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3 Commits

Author SHA1 Message Date
agentson
6ff887c047 fix: 해외 매수가능금액 ord_psbl_frcr_amt → ovrs_ord_psbl_amt 교체 (#269)
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외화 예수금만 반영하는 ord_psbl_frcr_amt 대신
미결제 매도 대금(sll_ruse_psbl_amt)을 포함하는
ovrs_ord_psbl_amt (앱 '외화' 기준 통합 주문가능금액)를 사용하도록 수정.

실제 API 응답 확인:
  ord_psbl_frcr_amt  = $139.25  (외화 예수금만)
  sll_ruse_psbl_amt  = $7292.70 (미결제 매도 대금)
  ovrs_ord_psbl_amt  = $7391.30 (합산, 원화 미포함)

원화 환산(frcr_ord_psbl_amt1)은 요구사항에 따라 사용하지 않음.
출처: KIS 공식문서(20260221) '해외주식 매수가능금액조회' 시트.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-26 02:01:13 +09:00
agentson
9d7ca12275 fix: 홀딩 종목 volume_ratio를 price API high/low 실데이터로 계산 (#267)
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candidate 없는 해외 홀딩 종목(NVDA 등)에 대해 이미 호출된
get_overseas_price 응답의 high/low를 활용하여 scanner와 동일한 방식으로
volume_ratio 계산:

  intraday_range_pct = (high - low) / price * 100
  volume_ratio = max(1.0, volatility_pct / 2.0)

high/low 미제공 시(국내 종목, API 미응답) 기존 기본값 1.0 유지.
implied_rsi는 이미 실API price_change_pct(rate 필드) 기반.

tests/test_main.py: 해외 홀딩 종목 volume_ratio 계산 검증 테스트 추가

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-26 01:45:22 +09:00
agentson
ccb00ee77d fix: 로그 WARNING 2종 수정 - scanner 오해 메시지 및 홀딩 종목 rsi 누락 (#267)
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1. WARNING → DEBUG: fallback_stocks 없어도 overseas ranking API로 scanner
   정상 동작하므로 오해를 주는 WARNING 레벨을 DEBUG로 낮춤 (2곳)

2. 홀딩 종목 market_data 보강: scanner를 통하지 않은 종목(NVDA 등)에
   price_change_pct 기반 implied_rsi와 volume_ratio=1.0 기본값 설정,
   scenario_engine 조건 평가 완전화

3. test_main.py: 새로운 동작에 맞게 관련 테스트 2개 업데이트

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-26 01:39:45 +09:00
2 changed files with 111 additions and 29 deletions

View File

@@ -477,6 +477,7 @@ async def trading_cycle(
cycle_start_time = asyncio.get_event_loop().time()
# 1. Fetch market data
price_output: dict[str, Any] = {} # Populated for overseas markets; used for fallback metrics
if market.is_domestic:
current_price, price_change_pct, foreigner_net = await broker.get_current_price(
stock_code
@@ -511,7 +512,8 @@ async def trading_cycle(
purchase_total = safe_float(balance_info.get("frcr_buy_amt_smtl", "0") or "0")
# Resolve current price first (needed for buying power API)
current_price = safe_float(price_data.get("output", {}).get("last", "0"))
price_output = price_data.get("output", {})
current_price = safe_float(price_output.get("last", "0"))
if current_price <= 0:
market_candidates_lookup = scan_candidates.get(market.code, {})
cand_lookup = market_candidates_lookup.get(stock_code)
@@ -523,7 +525,7 @@ async def trading_cycle(
)
current_price = cand_lookup.price
foreigner_net = 0.0 # Not available for overseas
price_change_pct = safe_float(price_data.get("output", {}).get("rate", "0"))
price_change_pct = safe_float(price_output.get("rate", "0"))
# Fetch available foreign currency cash via inquire-psamount (TTTS3007R/VTTS3007R).
# TTTS3012R output2 does not include a cash/deposit field — frcr_dncl_amt_2 does not exist.
@@ -535,7 +537,7 @@ async def trading_cycle(
market.exchange_code, stock_code, current_price
)
total_cash = safe_float(
ps_data.get("output", {}).get("ord_psbl_frcr_amt", "0") or "0"
ps_data.get("output", {}).get("ovrs_ord_psbl_amt", "0") or "0"
)
except ConnectionError as exc:
logger.warning(
@@ -581,6 +583,28 @@ async def trading_cycle(
if candidate:
market_data["rsi"] = candidate.rsi
market_data["volume_ratio"] = candidate.volume_ratio
else:
# Holding stocks not in scanner: derive metrics from price API data already fetched.
# For overseas stocks, price_output contains high/low/rate from get_overseas_price.
# For domestic stocks, only price_change_pct is available from get_current_price.
market_data["rsi"] = max(0.0, min(100.0, 50.0 + price_change_pct * 2.0))
if price_output and current_price > 0:
pr_high = safe_float(
price_output.get("high") or price_output.get("ovrs_hgpr")
or price_output.get("stck_hgpr")
)
pr_low = safe_float(
price_output.get("low") or price_output.get("ovrs_lwpr")
or price_output.get("stck_lwpr")
)
if pr_high > 0 and pr_low > 0 and pr_high >= pr_low:
intraday_range_pct = (pr_high - pr_low) / current_price * 100.0
volatility_pct = max(abs(price_change_pct), intraday_range_pct)
market_data["volume_ratio"] = max(1.0, volatility_pct / 2.0)
else:
market_data["volume_ratio"] = 1.0
else:
market_data["volume_ratio"] = 1.0
# Enrich market_data with holding info for SELL/HOLD scenario conditions
open_pos = get_open_position(db_conn, stock_code, market.code)
@@ -1499,8 +1523,9 @@ async def run_daily_session(
active_stocks={},
)
if not fallback_stocks:
logger.warning(
"No dynamic overseas symbol universe for %s; scanner cannot run",
logger.debug(
"No dynamic overseas symbol universe for %s;"
" scanner will use overseas ranking API",
market.code,
)
try:
@@ -1685,7 +1710,7 @@ async def run_daily_session(
ref_stock["current_price"],
)
total_cash = safe_float(
ps_data.get("output", {}).get("ord_psbl_frcr_amt", "0") or "0"
ps_data.get("output", {}).get("ovrs_ord_psbl_amt", "0") or "0"
)
except ConnectionError as exc:
logger.warning(
@@ -2812,9 +2837,9 @@ async def run(settings: Settings) -> None:
active_stocks=active_stocks,
)
if not fallback_stocks:
logger.warning(
logger.debug(
"No dynamic overseas symbol universe for %s;"
" scanner cannot run",
" scanner will use overseas ranking API",
market.code,
)

View File

@@ -909,7 +909,7 @@ class TestOverseasBalanceParsing:
}
)
broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "5000.00"}}
return_value={"output": {"ovrs_ord_psbl_amt": "5000.00"}}
)
return broker
@@ -929,7 +929,7 @@ class TestOverseasBalanceParsing:
}
)
broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "5000.00"}}
return_value={"output": {"ovrs_ord_psbl_amt": "5000.00"}}
)
return broker
@@ -942,7 +942,7 @@ class TestOverseasBalanceParsing:
)
broker.get_overseas_balance = AsyncMock(return_value={"output2": []})
broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "0.00"}}
return_value={"output": {"ovrs_ord_psbl_amt": "0.00"}}
)
return broker
@@ -965,7 +965,7 @@ class TestOverseasBalanceParsing:
)
# get_overseas_buying_power not called when price=0, but mock for safety
broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "5000.00"}}
return_value={"output": {"ovrs_ord_psbl_amt": "5000.00"}}
)
return broker
@@ -1202,7 +1202,7 @@ class TestOverseasBalanceParsing:
}
)
broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "50000.00"}}
return_value={"output": {"ovrs_ord_psbl_amt": "50000.00"}}
)
broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"})
return broker
@@ -1309,7 +1309,7 @@ class TestOverseasBalanceParsing:
}
)
overseas_broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "50000.00"}}
return_value={"output": {"ovrs_ord_psbl_amt": "50000.00"}}
)
overseas_broker.send_overseas_order = AsyncMock(
return_value={"rt_cd": "0", "msg1": "OK"}
@@ -1373,7 +1373,7 @@ class TestOverseasBalanceParsing:
}
)
overseas_broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "10000"}}
return_value={"output": {"ovrs_ord_psbl_amt": "10000"}}
)
overseas_broker.get_overseas_price = AsyncMock(
return_value={"output": {"last": "50.1234", "rate": "0"}}
@@ -1434,7 +1434,7 @@ class TestOverseasBalanceParsing:
}
)
overseas_broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "10000"}}
return_value={"output": {"ovrs_ord_psbl_amt": "10000"}}
)
overseas_broker.get_overseas_price = AsyncMock(
return_value={"output": {"last": "0.5678", "rate": "0"}}
@@ -1668,10 +1668,10 @@ class TestScenarioEngineIntegration:
scan_candidates={"US": {"005930": us_candidate}}, # Wrong market
)
# Should NOT have rsi/volume_ratio because candidate is under US, not KR
# Should NOT use US candidate's rsi (=15.0); fallback implied_rsi used instead
market_data = engine.evaluate.call_args[0][2]
assert "rsi" not in market_data
assert "volume_ratio" not in market_data
assert market_data["rsi"] != 15.0 # US candidate's rsi must be ignored
assert market_data["volume_ratio"] == 1.0 # Fallback default
@pytest.mark.asyncio
async def test_scenario_engine_called_without_scanner_data(
@@ -1702,13 +1702,70 @@ class TestScenarioEngineIntegration:
scan_candidates={}, # No scanner data
)
# Should still work, just without rsi/volume_ratio
# Holding stocks without scanner data use implied_rsi (from price_change_pct)
# and volume_ratio=1.0 as fallback, so rsi/volume_ratio are always present.
engine.evaluate.assert_called_once()
market_data = engine.evaluate.call_args[0][2]
assert "rsi" not in market_data
assert "volume_ratio" not in market_data
assert "rsi" in market_data # Implied RSI from price_change_pct=2.5 → 55.0
assert market_data["rsi"] == pytest.approx(55.0)
assert market_data["volume_ratio"] == 1.0
assert market_data["current_price"] == 50000.0
@pytest.mark.asyncio
async def test_holding_overseas_stock_derives_volume_ratio_from_price_api(
self, mock_broker: MagicMock, mock_telegram: MagicMock,
) -> None:
"""Test overseas holding stocks derive volume_ratio from get_overseas_price high/low."""
engine = MagicMock(spec=ScenarioEngine)
engine.evaluate = MagicMock(return_value=_make_hold_match())
os_market = MagicMock()
os_market.name = "NASDAQ"
os_market.code = "US_NASDAQ"
os_market.exchange_code = "NAS"
os_market.is_domestic = False
os_market.timezone = UTC
os_broker = MagicMock()
# price_change_pct=5.0, high=106, low=94 → intraday_range=12% → volume_ratio=max(1,6)=6
os_broker.get_overseas_price = AsyncMock(return_value={
"output": {"last": "100.0", "rate": "5.0", "high": "106.0", "low": "94.0"}
})
os_broker.get_overseas_balance = AsyncMock(return_value={
"output2": [{"frcr_evlu_tota": "10000", "frcr_buy_amt_smtl": "9000"}]
})
os_broker.get_overseas_buying_power = AsyncMock(return_value={
"output": {"ovrs_ord_psbl_amt": "500"}
})
with patch("src.main.log_trade"):
await trading_cycle(
broker=mock_broker,
overseas_broker=os_broker,
scenario_engine=engine,
playbook=_make_playbook(),
risk=MagicMock(),
db_conn=MagicMock(),
decision_logger=MagicMock(),
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
criticality_assessor=MagicMock(
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
get_timeout=MagicMock(return_value=5.0),
),
telegram=mock_telegram,
market=os_market,
stock_code="NVDA",
scan_candidates={}, # Not in scanner — holding stock
)
market_data = engine.evaluate.call_args[0][2]
# rsi: 50.0 + 5.0 * 2.0 = 60.0
assert market_data["rsi"] == pytest.approx(60.0)
# intraday_range = (106-94)/100 * 100 = 12.0%
# volatility_pct = max(abs(5.0), 12.0) = 12.0
# volume_ratio = max(1.0, 12.0 / 2.0) = 6.0
assert market_data["volume_ratio"] == pytest.approx(6.0)
@pytest.mark.asyncio
async def test_scenario_matched_notification_sent(
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
@@ -2804,7 +2861,7 @@ class TestBuyCooldown:
"output2": [{"frcr_evlu_tota": "50000", "frcr_buy_amt_smtl": "0"}],
})
broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "50000"}}
return_value={"output": {"ovrs_ord_psbl_amt": "50000"}}
)
broker.send_overseas_order = AsyncMock(
return_value={"rt_cd": "1", "msg1": "모의투자 주문가능금액이 부족합니다."}
@@ -2921,7 +2978,7 @@ class TestBuyCooldown:
"output2": [{"frcr_evlu_tota": "50000", "frcr_buy_amt_smtl": "0"}],
})
overseas_broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "50000"}}
return_value={"output": {"ovrs_ord_psbl_amt": "50000"}}
)
overseas_broker.send_overseas_order = AsyncMock(
return_value={"rt_cd": "1", "msg1": "기타 오류 메시지"}
@@ -3321,7 +3378,7 @@ async def test_buy_suppressed_when_open_position_exists() -> None:
}
)
overseas_broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "10000"}}
return_value={"output": {"ovrs_ord_psbl_amt": "10000"}}
)
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "OK"})
@@ -3388,7 +3445,7 @@ async def test_buy_proceeds_when_no_open_position() -> None:
}
)
overseas_broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "50000"}}
return_value={"output": {"ovrs_ord_psbl_amt": "50000"}}
)
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "OK"})
@@ -3497,7 +3554,7 @@ class TestOverseasBrokerIntegration:
}
)
overseas_broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "50000.00"}}
return_value={"output": {"ovrs_ord_psbl_amt": "50000.00"}}
)
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"})
@@ -3573,7 +3630,7 @@ class TestOverseasBrokerIntegration:
}
)
overseas_broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "50000.00"}}
return_value={"output": {"ovrs_ord_psbl_amt": "50000.00"}}
)
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"})
@@ -4823,7 +4880,7 @@ class TestOverseasGhostPositionClose:
)
ob.get_overseas_balance = AsyncMock(return_value=balance_data)
ob.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "0.00"}}
return_value={"output": {"ovrs_ord_psbl_amt": "0.00"}}
)
ob.send_overseas_order = AsyncMock(return_value=sell_result)
return ob