feat: include current holdings in realtime trading loop for exit evaluation (#165)

스캐너 후보 종목뿐 아니라 현재 보유 종목도 매 사이클마다 평가해
stop-loss / take-profit이 실제로 동작하도록 개선.

- db.py: get_open_positions_by_market() 추가
  - net BUY - SELL 집계 쿼리로 실제 보유 종목 코드 목록 반환
  - 단순 "최신 레코드 = BUY" 방식보다 안전 (이중 매도 방지)
- main.py: 실시간 루프에서 스캐너 후보 + 보유 종목을 union으로 구성
  - dict.fromkeys로 순서 유지하며 중복 제거
  - 스캐너에 없는 보유 종목은 로그로 명시
  - 보유 종목은 Playbook 없으면 HOLD → stop-loss/take-profit 체크
- tests/test_db.py: get_open_positions_by_market 테스트 5개 추가
  - net 양수 종목 포함, 전량 매도 제외, 부분 매도 포함
  - 마켓 범위 격리, 거래 없을 때 빈 리스트

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

src/db.py

@@ -237,6 +237,28 @@ def get_open_position(
     return {"decision_id": row[1], "price": row[2], "quantity": row[3]}
 
 
+def get_open_positions_by_market(
+    conn: sqlite3.Connection, market: str
+) -> list[str]:
+    """Return stock codes with a net positive position in the given market.
+
+    Uses net BUY - SELL quantity aggregation to avoid false positives from
+    the simpler "latest record is BUY" heuristic.  A stock is considered
+    open only when the bot's own recorded trades leave a positive net quantity.
+    """
+    cursor = conn.execute(
+        """
+        SELECT stock_code
+        FROM trades
+        WHERE market = ?
+        GROUP BY stock_code
+        HAVING SUM(CASE WHEN action = 'BUY' THEN quantity ELSE -quantity END) > 0
+        """,
+        (market,),
+    )
+    return [row[0] for row in cursor.fetchall()]
+
+
 def get_recent_symbols(
     conn: sqlite3.Connection, market: str, limit: int = 30
 ) -> list[str]:

src/main.py

@@ -32,6 +32,7 @@ from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected, Risk
 from src.db import (
     get_latest_buy_trade,
     get_open_position,
+    get_open_positions_by_market,
     get_recent_symbols,
     init_db,
     log_trade,
@@ -1864,7 +1865,21 @@ async def run(settings: Settings) -> None:
                             logger.error("Smart Scanner failed for %s: %s", market.name, exc)
 
                     # Get active stocks from scanner (dynamic, no static fallback)
-                    stock_codes = active_stocks.get(market.code, [])
+                    # Also include current holdings so stop-loss / take-profit
+                    # can trigger even when a position drops off the scanner.
+                    scanner_codes = active_stocks.get(market.code, [])
+                    held_codes = get_open_positions_by_market(db_conn, market.code)
+                    # Union: scanner candidates first, then holdings not already present.
+                    # dict.fromkeys preserves insertion order and removes duplicates.
+                    stock_codes = list(dict.fromkeys(scanner_codes + held_codes))
+                    if held_codes:
+                        new_held = [c for c in held_codes if c not in set(scanner_codes)]
+                        if new_held:
+                            logger.info(
+                                "Holdings added to loop for %s (not in scanner): %s",
+                                market.name,
+                                new_held,
+                            )
                     if not stock_codes:
                         logger.debug("No active stocks for market %s", market.code)
                         continue

tests/test_db.py

@@ -1,6 +1,6 @@
 """Tests for database helper functions."""
 
-from src.db import get_open_position, init_db, log_trade
+from src.db import get_open_position, get_open_positions_by_market, init_db, log_trade
 
 
 def test_get_open_position_returns_latest_buy() -> None:
@@ -58,3 +58,87 @@ def test_get_open_position_returns_none_when_latest_is_sell() -> None:
 def test_get_open_position_returns_none_when_no_trades() -> None:
     conn = init_db(":memory:")
     assert get_open_position(conn, "AAPL", "US_NASDAQ") is None
+
+
+# --- get_open_positions_by_market tests ---
+
+
+def test_get_open_positions_by_market_returns_net_positive_stocks() -> None:
+    """Stocks with net BUY quantity > 0 are included."""
+    conn = init_db(":memory:")
+    log_trade(
+        conn=conn, stock_code="005930", action="BUY", confidence=90,
+        rationale="entry", quantity=5, price=70000.0, market="KR",
+        exchange_code="KRX", decision_id="d1",
+    )
+    log_trade(
+        conn=conn, stock_code="000660", action="BUY", confidence=85,
+        rationale="entry", quantity=3, price=100000.0, market="KR",
+        exchange_code="KRX", decision_id="d2",
+    )
+
+    result = get_open_positions_by_market(conn, "KR")
+    assert set(result) == {"005930", "000660"}
+
+
+def test_get_open_positions_by_market_excludes_fully_sold_stocks() -> None:
+    """Stocks where BUY qty == SELL qty are excluded (net qty = 0)."""
+    conn = init_db(":memory:")
+    log_trade(
+        conn=conn, stock_code="005930", action="BUY", confidence=90,
+        rationale="entry", quantity=3, price=70000.0, market="KR",
+        exchange_code="KRX", decision_id="d1",
+    )
+    log_trade(
+        conn=conn, stock_code="005930", action="SELL", confidence=95,
+        rationale="exit", quantity=3, price=71000.0, market="KR",
+        exchange_code="KRX", decision_id="d2",
+    )
+
+    result = get_open_positions_by_market(conn, "KR")
+    assert "005930" not in result
+
+
+def test_get_open_positions_by_market_includes_partially_sold_stocks() -> None:
+    """Stocks with partial SELL (net qty > 0) are still included."""
+    conn = init_db(":memory:")
+    log_trade(
+        conn=conn, stock_code="005930", action="BUY", confidence=90,
+        rationale="entry", quantity=5, price=70000.0, market="KR",
+        exchange_code="KRX", decision_id="d1",
+    )
+    log_trade(
+        conn=conn, stock_code="005930", action="SELL", confidence=95,
+        rationale="partial exit", quantity=2, price=71000.0, market="KR",
+        exchange_code="KRX", decision_id="d2",
+    )
+
+    result = get_open_positions_by_market(conn, "KR")
+    assert "005930" in result
+
+
+def test_get_open_positions_by_market_is_market_scoped() -> None:
+    """Only stocks from the specified market are returned."""
+    conn = init_db(":memory:")
+    log_trade(
+        conn=conn, stock_code="005930", action="BUY", confidence=90,
+        rationale="entry", quantity=3, price=70000.0, market="KR",
+        exchange_code="KRX", decision_id="d1",
+    )
+    log_trade(
+        conn=conn, stock_code="AAPL", action="BUY", confidence=85,
+        rationale="entry", quantity=2, price=200.0, market="NASD",
+        exchange_code="NAS", decision_id="d2",
+    )
+
+    kr_result = get_open_positions_by_market(conn, "KR")
+    nasd_result = get_open_positions_by_market(conn, "NASD")
+
+    assert kr_result == ["005930"]
+    assert nasd_result == ["AAPL"]
+
+
+def test_get_open_positions_by_market_returns_empty_when_no_trades() -> None:
+    """Empty list returned when no trades exist for the market."""
+    conn = init_db(":memory:")
+    assert get_open_positions_by_market(conn, "KR") == []