45 Commits

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815fb89585 Merge pull request 'feat: integrate 398-400-401 for main merge REQ-OPS-001 TASK-OPS-003 TEST-ACC-009' (#410) from feature/398-400-401 into main
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Reviewed-on: #410
Reviewed-by: jihoson <kiparang7th@gmail.com>
2026-03-04 09:56:01 +09:00
agentson
79e51b8ece ci: retrigger PR #410 after governance traceability update
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2026-03-04 09:53:53 +09:00
c29e5125bc Merge pull request 'docs: KIS API 공식 문서 복원 (docs/ 위치)' (#408) from fix/restore-kis-api-docs into feature/398-400-401
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Reviewed-on: #408
2026-03-04 09:13:14 +09:00
agentson
4afae017a2 ci: retrigger for PR #408 body update
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2026-03-04 09:12:24 +09:00
agentson
650d464da5 docs: restore KIS API reference document to docs/
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한국투자증권_오픈API_전체문서_20260221_030000.xlsx was accidentally
removed during branch merge. Moved from project root to docs/ where
commands.md and MEMORY.md expect it to be.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-04 09:08:13 +09:00
b1f5f3e888 Merge pull request 'feat: #401 parallel multi-market processing [REQ-OPS-003] [TASK-OPS-003] [TEST-OPS-003]' (#407) from fix/401 into feature/398-400-401
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2026-03-04 03:13:16 +09:00
agentson
ec5d656fdf feat: process active markets in parallel with fail-fast semantics (#401)
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2026-03-04 03:12:23 +09:00
bacb0d2037 Merge pull request 'fix: #400 US session transition handling [REQ-OPS-002] [TASK-OPS-002] [TEST-OPS-002]' (#406) from fix/400 into feature/398-400-401
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2026-03-04 03:09:36 +09:00
agentson
a67a9aa41f style: sort imports for main tests
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2026-03-04 03:08:47 +09:00
agentson
47a87fa2f6 chore: retrigger CI for PR #406
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2026-03-04 03:07:43 +09:00
agentson
2e3aed5664 fix: handle US session transitions and suppress US_DAY trading (#400)
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2026-03-04 03:07:14 +09:00
f245f55a32 Merge pull request 'fix: #398 KR rt_cd rejection handling [REQ-OPS-001] [TASK-OPS-001] [TEST-OPS-001]' (#405) from fix/398 into feature/398-400-401
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2026-03-04 03:04:42 +09:00
agentson
90cd7c0504 chore: retrigger CI for PR #405
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2026-03-04 03:03:53 +09:00
agentson
b283880774 fix: handle KR order rejection via rt_cd check (#398)
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2026-03-04 03:02:26 +09:00
c217e8cd72 Merge pull request 'fix: runtime anomaly handling for overnight startup and monitor (#396 #397)' (#404) from feature/issue-396-397-runtime-anomaly-fixes into main
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Reviewed-on: #404
Reviewed-by: jihoson <kiparang7th@gmail.com>
2026-03-04 02:46:38 +09:00
agentson
bcbbf80d16 docs: clarify APP_CMD legacy and APP_CMD_ARGS contract
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2026-03-04 02:43:32 +09:00
agentson
dc0775cbc6 fix: add safer custom command path for run_overnight
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2026-03-04 02:36:24 +09:00
agentson
c412412f7b fix: address second-round review findings on PR #404
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2026-03-04 02:29:54 +09:00
agentson
3cde8779fa fix: address PR #404 review feedback
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2026-03-04 02:23:43 +09:00
agentson
370ee8cc85 fix: make overnight startup portable in CI environments
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2026-03-04 02:07:52 +09:00
agentson
528e17a29c fix: stabilize overnight startup and monitor live fallback (#396 #397)
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2026-03-04 02:04:13 +09:00
d2f3fe9108 Merge pull request 'docs: consolidate CLAUDE entrypoint into agents guide (#402)' (#403) from temp/agents-md-migration-20260303 into main
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Reviewed-on: #403
Reviewed-by: jihoson <kiparang7th@gmail.com>
2026-03-04 01:52:46 +09:00
agentson
12bcccab42 ci: rerun PR checks after traceability update
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2026-03-04 01:32:42 +09:00
agentson
ef16cf8800 docs: consolidate agent entrypoint into agents.md (#402)
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2026-03-04 01:31:00 +09:00
3c58c5d110 Merge pull request 'merge: feature/v3-session-policy-stream into main' (#399) from feature/main-merge-v3-session-policy-stream-20260303 into main
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Reviewed-on: #399
Reviewed-by: jihoson <kiparang7th@gmail.com>
2026-03-04 00:47:20 +09:00
agentson
8ecd3ac55f chore: retrigger CI after PR governance body update
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2026-03-04 00:36:57 +09:00
agentson
79ad108e2f Merge origin/feature/v3-session-policy-stream into main
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2026-03-04 00:30:45 +09:00
d9cf056df8 Merge pull request 'process: add PR body post-check gate and tooling (#392)' (#393) from feature/issue-392-pr-body-postcheck into feature/v3-session-policy-stream
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Reviewed-on: #393
2026-03-02 18:34:59 +09:00
agentson
bd9286a39f fix: require executable tea fallback binary (#392)
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2026-03-02 18:32:07 +09:00
agentson
f4f8827353 fix: harden PR body validator for mixed escaped-newline and tea path (#392)
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2026-03-02 18:27:59 +09:00
agentson
7d24f19cc4 process: add mandatory PR body post-check step (#392)
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2026-03-02 18:20:17 +09:00
7cd818f1e2 Merge pull request 'process: enforce issue-status consistency for completion marks (#390)' (#391) from feature/issue-390-validate-completion-consistency into feature/v3-session-policy-stream
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Reviewed-on: #391
2026-03-02 10:38:21 +09:00
agentson
7c17535c3d test: narrow pending keyword and add pending-only guard (#390)
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2026-03-02 10:33:58 +09:00
agentson
453d67b91c docs: sync requirements registry for governance gate (#390)
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2026-03-02 10:03:38 +09:00
agentson
ade5971387 process: enforce issue-status consistency in audit doc validation (#390)
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2026-03-02 09:59:40 +09:00
87683a88b4 Merge pull request 'risk: define and implement kill-switch refresh retry policy (#377)' (#389) from feature/issue-377-kill-switch-refresh-retry into feature/v3-session-policy-stream
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Reviewed-on: #389
2026-03-02 09:47:56 +09:00
agentson
b34937ea9d risk: polish retry coverage and refresh failure summary
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2026-03-02 09:44:24 +09:00
agentson
ba2370e40e risk: add kill-switch refresh retry policy and tests (#377)
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2026-03-02 09:38:39 +09:00
1c41379815 Merge pull request 'strategy: align model exit signal policy with v2 spec (#369)' (#388) from feature/issue-369-model-exit-signal-spec-sync into feature/v3-session-policy-stream
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Reviewed-on: #388
2026-03-02 09:35:23 +09:00
agentson
5e4c94bfeb strategy: implement model assist be-lock path and clarify audit note
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2026-03-02 09:31:38 +09:00
agentson
2332ba868f strategy: align model exit signal as assist-only trigger (#369)
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2026-03-02 09:25:03 +09:00
f6e4cc7ea9 Merge pull request 'analysis: reflect cost/execution in v2 backtest pipeline (#368)' (#387) from feature/issue-368-backtest-cost-execution into feature/v3-session-policy-stream
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Reviewed-on: #387
2026-03-02 09:21:06 +09:00
agentson
2776a074b5 analysis: remove dead init and split execution seeds in fold
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2026-03-02 09:17:22 +09:00
agentson
0fb56a4a1a ci: retrigger after PR traceability update
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2026-03-02 09:08:00 +09:00
agentson
7e9738d5df docs: bump requirements registry version for policy change sync
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2026-03-02 04:01:26 +09:00
28 changed files with 1366 additions and 280 deletions

190
CLAUDE.md
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@@ -1,187 +1,9 @@
# The Ouroboros # Agent Entry Point
AI-powered trading agent for global stock markets with self-evolution capabilities. This file moved to [agents.md](./agents.md).
## Quick Start Follow `agents.md` as the single source of truth for Claude/Codex session behavior and project workflow gates.
```bash Core process references:
# Setup - [Workflow Guide](docs/workflow.md)
pip install -e ".[dev]" - [Command Reference](docs/commands.md)
cp .env.example .env
# Edit .env with your KIS and Gemini API credentials
# Test
pytest -v --cov=src
# Run (paper trading)
python -m src.main --mode=paper
# Run with dashboard
python -m src.main --mode=paper --dashboard
```
## Telegram Notifications (Optional)
Get real-time alerts for trades, circuit breakers, and system events via Telegram.
### Quick Setup
1. **Create bot**: Message [@BotFather](https://t.me/BotFather) on Telegram → `/newbot`
2. **Get chat ID**: Message [@userinfobot](https://t.me/userinfobot) → `/start`
3. **Configure**: Add to `.env`:
```bash
TELEGRAM_BOT_TOKEN=1234567890:ABCdefGHIjklMNOpqrsTUVwxyz
TELEGRAM_CHAT_ID=123456789
TELEGRAM_ENABLED=true
```
4. **Test**: Start bot conversation (`/start`), then run the agent
**Full documentation**: [src/notifications/README.md](src/notifications/README.md)
### What You'll Get
- 🟢 Trade execution alerts (BUY/SELL with confidence)
- 🚨 Circuit breaker trips (automatic trading halt)
- ⚠️ Fat-finger rejections (oversized orders blocked)
- Market open/close notifications
- 📝 System startup/shutdown status
### Interactive Commands
With `TELEGRAM_COMMANDS_ENABLED=true` (default), the bot supports 9 bidirectional commands: `/help`, `/status`, `/positions`, `/report`, `/scenarios`, `/review`, `/dashboard`, `/stop`, `/resume`.
**Fail-safe**: Notifications never crash the trading system. Missing credentials or API errors are logged but trading continues normally.
## Smart Volatility Scanner (Optional)
Python-first filtering pipeline that reduces Gemini API calls by pre-filtering stocks using technical indicators.
### How It Works
1. **Fetch Rankings** — KIS API volume surge rankings (top 30 stocks)
2. **Python Filter** — RSI + volume ratio calculations (no AI)
- Volume > 200% of previous day
- RSI(14) < 30 (oversold) OR RSI(14) > 70 (momentum)
3. **AI Judgment** — Only qualified candidates (1-3 stocks) sent to Gemini
### Configuration
Add to `.env` (optional, has sensible defaults):
```bash
RSI_OVERSOLD_THRESHOLD=30 # 0-50, default 30
RSI_MOMENTUM_THRESHOLD=70 # 50-100, default 70
VOL_MULTIPLIER=2.0 # Volume threshold (2.0 = 200%)
SCANNER_TOP_N=3 # Max candidates per scan
```
### Benefits
- **Reduces API costs** — Process 1-3 stocks instead of 20-30
- **Python-based filtering** — Fast technical analysis before AI
- **Evolution-ready** — Selection context logged for strategy optimization
- **Fault-tolerant** — Falls back to static watchlist on API failure
### Trading Mode Integration
Smart Scanner runs in both `TRADE_MODE=realtime` and `daily` paths. On API failure, domestic stocks fall back to a static watchlist; overseas stocks fall back to a dynamic universe (active positions, recent holdings).
## Documentation
- **[Documentation Hub](docs/README.md)** — Top-level doc routing and reading order
- **[Workflow Guide](docs/workflow.md)** — Git workflow policy and agent-based development
- **[Command Reference](docs/commands.md)** — Common failures, build commands, troubleshooting
- **[Architecture](docs/architecture.md)** — System design, components, data flow
- **[Context Tree](docs/context-tree.md)** — L1-L7 hierarchical memory system
- **[Testing](docs/testing.md)** — Test structure, coverage requirements, writing tests
- **[Agent Policies](docs/agents.md)** — Prime directives, constraints, prohibited actions
- **[Requirements Log](docs/requirements-log.md)** — User requirements and feedback tracking
- **[Live Trading Checklist](docs/live-trading-checklist.md)** — 모의→실전 전환 체크리스트
## Core Principles
1. **Safety First** — Risk manager is READ-ONLY and enforces circuit breakers
2. **Test Everything** — 80% coverage minimum, all changes require tests
3. **Issue-Driven Development** — All work goes through Gitea issues → feature branches → PRs
4. **Agent Specialization** — Use dedicated agents for design, coding, testing, docs, review
## Requirements Management
User requirements and feedback are tracked in [docs/requirements-log.md](docs/requirements-log.md):
- New requirements are added chronologically with dates
- Code changes should reference related requirements
- Helps maintain project evolution aligned with user needs
- Preserves context across conversations and development cycles
## Project Structure
```
src/
├── analysis/ # Technical analysis (RSI, volatility, smart scanner)
├── backup/ # Disaster recovery (scheduler, cloud storage, health)
├── brain/ # Gemini AI decision engine (prompt optimizer, context selector)
├── broker/ # KIS API client (domestic + overseas)
├── context/ # L1-L7 hierarchical memory system
├── core/ # Risk manager (READ-ONLY)
├── dashboard/ # FastAPI read-only monitoring (10 API endpoints)
├── data/ # External data integration (news, market data, calendar)
├── evolution/ # Self-improvement (optimizer, daily review, scorecard)
├── logging/ # Decision logger (audit trail)
├── markets/ # Market schedules and timezone handling
├── notifications/ # Telegram alerts + bidirectional commands (9 commands)
├── strategy/ # Pre-market planner, scenario engine, playbook store
├── db.py # SQLite trade logging
├── main.py # Trading loop orchestrator
└── config.py # Settings (from .env)
tests/ # 998 tests across 41 files
docs/ # Extended documentation
```
## Key Commands
```bash
pytest -v --cov=src # Run tests with coverage
ruff check src/ tests/ # Lint
mypy src/ --strict # Type check
python -m src.main --mode=paper # Paper trading
python -m src.main --mode=paper --dashboard # With dashboard
python -m src.main --mode=live # Live trading (⚠️ real money)
# Gitea workflow (requires tea CLI)
YES="" ~/bin/tea issues create --repo jihoson/The-Ouroboros --title "..." --description "..."
YES="" ~/bin/tea pulls create --head feature-branch --base main --title "..." --description "..."
```
## Markets Supported
- 🇰🇷 Korea (KRX)
- 🇺🇸 United States (NASDAQ, NYSE, AMEX)
- 🇯🇵 Japan (TSE)
- 🇭🇰 Hong Kong (SEHK)
- 🇨🇳 China (Shanghai, Shenzhen)
- 🇻🇳 Vietnam (Hanoi, HCM)
Markets auto-detected based on timezone and enabled in `ENABLED_MARKETS` env variable.
## Critical Constraints
⚠️ **Non-Negotiable Rules** (see [docs/agents.md](docs/agents.md)):
- `src/core/risk_manager.py` is **READ-ONLY** — changes require human approval
- Circuit breaker at -3.0% P&L — may only be made **stricter**
- Fat-finger protection: max 30% of cash per order — always enforced
- Confidence 임계값 (market_outlook별, 낮출 수 없음): BEARISH ≥ 90, NEUTRAL/기본 ≥ 80, BULLISH ≥ 75
- All code changes → corresponding tests → coverage ≥ 80%
## Contributing
See [docs/workflow.md](docs/workflow.md) for the complete development process.
**TL;DR:**
1. Create issue in Gitea
2. Create feature branch: `feature/issue-N-description`
3. Implement with tests
4. Open PR
5. Merge after review

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# The Ouroboros
AI-powered trading agent for global stock markets with self-evolution capabilities.
## Agent Workflow Gate (Claude/Codex)
Before any implementation, both Claude and Codex must align on the same project process:
1. Read `docs/workflow.md` first (branch policy, issue/PR flow, merge rules).
2. Read `docs/commands.md` for required verification commands and failure handling.
3. Read `docs/agent-constraints.md` and `docs/agents.md` for safety constraints.
4. Check `workflow/session-handover.md` and append a session entry when starting or handing off work.
5. Confirm current branch is based on `main` or an explicitly designated temporary/base branch before editing.
If any instruction conflicts, default to the safer path and document the reason in the handover log.
## Quick Start
```bash
# Setup
pip install -e ".[dev]"
cp .env.example .env
# Edit .env with your KIS and Gemini API credentials
# Test
pytest -v --cov=src
# Run (paper trading)
python -m src.main --mode=paper
# Run with dashboard
python -m src.main --mode=paper --dashboard
```
## Telegram Notifications (Optional)
Get real-time alerts for trades, circuit breakers, and system events via Telegram.
### Quick Setup
1. **Create bot**: Message [@BotFather](https://t.me/BotFather) on Telegram → `/newbot`
2. **Get chat ID**: Message [@userinfobot](https://t.me/userinfobot) → `/start`
3. **Configure**: Add to `.env`:
```bash
TELEGRAM_BOT_TOKEN=1234567890:ABCdefGHIjklMNOpqrsTUVwxyz
TELEGRAM_CHAT_ID=123456789
TELEGRAM_ENABLED=true
```
4. **Test**: Start bot conversation (`/start`), then run the agent
**Full documentation**: [src/notifications/README.md](src/notifications/README.md)
### What You'll Get
- 🟢 Trade execution alerts (BUY/SELL with confidence)
- 🚨 Circuit breaker trips (automatic trading halt)
- ⚠️ Fat-finger rejections (oversized orders blocked)
- Market open/close notifications
- 📝 System startup/shutdown status
### Interactive Commands
With `TELEGRAM_COMMANDS_ENABLED=true` (default), the bot supports 9 bidirectional commands: `/help`, `/status`, `/positions`, `/report`, `/scenarios`, `/review`, `/dashboard`, `/stop`, `/resume`.
**Fail-safe**: Notifications never crash the trading system. Missing credentials or API errors are logged but trading continues normally.
## Smart Volatility Scanner (Optional)
Python-first filtering pipeline that reduces Gemini API calls by pre-filtering stocks using technical indicators.
### How It Works
1. **Fetch Rankings** — KIS API volume surge rankings (top 30 stocks)
2. **Python Filter** — RSI + volume ratio calculations (no AI)
- Volume > 200% of previous day
- RSI(14) < 30 (oversold) OR RSI(14) > 70 (momentum)
3. **AI Judgment** — Only qualified candidates (1-3 stocks) sent to Gemini
### Configuration
Add to `.env` (optional, has sensible defaults):
```bash
RSI_OVERSOLD_THRESHOLD=30 # 0-50, default 30
RSI_MOMENTUM_THRESHOLD=70 # 50-100, default 70
VOL_MULTIPLIER=2.0 # Volume threshold (2.0 = 200%)
SCANNER_TOP_N=3 # Max candidates per scan
```
### Benefits
- **Reduces API costs** — Process 1-3 stocks instead of 20-30
- **Python-based filtering** — Fast technical analysis before AI
- **Evolution-ready** — Selection context logged for strategy optimization
- **Fault-tolerant** — Falls back to static watchlist on API failure
### Trading Mode Integration
Smart Scanner runs in both `TRADE_MODE=realtime` and `daily` paths. On API failure, domestic stocks fall back to a static watchlist; overseas stocks fall back to a dynamic universe (active positions, recent holdings).
## Documentation
- **[Documentation Hub](docs/README.md)** — Top-level doc routing and reading order
- **[Workflow Guide](docs/workflow.md)** — Git workflow policy and agent-based development
- **[Command Reference](docs/commands.md)** — Common failures, build commands, troubleshooting
- **[Architecture](docs/architecture.md)** — System design, components, data flow
- **[Context Tree](docs/context-tree.md)** — L1-L7 hierarchical memory system
- **[Testing](docs/testing.md)** — Test structure, coverage requirements, writing tests
- **[Agent Policies](docs/agents.md)** — Prime directives, constraints, prohibited actions
- **[Requirements Log](docs/requirements-log.md)** — User requirements and feedback tracking
- **[Live Trading Checklist](docs/live-trading-checklist.md)** — 모의→실전 전환 체크리스트
## Core Principles
1. **Safety First** — Risk manager is READ-ONLY and enforces circuit breakers
2. **Test Everything** — 80% coverage minimum, all changes require tests
3. **Issue-Driven Development** — All work goes through Gitea issues → feature branches → PRs
4. **Agent Specialization** — Use dedicated agents for design, coding, testing, docs, review
## Requirements Management
User requirements and feedback are tracked in [docs/requirements-log.md](docs/requirements-log.md):
- New requirements are added chronologically with dates
- Code changes should reference related requirements
- Helps maintain project evolution aligned with user needs
- Preserves context across conversations and development cycles
## Project Structure
```
src/
├── analysis/ # Technical analysis (RSI, volatility, smart scanner)
├── backup/ # Disaster recovery (scheduler, cloud storage, health)
├── brain/ # Gemini AI decision engine (prompt optimizer, context selector)
├── broker/ # KIS API client (domestic + overseas)
├── context/ # L1-L7 hierarchical memory system
├── core/ # Risk manager (READ-ONLY)
├── dashboard/ # FastAPI read-only monitoring (10 API endpoints)
├── data/ # External data integration (news, market data, calendar)
├── evolution/ # Self-improvement (optimizer, daily review, scorecard)
├── logging/ # Decision logger (audit trail)
├── markets/ # Market schedules and timezone handling
├── notifications/ # Telegram alerts + bidirectional commands (9 commands)
├── strategy/ # Pre-market planner, scenario engine, playbook store
├── db.py # SQLite trade logging
├── main.py # Trading loop orchestrator
└── config.py # Settings (from .env)
tests/ # 998 tests across 41 files
docs/ # Extended documentation
```
## Key Commands
```bash
pytest -v --cov=src # Run tests with coverage
ruff check src/ tests/ # Lint
mypy src/ --strict # Type check
python -m src.main --mode=paper # Paper trading
python -m src.main --mode=paper --dashboard # With dashboard
python -m src.main --mode=live # Live trading (⚠️ real money)
# Gitea workflow (requires tea CLI)
YES="" ~/bin/tea issues create --repo jihoson/The-Ouroboros --title "..." --description "..."
YES="" ~/bin/tea pulls create --head feature-branch --base main --title "..." --description "..."
```
## Markets Supported
- 🇰🇷 Korea (KRX)
- 🇺🇸 United States (NASDAQ, NYSE, AMEX)
- 🇯🇵 Japan (TSE)
- 🇭🇰 Hong Kong (SEHK)
- 🇨🇳 China (Shanghai, Shenzhen)
- 🇻🇳 Vietnam (Hanoi, HCM)
Markets auto-detected based on timezone and enabled in `ENABLED_MARKETS` env variable.
## Critical Constraints
⚠️ **Non-Negotiable Rules** (see [docs/agents.md](docs/agents.md)):
- `src/core/risk_manager.py` is **READ-ONLY** — changes require human approval
- Circuit breaker at -3.0% P&L — may only be made **stricter**
- Fat-finger protection: max 30% of cash per order — always enforced
- Confidence 임계값 (market_outlook별, 낮출 수 없음): BEARISH ≥ 90, NEUTRAL/기본 ≥ 80, BULLISH ≥ 75
- All code changes → corresponding tests → coverage ≥ 80%
## Contributing
See [docs/workflow.md](docs/workflow.md) for the complete development process.
**TL;DR:**
1. Create issue in Gitea
2. Create feature branch: `feature/issue-N-description`
3. Implement with tests
4. Open PR
5. Merge after review

View File

@@ -59,6 +59,18 @@ scripts/tea_comment.sh 374 /tmp/comment.md
- `scripts/tea_comment.sh` accepts stdin with `-` as body source. - `scripts/tea_comment.sh` accepts stdin with `-` as body source.
- The helper fails fast when body looks like escaped-newline text only. - The helper fails fast when body looks like escaped-newline text only.
#### PR Body Post-Check (Mandatory)
PR 생성 직후 본문이 `\n` 문자열로 깨지지 않았는지 반드시 확인한다.
```bash
python3 scripts/validate_pr_body.py --pr <PR_NUMBER>
```
검증 실패 시:
- PR 본문을 API patch 또는 파일 기반 본문으로 즉시 수정
- 같은 명령으로 재검증 통과 후에만 리뷰/머지 진행
#### ❌ TTY Error - Interactive Confirmation Fails #### ❌ TTY Error - Interactive Confirmation Fails
```bash ```bash
~/bin/tea issues create --repo X --title "Y" --description "Z" ~/bin/tea issues create --repo X --title "Y" --description "Z"

View File

@@ -1,6 +1,6 @@
<!-- <!--
Doc-ID: DOC-REQ-001 Doc-ID: DOC-REQ-001
Version: 1.0.7 Version: 1.0.12
Status: active Status: active
Owner: strategy Owner: strategy
Updated: 2026-03-02 Updated: 2026-03-02
@@ -19,7 +19,7 @@ Updated: 2026-03-02
- `REQ-V2-005`: 라벨링은 Triple Barrier(Upper/Lower/Time) 방식이어야 한다. - `REQ-V2-005`: 라벨링은 Triple Barrier(Upper/Lower/Time) 방식이어야 한다.
- `REQ-V2-006`: 검증은 Walk-forward + Purge/Embargo를 강제한다. - `REQ-V2-006`: 검증은 Walk-forward + Purge/Embargo를 강제한다.
- `REQ-V2-007`: 백테스트는 비용/슬리피지/체결실패를 반영하지 않으면 채택 불가다. - `REQ-V2-007`: 백테스트는 비용/슬리피지/체결실패를 반영하지 않으면 채택 불가다.
- `REQ-V2-008`: Kill Switch는 신규주문차단 -> 미체결취소 -> 재조회 -> 리스크축소 -> 스냅샷 순서다. - `REQ-V2-008`: Kill Switch는 신규주문차단 -> 미체결취소 -> 재조회(실패 시 최대 3회, 1s/2s backoff 재시도, 성공 시 즉시 중단) -> 리스크축소 -> 스냅샷 순서다.
## v3 핵심 요구사항 ## v3 핵심 요구사항
@@ -38,3 +38,7 @@ Updated: 2026-03-02
- `REQ-OPS-002`: 문서의 수치 정책은 원장에서만 변경한다. - `REQ-OPS-002`: 문서의 수치 정책은 원장에서만 변경한다.
- `REQ-OPS-003`: 구현 태스크는 반드시 테스트 태스크를 동반한다. - `REQ-OPS-003`: 구현 태스크는 반드시 테스트 태스크를 동반한다.
- `REQ-OPS-004`: 원본 계획 문서(`v2`, `v3`)는 `docs/ouroboros/source/` 경로를 단일 기준으로 사용한다. - `REQ-OPS-004`: 원본 계획 문서(`v2`, `v3`)는 `docs/ouroboros/source/` 경로를 단일 기준으로 사용한다.
## 변경 이력
- 2026-03-02: `v1.0.12` 문서 검증 게이트 강화(#390) 반영에 따라 정책 문서 동기화 체크를 수행했다. (`REQ-OPS-002`)

View File

@@ -9,7 +9,7 @@ Updated: 2026-03-02
# v2/v3 구현 감사 및 수익률 분석 보고서 # v2/v3 구현 감사 및 수익률 분석 보고서
작성일: 2026-02-28 작성일: 2026-02-28
최종 업데이트: 2026-03-02 (#373 상태표 정합화 반영) 최종 업데이트: 2026-03-02 (#377 kill-switch refresh 재시도 정책 반영)
대상 기간: 2026-02-25 ~ 2026-02-28 (실거래) 대상 기간: 2026-02-25 ~ 2026-02-28 (실거래)
분석 브랜치: `feature/v3-session-policy-stream` 분석 브랜치: `feature/v3-session-policy-stream`
@@ -32,11 +32,11 @@ Updated: 2026-03-02
| REQ-V2-001 | 4-상태 매도 상태기계 (HOLDING→BE_LOCK→ARMED→EXITED) | `src/strategy/position_state_machine.py` | ✅ 완료 | | REQ-V2-001 | 4-상태 매도 상태기계 (HOLDING→BE_LOCK→ARMED→EXITED) | `src/strategy/position_state_machine.py` | ✅ 완료 |
| REQ-V2-002 | 즉시 최상위 상태 승격 (갭 대응) | `position_state_machine.py:51-70` | ✅ 완료 | | REQ-V2-002 | 즉시 최상위 상태 승격 (갭 대응) | `position_state_machine.py:51-70` | ✅ 완료 |
| REQ-V2-003 | EXITED 우선 평가 | `position_state_machine.py:38-48` | ✅ 완료 | | REQ-V2-003 | EXITED 우선 평가 | `position_state_machine.py:38-48` | ✅ 완료 |
| REQ-V2-004 | 4중 청산 로직 (Hard/BE/ATR Trailing/Model) | `src/strategy/exit_rules.py` | ⚠️ 부분 (`#369`) | | REQ-V2-004 | 4중 청산 로직 (Hard/BE/ATR Trailing/Model assist-only, 직접 EXIT 미트리거) | `src/strategy/exit_rules.py` | ✅ 완료 |
| REQ-V2-005 | Triple Barrier 라벨링 | `src/analysis/triple_barrier.py` | ✅ 완료 | | REQ-V2-005 | Triple Barrier 라벨링 | `src/analysis/triple_barrier.py` | ✅ 완료 |
| REQ-V2-006 | Walk-Forward + Purge/Embargo 검증 | `src/analysis/walk_forward_split.py` | ✅ 완료 | | REQ-V2-006 | Walk-Forward + Purge/Embargo 검증 | `src/analysis/walk_forward_split.py` | ✅ 완료 |
| REQ-V2-007 | 비용/슬리피지/체결실패 모델 필수 | `src/analysis/backtest_cost_guard.py`, `src/analysis/backtest_pipeline.py` | ✅ 완료 | | REQ-V2-007 | 비용/슬리피지/체결실패 모델 필수 | `src/analysis/backtest_cost_guard.py`, `src/analysis/backtest_pipeline.py` | ✅ 완료 |
| REQ-V2-008 | Kill Switch 실행 순서 (Block→Cancel→Refresh→Reduce→Snapshot) | `src/core/kill_switch.py` | ⚠️ 부분 (`#377`) | | REQ-V2-008 | Kill Switch 실행 순서 (Block→Cancel→Refresh(retry)→Reduce→Snapshot) | `src/core/kill_switch.py` | ✅ 완료 |
### 1.3 v3 구현 상태: 부분 완료 (2026-03-02 기준) ### 1.3 v3 구현 상태: 부분 완료 (2026-03-02 기준)
@@ -45,7 +45,7 @@ Updated: 2026-03-02
| REQ-V3-001 | 모든 신호/주문/로그에 session_id 포함 | ⚠️ 부분 | 큐 intent에 `session_id` 누락 (`#375`) | | REQ-V3-001 | 모든 신호/주문/로그에 session_id 포함 | ⚠️ 부분 | 큐 intent에 `session_id` 누락 (`#375`) |
| REQ-V3-002 | 세션 전환 훅 + 리스크 파라미터 재로딩 | ✅ 완료 | 세션 경계 E2E 회귀(override 적용/해제 + 재로딩 실패 폴백) 보강 (`#376`) | | REQ-V3-002 | 세션 전환 훅 + 리스크 파라미터 재로딩 | ✅ 완료 | 세션 경계 E2E 회귀(override 적용/해제 + 재로딩 실패 폴백) 보강 (`#376`) |
| REQ-V3-003 | 블랙아웃 윈도우 정책 | ✅ 완료 | `src/core/blackout_manager.py` | | REQ-V3-003 | 블랙아웃 윈도우 정책 | ✅ 완료 | `src/core/blackout_manager.py` |
| REQ-V3-004 | 블랙아웃 큐 + 복구 시 재검증 | ⚠️ 부분 | 큐 포화 oldest-drop 정책으로 정합화 (`#371`), 재검증 강화는 `#328` 추적 | | REQ-V3-004 | 블랙아웃 큐 + 복구 시 재검증 | ✅ 완료 | DB 기록(`#324`), 재검증 강화(`#328`), 큐 포화 oldest-drop(`#371`) 반영 |
| REQ-V3-005 | 저유동 세션 시장가 금지 | ✅ 완료 | `src/core/order_policy.py` | | REQ-V3-005 | 저유동 세션 시장가 금지 | ✅ 완료 | `src/core/order_policy.py` |
| REQ-V3-006 | 보수적 백테스트 체결 (불리 방향) | ✅ 완료 | `src/analysis/backtest_execution_model.py` | | REQ-V3-006 | 보수적 백테스트 체결 (불리 방향) | ✅ 완료 | `src/analysis/backtest_execution_model.py` |
| REQ-V3-007 | FX 손익 분리 (전략 PnL vs 환율 PnL) | ⚠️ 부분 | 런타임 분리 계산/전달 적용 (`#370`), buy-side `fx_rate` 미관측 시 `fx_pnl=0` fallback | | REQ-V3-007 | FX 손익 분리 (전략 PnL vs 환율 PnL) | ⚠️ 부분 | 런타임 분리 계산/전달 적용 (`#370`), buy-side `fx_rate` 미관측 시 `fx_pnl=0` fallback |
@@ -89,13 +89,13 @@ Updated: 2026-03-02
- **해소**: 세션 경계 E2E 회귀 테스트를 추가해 override 적용/해제, 재로딩 실패 시 폴백 유지를 검증함 (`#376`) - **해소**: 세션 경계 E2E 회귀 테스트를 추가해 override 적용/해제, 재로딩 실패 시 폴백 유지를 검증함 (`#376`)
- **요구사항**: REQ-V3-002 - **요구사항**: REQ-V3-002
### GAP-4: 블랙아웃 복구 DB 기록 + 재검증 → ⚠️ 부분 해소 (#324, #328, #371) ### GAP-4: 블랙아웃 복구 DB 기록 + 재검증 → 해소 (#324, #328, #371)
- **위치**: `src/core/blackout_manager.py`, `src/main.py` - **위치**: `src/core/blackout_manager.py`, `src/main.py`
- **현 상태**: - **현 상태**:
- #324 추적 범위(DB 기록)는 구현 경로가 존재 - #324: 복구 주문 DB 기록 구현 및 테스트 반영
- #328 범위(가격/세션 재검증 강화)는 추적 이슈 오픈 상태 - #328: 가격/세션 재검증 강화 구현 및 머지 완료
- #371: 큐 포화 정책을 oldest-drop으로 명시/구현해 최신 intent 유실 경로 제거 - #371: 큐 포화 정책을 oldest-drop으로 명시/구현해 최신 intent 유실 경로 제거
- **요구사항**: REQ-V3-004 - **요구사항**: REQ-V3-004
### GAP-5: 시간장벽이 봉 개수 고정 → ✅ 해소 (#329) ### GAP-5: 시간장벽이 봉 개수 고정 → ✅ 해소 (#329)
@@ -328,7 +328,7 @@ Updated: 2026-03-02
| 블랙아웃 복구 주문 `log_trade()` 추가 (GAP-4) | #324 | ✅ 머지 | | 블랙아웃 복구 주문 `log_trade()` 추가 (GAP-4) | #324 | ✅ 머지 |
| 세션 전환 리스크 파라미터 동적 재로딩 (GAP-3) | #327 | ✅ 머지 | | 세션 전환 리스크 파라미터 동적 재로딩 (GAP-3) | #327 | ✅ 머지 |
| session_id 거래/의사결정 로그 명시 전달 (GAP-1, GAP-2) | #326 | ✅ 머지 | | session_id 거래/의사결정 로그 명시 전달 (GAP-1, GAP-2) | #326 | ✅ 머지 |
| 블랙아웃 복구 가격/세션 재검증 강화 (GAP-4 잔여) | #328 | ✅ 머지 | | 블랙아웃 복구 가격/세션 재검증 강화 (GAP-4) | #328 | ✅ 머지 |
**잔여 개선 항목:** **잔여 개선 항목:**
@@ -337,7 +337,6 @@ Updated: 2026-03-02
| P1 | US 시장 ATR 공급 경로 완성 (ROOT-5 잔여) | 중간 | | P1 | US 시장 ATR 공급 경로 완성 (ROOT-5 잔여) | 중간 |
| P1 | FX PnL 운영 활성화 (REQ-V3-007) | 낮음 | | P1 | FX PnL 운영 활성화 (REQ-V3-007) | 낮음 |
| P2 | pred_down_prob ML 모델 대체 (ROOT-5 잔여) | 높음 | | P2 | pred_down_prob ML 모델 대체 (ROOT-5 잔여) | 높음 |
| P2 | 세션 경계 E2E 통합 테스트 보강 (GAP-3 잔여) | 낮음 |
### 5.3 권장 실행 순서 ### 5.3 권장 실행 순서

View File

@@ -128,6 +128,16 @@ tea pr create \
--description "$PR_BODY" --description "$PR_BODY"
``` ```
PR 생성 직후 본문 무결성 검증(필수):
```bash
python3 scripts/validate_pr_body.py --pr <PR_NUMBER>
```
강제 규칙:
- 검증 실패(`\n` 리터럴, 코드펜스 불균형, 헤더/리스트 누락) 상태에서는 리뷰/머지 금지
- 본문 수정 후 같은 명령으로 재검증 통과 필요
금지 패턴: 금지 패턴:
- `-d "line1\nline2"` (웹 UI에 `\n` 문자 그대로 노출될 수 있음) - `-d "line1\nline2"` (웹 UI에 `\n` 문자 그대로 노출될 수 있음)

View File

@@ -8,8 +8,32 @@ CHECK_INTERVAL="${CHECK_INTERVAL:-30}"
TMUX_AUTO="${TMUX_AUTO:-true}" TMUX_AUTO="${TMUX_AUTO:-true}"
TMUX_ATTACH="${TMUX_ATTACH:-true}" TMUX_ATTACH="${TMUX_ATTACH:-true}"
TMUX_SESSION_PREFIX="${TMUX_SESSION_PREFIX:-ouroboros_overnight}" TMUX_SESSION_PREFIX="${TMUX_SESSION_PREFIX:-ouroboros_overnight}"
STARTUP_GRACE_SEC="${STARTUP_GRACE_SEC:-3}"
dashboard_port="${DASHBOARD_PORT:-8080}"
APP_CMD_BIN="${APP_CMD_BIN:-}"
APP_CMD_ARGS="${APP_CMD_ARGS:-}"
RUNS_DASHBOARD="false"
if [ -z "${APP_CMD:-}" ]; then # Custom override contract:
# 1) Preferred: APP_CMD_BIN + APP_CMD_ARGS
# - APP_CMD_BIN is treated as a single executable token.
# - APP_CMD_ARGS uses shell-style word splitting; quote/escape inside this
# variable is NOT preserved as a nested shell parse.
# 2) Legacy fallback: APP_CMD (raw shell command string)
# - This path remains for backward compatibility.
# - When APP_CMD includes --dashboard, caller should include explicit
# DASHBOARD_PORT assignment in APP_CMD if non-default port is required.
if [ -n "$APP_CMD_BIN" ]; then
USE_DEFAULT_APP_CMD="false"
USE_SAFE_CUSTOM_APP_CMD="true"
APP_CMD="${APP_CMD_BIN} ${APP_CMD_ARGS}"
if [[ " $APP_CMD_ARGS " == *" --dashboard "* ]]; then
RUNS_DASHBOARD="true"
fi
elif [ -z "${APP_CMD:-}" ]; then
USE_DEFAULT_APP_CMD="true"
USE_SAFE_CUSTOM_APP_CMD="false"
if [ -x ".venv/bin/python" ]; then if [ -x ".venv/bin/python" ]; then
PYTHON_BIN=".venv/bin/python" PYTHON_BIN=".venv/bin/python"
elif command -v python3 >/dev/null 2>&1; then elif command -v python3 >/dev/null 2>&1; then
@@ -21,9 +45,14 @@ if [ -z "${APP_CMD:-}" ]; then
exit 1 exit 1
fi fi
dashboard_port="${DASHBOARD_PORT:-8080}" APP_CMD="$PYTHON_BIN -m src.main --mode=live --dashboard"
RUNS_DASHBOARD="true"
APP_CMD="DASHBOARD_PORT=$dashboard_port $PYTHON_BIN -m src.main --mode=live --dashboard" else
USE_DEFAULT_APP_CMD="false"
USE_SAFE_CUSTOM_APP_CMD="false"
if [[ "$APP_CMD" == *"--dashboard"* ]]; then
RUNS_DASHBOARD="true"
fi
fi fi
mkdir -p "$LOG_DIR" mkdir -p "$LOG_DIR"
@@ -34,6 +63,24 @@ WATCHDOG_LOG="$LOG_DIR/watchdog_${timestamp}.log"
PID_FILE="$LOG_DIR/app.pid" PID_FILE="$LOG_DIR/app.pid"
WATCHDOG_PID_FILE="$LOG_DIR/watchdog.pid" WATCHDOG_PID_FILE="$LOG_DIR/watchdog.pid"
is_port_in_use() {
local port="$1"
if command -v ss >/dev/null 2>&1; then
ss -ltn 2>/dev/null | grep -Eq ":${port}[[:space:]]"
return $?
fi
if command -v lsof >/dev/null 2>&1; then
lsof -nP -iTCP:"$port" -sTCP:LISTEN >/dev/null 2>&1
return $?
fi
if command -v netstat >/dev/null 2>&1; then
netstat -ltn 2>/dev/null | grep -Eq "[:.]${port}[[:space:]]"
return $?
fi
# No supported socket inspection command found.
return 1
}
if [ -f "$PID_FILE" ]; then if [ -f "$PID_FILE" ]; then
old_pid="$(cat "$PID_FILE" || true)" old_pid="$(cat "$PID_FILE" || true)"
if [ -n "$old_pid" ] && kill -0 "$old_pid" 2>/dev/null; then if [ -n "$old_pid" ] && kill -0 "$old_pid" 2>/dev/null; then
@@ -43,7 +90,29 @@ if [ -f "$PID_FILE" ]; then
fi fi
echo "[$(date -u +"%Y-%m-%dT%H:%M:%SZ")] starting: $APP_CMD" | tee -a "$RUN_LOG" echo "[$(date -u +"%Y-%m-%dT%H:%M:%SZ")] starting: $APP_CMD" | tee -a "$RUN_LOG"
nohup bash -lc "$APP_CMD" >>"$RUN_LOG" 2>&1 & if [ "$RUNS_DASHBOARD" = "true" ] && is_port_in_use "$dashboard_port"; then
echo "[$(date -u +"%Y-%m-%dT%H:%M:%SZ")] startup failed: dashboard port ${dashboard_port} already in use" | tee -a "$RUN_LOG"
exit 1
fi
if [ "$USE_DEFAULT_APP_CMD" = "true" ]; then
# Default path avoids shell word-splitting on executable paths.
nohup env DASHBOARD_PORT="$dashboard_port" "$PYTHON_BIN" -m src.main --mode=live --dashboard >>"$RUN_LOG" 2>&1 &
elif [ "$USE_SAFE_CUSTOM_APP_CMD" = "true" ]; then
# Safer custom path: executable path is handled as a single token.
if [ -n "$APP_CMD_ARGS" ]; then
# shellcheck disable=SC2206
app_args=( $APP_CMD_ARGS )
nohup env DASHBOARD_PORT="$dashboard_port" "$APP_CMD_BIN" "${app_args[@]}" >>"$RUN_LOG" 2>&1 &
else
nohup env DASHBOARD_PORT="$dashboard_port" "$APP_CMD_BIN" >>"$RUN_LOG" 2>&1 &
fi
else
# Custom APP_CMD is treated as a shell command string.
# If executable paths include spaces, they must be quoted inside APP_CMD.
# Legacy compatibility path: caller owns quoting and env var injection.
nohup bash -lc "exec env $APP_CMD" >>"$RUN_LOG" 2>&1 &
fi
app_pid=$! app_pid=$!
echo "$app_pid" > "$PID_FILE" echo "$app_pid" > "$PID_FILE"
@@ -54,6 +123,20 @@ nohup env PID_FILE="$PID_FILE" LOG_FILE="$WATCHDOG_LOG" CHECK_INTERVAL="$CHECK_I
watchdog_pid=$! watchdog_pid=$!
echo "$watchdog_pid" > "$WATCHDOG_PID_FILE" echo "$watchdog_pid" > "$WATCHDOG_PID_FILE"
sleep "$STARTUP_GRACE_SEC"
if ! kill -0 "$app_pid" 2>/dev/null; then
echo "[$(date -u +"%Y-%m-%dT%H:%M:%SZ")] startup failed: app process exited early (pid=$app_pid)" | tee -a "$RUN_LOG"
[ -n "${watchdog_pid:-}" ] && kill "$watchdog_pid" 2>/dev/null || true
tail -n 20 "$RUN_LOG" || true
exit 1
fi
if ! kill -0 "$watchdog_pid" 2>/dev/null; then
echo "[$(date -u +"%Y-%m-%dT%H:%M:%SZ")] startup failed: watchdog exited early (pid=$watchdog_pid)" | tee -a "$WATCHDOG_LOG"
kill "$app_pid" 2>/dev/null || true
tail -n 20 "$WATCHDOG_LOG" || true
exit 1
fi
cat <<EOF cat <<EOF
시작 완료 시작 완료
- app pid: $app_pid - app pid: $app_pid

View File

@@ -7,12 +7,15 @@ ROOT_DIR="${ROOT_DIR:-/home/agentson/repos/The-Ouroboros}"
LOG_DIR="${LOG_DIR:-$ROOT_DIR/data/overnight}" LOG_DIR="${LOG_DIR:-$ROOT_DIR/data/overnight}"
INTERVAL_SEC="${INTERVAL_SEC:-60}" INTERVAL_SEC="${INTERVAL_SEC:-60}"
MAX_HOURS="${MAX_HOURS:-24}" MAX_HOURS="${MAX_HOURS:-24}"
MAX_LOOPS="${MAX_LOOPS:-0}"
POLICY_TZ="${POLICY_TZ:-Asia/Seoul}" POLICY_TZ="${POLICY_TZ:-Asia/Seoul}"
DASHBOARD_PORT="${DASHBOARD_PORT:-8080}"
cd "$ROOT_DIR" cd "$ROOT_DIR"
OUT_LOG="$LOG_DIR/runtime_verify_$(date +%Y%m%d_%H%M%S).log" OUT_LOG="$LOG_DIR/runtime_verify_$(date +%Y%m%d_%H%M%S).log"
END_TS=$(( $(date +%s) + MAX_HOURS*3600 )) END_TS=$(( $(date +%s) + MAX_HOURS*3600 ))
loops=0
log() { log() {
printf '%s %s\n' "$(date -u +%Y-%m-%dT%H:%M:%SZ)" "$1" | tee -a "$OUT_LOG" >/dev/null printf '%s %s\n' "$(date -u +%Y-%m-%dT%H:%M:%SZ)" "$1" | tee -a "$OUT_LOG" >/dev/null
@@ -31,6 +34,11 @@ check_signal() {
return 1 return 1
} }
find_live_pids() {
# Detect live-mode process even when run_overnight pid files are absent.
pgrep -af "[s]rc.main --mode=live" 2>/dev/null | awk '{print $1}' | tr '\n' ',' | sed 's/,$//'
}
check_forbidden() { check_forbidden() {
local name="$1" local name="$1"
local pattern="$2" local pattern="$2"
@@ -44,42 +52,94 @@ check_forbidden() {
return 0 return 0
} }
is_port_listening() {
local port="$1"
if command -v ss >/dev/null 2>&1; then
ss -ltn 2>/dev/null | grep -Eq ":${port}[[:space:]]"
return $?
fi
if command -v lsof >/dev/null 2>&1; then
lsof -nP -iTCP:"$port" -sTCP:LISTEN >/dev/null 2>&1
return $?
fi
if command -v netstat >/dev/null 2>&1; then
netstat -ltn 2>/dev/null | grep -Eq "[:.]${port}[[:space:]]"
return $?
fi
return 1
}
log "[INFO] runtime verify monitor started interval=${INTERVAL_SEC}s max_hours=${MAX_HOURS} policy_tz=${POLICY_TZ}" log "[INFO] runtime verify monitor started interval=${INTERVAL_SEC}s max_hours=${MAX_HOURS} policy_tz=${POLICY_TZ}"
while true; do while true; do
loops=$((loops + 1))
now=$(date +%s) now=$(date +%s)
if [ "$now" -ge "$END_TS" ]; then if [ "$now" -ge "$END_TS" ]; then
log "[INFO] monitor completed (time window reached)" log "[INFO] monitor completed (time window reached)"
exit 0 exit 0
fi fi
if [ "$MAX_LOOPS" -gt 0 ] && [ "$loops" -gt "$MAX_LOOPS" ]; then
log "[INFO] monitor completed (max loops reached)"
exit 0
fi
latest_run="$(ls -t "$LOG_DIR"/run_*.log 2>/dev/null | head -n1 || true)" latest_run="$(ls -t "$LOG_DIR"/run_*.log 2>/dev/null | head -n1 || true)"
if [ -z "$latest_run" ]; then
log "[ANOMALY] no run log found"
sleep "$INTERVAL_SEC"
continue
fi
# Basic liveness hints. # Basic liveness hints.
app_pid="$(cat "$LOG_DIR/app.pid" 2>/dev/null || true)" app_pid="$(cat "$LOG_DIR/app.pid" 2>/dev/null || true)"
wd_pid="$(cat "$LOG_DIR/watchdog.pid" 2>/dev/null || true)" wd_pid="$(cat "$LOG_DIR/watchdog.pid" 2>/dev/null || true)"
live_pids="$(find_live_pids)"
app_alive=0 app_alive=0
wd_alive=0 wd_alive=0
port_alive=0 port_alive=0
[ -n "$app_pid" ] && kill -0 "$app_pid" 2>/dev/null && app_alive=1 [ -n "$app_pid" ] && kill -0 "$app_pid" 2>/dev/null && app_alive=1
[ -n "$wd_pid" ] && kill -0 "$wd_pid" 2>/dev/null && wd_alive=1 [ -n "$wd_pid" ] && kill -0 "$wd_pid" 2>/dev/null && wd_alive=1
ss -ltnp 2>/dev/null | rg -q ':8080' && port_alive=1 if [ "$app_alive" -eq 0 ] && [ -n "$live_pids" ]; then
log "[HEARTBEAT] run_log=$latest_run app_alive=$app_alive watchdog_alive=$wd_alive port8080=$port_alive" app_alive=1
fi
is_port_listening "$DASHBOARD_PORT" && port_alive=1
log "[HEARTBEAT] run_log=${latest_run:-none} app_alive=$app_alive watchdog_alive=$wd_alive port=${DASHBOARD_PORT} alive=$port_alive live_pids=${live_pids:-none}"
defer_log_checks=0
if [ -z "$latest_run" ] && [ "$app_alive" -eq 1 ]; then
defer_log_checks=1
log "[INFO] run log not yet available; defer log-based coverage checks"
fi
if [ -z "$latest_run" ] && [ "$defer_log_checks" -eq 0 ]; then
log "[ANOMALY] no run log found"
fi
# Coverage matrix rows (session paths and policy gate evidence). # Coverage matrix rows (session paths and policy gate evidence).
not_observed=0 not_observed=0
check_signal "LIVE_MODE" "Mode: live" "$latest_run" || not_observed=$((not_observed+1)) if [ "$app_alive" -eq 1 ]; then
check_signal "KR_LOOP" "Processing market: Korea Exchange" "$latest_run" || not_observed=$((not_observed+1)) log "[COVERAGE] LIVE_MODE=PASS source=process_liveness"
check_signal "NXT_PATH" "NXT_PRE|NXT_AFTER|session=NXT_" "$latest_run" || not_observed=$((not_observed+1)) else
check_signal "US_PRE_PATH" "US_PRE|session=US_PRE" "$latest_run" || not_observed=$((not_observed+1)) if [ -n "$latest_run" ]; then
check_signal "US_DAY_PATH" "US_DAY|session=US_DAY|Processing market: .*NASDAQ|Processing market: .*NYSE|Processing market: .*AMEX" "$latest_run" || not_observed=$((not_observed+1)) check_signal "LIVE_MODE" "Mode: live" "$latest_run" || not_observed=$((not_observed+1))
check_signal "US_AFTER_PATH" "US_AFTER|session=US_AFTER" "$latest_run" || not_observed=$((not_observed+1)) else
check_signal "ORDER_POLICY_SESSION" "Order policy rejected .*\\[session=" "$latest_run" || not_observed=$((not_observed+1)) log "[COVERAGE] LIVE_MODE=NOT_OBSERVED reason=no_run_log_no_live_pid"
not_observed=$((not_observed+1))
fi
fi
if [ "$defer_log_checks" -eq 1 ]; then
for deferred in KR_LOOP NXT_PATH US_PRE_PATH US_DAY_PATH US_AFTER_PATH ORDER_POLICY_SESSION; do
log "[COVERAGE] ${deferred}=DEFERRED reason=no_run_log_process_alive"
done
elif [ -n "$latest_run" ]; then
check_signal "KR_LOOP" "Processing market: Korea Exchange" "$latest_run" || not_observed=$((not_observed+1))
check_signal "NXT_PATH" "NXT_PRE|NXT_AFTER|session=NXT_" "$latest_run" || not_observed=$((not_observed+1))
check_signal "US_PRE_PATH" "US_PRE|session=US_PRE" "$latest_run" || not_observed=$((not_observed+1))
check_signal "US_DAY_PATH" "US_DAY|session=US_DAY|Processing market: .*NASDAQ|Processing market: .*NYSE|Processing market: .*AMEX" "$latest_run" || not_observed=$((not_observed+1))
check_signal "US_AFTER_PATH" "US_AFTER|session=US_AFTER" "$latest_run" || not_observed=$((not_observed+1))
check_signal "ORDER_POLICY_SESSION" "Order policy rejected .*\\[session=" "$latest_run" || not_observed=$((not_observed+1))
else
for missing in KR_LOOP NXT_PATH US_PRE_PATH US_DAY_PATH US_AFTER_PATH ORDER_POLICY_SESSION; do
log "[COVERAGE] ${missing}=NOT_OBSERVED reason=no_run_log"
not_observed=$((not_observed+1))
done
fi
if [ "$not_observed" -gt 0 ]; then if [ "$not_observed" -gt 0 ]; then
log "[ANOMALY] coverage_not_observed=$not_observed (treat as FAIL)" log "[ANOMALY] coverage_not_observed=$not_observed (treat as FAIL)"
@@ -95,11 +155,17 @@ while true; do
is_weekend=1 is_weekend=1
fi fi
if [ "$is_weekend" -eq 1 ]; then if [ "$defer_log_checks" -eq 1 ]; then
log "[FORBIDDEN] WEEKEND_KR_SESSION_ACTIVE=SKIP reason=no_run_log_process_alive"
elif [ "$is_weekend" -eq 1 ]; then
# Weekend policy: KR regular session loop must never appear. # Weekend policy: KR regular session loop must never appear.
check_forbidden "WEEKEND_KR_SESSION_ACTIVE" \ if [ -n "$latest_run" ]; then
"Market session active: KR|session=KRX_REG|Processing market: Korea Exchange" \ check_forbidden "WEEKEND_KR_SESSION_ACTIVE" \
"$latest_run" || forbidden_hits=$((forbidden_hits+1)) "Market session active: KR|session=KRX_REG|Processing market: Korea Exchange" \
"$latest_run" || forbidden_hits=$((forbidden_hits+1))
else
log "[FORBIDDEN] WEEKEND_KR_SESSION_ACTIVE=SKIP reason=no_run_log"
fi
else else
log "[FORBIDDEN] WEEKEND_KR_SESSION_ACTIVE=SKIP reason=weekday" log "[FORBIDDEN] WEEKEND_KR_SESSION_ACTIVE=SKIP reason=weekday"
fi fi

View File

@@ -92,6 +92,25 @@ def validate_testing_doc_has_dynamic_count_guidance(errors: list[str]) -> None:
) )
def validate_pr_body_postcheck_guidance(errors: list[str]) -> None:
required_tokens = {
"commands": (
"PR Body Post-Check (Mandatory)",
"python3 scripts/validate_pr_body.py --pr <PR_NUMBER>",
),
"workflow": (
"PR 생성 직후 본문 무결성 검증(필수)",
"python3 scripts/validate_pr_body.py --pr <PR_NUMBER>",
),
}
for key, tokens in required_tokens.items():
path = REQUIRED_FILES[key]
text = _read(path)
for token in tokens:
if token not in text:
errors.append(f"{path}: missing PR body post-check guidance token -> {token}")
def main() -> int: def main() -> int:
errors: list[str] = [] errors: list[str] = []
@@ -117,6 +136,7 @@ def main() -> int:
validate_summary_docs_reference_core_docs(errors) validate_summary_docs_reference_core_docs(errors)
validate_commands_endpoint_duplicates(errors) validate_commands_endpoint_duplicates(errors)
validate_testing_doc_has_dynamic_count_guidance(errors) validate_testing_doc_has_dynamic_count_guidance(errors)
validate_pr_body_postcheck_guidance(errors)
if errors: if errors:
print("[FAIL] docs sync validation failed") print("[FAIL] docs sync validation failed")
@@ -128,6 +148,7 @@ def main() -> int:
print("[OK] summary docs link to core docs and links resolve") print("[OK] summary docs link to core docs and links resolve")
print("[OK] commands endpoint rows have no duplicates") print("[OK] commands endpoint rows have no duplicates")
print("[OK] testing doc includes dynamic count guidance") print("[OK] testing doc includes dynamic count guidance")
print("[OK] PR body post-check guidance exists in commands/workflow docs")
return 0 return 0

View File

@@ -33,6 +33,9 @@ ALLOWED_PLAN_TARGETS = {
"2": (DOC_DIR / "source" / "ouroboros_plan_v2.txt").resolve(), "2": (DOC_DIR / "source" / "ouroboros_plan_v2.txt").resolve(),
"3": (DOC_DIR / "source" / "ouroboros_plan_v3.txt").resolve(), "3": (DOC_DIR / "source" / "ouroboros_plan_v3.txt").resolve(),
} }
ISSUE_REF_PATTERN = re.compile(r"#(?P<issue>\d+)")
ISSUE_DONE_PATTERN = re.compile(r"(?:✅|머지|해소|완료)")
ISSUE_PENDING_PATTERN = re.compile(r"(?:잔여|오픈 상태|추적 이슈)")
def iter_docs() -> list[Path]: def iter_docs() -> list[Path]:
@@ -119,6 +122,38 @@ def collect_req_traceability(
req_to_test.setdefault(req_id, set()).add(item_id) req_to_test.setdefault(req_id, set()).add(item_id)
def validate_issue_status_consistency(path: Path, text: str, errors: list[str]) -> None:
issue_done_lines: dict[str, list[int]] = {}
issue_pending_lines: dict[str, list[int]] = {}
for line_no, raw_line in enumerate(text.splitlines(), start=1):
line = raw_line.strip()
if not line:
continue
issue_ids = [m.group("issue") for m in ISSUE_REF_PATTERN.finditer(line)]
if not issue_ids:
continue
is_pending = bool(ISSUE_PENDING_PATTERN.search(line))
is_done = bool(ISSUE_DONE_PATTERN.search(line)) and not is_pending
if not is_pending and not is_done:
continue
for issue_id in issue_ids:
if is_done:
issue_done_lines.setdefault(issue_id, []).append(line_no)
if is_pending:
issue_pending_lines.setdefault(issue_id, []).append(line_no)
conflicted_issues = sorted(set(issue_done_lines) & set(issue_pending_lines))
for issue_id in conflicted_issues:
errors.append(
f"{path}: conflicting status for issue #{issue_id} "
f"(done at lines {issue_done_lines[issue_id]}, "
f"pending at lines {issue_pending_lines[issue_id]})"
)
def main() -> int: def main() -> int:
if not DOC_DIR.exists(): if not DOC_DIR.exists():
print(f"ERROR: missing directory {DOC_DIR}") print(f"ERROR: missing directory {DOC_DIR}")
@@ -140,6 +175,8 @@ def main() -> int:
text = path.read_text(encoding="utf-8") text = path.read_text(encoding="utf-8")
validate_metadata(path, text, errors, doc_ids) validate_metadata(path, text, errors, doc_ids)
validate_links(path, text, errors) validate_links(path, text, errors)
if path.name == "80_implementation_audit.md":
validate_issue_status_consistency(path, text, errors)
collect_ids(path, text, defs, refs) collect_ids(path, text, defs, refs)
collect_req_traceability(text, req_to_task, req_to_test) collect_req_traceability(text, req_to_task, req_to_test)

117
scripts/validate_pr_body.py Normal file
View File

@@ -0,0 +1,117 @@
#!/usr/bin/env python3
"""Validate PR body formatting to prevent escaped-newline artifacts."""
from __future__ import annotations
import argparse
import json
import os
import shutil
import re
import subprocess
import sys
from pathlib import Path
HEADER_PATTERN = re.compile(r"^##\s+\S+", re.MULTILINE)
LIST_ITEM_PATTERN = re.compile(r"^\s*(?:-|\*|\d+\.)\s+\S+", re.MULTILINE)
FENCED_CODE_PATTERN = re.compile(r"```.*?```", re.DOTALL)
INLINE_CODE_PATTERN = re.compile(r"`[^`]*`")
def _strip_code_segments(text: str) -> str:
without_fences = FENCED_CODE_PATTERN.sub("", text)
return INLINE_CODE_PATTERN.sub("", without_fences)
def resolve_tea_binary() -> str:
tea_from_path = shutil.which("tea")
if tea_from_path:
return tea_from_path
tea_home = Path.home() / "bin" / "tea"
if tea_home.exists() and tea_home.is_file() and os.access(tea_home, os.X_OK):
return str(tea_home)
raise RuntimeError("tea binary not found (checked PATH and ~/bin/tea)")
def validate_pr_body_text(text: str) -> list[str]:
errors: list[str] = []
searchable = _strip_code_segments(text)
if "\\n" in searchable:
errors.append("body contains escaped newline sequence (\\n)")
if text.count("```") % 2 != 0:
errors.append("body has unbalanced fenced code blocks (``` count is odd)")
if not HEADER_PATTERN.search(text):
errors.append("body is missing markdown section headers (e.g. '## Summary')")
if not LIST_ITEM_PATTERN.search(text):
errors.append("body is missing markdown list items")
return errors
def fetch_pr_body(pr_number: int) -> str:
tea_binary = resolve_tea_binary()
try:
completed = subprocess.run(
[
tea_binary,
"api",
"-R",
"origin",
f"repos/{{owner}}/{{repo}}/pulls/{pr_number}",
],
check=True,
capture_output=True,
text=True,
)
except (subprocess.CalledProcessError, FileNotFoundError, PermissionError) as exc:
raise RuntimeError(f"failed to fetch PR #{pr_number}: {exc}") from exc
try:
payload = json.loads(completed.stdout)
except json.JSONDecodeError as exc:
raise RuntimeError(f"failed to parse PR payload for #{pr_number}: {exc}") from exc
body = payload.get("body", "")
if not isinstance(body, str):
raise RuntimeError(f"unexpected PR body type for #{pr_number}: {type(body).__name__}")
return body
def parse_args() -> argparse.Namespace:
parser = argparse.ArgumentParser(
description="Validate PR body markdown formatting and escaped-newline artifacts."
)
group = parser.add_mutually_exclusive_group(required=True)
group.add_argument("--pr", type=int, help="PR number to fetch via `tea api`")
group.add_argument("--body-file", type=Path, help="Path to markdown body file")
return parser.parse_args()
def main() -> int:
args = parse_args()
if args.body_file is not None:
if not args.body_file.exists():
print(f"[FAIL] body file not found: {args.body_file}")
return 1
body = args.body_file.read_text(encoding="utf-8")
source = f"file:{args.body_file}"
else:
body = fetch_pr_body(args.pr)
source = f"pr:{args.pr}"
errors = validate_pr_body_text(body)
if errors:
print("[FAIL] PR body validation failed")
print(f"- source: {source}")
for err in errors:
print(f"- {err}")
return 1
print("[OK] PR body validation passed")
print(f"- source: {source}")
return 0
if __name__ == "__main__":
sys.exit(main())

View File

@@ -94,14 +94,6 @@ def run_v2_backtest_pipeline(
else sorted({bar.session_id for bar in bars}) else sorted({bar.session_id for bar in bars})
) )
validate_backtest_cost_model(model=cost_model, required_sessions=resolved_sessions) validate_backtest_cost_model(model=cost_model, required_sessions=resolved_sessions)
execution_model = BacktestExecutionModel(
ExecutionAssumptions(
slippage_bps_by_session=cost_model.slippage_bps_by_session or {},
failure_rate_by_session=cost_model.failure_rate_by_session or {},
partial_fill_rate_by_session=cost_model.partial_fill_rate_by_session or {},
seed=0,
)
)
highs = [float(bar.high) for bar in bars] highs = [float(bar.high) for bar in bars]
lows = [float(bar.low) for bar in bars] lows = [float(bar.low) for bar in bars]
@@ -156,7 +148,7 @@ def run_v2_backtest_pipeline(
execution_model = _build_execution_model(cost_model=cost_model, fold_seed=fold_idx) execution_model = _build_execution_model(cost_model=cost_model, fold_seed=fold_idx)
execution_return_model = _build_execution_model( execution_return_model = _build_execution_model(
cost_model=cost_model, cost_model=cost_model,
fold_seed=fold_idx, fold_seed=fold_idx + 1000,
) )
b0_pred = _baseline_b0_pred(train_labels) b0_pred = _baseline_b0_pred(train_labels)
m1_pred = _m1_pred(train_labels) m1_pred = _m1_pred(train_labels)

View File

@@ -3,13 +3,14 @@
Order is fixed: Order is fixed:
1) block new orders 1) block new orders
2) cancel pending orders 2) cancel pending orders
3) refresh order state 3) refresh order state (retry up to 3 attempts with exponential backoff)
4) reduce risk 4) reduce risk
5) snapshot and notify 5) snapshot and notify
""" """
from __future__ import annotations from __future__ import annotations
import asyncio
import inspect import inspect
from collections.abc import Awaitable, Callable from collections.abc import Awaitable, Callable
from dataclasses import dataclass, field from dataclasses import dataclass, field
@@ -34,16 +35,55 @@ class KillSwitchOrchestrator:
report: KillSwitchReport, report: KillSwitchReport,
name: str, name: str,
fn: StepCallable | None, fn: StepCallable | None,
) -> None: ) -> bool:
report.steps.append(name) report.steps.append(name)
if fn is None: if fn is None:
return return True
try: try:
result = fn() result = fn()
if inspect.isawaitable(result): if inspect.isawaitable(result):
await result await result
if result is False:
raise RuntimeError("step returned False")
return True
except Exception as exc: # pragma: no cover - intentionally resilient except Exception as exc: # pragma: no cover - intentionally resilient
report.errors.append(f"{name}: {exc}") report.errors.append(f"{name}: {exc}")
return False
async def _run_refresh_with_retry(
self,
report: KillSwitchReport,
fn: StepCallable | None,
*,
max_attempts: int,
base_delay_sec: float,
) -> None:
report.steps.append("refresh_order_state")
if fn is None:
return
attempts = max(1, max_attempts)
delay = max(0.0, base_delay_sec)
last_exc: Exception | None = None
for attempt in range(1, attempts + 1):
try:
result = fn()
if inspect.isawaitable(result):
await result
if result is False:
raise RuntimeError("step returned False")
return
except Exception as exc:
last_exc = exc
if attempt >= attempts:
break
if delay > 0:
await asyncio.sleep(delay * (2 ** (attempt - 1)))
if last_exc is not None:
report.errors.append(
"refresh_order_state: failed after "
f"{attempts} attempts ({last_exc})"
)
async def trigger( async def trigger(
self, self,
@@ -54,6 +94,8 @@ class KillSwitchOrchestrator:
reduce_risk: StepCallable | None = None, reduce_risk: StepCallable | None = None,
snapshot_state: StepCallable | None = None, snapshot_state: StepCallable | None = None,
notify: StepCallable | None = None, notify: StepCallable | None = None,
refresh_retry_attempts: int = 3,
refresh_retry_base_delay_sec: float = 1.0,
) -> KillSwitchReport: ) -> KillSwitchReport:
report = KillSwitchReport(reason=reason) report = KillSwitchReport(reason=reason)
@@ -61,7 +103,12 @@ class KillSwitchOrchestrator:
report.steps.append("block_new_orders") report.steps.append("block_new_orders")
await self._run_step(report, "cancel_pending_orders", cancel_pending_orders) await self._run_step(report, "cancel_pending_orders", cancel_pending_orders)
await self._run_step(report, "refresh_order_state", refresh_order_state) await self._run_refresh_with_retry(
report,
refresh_order_state,
max_attempts=refresh_retry_attempts,
base_delay_sec=refresh_retry_base_delay_sec,
)
await self._run_step(report, "reduce_risk", reduce_risk) await self._run_step(report, "reduce_risk", reduce_risk)
await self._run_step(report, "snapshot_state", snapshot_state) await self._run_step(report, "snapshot_state", snapshot_state)
await self._run_step(report, "notify", notify) await self._run_step(report, "notify", notify)

View File

@@ -12,6 +12,7 @@ import json
import logging import logging
import signal import signal
import threading import threading
from collections.abc import Awaitable, Callable
from datetime import UTC, datetime from datetime import UTC, datetime
from typing import Any from typing import Any
@@ -1375,7 +1376,10 @@ async def _cancel_pending_orders_for_kill_switch(
) )
if failures: if failures:
raise RuntimeError("; ".join(failures[:3])) summary = "; ".join(failures[:3])
if len(failures) > 3:
summary = f"{summary} (+{len(failures) - 3} more)"
raise RuntimeError(summary)
async def _refresh_order_state_for_kill_switch( async def _refresh_order_state_for_kill_switch(
@@ -1384,6 +1388,7 @@ async def _refresh_order_state_for_kill_switch(
overseas_broker: OverseasBroker, overseas_broker: OverseasBroker,
markets: list[MarketInfo], markets: list[MarketInfo],
) -> None: ) -> None:
failures: list[str] = []
seen_overseas: set[str] = set() seen_overseas: set[str] = set()
for market in markets: for market in markets:
try: try:
@@ -1399,6 +1404,12 @@ async def _refresh_order_state_for_kill_switch(
market.exchange_code, market.exchange_code,
exc, exc,
) )
failures.append(f"{market.code}/{market.exchange_code}: {exc}")
if failures:
summary = "; ".join(failures[:3])
if len(failures) > 3:
summary = f"{summary} (+{len(failures) - 3} more)"
raise RuntimeError(summary)
def _reduce_risk_for_kill_switch() -> None: def _reduce_risk_for_kill_switch() -> None:
@@ -2074,6 +2085,15 @@ async def trading_cycle(
quantity=quantity, quantity=quantity,
price=order_price, price=order_price,
) )
if result.get("rt_cd", "0") != "0":
order_succeeded = False
msg1 = result.get("msg1") or ""
logger.warning(
"KR order not accepted for %s: rt_cd=%s msg=%s",
stock_code,
result.get("rt_cd"),
msg1,
)
else: else:
# For overseas orders, always use limit orders (지정가): # For overseas orders, always use limit orders (지정가):
# - KIS market orders (ORD_DVSN=01) calculate quantity based on upper limit # - KIS market orders (ORD_DVSN=01) calculate quantity based on upper limit
@@ -3283,6 +3303,15 @@ async def run_daily_session(
quantity=quantity, quantity=quantity,
price=order_price, price=order_price,
) )
if result.get("rt_cd", "0") != "0":
order_succeeded = False
daily_msg1 = result.get("msg1") or ""
logger.warning(
"KR order not accepted for %s: rt_cd=%s msg=%s",
stock_code,
result.get("rt_cd"),
daily_msg1,
)
else: else:
# KIS VTS only accepts limit orders; use 0.5% premium for BUY # KIS VTS only accepts limit orders; use 0.5% premium for BUY
if decision.action == "BUY": if decision.action == "BUY":
@@ -3522,6 +3551,47 @@ def _run_context_scheduler(
) )
def _has_market_session_transition(
market_states: dict[str, str], market_code: str, session_id: str
) -> bool:
"""Return True when market session changed (or market has no prior state)."""
return market_states.get(market_code) != session_id
def _should_rescan_market(
*, last_scan: float, now_timestamp: float, rescan_interval: float, session_changed: bool
) -> bool:
"""Force rescan on session transition; otherwise follow interval cadence."""
return session_changed or (now_timestamp - last_scan >= rescan_interval)
async def _run_markets_in_parallel(
markets: list[Any], processor: Callable[[Any], Awaitable[None]]
) -> None:
"""Run market processors in parallel and fail fast on the first exception."""
if not markets:
return
tasks = [asyncio.create_task(processor(market)) for market in markets]
done, pending = await asyncio.wait(tasks, return_when=asyncio.FIRST_EXCEPTION)
first_exc: BaseException | None = None
for task in done:
exc = task.exception()
if exc is not None and first_exc is None:
first_exc = exc
if first_exc is not None:
for task in pending:
task.cancel()
if pending:
await asyncio.gather(*pending, return_exceptions=True)
raise first_exc
if pending:
await asyncio.gather(*pending)
async def _run_evolution_loop( async def _run_evolution_loop(
evolution_optimizer: EvolutionOptimizer, evolution_optimizer: EvolutionOptimizer,
telegram: TelegramClient, telegram: TelegramClient,
@@ -4035,7 +4105,7 @@ async def run(settings: Settings) -> None:
last_scan_time: dict[str, float] = {} last_scan_time: dict[str, float] = {}
# Track market open/close state for notifications # Track market open/close state for notifications
_market_states: dict[str, bool] = {} # market_code -> is_open _market_states: dict[str, str] = {} # market_code -> session_id
# Trading control events # Trading control events
shutdown = asyncio.Event() shutdown = asyncio.Event()
@@ -4153,8 +4223,8 @@ async def run(settings: Settings) -> None:
if not open_markets: if not open_markets:
# Notify market close for any markets that were open # Notify market close for any markets that were open
for market_code, is_open in list(_market_states.items()): for market_code, session_id in list(_market_states.items()):
if is_open: if session_id:
try: try:
from src.markets.schedule import MARKETS from src.markets.schedule import MARKETS
@@ -4171,7 +4241,7 @@ async def run(settings: Settings) -> None:
) )
except Exception as exc: except Exception as exc:
logger.warning("Market close notification failed: %s", exc) logger.warning("Market close notification failed: %s", exc)
_market_states[market_code] = False _market_states.pop(market_code, None)
# Clear playbook for closed market (new one generated next open) # Clear playbook for closed market (new one generated next open)
playbooks.pop(market_code, None) playbooks.pop(market_code, None)
@@ -4196,10 +4266,9 @@ async def run(settings: Settings) -> None:
await asyncio.sleep(TRADE_INTERVAL_SECONDS) await asyncio.sleep(TRADE_INTERVAL_SECONDS)
continue continue
# Process each open market async def _process_realtime_market(market: MarketInfo) -> None:
for market in open_markets:
if shutdown.is_set(): if shutdown.is_set():
break return
session_info = get_session_info(market) session_info = get_session_info(market)
_session_risk_overrides(market=market, settings=settings) _session_risk_overrides(market=market, settings=settings)
@@ -4217,13 +4286,16 @@ async def run(settings: Settings) -> None:
settings=settings, settings=settings,
) )
# Notify market open if it just opened # Notify on market/session transition (e.g., US_PRE -> US_REG)
if not _market_states.get(market.code, False): session_changed = _has_market_session_transition(
_market_states, market.code, session_info.session_id
)
if session_changed:
try: try:
await telegram.notify_market_open(market.name) await telegram.notify_market_open(market.name)
except Exception as exc: except Exception as exc:
logger.warning("Market open notification failed: %s", exc) logger.warning("Market open notification failed: %s", exc)
_market_states[market.code] = True _market_states[market.code] = session_info.session_id
# Check and handle domestic pending (unfilled) limit orders. # Check and handle domestic pending (unfilled) limit orders.
if market.is_domestic: if market.is_domestic:
@@ -4255,7 +4327,12 @@ async def run(settings: Settings) -> None:
now_timestamp = asyncio.get_event_loop().time() now_timestamp = asyncio.get_event_loop().time()
last_scan = last_scan_time.get(market.code, 0.0) last_scan = last_scan_time.get(market.code, 0.0)
rescan_interval = settings.RESCAN_INTERVAL_SECONDS rescan_interval = settings.RESCAN_INTERVAL_SECONDS
if now_timestamp - last_scan >= rescan_interval: if _should_rescan_market(
last_scan=last_scan,
now_timestamp=now_timestamp,
rescan_interval=rescan_interval,
session_changed=session_changed,
):
try: try:
logger.info("Smart Scanner: Scanning %s market", market.name) logger.info("Smart Scanner: Scanning %s market", market.name)
@@ -4280,12 +4357,9 @@ async def run(settings: Settings) -> None:
) )
if candidates: if candidates:
# Use scanner results directly as trading candidates
active_stocks[market.code] = smart_scanner.get_stock_codes( active_stocks[market.code] = smart_scanner.get_stock_codes(
candidates candidates
) )
# Store candidates per market for selection context logging
scan_candidates[market.code] = {c.stock_code: c for c in candidates} scan_candidates[market.code] = {c.stock_code: c for c in candidates}
logger.info( logger.info(
@@ -4295,12 +4369,8 @@ async def run(settings: Settings) -> None:
[f"{c.stock_code}(RSI={c.rsi:.0f})" for c in candidates], [f"{c.stock_code}(RSI={c.rsi:.0f})" for c in candidates],
) )
# Get market-local date for playbook keying
market_today = datetime.now(market.timezone).date() market_today = datetime.now(market.timezone).date()
# Load or generate playbook (1 Gemini call per market per day)
if market.code not in playbooks: if market.code not in playbooks:
# Try DB first (survives process restart)
stored_pb = playbook_store.load(market_today, market.code) stored_pb = playbook_store.load(market_today, market.code)
if stored_pb is not None: if stored_pb is not None:
playbooks[market.code] = stored_pb playbooks[market.code] = stored_pb
@@ -4360,12 +4430,6 @@ async def run(settings: Settings) -> None:
except Exception as exc: except Exception as exc:
logger.error("Smart Scanner failed for %s: %s", market.name, exc) logger.error("Smart Scanner failed for %s: %s", market.name, exc)
# Get active stocks from scanner (dynamic, no static fallback).
# Also include currently-held positions so stop-loss /
# take-profit can fire even when a holding drops off the
# scanner. Broker balance is the source of truth here —
# unlike the local DB it reflects actual fills and any
# manual trades done outside the bot.
scanner_codes = active_stocks.get(market.code, []) scanner_codes = active_stocks.get(market.code, [])
try: try:
if market.is_domestic: if market.is_domestic:
@@ -4396,16 +4460,14 @@ async def run(settings: Settings) -> None:
if not stock_codes: if not stock_codes:
logger.debug("No active stocks for market %s", market.code) logger.debug("No active stocks for market %s", market.code)
continue return
logger.info("Processing market: %s (%d stocks)", market.name, len(stock_codes)) logger.info("Processing market: %s (%d stocks)", market.name, len(stock_codes))
# Process each stock from scanner results
for stock_code in stock_codes: for stock_code in stock_codes:
if shutdown.is_set(): if shutdown.is_set():
break break
# Get playbook for this market
market_playbook = playbooks.get( market_playbook = playbooks.get(
market.code, market.code,
PreMarketPlanner._empty_playbook( PreMarketPlanner._empty_playbook(
@@ -4413,7 +4475,6 @@ async def run(settings: Settings) -> None:
), ),
) )
# Retry logic for connection errors
for attempt in range(1, MAX_CONNECTION_RETRIES + 1): for attempt in range(1, MAX_CONNECTION_RETRIES + 1):
try: try:
await trading_cycle( await trading_cycle(
@@ -4433,7 +4494,7 @@ async def run(settings: Settings) -> None:
settings, settings,
buy_cooldown, buy_cooldown,
) )
break # Success — exit retry loop break
except CircuitBreakerTripped as exc: except CircuitBreakerTripped as exc:
logger.critical("Circuit breaker tripped — shutting down") logger.critical("Circuit breaker tripped — shutting down")
try: try:
@@ -4455,17 +4516,19 @@ async def run(settings: Settings) -> None:
MAX_CONNECTION_RETRIES, MAX_CONNECTION_RETRIES,
exc, exc,
) )
await asyncio.sleep(2**attempt) # Exponential backoff await asyncio.sleep(2**attempt)
else: else:
logger.error( logger.error(
"Connection error for %s (all retries exhausted): %s", "Connection error for %s (all retries exhausted): %s",
stock_code, stock_code,
exc, exc,
) )
break # Give up on this stock break
except Exception as exc: except Exception as exc:
logger.exception("Unexpected error for %s: %s", stock_code, exc) logger.exception("Unexpected error for %s: %s", stock_code, exc)
break # Don't retry on unexpected errors break
await _run_markets_in_parallel(open_markets, _process_realtime_market)
# Log priority queue metrics periodically # Log priority queue metrics periodically
metrics = await priority_queue.get_metrics() metrics = await priority_queue.get_metrics()

View File

@@ -207,7 +207,7 @@ def get_open_markets(
from src.core.order_policy import classify_session_id from src.core.order_policy import classify_session_id
session_id = classify_session_id(market, now) session_id = classify_session_id(market, now)
return session_id not in {"KR_OFF", "US_OFF"} return session_id not in {"KR_OFF", "US_OFF", "US_DAY"}
return is_market_open(market, now) return is_market_open(market, now)
open_markets = [ open_markets = [
@@ -254,10 +254,10 @@ def get_next_market_open(
from src.core.order_policy import classify_session_id from src.core.order_policy import classify_session_id
ts = start_utc.astimezone(ZoneInfo("UTC")).replace(second=0, microsecond=0) ts = start_utc.astimezone(ZoneInfo("UTC")).replace(second=0, microsecond=0)
prev_active = classify_session_id(market, ts) not in {"KR_OFF", "US_OFF"} prev_active = classify_session_id(market, ts) not in {"KR_OFF", "US_OFF", "US_DAY"}
for _ in range(7 * 24 * 60): for _ in range(7 * 24 * 60):
ts = ts + timedelta(minutes=1) ts = ts + timedelta(minutes=1)
active = classify_session_id(market, ts) not in {"KR_OFF", "US_OFF"} active = classify_session_id(market, ts) not in {"KR_OFF", "US_OFF", "US_DAY"}
if active and not prev_active: if active and not prev_active:
return ts return ts
prev_active = active prev_active = active

View File

@@ -85,8 +85,8 @@ def evaluate_exit(
reason = "atr_trailing_stop" reason = "atr_trailing_stop"
elif be_lock_threat: elif be_lock_threat:
reason = "be_lock_threat" reason = "be_lock_threat"
elif model_exit_signal: elif model_exit_signal and next_state == PositionState.BE_LOCK:
reason = "model_liquidity_exit" reason = "model_assist_be_lock"
elif take_profit_hit: elif take_profit_hit:
# Backward-compatible immediate profit-taking path. # Backward-compatible immediate profit-taking path.
reason = "arm_take_profit" reason = "arm_take_profit"

View File

@@ -40,7 +40,8 @@ def evaluate_exit_first(inp: StateTransitionInput) -> bool:
EXITED must be evaluated before any promotion. EXITED must be evaluated before any promotion.
""" """
return inp.hard_stop_hit or inp.trailing_stop_hit or inp.model_exit_signal or inp.be_lock_threat # model_exit_signal is assist-only and must not trigger EXIT directly.
return inp.hard_stop_hit or inp.trailing_stop_hit or inp.be_lock_threat
def promote_state(current: PositionState, inp: StateTransitionInput) -> PositionState: def promote_state(current: PositionState, inp: StateTransitionInput) -> PositionState:
@@ -61,5 +62,8 @@ def promote_state(current: PositionState, inp: StateTransitionInput) -> Position
target = PositionState.ARMED target = PositionState.ARMED
elif inp.unrealized_pnl_pct >= inp.be_arm_pct: elif inp.unrealized_pnl_pct >= inp.be_arm_pct:
target = PositionState.BE_LOCK target = PositionState.BE_LOCK
elif inp.model_exit_signal:
# Model signal assists risk posture by tightening to BE_LOCK.
target = PositionState.BE_LOCK
return target if _STATE_RANK[target] > _STATE_RANK[current] else current return target if _STATE_RANK[target] > _STATE_RANK[current] else current

View File

@@ -53,3 +53,52 @@ async def test_kill_switch_collects_step_errors() -> None:
report = await ks.trigger(reason="test", cancel_pending_orders=_boom) report = await ks.trigger(reason="test", cancel_pending_orders=_boom)
assert any(err.startswith("cancel_pending_orders:") for err in report.errors) assert any(err.startswith("cancel_pending_orders:") for err in report.errors)
@pytest.mark.asyncio
async def test_kill_switch_refresh_retries_then_succeeds() -> None:
ks = KillSwitchOrchestrator()
refresh_calls = {"count": 0}
def _flaky_refresh() -> None:
refresh_calls["count"] += 1
if refresh_calls["count"] < 3:
raise RuntimeError("temporary refresh failure")
report = await ks.trigger(
reason="test",
refresh_order_state=_flaky_refresh,
refresh_retry_attempts=3,
refresh_retry_base_delay_sec=0.0,
)
assert refresh_calls["count"] == 3
assert report.errors == []
@pytest.mark.asyncio
async def test_kill_switch_refresh_retry_exhausted_records_error_and_continues() -> None:
ks = KillSwitchOrchestrator()
calls: list[str] = []
def _refresh_fail() -> None:
raise RuntimeError("persistent refresh failure")
def _reduce() -> None:
calls.append("reduce")
def _snapshot() -> None:
calls.append("snapshot")
report = await ks.trigger(
reason="test",
refresh_order_state=_refresh_fail,
reduce_risk=_reduce,
snapshot_state=_snapshot,
refresh_retry_attempts=2,
refresh_retry_base_delay_sec=0.0,
)
assert any(
err.startswith("refresh_order_state: failed after 2 attempts")
for err in report.errors
)
assert calls == ["reduce", "snapshot"]

View File

@@ -1,5 +1,6 @@
"""Tests for main trading loop integration.""" """Tests for main trading loop integration."""
import asyncio
from datetime import UTC, date, datetime from datetime import UTC, date, datetime
from typing import Any from typing import Any
from unittest.mock import ANY, AsyncMock, MagicMock, patch from unittest.mock import ANY, AsyncMock, MagicMock, patch
@@ -34,6 +35,7 @@ from src.main import (
_extract_held_codes_from_balance, _extract_held_codes_from_balance,
_extract_held_qty_from_balance, _extract_held_qty_from_balance,
_handle_market_close, _handle_market_close,
_has_market_session_transition,
_inject_staged_exit_features, _inject_staged_exit_features,
_maybe_queue_order_intent, _maybe_queue_order_intent,
_resolve_market_setting, _resolve_market_setting,
@@ -41,8 +43,10 @@ from src.main import (
_retry_connection, _retry_connection,
_run_context_scheduler, _run_context_scheduler,
_run_evolution_loop, _run_evolution_loop,
_run_markets_in_parallel,
_should_block_overseas_buy_for_fx_buffer, _should_block_overseas_buy_for_fx_buffer,
_should_force_exit_for_overnight, _should_force_exit_for_overnight,
_should_rescan_market,
_split_trade_pnl_components, _split_trade_pnl_components,
_start_dashboard_server, _start_dashboard_server,
_stoploss_cooldown_minutes, _stoploss_cooldown_minutes,
@@ -140,6 +144,63 @@ class TestExtractAvgPriceFromBalance:
result = _extract_avg_price_from_balance(balance, "AAPL", is_domestic=False) result = _extract_avg_price_from_balance(balance, "AAPL", is_domestic=False)
assert result == 170.5 assert result == 170.5
class TestRealtimeSessionStateHelpers:
"""Tests for realtime loop session-transition/rescan helper logic."""
def test_has_market_session_transition_when_state_missing(self) -> None:
states: dict[str, str] = {}
assert _has_market_session_transition(states, "US_NASDAQ", "US_REG")
def test_has_market_session_transition_when_session_changes(self) -> None:
states = {"US_NASDAQ": "US_PRE"}
assert _has_market_session_transition(states, "US_NASDAQ", "US_REG")
def test_has_market_session_transition_false_when_same_session(self) -> None:
states = {"US_NASDAQ": "US_REG"}
assert not _has_market_session_transition(states, "US_NASDAQ", "US_REG")
def test_should_rescan_market_forces_on_session_transition(self) -> None:
assert _should_rescan_market(
last_scan=1000.0,
now_timestamp=1050.0,
rescan_interval=300.0,
session_changed=True,
)
def test_should_rescan_market_uses_interval_without_transition(self) -> None:
assert not _should_rescan_market(
last_scan=1000.0,
now_timestamp=1050.0,
rescan_interval=300.0,
session_changed=False,
)
class TestMarketParallelRunner:
"""Tests for market-level parallel processing helper."""
@pytest.mark.asyncio
async def test_run_markets_in_parallel_runs_all_markets(self) -> None:
processed: list[str] = []
async def _processor(market: str) -> None:
await asyncio.sleep(0.01)
processed.append(market)
await _run_markets_in_parallel(["KR", "US_NASDAQ", "US_NYSE"], _processor)
assert set(processed) == {"KR", "US_NASDAQ", "US_NYSE"}
@pytest.mark.asyncio
async def test_run_markets_in_parallel_propagates_errors(self) -> None:
async def _processor(market: str) -> None:
if market == "US_NASDAQ":
raise RuntimeError("boom")
await asyncio.sleep(0.01)
with pytest.raises(RuntimeError, match="boom"):
await _run_markets_in_parallel(["KR", "US_NASDAQ"], _processor)
def test_returns_zero_when_field_absent(self) -> None: def test_returns_zero_when_field_absent(self) -> None:
"""Returns 0.0 when pchs_avg_pric key is missing entirely.""" """Returns 0.0 when pchs_avg_pric key is missing entirely."""
balance = {"output1": [{"pdno": "005930", "ord_psbl_qty": "5"}]} balance = {"output1": [{"pdno": "005930", "ord_psbl_qty": "5"}]}
@@ -913,6 +974,46 @@ class TestTradingCycleTelegramIntegration:
# Verify notification was attempted # Verify notification was attempted
mock_telegram.notify_trade_execution.assert_called_once() mock_telegram.notify_trade_execution.assert_called_once()
@pytest.mark.asyncio
async def test_kr_rejected_order_does_not_notify_or_log_trade(
self,
mock_broker: MagicMock,
mock_overseas_broker: MagicMock,
mock_scenario_engine: MagicMock,
mock_playbook: DayPlaybook,
mock_risk: MagicMock,
mock_db: MagicMock,
mock_decision_logger: MagicMock,
mock_context_store: MagicMock,
mock_criticality_assessor: MagicMock,
mock_telegram: MagicMock,
mock_market: MagicMock,
) -> None:
"""KR orders rejected by KIS should not trigger success side effects."""
mock_broker.send_order = AsyncMock(
return_value={"rt_cd": "1", "msg1": "장운영시간이 아닙니다."}
)
with patch("src.main.log_trade") as mock_log_trade:
await trading_cycle(
broker=mock_broker,
overseas_broker=mock_overseas_broker,
scenario_engine=mock_scenario_engine,
playbook=mock_playbook,
risk=mock_risk,
db_conn=mock_db,
decision_logger=mock_decision_logger,
context_store=mock_context_store,
criticality_assessor=mock_criticality_assessor,
telegram=mock_telegram,
market=mock_market,
stock_code="005930",
scan_candidates={},
)
mock_telegram.notify_trade_execution.assert_not_called()
mock_log_trade.assert_not_called()
@pytest.mark.asyncio @pytest.mark.asyncio
async def test_fat_finger_notification_sent( async def test_fat_finger_notification_sent(
self, self,
@@ -7154,3 +7255,27 @@ async def test_trigger_emergency_kill_switch_records_cancel_failure() -> None:
) )
assert any(err.startswith("cancel_pending_orders:") for err in report.errors) assert any(err.startswith("cancel_pending_orders:") for err in report.errors)
@pytest.mark.asyncio
async def test_refresh_order_state_failure_summary_includes_more_count() -> None:
broker = MagicMock()
broker.get_balance = AsyncMock(side_effect=RuntimeError("domestic down"))
overseas_broker = MagicMock()
overseas_broker.get_overseas_balance = AsyncMock(side_effect=RuntimeError("overseas down"))
markets = []
for code, exchange in [("KR", "KRX"), ("US_PRE", "NASD"), ("US_DAY", "NYSE"), ("JP", "TKSE")]:
market = MagicMock()
market.code = code
market.exchange_code = exchange
market.is_domestic = code == "KR"
markets.append(market)
with pytest.raises(RuntimeError, match=r"\(\+1 more\)$") as exc_info:
await main_module._refresh_order_state_for_kill_switch(
broker=broker,
overseas_broker=overseas_broker,
markets=markets,
)
assert "KR/KRX" in str(exc_info.value)

View File

@@ -165,6 +165,17 @@ class TestGetOpenMarkets:
) )
assert {m.code for m in extended} == {"US_NASDAQ", "US_NYSE", "US_AMEX"} assert {m.code for m in extended} == {"US_NASDAQ", "US_NYSE", "US_AMEX"}
def test_get_open_markets_excludes_us_day_when_extended_enabled(self) -> None:
"""US_DAY should be treated as non-tradable even in extended-session lookup."""
# Monday 2026-02-02 10:30 KST = 01:30 UTC (US_DAY by session classification)
test_time = datetime(2026, 2, 2, 1, 30, tzinfo=ZoneInfo("UTC"))
extended = get_open_markets(
enabled_markets=["US_NASDAQ", "US_NYSE", "US_AMEX"],
now=test_time,
include_extended_sessions=True,
)
assert extended == []
class TestGetNextMarketOpen: class TestGetNextMarketOpen:
"""Test get_next_market_open function.""" """Test get_next_market_open function."""
@@ -214,8 +225,8 @@ class TestGetNextMarketOpen:
def test_get_next_market_open_prefers_extended_session(self) -> None: def test_get_next_market_open_prefers_extended_session(self) -> None:
"""Extended lookup should return premarket open time before regular open.""" """Extended lookup should return premarket open time before regular open."""
# Monday 2026-02-02 07:00 EST = 12:00 UTC # Monday 2026-02-02 07:00 EST = 12:00 UTC
# By v3 KST session rules, US is OFF only in KST 07:00-10:00 (UTC 22:00-01:00). # US_DAY is treated as non-tradable in extended lookup, so after entering
# At 12:00 UTC market is active, so next OFF->ON transition is 01:00 UTC next day. # US_DAY the next tradable OFF->ON transition is US_PRE at 09:00 UTC next day.
test_time = datetime(2026, 2, 2, 12, 0, tzinfo=ZoneInfo("UTC")) test_time = datetime(2026, 2, 2, 12, 0, tzinfo=ZoneInfo("UTC"))
market, next_open = get_next_market_open( market, next_open = get_next_market_open(
enabled_markets=["US_NASDAQ"], enabled_markets=["US_NASDAQ"],
@@ -223,7 +234,7 @@ class TestGetNextMarketOpen:
include_extended_sessions=True, include_extended_sessions=True,
) )
assert market.code == "US_NASDAQ" assert market.code == "US_NASDAQ"
assert next_open == datetime(2026, 2, 3, 1, 0, tzinfo=ZoneInfo("UTC")) assert next_open == datetime(2026, 2, 3, 9, 0, tzinfo=ZoneInfo("UTC"))
class TestExpandMarketCodes: class TestExpandMarketCodes:

View File

@@ -0,0 +1,160 @@
from __future__ import annotations
import os
import signal
import socket
import subprocess
from pathlib import Path
import pytest
REPO_ROOT = Path(__file__).resolve().parent.parent
RUN_OVERNIGHT = REPO_ROOT / "scripts" / "run_overnight.sh"
RUNTIME_MONITOR = REPO_ROOT / "scripts" / "runtime_verify_monitor.sh"
def _latest_runtime_log(log_dir: Path) -> str:
logs = sorted(log_dir.glob("runtime_verify_*.log"))
assert logs, "runtime monitor did not produce log output"
return logs[-1].read_text(encoding="utf-8")
def test_runtime_verify_monitor_detects_live_process_without_pid_files(tmp_path: Path) -> None:
log_dir = tmp_path / "overnight"
log_dir.mkdir(parents=True, exist_ok=True)
fake_live = subprocess.Popen(
["bash", "-lc", 'exec -a "src.main --mode=live" sleep 10'],
cwd=REPO_ROOT,
)
try:
env = os.environ.copy()
env.update(
{
"ROOT_DIR": str(REPO_ROOT),
"LOG_DIR": str(log_dir),
"INTERVAL_SEC": "1",
"MAX_HOURS": "1",
"MAX_LOOPS": "1",
"POLICY_TZ": "UTC",
}
)
completed = subprocess.run(
["bash", str(RUNTIME_MONITOR)],
cwd=REPO_ROOT,
env=env,
capture_output=True,
text=True,
check=False,
)
assert completed.returncode == 0, completed.stderr
log_text = _latest_runtime_log(log_dir)
assert "app_alive=1" in log_text
assert "[COVERAGE] LIVE_MODE=PASS source=process_liveness" in log_text
assert "[ANOMALY]" not in log_text
finally:
fake_live.terminate()
fake_live.wait(timeout=5)
def test_run_overnight_fails_fast_when_dashboard_port_in_use(tmp_path: Path) -> None:
log_dir = tmp_path / "overnight"
log_dir.mkdir(parents=True, exist_ok=True)
sock = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
sock.bind(("127.0.0.1", 0))
sock.listen(1)
port = sock.getsockname()[1]
try:
env = os.environ.copy()
env.update(
{
"LOG_DIR": str(log_dir),
"TMUX_AUTO": "false",
"DASHBOARD_PORT": str(port),
}
)
completed = subprocess.run(
["bash", str(RUN_OVERNIGHT)],
cwd=REPO_ROOT,
env=env,
capture_output=True,
text=True,
check=False,
)
assert completed.returncode != 0
output = f"{completed.stdout}\n{completed.stderr}"
assert "already in use" in output
finally:
sock.close()
def test_run_overnight_writes_live_pid_and_watchdog_pid(tmp_path: Path) -> None:
log_dir = tmp_path / "overnight"
log_dir.mkdir(parents=True, exist_ok=True)
env = os.environ.copy()
env.update(
{
"LOG_DIR": str(log_dir),
"TMUX_AUTO": "false",
"STARTUP_GRACE_SEC": "1",
"CHECK_INTERVAL": "2",
"APP_CMD_BIN": "sleep",
"APP_CMD_ARGS": "10",
}
)
completed = subprocess.run(
["bash", str(RUN_OVERNIGHT)],
cwd=REPO_ROOT,
env=env,
capture_output=True,
text=True,
check=False,
)
assert completed.returncode == 0, f"{completed.stdout}\n{completed.stderr}"
app_pid = int((log_dir / "app.pid").read_text(encoding="utf-8").strip())
watchdog_pid = int((log_dir / "watchdog.pid").read_text(encoding="utf-8").strip())
os.kill(app_pid, 0)
os.kill(watchdog_pid, 0)
for pid in (watchdog_pid, app_pid):
try:
os.kill(pid, signal.SIGTERM)
except ProcessLookupError:
pass
def test_run_overnight_fails_when_process_exits_before_grace_period(tmp_path: Path) -> None:
log_dir = tmp_path / "overnight"
log_dir.mkdir(parents=True, exist_ok=True)
env = os.environ.copy()
env.update(
{
"LOG_DIR": str(log_dir),
"TMUX_AUTO": "false",
"STARTUP_GRACE_SEC": "1",
"APP_CMD_BIN": "false",
}
)
completed = subprocess.run(
["bash", str(RUN_OVERNIGHT)],
cwd=REPO_ROOT,
env=env,
capture_output=True,
text=True,
check=False,
)
assert completed.returncode != 0
output = f"{completed.stdout}\n{completed.stderr}"
assert "startup failed:" in output
watchdog_pid_file = log_dir / "watchdog.pid"
if watchdog_pid_file.exists():
watchdog_pid = int(watchdog_pid_file.read_text(encoding="utf-8").strip())
with pytest.raises(ProcessLookupError):
os.kill(watchdog_pid, 0)

View File

@@ -22,17 +22,18 @@ def test_take_profit_exit_for_backward_compatibility() -> None:
assert out.reason == "arm_take_profit" assert out.reason == "arm_take_profit"
def test_model_assist_exit_signal() -> None: def test_model_assist_signal_promotes_be_lock_without_direct_exit() -> None:
out = evaluate_exit( out = evaluate_exit(
current_state=PositionState.ARMED, current_state=PositionState.HOLDING,
config=ExitRuleConfig(model_prob_threshold=0.62, arm_pct=10.0), config=ExitRuleConfig(model_prob_threshold=0.62, be_arm_pct=1.2, arm_pct=10.0),
inp=ExitRuleInput( inp=ExitRuleInput(
current_price=101.0, current_price=100.5,
entry_price=100.0, entry_price=100.0,
peak_price=105.0, peak_price=105.0,
pred_down_prob=0.8, pred_down_prob=0.8,
liquidity_weak=True, liquidity_weak=True,
), ),
) )
assert out.should_exit is True assert out.should_exit is False
assert out.reason == "model_liquidity_exit" assert out.state == PositionState.BE_LOCK
assert out.reason == "model_assist_be_lock"

View File

@@ -28,3 +28,29 @@ def test_exited_has_priority_over_promotion() -> None:
), ),
) )
assert state == PositionState.EXITED assert state == PositionState.EXITED
def test_model_signal_promotes_be_lock_as_assist() -> None:
state = promote_state(
PositionState.HOLDING,
StateTransitionInput(
unrealized_pnl_pct=0.5,
be_arm_pct=1.2,
arm_pct=2.8,
model_exit_signal=True,
),
)
assert state == PositionState.BE_LOCK
def test_model_signal_does_not_force_exit_directly() -> None:
state = promote_state(
PositionState.ARMED,
StateTransitionInput(
unrealized_pnl_pct=1.0,
be_arm_pct=1.2,
arm_pct=2.8,
model_exit_signal=True,
),
)
assert state == PositionState.ARMED

View File

@@ -121,3 +121,44 @@ def test_validate_testing_doc_has_dynamic_count_guidance(monkeypatch) -> None:
monkeypatch.setattr(module, "_read", fake_read) monkeypatch.setattr(module, "_read", fake_read)
module.validate_testing_doc_has_dynamic_count_guidance(errors) module.validate_testing_doc_has_dynamic_count_guidance(errors)
assert errors == [] assert errors == []
def test_validate_pr_body_postcheck_guidance_passes(monkeypatch) -> None:
module = _load_module()
errors: list[str] = []
fake_docs = {
str(module.REQUIRED_FILES["commands"]): (
"PR Body Post-Check (Mandatory)\n"
"python3 scripts/validate_pr_body.py --pr <PR_NUMBER>\n"
),
str(module.REQUIRED_FILES["workflow"]): (
"PR 생성 직후 본문 무결성 검증(필수)\n"
"python3 scripts/validate_pr_body.py --pr <PR_NUMBER>\n"
),
}
def fake_read(path: Path) -> str:
return fake_docs[str(path)]
monkeypatch.setattr(module, "_read", fake_read)
module.validate_pr_body_postcheck_guidance(errors)
assert errors == []
def test_validate_pr_body_postcheck_guidance_reports_missing_tokens(
monkeypatch,
) -> None:
module = _load_module()
errors: list[str] = []
fake_docs = {
str(module.REQUIRED_FILES["commands"]): "PR Body Post-Check (Mandatory)\n",
str(module.REQUIRED_FILES["workflow"]): "PR Body Post-Check\n",
}
def fake_read(path: Path) -> str:
return fake_docs[str(path)]
monkeypatch.setattr(module, "_read", fake_read)
module.validate_pr_body_postcheck_guidance(errors)
assert any("commands.md" in err for err in errors)
assert any("workflow.md" in err for err in errors)

View File

@@ -79,3 +79,42 @@ def test_validate_links_avoids_duplicate_error_for_invalid_plan_link(tmp_path) -
assert len(errors) == 1 assert len(errors) == 1
assert "invalid plan link path" in errors[0] assert "invalid plan link path" in errors[0]
def test_validate_issue_status_consistency_reports_conflicts() -> None:
module = _load_module()
errors: list[str] = []
path = Path("docs/ouroboros/80_implementation_audit.md").resolve()
text = "\n".join(
[
"| REQ-V3-004 | 상태 | 부분 | `#328` 잔여 |",
"| 항목 | 상태 | ✅ 완료 | `#328` 머지 |",
]
)
module.validate_issue_status_consistency(path, text, errors)
assert len(errors) == 1
assert "conflicting status for issue #328" in errors[0]
def test_validate_issue_status_consistency_allows_done_only() -> None:
module = _load_module()
errors: list[str] = []
path = Path("docs/ouroboros/80_implementation_audit.md").resolve()
text = "| 항목 | 상태 | ✅ 완료 | `#371` 머지 |"
module.validate_issue_status_consistency(path, text, errors)
assert errors == []
def test_validate_issue_status_consistency_allows_pending_only() -> None:
module = _load_module()
errors: list[str] = []
path = Path("docs/ouroboros/80_implementation_audit.md").resolve()
text = "| 항목 | 상태 | 부분 | `#390` 추적 이슈 |"
module.validate_issue_status_consistency(path, text, errors)
assert errors == []

View File

@@ -0,0 +1,126 @@
from __future__ import annotations
import importlib.util
import json
from pathlib import Path
from types import SimpleNamespace
import pytest
def _load_module():
script_path = Path(__file__).resolve().parents[1] / "scripts" / "validate_pr_body.py"
spec = importlib.util.spec_from_file_location("validate_pr_body", 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_validate_pr_body_text_detects_escaped_newline() -> None:
module = _load_module()
errors = module.validate_pr_body_text("## Summary\\n- item")
assert any("escaped newline" in err for err in errors)
def test_validate_pr_body_text_detects_escaped_newline_in_multiline_body() -> None:
module = _load_module()
text = "## Summary\n- first line\n- broken line with \\n literal"
errors = module.validate_pr_body_text(text)
assert any("escaped newline" in err for err in errors)
def test_validate_pr_body_text_allows_escaped_newline_in_code_blocks() -> None:
module = _load_module()
text = "\n".join(
[
"## Summary",
"- example uses `\\n` for explanation",
"```bash",
"printf 'line1\\nline2\\n'",
"```",
]
)
assert module.validate_pr_body_text(text) == []
def test_validate_pr_body_text_detects_unbalanced_code_fence() -> None:
module = _load_module()
errors = module.validate_pr_body_text("## Summary\n- item\n```bash\necho hi\n")
assert any("unbalanced fenced code blocks" in err for err in errors)
def test_validate_pr_body_text_detects_missing_structure() -> None:
module = _load_module()
errors = module.validate_pr_body_text("plain text only")
assert any("missing markdown section headers" in err for err in errors)
assert any("missing markdown list items" in err for err in errors)
def test_validate_pr_body_text_passes_with_valid_markdown() -> None:
module = _load_module()
text = "\n".join(
[
"## Summary",
"- item",
"",
"## Validation",
"```bash",
"pytest -q",
"```",
]
)
assert module.validate_pr_body_text(text) == []
def test_fetch_pr_body_reads_body_from_tea_api(monkeypatch) -> None:
module = _load_module()
def fake_run(cmd, check, capture_output, text): # noqa: ANN001
assert cmd[0] == "/tmp/tea-bin"
assert check is True
assert capture_output is True
assert text is True
return SimpleNamespace(stdout=json.dumps({"body": "## Summary\n- item"}))
monkeypatch.setattr(module, "resolve_tea_binary", lambda: "/tmp/tea-bin")
monkeypatch.setattr(module.subprocess, "run", fake_run)
assert module.fetch_pr_body(391) == "## Summary\n- item"
def test_fetch_pr_body_rejects_non_string_body(monkeypatch) -> None:
module = _load_module()
def fake_run(cmd, check, capture_output, text): # noqa: ANN001
return SimpleNamespace(stdout=json.dumps({"body": 123}))
monkeypatch.setattr(module, "resolve_tea_binary", lambda: "/tmp/tea-bin")
monkeypatch.setattr(module.subprocess, "run", fake_run)
with pytest.raises(RuntimeError):
module.fetch_pr_body(391)
def test_resolve_tea_binary_falls_back_to_home_bin(monkeypatch, tmp_path) -> None:
module = _load_module()
tea_home = tmp_path / "bin" / "tea"
tea_home.parent.mkdir(parents=True)
tea_home.write_text("#!/usr/bin/env bash\n", encoding="utf-8")
tea_home.chmod(0o755)
monkeypatch.setattr(module.shutil, "which", lambda _: None)
monkeypatch.setattr(module.Path, "home", lambda: tmp_path)
assert module.resolve_tea_binary() == str(tea_home)
def test_resolve_tea_binary_rejects_non_executable_home_bin(monkeypatch, tmp_path) -> None:
module = _load_module()
tea_home = tmp_path / "bin" / "tea"
tea_home.parent.mkdir(parents=True)
tea_home.write_text("not executable\n", encoding="utf-8")
tea_home.chmod(0o644)
monkeypatch.setattr(module.shutil, "which", lambda _: None)
monkeypatch.setattr(module.Path, "home", lambda: tmp_path)
with pytest.raises(RuntimeError):
module.resolve_tea_binary()

View File

@@ -105,3 +105,35 @@
- next_ticket: #368 - next_ticket: #368
- process_gate_checked: process_ticket=#306,#308 merged_to_feature_branch=yes - process_gate_checked: process_ticket=#306,#308 merged_to_feature_branch=yes
- risks_or_notes: TASK-V2-012 구현 갭 보완을 위해 cost guard + execution-adjusted fold metric + 회귀 테스트를 함께 반영한다. - risks_or_notes: TASK-V2-012 구현 갭 보완을 위해 cost guard + execution-adjusted fold metric + 회귀 테스트를 함께 반영한다.
### 2026-03-02 | session=codex-v3-stream-next-ticket-369
- branch: feature/v3-session-policy-stream
- docs_checked: docs/workflow.md, docs/commands.md, docs/agent-constraints.md
- open_issues_reviewed: #369, #370, #371, #374, #375, #376, #377, #381
- next_ticket: #369
- process_gate_checked: process_ticket=#306,#308 merged_to_feature_branch=yes
- risks_or_notes: 구현 티켓은 코드/테스트/문서(요구사항 원장/구현감사/PR traceability) 동시 반영을 기본 원칙으로 진행한다.
### 2026-03-02 | session=codex-issue369-start
- branch: feature/issue-369-model-exit-signal-spec-sync
- docs_checked: docs/workflow.md, docs/commands.md, docs/agent-constraints.md
- open_issues_reviewed: #369
- next_ticket: #369
- process_gate_checked: process_ticket=#306,#308 merged_to_feature_branch=yes
- risks_or_notes: v2 사양 기준으로 model_exit_signal을 직접 청산 트리거가 아닌 보조 트리거로 정합화하고 테스트/문서를 동기화한다.
### 2026-03-02 | session=codex-v3-stream-next-ticket-377
- branch: feature/v3-session-policy-stream
- docs_checked: docs/workflow.md, docs/commands.md, docs/agent-constraints.md
- open_issues_reviewed: #377, #370, #371, #375, #376, #381
- next_ticket: #377
- process_gate_checked: process_ticket=#306,#308 merged_to_feature_branch=yes
- risks_or_notes: kill switch refresh 재시도 정책(횟수/간격/중단조건)을 코드/테스트/요구사항 원장/감사 문서에 동시 반영한다.
### 2026-03-02 | session=codex-issue377-start
- branch: feature/issue-377-kill-switch-refresh-retry
- docs_checked: docs/workflow.md, docs/commands.md, docs/agent-constraints.md
- open_issues_reviewed: #377
- next_ticket: #377
- process_gate_checked: process_ticket=#306,#308 merged_to_feature_branch=yes
- risks_or_notes: refresh 단계를 최대 3회(초기+재시도2), 실패 시 지수 백오프로 재시도하고 성공 시 즉시 중단, 소진 시 오류를 기록한 뒤 다음 단계를 계속 수행한다.