task = True
        if not REQ_ID_IN_LINE.search(m.group("body")):
            errors.append(
                f"{path}: TASK without REQ mapping -> {m.group('task_id')}"
            )
    if not found_task:
        errors.append(f"{path}: no TASK definitions found")
 def validate_pr_traceability(warnings: list[str]) -> None:
    title = os.getenv("GOVERNANCE_PR_TITLE", "").strip()
    body = os.getenv("GOVERNANCE_PR_BODY", "").strip()
    if not title and not body:
        return
    text = f"{title}\n{body}"
    if not REQ_ID_IN_LINE.search(text):
        warnings.append("PR text missing REQ-ID reference")
    if not TASK_ID_IN_TEXT.search(text):
        warnings.append("PR text missing TASK-ID reference")
    if not TEST_ID_IN_TEXT.search(text):
        warnings.append("PR text missing TEST-ID reference")
 def main() -> int:
    errors: list[str] = []
    warnings: list[str] = []
    changed_files = load_changed_files(sys.argv[1:], errors)
    pr_template = Path(".gitea/PULL_REQUEST_TEMPLATE.md")
    issue_template = Path(".gitea/ISSUE_TEMPLATE/runtime_verification.md")
@@ -81,6 +184,10 @@ def main() -> int:
    if not handover_script.exists():
        errors.append(f"missing file: {handover_script}")
    validate_registry_sync(changed_files, errors)
    validate_task_req_mapping(errors)
    validate_pr_traceability(warnings)
    if errors:
        print("[FAIL] governance asset validation failed")
        for err in errors:
@@ -88,6 +195,10 @@ def main() -> int:
        return 1
    print("[OK] governance assets validated")
    if warnings:
        print(f"[WARN] governance advisory: {len(warnings)}")
        for warn in warnings:
            print(f"- {warn}")
    return 0
--- a/src/analysis/backtest_pipeline.py
+++ b/src/analysis/backtest_pipeline.py
@@ -8,8 +8,10 @@ from __future__ import annotations
 from collections.abc import Sequence
 from dataclasses import dataclass
 from datetime import datetime
 from statistics import mean
 from typing import Literal
 from typing import cast
 from src.analysis.backtest_cost_guard import BacktestCostModel, validate_backtest_cost_model
 from src.analysis.triple_barrier import TripleBarrierSpec, label_with_triple_barrier
@@ -22,6 +24,7 @@ class BacktestBar:
    low: float
    close: float
    session_id: str
    timestamp: datetime | None = None
@dataclass(frozen=True)
@@ -86,16 +89,27 @@ def run_v2_backtest_pipeline(
    highs = [float(bar.high) for bar in bars]
    lows = [float(bar.low) for bar in bars]
    closes = [float(bar.close) for bar in bars]
    timestamps = [bar.timestamp for bar in bars]
    normalized_entries = sorted(set(int(i) for i in entry_indices))
    if normalized_entries[0] < 0 or normalized_entries[-1] >= len(bars):
        raise IndexError("entry index out of range")
    resolved_timestamps: list[datetime] | None = None
    if triple_barrier_spec.max_holding_minutes is not None:
        if any(ts is None for ts in timestamps):
            raise ValueError(
                "BacktestBar.timestamp is required for all bars when "
                "triple_barrier_spec.max_holding_minutes is set"
            )
        resolved_timestamps = cast(list[datetime], timestamps)
    labels_by_bar_index: dict[int, int] = {}
    for idx in normalized_entries:
        labels_by_bar_index[idx] = label_with_triple_barrier(
            highs=highs,
            lows=lows,
            closes=closes,
            timestamps=resolved_timestamps,
            entry_index=idx,
            side=side,
            spec=triple_barrier_spec,
--- a/src/analysis/triple_barrier.py
+++ b/src/analysis/triple_barrier.py
@@ -5,7 +5,9 @@ Implements first-touch labeling with upper/lower/time barriers.
 from __future__ import annotations
 import warnings
 from dataclasses import dataclass
 from datetime import datetime, timedelta
 from typing import Literal, Sequence
@@ -16,9 +18,18 @@ TieBreakMode = Literal["stop_first", "take_first"]
 class TripleBarrierSpec:
    take_profit_pct: float
    stop_loss_pct: float
-    max_holding_bars: int
+    max_holding_bars: int | None = None
    max_holding_minutes: int | None = None
    tie_break: TieBreakMode = "stop_first"
    def __post_init__(self) -> None:
        if self.max_holding_minutes is None and self.max_holding_bars is None:
            raise ValueError("one of max_holding_minutes or max_holding_bars must be set")
        if self.max_holding_minutes is not None and self.max_holding_minutes <= 0:
            raise ValueError("max_holding_minutes must be positive")
        if self.max_holding_bars is not None and self.max_holding_bars <= 0:
            raise ValueError("max_holding_bars must be positive")
@dataclass(frozen=True)
 class TripleBarrierLabel:
@@ -35,6 +46,7 @@ def label_with_triple_barrier(
    highs: Sequence[float],
    lows: Sequence[float],
    closes: Sequence[float],
    timestamps: Sequence[datetime] | None = None,
    entry_index: int,
    side: int,
    spec: TripleBarrierSpec,
@@ -53,8 +65,6 @@ def label_with_triple_barrier(
        raise ValueError("highs, lows, closes lengths must match")
    if entry_index < 0 or entry_index >= len(closes):
        raise IndexError("entry_index out of range")
    if spec.max_holding_bars <= 0:
        raise ValueError("max_holding_bars must be positive")
    entry_price = float(closes[entry_index])
    if entry_price <= 0:
@@ -68,13 +78,31 @@ def label_with_triple_barrier(
        upper = entry_price * (1.0 + spec.stop_loss_pct)
        lower = entry_price * (1.0 - spec.take_profit_pct)
-    last_index = min(len(closes) - 1, entry_index + spec.max_holding_bars)
+    if spec.max_holding_minutes is not None:
        if timestamps is None:
            raise ValueError("timestamps are required when max_holding_minutes is set")
        if len(timestamps) != len(closes):
            raise ValueError("timestamps length must match OHLC lengths")
        expiry_timestamp = timestamps[entry_index] + timedelta(minutes=spec.max_holding_minutes)
        last_index = entry_index
        for idx in range(entry_index + 1, len(closes)):
            if timestamps[idx] > expiry_timestamp:
                break
            last_index = idx
    else:
        assert spec.max_holding_bars is not None
        warnings.warn(
            "TripleBarrierSpec.max_holding_bars is deprecated; use max_holding_minutes with timestamps instead.",
            DeprecationWarning,
            stacklevel=2,
        )
        last_index = min(len(closes) - 1, entry_index + spec.max_holding_bars)
    for idx in range(entry_index + 1, last_index + 1):
-        h = float(highs[idx])
+        high_price = float(highs[idx])
-        l = float(lows[idx])
+        low_price = float(lows[idx])
-        up_touch = h >= upper
+        up_touch = high_price >= upper
-        down_touch = l <= lower
+        down_touch = low_price <= lower
        if not up_touch and not down_touch:
            continue
--- a/src/config.py
+++ b/src/config.py
@@ -60,7 +60,16 @@ class Settings(BaseSettings):
    # This value is used as a fallback when the balance API returns 0 in paper mode.
    PAPER_OVERSEAS_CASH: float = Field(default=50000.0, ge=0.0)
    USD_BUFFER_MIN: float = Field(default=1000.0, ge=0.0)
    US_MIN_PRICE: float = Field(default=5.0, ge=0.0)
    STAGED_EXIT_BE_ARM_PCT: float = Field(default=1.2, gt=0.0, le=30.0)
    STAGED_EXIT_ARM_PCT: float = Field(default=3.0, gt=0.0, le=100.0)
    STOPLOSS_REENTRY_COOLDOWN_MINUTES: int = Field(default=120, ge=1, le=1440)
    KR_ATR_STOP_MULTIPLIER_K: float = Field(default=2.0, ge=0.1, le=10.0)
    KR_ATR_STOP_MIN_PCT: float = Field(default=-2.0, le=0.0)
    KR_ATR_STOP_MAX_PCT: float = Field(default=-7.0, le=0.0)
    OVERNIGHT_EXCEPTION_ENABLED: bool = True
    SESSION_RISK_RELOAD_ENABLED: bool = True
    SESSION_RISK_PROFILES_JSON: str = "{}"
    # Trading frequency mode (daily = batch API calls, realtime = per-stock calls)
    TRADE_MODE: str = Field(default="daily", pattern="^(daily|realtime)$")
@@ -69,6 +78,8 @@ class Settings(BaseSettings):
    ORDER_BLACKOUT_ENABLED: bool = True
    ORDER_BLACKOUT_WINDOWS_KST: str = "23:30-00:10"
    ORDER_BLACKOUT_QUEUE_MAX: int = Field(default=500, ge=10, le=5000)
    BLACKOUT_RECOVERY_PRICE_REVALIDATION_ENABLED: bool = True
    BLACKOUT_RECOVERY_MAX_PRICE_DRIFT_PCT: float = Field(default=5.0, ge=0.0, le=100.0)
    # Pre-Market Planner
    PRE_MARKET_MINUTES: int = Field(default=30, ge=10, le=120)
--- a/src/db.py
+++ b/src/db.py
@@ -109,6 +109,7 @@ def init_db(db_path: str) -> sqlite3.Connection:
            stock_code TEXT NOT NULL,
            market TEXT NOT NULL,
            exchange_code TEXT NOT NULL,
            session_id TEXT DEFAULT 'UNKNOWN',
            action TEXT NOT NULL,
            confidence INTEGER NOT NULL,
            rationale TEXT NOT NULL,
@@ -121,6 +122,27 @@ def init_db(db_path: str) -> sqlite3.Connection:
        )
        """
    )
    decision_columns = {
        row[1]
        for row in conn.execute("PRAGMA table_info(decision_logs)").fetchall()
    }
    if "session_id" not in decision_columns:
        conn.execute("ALTER TABLE decision_logs ADD COLUMN session_id TEXT DEFAULT 'UNKNOWN'")
        conn.execute(
            """
            UPDATE decision_logs
            SET session_id = 'UNKNOWN'
            WHERE session_id IS NULL OR session_id = ''
            """
        )
    if "outcome_pnl" not in decision_columns:
        conn.execute("ALTER TABLE decision_logs ADD COLUMN outcome_pnl REAL")
    if "outcome_accuracy" not in decision_columns:
        conn.execute("ALTER TABLE decision_logs ADD COLUMN outcome_accuracy INTEGER")
    if "reviewed" not in decision_columns:
        conn.execute("ALTER TABLE decision_logs ADD COLUMN reviewed INTEGER DEFAULT 0")
    if "review_notes" not in decision_columns:
        conn.execute("ALTER TABLE decision_logs ADD COLUMN review_notes TEXT")
    conn.execute(
        """
--- a/src/evolution/optimizer.py
+++ b/src/evolution/optimizer.py
@@ -9,6 +9,7 @@ This module:
 from __future__ import annotations
 import ast
 import json
 import logging
 import sqlite3
@@ -28,24 +29,24 @@ from src.logging.decision_logger import DecisionLogger
 logger = logging.getLogger(__name__)
 STRATEGIES_DIR = Path("src/strategies")
-STRATEGY_TEMPLATE = textwrap.dedent("""\
+STRATEGY_TEMPLATE = """\
-    \"\"\"Auto-generated strategy: {name}
+\"\"\"Auto-generated strategy: {name}
-    Generated at: {timestamp}
+Generated at: {timestamp}
-    Rationale: {rationale}
+Rationale: {rationale}
-    \"\"\"
+\"\"\"
-    from __future__ import annotations
+from __future__ import annotations
-    from typing import Any
+from typing import Any
-    from src.strategies.base import BaseStrategy
+from src.strategies.base import BaseStrategy
-    class {class_name}(BaseStrategy):
+class {class_name}(BaseStrategy):
-        \"\"\"Strategy: {name}\"\"\"
+    \"\"\"Strategy: {name}\"\"\"
-        def evaluate(self, market_data: dict[str, Any]) -> dict[str, Any]:
+    def evaluate(self, market_data: dict[str, Any]) -> dict[str, Any]:
-            {body}
+{body}
-""")
+"""
 class EvolutionOptimizer:
@@ -235,7 +236,8 @@ class EvolutionOptimizer:
        file_path = STRATEGIES_DIR / file_name
        # Indent the body for the class method
-        indented_body = textwrap.indent(body, "            ")
+        normalized_body = textwrap.dedent(body).strip()
        indented_body = textwrap.indent(normalized_body, "            ")
        # Generate rationale from patterns
        rationale = f"Auto-evolved from {len(failures)} failures. "
@@ -247,9 +249,16 @@ class EvolutionOptimizer:
            timestamp=datetime.now(UTC).isoformat(),
            rationale=rationale,
            class_name=class_name,
-            body=indented_body.strip(),
+            body=indented_body.rstrip(),
        )
        try:
            parsed = ast.parse(content, filename=str(file_path))
            compile(parsed, filename=str(file_path), mode="exec")
        except SyntaxError as exc:
            logger.warning("Generated strategy failed syntax validation: %s", exc)
            return None
        file_path.write_text(content)
        logger.info("Generated strategy file: %s", file_path)
        return file_path
--- a/src/logging/decision_logger.py
+++ b/src/logging/decision_logger.py
@@ -19,6 +19,7 @@ class DecisionLog:
    stock_code: str
    market: str
    exchange_code: str
    session_id: str
    action: str
    confidence: int
    rationale: str
@@ -47,6 +48,7 @@ class DecisionLogger:
        rationale: str,
        context_snapshot: dict[str, Any],
        input_data: dict[str, Any],
        session_id: str | None = None,
    ) -> str:
        """Log a trading decision with full context.
@@ -59,20 +61,22 @@ class DecisionLogger:
            rationale: Reasoning for the decision
            context_snapshot: L1-L7 context snapshot at decision time
            input_data: Market data inputs (price, volume, orderbook, etc.)
            session_id: Runtime session identifier
        Returns:
            decision_id: Unique identifier for this decision
        """
        decision_id = str(uuid.uuid4())
        timestamp = datetime.now(UTC).isoformat()
        resolved_session = session_id or "UNKNOWN"
        self.conn.execute(
            """
            INSERT INTO decision_logs (
                decision_id, timestamp, stock_code, market, exchange_code,
-                action, confidence, rationale, context_snapshot, input_data
+                session_id, action, confidence, rationale, context_snapshot, input_data
            )
-            VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+            VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
            """,
            (
                decision_id,
@@ -80,6 +84,7 @@ class DecisionLogger:
                stock_code,
                market,
                exchange_code,
                resolved_session,
                action,
                confidence,
                rationale,
@@ -106,7 +111,7 @@ class DecisionLogger:
        query = """
            SELECT
                decision_id, timestamp, stock_code, market, exchange_code,
-                action, confidence, rationale, context_snapshot, input_data,
+                session_id, action, confidence, rationale, context_snapshot, input_data,
                outcome_pnl, outcome_accuracy, reviewed, review_notes
            FROM decision_logs
            WHERE reviewed = 0 AND confidence >= ?
@@ -168,7 +173,7 @@ class DecisionLogger:
            """
            SELECT
                decision_id, timestamp, stock_code, market, exchange_code,
-                action, confidence, rationale, context_snapshot, input_data,
+                session_id, action, confidence, rationale, context_snapshot, input_data,
                outcome_pnl, outcome_accuracy, reviewed, review_notes
            FROM decision_logs
            WHERE decision_id = ?
@@ -196,7 +201,7 @@ class DecisionLogger:
            """
            SELECT
                decision_id, timestamp, stock_code, market, exchange_code,
-                action, confidence, rationale, context_snapshot, input_data,
+                session_id, action, confidence, rationale, context_snapshot, input_data,
                outcome_pnl, outcome_accuracy, reviewed, review_notes
            FROM decision_logs
            WHERE confidence >= ?
@@ -223,13 +228,14 @@ class DecisionLogger:
            stock_code=row[2],
            market=row[3],
            exchange_code=row[4],
-            action=row[5],
+            session_id=row[5] or "UNKNOWN",
-            confidence=row[6],
+            action=row[6],
-            rationale=row[7],
+            confidence=row[7],
-            context_snapshot=json.loads(row[8]),
+            rationale=row[8],
-            input_data=json.loads(row[9]),
+            context_snapshot=json.loads(row[9]),
-            outcome_pnl=row[10],
+            input_data=json.loads(row[10]),
-            outcome_accuracy=row[11],
+            outcome_pnl=row[11],
-            reviewed=bool(row[12]),
+            outcome_accuracy=row[12],
-            review_notes=row[13],
+            reviewed=bool(row[13]),
            review_notes=row[14],
        )
--- a/src/main.py
+++ b/src/main.py
@@ -70,6 +70,12 @@ BLACKOUT_ORDER_MANAGER = BlackoutOrderManager(
 _SESSION_CLOSE_WINDOWS = {"NXT_AFTER", "US_AFTER"}
 _RUNTIME_EXIT_STATES: dict[str, PositionState] = {}
 _RUNTIME_EXIT_PEAKS: dict[str, float] = {}
 _STOPLOSS_REENTRY_COOLDOWN_UNTIL: dict[str, float] = {}
 _VOLATILITY_ANALYZER = VolatilityAnalyzer()
 _SESSION_RISK_PROFILES_RAW = "{}"
 _SESSION_RISK_PROFILES_MAP: dict[str, dict[str, Any]] = {}
 _SESSION_RISK_LAST_BY_MARKET: dict[str, str] = {}
 _SESSION_RISK_OVERRIDES_BY_MARKET: dict[str, dict[str, Any]] = {}
 def safe_float(value: str | float | None, default: float = 0.0) -> float:
@@ -110,6 +116,258 @@ DAILY_TRADE_SESSIONS = 4  # Number of trading sessions per day
 TRADE_SESSION_INTERVAL_HOURS = 6  # Hours between sessions
 def _resolve_sell_qty_for_pnl(*, sell_qty: int | None, buy_qty: int | None) -> int:
    """Choose quantity basis for SELL outcome PnL with safe fallback."""
    resolved_sell = int(sell_qty or 0)
    if resolved_sell > 0:
        return resolved_sell
    return max(0, int(buy_qty or 0))
 def _compute_kr_dynamic_stop_loss_pct(
    *,
    market: MarketInfo | None = None,
    entry_price: float,
    atr_value: float,
    fallback_stop_loss_pct: float,
    settings: Settings | None,
 ) -> float:
    """Compute KR dynamic hard-stop threshold in percent."""
    if entry_price <= 0 or atr_value <= 0:
        return fallback_stop_loss_pct
    k = _resolve_market_setting(
        market=market,
        settings=settings,
        key="KR_ATR_STOP_MULTIPLIER_K",
        default=2.0,
    )
    min_pct = _resolve_market_setting(
        market=market,
        settings=settings,
        key="KR_ATR_STOP_MIN_PCT",
        default=-2.0,
    )
    max_pct = _resolve_market_setting(
        market=market,
        settings=settings,
        key="KR_ATR_STOP_MAX_PCT",
        default=-7.0,
    )
    if max_pct > min_pct:
        min_pct, max_pct = max_pct, min_pct
    dynamic_stop_pct = -((k * atr_value) / entry_price) * 100.0
    return max(max_pct, min(min_pct, dynamic_stop_pct))
 def _stoploss_cooldown_key(*, market: MarketInfo, stock_code: str) -> str:
    return f"{market.code}:{stock_code}"
 def _parse_session_risk_profiles(settings: Settings | None) -> dict[str, dict[str, Any]]:
    if settings is None:
        return {}
    global _SESSION_RISK_PROFILES_RAW, _SESSION_RISK_PROFILES_MAP
    raw = str(getattr(settings, "SESSION_RISK_PROFILES_JSON", "{}") or "{}")
    if raw == _SESSION_RISK_PROFILES_RAW:
        return _SESSION_RISK_PROFILES_MAP
    parsed_map: dict[str, dict[str, Any]] = {}
    try:
        decoded = json.loads(raw)
        if isinstance(decoded, dict):
            for session_id, session_values in decoded.items():
                if isinstance(session_id, str) and isinstance(session_values, dict):
                    parsed_map[session_id] = session_values
    except (ValueError, TypeError) as exc:
        logger.warning("Invalid SESSION_RISK_PROFILES_JSON; using defaults: %s", exc)
        parsed_map = {}
    _SESSION_RISK_PROFILES_RAW = raw
    _SESSION_RISK_PROFILES_MAP = parsed_map
    return _SESSION_RISK_PROFILES_MAP
 def _coerce_setting_value(*, value: Any, default: Any) -> Any:
    if isinstance(default, bool):
        if isinstance(value, bool):
            return value
        if isinstance(value, str):
            return value.strip().lower() in {"1", "true", "yes", "on"}
        if isinstance(value, (int, float)):
            return value != 0
        return default
    if isinstance(default, int) and not isinstance(default, bool):
        try:
            return int(value)
        except (ValueError, TypeError):
            return default
    if isinstance(default, float):
        return safe_float(value, float(default))
    if isinstance(default, str):
        return str(value)
    return value
 def _session_risk_overrides(
    *,
    market: MarketInfo | None,
    settings: Settings | None,
 ) -> dict[str, Any]:
    if market is None or settings is None:
        return {}
    if not bool(getattr(settings, "SESSION_RISK_RELOAD_ENABLED", True)):
        return {}
    session_id = get_session_info(market).session_id
    previous_session = _SESSION_RISK_LAST_BY_MARKET.get(market.code)
    if previous_session == session_id:
        return _SESSION_RISK_OVERRIDES_BY_MARKET.get(market.code, {})
    profile_map = _parse_session_risk_profiles(settings)
    merged: dict[str, Any] = {}
    default_profile = profile_map.get("default")
    if isinstance(default_profile, dict):
        merged.update(default_profile)
    session_profile = profile_map.get(session_id)
    if isinstance(session_profile, dict):
        merged.update(session_profile)
    _SESSION_RISK_LAST_BY_MARKET[market.code] = session_id
    _SESSION_RISK_OVERRIDES_BY_MARKET[market.code] = merged
    if previous_session is None:
        logger.info(
            "Session risk profile initialized for %s: %s (overrides=%s)",
            market.code,
            session_id,
            ",".join(sorted(merged.keys())) if merged else "none",
        )
    else:
        logger.info(
            "Session risk profile reloaded for %s: %s -> %s (overrides=%s)",
            market.code,
            previous_session,
            session_id,
            ",".join(sorted(merged.keys())) if merged else "none",
        )
    return merged
 def _resolve_market_setting(
    *,
    market: MarketInfo | None,
    settings: Settings | None,
    key: str,
    default: Any,
 ) -> Any:
    if settings is None:
        return default
    fallback = getattr(settings, key, default)
    overrides = _session_risk_overrides(market=market, settings=settings)
    if key not in overrides:
        return fallback
    return _coerce_setting_value(value=overrides[key], default=fallback)
 def _stoploss_cooldown_minutes(
    settings: Settings | None,
    market: MarketInfo | None = None,
 ) -> int:
    minutes = _resolve_market_setting(
        market=market,
        settings=settings,
        key="STOPLOSS_REENTRY_COOLDOWN_MINUTES",
        default=120,
    )
    return max(1, int(minutes))
 def _estimate_pred_down_prob_from_rsi(rsi: float | str | None) -> float:
    """Estimate downside probability from RSI using a simple linear mapping."""
    if rsi is None:
        return 0.5
    rsi_value = max(0.0, min(100.0, safe_float(rsi, 50.0)))
    return rsi_value / 100.0
 async def _compute_kr_atr_value(
    *,
    broker: KISBroker,
    stock_code: str,
    period: int = 14,
 ) -> float:
    """Compute ATR(period) for KR stocks using daily OHLC."""
    days = max(period + 1, 30)
    try:
        daily_prices = await _retry_connection(
            broker.get_daily_prices,
            stock_code,
            days=days,
            label=f"daily_prices:{stock_code}",
        )
    except ConnectionError as exc:
        logger.warning("ATR source unavailable for %s: %s", stock_code, exc)
        return 0.0
    except Exception as exc:
        logger.warning("Unexpected ATR fetch failure for %s: %s", stock_code, exc)
        return 0.0
    if not isinstance(daily_prices, list):
        return 0.0
    highs: list[float] = []
    lows: list[float] = []
    closes: list[float] = []
    for row in daily_prices:
        if not isinstance(row, dict):
            continue
        high = safe_float(row.get("high"), 0.0)
        low = safe_float(row.get("low"), 0.0)
        close = safe_float(row.get("close"), 0.0)
        if high <= 0 or low <= 0 or close <= 0:
            continue
        highs.append(high)
        lows.append(low)
        closes.append(close)
    if len(highs) < period + 1 or len(lows) < period + 1 or len(closes) < period + 1:
        return 0.0
    return max(0.0, _VOLATILITY_ANALYZER.calculate_atr(highs, lows, closes, period=period))
 async def _inject_staged_exit_features(
    *,
    market: MarketInfo,
    stock_code: str,
    open_position: dict[str, Any] | None,
    market_data: dict[str, Any],
    broker: KISBroker | None,
 ) -> None:
    """Inject ATR/pred_down_prob used by staged exit evaluation."""
    if not open_position:
        return
    if "pred_down_prob" not in market_data:
        market_data["pred_down_prob"] = _estimate_pred_down_prob_from_rsi(
            market_data.get("rsi")
        )
    existing_atr = safe_float(market_data.get("atr_value"), 0.0)
    if existing_atr > 0:
        return
    if market.is_domestic and broker is not None:
        market_data["atr_value"] = await _compute_kr_atr_value(
            broker=broker,
            stock_code=stock_code,
        )
        return
    market_data["atr_value"] = 0.0
 async def _retry_connection(coro_factory: Any, *args: Any, label: str = "", **kwargs: Any) -> Any:
    """Call an async function retrying on ConnectionError with exponential backoff.
@@ -217,6 +475,7 @@ async def sync_positions_from_broker(
                price=avg_price,
                market=log_market,
                exchange_code=market.exchange_code,
                session_id=get_session_info(market).session_id,
                mode=settings.MODE,
            )
            logger.info(
@@ -452,7 +711,14 @@ def _should_block_overseas_buy_for_fx_buffer(
    ):
        return False, total_cash - order_amount, 0.0
    remaining = total_cash - order_amount
-    required = settings.USD_BUFFER_MIN
+    required = float(
        _resolve_market_setting(
            market=market,
            settings=settings,
            key="USD_BUFFER_MIN",
            default=1000.0,
        )
    )
    return remaining < required, remaining, required
@@ -468,7 +734,13 @@ def _should_force_exit_for_overnight(
        return True
    if settings is None:
        return False
-    return not settings.OVERNIGHT_EXCEPTION_ENABLED
+    overnight_enabled = _resolve_market_setting(
        market=market,
        settings=settings,
        key="OVERNIGHT_EXCEPTION_ENABLED",
        default=True,
    )
    return not bool(overnight_enabled)
 def _build_runtime_position_key(
@@ -498,6 +770,7 @@ def _apply_staged_exit_override_for_hold(
    open_position: dict[str, Any] | None,
    market_data: dict[str, Any],
    stock_playbook: Any | None,
    settings: Settings | None = None,
 ) -> TradeDecision:
    """Apply v2 staged exit semantics for HOLD positions using runtime state."""
    if decision.action != "HOLD" or not open_position:
@@ -513,6 +786,41 @@ def _apply_staged_exit_override_for_hold(
    if stock_playbook and stock_playbook.scenarios:
        stop_loss_threshold = stock_playbook.scenarios[0].stop_loss_pct
        take_profit_threshold = stock_playbook.scenarios[0].take_profit_pct
    atr_value = safe_float(market_data.get("atr_value"), 0.0)
    if market.code == "KR":
        stop_loss_threshold = _compute_kr_dynamic_stop_loss_pct(
            market=market,
            entry_price=entry_price,
            atr_value=atr_value,
            fallback_stop_loss_pct=stop_loss_threshold,
            settings=settings,
        )
    if settings is None:
        be_arm_pct = max(0.5, take_profit_threshold * 0.4)
        arm_pct = take_profit_threshold
    else:
        be_arm_pct = max(
            0.1,
            float(
                _resolve_market_setting(
                    market=market,
                    settings=settings,
                    key="STAGED_EXIT_BE_ARM_PCT",
                    default=1.2,
                )
            ),
        )
        arm_pct = max(
            be_arm_pct,
            float(
                _resolve_market_setting(
                    market=market,
                    settings=settings,
                    key="STAGED_EXIT_ARM_PCT",
                    default=3.0,
                )
            ),
        )
    runtime_key = _build_runtime_position_key(
        market_code=market.code,
@@ -531,14 +839,14 @@ def _apply_staged_exit_override_for_hold(
        current_state=current_state,
        config=ExitRuleConfig(
            hard_stop_pct=stop_loss_threshold,
-            be_arm_pct=max(0.5, take_profit_threshold * 0.4),
+            be_arm_pct=be_arm_pct,
-            arm_pct=take_profit_threshold,
+            arm_pct=arm_pct,
        ),
        inp=ExitRuleInput(
            current_price=current_price,
            entry_price=entry_price,
            peak_price=peak_price,
-            atr_value=safe_float(market_data.get("atr_value"), 0.0),
+            atr_value=atr_value,
            pred_down_prob=safe_float(market_data.get("pred_down_prob"), 0.0),
            liquidity_weak=safe_float(market_data.get("volume_ratio"), 1.0) < 1.0,
        ),
@@ -558,7 +866,7 @@ def _apply_staged_exit_override_for_hold(
    elif exit_eval.reason == "arm_take_profit":
        rationale = (
            f"Take-profit triggered ({pnl_pct:.2f}% >= "
-            f"{take_profit_threshold:.2f}%)"
+            f"{arm_pct:.2f}%)"
        )
    elif exit_eval.reason == "atr_trailing_stop":
        rationale = "ATR trailing-stop triggered"
@@ -696,6 +1004,7 @@ async def process_blackout_recovery_orders(
    broker: KISBroker,
    overseas_broker: OverseasBroker,
    db_conn: Any,
    settings: Settings | None = None,
 ) -> None:
    intents = BLACKOUT_ORDER_MANAGER.pop_recovery_batch()
    if not intents:
@@ -727,6 +1036,63 @@ async def process_blackout_recovery_orders(
            continue
        try:
            revalidation_enabled = bool(
                _resolve_market_setting(
                    market=market,
                    settings=settings,
                    key="BLACKOUT_RECOVERY_PRICE_REVALIDATION_ENABLED",
                    default=True,
                )
            )
            if revalidation_enabled:
                if market.is_domestic:
                    current_price, _, _ = await _retry_connection(
                        broker.get_current_price,
                        intent.stock_code,
                        label=f"recovery_price:{market.code}:{intent.stock_code}",
                    )
                else:
                    price_data = await _retry_connection(
                        overseas_broker.get_overseas_price,
                        market.exchange_code,
                        intent.stock_code,
                        label=f"recovery_price:{market.code}:{intent.stock_code}",
                    )
                    current_price = safe_float(price_data.get("output", {}).get("last"), 0.0)
                queued_price = float(intent.price)
                max_drift_pct = float(
                    _resolve_market_setting(
                        market=market,
                        settings=settings,
                        key="BLACKOUT_RECOVERY_MAX_PRICE_DRIFT_PCT",
                        default=5.0,
                    )
                )
                if queued_price <= 0 or current_price <= 0:
                    logger.info(
                        "Drop queued intent by price revalidation (invalid price): %s %s (%s) queued=%.4f current=%.4f",
                        intent.order_type,
                        intent.stock_code,
                        market.code,
                        queued_price,
                        current_price,
                    )
                    continue
                drift_pct = abs(current_price - queued_price) / queued_price * 100.0
                if drift_pct > max_drift_pct:
                    logger.info(
                        "Drop queued intent by price revalidation: %s %s (%s) queued=%.4f current=%.4f drift=%.2f%% max=%.2f%%",
                        intent.order_type,
                        intent.stock_code,
                        market.code,
                        queued_price,
                        current_price,
                        drift_pct,
                        max_drift_pct,
                    )
                    continue
            validate_order_policy(
                market=market,
                order_type=intent.order_type,
@@ -750,6 +1116,20 @@ async def process_blackout_recovery_orders(
            accepted = result.get("rt_cd", "0") == "0"
            if accepted:
                runtime_session_id = get_session_info(market).session_id
                log_trade(
                    conn=db_conn,
                    stock_code=intent.stock_code,
                    action=intent.order_type,
                    confidence=0,
                    rationale=f"[blackout-recovery] {intent.source}",
                    quantity=intent.quantity,
                    price=float(intent.price),
                    pnl=0.0,
                    market=market.code,
                    exchange_code=market.exchange_code,
                    session_id=runtime_session_id,
                )
                logger.info(
                    "Recovered queued order executed: %s %s (%s) qty=%d price=%.4f source=%s",
                    intent.order_type,
@@ -990,6 +1370,7 @@ async def trading_cycle(
 ) -> None:
    """Execute one trading cycle for a single stock."""
    cycle_start_time = asyncio.get_event_loop().time()
    _session_risk_overrides(market=market, settings=settings)
    # 1. Fetch market data
    price_output: dict[str, Any] = {}  # Populated for overseas markets; used for fallback metrics
@@ -1239,7 +1620,14 @@ async def trading_cycle(
    # 2.1. Apply market_outlook-based BUY confidence threshold
    if decision.action == "BUY":
-        base_threshold = (settings.CONFIDENCE_THRESHOLD if settings else 80)
+        base_threshold = int(
            _resolve_market_setting(
                market=market,
                settings=settings,
                key="CONFIDENCE_THRESHOLD",
                default=80,
            )
        )
        outlook = playbook.market_outlook
        if outlook == MarketOutlook.BEARISH:
            min_confidence = 90
@@ -1291,6 +1679,48 @@ async def trading_cycle(
                stock_code,
                market.name,
            )
        elif market.code.startswith("US"):
            min_price = float(
                _resolve_market_setting(
                    market=market,
                    settings=settings,
                    key="US_MIN_PRICE",
                    default=5.0,
                )
            )
            if current_price <= min_price:
                decision = TradeDecision(
                    action="HOLD",
                    confidence=decision.confidence,
                    rationale=(
                        f"US minimum price filter blocked BUY "
                        f"(price={current_price:.4f} <= {min_price:.4f})"
                    ),
                )
                logger.info(
                    "BUY suppressed for %s (%s): US min price filter %.4f <= %.4f",
                    stock_code,
                    market.name,
                    current_price,
                    min_price,
                )
        if decision.action == "BUY":
            cooldown_key = _stoploss_cooldown_key(market=market, stock_code=stock_code)
            now_epoch = datetime.now(UTC).timestamp()
            cooldown_until = _STOPLOSS_REENTRY_COOLDOWN_UNTIL.get(cooldown_key, 0.0)
            if now_epoch < cooldown_until:
                remaining = int(cooldown_until - now_epoch)
                decision = TradeDecision(
                    action="HOLD",
                    confidence=decision.confidence,
                    rationale=f"Stop-loss reentry cooldown active ({remaining}s remaining)",
                )
                logger.info(
                    "BUY suppressed for %s (%s): stop-loss cooldown active (%ds remaining)",
                    stock_code,
                    market.name,
                    remaining,
                )
    if decision.action == "HOLD":
        open_position = get_open_position(db_conn, stock_code, market.code)
@@ -1299,6 +1729,13 @@ async def trading_cycle(
                market_code=market.code,
                stock_code=stock_code,
            )
        await _inject_staged_exit_features(
            market=market,
            stock_code=stock_code,
            open_position=open_position,
            market_data=market_data,
            broker=broker,
        )
        decision = _apply_staged_exit_override_for_hold(
            decision=decision,
            market=market,
@@ -1306,6 +1743,7 @@ async def trading_cycle(
            open_position=open_position,
            market_data=market_data,
            stock_playbook=stock_playbook,
            settings=settings,
        )
        if open_position and decision.action == "HOLD" and _should_force_exit_for_overnight(
                market=market,
@@ -1368,10 +1806,12 @@ async def trading_cycle(
        "pnl_pct": pnl_pct,
    }
    runtime_session_id = get_session_info(market).session_id
    decision_id = decision_logger.log_decision(
        stock_code=stock_code,
        market=market.code,
        exchange_code=market.exchange_code,
        session_id=runtime_session_id,
        action=decision.action,
        confidence=decision.confidence,
        rationale=decision.rationale,
@@ -1636,6 +2076,7 @@ async def trading_cycle(
                        pnl=0.0,
                        market=market.code,
                        exchange_code=market.exchange_code,
                        session_id=runtime_session_id,
                        mode=settings.MODE if settings else "paper",
                    )
        logger.info("Order result: %s", result.get("msg1", "OK"))
@@ -1663,13 +2104,26 @@ async def trading_cycle(
            )
            if buy_trade and buy_trade.get("price") is not None:
                buy_price = float(buy_trade["price"])
-                buy_qty = int(buy_trade.get("quantity") or 1)
+                buy_qty = int(buy_trade.get("quantity") or 0)
-                trade_pnl = (trade_price - buy_price) * buy_qty
+                sell_qty = _resolve_sell_qty_for_pnl(sell_qty=quantity, buy_qty=buy_qty)
                trade_pnl = (trade_price - buy_price) * sell_qty
                decision_logger.update_outcome(
                    decision_id=buy_trade["decision_id"],
                    pnl=trade_pnl,
                    accuracy=1 if trade_pnl > 0 else 0,
                )
                if trade_pnl < 0:
                    cooldown_key = _stoploss_cooldown_key(market=market, stock_code=stock_code)
                    cooldown_minutes = _stoploss_cooldown_minutes(settings, market=market)
                    _STOPLOSS_REENTRY_COOLDOWN_UNTIL[cooldown_key] = (
                        datetime.now(UTC).timestamp() + cooldown_minutes * 60
                    )
                    logger.info(
                        "Stop-loss cooldown set for %s (%s): %d minutes",
                        stock_code,
                        market.name,
                        cooldown_minutes,
                    )
    # 6. Log trade with selection context (skip if order was rejected)
    if decision.action in ("BUY", "SELL") and not order_succeeded:
@@ -1695,6 +2149,7 @@ async def trading_cycle(
        pnl=trade_pnl,
        market=market.code,
        exchange_code=market.exchange_code,
        session_id=runtime_session_id,
        selection_context=selection_context,
        decision_id=decision_id,
        mode=settings.MODE if settings else "paper",
@@ -2111,10 +2566,12 @@ async def run_daily_session(
    # Process each open market
    for market in open_markets:
        _session_risk_overrides(market=market, settings=settings)
        await process_blackout_recovery_orders(
            broker=broker,
            overseas_broker=overseas_broker,
            db_conn=db_conn,
            settings=settings,
        )
        # Use market-local date for playbook keying
        market_today = datetime.now(market.timezone).date()
@@ -2447,6 +2904,48 @@ async def run_daily_session(
                        stock_code,
                        market.name,
                    )
                elif market.code.startswith("US"):
                    min_price = float(
                        _resolve_market_setting(
                            market=market,
                            settings=settings,
                            key="US_MIN_PRICE",
                            default=5.0,
                        )
                    )
                    if stock_data["current_price"] <= min_price:
                        decision = TradeDecision(
                            action="HOLD",
                            confidence=decision.confidence,
                            rationale=(
                                f"US minimum price filter blocked BUY "
                                f"(price={stock_data['current_price']:.4f} <= {min_price:.4f})"
                            ),
                        )
                        logger.info(
                            "BUY suppressed for %s (%s): US min price filter %.4f <= %.4f",
                            stock_code,
                            market.name,
                            stock_data["current_price"],
                            min_price,
                        )
                if decision.action == "BUY":
                    cooldown_key = _stoploss_cooldown_key(market=market, stock_code=stock_code)
                    now_epoch = datetime.now(UTC).timestamp()
                    cooldown_until = _STOPLOSS_REENTRY_COOLDOWN_UNTIL.get(cooldown_key, 0.0)
                    if now_epoch < cooldown_until:
                        remaining = int(cooldown_until - now_epoch)
                        decision = TradeDecision(
                            action="HOLD",
                            confidence=decision.confidence,
                            rationale=f"Stop-loss reentry cooldown active ({remaining}s remaining)",
                        )
                        logger.info(
                            "BUY suppressed for %s (%s): stop-loss cooldown active (%ds remaining)",
                            stock_code,
                            market.name,
                            remaining,
                        )
            if decision.action == "HOLD":
                daily_open = get_open_position(db_conn, stock_code, market.code)
                if not daily_open:
@@ -2454,6 +2953,13 @@ async def run_daily_session(
                        market_code=market.code,
                        stock_code=stock_code,
                    )
                await _inject_staged_exit_features(
                    market=market,
                    stock_code=stock_code,
                    open_position=daily_open,
                    market_data=stock_data,
                    broker=broker,
                )
                decision = _apply_staged_exit_override_for_hold(
                    decision=decision,
                    market=market,
@@ -2461,6 +2967,7 @@ async def run_daily_session(
                    open_position=daily_open,
                    market_data=stock_data,
                    stock_playbook=stock_playbook,
                    settings=settings,
                )
                if daily_open and decision.action == "HOLD" and _should_force_exit_for_overnight(
                    market=market,
@@ -2502,10 +3009,12 @@ async def run_daily_session(
                "pnl_pct": pnl_pct,
            }
            runtime_session_id = get_session_info(market).session_id
            decision_id = decision_logger.log_decision(
                stock_code=stock_code,
                market=market.code,
                exchange_code=market.exchange_code,
                session_id=runtime_session_id,
                action=decision.action,
                confidence=decision.confidence,
                rationale=decision.rationale,
@@ -2765,13 +3274,32 @@ async def run_daily_session(
                    )
                    if buy_trade and buy_trade.get("price") is not None:
                        buy_price = float(buy_trade["price"])
-                        buy_qty = int(buy_trade.get("quantity") or 1)
+                        buy_qty = int(buy_trade.get("quantity") or 0)
-                        trade_pnl = (trade_price - buy_price) * buy_qty
+                        sell_qty = _resolve_sell_qty_for_pnl(
                            sell_qty=quantity,
                            buy_qty=buy_qty,
                        )
                        trade_pnl = (trade_price - buy_price) * sell_qty
                        decision_logger.update_outcome(
                            decision_id=buy_trade["decision_id"],
                            pnl=trade_pnl,
                            accuracy=1 if trade_pnl > 0 else 0,
                        )
                        if trade_pnl < 0:
                            cooldown_key = _stoploss_cooldown_key(market=market, stock_code=stock_code)
                            cooldown_minutes = _stoploss_cooldown_minutes(
                                settings,
                                market=market,
                            )
                            _STOPLOSS_REENTRY_COOLDOWN_UNTIL[cooldown_key] = (
                                datetime.now(UTC).timestamp() + cooldown_minutes * 60
                            )
                            logger.info(
                                "Stop-loss cooldown set for %s (%s): %d minutes",
                                stock_code,
                                market.name,
                                cooldown_minutes,
                            )
            # Log trade (skip if order was rejected by API)
            if decision.action in ("BUY", "SELL") and not order_succeeded:
@@ -2787,6 +3315,7 @@ async def run_daily_session(
                pnl=trade_pnl,
                market=market.code,
                exchange_code=market.exchange_code,
                session_id=runtime_session_id,
                decision_id=decision_id,
                mode=settings.MODE,
            )
@@ -3569,6 +4098,7 @@ async def run(settings: Settings) -> None:
                        break
                    session_info = get_session_info(market)
                    _session_risk_overrides(market=market, settings=settings)
                    logger.info(
                        "Market session active: %s (%s) session=%s",
                        market.code,
@@ -3580,6 +4110,7 @@ async def run(settings: Settings) -> None:
                        broker=broker,
                        overseas_broker=overseas_broker,
                        db_conn=db_conn,
                        settings=settings,
                    )
                    # Notify market open if it just opened
--- a/tests/test_backtest_pipeline_integration.py
+++ b/tests/test_backtest_pipeline_integration.py
@@ -1,5 +1,7 @@
 from __future__ import annotations
 from datetime import UTC, datetime, timedelta
 from src.analysis.backtest_cost_guard import BacktestCostModel
 from src.analysis.backtest_pipeline import (
    BacktestBar,
@@ -12,6 +14,7 @@ from src.analysis.walk_forward_split import generate_walk_forward_splits
 def _bars() -> list[BacktestBar]:
    base_ts = datetime(2026, 2, 28, 0, 0, tzinfo=UTC)
    closes = [100.0, 101.0, 102.0, 101.5, 103.0, 102.5, 104.0, 103.5, 105.0, 104.5, 106.0, 105.5]
    bars: list[BacktestBar] = []
    for i, close in enumerate(closes):
@@ -21,6 +24,7 @@ def _bars() -> list[BacktestBar]:
                low=close - 1.0,
                close=close,
                session_id="KRX_REG" if i % 2 == 0 else "US_PRE",
                timestamp=base_ts + timedelta(minutes=i),
            )
        )
    return bars
@@ -43,7 +47,7 @@ def test_pipeline_happy_path_returns_fold_and_artifact_contract() -> None:
        triple_barrier_spec=TripleBarrierSpec(
            take_profit_pct=0.02,
            stop_loss_pct=0.01,
-            max_holding_bars=3,
+            max_holding_minutes=3,
        ),
        walk_forward=WalkForwardConfig(
            train_size=4,
@@ -84,7 +88,7 @@ def test_pipeline_cost_guard_fail_fast() -> None:
            triple_barrier_spec=TripleBarrierSpec(
                take_profit_pct=0.02,
                stop_loss_pct=0.01,
-                max_holding_bars=3,
+                max_holding_minutes=3,
            ),
            walk_forward=WalkForwardConfig(train_size=2, test_size=1),
            cost_model=bad,
@@ -119,7 +123,7 @@ def test_pipeline_deterministic_seed_free_deterministic_result() -> None:
        triple_barrier_spec=TripleBarrierSpec(
            take_profit_pct=0.02,
            stop_loss_pct=0.01,
-            max_holding_bars=3,
+            max_holding_minutes=3,
        ),
        walk_forward=WalkForwardConfig(
            train_size=4,
@@ -134,3 +138,31 @@ def test_pipeline_deterministic_seed_free_deterministic_result() -> None:
    out1 = run_v2_backtest_pipeline(**cfg)
    out2 = run_v2_backtest_pipeline(**cfg)
    assert out1 == out2
 def test_pipeline_rejects_minutes_spec_when_timestamp_missing() -> None:
    bars = _bars()
    bars[2] = BacktestBar(
        high=bars[2].high,
        low=bars[2].low,
        close=bars[2].close,
        session_id=bars[2].session_id,
        timestamp=None,
    )
    try:
        run_v2_backtest_pipeline(
            bars=bars,
            entry_indices=[0, 1, 2, 3],
            side=1,
            triple_barrier_spec=TripleBarrierSpec(
                take_profit_pct=0.02,
                stop_loss_pct=0.01,
                max_holding_minutes=3,
            ),
            walk_forward=WalkForwardConfig(train_size=2, test_size=1),
            cost_model=_cost_model(),
        )
    except ValueError as exc:
        assert "BacktestBar.timestamp is required" in str(exc)
    else:
        raise AssertionError("expected timestamp validation error")
--- a/tests/test_db.py
+++ b/tests/test_db.py
@@ -365,3 +365,53 @@ def test_get_latest_buy_trade_prefers_exchange_code_match() -> None:
    )
    assert matched is not None
    assert matched["decision_id"] == "matched-buy"
 def test_decision_logs_session_id_migration_backfills_unknown() -> None:
    import sqlite3
    with tempfile.NamedTemporaryFile(suffix=".db", delete=False) as f:
        db_path = f.name
    try:
        old_conn = sqlite3.connect(db_path)
        old_conn.execute(
            """
            CREATE TABLE decision_logs (
                decision_id TEXT PRIMARY KEY,
                timestamp TEXT NOT NULL,
                stock_code TEXT NOT NULL,
                market TEXT NOT NULL,
                exchange_code TEXT NOT NULL,
                action TEXT NOT NULL,
                confidence INTEGER NOT NULL,
                rationale TEXT NOT NULL,
                context_snapshot TEXT NOT NULL,
                input_data TEXT NOT NULL
            )
            """
        )
        old_conn.execute(
            """
            INSERT INTO decision_logs (
                decision_id, timestamp, stock_code, market, exchange_code,
                action, confidence, rationale, context_snapshot, input_data
            ) VALUES (
                'd1', '2026-01-01T00:00:00+00:00', 'AAPL', 'US_NASDAQ', 'NASD',
                'BUY', 80, 'legacy row', '{}', '{}'
            )
            """
        )
        old_conn.commit()
        old_conn.close()
        conn = init_db(db_path)
        columns = {row[1] for row in conn.execute("PRAGMA table_info(decision_logs)").fetchall()}
        assert "session_id" in columns
        row = conn.execute(
            "SELECT session_id FROM decision_logs WHERE decision_id='d1'"
        ).fetchone()
        assert row is not None
        assert row[0] == "UNKNOWN"
        conn.close()
    finally:
        os.unlink(db_path)
--- a/tests/test_decision_logger.py
+++ b/tests/test_decision_logger.py
@@ -49,7 +49,7 @@ def test_log_decision_creates_record(logger: DecisionLogger, db_conn: sqlite3.Co
    # Verify record exists in database
    cursor = db_conn.execute(
-        "SELECT decision_id, action, confidence FROM decision_logs WHERE decision_id = ?",
+        "SELECT decision_id, action, confidence, session_id FROM decision_logs WHERE decision_id = ?",
        (decision_id,),
    )
    row = cursor.fetchone()
@@ -57,6 +57,7 @@ def test_log_decision_creates_record(logger: DecisionLogger, db_conn: sqlite3.Co
    assert row[0] == decision_id
    assert row[1] == "BUY"
    assert row[2] == 85
    assert row[3] == "UNKNOWN"
 def test_log_decision_stores_context_snapshot(logger: DecisionLogger) -> None:
@@ -84,6 +85,24 @@ def test_log_decision_stores_context_snapshot(logger: DecisionLogger) -> None:
    assert decision is not None
    assert decision.context_snapshot == context_snapshot
    assert decision.input_data == input_data
    assert decision.session_id == "UNKNOWN"
 def test_log_decision_stores_explicit_session_id(logger: DecisionLogger) -> None:
    decision_id = logger.log_decision(
        stock_code="AAPL",
        market="US_NASDAQ",
        exchange_code="NASD",
        action="BUY",
        confidence=88,
        rationale="session check",
        context_snapshot={},
        input_data={},
        session_id="US_PRE",
    )
    decision = logger.get_decision_by_id(decision_id)
    assert decision is not None
    assert decision.session_id == "US_PRE"
 def test_get_unreviewed_decisions(logger: DecisionLogger) -> None:
@@ -278,6 +297,7 @@ def test_decision_log_dataclass() -> None:
        stock_code="005930",
        market="KR",
        exchange_code="KRX",
        session_id="KRX_REG",
        action="BUY",
        confidence=85,
        rationale="Test",
@@ -286,6 +306,7 @@ def test_decision_log_dataclass() -> None:
    )
    assert log.decision_id == "test-uuid"
    assert log.session_id == "KRX_REG"
    assert log.action == "BUY"
    assert log.confidence == 85
    assert log.reviewed is False
--- a/tests/test_evolution.py
+++ b/tests/test_evolution.py
@@ -245,6 +245,52 @@ async def test_generate_strategy_creates_file(optimizer: EvolutionOptimizer, tmp
    assert "def evaluate" in strategy_path.read_text()
@pytest.mark.asyncio
 async def test_generate_strategy_saves_valid_python_code(
    optimizer: EvolutionOptimizer, tmp_path: Path,
 ) -> None:
    """Test that syntactically valid generated code is saved."""
    failures = [{"decision_id": "1", "timestamp": "2024-01-15T09:30:00+00:00"}]
    mock_response = Mock()
    mock_response.text = (
        'price = market_data.get("current_price", 0)\n'
        'if price > 0:\n'
        '    return {"action": "BUY", "confidence": 80, "rationale": "Positive price"}\n'
        'return {"action": "HOLD", "confidence": 50, "rationale": "No signal"}\n'
    )
    with patch.object(optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)):
        with patch("src.evolution.optimizer.STRATEGIES_DIR", tmp_path):
            strategy_path = await optimizer.generate_strategy(failures)
    assert strategy_path is not None
    assert strategy_path.exists()
@pytest.mark.asyncio
 async def test_generate_strategy_blocks_invalid_python_code(
    optimizer: EvolutionOptimizer, tmp_path: Path, caplog: pytest.LogCaptureFixture,
 ) -> None:
    """Test that syntactically invalid generated code is not saved."""
    failures = [{"decision_id": "1", "timestamp": "2024-01-15T09:30:00+00:00"}]
    mock_response = Mock()
    mock_response.text = (
        'if market_data.get("current_price", 0) > 0\n'
        '    return {"action": "BUY", "confidence": 80, "rationale": "broken"}\n'
    )
    with patch.object(optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)):
        with patch("src.evolution.optimizer.STRATEGIES_DIR", tmp_path):
            with caplog.at_level("WARNING"):
                strategy_path = await optimizer.generate_strategy(failures)
    assert strategy_path is None
    assert list(tmp_path.glob("*.py")) == []
    assert "failed syntax validation" in caplog.text
@pytest.mark.asyncio
 async def test_generate_strategy_handles_api_error(optimizer: EvolutionOptimizer) -> None:
    """Test that generate_strategy handles Gemini API errors gracefully."""
--- a/tests/test_main.py
+++ b/tests/test_main.py
@@ -4,6 +4,7 @@ from datetime import UTC, date, datetime
 from unittest.mock import ANY, AsyncMock, MagicMock, patch
 import pytest
 import src.main as main_module
 from src.config import Settings
 from src.context.layer import ContextLayer
@@ -15,6 +16,14 @@ from src.evolution.scorecard import DailyScorecard
 from src.logging.decision_logger import DecisionLogger
 from src.main import (
    KILL_SWITCH,
    _SESSION_RISK_LAST_BY_MARKET,
    _SESSION_RISK_OVERRIDES_BY_MARKET,
    _SESSION_RISK_PROFILES_MAP,
    _STOPLOSS_REENTRY_COOLDOWN_UNTIL,
    _apply_staged_exit_override_for_hold,
    _compute_kr_atr_value,
    _estimate_pred_down_prob_from_rsi,
    _inject_staged_exit_features,
    _RUNTIME_EXIT_PEAKS,
    _RUNTIME_EXIT_STATES,
    _should_force_exit_for_overnight,
@@ -27,9 +36,13 @@ from src.main import (
    _extract_held_qty_from_balance,
    _handle_market_close,
    _retry_connection,
    _resolve_market_setting,
    _resolve_sell_qty_for_pnl,
    _run_context_scheduler,
    _run_evolution_loop,
    _start_dashboard_server,
    _stoploss_cooldown_minutes,
    _compute_kr_dynamic_stop_loss_pct,
    handle_domestic_pending_orders,
    handle_overseas_pending_orders,
    process_blackout_recovery_orders,
@@ -92,10 +105,20 @@ def _reset_kill_switch_state() -> None:
    KILL_SWITCH.clear_block()
    _RUNTIME_EXIT_STATES.clear()
    _RUNTIME_EXIT_PEAKS.clear()
    _SESSION_RISK_LAST_BY_MARKET.clear()
    _SESSION_RISK_OVERRIDES_BY_MARKET.clear()
    _SESSION_RISK_PROFILES_MAP.clear()
    main_module._SESSION_RISK_PROFILES_RAW = "__reset__"
    _STOPLOSS_REENTRY_COOLDOWN_UNTIL.clear()
    yield
    KILL_SWITCH.clear_block()
    _RUNTIME_EXIT_STATES.clear()
    _RUNTIME_EXIT_PEAKS.clear()
    _SESSION_RISK_LAST_BY_MARKET.clear()
    _SESSION_RISK_OVERRIDES_BY_MARKET.clear()
    _SESSION_RISK_PROFILES_MAP.clear()
    main_module._SESSION_RISK_PROFILES_RAW = "__reset__"
    _STOPLOSS_REENTRY_COOLDOWN_UNTIL.clear()
 class TestExtractAvgPriceFromBalance:
@@ -119,6 +142,266 @@ class TestExtractAvgPriceFromBalance:
        result = _extract_avg_price_from_balance(balance, "005930", is_domestic=True)
        assert result == 0.0
 def test_resolve_sell_qty_for_pnl_prefers_sell_qty() -> None:
    assert _resolve_sell_qty_for_pnl(sell_qty=30, buy_qty=100) == 30
 def test_resolve_sell_qty_for_pnl_uses_buy_qty_fallback_when_sell_qty_missing() -> None:
    assert _resolve_sell_qty_for_pnl(sell_qty=None, buy_qty=12) == 12
 def test_resolve_sell_qty_for_pnl_returns_zero_when_both_missing() -> None:
    assert _resolve_sell_qty_for_pnl(sell_qty=None, buy_qty=None) == 0
 def test_compute_kr_dynamic_stop_loss_pct_falls_back_without_atr() -> None:
    out = _compute_kr_dynamic_stop_loss_pct(
        entry_price=100.0,
        atr_value=0.0,
        fallback_stop_loss_pct=-2.0,
        settings=None,
    )
    assert out == -2.0
 def test_compute_kr_dynamic_stop_loss_pct_clamps_to_min_and_max() -> None:
    # Small ATR -> clamp to min (-2%)
    out_small = _compute_kr_dynamic_stop_loss_pct(
        entry_price=100.0,
        atr_value=0.2,
        fallback_stop_loss_pct=-2.0,
        settings=None,
    )
    assert out_small == -2.0
    # Large ATR -> clamp to max (-7%)
    out_large = _compute_kr_dynamic_stop_loss_pct(
        entry_price=100.0,
        atr_value=10.0,
        fallback_stop_loss_pct=-2.0,
        settings=None,
    )
    assert out_large == -7.0
 def test_compute_kr_dynamic_stop_loss_pct_uses_settings_values() -> None:
    settings = MagicMock(
        KR_ATR_STOP_MULTIPLIER_K=3.0,
        KR_ATR_STOP_MIN_PCT=-1.5,
        KR_ATR_STOP_MAX_PCT=-6.0,
    )
    out = _compute_kr_dynamic_stop_loss_pct(
        entry_price=100.0,
        atr_value=1.0,
        fallback_stop_loss_pct=-2.0,
        settings=settings,
    )
    assert out == -3.0
 def test_resolve_market_setting_uses_session_profile_override() -> None:
    settings = Settings(
        KIS_APP_KEY="k",
        KIS_APP_SECRET="s",
        KIS_ACCOUNT_NO="12345678-01",
        GEMINI_API_KEY="g",
        SESSION_RISK_PROFILES_JSON='{"US_PRE": {"US_MIN_PRICE": 7.5}}',
    )
    market = MagicMock()
    market.code = "US_NASDAQ"
    with patch("src.main.get_session_info", return_value=MagicMock(session_id="US_PRE")):
        value = _resolve_market_setting(
            market=market,
            settings=settings,
            key="US_MIN_PRICE",
            default=5.0,
        )
    assert value == pytest.approx(7.5)
 def test_stoploss_cooldown_minutes_uses_session_override() -> None:
    settings = Settings(
        KIS_APP_KEY="k",
        KIS_APP_SECRET="s",
        KIS_ACCOUNT_NO="12345678-01",
        GEMINI_API_KEY="g",
        STOPLOSS_REENTRY_COOLDOWN_MINUTES=120,
        SESSION_RISK_PROFILES_JSON='{"NXT_AFTER": {"STOPLOSS_REENTRY_COOLDOWN_MINUTES": 45}}',
    )
    market = MagicMock()
    market.code = "KR"
    with patch("src.main.get_session_info", return_value=MagicMock(session_id="NXT_AFTER")):
        value = _stoploss_cooldown_minutes(settings, market=market)
    assert value == 45
 def test_resolve_market_setting_ignores_profile_when_reload_disabled() -> None:
    settings = Settings(
        KIS_APP_KEY="k",
        KIS_APP_SECRET="s",
        KIS_ACCOUNT_NO="12345678-01",
        GEMINI_API_KEY="g",
        US_MIN_PRICE=5.0,
        SESSION_RISK_RELOAD_ENABLED=False,
        SESSION_RISK_PROFILES_JSON='{"US_PRE": {"US_MIN_PRICE": 9.5}}',
    )
    market = MagicMock()
    market.code = "US_NASDAQ"
    with patch("src.main.get_session_info", return_value=MagicMock(session_id="US_PRE")):
        value = _resolve_market_setting(
            market=market,
            settings=settings,
            key="US_MIN_PRICE",
            default=5.0,
        )
    assert value == pytest.approx(5.0)
 def test_resolve_market_setting_falls_back_on_invalid_profile_json() -> None:
    settings = Settings(
        KIS_APP_KEY="k",
        KIS_APP_SECRET="s",
        KIS_ACCOUNT_NO="12345678-01",
        GEMINI_API_KEY="g",
        US_MIN_PRICE=5.0,
        SESSION_RISK_PROFILES_JSON="{invalid-json",
    )
    market = MagicMock()
    market.code = "US_NASDAQ"
    with patch("src.main.get_session_info", return_value=MagicMock(session_id="US_PRE")):
        value = _resolve_market_setting(
            market=market,
            settings=settings,
            key="US_MIN_PRICE",
            default=5.0,
        )
    assert value == pytest.approx(5.0)
 def test_resolve_market_setting_coerces_bool_string_override() -> None:
    settings = Settings(
        KIS_APP_KEY="k",
        KIS_APP_SECRET="s",
        KIS_ACCOUNT_NO="12345678-01",
        GEMINI_API_KEY="g",
        OVERNIGHT_EXCEPTION_ENABLED=True,
        SESSION_RISK_PROFILES_JSON='{"US_AFTER": {"OVERNIGHT_EXCEPTION_ENABLED": "false"}}',
    )
    market = MagicMock()
    market.code = "US_NASDAQ"
    with patch("src.main.get_session_info", return_value=MagicMock(session_id="US_AFTER")):
        value = _resolve_market_setting(
            market=market,
            settings=settings,
            key="OVERNIGHT_EXCEPTION_ENABLED",
            default=True,
        )
    assert value is False
 def test_estimate_pred_down_prob_from_rsi_uses_linear_mapping() -> None:
    assert _estimate_pred_down_prob_from_rsi(None) == 0.5
    assert _estimate_pred_down_prob_from_rsi(0.0) == 0.0
    assert _estimate_pred_down_prob_from_rsi(50.0) == 0.5
    assert _estimate_pred_down_prob_from_rsi(100.0) == 1.0
@pytest.mark.asyncio
 async def test_compute_kr_atr_value_returns_zero_on_short_series() -> None:
    broker = MagicMock()
    broker.get_daily_prices = AsyncMock(
        return_value=[{"high": 101.0, "low": 99.0, "close": 100.0}] * 10
    )
    atr = await _compute_kr_atr_value(broker=broker, stock_code="005930")
    assert atr == 0.0
@pytest.mark.asyncio
 async def test_inject_staged_exit_features_sets_pred_down_prob_and_atr_for_kr() -> None:
    market = MagicMock()
    market.is_domestic = True
    stock_data: dict[str, float] = {"rsi": 65.0}
    broker = MagicMock()
    broker.get_daily_prices = AsyncMock(
        return_value=[
            {"high": 102.0 + i, "low": 98.0 + i, "close": 100.0 + i}
            for i in range(40)
        ]
    )
    await _inject_staged_exit_features(
        market=market,
        stock_code="005930",
        open_position={"price": 100.0, "quantity": 1},
        market_data=stock_data,
        broker=broker,
    )
    assert stock_data["pred_down_prob"] == pytest.approx(0.65)
    assert stock_data["atr_value"] > 0.0
 def test_apply_staged_exit_uses_independent_arm_threshold_settings() -> None:
    market = MagicMock()
    market.code = "KR"
    market.name = "Korea"
    decision = MagicMock()
    decision.action = "HOLD"
    decision.confidence = 70
    decision.rationale = "hold"
    settings = Settings(
        KIS_APP_KEY="k",
        KIS_APP_SECRET="s",
        KIS_ACCOUNT_NO="12345678-01",
        GEMINI_API_KEY="g",
        STAGED_EXIT_BE_ARM_PCT=2.2,
        STAGED_EXIT_ARM_PCT=5.4,
    )
    captured: dict[str, float] = {}
    def _fake_eval(**kwargs):  # type: ignore[no-untyped-def]
        cfg = kwargs["config"]
        captured["be_arm_pct"] = cfg.be_arm_pct
        captured["arm_pct"] = cfg.arm_pct
        class _Out:
            should_exit = False
            reason = "none"
            state = PositionState.HOLDING
        return _Out()
    with patch("src.main.evaluate_exit", side_effect=_fake_eval):
        out = _apply_staged_exit_override_for_hold(
            decision=decision,
            market=market,
            stock_code="005930",
            open_position={"price": 100.0, "quantity": 1, "decision_id": "d1", "timestamp": "t1"},
            market_data={"current_price": 101.0, "rsi": 60.0, "pred_down_prob": 0.6},
            stock_playbook=None,
            settings=settings,
        )
    assert out is decision
    assert captured["be_arm_pct"] == pytest.approx(2.2)
    assert captured["arm_pct"] == pytest.approx(5.4)
    def test_returns_zero_when_field_empty_string(self) -> None:
        """Returns 0.0 when pchs_avg_pric is an empty string."""
        balance = {"output1": [{"pdno": "005930", "pchs_avg_pric": ""}]}
@@ -1553,7 +1836,10 @@ class TestScenarioEngineIntegration:
            signal="oversold", score=85.0,
        )
-        with patch("src.main.log_trade"):
+        with (
            patch("src.main.log_trade"),
            patch("src.main.get_session_info", return_value=MagicMock(session_id="KRX_REG")),
        ):
            await trading_cycle(
                broker=mock_broker,
                overseas_broker=MagicMock(),
@@ -1907,6 +2193,7 @@ class TestScenarioEngineIntegration:
        decision_logger.log_decision.assert_called_once()
        call_kwargs = decision_logger.log_decision.call_args.kwargs
        assert call_kwargs["session_id"] == "KRX_REG"
        assert "scenario_match" in call_kwargs["context_snapshot"]
        assert call_kwargs["context_snapshot"]["scenario_match"]["rsi"] == 45.0
@@ -1994,7 +2281,7 @@ async def test_sell_updates_original_buy_decision_outcome() -> None:
            ],
        }
    )
-    broker.send_order = AsyncMock(return_value={"msg1": "OK"})
+    broker.send_order = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
    overseas_broker = MagicMock()
    engine = MagicMock(spec=ScenarioEngine)
@@ -2040,6 +2327,105 @@ async def test_sell_updates_original_buy_decision_outcome() -> None:
    assert updated_buy is not None
    assert updated_buy.outcome_pnl == 20.0
    assert updated_buy.outcome_accuracy == 1
    assert "KR:005930" not in _STOPLOSS_REENTRY_COOLDOWN_UNTIL
@pytest.mark.asyncio
 async def test_stoploss_reentry_cooldown_blocks_buy_when_active() -> None:
    _STOPLOSS_REENTRY_COOLDOWN_UNTIL["KR:005930"] = datetime.now(UTC).timestamp() + 300
    db_conn = init_db(":memory:")
    broker = MagicMock()
    broker.get_current_price = AsyncMock(return_value=(100.0, 0.0, 0.0))
    broker.get_balance = AsyncMock(
        return_value={
            "output1": [],
            "output2": [{"tot_evlu_amt": "100000", "dnca_tot_amt": "50000", "pchs_amt_smtl_amt": "50000"}],
        }
    )
    broker.send_order = AsyncMock(return_value={"msg1": "OK"})
    market = MagicMock()
    market.name = "Korea"
    market.code = "KR"
    market.exchange_code = "KRX"
    market.is_domestic = True
    await trading_cycle(
        broker=broker,
        overseas_broker=MagicMock(),
        scenario_engine=MagicMock(evaluate=MagicMock(return_value=_make_buy_match("005930"))),
        playbook=_make_playbook(),
        risk=MagicMock(validate_order=MagicMock(), check_circuit_breaker=MagicMock()),
        db_conn=db_conn,
        decision_logger=DecisionLogger(db_conn),
        context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None), set_context=MagicMock()),
        criticality_assessor=MagicMock(
            assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
            get_timeout=MagicMock(return_value=5.0),
        ),
        telegram=MagicMock(
            notify_trade_execution=AsyncMock(),
            notify_fat_finger=AsyncMock(),
            notify_circuit_breaker=AsyncMock(),
            notify_scenario_matched=AsyncMock(),
        ),
        market=market,
        stock_code="005930",
        scan_candidates={},
        settings=MagicMock(POSITION_SIZING_ENABLED=False, CONFIDENCE_THRESHOLD=80, MODE="paper"),
    )
    broker.send_order.assert_not_called()
@pytest.mark.asyncio
 async def test_stoploss_reentry_cooldown_allows_buy_after_expiry() -> None:
    _STOPLOSS_REENTRY_COOLDOWN_UNTIL["KR:005930"] = datetime.now(UTC).timestamp() - 10
    db_conn = init_db(":memory:")
    broker = MagicMock()
    broker.get_current_price = AsyncMock(return_value=(100.0, 0.0, 0.0))
    broker.get_balance = AsyncMock(
        return_value={
            "output1": [],
            "output2": [{"tot_evlu_amt": "100000", "dnca_tot_amt": "50000", "pchs_amt_smtl_amt": "50000"}],
        }
    )
    broker.send_order = AsyncMock(return_value={"msg1": "OK"})
    market = MagicMock()
    market.name = "Korea"
    market.code = "KR"
    market.exchange_code = "KRX"
    market.is_domestic = True
    await trading_cycle(
        broker=broker,
        overseas_broker=MagicMock(),
        scenario_engine=MagicMock(evaluate=MagicMock(return_value=_make_buy_match("005930"))),
        playbook=_make_playbook(),
        risk=MagicMock(validate_order=MagicMock(), check_circuit_breaker=MagicMock()),
        db_conn=db_conn,
        decision_logger=DecisionLogger(db_conn),
        context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None), set_context=MagicMock()),
        criticality_assessor=MagicMock(
            assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
            get_timeout=MagicMock(return_value=5.0),
        ),
        telegram=MagicMock(
            notify_trade_execution=AsyncMock(),
            notify_fat_finger=AsyncMock(),
            notify_circuit_breaker=AsyncMock(),
            notify_scenario_matched=AsyncMock(),
        ),
        market=market,
        stock_code="005930",
        scan_candidates={},
        settings=MagicMock(POSITION_SIZING_ENABLED=False, CONFIDENCE_THRESHOLD=80, MODE="paper"),
    )
    broker.send_order.assert_called_once()
@pytest.mark.asyncio
@@ -2750,6 +3136,9 @@ async def test_sell_order_uses_broker_balance_qty_not_db() -> None:
    assert call_kwargs["order_type"] == "SELL"
    # Must use broker-confirmed qty (5), NOT DB-recorded ordered qty (10)
    assert call_kwargs["quantity"] == 5
    updated_buy = decision_logger.get_decision_by_id(buy_decision_id)
    assert updated_buy is not None
    assert updated_buy.outcome_pnl == -25.0
@pytest.mark.asyncio
@@ -4478,6 +4867,110 @@ async def test_run_daily_session_applies_staged_exit_override_on_hold() -> None:
    assert broker.send_order.call_args.kwargs["order_type"] == "SELL"
@pytest.mark.asyncio
 async def test_run_daily_session_passes_runtime_session_id_to_decision_and_trade_logs() -> None:
    """Daily session must explicitly forward runtime session_id to decision/trade logs."""
    from src.analysis.smart_scanner import ScanCandidate
    db_conn = init_db(":memory:")
    settings = Settings(
        KIS_APP_KEY="k",
        KIS_APP_SECRET="s",
        KIS_ACCOUNT_NO="12345678-01",
        GEMINI_API_KEY="g",
        MODE="paper",
    )
    broker = MagicMock()
    broker.get_balance = AsyncMock(
        return_value={
            "output1": [],
            "output2": [
                {
                    "tot_evlu_amt": "100000",
                    "dnca_tot_amt": "50000",
                    "pchs_amt_smtl_amt": "50000",
                }
            ],
        }
    )
    broker.get_current_price = AsyncMock(return_value=(100.0, 1.0, 0.0))
    broker.send_order = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
    market = MagicMock()
    market.name = "Korea"
    market.code = "KR"
    market.exchange_code = "KRX"
    market.is_domestic = True
    market.timezone = __import__("zoneinfo").ZoneInfo("Asia/Seoul")
    smart_scanner = MagicMock()
    smart_scanner.scan = AsyncMock(
        return_value=[
            ScanCandidate(
                stock_code="005930",
                name="Samsung",
                price=100.0,
                volume=1_000_000.0,
                volume_ratio=2.0,
                rsi=45.0,
                signal="momentum",
                score=80.0,
            )
        ]
    )
    playbook_store = MagicMock()
    playbook_store.load = MagicMock(return_value=_make_playbook("KR"))
    scenario_engine = MagicMock(spec=ScenarioEngine)
    scenario_engine.evaluate = MagicMock(return_value=_make_buy_match("005930"))
    risk = MagicMock()
    risk.check_circuit_breaker = MagicMock()
    risk.validate_order = MagicMock()
    decision_logger = MagicMock()
    decision_logger.log_decision = MagicMock(return_value="d1")
    telegram = MagicMock()
    telegram.notify_trade_execution = AsyncMock()
    telegram.notify_scenario_matched = AsyncMock()
    async def _passthrough(fn, *a, label: str = "", **kw):  # type: ignore[override]
        return await fn(*a, **kw)
    with (
        patch("src.main.get_open_position", return_value=None),
        patch("src.main.get_open_markets", return_value=[market]),
        patch("src.main.get_session_info", return_value=MagicMock(session_id="KRX_REG")),
        patch("src.main._retry_connection", new=_passthrough),
        patch("src.main.log_trade") as mock_log_trade,
    ):
        await run_daily_session(
            broker=broker,
            overseas_broker=MagicMock(),
            scenario_engine=scenario_engine,
            playbook_store=playbook_store,
            pre_market_planner=MagicMock(),
            risk=risk,
            db_conn=db_conn,
            decision_logger=decision_logger,
            context_store=MagicMock(),
            criticality_assessor=MagicMock(),
            telegram=telegram,
            settings=settings,
            smart_scanner=smart_scanner,
            daily_start_eval=0.0,
        )
    decision_logger.log_decision.assert_called_once()
    assert decision_logger.log_decision.call_args.kwargs["session_id"] == "KRX_REG"
    assert mock_log_trade.call_count >= 1
    for call in mock_log_trade.call_args_list:
        assert call.kwargs.get("session_id") == "KRX_REG"
 # ---------------------------------------------------------------------------
 # sync_positions_from_broker — startup DB sync tests (issue #206)
 # ---------------------------------------------------------------------------
@@ -5654,6 +6147,149 @@ async def test_order_policy_rejection_skips_order_execution() -> None:
    broker.send_order.assert_not_called()
@pytest.mark.asyncio
@pytest.mark.parametrize(
    ("price", "should_block"),
    [
        (4.99, True),
        (5.00, True),
        (5.01, False),
    ],
 )
 async def test_us_min_price_filter_boundary(price: float, should_block: bool) -> None:
    db_conn = init_db(":memory:")
    decision_logger = DecisionLogger(db_conn)
    broker = MagicMock()
    broker.get_balance = AsyncMock(return_value={"output1": [], "output2": [{}]})
    overseas_broker = MagicMock()
    overseas_broker.get_overseas_price = AsyncMock(
        return_value={"output": {"last": str(price), "rate": "0.0"}}
    )
    overseas_broker.get_overseas_balance = AsyncMock(
        return_value={"output1": [], "output2": [{"frcr_evlu_tota": "10000", "frcr_buy_amt_smtl": "0"}]}
    )
    overseas_broker.get_overseas_buying_power = AsyncMock(
        return_value={"output": {"ovrs_ord_psbl_amt": "10000"}}
    )
    overseas_broker.send_overseas_order = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
    market = MagicMock()
    market.name = "NASDAQ"
    market.code = "US_NASDAQ"
    market.exchange_code = "NASD"
    market.is_domestic = False
    telegram = MagicMock()
    telegram.notify_trade_execution = AsyncMock()
    telegram.notify_fat_finger = AsyncMock()
    telegram.notify_circuit_breaker = AsyncMock()
    telegram.notify_scenario_matched = AsyncMock()
    settings = MagicMock()
    settings.POSITION_SIZING_ENABLED = False
    settings.CONFIDENCE_THRESHOLD = 80
    settings.MODE = "paper"
    settings.PAPER_OVERSEAS_CASH = 50000
    settings.US_MIN_PRICE = 5.0
    settings.USD_BUFFER_MIN = 1000.0
    await trading_cycle(
        broker=broker,
        overseas_broker=overseas_broker,
        scenario_engine=MagicMock(evaluate=MagicMock(return_value=_make_buy_match("AAPL"))),
        playbook=_make_playbook("US_NASDAQ"),
        risk=MagicMock(validate_order=MagicMock(), check_circuit_breaker=MagicMock()),
        db_conn=db_conn,
        decision_logger=decision_logger,
        context_store=MagicMock(
            get_latest_timeframe=MagicMock(return_value=None),
            set_context=MagicMock(),
        ),
        criticality_assessor=MagicMock(
            assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
            get_timeout=MagicMock(return_value=5.0),
        ),
        telegram=telegram,
        market=market,
        stock_code="AAPL",
        scan_candidates={},
        settings=settings,
    )
    if should_block:
        overseas_broker.send_overseas_order.assert_not_called()
    else:
        overseas_broker.send_overseas_order.assert_called_once()
@pytest.mark.asyncio
 async def test_us_min_price_filter_not_applied_to_kr_market() -> None:
    db_conn = init_db(":memory:")
    decision_logger = DecisionLogger(db_conn)
    broker = MagicMock()
    broker.get_current_price = AsyncMock(return_value=(4.0, 0.0, 0.0))
    broker.get_balance = AsyncMock(
        return_value={
            "output1": [],
            "output2": [
                {
                    "tot_evlu_amt": "100000",
                    "dnca_tot_amt": "50000",
                    "pchs_amt_smtl_amt": "50000",
                }
            ],
        }
    )
    broker.send_order = AsyncMock(return_value={"msg1": "OK"})
    market = MagicMock()
    market.name = "Korea"
    market.code = "KR"
    market.exchange_code = "KRX"
    market.is_domestic = True
    telegram = MagicMock()
    telegram.notify_trade_execution = AsyncMock()
    telegram.notify_fat_finger = AsyncMock()
    telegram.notify_circuit_breaker = AsyncMock()
    telegram.notify_scenario_matched = AsyncMock()
    settings = MagicMock()
    settings.POSITION_SIZING_ENABLED = False
    settings.CONFIDENCE_THRESHOLD = 80
    settings.MODE = "paper"
    settings.US_MIN_PRICE = 5.0
    settings.USD_BUFFER_MIN = 1000.0
    await trading_cycle(
        broker=broker,
        overseas_broker=MagicMock(),
        scenario_engine=MagicMock(evaluate=MagicMock(return_value=_make_buy_match("005930"))),
        playbook=_make_playbook(),
        risk=MagicMock(validate_order=MagicMock(), check_circuit_breaker=MagicMock()),
        db_conn=db_conn,
        decision_logger=decision_logger,
        context_store=MagicMock(
            get_latest_timeframe=MagicMock(return_value=None),
            set_context=MagicMock(),
        ),
        criticality_assessor=MagicMock(
            assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
            get_timeout=MagicMock(return_value=5.0),
        ),
        telegram=telegram,
        market=market,
        stock_code="005930",
        scan_candidates={},
        settings=settings,
    )
    broker.send_order.assert_called_once()
 def test_overnight_policy_prioritizes_killswitch_over_exception() -> None:
    market = MagicMock()
    with patch("src.main.get_session_info", return_value=MagicMock(session_id="US_AFTER")):
@@ -5812,6 +6448,7 @@ async def test_process_blackout_recovery_executes_valid_intents() -> None:
    """Recovery must execute queued intents that pass revalidation."""
    db_conn = init_db(":memory:")
    broker = MagicMock()
    broker.get_current_price = AsyncMock(return_value=(100.0, 0.0, 0.0))
    broker.send_order = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
    overseas_broker = MagicMock()
@@ -5837,6 +6474,7 @@ async def test_process_blackout_recovery_executes_valid_intents() -> None:
        patch("src.main.MARKETS", {"KR": market}),
        patch("src.main.get_open_position", return_value=None),
        patch("src.main.validate_order_policy"),
        patch("src.main.get_session_info", return_value=MagicMock(session_id="KRX_REG")),
    ):
        await process_blackout_recovery_orders(
            broker=broker,
@@ -5845,6 +6483,19 @@ async def test_process_blackout_recovery_executes_valid_intents() -> None:
        )
    broker.send_order.assert_called_once()
    row = db_conn.execute(
        """
        SELECT action, quantity, session_id, rationale
        FROM trades
        WHERE stock_code = '005930'
        ORDER BY id DESC LIMIT 1
        """
    ).fetchone()
    assert row is not None
    assert row[0] == "BUY"
    assert row[1] == 1
    assert row[2] == "KRX_REG"
    assert row[3].startswith("[blackout-recovery]")
@pytest.mark.asyncio
@@ -5852,6 +6503,7 @@ async def test_process_blackout_recovery_drops_policy_rejected_intent() -> None:
    """Policy-rejected queued intents must not be requeued."""
    db_conn = init_db(":memory:")
    broker = MagicMock()
    broker.get_current_price = AsyncMock(return_value=(100.0, 0.0, 0.0))
    broker.send_order = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
    overseas_broker = MagicMock()
@@ -5895,6 +6547,149 @@ async def test_process_blackout_recovery_drops_policy_rejected_intent() -> None:
    blackout_manager.requeue.assert_not_called()
@pytest.mark.asyncio
 async def test_process_blackout_recovery_drops_intent_on_excessive_price_drift() -> None:
    """Queued intent is dropped when current market price drift exceeds threshold."""
    db_conn = init_db(":memory:")
    broker = MagicMock()
    broker.get_current_price = AsyncMock(return_value=(106.0, 0.0, 0.0))
    broker.send_order = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
    overseas_broker = MagicMock()
    market = MagicMock()
    market.code = "KR"
    market.exchange_code = "KRX"
    market.is_domestic = True
    intent = MagicMock()
    intent.market_code = "KR"
    intent.stock_code = "005930"
    intent.order_type = "BUY"
    intent.quantity = 1
    intent.price = 100.0
    intent.source = "test"
    intent.attempts = 0
    blackout_manager = MagicMock()
    blackout_manager.pop_recovery_batch.return_value = [intent]
    with (
        patch("src.main.BLACKOUT_ORDER_MANAGER", blackout_manager),
        patch("src.main.MARKETS", {"KR": market}),
        patch("src.main.get_open_position", return_value=None),
        patch("src.main.validate_order_policy") as validate_policy,
    ):
        await process_blackout_recovery_orders(
            broker=broker,
            overseas_broker=overseas_broker,
            db_conn=db_conn,
            settings=Settings(
                KIS_APP_KEY="k",
                KIS_APP_SECRET="s",
                KIS_ACCOUNT_NO="12345678-01",
                GEMINI_API_KEY="g",
                BLACKOUT_RECOVERY_MAX_PRICE_DRIFT_PCT=5.0,
            ),
        )
    broker.send_order.assert_not_called()
    validate_policy.assert_not_called()
@pytest.mark.asyncio
 async def test_process_blackout_recovery_drops_overseas_intent_on_excessive_price_drift() -> None:
    """Overseas queued intent is dropped when price drift exceeds threshold."""
    db_conn = init_db(":memory:")
    broker = MagicMock()
    broker.send_order = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
    overseas_broker = MagicMock()
    overseas_broker.get_overseas_price = AsyncMock(return_value={"output": {"last": "106.0"}})
    overseas_broker.send_overseas_order = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
    market = MagicMock()
    market.code = "US_NASDAQ"
    market.exchange_code = "NASD"
    market.is_domestic = False
    intent = MagicMock()
    intent.market_code = "US_NASDAQ"
    intent.stock_code = "AAPL"
    intent.order_type = "BUY"
    intent.quantity = 1
    intent.price = 100.0
    intent.source = "test"
    intent.attempts = 0
    blackout_manager = MagicMock()
    blackout_manager.pop_recovery_batch.return_value = [intent]
    with (
        patch("src.main.BLACKOUT_ORDER_MANAGER", blackout_manager),
        patch("src.main.MARKETS", {"US_NASDAQ": market}),
        patch("src.main.get_open_position", return_value=None),
        patch("src.main.validate_order_policy") as validate_policy,
    ):
        await process_blackout_recovery_orders(
            broker=broker,
            overseas_broker=overseas_broker,
            db_conn=db_conn,
            settings=Settings(
                KIS_APP_KEY="k",
                KIS_APP_SECRET="s",
                KIS_ACCOUNT_NO="12345678-01",
                GEMINI_API_KEY="g",
                BLACKOUT_RECOVERY_MAX_PRICE_DRIFT_PCT=5.0,
            ),
        )
    overseas_broker.send_overseas_order.assert_not_called()
    validate_policy.assert_not_called()
@pytest.mark.asyncio
 async def test_process_blackout_recovery_requeues_intent_when_price_lookup_fails() -> None:
    """Price lookup failure must requeue intent for a later retry."""
    db_conn = init_db(":memory:")
    broker = MagicMock()
    broker.get_current_price = AsyncMock(side_effect=ConnectionError("price API down"))
    broker.send_order = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
    overseas_broker = MagicMock()
    market = MagicMock()
    market.code = "KR"
    market.exchange_code = "KRX"
    market.is_domestic = True
    intent = MagicMock()
    intent.market_code = "KR"
    intent.stock_code = "005930"
    intent.order_type = "BUY"
    intent.quantity = 1
    intent.price = 100.0
    intent.source = "test"
    intent.attempts = 0
    blackout_manager = MagicMock()
    blackout_manager.pop_recovery_batch.return_value = [intent]
    with (
        patch("src.main.BLACKOUT_ORDER_MANAGER", blackout_manager),
        patch("src.main.MARKETS", {"KR": market}),
        patch("src.main.get_open_position", return_value=None),
        patch("src.main.validate_order_policy") as validate_policy,
    ):
        await process_blackout_recovery_orders(
            broker=broker,
            overseas_broker=overseas_broker,
            db_conn=db_conn,
        )
    broker.send_order.assert_not_called()
    validate_policy.assert_not_called()
    blackout_manager.requeue.assert_called_once_with(intent)
    assert intent.attempts == 1
@pytest.mark.asyncio
 async def test_trigger_emergency_kill_switch_executes_operational_steps() -> None:
    """Emergency kill switch should execute cancel/refresh/reduce/notify callbacks."""
--- a/tests/test_triple_barrier.py
+++ b/tests/test_triple_barrier.py
@@ -1,5 +1,9 @@
 from __future__ import annotations
 from datetime import UTC, datetime, timedelta
 import pytest
 from src.analysis.triple_barrier import TripleBarrierSpec, label_with_triple_barrier
@@ -129,3 +133,52 @@ def test_short_tie_break_modes() -> None:
    )
    assert out_take.label == 1
    assert out_take.touched == "take_profit"
 def test_minutes_time_barrier_consistent_across_sampling() -> None:
    base = datetime(2026, 2, 28, 9, 0, tzinfo=UTC)
    highs = [100.0, 100.5, 100.6, 100.4]
    lows = [100.0, 99.6, 99.4, 99.5]
    closes = [100.0, 100.1, 100.0, 100.0]
    spec = TripleBarrierSpec(
        take_profit_pct=0.02,
        stop_loss_pct=0.02,
        max_holding_minutes=5,
    )
    out_1m = label_with_triple_barrier(
        highs=highs,
        lows=lows,
        closes=closes,
        timestamps=[base + timedelta(minutes=i) for i in range(4)],
        entry_index=0,
        side=1,
        spec=spec,
    )
    out_5m = label_with_triple_barrier(
        highs=highs,
        lows=lows,
        closes=closes,
        timestamps=[base + timedelta(minutes=5 * i) for i in range(4)],
        entry_index=0,
        side=1,
        spec=spec,
    )
    assert out_1m.touch_bar == 3
    assert out_5m.touch_bar == 1
 def test_bars_mode_emits_deprecation_warning() -> None:
    highs = [100, 101, 103]
    lows = [100, 99.6, 100]
    closes = [100, 100, 102]
    spec = TripleBarrierSpec(take_profit_pct=0.02, stop_loss_pct=0.01, max_holding_bars=3)
    with pytest.deprecated_call(match="max_holding_bars is deprecated"):
        label_with_triple_barrier(
            highs=highs,
            lows=lows,
            closes=closes,
            entry_index=0,
            side=1,
            spec=spec,
        )
--- a/tests/test_validate_governance_assets.py
+++ b/tests/test_validate_governance_assets.py
@@ -0,0 +1,116 @@
 from __future__ import annotations
 import importlib.util
 from pathlib import Path
 from types import SimpleNamespace
 def _load_module():
    script_path = Path(__file__).resolve().parents[1] / "scripts" / "validate_governance_assets.py"
    spec = importlib.util.spec_from_file_location("validate_governance_assets", script_path)
    assert spec is not None
    assert spec.loader is not None
    module = importlib.util.module_from_spec(spec)
    spec.loader.exec_module(module)
    return module
 def test_is_policy_file_detects_ouroboros_policy_docs() -> None:
    module = _load_module()
    assert module.is_policy_file("docs/ouroboros/85_loss_recovery_action_plan.md")
    assert not module.is_policy_file("docs/ouroboros/01_requirements_registry.md")
    assert not module.is_policy_file("docs/workflow.md")
    assert not module.is_policy_file("docs/ouroboros/notes.txt")
 def test_validate_registry_sync_requires_registry_update_when_policy_changes() -> None:
    module = _load_module()
    errors: list[str] = []
    module.validate_registry_sync(
        ["docs/ouroboros/85_loss_recovery_action_plan.md"],
        errors,
    )
    assert errors
    assert "policy file changed without updating" in errors[0]
 def test_validate_registry_sync_passes_when_registry_included() -> None:
    module = _load_module()
    errors: list[str] = []
    module.validate_registry_sync(
        [
            "docs/ouroboros/85_loss_recovery_action_plan.md",
            "docs/ouroboros/01_requirements_registry.md",
        ],
        errors,
    )
    assert errors == []
 def test_load_changed_files_supports_explicit_paths() -> None:
    module = _load_module()
    errors: list[str] = []
    changed = module.load_changed_files(
        ["./docs/ouroboros/85_loss_recovery_action_plan.md", " src/main.py "],
        errors,
    )
    assert errors == []
    assert changed == [
        "docs/ouroboros/85_loss_recovery_action_plan.md",
        "src/main.py",
    ]
 def test_load_changed_files_with_range_uses_git_diff(monkeypatch) -> None:
    module = _load_module()
    errors: list[str] = []
    def fake_run(cmd, check, capture_output, text):  # noqa: ANN001
        assert cmd[:3] == ["git", "diff", "--name-only"]
        assert check is True
        assert capture_output is True
        assert text is True
        return SimpleNamespace(stdout="docs/ouroboros/85_loss_recovery_action_plan.md\nsrc/main.py\n")
    monkeypatch.setattr(module.subprocess, "run", fake_run)
    changed = module.load_changed_files(["abc...def"], errors)
    assert errors == []
    assert changed == [
        "docs/ouroboros/85_loss_recovery_action_plan.md",
        "src/main.py",
    ]
 def test_validate_task_req_mapping_reports_missing_req_reference(tmp_path) -> None:
    module = _load_module()
    doc = tmp_path / "work_orders.md"
    doc.write_text(
        "- `TASK-OPS-999` no req mapping line\n",
        encoding="utf-8",
    )
    errors: list[str] = []
    module.validate_task_req_mapping(errors, task_doc=doc)
    assert errors
    assert "TASK without REQ mapping" in errors[0]
 def test_validate_task_req_mapping_passes_when_req_present(tmp_path) -> None:
    module = _load_module()
    doc = tmp_path / "work_orders.md"
    doc.write_text(
        "- `TASK-OPS-999` (`REQ-OPS-001`): enforce timezone labels\n",
        encoding="utf-8",
    )
    errors: list[str] = []
    module.validate_task_req_mapping(errors, task_doc=doc)
    assert errors == []
 def test_validate_pr_traceability_warns_when_req_missing(monkeypatch) -> None:
    module = _load_module()
    monkeypatch.setenv("GOVERNANCE_PR_TITLE", "feat: update policy checker")
    monkeypatch.setenv("GOVERNANCE_PR_BODY", "Refs: TASK-OPS-001 TEST-ACC-007")
    warnings: list[str] = []
    module.validate_pr_traceability(warnings)
    assert warnings
    assert "PR text missing REQ-ID reference" in warnings
Author	SHA1	Message	Date
jihoson	e65a0e3585	Merge pull request 'test: session_id 명시 전파 회귀 고정 (#326 )' (#348 ) from feature/issue-326-session-id-explicit-propagation into feature/v3-session-policy-stream Some checks are pending Gitea CI / test (push) Waiting to run Details Reviewed-on: #348	2026-03-01 13:42:17 +09:00
agentson	e3a3aada83	test: set rt_cd success response in session-id daily regression test (#326 ) Some checks are pending Gitea CI / test (push) Waiting to run Details Gitea CI / test (pull_request) Waiting to run Details	2026-03-01 13:38:57 +09:00
agentson	db316c539b	test: align daily session mock order response with rt_cd success path (#326 ) Some checks failed Gitea CI / test (pull_request) Waiting to run Details Gitea CI / test (push) Has been cancelled Details	2026-03-01 13:37:04 +09:00
agentson	2df787757a	test: enforce explicit runtime session_id propagation in realtime/daily logs (#326 ) Some checks failed Gitea CI / test (pull_request) Waiting to run Details Gitea CI / test (push) Has been cancelled Details	2026-03-01 10:14:59 +09:00
jihoson	5f079206c6	Merge pull request 'infra: CI 자동 검증 강화 (정책 레지스트리 + TASK-REQ 매핑) (#330 )' (#347 ) from feature/issue-330-governance-ci-guard into feature/v3-session-policy-stream Some checks failed Gitea CI / test (push) Has been cancelled Details Reviewed-on: #347	2026-03-01 10:11:18 +09:00
agentson	e9de950bec	ci: wire governance traceability env in gitea workflow and guard zero SHA (#330 ) Some checks are pending Gitea CI / test (push) Waiting to run Details Gitea CI / test (pull_request) Waiting to run Details	2026-03-01 10:06:25 +09:00
agentson	c31ee37f13	infra: enforce governance sync and TASK-REQ mapping in CI (#330 ) Some checks failed Gitea CI / test (pull_request) Waiting to run Details Gitea CI / test (push) Has been cancelled Details	2026-03-01 09:58:45 +09:00
jihoson	2ba1d1ad4d	Merge pull request 'feat: Triple Barrier 시간장벽을 캘린더 분 기반으로 전환 (#329 )' (#346 ) from feature/issue-329-triple-barrier-calendar-minutes into feature/v3-session-policy-stream Some checks failed Gitea CI / test (push) Has been cancelled Details Reviewed-on: #346	2026-03-01 09:57:01 +09:00
agentson	273a3c182a	refactor: simplify timestamp normalization after non-null validation (#329 ) Some checks are pending Gitea CI / test (push) Waiting to run Details Gitea CI / test (pull_request) Waiting to run Details	2026-03-01 09:50:45 +09:00
agentson	701350fb65	feat: switch backtest triple barrier to calendar-minute horizon (#329 ) Some checks failed Gitea CI / test (pull_request) Waiting to run Details Gitea CI / test (push) Has been cancelled Details	2026-03-01 09:44:24 +09:00
jihoson	35d81fb73d	Merge pull request 'feat: 블랙아웃 복구 시 가격/세션 재검증 강화 (#328 )' (#345 ) from feature/issue-328-blackout-revalidation into feature/v3-session-policy-stream Some checks failed Gitea CI / test (push) Has been cancelled Details Reviewed-on: #345	2026-03-01 09:43:09 +09:00
agentson	5fae9765e7	test: add blackout recovery overseas/failure revalidation coverage (#328 ) Some checks are pending Gitea CI / test (push) Waiting to run Details Gitea CI / test (pull_request) Waiting to run Details	2026-03-01 09:40:00 +09:00
agentson	0ceb2dfdc9	feat: revalidate blackout recovery orders by price/session context (#328 ) Some checks failed Gitea CI / test (pull_request) Waiting to run Details Gitea CI / test (push) Has been cancelled Details	2026-03-01 09:33:28 +09:00
jihoson	89347ee525	Merge pull request 'feat: 세션 전환 시 리스크 파라미터 동적 재로딩 (#327 )' (#344 ) from feature/issue-327-session-risk-reload into feature/v3-session-policy-stream Some checks failed Gitea CI / test (push) Has been cancelled Details Reviewed-on: #344	2026-03-01 09:31:14 +09:00
agentson	42c06929ea	test: add session-risk reload edge-case coverage (#327 ) Some checks are pending Gitea CI / test (push) Waiting to run Details Gitea CI / test (pull_request) Waiting to run Details	2026-02-28 22:20:59 +09:00
agentson	5facd22ef9	feat: reload session risk profile on session transitions (#327 ) Some checks failed Gitea CI / test (pull_request) Waiting to run Details Gitea CI / test (push) Has been cancelled Details	2026-02-28 21:04:06 +09:00
jihoson	3af62ce598	Merge pull request 'feat: v2 staged exit에 실제 피처(ATR, pred_down_prob) 공급 (#325 )' (#343 ) from feature/issue-325-staged-exit-real-features into feature/v3-session-policy-stream Some checks failed Gitea CI / test (push) Has been cancelled Details Reviewed-on: #343	2026-02-28 20:59:38 +09:00
agentson	62cd8a81a4	feat: feed staged-exit with ATR/RSI runtime features (#325 ) Some checks are pending Gitea CI / test (push) Waiting to run Details Gitea CI / test (pull_request) Waiting to run Details	2026-02-28 20:58:23 +09:00
jihoson	dd8549b912	Merge pull request 'feat: KR ATR-based dynamic hard-stop threshold (#318 )' (#342 ) from feature/issue-318-kr-atr-dynamic-stoploss into feature/v3-session-policy-stream Some checks failed Gitea CI / test (push) Has been cancelled Details Reviewed-on: #342	2026-02-28 20:56:18 +09:00
agentson	8bba85da1e	feat: add KR ATR-based dynamic hard-stop threshold (#318 ) Some checks are pending Gitea CI / test (push) Waiting to run Details Gitea CI / test (pull_request) Waiting to run Details	2026-02-28 18:30:52 +09:00
jihoson	fc6083bd2a	Merge pull request 'feat: stop-loss reentry cooldown guard (#319 )' (#341 ) from feature/issue-319-stoploss-reentry-cooldown into feature/v3-session-policy-stream Some checks failed Gitea CI / test (push) Has been cancelled Details Reviewed-on: #341	2026-02-28 18:27:12 +09:00
agentson	5f53b02da8	test: add stop-loss reentry cooldown behavioral coverage (#319 ) Some checks are pending Gitea CI / test (pull_request) Waiting to run Details Gitea CI / test (push) Waiting to run Details	2026-02-28 18:24:28 +09:00
agentson	82808a8493	feat: enforce stop-loss reentry cooldown window (#319 )	2026-02-28 18:24:28 +09:00
jihoson	9456d66de4	Merge pull request 'feat: US minimum price entry filter (#320 )' (#340 ) from feature/issue-320-us-min-price-filter into feature/v3-session-policy-stream Some checks failed Gitea CI / test (push) Has been cancelled Details Reviewed-on: #340	2026-02-28 18:22:28 +09:00
jihoson	33b97f21ac	Merge pull request 'fix: log blackout recovery executions to DB (#324 )' (#339 ) from feature/issue-324-blackout-recovery-trade-log into feature/v3-session-policy-stream Some checks failed Gitea CI / test (push) Has been cancelled Details Reviewed-on: #339	2026-02-28 18:22:11 +09:00
jihoson	3b135c3080	Merge pull request 'fix: SELL outcome PnL uses sell quantity (#322 )' (#337 ) from feature/issue-322-sell-pnl-sell-qty into feature/v3-session-policy-stream Some checks failed Gitea CI / test (push) Has been cancelled Details Reviewed-on: #337	2026-02-28 18:21:34 +09:00
jihoson	1b0d5568d3	Merge pull request 'infra: governance registry sync gate in CI (#330 )' (#335 ) from feature/issue-330-governance-ci-guard into feature/v3-session-policy-stream Some checks failed Gitea CI / test (push) Has been cancelled Details Reviewed-on: #335	2026-02-28 18:21:10 +09:00
agentson	2406a80782	test: add governance validator unit coverage (#330 ) Some checks failed Gitea CI / test (pull_request) Waiting to run Details Gitea CI / test (push) Has been cancelled Details	2026-02-28 17:40:51 +09:00
jihoson	b8569d9de1	Merge pull request 'fix: exchange-aware latest BUY matching (#323 )' (#338 ) from feature/issue-323-buy-match-exchange-code into feature/v3-session-policy-stream Some checks failed Gitea CI / test (push) Has been cancelled Details Reviewed-on: #338	2026-02-28 17:37:43 +09:00
agentson	92261da414	fix: include exchange_code in latest BUY matching key (#323 ) Some checks are pending Gitea CI / test (pull_request) Waiting to run Details Gitea CI / test (push) Waiting to run Details	2026-02-28 17:17:21 +09:00
agentson	9267f1fb77	test: add US minimum price boundary and KR-scope coverage (#320 ) Some checks are pending Gitea CI / test (push) Waiting to run Details Gitea CI / test (pull_request) Waiting to run Details	2026-02-28 17:15:10 +09:00
agentson	fd0246769a	test: add sell qty fallback guard and quantity-basis coverage (#322 ) Some checks are pending Gitea CI / test (push) Waiting to run Details Gitea CI / test (pull_request) Waiting to run Details	2026-02-28 17:13:56 +09:00
jihoson	ea7260d574	Merge pull request 'feat: explicit session_id propagation in logs (#326 )' (#336 ) from feature/issue-326-session-id-explicit-propagation into feature/v3-session-policy-stream Some checks failed Gitea CI / test (push) Has been cancelled Details Reviewed-on: #336	2026-02-28 17:07:34 +09:00
jihoson	a2855e286e	Merge pull request 'feat: minute-based triple barrier horizon (#329 )' (#334 ) from feature/issue-329-triple-barrier-minutes into feature/v3-session-policy-stream Some checks failed Gitea CI / test (push) Has been cancelled Details Reviewed-on: #334	2026-02-28 17:06:31 +09:00
jihoson	28ded34441	Merge pull request 'fix: evolved strategy syntax guard (#321 )' (#333 ) from feature/issue-321-evolution-syntax-guard into feature/v3-session-policy-stream Some checks failed Gitea CI / test (push) Has been cancelled Details Reviewed-on: #333	2026-02-28 17:06:04 +09:00
agentson	08607eaa56	feat: block US BUY entries below minimum price threshold (#320 ) Some checks failed Gitea CI / test (pull_request) Waiting to run Details Gitea CI / test (push) Has been cancelled Details	2026-02-28 14:40:19 +09:00
agentson	5c107d2435	fix: persist blackout recovery executions to trades log (#324 ) Some checks are pending Gitea CI / test (push) Waiting to run Details Gitea CI / test (pull_request) Waiting to run Details	2026-02-28 14:39:30 +09:00
agentson	6d7e6557d2	fix: compute SELL decision outcome using sell quantity (#322 ) Some checks failed Gitea CI / test (pull_request) Waiting to run Details Gitea CI / test (push) Has been cancelled Details	2026-02-28 14:38:10 +09:00
agentson	11b9ad126f	feat: propagate runtime session_id across decision and trade logs (#326 ) Some checks failed Gitea CI / test (pull_request) Waiting to run Details Gitea CI / test (push) Has been cancelled Details	2026-02-28 14:37:32 +09:00
agentson	2e394cd17c	infra: enforce governance registry sync checks in CI (#330 ) Some checks failed Gitea CI / test (pull_request) Waiting to run Details Gitea CI / test (push) Has been cancelled Details	2026-02-28 14:36:05 +09:00
agentson	c641097fe7	feat: support minute-based triple barrier horizon (#329 ) Some checks are pending Gitea CI / test (push) Waiting to run Details Gitea CI / test (pull_request) Waiting to run Details	2026-02-28 14:35:55 +09:00
agentson	2f3b2149d5	fix: add syntax guard for evolved strategy generation (#321 ) Some checks are pending Gitea CI / test (push) Waiting to run Details Gitea CI / test (pull_request) Waiting to run Details	2026-02-28 14:35:35 +09:00