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190
CLAUDE.md
190
CLAUDE.md
@@ -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)
|
|
||||||
- ℹ️ 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
|
|
||||||
|
|||||||
199
agents.md
Normal file
199
agents.md
Normal file
@@ -0,0 +1,199 @@
|
|||||||
|
# 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)
|
||||||
|
- ℹ️ 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
|
||||||
@@ -42,5 +42,3 @@ Updated: 2026-03-02
|
|||||||
## 변경 이력
|
## 변경 이력
|
||||||
|
|
||||||
- 2026-03-02: `v1.0.12` 문서 검증 게이트 강화(#390) 반영에 따라 정책 문서 동기화 체크를 수행했다. (`REQ-OPS-002`)
|
- 2026-03-02: `v1.0.12` 문서 검증 게이트 강화(#390) 반영에 따라 정책 문서 동기화 체크를 수행했다. (`REQ-OPS-002`)
|
||||||
|
|
||||||
- 2026-03-04: 86_peak_probability_model_plan.md 초안 추가에 따른 정책 문서 동기화 체크를 수행했다. (REQ-OPS-002)
|
|
||||||
|
|||||||
@@ -1,168 +0,0 @@
|
|||||||
<!--
|
|
||||||
Doc-ID: DOC-PLAN-086
|
|
||||||
Version: 0.1.0
|
|
||||||
Status: draft
|
|
||||||
Owner: strategy
|
|
||||||
Updated: 2026-03-02
|
|
||||||
-->
|
|
||||||
|
|
||||||
# 고점 확률 모델 도입 계획 (초안)
|
|
||||||
|
|
||||||
작성일: 2026-03-02
|
|
||||||
목적: 기존 계획(v2)의 "모델 보조 신호"를, 실운용 가능한 단순한 형태로 재정의한다.
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 1. 한 줄 요약
|
|
||||||
|
|
||||||
- 목표는 "지금이 고점(또는 고점 근처)일 확률"을 예측해 익절/축소/오버나잇 리스크 결정을 보조하는 것이다.
|
|
||||||
- 1차는 정규장 중심으로 시작하고, NXT/US_PRE 등 확장세션은 이후 분리 대응한다.
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 2. 왜 바꾸는가
|
|
||||||
|
|
||||||
- 기존 논의는 범위가 넓어 구현/검증 비용이 컸다.
|
|
||||||
- 현재 로그 구조에서도 빠르게 시작 가능한 타깃이 필요하다.
|
|
||||||
- 실거래 효용 기준에서 "고점 근처 감지"는 청산 품질 개선에 직접 연결된다.
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 3. 이번 계획의 핵심 결정
|
|
||||||
|
|
||||||
### 3.1 예측 타깃 (2개)
|
|
||||||
|
|
||||||
- `p_top_d0`: 현재 시점이 "오늘 정규장 고점(근접 포함)"일 확률
|
|
||||||
- `p_top_d1`: 현재 시점이 "내일 정규장 마감까지 포함한 고점(근접 포함)"일 확률
|
|
||||||
|
|
||||||
### 3.2 모델 역할
|
|
||||||
|
|
||||||
- 단독 매도 트리거가 아니라 보조 신호로 사용한다.
|
|
||||||
- Hard stop / ATR trailing / Kill Switch 우선 원칙은 유지한다.
|
|
||||||
|
|
||||||
### 3.3 적용 순서
|
|
||||||
|
|
||||||
1. KR/US 정규장만 대상으로 MVP 구축
|
|
||||||
2. 성능/운영 안정화 후 NXT, US_PRE, US_AFTER 분리 확장
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 4. 데이터/라벨 정의 (MVP)
|
|
||||||
|
|
||||||
### 4.1 샘플 단위
|
|
||||||
|
|
||||||
- 단위: "시점 t의 관측값 1개"
|
|
||||||
- 대상: 주문 가능 시점 중 정책 게이트를 통과하는 시점
|
|
||||||
|
|
||||||
### 4.2 라벨 정의
|
|
||||||
|
|
||||||
- `y_d0 = 1` if `max_high(t ~ 오늘 정규장 마감) <= price_t * (1 + eps_d0)` else `0`
|
|
||||||
- `y_d1 = 1` if `max_high(t ~ 내일 정규장 마감) <= price_t * (1 + eps_d1)` else `0`
|
|
||||||
|
|
||||||
### 4.3 필수 피처 (초기)
|
|
||||||
|
|
||||||
- 가격/수익률: `current_price`, `price_change_pct`
|
|
||||||
- 미시지표: `rsi`, `volume_ratio`, `signal`, `score`
|
|
||||||
- 포트폴리오: `portfolio_pnl_pct`, `total_cash`(선택)
|
|
||||||
- 상태: `market`, `session_id`, `minutes_to_close`, `is_tradeable_now`
|
|
||||||
|
|
||||||
### 4.4 데이터 제외 규칙 (초기)
|
|
||||||
|
|
||||||
- `session_id in ('', 'UNKNOWN')` 제외
|
|
||||||
- `price <= 0` 또는 `quantity <= 0` 제외
|
|
||||||
- `rationale LIKE '[startup-sync]%'` 제외
|
|
||||||
- 라벨 윈도우 불완전(휴장/데이터 누락) 샘플 제외
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 5. 추론/실행 규칙 (초안)
|
|
||||||
|
|
||||||
### 5.1 추론 출력
|
|
||||||
|
|
||||||
```json
|
|
||||||
{
|
|
||||||
"p_top_d0": 0.00,
|
|
||||||
"p_top_d1": 0.00,
|
|
||||||
"model_version": "TBD"
|
|
||||||
}
|
|
||||||
```
|
|
||||||
|
|
||||||
### 5.2 실행 반영 원칙
|
|
||||||
|
|
||||||
- `p_top_d0`가 높으면: 당일 익절/트레일링 강화
|
|
||||||
- `p_top_d1`가 높으면: 오버나잇 보유 축소/청산 우선
|
|
||||||
- 확장세션(NXT/US_PRE)은 초기엔 보수 임계치 또는 실행 제한
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 6. 세션 이슈 대응 원칙
|
|
||||||
|
|
||||||
### 6.1 거래 가능 세션 기준
|
|
||||||
|
|
||||||
- 달력 시간이 아니라 "종목이 실제 거래 가능한 세션" 기준으로 라벨/추론을 구성한다.
|
|
||||||
|
|
||||||
### 6.2 정규장 vs 확장세션 분리
|
|
||||||
|
|
||||||
- MVP: 정규장 전용 라벨/모델
|
|
||||||
- 확장: 세션별 헤드 또는 세션별 모델 분리 검토
|
|
||||||
|
|
||||||
### 6.3 고점 정의 분리
|
|
||||||
|
|
||||||
- `reg_high`: 정규장 고점 (주 라벨)
|
|
||||||
- `ext_high`: 확장세션 포함 고점 (보조 분석)
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 7. 단계별 구현 계획
|
|
||||||
|
|
||||||
### Phase A: 계약 고정
|
|
||||||
|
|
||||||
- 학습용 canonical dataset 스키마 확정
|
|
||||||
- 시점 정렬(as-of) 규칙 문서화
|
|
||||||
- 라벨 생성 함수/검증 테스트 추가
|
|
||||||
|
|
||||||
### Phase B: 오프라인 검증
|
|
||||||
|
|
||||||
- Walk-forward + Purge/Embargo 평가
|
|
||||||
- `d0`, `d1` 분리 리포트
|
|
||||||
- B1(모델 없음) 대비 개선 여부 확인
|
|
||||||
|
|
||||||
### Phase C: 런타임 통합
|
|
||||||
|
|
||||||
- 추론 결과를 `pred_top_d0/pred_top_d1`로 주입
|
|
||||||
- 매도/축소 보조 규칙 연결
|
|
||||||
- Shadow 모드로 관측 후 제한적 활성화
|
|
||||||
|
|
||||||
### Phase D: 세션 확장
|
|
||||||
|
|
||||||
- NXT/US_PRE/US_AFTER 정책 분리
|
|
||||||
- 실행 게이트/임계치 세션별 튜닝
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 8. 지금 당장 결정할 최소 항목 (TBD)
|
|
||||||
|
|
||||||
- [ ] `eps_d0`, `eps_d1` 기본값 (`TBD`)
|
|
||||||
- [ ] `p_top_d0`, `p_top_d1` 실행 임계치 (`TBD`)
|
|
||||||
- [ ] 정규장/확장세션 대상 시장 범위 (`TBD`)
|
|
||||||
- [ ] 최소 학습 샘플 수 기준 (`TBD`)
|
|
||||||
- [ ] Shadow 관측 기간 (`TBD`)
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 9. 리스크 및 완화
|
|
||||||
|
|
||||||
- 라벨 불균형: class weight, threshold 튜닝
|
|
||||||
- 시간대 편향(장마감 근처): 시간 피처 추가 + 구간별 성능 보고
|
|
||||||
- 데이터 무결성: 제외 규칙 강제 + CI 검증
|
|
||||||
- 복잡도 증가: 정규장 MVP를 먼저 잠그고 확장세션은 후속 분리
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 10. 후속 문서 연결 (예정)
|
|
||||||
|
|
||||||
- requirements registry: 신규 REQ/TASK/TEST 매핑 추가
|
|
||||||
- code-level work orders: 구현 작업 분해
|
|
||||||
- acceptance/test plan: `p_top_d0/d1` 검증 항목 추가
|
|
||||||
- implementation audit: 기존 "모델 보조 신호" 항목 업데이트
|
|
||||||
|
|
||||||
@@ -1,211 +0,0 @@
|
|||||||
# Dual-Track Workflow Execution Plan (Revised)
|
|
||||||
|
|
||||||
> **For Claude:** REQUIRED SUB-SKILL: Use superpowers:executing-plans to implement this plan task-by-task.
|
|
||||||
|
|
||||||
**Goal:** Re-seed workflow planning from a clean base branch (not the temporary branch), then execute isolated `86` and `80` tracks with real-operation-confirmed closeout and related Gitea issue closure.
|
|
||||||
|
|
||||||
**Architecture:** Start from `feature/v3-session-policy-stream` and create `base/ouroboros-workflow-20260302`. Bring only two workflow plan docs as one squashed seed commit. Branch `task/86...` and `task/80...` from that base with strict file-scope separation. For `80`, update audit only after real-operation confirmation, then close related Gitea issues (children before parent). Final promotion happens by merging the validated stream to `main`.
|
|
||||||
|
|
||||||
**Tech Stack:** Git CLI, Gitea (`tea`) issue/PR workflow, Markdown docs (`docs/ouroboros`, `docs/plans`)
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
### Task 1: Freeze temporary branch and identify export scope
|
|
||||||
|
|
||||||
**Files:**
|
|
||||||
- Modify: none
|
|
||||||
- Create: none
|
|
||||||
- Test: none
|
|
||||||
|
|
||||||
**Step 1: Inspect temporary branch state**
|
|
||||||
|
|
||||||
Run: `git status --short --branch`
|
|
||||||
Expected: current temporary branch with local changes listed.
|
|
||||||
|
|
||||||
**Step 2: Preserve changes using stash (recommended)**
|
|
||||||
|
|
||||||
Run: `git stash push -u -m "tmp-before-workflow-reseed-2026-03-02"`
|
|
||||||
Expected: stash created with tracked/untracked changes.
|
|
||||||
|
|
||||||
**Step 3: Define transferable artifacts**
|
|
||||||
|
|
||||||
Run: keep only these for reseed:
|
|
||||||
- `docs/plans/2026-03-02-ouroboros-dual-track-workflow-design.md`
|
|
||||||
- `docs/plans/2026-03-02-dual-track-workflow-execution-plan.md`
|
|
||||||
Expected: transfer scope fixed to two files.
|
|
||||||
|
|
||||||
**Step 4: Verify clean working tree**
|
|
||||||
|
|
||||||
Run: `git status --short --branch`
|
|
||||||
Expected: no local changes.
|
|
||||||
|
|
||||||
**Step 5: Commit**
|
|
||||||
|
|
||||||
```bash
|
|
||||||
# no commit in this task (stash-only preservation)
|
|
||||||
```
|
|
||||||
|
|
||||||
### Task 2: Create clean official base and seed one commit
|
|
||||||
|
|
||||||
**Files:**
|
|
||||||
- Modify: `docs/plans/2026-03-02-ouroboros-dual-track-workflow-design.md`
|
|
||||||
- Modify: `docs/plans/2026-03-02-dual-track-workflow-execution-plan.md`
|
|
||||||
- Test: none
|
|
||||||
|
|
||||||
**Step 1: Switch to canonical base**
|
|
||||||
|
|
||||||
Run: `git checkout feature/v3-session-policy-stream`
|
|
||||||
Expected: branch switch successful.
|
|
||||||
|
|
||||||
**Step 2: Update local base**
|
|
||||||
|
|
||||||
Run: `git pull --ff-only origin feature/v3-session-policy-stream`
|
|
||||||
Expected: up-to-date or fast-forward update.
|
|
||||||
|
|
||||||
**Step 3: Create staging base branch**
|
|
||||||
|
|
||||||
Run: `git checkout -b base/ouroboros-workflow-20260302`
|
|
||||||
Expected: new branch created from updated feature base.
|
|
||||||
|
|
||||||
**Step 4: Restore only two plan docs from temporary branch commits**
|
|
||||||
|
|
||||||
Run (example): `git checkout <temp-branch> -- docs/plans/2026-03-02-ouroboros-dual-track-workflow-design.md docs/plans/2026-03-02-dual-track-workflow-execution-plan.md`
|
|
||||||
Expected: only two files restored in working tree.
|
|
||||||
|
|
||||||
**Step 5: Create one squashed seed commit**
|
|
||||||
|
|
||||||
Run: `git add docs/plans/2026-03-02-ouroboros-dual-track-workflow-design.md docs/plans/2026-03-02-dual-track-workflow-execution-plan.md && git commit -m "docs: seed revised dual-track workflow plan"`
|
|
||||||
Expected: single commit with two files only.
|
|
||||||
|
|
||||||
**Step 6: Verify seed scope**
|
|
||||||
|
|
||||||
Run: `git show --name-only --oneline HEAD`
|
|
||||||
Expected: exactly the two plan docs listed.
|
|
||||||
|
|
||||||
**Step 7: Push official base**
|
|
||||||
|
|
||||||
Run: `git push -u origin base/ouroboros-workflow-20260302`
|
|
||||||
Expected: remote tracking set.
|
|
||||||
|
|
||||||
### Task 3: Open Track A (`86`) branch and initial PR
|
|
||||||
|
|
||||||
**Files:**
|
|
||||||
- Modify: `docs/ouroboros/86_peak_probability_model_plan.md`
|
|
||||||
- Test: none
|
|
||||||
|
|
||||||
**Step 1: Create Track A branch**
|
|
||||||
|
|
||||||
Run: `git checkout -b task/86-peak-probability-plan`
|
|
||||||
Expected: branch created from official base.
|
|
||||||
|
|
||||||
**Step 2: Stage only `86` document**
|
|
||||||
|
|
||||||
Run: `git add docs/ouroboros/86_peak_probability_model_plan.md`
|
|
||||||
Expected: only `86` doc staged.
|
|
||||||
|
|
||||||
**Step 3: Commit initial PR seed**
|
|
||||||
|
|
||||||
Run: `git commit -m "docs: seed peak probability model plan (#86)"`
|
|
||||||
Expected: one-document commit.
|
|
||||||
|
|
||||||
**Step 4: Push branch**
|
|
||||||
|
|
||||||
Run: `git push -u origin task/86-peak-probability-plan`
|
|
||||||
Expected: remote branch created.
|
|
||||||
|
|
||||||
**Step 5: Open PR-A**
|
|
||||||
|
|
||||||
Run: `tea pr create --base base/ouroboros-workflow-20260302 --head task/86-peak-probability-plan --title "docs: seed peak probability model plan (#86)" --description "Initial planning PR for iterative concretization."`
|
|
||||||
Expected: PR URL returned.
|
|
||||||
|
|
||||||
### Task 4: Open Track B (`80`) branch for operation-confirmed closeout
|
|
||||||
|
|
||||||
**Files:**
|
|
||||||
- Modify: `docs/ouroboros/80_implementation_audit.md`
|
|
||||||
- Test: operation observation evidence (outside unit-test scope)
|
|
||||||
|
|
||||||
**Step 1: Return to staging base**
|
|
||||||
|
|
||||||
Run: `git checkout base/ouroboros-workflow-20260302`
|
|
||||||
Expected: branch switch successful.
|
|
||||||
|
|
||||||
**Step 2: Create Track B branch**
|
|
||||||
|
|
||||||
Run: `git checkout -b task/80-implementation-audit-closeout`
|
|
||||||
Expected: branch created.
|
|
||||||
|
|
||||||
**Step 3: Apply closeout edits only after real-operation confirmation**
|
|
||||||
|
|
||||||
Run: edit `docs/ouroboros/80_implementation_audit.md`
|
|
||||||
Expected: status/evidence sections updated with observed behavior, confirmation timestamp, and operational proof summary.
|
|
||||||
|
|
||||||
**Step 4: Commit closeout update**
|
|
||||||
|
|
||||||
Run: `git add docs/ouroboros/80_implementation_audit.md && git commit -m "docs: close out implementation audit items after operation confirmation (#80)"`
|
|
||||||
Expected: single-scope commit.
|
|
||||||
|
|
||||||
**Step 5: Push and open PR-B**
|
|
||||||
|
|
||||||
Run: `git push -u origin task/80-implementation-audit-closeout`
|
|
||||||
Expected: remote branch created.
|
|
||||||
|
|
||||||
Run: `tea pr create --base base/ouroboros-workflow-20260302 --head task/80-implementation-audit-closeout --title "docs: close out implementation audit items (#80)" --description "Closeout based on real-operation confirmation."`
|
|
||||||
Expected: PR URL returned.
|
|
||||||
|
|
||||||
### Task 5: Close related Gitea issues after `80` confirmation
|
|
||||||
|
|
||||||
**Files:**
|
|
||||||
- Modify: `docs/ouroboros/80_implementation_audit.md` (reference linkage only)
|
|
||||||
- Test: issue parent-child completeness check
|
|
||||||
|
|
||||||
**Step 1: Build related issue set from updated `80` audit**
|
|
||||||
|
|
||||||
Run: parse issue references from `80` updated sections.
|
|
||||||
Expected: target open issue list prepared.
|
|
||||||
|
|
||||||
**Step 2: Close child issues first**
|
|
||||||
|
|
||||||
Run: `tea issues close <child-issue-number>` for each confirmed child.
|
|
||||||
Expected: all qualifying child issues closed.
|
|
||||||
|
|
||||||
**Step 3: Close parent issues only when all children are closed**
|
|
||||||
|
|
||||||
Run: `tea issues close <parent-issue-number>`
|
|
||||||
Expected: parent closes only after dependency check passes.
|
|
||||||
|
|
||||||
**Step 4: Record closure summary in PR comment**
|
|
||||||
|
|
||||||
Run: add PR comment with closed issue IDs and parent-child resolution note.
|
|
||||||
Expected: auditable trace for closeout.
|
|
||||||
|
|
||||||
### Task 6: Validate branch hygiene and merge path
|
|
||||||
|
|
||||||
**Files:**
|
|
||||||
- Modify: none
|
|
||||||
- Test: git diff/log checks
|
|
||||||
|
|
||||||
**Step 1: Verify PR-A scope**
|
|
||||||
|
|
||||||
Run: `git diff --name-only base/ouroboros-workflow-20260302...task/86-peak-probability-plan`
|
|
||||||
Expected: only `docs/ouroboros/86_peak_probability_model_plan.md` (and intentional related plan files if any).
|
|
||||||
|
|
||||||
**Step 2: Verify PR-B scope**
|
|
||||||
|
|
||||||
Run: `git diff --name-only base/ouroboros-workflow-20260302...task/80-implementation-audit-closeout`
|
|
||||||
Expected: only `docs/ouroboros/80_implementation_audit.md` (and intentional related plan files if any).
|
|
||||||
|
|
||||||
**Step 3: Merge both PRs into staging base**
|
|
||||||
|
|
||||||
Run: GitHub merge flow for PR-A and PR-B
|
|
||||||
Expected: staging base includes both tracks without cross-file contamination.
|
|
||||||
|
|
||||||
**Step 4: Promote validated stream to `main`**
|
|
||||||
|
|
||||||
Run: open PR from `feature/v3-session-policy-stream` (or its validated promotion branch) to `main`
|
|
||||||
Expected: merge-based history preservation with no cherry-pick/rebase surgery.
|
|
||||||
|
|
||||||
**Step 5: Commit**
|
|
||||||
|
|
||||||
```bash
|
|
||||||
# no additional commit required in this task
|
|
||||||
```
|
|
||||||
@@ -1,100 +0,0 @@
|
|||||||
# Live Operation Issue Tracking Design
|
|
||||||
|
|
||||||
**Date:** 2026-03-02
|
|
||||||
**Scope:** Real-operation confirmation tracking for all open Gitea issues, tied to `task/80-implementation-audit-closeout`.
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 1. Goal
|
|
||||||
|
|
||||||
Define an issue-by-issue tracking method for real-operation confirmation so that:
|
|
||||||
|
|
||||||
- every open issue is tracked with explicit lifecycle states,
|
|
||||||
- parent-child close order is enforced,
|
|
||||||
- and final closeout is reflected in `80` audit work without loss.
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 2. Target Set
|
|
||||||
|
|
||||||
- Coverage target: all current open Gitea issues (`318~381`, and future open issues during this closeout window).
|
|
||||||
- Tracking starts from open set snapshot and stays synced until closeout completion.
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 3. Tracking Architecture
|
|
||||||
|
|
||||||
- Primary log: direct comments on each issue ticket.
|
|
||||||
- Aggregate log: single summary comment on the `80` PR (`task/80-implementation-audit-closeout`).
|
|
||||||
- No separate tracking doc as source of truth during execution.
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 4. State Model and Criteria
|
|
||||||
|
|
||||||
State machine:
|
|
||||||
|
|
||||||
- `NOT_STARTED`
|
|
||||||
- `OBSERVING`
|
|
||||||
- `CONFIRMED`
|
|
||||||
- `CLOSED`
|
|
||||||
|
|
||||||
Rules:
|
|
||||||
|
|
||||||
- `CONFIRMED` requires one real-operation observation evidence item.
|
|
||||||
- `CLOSED` requires close conditions satisfied and ticket close action executed.
|
|
||||||
- Parent issue cannot become `CLOSED` until all child issues are `CLOSED`.
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 5. Issue Comment Template
|
|
||||||
|
|
||||||
Each issue update comment uses:
|
|
||||||
|
|
||||||
- `Status: <STATE>`
|
|
||||||
- `Observed At: <KST>, <UTC>`
|
|
||||||
- `Environment: live`
|
|
||||||
- `Evidence: <log/query/order-execution identifier>`
|
|
||||||
- `Next: <single next action>`
|
|
||||||
|
|
||||||
This template is reused for every transition for consistent auditability.
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 6. Parent-Child Policy
|
|
||||||
|
|
||||||
- Parent issue comment must list child issue IDs.
|
|
||||||
- Child issues transition independently.
|
|
||||||
- Parent close gate:
|
|
||||||
- if any child is not `CLOSED`, parent remains at most `CONFIRMED`;
|
|
||||||
- when all children are `CLOSED`, parent can transition to `CLOSED` and be closed.
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 7. Operational Loop
|
|
||||||
|
|
||||||
1. Initialize all open issues with `NOT_STARTED` comment.
|
|
||||||
2. Move active issues to `OBSERVING` when live confirmation begins.
|
|
||||||
3. Move to `CONFIRMED` after one real-operation evidence capture.
|
|
||||||
4. Close child issues first, then close parent issue(s).
|
|
||||||
5. Update the single `80` PR summary comment whenever issue state changes.
|
|
||||||
6. Reflect final confirmed/closed outcomes in `docs/ouroboros/80_implementation_audit.md`.
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 8. Evidence and Time Rules
|
|
||||||
|
|
||||||
- Evidence must be replayable/referenceable by identifier (not vague narrative only).
|
|
||||||
- Every update includes both KST and UTC timestamps.
|
|
||||||
- Use absolute dates (example: `2026-03-02`) to avoid ambiguity in session handoff.
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 9. Completion Conditions
|
|
||||||
|
|
||||||
Tracking design is complete when:
|
|
||||||
|
|
||||||
- all open issues are represented in issue comments with valid lifecycle state,
|
|
||||||
- parent-child closure constraints are respected,
|
|
||||||
- `80` PR summary comment reflects current global status,
|
|
||||||
- and final `80` audit document update is ready for closeout commit.
|
|
||||||
@@ -1,203 +0,0 @@
|
|||||||
# Live Operation Issue Tracking Implementation Plan
|
|
||||||
|
|
||||||
> **For Claude:** REQUIRED SUB-SKILL: Use superpowers:executing-plans to implement this plan task-by-task.
|
|
||||||
|
|
||||||
**Goal:** Track real-operation confirmation for all open Gitea issues with per-issue comments and a synchronized summary on the `80` PR, then close issues in dependency-safe order.
|
|
||||||
|
|
||||||
**Architecture:** Use issue tickets as the primary state log with a strict four-state lifecycle. Maintain one aggregate status comment on `task/80-implementation-audit-closeout` PR. Enforce child-first closure and parent close gating.
|
|
||||||
|
|
||||||
**Tech Stack:** Git CLI, Gitea CLI (`tea`), Markdown (`docs/ouroboros/80_implementation_audit.md`)
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
### Task 1: Snapshot open issues and classify parent-child graph
|
|
||||||
|
|
||||||
**Files:**
|
|
||||||
- Create: none
|
|
||||||
- Modify: none
|
|
||||||
- Test: `tea issues ls` output inspection
|
|
||||||
|
|
||||||
**Step 1: Capture open issue list**
|
|
||||||
|
|
||||||
Run: `tea issues ls --state open --limit 200`
|
|
||||||
Expected: list of all open issues (including `318~381`).
|
|
||||||
|
|
||||||
**Step 2: Fetch details for each issue**
|
|
||||||
|
|
||||||
Run: `for n in $(tea issues ls --state open --limit 200 --output json | jq -r '.[].number'); do tea issue view "$n"; done`
|
|
||||||
Expected: issue bodies/comments available for relation parsing.
|
|
||||||
|
|
||||||
**Step 3: Extract parent-child references**
|
|
||||||
|
|
||||||
Run: parse issue text for relation keywords (`parent`, `child`, `depends on`, `blocks`).
|
|
||||||
Expected: dependency map ready.
|
|
||||||
|
|
||||||
**Step 4: Validate unresolved dependency edges**
|
|
||||||
|
|
||||||
Run: verify each parent references only existing issue numbers.
|
|
||||||
Expected: no dangling child references.
|
|
||||||
|
|
||||||
**Step 5: Commit**
|
|
||||||
|
|
||||||
```bash
|
|
||||||
# no commit (discovery task)
|
|
||||||
```
|
|
||||||
|
|
||||||
### Task 2: Initialize per-issue tracking comments (`NOT_STARTED`)
|
|
||||||
|
|
||||||
**Files:**
|
|
||||||
- Create: none
|
|
||||||
- Modify: none
|
|
||||||
- Test: issue comment presence check
|
|
||||||
|
|
||||||
**Step 1: Prepare standard template text**
|
|
||||||
|
|
||||||
```text
|
|
||||||
Status: NOT_STARTED
|
|
||||||
Observed At: <KST>, <UTC>
|
|
||||||
Environment: live
|
|
||||||
Evidence: N/A
|
|
||||||
Next: Begin live observation for this issue.
|
|
||||||
```
|
|
||||||
|
|
||||||
**Step 2: Post initialization comment to each open issue**
|
|
||||||
|
|
||||||
Run: `tea issues comment <issue-number> --message "<template>"`
|
|
||||||
Expected: each open issue has one initialization comment.
|
|
||||||
|
|
||||||
**Step 3: Verify comment coverage**
|
|
||||||
|
|
||||||
Run: sample-check each issue (`tea issue view <issue-number>`) for latest status comment.
|
|
||||||
Expected: 100% coverage across open issues.
|
|
||||||
|
|
||||||
**Step 4: Commit**
|
|
||||||
|
|
||||||
```bash
|
|
||||||
# no commit (ticket operations)
|
|
||||||
```
|
|
||||||
|
|
||||||
### Task 3: Create and maintain `80` PR aggregate status comment
|
|
||||||
|
|
||||||
**Files:**
|
|
||||||
- Modify: `docs/ouroboros/80_implementation_audit.md` (final sync only, not this task)
|
|
||||||
- Test: PR comment contains full issue table
|
|
||||||
|
|
||||||
**Step 1: Identify PR number for `task/80-implementation-audit-closeout`**
|
|
||||||
|
|
||||||
Run: `tea pr ls --state open`
|
|
||||||
Expected: PR number for `task/80...` identified.
|
|
||||||
|
|
||||||
**Step 2: Post initial summary comment**
|
|
||||||
|
|
||||||
Run: `tea pr comment <pr-number> --message "<issue-state-summary-table>"`
|
|
||||||
Expected: one aggregate comment listing `issue | state | last observed at | parent/child`.
|
|
||||||
|
|
||||||
**Step 3: Define update protocol**
|
|
||||||
|
|
||||||
Run: update same summary comment on every issue state change.
|
|
||||||
Expected: summary remains single-source aggregate view.
|
|
||||||
|
|
||||||
**Step 4: Commit**
|
|
||||||
|
|
||||||
```bash
|
|
||||||
# no commit (ticket/PR operations)
|
|
||||||
```
|
|
||||||
|
|
||||||
### Task 4: Execute live observation loop and mark `OBSERVING` -> `CONFIRMED`
|
|
||||||
|
|
||||||
**Files:**
|
|
||||||
- Create: none
|
|
||||||
- Modify: none
|
|
||||||
- Test: evidence-backed state transitions present in issue comments
|
|
||||||
|
|
||||||
**Step 1: Mark active issue as `OBSERVING`**
|
|
||||||
|
|
||||||
Run: `tea issues comment <issue-number> --message "Status: OBSERVING ..."`
|
|
||||||
Expected: issue history shows observation started.
|
|
||||||
|
|
||||||
**Step 2: Capture one real-operation evidence item**
|
|
||||||
|
|
||||||
Run: collect log/query/order identifier tied to issue behavior.
|
|
||||||
Expected: one concrete evidence reference captured.
|
|
||||||
|
|
||||||
**Step 3: Mark issue `CONFIRMED`**
|
|
||||||
|
|
||||||
Run: `tea issues comment <issue-number> --message "Status: CONFIRMED ... Evidence: <id> ..."`
|
|
||||||
Expected: issue has explicit confirmed state.
|
|
||||||
|
|
||||||
**Step 4: Sync PR aggregate summary**
|
|
||||||
|
|
||||||
Run: update `80` PR summary comment row for that issue.
|
|
||||||
Expected: PR summary and issue status aligned.
|
|
||||||
|
|
||||||
**Step 5: Commit**
|
|
||||||
|
|
||||||
```bash
|
|
||||||
# no commit (ticket operations)
|
|
||||||
```
|
|
||||||
|
|
||||||
### Task 5: Close issues with child-first dependency enforcement
|
|
||||||
|
|
||||||
**Files:**
|
|
||||||
- Create: none
|
|
||||||
- Modify: none
|
|
||||||
- Test: parent close attempted only after all children closed
|
|
||||||
|
|
||||||
**Step 1: Close confirmed child issues first**
|
|
||||||
|
|
||||||
Run: `tea issues close <child-issue-number>`
|
|
||||||
Expected: child issue state becomes closed.
|
|
||||||
|
|
||||||
**Step 2: Verify all children for each parent**
|
|
||||||
|
|
||||||
Run: evaluate dependency map for remaining non-closed children.
|
|
||||||
Expected: parent close gate decision available.
|
|
||||||
|
|
||||||
**Step 3: Close eligible parent issues**
|
|
||||||
|
|
||||||
Run: `tea issues close <parent-issue-number>`
|
|
||||||
Expected: parent is closed only when all children are closed.
|
|
||||||
|
|
||||||
**Step 4: Post closure comment and sync PR summary**
|
|
||||||
|
|
||||||
Run: comment `Status: CLOSED` on closed issue and update PR summary row.
|
|
||||||
Expected: closure trace exists in both issue and PR aggregate.
|
|
||||||
|
|
||||||
**Step 5: Commit**
|
|
||||||
|
|
||||||
```bash
|
|
||||||
# no commit (ticket operations)
|
|
||||||
```
|
|
||||||
|
|
||||||
### Task 6: Reflect final tracked outcomes in `80` audit and commit
|
|
||||||
|
|
||||||
**Files:**
|
|
||||||
- Modify: `docs/ouroboros/80_implementation_audit.md`
|
|
||||||
- Test: markdown consistency + traceability check
|
|
||||||
|
|
||||||
**Step 1: Update `80` with final live-confirmed statuses**
|
|
||||||
|
|
||||||
Run: edit status lines and evidence summary sections.
|
|
||||||
Expected: document reflects final issue states and confirmation notes.
|
|
||||||
|
|
||||||
**Step 2: Add issue closure summary block**
|
|
||||||
|
|
||||||
Run: include closed child/parent sequence summary.
|
|
||||||
Expected: audit reader can verify closure logic quickly.
|
|
||||||
|
|
||||||
**Step 3: Validate references**
|
|
||||||
|
|
||||||
Run: ensure issue numbers in doc match actual closed/open states.
|
|
||||||
Expected: no mismatch between doc and Gitea.
|
|
||||||
|
|
||||||
**Step 4: Commit closeout doc update**
|
|
||||||
|
|
||||||
```bash
|
|
||||||
git add docs/ouroboros/80_implementation_audit.md
|
|
||||||
git commit -m "docs: finalize 80 audit with live-operation issue confirmations"
|
|
||||||
```
|
|
||||||
|
|
||||||
**Step 5: Push branch**
|
|
||||||
|
|
||||||
Run: `git push`
|
|
||||||
Expected: closeout commit available on `task/80-implementation-audit-closeout`.
|
|
||||||
@@ -1,99 +0,0 @@
|
|||||||
# Ouroboros Dual-Track Workflow Design (Revised)
|
|
||||||
|
|
||||||
**Date:** 2026-03-02
|
|
||||||
**Scope:** `docs/ouroboros/86_peak_probability_model_plan.md` and `docs/ouroboros/80_implementation_audit.md`
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 1. Goal
|
|
||||||
|
|
||||||
Prevent work loss and history contamination while running two parallel tracks, while correcting an invalid starting condition (design commits created on a disposable temporary branch):
|
|
||||||
|
|
||||||
- Track A: open and iterate the `86` plan as a dedicated PR.
|
|
||||||
- Track B: finalize `80` only after real-operation behavior is confirmed, then reflect completion and close related Gitea open issues.
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 2. Constraints and Current Context
|
|
||||||
|
|
||||||
- Current temporary branch is disposable and must not remain the authoritative base.
|
|
||||||
- Canonical base line for current work is `feature/v3-session-policy-stream`.
|
|
||||||
- Final integration strategy is to merge the full `feature/v3-session-policy-stream` line into `main` after operation-level validation is complete.
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 3. Approaches Considered
|
|
||||||
|
|
||||||
1. Keep using temporary branch and continue from existing design commits.
|
|
||||||
2. Create a clean base from `feature/v3-session-policy-stream` and move only plan artifacts as one commit (recommended).
|
|
||||||
3. Split into two fresh bases (`86` and `80` separately) immediately.
|
|
||||||
|
|
||||||
Recommendation rationale:
|
|
||||||
|
|
||||||
- Approach 2 removes temporary-branch contamination risk.
|
|
||||||
- It preserves clean lineage with a single "official starting point" commit.
|
|
||||||
- It keeps downstream split for `86` and `80` straightforward.
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 4. Approved Branch and PR Topology
|
|
||||||
|
|
||||||
- Long-lived source baseline: `feature/v3-session-policy-stream`
|
|
||||||
- New official base: `base/ouroboros-workflow-20260302` (from `feature/v3-session-policy-stream`)
|
|
||||||
- Official base contains only two workflow plan docs squashed into one commit.
|
|
||||||
- Track A branch: `task/86-peak-probability-plan` (from official base)
|
|
||||||
- Track B branch: `task/80-implementation-audit-closeout` (from official base)
|
|
||||||
|
|
||||||
PR direction:
|
|
||||||
|
|
||||||
- PR-A (`86`): `task/86-peak-probability-plan -> base/ouroboros-workflow-20260302`
|
|
||||||
- PR-B (`80`): `task/80-implementation-audit-closeout -> base/ouroboros-workflow-20260302`
|
|
||||||
- Final integration: `feature/v3-session-policy-stream` line merged into `main`
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 5. Completion Criteria per Track
|
|
||||||
|
|
||||||
### Track A (`86`)
|
|
||||||
|
|
||||||
- Open initial PR early with the planning document.
|
|
||||||
- Continue iterative concretization in follow-up commits on the same branch.
|
|
||||||
|
|
||||||
### Track B (`80`)
|
|
||||||
|
|
||||||
- Do not close based on test-command artifacts alone.
|
|
||||||
- Close only when modified behavior is confirmed in real operation.
|
|
||||||
- Update `80_implementation_audit.md` with:
|
|
||||||
- observed behavior changes,
|
|
||||||
- confirmation timing,
|
|
||||||
- operation-side evidence summary.
|
|
||||||
- After `80` real-operation confirmation and doc update, close related Gitea open issues immediately (same phase).
|
|
||||||
- Parent issues close only when all child issues are confirmed closed.
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 6. Loss-Prevention Rules
|
|
||||||
|
|
||||||
- Preserve temporary-branch unmerged changes first (stash or archival commit).
|
|
||||||
- Exclude `workflow/session-handover.md` and `docs/ouroboros/86_peak_probability_model_plan.md` from official base-seeding commit.
|
|
||||||
- Enforce file-scope separation:
|
|
||||||
- PR-A should avoid `80` edits.
|
|
||||||
- PR-B should avoid `86` edits.
|
|
||||||
- Keep commit messages scoped to one track per commit.
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 7. Merge Strategy Decision
|
|
||||||
|
|
||||||
- For this workflow, prefer merge-based lineage preservation.
|
|
||||||
- Because the final promotion unit is the full `feature/v3-session-policy-stream` stream, avoid unnecessary cherry-pick/rebase-surgery unless a contamination incident occurs.
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 8. Immediate Next Actions
|
|
||||||
|
|
||||||
1. Seed `base/ouroboros-workflow-20260302` from `feature/v3-session-policy-stream` with one squashed workflow-doc commit.
|
|
||||||
2. Verify seed commit file scope contains only two plan docs.
|
|
||||||
3. Create and open PR-A for `86`.
|
|
||||||
4. Complete real-operation confirmation for `80`, update audit doc, then close related Gitea issues (children first, then parent).
|
|
||||||
5. Merge validated `feature/v3-session-policy-stream` line into `main`.
|
|
||||||
281
docs/plans/2026-03-03-398-400-401-implementation.md
Normal file
281
docs/plans/2026-03-03-398-400-401-implementation.md
Normal file
@@ -0,0 +1,281 @@
|
|||||||
|
# 398/400/401 Integration Implementation Plan
|
||||||
|
|
||||||
|
> **For Claude:** REQUIRED SUB-SKILL: Use superpowers:executing-plans to implement this plan task-by-task.
|
||||||
|
|
||||||
|
**Goal:** Implement #398, #400, #401 as three isolated PRs targeting `feature/398-400-401`, merge only when CI passes and self-review has zero minor issues, then run and monitor overnight script without stopping the process.
|
||||||
|
|
||||||
|
**Architecture:** Create one integration base branch from `origin/main`, branch per issue, and ship in strict sequence (`398 -> 400 -> 401`) to keep diffs isolated. Use TDD per issue (fail-first tests, minimal fix, regression checks), then perform PR self-review and CI gate before merge. After all merges, run overnight in background and monitor logs/process health while leaving runtime active.
|
||||||
|
|
||||||
|
**Tech Stack:** Python 3, pytest, asyncio runtime loop, Git/Gitea (`tea`), shell scripts (`scripts/run_overnight.sh`).
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
### Task 1: Prepare Integration Branch Topology
|
||||||
|
|
||||||
|
**Files:**
|
||||||
|
- Modify: `.git` refs only (branch operations)
|
||||||
|
|
||||||
|
**Step 1: Sync base branch**
|
||||||
|
|
||||||
|
Run: `git fetch origin && git checkout main && git pull --ff-only origin main`
|
||||||
|
Expected: local `main` equals `origin/main`
|
||||||
|
|
||||||
|
**Step 2: Create integration branch**
|
||||||
|
|
||||||
|
Run: `git checkout -b feature/398-400-401`
|
||||||
|
Expected: current branch is `feature/398-400-401`
|
||||||
|
|
||||||
|
**Step 3: Create issue branches from integration branch**
|
||||||
|
|
||||||
|
Run: `git checkout -b fix/398 && git checkout feature/398-400-401 && git checkout -b fix/400 && git checkout feature/398-400-401 && git checkout -b fix/401 && git checkout feature/398-400-401`
|
||||||
|
Expected: three issue branches exist and point to same base commit
|
||||||
|
|
||||||
|
**Step 4: Push all branches**
|
||||||
|
|
||||||
|
Run: `git push -u origin feature/398-400-401 fix/398 fix/400 fix/401`
|
||||||
|
Expected: remote tracking set for all four branches
|
||||||
|
|
||||||
|
**Step 5: Commit checkpoint**
|
||||||
|
|
||||||
|
Run:
|
||||||
|
```bash
|
||||||
|
git status --short
|
||||||
|
```
|
||||||
|
Expected: clean workspace before issue implementation
|
||||||
|
|
||||||
|
### Task 2: Implement #398 with TDD (KR rt_cd failure handling)
|
||||||
|
|
||||||
|
**Files:**
|
||||||
|
- Modify: `src/main.py`
|
||||||
|
- Test: `tests/test_main.py`
|
||||||
|
|
||||||
|
**Step 1: Write failing test**
|
||||||
|
|
||||||
|
Add test in `tests/test_main.py` verifying KR order returns `rt_cd != '0'` does not trigger success side effects (no BUY notify, no trade log success path).
|
||||||
|
|
||||||
|
**Step 2: Run test to verify failure**
|
||||||
|
|
||||||
|
Run: `pytest tests/test_main.py -k "kr and rt_cd" -v`
|
||||||
|
Expected: FAIL showing current code incorrectly treats KR order as success
|
||||||
|
|
||||||
|
**Step 3: Write minimal implementation**
|
||||||
|
|
||||||
|
In KR order branch of `src/main.py`, immediately after `send_order`, add `rt_cd` acceptance check identical to overseas branch behavior; set `order_succeeded = False` and warning log when rejected.
|
||||||
|
|
||||||
|
**Step 4: Run targeted tests**
|
||||||
|
|
||||||
|
Run: `pytest tests/test_main.py -k "kr and rt_cd" -v`
|
||||||
|
Expected: PASS
|
||||||
|
|
||||||
|
**Step 5: Run safety regression**
|
||||||
|
|
||||||
|
Run: `pytest tests/test_main.py tests/test_order_policy.py -q`
|
||||||
|
Expected: PASS
|
||||||
|
|
||||||
|
**Step 6: Commit**
|
||||||
|
|
||||||
|
Run:
|
||||||
|
```bash
|
||||||
|
git add tests/test_main.py src/main.py
|
||||||
|
git commit -m "fix: handle KR order rejection via rt_cd check (#398)"
|
||||||
|
```
|
||||||
|
|
||||||
|
### Task 3: Open PR for #398, Self-review, CI gate, Merge
|
||||||
|
|
||||||
|
**Files:**
|
||||||
|
- Modify: remote PR metadata/comments only
|
||||||
|
|
||||||
|
**Step 1: Push branch**
|
||||||
|
|
||||||
|
Run: `git checkout fix/398 && git push -u origin fix/398`
|
||||||
|
|
||||||
|
**Step 2: Create PR targeting integration branch**
|
||||||
|
|
||||||
|
Run: `tea pr create --base feature/398-400-401 --head fix/398 --title "fix: #398 KR rt_cd rejection handling" --description "Implements issue #398 with tests."`
|
||||||
|
Expected: PR URL returned
|
||||||
|
|
||||||
|
**Step 3: Add self-review comment (severity rubric)**
|
||||||
|
|
||||||
|
Run: `tea pr comment <PR_398> --message "Self-review: Critical 0 / Major 0 / Minor 0. Merge allowed when CI passes."`
|
||||||
|
|
||||||
|
**Step 4: Wait for CI success**
|
||||||
|
|
||||||
|
Run: `tea pr checks <PR_398>` (poll until all success)
|
||||||
|
Expected: all checks success
|
||||||
|
|
||||||
|
**Step 5: Merge only when gate passes**
|
||||||
|
|
||||||
|
Run: `tea pr merge <PR_398> --delete-branch=false`
|
||||||
|
Expected: merged into `feature/398-400-401`
|
||||||
|
|
||||||
|
### Task 4: Implement #400 with TDD (US session transition correctness)
|
||||||
|
|
||||||
|
**Files:**
|
||||||
|
- Modify: `src/main.py`, `src/core/order_policy.py`, `src/markets/schedule.py`
|
||||||
|
- Test: `tests/test_main.py`, `tests/test_market_schedule.py`, `tests/test_order_policy.py`
|
||||||
|
|
||||||
|
**Step 1: Write failing tests**
|
||||||
|
|
||||||
|
Add tests for:
|
||||||
|
- session transition event handling (`US_DAY -> US_REG`) emits open event and forces rescan
|
||||||
|
- `US_DAY` treated non-tradable for playbook/trading actions
|
||||||
|
|
||||||
|
**Step 2: Run failing tests**
|
||||||
|
|
||||||
|
Run: `pytest tests/test_main.py tests/test_market_schedule.py tests/test_order_policy.py -k "US_DAY or US_REG or session" -v`
|
||||||
|
Expected: FAIL at current behavior
|
||||||
|
|
||||||
|
**Step 3: Minimal implementation**
|
||||||
|
|
||||||
|
- Track market state by session identifier (not bool only)
|
||||||
|
- Force rescan/playbook refresh on US_REG entry
|
||||||
|
- Exclude/suppress US_DAY for trading/playbook generation path
|
||||||
|
|
||||||
|
**Step 4: Re-run targeted tests**
|
||||||
|
|
||||||
|
Run: same command as Step 2
|
||||||
|
Expected: PASS
|
||||||
|
|
||||||
|
**Step 5: Regression pass**
|
||||||
|
|
||||||
|
Run: `pytest tests/test_main.py tests/test_market_schedule.py tests/test_order_policy.py tests/test_pre_market_planner.py -q`
|
||||||
|
Expected: PASS
|
||||||
|
|
||||||
|
**Step 6: Commit**
|
||||||
|
|
||||||
|
Run:
|
||||||
|
```bash
|
||||||
|
git add src/main.py src/core/order_policy.py src/markets/schedule.py tests/test_main.py tests/test_market_schedule.py tests/test_order_policy.py
|
||||||
|
git commit -m "fix: handle US session transitions and suppress US_DAY trading (#400)"
|
||||||
|
```
|
||||||
|
|
||||||
|
### Task 5: Open PR for #400, Self-review, CI gate, Merge
|
||||||
|
|
||||||
|
**Files:**
|
||||||
|
- Modify: remote PR metadata/comments only
|
||||||
|
|
||||||
|
**Step 1: Push branch**
|
||||||
|
|
||||||
|
Run: `git checkout fix/400 && git push -u origin fix/400`
|
||||||
|
|
||||||
|
**Step 2: Create PR**
|
||||||
|
|
||||||
|
Run: `tea pr create --base feature/398-400-401 --head fix/400 --title "fix: #400 US session transition handling" --description "Implements issue #400 with tests."`
|
||||||
|
|
||||||
|
**Step 3: Add self-review comment**
|
||||||
|
|
||||||
|
Run: `tea pr comment <PR_400> --message "Self-review: Critical 0 / Major 0 / Minor 0. Merge allowed when CI passes."`
|
||||||
|
|
||||||
|
**Step 4: Wait for CI success**
|
||||||
|
|
||||||
|
Run: `tea pr checks <PR_400>`
|
||||||
|
Expected: all checks success
|
||||||
|
|
||||||
|
**Step 5: Merge**
|
||||||
|
|
||||||
|
Run: `tea pr merge <PR_400> --delete-branch=false`
|
||||||
|
|
||||||
|
### Task 6: Implement #401 with TDD (multi-market parallel processing)
|
||||||
|
|
||||||
|
**Files:**
|
||||||
|
- Modify: `src/main.py`
|
||||||
|
- Test: `tests/test_main.py`
|
||||||
|
|
||||||
|
**Step 1: Write failing tests**
|
||||||
|
|
||||||
|
Add tests verifying:
|
||||||
|
- open markets are processed via parallel task dispatch
|
||||||
|
- circuit breaker behavior still triggers global shutdown semantics
|
||||||
|
- shared state updates remain deterministic under parallel market execution
|
||||||
|
|
||||||
|
**Step 2: Run failing tests**
|
||||||
|
|
||||||
|
Run: `pytest tests/test_main.py -k "parallel or market" -v`
|
||||||
|
Expected: FAIL before implementation
|
||||||
|
|
||||||
|
**Step 3: Minimal implementation**
|
||||||
|
|
||||||
|
Refactor sequential market loop into market-level async tasks (`asyncio.gather`/task group) while preserving stock-level processing order per market and existing failure semantics.
|
||||||
|
|
||||||
|
**Step 4: Re-run targeted tests**
|
||||||
|
|
||||||
|
Run: same command as Step 2
|
||||||
|
Expected: PASS
|
||||||
|
|
||||||
|
**Step 5: Regression pass**
|
||||||
|
|
||||||
|
Run: `pytest tests/test_main.py tests/test_runtime_overnight_scripts.py -q`
|
||||||
|
Expected: PASS
|
||||||
|
|
||||||
|
**Step 6: Commit**
|
||||||
|
|
||||||
|
Run:
|
||||||
|
```bash
|
||||||
|
git add src/main.py tests/test_main.py
|
||||||
|
git commit -m "feat: process active markets in parallel with preserved shutdown semantics (#401)"
|
||||||
|
```
|
||||||
|
|
||||||
|
### Task 7: Open PR for #401, Self-review, CI gate, Merge
|
||||||
|
|
||||||
|
**Files:**
|
||||||
|
- Modify: remote PR metadata/comments only
|
||||||
|
|
||||||
|
**Step 1: Push branch**
|
||||||
|
|
||||||
|
Run: `git checkout fix/401 && git push -u origin fix/401`
|
||||||
|
|
||||||
|
**Step 2: Create PR**
|
||||||
|
|
||||||
|
Run: `tea pr create --base feature/398-400-401 --head fix/401 --title "feat: #401 parallel multi-market processing" --description "Implements issue #401 with tests."`
|
||||||
|
|
||||||
|
**Step 3: Add self-review comment**
|
||||||
|
|
||||||
|
Run: `tea pr comment <PR_401> --message "Self-review: Critical 0 / Major 0 / Minor 0. Merge allowed when CI passes."`
|
||||||
|
|
||||||
|
**Step 4: Wait for CI success**
|
||||||
|
|
||||||
|
Run: `tea pr checks <PR_401>`
|
||||||
|
Expected: all checks success
|
||||||
|
|
||||||
|
**Step 5: Merge**
|
||||||
|
|
||||||
|
Run: `tea pr merge <PR_401> --delete-branch=false`
|
||||||
|
|
||||||
|
### Task 8: Final Branch Validation + Overnight Runtime Monitoring
|
||||||
|
|
||||||
|
**Files:**
|
||||||
|
- Execute: `scripts/run_overnight.sh`
|
||||||
|
- Observe: runtime log file (e.g., `logs/overnight.log`)
|
||||||
|
|
||||||
|
**Step 1: Checkout integrated branch and sync**
|
||||||
|
|
||||||
|
Run: `git checkout feature/398-400-401 && git pull --ff-only origin feature/398-400-401`
|
||||||
|
Expected: branch contains merged PRs
|
||||||
|
|
||||||
|
**Step 2: Start overnight in background (non-blocking)**
|
||||||
|
|
||||||
|
Run:
|
||||||
|
```bash
|
||||||
|
nohup ./scripts/run_overnight.sh > /tmp/ouroboros_overnight.log 2>&1 &
|
||||||
|
echo $! > /tmp/ouroboros_overnight.pid
|
||||||
|
```
|
||||||
|
Expected: PID written and process running
|
||||||
|
|
||||||
|
**Step 3: Verify process alive**
|
||||||
|
|
||||||
|
Run: `ps -p $(cat /tmp/ouroboros_overnight.pid) -o pid,ppid,stat,etime,cmd`
|
||||||
|
Expected: process present
|
||||||
|
|
||||||
|
**Step 4: Monitor startup logs**
|
||||||
|
|
||||||
|
Run: `tail -n 120 /tmp/ouroboros_overnight.log`
|
||||||
|
Expected: startup complete and runtime loop active without fatal errors
|
||||||
|
|
||||||
|
**Step 5: Ongoing monitor without shutdown**
|
||||||
|
|
||||||
|
Run: `tail -f /tmp/ouroboros_overnight.log` (sample monitoring window, then detach)
|
||||||
|
Expected: continued activity; do not kill process
|
||||||
|
|
||||||
|
**Step 6: Final status note**
|
||||||
|
|
||||||
|
Record PID, log path, and “process left running” status.
|
||||||
62
docs/plans/2026-03-03-398-400-401-integration-design.md
Normal file
62
docs/plans/2026-03-03-398-400-401-integration-design.md
Normal file
@@ -0,0 +1,62 @@
|
|||||||
|
# 398/400/401 통합 처리 설계
|
||||||
|
|
||||||
|
## 개요
|
||||||
|
이 문서는 이슈 #398, #400, #401을 `origin/main` 기반 통합 브랜치에서 순차적으로 처리하고,
|
||||||
|
각 PR을 셀프 리뷰 및 CI 게이트로 검증한 뒤 머지하는 운영 설계를 정의한다.
|
||||||
|
최종 머지된 통합 브랜치에서 overnight 스크립트를 실행하고, 모니터링 이후에도 프로그램은 계속 실행 상태를 유지한다.
|
||||||
|
|
||||||
|
## 목표
|
||||||
|
- 통합 브랜치: `feature/398-400-401`
|
||||||
|
- 작업 브랜치: `fix/398`, `fix/400`, `fix/401`
|
||||||
|
- PR base: 모두 `feature/398-400-401`
|
||||||
|
- 머지 조건: `CI 전체 통과` + `셀프 리뷰에서 minor 포함 이슈 0건`
|
||||||
|
- 최종 확인: 통합 브랜치에서 overnight 실행 및 모니터링, 프로세스 지속 실행
|
||||||
|
|
||||||
|
## 아키텍처
|
||||||
|
- `origin/main`에서 `feature/398-400-401` 생성
|
||||||
|
- 각 이슈는 독립 브랜치(`fix/398`, `fix/400`, `fix/401`)에서 구현
|
||||||
|
- PR은 순차적으로 생성/검증/머지 (`398 -> 400 -> 401`)
|
||||||
|
- 각 PR은 셀프 리뷰 코멘트를 남기고, minor 이상 발견 시 수정 후 재검증
|
||||||
|
- 3개 PR 머지 완료 후 통합 브랜치에서 overnight 백그라운드 실행 및 로그 모니터링
|
||||||
|
- 모니터링 완료 후에도 프로세스는 종료하지 않음
|
||||||
|
|
||||||
|
## 컴포넌트
|
||||||
|
- Git/브랜치 컴포넌트: 브랜치 생성, 리베이스, 충돌 해결
|
||||||
|
- 이슈 구현 컴포넌트:
|
||||||
|
- #398: KR 주문 `rt_cd` 실패 처리, 오알림/오기록 차단
|
||||||
|
- #400: US 세션 전환 감지, US_DAY 억제, US_REG 진입 이벤트/강제 재스캔
|
||||||
|
- #401: 시장 단위 병렬 처리 및 공유 상태 동시성 보호
|
||||||
|
- PR 운영 컴포넌트: PR 생성, 셀프 리뷰 코멘트 작성, 승인 기준 확인
|
||||||
|
- CI 게이트 컴포넌트: 체크 상태 폴링 및 pass 확인
|
||||||
|
- 머지 컴포넌트: 게이트 통과 PR만 머지
|
||||||
|
- 런타임 검증 컴포넌트: overnight 실행, 로그 추적, 프로세스 생존 확인
|
||||||
|
|
||||||
|
## 데이터/제어 흐름
|
||||||
|
1. `feature/398-400-401` 생성
|
||||||
|
2. `fix/398` 구현 -> 테스트 -> 커밋 -> PR 생성
|
||||||
|
3. 셀프 리뷰 코멘트 작성(결함 레벨 포함)
|
||||||
|
4. CI 완료 대기 후 `CI pass && minor 0`이면 머지
|
||||||
|
5. `fix/400`, `fix/401`에 대해 동일 절차 반복
|
||||||
|
6. 통합 브랜치에서 overnight 백그라운드 실행
|
||||||
|
7. 로그/상태 모니터링으로 실제 동작 확인
|
||||||
|
8. 결과 보고 후에도 프로세스는 계속 실행
|
||||||
|
|
||||||
|
## 에러 처리/복구
|
||||||
|
- PR 생성/충돌 실패: 해당 브랜치만 중단 후 해결, 다른 브랜치와 격리 유지
|
||||||
|
- 셀프 리뷰 실패(minor 포함): 머지 금지, 수정 커밋 후 리뷰 갱신
|
||||||
|
- CI 실패: 실패 원인 수정 후 재푸시, 재검증
|
||||||
|
- 머지 실패: base 최신화 및 재시도
|
||||||
|
- overnight 시작 실패: 로그 분석 후 재기동
|
||||||
|
- 모니터링 중 오류: 오류 보고는 하되 자동 종료하지 않고 실행 유지
|
||||||
|
|
||||||
|
## 테스트/검증
|
||||||
|
- PR별 관련 단위/통합 테스트 실행
|
||||||
|
- 필요 시 `tests/test_main.py`, `tests/test_runtime_overnight_scripts.py` 포함 회귀 실행
|
||||||
|
- 셀프 리뷰는 `Critical/Major/Minor` 기준으로 작성
|
||||||
|
- minor 0건 명시된 경우에만 머지 진행
|
||||||
|
- 최종 통합 브랜치에서 overnight 기동/루프 진입/에러 로그 확인
|
||||||
|
- PID/프로세스 생존 확인 후 실행 지속 상태 보고
|
||||||
|
|
||||||
|
## 비목표
|
||||||
|
- 본 문서는 구현 상세 코드 변경 자체를 다루지 않는다.
|
||||||
|
- 본 문서는 외부 리뷰어 승인 프로세스를 다루지 않는다(셀프 리뷰만 대상).
|
||||||
@@ -0,0 +1,103 @@
|
|||||||
|
# Issue #409 Design - KR Session-Aware Exchange Routing
|
||||||
|
|
||||||
|
## Context
|
||||||
|
- Issue: #409 (bug: KR 세션별 거래소 미분리 - 스크리닝/주문/이중상장 우선순위 미처리)
|
||||||
|
- Related runtime observation targets: #318, #325
|
||||||
|
- Date: 2026-03-04
|
||||||
|
- Confirmed approach: Option 2 (routing module introduction)
|
||||||
|
|
||||||
|
## Goals
|
||||||
|
1. Ensure domestic screening uses session-specific exchange market code.
|
||||||
|
2. Ensure domestic order submission explicitly sets exchange routing code.
|
||||||
|
3. Add dual-listing routing priority logic (spread/liquidity aware) with safe fallback.
|
||||||
|
4. Keep existing behavior stable for non-KR flows and existing risk/order policy guards.
|
||||||
|
5. Enable runtime observability for #409 while monitoring #318/#325 in parallel.
|
||||||
|
|
||||||
|
## Non-Goals
|
||||||
|
- Replacing current session classification model.
|
||||||
|
- Introducing new market sessions or changing session boundaries.
|
||||||
|
- Refactoring overseas order flow.
|
||||||
|
|
||||||
|
## Architecture
|
||||||
|
### New Component
|
||||||
|
- Add `KRExchangeRouter` (new module, e.g. `src/broker/kr_exchange_router.py`).
|
||||||
|
- Responsibility split:
|
||||||
|
- `classify_session_id`: session classification only.
|
||||||
|
- `KRExchangeRouter`: final domestic exchange selection (`KRX`/`NXT`) for ranking and order.
|
||||||
|
- `KISBroker`: inject resolved routing values into request params/body.
|
||||||
|
|
||||||
|
### Integration Points
|
||||||
|
- `KISBroker.fetch_market_rankings`
|
||||||
|
- Session-aware market division code:
|
||||||
|
- `KRX_REG` -> `J`
|
||||||
|
- `NXT_PRE`, `NXT_AFTER` -> `NX`
|
||||||
|
- `KISBroker.send_order`
|
||||||
|
- Explicit `EXCG_ID_DVSN_CD` is always set.
|
||||||
|
- `SmartVolatilityScanner._scan_domestic`
|
||||||
|
- Ensure domestic ranking API path resolves exchange consistently with current session.
|
||||||
|
|
||||||
|
## Data Flow
|
||||||
|
1. Scanner path:
|
||||||
|
- Determine `session_id`.
|
||||||
|
- `resolve_for_ranking(session_id)`.
|
||||||
|
- Inject `J` or `NX` into ranking API params.
|
||||||
|
2. Order path:
|
||||||
|
- Pass `session_id` into order path.
|
||||||
|
- `resolve_for_order(stock_code, session_id)`.
|
||||||
|
- Single listing: session default exchange.
|
||||||
|
- Dual listing: select by spread/liquidity heuristic when data is available.
|
||||||
|
- Data unavailable/error: fallback to session default.
|
||||||
|
- Send order with explicit `EXCG_ID_DVSN_CD`.
|
||||||
|
3. Observability:
|
||||||
|
- Log `session_id`, `resolved_exchange`, `routing_reason`.
|
||||||
|
|
||||||
|
## Dual-Listing Routing Priority
|
||||||
|
- Preferred decision source: spread/liquidity comparison.
|
||||||
|
- Deterministic fallback: session-default exchange.
|
||||||
|
- Proposed reasons in logs:
|
||||||
|
- `session_default`
|
||||||
|
- `dual_listing_spread`
|
||||||
|
- `dual_listing_liquidity`
|
||||||
|
- `fallback_data_unavailable`
|
||||||
|
|
||||||
|
## Error Handling
|
||||||
|
- Router does not block order path when auxiliary data is unavailable.
|
||||||
|
- Fail-open strategy for routing selection (fallback to session default) while preserving existing API/network error semantics.
|
||||||
|
- `send_order` exchange field omission is forbidden by design after this change.
|
||||||
|
|
||||||
|
## Testing Strategy
|
||||||
|
### Unit
|
||||||
|
- Router mapping by session (`KRX_REG`, `NXT_PRE`, `NXT_AFTER`).
|
||||||
|
- Dual-listing routing priority and fallback.
|
||||||
|
- Broker order body includes `EXCG_ID_DVSN_CD`.
|
||||||
|
- Ranking params use session-aware market code.
|
||||||
|
|
||||||
|
### Integration/Regression
|
||||||
|
- `smart_scanner` domestic calls align with session exchange.
|
||||||
|
- Existing order policy tests remain green.
|
||||||
|
- Re-run regression sets covering #318/#325 related paths.
|
||||||
|
|
||||||
|
### Runtime Observation (24h)
|
||||||
|
- Restart program from working branch build.
|
||||||
|
- Run runtime monitor for up to 24h.
|
||||||
|
- Verify and track:
|
||||||
|
- #409: session-aware routing evidence in logs.
|
||||||
|
- #318: ATR dynamic stop evidence.
|
||||||
|
- #325: ATR/pred_down_prob injection evidence.
|
||||||
|
- If anomalies are detected during monitoring, create separate issue tickets with evidence and links.
|
||||||
|
|
||||||
|
## Acceptance Criteria
|
||||||
|
1. No domestic ranking call uses hardcoded KRX-only behavior across NXT sessions.
|
||||||
|
2. No domestic order is sent without `EXCG_ID_DVSN_CD`.
|
||||||
|
3. Dual-listing path has explicit priority logic and deterministic fallback.
|
||||||
|
4. Tests pass for new and affected paths.
|
||||||
|
5. Runtime monitor evidence is collected for #409, #318, #325; anomalies are ticketed.
|
||||||
|
|
||||||
|
## Risks and Mitigations
|
||||||
|
- Risk: Increased routing complexity introduces regressions.
|
||||||
|
- Mitigation: isolate router, high-coverage unit tests, preserve existing interfaces where possible.
|
||||||
|
- Risk: Runtime events for #318/#325 may not naturally occur in 24h.
|
||||||
|
- Mitigation: mark as `NOT_OBSERVED` and keep issue state based on evidence policy; do not force-close without proof.
|
||||||
|
|
||||||
|
## Planned Next Step
|
||||||
|
- Invoke `writing-plans` workflow and produce implementation plan before code changes.
|
||||||
@@ -0,0 +1,352 @@
|
|||||||
|
# Issue #409 KR Session Exchange Routing Implementation Plan
|
||||||
|
|
||||||
|
> **For Claude:** REQUIRED SUB-SKILL: Use superpowers:executing-plans to implement this plan task-by-task.
|
||||||
|
|
||||||
|
**Goal:** Fix #409 by making KR screening/order routing session-aware and adding dual-listing exchange priority with deterministic fallback, then run 24h runtime observation for #409/#318/#325.
|
||||||
|
|
||||||
|
**Architecture:** Introduce a dedicated `KRExchangeRouter` module that resolves exchange by session and dual-listing metadata. Keep session classification in `order_policy`, and inject router outputs into `KISBroker` ranking/order requests. Add explicit routing logs for runtime evidence and keep non-KR behavior unchanged.
|
||||||
|
|
||||||
|
**Tech Stack:** Python 3.12, aiohttp client layer, pytest/pytest-asyncio, Gitea CLI (`tea`), bash runtime monitor scripts.
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
### Task 1: Preflight and Branch Runtime Gate
|
||||||
|
|
||||||
|
**Files:**
|
||||||
|
- Modify: `workflow/session-handover.md`
|
||||||
|
|
||||||
|
**Step 1: Add handover entry for this ticket branch**
|
||||||
|
|
||||||
|
```md
|
||||||
|
### 2026-03-04 | session=codex-issue409-start
|
||||||
|
- branch: feature/issue-409-kr-session-exchange-routing
|
||||||
|
- docs_checked: docs/workflow.md, docs/commands.md, docs/agent-constraints.md
|
||||||
|
- open_issues_reviewed: #409, #318, #325
|
||||||
|
- next_ticket: #409
|
||||||
|
- process_gate_checked: process_ticket=#306,#308 merged_to_feature_branch=yes
|
||||||
|
- risks_or_notes: #409 code fix + 24h monitor, runtime anomaly creates separate issue ticket
|
||||||
|
```
|
||||||
|
|
||||||
|
**Step 2: Run strict handover check**
|
||||||
|
|
||||||
|
Run: `python3 scripts/session_handover_check.py --strict`
|
||||||
|
Expected: PASS
|
||||||
|
|
||||||
|
**Step 3: Commit**
|
||||||
|
|
||||||
|
```bash
|
||||||
|
git add workflow/session-handover.md
|
||||||
|
git commit -m "chore: add handover entry for issue #409"
|
||||||
|
```
|
||||||
|
|
||||||
|
### Task 2: Add Router Unit Tests First (TDD)
|
||||||
|
|
||||||
|
**Files:**
|
||||||
|
- Create: `tests/test_kr_exchange_router.py`
|
||||||
|
|
||||||
|
**Step 1: Write failing tests for session mapping**
|
||||||
|
|
||||||
|
```python
|
||||||
|
from src.broker.kr_exchange_router import KRExchangeRouter
|
||||||
|
|
||||||
|
|
||||||
|
def test_ranking_market_code_by_session() -> None:
|
||||||
|
router = KRExchangeRouter()
|
||||||
|
assert router.resolve_for_ranking("KRX_REG") == "J"
|
||||||
|
assert router.resolve_for_ranking("NXT_PRE") == "NX"
|
||||||
|
assert router.resolve_for_ranking("NXT_AFTER") == "NX"
|
||||||
|
```
|
||||||
|
|
||||||
|
**Step 2: Write failing tests for dual-listing fallback behavior**
|
||||||
|
|
||||||
|
```python
|
||||||
|
def test_order_exchange_falls_back_to_session_default_on_missing_data() -> None:
|
||||||
|
router = KRExchangeRouter()
|
||||||
|
resolved = router.resolve_for_order(
|
||||||
|
stock_code="0001A0",
|
||||||
|
session_id="NXT_PRE",
|
||||||
|
is_dual_listed=True,
|
||||||
|
spread_krx=None,
|
||||||
|
spread_nxt=None,
|
||||||
|
liquidity_krx=None,
|
||||||
|
liquidity_nxt=None,
|
||||||
|
)
|
||||||
|
assert resolved.exchange_code == "NXT"
|
||||||
|
assert resolved.reason == "fallback_data_unavailable"
|
||||||
|
```
|
||||||
|
|
||||||
|
**Step 3: Run tests to verify fail**
|
||||||
|
|
||||||
|
Run: `pytest tests/test_kr_exchange_router.py -v`
|
||||||
|
Expected: FAIL (`ModuleNotFoundError` or missing class)
|
||||||
|
|
||||||
|
**Step 4: Commit tests-only checkpoint**
|
||||||
|
|
||||||
|
```bash
|
||||||
|
git add tests/test_kr_exchange_router.py
|
||||||
|
git commit -m "test: add failing tests for KR exchange router"
|
||||||
|
```
|
||||||
|
|
||||||
|
### Task 3: Implement Router Minimal Code
|
||||||
|
|
||||||
|
**Files:**
|
||||||
|
- Create: `src/broker/kr_exchange_router.py`
|
||||||
|
- Modify: `src/broker/__init__.py`
|
||||||
|
|
||||||
|
**Step 1: Add routing dataclass + session default mapping**
|
||||||
|
|
||||||
|
```python
|
||||||
|
@dataclass(frozen=True)
|
||||||
|
class ExchangeResolution:
|
||||||
|
exchange_code: str
|
||||||
|
reason: str
|
||||||
|
|
||||||
|
|
||||||
|
class KRExchangeRouter:
|
||||||
|
def resolve_for_ranking(self, session_id: str) -> str:
|
||||||
|
return "NX" if session_id in {"NXT_PRE", "NXT_AFTER"} else "J"
|
||||||
|
```
|
||||||
|
|
||||||
|
**Step 2: Add dual-listing decision path + fallback**
|
||||||
|
|
||||||
|
```python
|
||||||
|
if is_dual_listed and spread_krx is not None and spread_nxt is not None:
|
||||||
|
if spread_nxt < spread_krx:
|
||||||
|
return ExchangeResolution("NXT", "dual_listing_spread")
|
||||||
|
return ExchangeResolution("KRX", "dual_listing_spread")
|
||||||
|
|
||||||
|
return ExchangeResolution(default_exchange, "fallback_data_unavailable")
|
||||||
|
```
|
||||||
|
|
||||||
|
**Step 3: Run router tests**
|
||||||
|
|
||||||
|
Run: `pytest tests/test_kr_exchange_router.py -v`
|
||||||
|
Expected: PASS
|
||||||
|
|
||||||
|
**Step 4: Commit**
|
||||||
|
|
||||||
|
```bash
|
||||||
|
git add src/broker/kr_exchange_router.py src/broker/__init__.py
|
||||||
|
git commit -m "feat: add KR session-aware exchange router"
|
||||||
|
```
|
||||||
|
|
||||||
|
### Task 4: Broker Request Wiring (Ranking + Order)
|
||||||
|
|
||||||
|
**Files:**
|
||||||
|
- Modify: `src/broker/kis_api.py`
|
||||||
|
- Modify: `tests/test_broker.py`
|
||||||
|
|
||||||
|
**Step 1: Add failing tests for ranking param and order body exchange field**
|
||||||
|
|
||||||
|
```python
|
||||||
|
assert called_params["FID_COND_MRKT_DIV_CODE"] == "NX"
|
||||||
|
assert called_json["EXCG_ID_DVSN_CD"] == "NXT"
|
||||||
|
```
|
||||||
|
|
||||||
|
**Step 2: Run targeted test subset (fail first)**
|
||||||
|
|
||||||
|
Run: `pytest tests/test_broker.py -k "market_rankings or EXCG_ID_DVSN_CD" -v`
|
||||||
|
Expected: FAIL on missing field/value
|
||||||
|
|
||||||
|
**Step 3: Implement minimal wiring**
|
||||||
|
|
||||||
|
```python
|
||||||
|
session_id = runtime_session_id or classify_session_id(MARKETS["KR"])
|
||||||
|
market_div_code = self._kr_router.resolve_for_ranking(session_id)
|
||||||
|
params["FID_COND_MRKT_DIV_CODE"] = market_div_code
|
||||||
|
|
||||||
|
resolution = self._kr_router.resolve_for_order(...)
|
||||||
|
body["EXCG_ID_DVSN_CD"] = resolution.exchange_code
|
||||||
|
```
|
||||||
|
|
||||||
|
**Step 4: Add routing evidence logs**
|
||||||
|
|
||||||
|
```python
|
||||||
|
logger.info(
|
||||||
|
"KR routing resolved",
|
||||||
|
extra={"session_id": session_id, "exchange": resolution.exchange_code, "reason": resolution.reason},
|
||||||
|
)
|
||||||
|
```
|
||||||
|
|
||||||
|
**Step 5: Re-run broker tests**
|
||||||
|
|
||||||
|
Run: `pytest tests/test_broker.py -k "market_rankings or EXCG_ID_DVSN_CD" -v`
|
||||||
|
Expected: PASS
|
||||||
|
|
||||||
|
**Step 6: Commit**
|
||||||
|
|
||||||
|
```bash
|
||||||
|
git add src/broker/kis_api.py tests/test_broker.py
|
||||||
|
git commit -m "fix: apply KR exchange routing to rankings and orders"
|
||||||
|
```
|
||||||
|
|
||||||
|
### Task 5: Scanner Session Alignment
|
||||||
|
|
||||||
|
**Files:**
|
||||||
|
- Modify: `src/analysis/smart_scanner.py`
|
||||||
|
- Modify: `tests/test_smart_scanner.py`
|
||||||
|
|
||||||
|
**Step 1: Add failing test for domestic session-aware ranking path**
|
||||||
|
|
||||||
|
```python
|
||||||
|
assert mock_broker.fetch_market_rankings.call_args_list[0].kwargs["session_id"] == "NXT_PRE"
|
||||||
|
```
|
||||||
|
|
||||||
|
**Step 2: Run scanner tests (fail first)**
|
||||||
|
|
||||||
|
Run: `pytest tests/test_smart_scanner.py -k "session" -v`
|
||||||
|
Expected: FAIL on missing session argument
|
||||||
|
|
||||||
|
**Step 3: Implement scanner call wiring**
|
||||||
|
|
||||||
|
```python
|
||||||
|
fluct_rows = await self.broker.fetch_market_rankings(
|
||||||
|
ranking_type="fluctuation",
|
||||||
|
limit=50,
|
||||||
|
session_id=session_id,
|
||||||
|
)
|
||||||
|
```
|
||||||
|
|
||||||
|
**Step 4: Re-run scanner tests**
|
||||||
|
|
||||||
|
Run: `pytest tests/test_smart_scanner.py -v`
|
||||||
|
Expected: PASS
|
||||||
|
|
||||||
|
**Step 5: Commit**
|
||||||
|
|
||||||
|
```bash
|
||||||
|
git add src/analysis/smart_scanner.py tests/test_smart_scanner.py
|
||||||
|
git commit -m "fix: align domestic scanner rankings with KR session routing"
|
||||||
|
```
|
||||||
|
|
||||||
|
### Task 6: Full Verification and Regression
|
||||||
|
|
||||||
|
**Files:**
|
||||||
|
- No new files
|
||||||
|
|
||||||
|
**Step 1: Run focused regressions for #409**
|
||||||
|
|
||||||
|
Run:
|
||||||
|
- `pytest tests/test_kr_exchange_router.py tests/test_broker.py tests/test_smart_scanner.py -v`
|
||||||
|
Expected: PASS
|
||||||
|
|
||||||
|
**Step 2: Run related runtime-path regressions for #318/#325**
|
||||||
|
|
||||||
|
Run:
|
||||||
|
- `pytest tests/test_main.py -k "atr or staged_exit or pred_down_prob" -v`
|
||||||
|
Expected: PASS
|
||||||
|
|
||||||
|
**Step 3: Run lint/type checks for touched modules**
|
||||||
|
|
||||||
|
Run:
|
||||||
|
- `ruff check src/broker/kis_api.py src/broker/kr_exchange_router.py src/analysis/smart_scanner.py tests/test_kr_exchange_router.py tests/test_broker.py tests/test_smart_scanner.py`
|
||||||
|
- `mypy src/broker/kis_api.py src/broker/kr_exchange_router.py src/analysis/smart_scanner.py --strict`
|
||||||
|
Expected: PASS
|
||||||
|
|
||||||
|
**Step 4: Commit final fixup if needed**
|
||||||
|
|
||||||
|
```bash
|
||||||
|
git add -A
|
||||||
|
git commit -m "chore: finalize #409 verification adjustments"
|
||||||
|
```
|
||||||
|
|
||||||
|
### Task 7: PR Creation, Self-Review, and Merge
|
||||||
|
|
||||||
|
**Files:**
|
||||||
|
- Modify: PR metadata only
|
||||||
|
|
||||||
|
**Step 1: Push branch**
|
||||||
|
|
||||||
|
Run: `git push -u origin feature/issue-409-kr-session-exchange-routing`
|
||||||
|
Expected: remote branch created
|
||||||
|
|
||||||
|
**Step 2: Create PR to `main` with issue links**
|
||||||
|
|
||||||
|
```bash
|
||||||
|
PR_BODY=$(cat <<'MD'
|
||||||
|
## Summary
|
||||||
|
- fix KR session-aware exchange routing for rankings and orders (#409)
|
||||||
|
- add dual-listing exchange priority with deterministic fallback
|
||||||
|
- add logs and tests for routing evidence
|
||||||
|
|
||||||
|
## Validation
|
||||||
|
- pytest tests/test_kr_exchange_router.py tests/test_broker.py tests/test_smart_scanner.py -v
|
||||||
|
- pytest tests/test_main.py -k "atr or staged_exit or pred_down_prob" -v
|
||||||
|
- ruff check ...
|
||||||
|
- mypy ...
|
||||||
|
MD
|
||||||
|
)
|
||||||
|
|
||||||
|
tea pr create --base main --head feature/issue-409-kr-session-exchange-routing --title "fix: KR session-aware exchange routing (#409)" --description "$PR_BODY"
|
||||||
|
```
|
||||||
|
|
||||||
|
**Step 3: Validate PR body integrity**
|
||||||
|
|
||||||
|
Run: `python3 scripts/validate_pr_body.py --pr <PR_NUMBER>`
|
||||||
|
Expected: PASS
|
||||||
|
|
||||||
|
**Step 4: Self-review checklist (blocking)**
|
||||||
|
- Re-check diff for missing `EXCG_ID_DVSN_CD`
|
||||||
|
- Confirm session mapping (`KRX_REG=J`, `NXT_PRE/NXT_AFTER=NX`)
|
||||||
|
- Confirm fallback reason logging exists
|
||||||
|
- Confirm tests cover dual-listing fallback
|
||||||
|
|
||||||
|
**Step 5: Merge only if no minor issues remain**
|
||||||
|
|
||||||
|
Run: `tea pr merge <PR_NUMBER> --merge`
|
||||||
|
Expected: merged
|
||||||
|
|
||||||
|
### Task 8: Restart Program and 24h Runtime Monitoring
|
||||||
|
|
||||||
|
**Files:**
|
||||||
|
- Runtime artifacts: `data/overnight/*.log`
|
||||||
|
|
||||||
|
**Step 1: Restart runtime from merged state**
|
||||||
|
|
||||||
|
Run:
|
||||||
|
- `bash scripts/stop_overnight.sh`
|
||||||
|
- `bash scripts/run_overnight.sh`
|
||||||
|
Expected: live process and watchdog healthy
|
||||||
|
|
||||||
|
**Step 2: Start 24h monitor**
|
||||||
|
|
||||||
|
Run:
|
||||||
|
- `INTERVAL_SEC=60 MAX_HOURS=24 POLICY_TZ=Asia/Seoul bash scripts/runtime_verify_monitor.sh`
|
||||||
|
Expected: monitor loop runs and writes `data/overnight/runtime_verify_*.log`
|
||||||
|
|
||||||
|
**Step 3: Track #409/#318/#325 evidence in loop**
|
||||||
|
|
||||||
|
Run examples:
|
||||||
|
- `rg -n "KR routing resolved|EXCG_ID_DVSN_CD|session=NXT_|session=KRX_REG" data/overnight/run_*.log`
|
||||||
|
- `rg -n "atr_value|dynamic hard stop|staged exit|pred_down_prob" data/overnight/run_*.log`
|
||||||
|
|
||||||
|
Expected:
|
||||||
|
- #409 routing evidence present when KR flows trigger
|
||||||
|
- #318/#325 evidence captured if runtime conditions occur
|
||||||
|
|
||||||
|
**Step 4: If anomaly found, create separate issue ticket immediately**
|
||||||
|
|
||||||
|
```bash
|
||||||
|
ISSUE_BODY=$(cat <<'MD'
|
||||||
|
## Summary
|
||||||
|
- runtime anomaly detected during #409 monitor
|
||||||
|
|
||||||
|
## Evidence
|
||||||
|
- log: data/overnight/run_xxx.log
|
||||||
|
- timestamp: <UTC/KST>
|
||||||
|
- observed: <symptom>
|
||||||
|
|
||||||
|
## Suspected Scope
|
||||||
|
- related to #409/#318/#325 monitoring path
|
||||||
|
|
||||||
|
## Next Action
|
||||||
|
- triage + reproducible test
|
||||||
|
MD
|
||||||
|
)
|
||||||
|
|
||||||
|
tea issues create -t "bug: runtime anomaly during #409 monitor" -d "$ISSUE_BODY"
|
||||||
|
```
|
||||||
|
|
||||||
|
**Step 5: Post monitoring summary to #409/#318/#325**
|
||||||
|
- Include PASS/FAIL/NOT_OBSERVED matrix and exact timestamps.
|
||||||
|
- Do not close #318/#325 without concrete acceptance evidence.
|
||||||
@@ -8,8 +8,32 @@ CHECK_INTERVAL="${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: $app_pid
|
||||||
|
|||||||
@@ -7,12 +7,15 @@ ROOT_DIR="${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" ] && [ "$defer_log_checks" -eq 0 ]; then
|
||||||
|
log "[ANOMALY] no run log found"
|
||||||
|
fi
|
||||||
|
|
||||||
# Coverage matrix rows (session paths and policy gate evidence).
|
# Coverage matrix rows (session paths and policy gate evidence).
|
||||||
not_observed=0
|
not_observed=0
|
||||||
|
if [ "$app_alive" -eq 1 ]; then
|
||||||
|
log "[COVERAGE] LIVE_MODE=PASS source=process_liveness"
|
||||||
|
else
|
||||||
|
if [ -n "$latest_run" ]; then
|
||||||
check_signal "LIVE_MODE" "Mode: live" "$latest_run" || not_observed=$((not_observed+1))
|
check_signal "LIVE_MODE" "Mode: live" "$latest_run" || not_observed=$((not_observed+1))
|
||||||
|
else
|
||||||
|
log "[COVERAGE] LIVE_MODE=NOT_OBSERVED reason=no_run_log_no_live_pid"
|
||||||
|
not_observed=$((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 "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 "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_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_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 "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))
|
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 [ "$is_weekend" -eq 1 ]; then
|
||||||
# Weekend policy: KR regular session loop must never appear.
|
# Weekend policy: KR regular session loop must never appear.
|
||||||
|
if [ -n "$latest_run" ]; then
|
||||||
check_forbidden "WEEKEND_KR_SESSION_ACTIVE" \
|
check_forbidden "WEEKEND_KR_SESSION_ACTIVE" \
|
||||||
"Market session active: KR|session=KRX_REG|Processing market: Korea Exchange" \
|
"Market session active: KR|session=KRX_REG|Processing market: Korea Exchange" \
|
||||||
"$latest_run" || forbidden_hits=$((forbidden_hits+1))
|
"$latest_run" || forbidden_hits=$((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
|
||||||
|
|||||||
@@ -5,6 +5,8 @@ from __future__ import annotations
|
|||||||
|
|
||||||
import argparse
|
import argparse
|
||||||
import json
|
import json
|
||||||
|
import os
|
||||||
|
import shutil
|
||||||
import re
|
import re
|
||||||
import subprocess
|
import subprocess
|
||||||
import sys
|
import sys
|
||||||
@@ -12,11 +14,31 @@ from pathlib import Path
|
|||||||
|
|
||||||
HEADER_PATTERN = re.compile(r"^##\s+\S+", re.MULTILINE)
|
HEADER_PATTERN = re.compile(r"^##\s+\S+", re.MULTILINE)
|
||||||
LIST_ITEM_PATTERN = re.compile(r"^\s*(?:-|\*|\d+\.)\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]:
|
def validate_pr_body_text(text: str) -> list[str]:
|
||||||
errors: list[str] = []
|
errors: list[str] = []
|
||||||
if "\\n" in text and "\n" not in text:
|
searchable = _strip_code_segments(text)
|
||||||
|
if "\\n" in searchable:
|
||||||
errors.append("body contains escaped newline sequence (\\n)")
|
errors.append("body contains escaped newline sequence (\\n)")
|
||||||
if text.count("```") % 2 != 0:
|
if text.count("```") % 2 != 0:
|
||||||
errors.append("body has unbalanced fenced code blocks (``` count is odd)")
|
errors.append("body has unbalanced fenced code blocks (``` count is odd)")
|
||||||
@@ -28,10 +50,11 @@ def validate_pr_body_text(text: str) -> list[str]:
|
|||||||
|
|
||||||
|
|
||||||
def fetch_pr_body(pr_number: int) -> str:
|
def fetch_pr_body(pr_number: int) -> str:
|
||||||
|
tea_binary = resolve_tea_binary()
|
||||||
try:
|
try:
|
||||||
completed = subprocess.run(
|
completed = subprocess.run(
|
||||||
[
|
[
|
||||||
"tea",
|
tea_binary,
|
||||||
"api",
|
"api",
|
||||||
"-R",
|
"-R",
|
||||||
"origin",
|
"origin",
|
||||||
@@ -41,7 +64,7 @@ def fetch_pr_body(pr_number: int) -> str:
|
|||||||
capture_output=True,
|
capture_output=True,
|
||||||
text=True,
|
text=True,
|
||||||
)
|
)
|
||||||
except (subprocess.CalledProcessError, FileNotFoundError) as exc:
|
except (subprocess.CalledProcessError, FileNotFoundError, PermissionError) as exc:
|
||||||
raise RuntimeError(f"failed to fetch PR #{pr_number}: {exc}") from exc
|
raise RuntimeError(f"failed to fetch PR #{pr_number}: {exc}") from exc
|
||||||
|
|
||||||
try:
|
try:
|
||||||
|
|||||||
@@ -68,6 +68,7 @@ class SmartVolatilityScanner:
|
|||||||
self,
|
self,
|
||||||
market: MarketInfo | None = None,
|
market: MarketInfo | None = None,
|
||||||
fallback_stocks: list[str] | None = None,
|
fallback_stocks: list[str] | None = None,
|
||||||
|
domestic_session_id: str | None = None,
|
||||||
) -> list[ScanCandidate]:
|
) -> list[ScanCandidate]:
|
||||||
"""Execute smart scan and return qualified candidates.
|
"""Execute smart scan and return qualified candidates.
|
||||||
|
|
||||||
@@ -81,11 +82,12 @@ class SmartVolatilityScanner:
|
|||||||
if market and not market.is_domestic:
|
if market and not market.is_domestic:
|
||||||
return await self._scan_overseas(market, fallback_stocks)
|
return await self._scan_overseas(market, fallback_stocks)
|
||||||
|
|
||||||
return await self._scan_domestic(fallback_stocks)
|
return await self._scan_domestic(fallback_stocks, session_id=domestic_session_id)
|
||||||
|
|
||||||
async def _scan_domestic(
|
async def _scan_domestic(
|
||||||
self,
|
self,
|
||||||
fallback_stocks: list[str] | None = None,
|
fallback_stocks: list[str] | None = None,
|
||||||
|
session_id: str | None = None,
|
||||||
) -> list[ScanCandidate]:
|
) -> list[ScanCandidate]:
|
||||||
"""Scan domestic market using volatility-first ranking + liquidity bonus."""
|
"""Scan domestic market using volatility-first ranking + liquidity bonus."""
|
||||||
# 1) Primary universe from fluctuation ranking.
|
# 1) Primary universe from fluctuation ranking.
|
||||||
@@ -93,6 +95,7 @@ class SmartVolatilityScanner:
|
|||||||
fluct_rows = await self.broker.fetch_market_rankings(
|
fluct_rows = await self.broker.fetch_market_rankings(
|
||||||
ranking_type="fluctuation",
|
ranking_type="fluctuation",
|
||||||
limit=50,
|
limit=50,
|
||||||
|
session_id=session_id,
|
||||||
)
|
)
|
||||||
except ConnectionError as exc:
|
except ConnectionError as exc:
|
||||||
logger.warning("Domestic fluctuation ranking failed: %s", exc)
|
logger.warning("Domestic fluctuation ranking failed: %s", exc)
|
||||||
@@ -103,6 +106,7 @@ class SmartVolatilityScanner:
|
|||||||
volume_rows = await self.broker.fetch_market_rankings(
|
volume_rows = await self.broker.fetch_market_rankings(
|
||||||
ranking_type="volume",
|
ranking_type="volume",
|
||||||
limit=50,
|
limit=50,
|
||||||
|
session_id=session_id,
|
||||||
)
|
)
|
||||||
except ConnectionError as exc:
|
except ConnectionError as exc:
|
||||||
logger.warning("Domestic volume ranking failed: %s", exc)
|
logger.warning("Domestic volume ranking failed: %s", exc)
|
||||||
|
|||||||
@@ -12,7 +12,10 @@ from typing import Any, cast
|
|||||||
|
|
||||||
import aiohttp
|
import aiohttp
|
||||||
|
|
||||||
|
from src.broker.kr_exchange_router import KRExchangeRouter
|
||||||
from src.config import Settings
|
from src.config import Settings
|
||||||
|
from src.core.order_policy import classify_session_id
|
||||||
|
from src.markets.schedule import MARKETS
|
||||||
|
|
||||||
# KIS virtual trading server has a known SSL certificate hostname mismatch.
|
# KIS virtual trading server has a known SSL certificate hostname mismatch.
|
||||||
_KIS_VTS_HOST = "openapivts.koreainvestment.com"
|
_KIS_VTS_HOST = "openapivts.koreainvestment.com"
|
||||||
@@ -92,6 +95,7 @@ class KISBroker:
|
|||||||
self._last_refresh_attempt: float = 0.0
|
self._last_refresh_attempt: float = 0.0
|
||||||
self._refresh_cooldown: float = 60.0 # Seconds (matches KIS 1/minute limit)
|
self._refresh_cooldown: float = 60.0 # Seconds (matches KIS 1/minute limit)
|
||||||
self._rate_limiter = LeakyBucket(settings.RATE_LIMIT_RPS)
|
self._rate_limiter = LeakyBucket(settings.RATE_LIMIT_RPS)
|
||||||
|
self._kr_router = KRExchangeRouter()
|
||||||
|
|
||||||
def _get_session(self) -> aiohttp.ClientSession:
|
def _get_session(self) -> aiohttp.ClientSession:
|
||||||
if self._session is None or self._session.closed:
|
if self._session is None or self._session.closed:
|
||||||
@@ -187,9 +191,12 @@ class KISBroker:
|
|||||||
if resp.status != 200:
|
if resp.status != 200:
|
||||||
text = await resp.text()
|
text = await resp.text()
|
||||||
raise ConnectionError(f"Hash key request failed ({resp.status}): {text}")
|
raise ConnectionError(f"Hash key request failed ({resp.status}): {text}")
|
||||||
data = await resp.json()
|
data = cast(dict[str, Any], await resp.json())
|
||||||
|
|
||||||
return data["HASH"]
|
hash_value = data.get("HASH")
|
||||||
|
if not isinstance(hash_value, str):
|
||||||
|
raise ConnectionError("Hash key response missing HASH")
|
||||||
|
return hash_value
|
||||||
|
|
||||||
# ------------------------------------------------------------------
|
# ------------------------------------------------------------------
|
||||||
# Common Headers
|
# Common Headers
|
||||||
@@ -211,12 +218,21 @@ class KISBroker:
|
|||||||
|
|
||||||
async def get_orderbook(self, stock_code: str) -> dict[str, Any]:
|
async def get_orderbook(self, stock_code: str) -> dict[str, Any]:
|
||||||
"""Fetch the current orderbook for a given stock code."""
|
"""Fetch the current orderbook for a given stock code."""
|
||||||
|
return await self.get_orderbook_by_market(stock_code, market_div_code="J")
|
||||||
|
|
||||||
|
async def get_orderbook_by_market(
|
||||||
|
self,
|
||||||
|
stock_code: str,
|
||||||
|
*,
|
||||||
|
market_div_code: str,
|
||||||
|
) -> dict[str, Any]:
|
||||||
|
"""Fetch orderbook for a specific domestic market division code."""
|
||||||
await self._rate_limiter.acquire()
|
await self._rate_limiter.acquire()
|
||||||
session = self._get_session()
|
session = self._get_session()
|
||||||
|
|
||||||
headers = await self._auth_headers("FHKST01010200")
|
headers = await self._auth_headers("FHKST01010200")
|
||||||
params = {
|
params = {
|
||||||
"FID_COND_MRKT_DIV_CODE": "J",
|
"FID_COND_MRKT_DIV_CODE": market_div_code,
|
||||||
"FID_INPUT_ISCD": stock_code,
|
"FID_INPUT_ISCD": stock_code,
|
||||||
}
|
}
|
||||||
url = f"{self._base_url}/uapi/domestic-stock/v1/quotations/inquire-asking-price-exp-ccn"
|
url = f"{self._base_url}/uapi/domestic-stock/v1/quotations/inquire-asking-price-exp-ccn"
|
||||||
@@ -226,10 +242,80 @@ class KISBroker:
|
|||||||
if resp.status != 200:
|
if resp.status != 200:
|
||||||
text = await resp.text()
|
text = await resp.text()
|
||||||
raise ConnectionError(f"get_orderbook failed ({resp.status}): {text}")
|
raise ConnectionError(f"get_orderbook failed ({resp.status}): {text}")
|
||||||
return await resp.json()
|
return cast(dict[str, Any], await resp.json())
|
||||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||||
raise ConnectionError(f"Network error fetching orderbook: {exc}") from exc
|
raise ConnectionError(f"Network error fetching orderbook: {exc}") from exc
|
||||||
|
|
||||||
|
@staticmethod
|
||||||
|
def _extract_orderbook_metrics(payload: dict[str, Any]) -> tuple[float | None, float | None]:
|
||||||
|
output = payload.get("output1") or payload.get("output") or {}
|
||||||
|
if not isinstance(output, dict):
|
||||||
|
return None, None
|
||||||
|
|
||||||
|
def _float(*keys: str) -> float | None:
|
||||||
|
for key in keys:
|
||||||
|
raw = output.get(key)
|
||||||
|
if raw in (None, ""):
|
||||||
|
continue
|
||||||
|
try:
|
||||||
|
return float(cast(str | int | float, raw))
|
||||||
|
except (ValueError, TypeError):
|
||||||
|
continue
|
||||||
|
return None
|
||||||
|
|
||||||
|
ask = _float("askp1", "stck_askp1")
|
||||||
|
bid = _float("bidp1", "stck_bidp1")
|
||||||
|
if ask is not None and bid is not None and ask > 0 and bid > 0 and ask >= bid:
|
||||||
|
mid = (ask + bid) / 2
|
||||||
|
if mid > 0:
|
||||||
|
spread = (ask - bid) / mid
|
||||||
|
else:
|
||||||
|
spread = None
|
||||||
|
else:
|
||||||
|
spread = None
|
||||||
|
|
||||||
|
ask_qty = _float("askp_rsqn1", "ask_qty1")
|
||||||
|
bid_qty = _float("bidp_rsqn1", "bid_qty1")
|
||||||
|
if ask_qty is not None and bid_qty is not None and ask_qty >= 0 and bid_qty >= 0:
|
||||||
|
liquidity = ask_qty + bid_qty
|
||||||
|
else:
|
||||||
|
liquidity = None
|
||||||
|
|
||||||
|
return spread, liquidity
|
||||||
|
|
||||||
|
async def _load_dual_listing_metrics(
|
||||||
|
self,
|
||||||
|
stock_code: str,
|
||||||
|
) -> tuple[bool, float | None, float | None, float | None, float | None]:
|
||||||
|
"""Try KRX/NXT orderbooks and derive spread/liquidity metrics."""
|
||||||
|
spread_krx: float | None = None
|
||||||
|
spread_nxt: float | None = None
|
||||||
|
liquidity_krx: float | None = None
|
||||||
|
liquidity_nxt: float | None = None
|
||||||
|
|
||||||
|
for market_div_code, exchange in (("J", "KRX"), ("NX", "NXT")):
|
||||||
|
try:
|
||||||
|
payload = await self.get_orderbook_by_market(
|
||||||
|
stock_code,
|
||||||
|
market_div_code=market_div_code,
|
||||||
|
)
|
||||||
|
except ConnectionError:
|
||||||
|
continue
|
||||||
|
|
||||||
|
spread, liquidity = self._extract_orderbook_metrics(payload)
|
||||||
|
if exchange == "KRX":
|
||||||
|
spread_krx = spread
|
||||||
|
liquidity_krx = liquidity
|
||||||
|
else:
|
||||||
|
spread_nxt = spread
|
||||||
|
liquidity_nxt = liquidity
|
||||||
|
|
||||||
|
is_dual_listed = (
|
||||||
|
(spread_krx is not None and spread_nxt is not None)
|
||||||
|
or (liquidity_krx is not None and liquidity_nxt is not None)
|
||||||
|
)
|
||||||
|
return is_dual_listed, spread_krx, spread_nxt, liquidity_krx, liquidity_nxt
|
||||||
|
|
||||||
async def get_current_price(self, stock_code: str) -> tuple[float, float, float]:
|
async def get_current_price(self, stock_code: str) -> tuple[float, float, float]:
|
||||||
"""Fetch current price data for a domestic stock.
|
"""Fetch current price data for a domestic stock.
|
||||||
|
|
||||||
@@ -302,7 +388,7 @@ class KISBroker:
|
|||||||
if resp.status != 200:
|
if resp.status != 200:
|
||||||
text = await resp.text()
|
text = await resp.text()
|
||||||
raise ConnectionError(f"get_balance failed ({resp.status}): {text}")
|
raise ConnectionError(f"get_balance failed ({resp.status}): {text}")
|
||||||
return await resp.json()
|
return cast(dict[str, Any], await resp.json())
|
||||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||||
raise ConnectionError(f"Network error fetching balance: {exc}") from exc
|
raise ConnectionError(f"Network error fetching balance: {exc}") from exc
|
||||||
|
|
||||||
@@ -311,7 +397,8 @@ class KISBroker:
|
|||||||
stock_code: str,
|
stock_code: str,
|
||||||
order_type: str, # "BUY" or "SELL"
|
order_type: str, # "BUY" or "SELL"
|
||||||
quantity: int,
|
quantity: int,
|
||||||
price: int = 0,
|
price: float = 0,
|
||||||
|
session_id: str | None = None,
|
||||||
) -> dict[str, Any]:
|
) -> dict[str, Any]:
|
||||||
"""Submit a buy or sell order.
|
"""Submit a buy or sell order.
|
||||||
|
|
||||||
@@ -341,10 +428,32 @@ class KISBroker:
|
|||||||
ord_dvsn = "01" # 시장가
|
ord_dvsn = "01" # 시장가
|
||||||
ord_price = 0
|
ord_price = 0
|
||||||
|
|
||||||
|
resolved_session = session_id or classify_session_id(MARKETS["KR"])
|
||||||
|
if session_id is not None:
|
||||||
|
is_dual_listed, spread_krx, spread_nxt, liquidity_krx, liquidity_nxt = (
|
||||||
|
await self._load_dual_listing_metrics(stock_code)
|
||||||
|
)
|
||||||
|
else:
|
||||||
|
is_dual_listed = False
|
||||||
|
spread_krx = None
|
||||||
|
spread_nxt = None
|
||||||
|
liquidity_krx = None
|
||||||
|
liquidity_nxt = None
|
||||||
|
resolution = self._kr_router.resolve_for_order(
|
||||||
|
stock_code=stock_code,
|
||||||
|
session_id=resolved_session,
|
||||||
|
is_dual_listed=is_dual_listed,
|
||||||
|
spread_krx=spread_krx,
|
||||||
|
spread_nxt=spread_nxt,
|
||||||
|
liquidity_krx=liquidity_krx,
|
||||||
|
liquidity_nxt=liquidity_nxt,
|
||||||
|
)
|
||||||
|
|
||||||
body = {
|
body = {
|
||||||
"CANO": self._account_no,
|
"CANO": self._account_no,
|
||||||
"ACNT_PRDT_CD": self._product_cd,
|
"ACNT_PRDT_CD": self._product_cd,
|
||||||
"PDNO": stock_code,
|
"PDNO": stock_code,
|
||||||
|
"EXCG_ID_DVSN_CD": resolution.exchange_code,
|
||||||
"ORD_DVSN": ord_dvsn,
|
"ORD_DVSN": ord_dvsn,
|
||||||
"ORD_QTY": str(quantity),
|
"ORD_QTY": str(quantity),
|
||||||
"ORD_UNPR": str(ord_price),
|
"ORD_UNPR": str(ord_price),
|
||||||
@@ -361,12 +470,15 @@ class KISBroker:
|
|||||||
if resp.status != 200:
|
if resp.status != 200:
|
||||||
text = await resp.text()
|
text = await resp.text()
|
||||||
raise ConnectionError(f"send_order failed ({resp.status}): {text}")
|
raise ConnectionError(f"send_order failed ({resp.status}): {text}")
|
||||||
data = await resp.json()
|
data = cast(dict[str, Any], await resp.json())
|
||||||
logger.info(
|
logger.info(
|
||||||
"Order submitted",
|
"Order submitted",
|
||||||
extra={
|
extra={
|
||||||
"stock_code": stock_code,
|
"stock_code": stock_code,
|
||||||
"action": order_type,
|
"action": order_type,
|
||||||
|
"session_id": resolved_session,
|
||||||
|
"exchange": resolution.exchange_code,
|
||||||
|
"routing_reason": resolution.reason,
|
||||||
},
|
},
|
||||||
)
|
)
|
||||||
return data
|
return data
|
||||||
@@ -377,6 +489,7 @@ class KISBroker:
|
|||||||
self,
|
self,
|
||||||
ranking_type: str = "volume",
|
ranking_type: str = "volume",
|
||||||
limit: int = 30,
|
limit: int = 30,
|
||||||
|
session_id: str | None = None,
|
||||||
) -> list[dict[str, Any]]:
|
) -> list[dict[str, Any]]:
|
||||||
"""Fetch market rankings from KIS API.
|
"""Fetch market rankings from KIS API.
|
||||||
|
|
||||||
@@ -394,12 +507,15 @@ class KISBroker:
|
|||||||
await self._rate_limiter.acquire()
|
await self._rate_limiter.acquire()
|
||||||
session = self._get_session()
|
session = self._get_session()
|
||||||
|
|
||||||
|
resolved_session = session_id or classify_session_id(MARKETS["KR"])
|
||||||
|
ranking_market_code = self._kr_router.resolve_for_ranking(resolved_session)
|
||||||
|
|
||||||
if ranking_type == "volume":
|
if ranking_type == "volume":
|
||||||
# 거래량순위: FHPST01710000 / /quotations/volume-rank
|
# 거래량순위: FHPST01710000 / /quotations/volume-rank
|
||||||
tr_id = "FHPST01710000"
|
tr_id = "FHPST01710000"
|
||||||
url = f"{self._base_url}/uapi/domestic-stock/v1/quotations/volume-rank"
|
url = f"{self._base_url}/uapi/domestic-stock/v1/quotations/volume-rank"
|
||||||
params: dict[str, str] = {
|
params: dict[str, str] = {
|
||||||
"FID_COND_MRKT_DIV_CODE": "J",
|
"FID_COND_MRKT_DIV_CODE": ranking_market_code,
|
||||||
"FID_COND_SCR_DIV_CODE": "20171",
|
"FID_COND_SCR_DIV_CODE": "20171",
|
||||||
"FID_INPUT_ISCD": "0000",
|
"FID_INPUT_ISCD": "0000",
|
||||||
"FID_DIV_CLS_CODE": "0",
|
"FID_DIV_CLS_CODE": "0",
|
||||||
@@ -416,7 +532,7 @@ class KISBroker:
|
|||||||
tr_id = "FHPST01700000"
|
tr_id = "FHPST01700000"
|
||||||
url = f"{self._base_url}/uapi/domestic-stock/v1/ranking/fluctuation"
|
url = f"{self._base_url}/uapi/domestic-stock/v1/ranking/fluctuation"
|
||||||
params = {
|
params = {
|
||||||
"fid_cond_mrkt_div_code": "J",
|
"fid_cond_mrkt_div_code": ranking_market_code,
|
||||||
"fid_cond_scr_div_code": "20170",
|
"fid_cond_scr_div_code": "20170",
|
||||||
"fid_input_iscd": "0000",
|
"fid_input_iscd": "0000",
|
||||||
"fid_rank_sort_cls_code": "0",
|
"fid_rank_sort_cls_code": "0",
|
||||||
|
|||||||
48
src/broker/kr_exchange_router.py
Normal file
48
src/broker/kr_exchange_router.py
Normal file
@@ -0,0 +1,48 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
from dataclasses import dataclass
|
||||||
|
|
||||||
|
|
||||||
|
@dataclass(frozen=True)
|
||||||
|
class ExchangeResolution:
|
||||||
|
exchange_code: str
|
||||||
|
reason: str
|
||||||
|
|
||||||
|
|
||||||
|
class KRExchangeRouter:
|
||||||
|
"""Resolve domestic exchange routing for KR sessions."""
|
||||||
|
|
||||||
|
def resolve_for_ranking(self, session_id: str) -> str:
|
||||||
|
if session_id in {"NXT_PRE", "NXT_AFTER"}:
|
||||||
|
return "NX"
|
||||||
|
return "J"
|
||||||
|
|
||||||
|
def resolve_for_order(
|
||||||
|
self,
|
||||||
|
*,
|
||||||
|
stock_code: str,
|
||||||
|
session_id: str,
|
||||||
|
is_dual_listed: bool = False,
|
||||||
|
spread_krx: float | None = None,
|
||||||
|
spread_nxt: float | None = None,
|
||||||
|
liquidity_krx: float | None = None,
|
||||||
|
liquidity_nxt: float | None = None,
|
||||||
|
) -> ExchangeResolution:
|
||||||
|
del stock_code
|
||||||
|
default_exchange = "NXT" if session_id in {"NXT_PRE", "NXT_AFTER"} else "KRX"
|
||||||
|
default_reason = "session_default"
|
||||||
|
|
||||||
|
if not is_dual_listed:
|
||||||
|
return ExchangeResolution(default_exchange, default_reason)
|
||||||
|
|
||||||
|
if spread_krx is not None and spread_nxt is not None:
|
||||||
|
if spread_nxt < spread_krx:
|
||||||
|
return ExchangeResolution("NXT", "dual_listing_spread")
|
||||||
|
return ExchangeResolution("KRX", "dual_listing_spread")
|
||||||
|
|
||||||
|
if liquidity_krx is not None and liquidity_nxt is not None:
|
||||||
|
if liquidity_nxt > liquidity_krx:
|
||||||
|
return ExchangeResolution("NXT", "dual_listing_liquidity")
|
||||||
|
return ExchangeResolution("KRX", "dual_listing_liquidity")
|
||||||
|
|
||||||
|
return ExchangeResolution(default_exchange, "fallback_data_unavailable")
|
||||||
15
src/main.py
15
src/main.py
@@ -35,6 +35,7 @@ from src.core.criticality import CriticalityAssessor
|
|||||||
from src.core.kill_switch import KillSwitchOrchestrator
|
from src.core.kill_switch import KillSwitchOrchestrator
|
||||||
from src.core.order_policy import (
|
from src.core.order_policy import (
|
||||||
OrderPolicyRejected,
|
OrderPolicyRejected,
|
||||||
|
classify_session_id,
|
||||||
get_session_info,
|
get_session_info,
|
||||||
validate_order_policy,
|
validate_order_policy,
|
||||||
)
|
)
|
||||||
@@ -224,23 +225,27 @@ def _compute_kr_dynamic_stop_loss_pct(
|
|||||||
key="KR_ATR_STOP_MULTIPLIER_K",
|
key="KR_ATR_STOP_MULTIPLIER_K",
|
||||||
default=2.0,
|
default=2.0,
|
||||||
)
|
)
|
||||||
min_pct = _resolve_market_setting(
|
min_pct = float(
|
||||||
|
_resolve_market_setting(
|
||||||
market=market,
|
market=market,
|
||||||
settings=settings,
|
settings=settings,
|
||||||
key="KR_ATR_STOP_MIN_PCT",
|
key="KR_ATR_STOP_MIN_PCT",
|
||||||
default=-2.0,
|
default=-2.0,
|
||||||
)
|
)
|
||||||
max_pct = _resolve_market_setting(
|
)
|
||||||
|
max_pct = float(
|
||||||
|
_resolve_market_setting(
|
||||||
market=market,
|
market=market,
|
||||||
settings=settings,
|
settings=settings,
|
||||||
key="KR_ATR_STOP_MAX_PCT",
|
key="KR_ATR_STOP_MAX_PCT",
|
||||||
default=-7.0,
|
default=-7.0,
|
||||||
)
|
)
|
||||||
|
)
|
||||||
if max_pct > min_pct:
|
if max_pct > min_pct:
|
||||||
min_pct, max_pct = max_pct, min_pct
|
min_pct, max_pct = max_pct, min_pct
|
||||||
|
|
||||||
dynamic_stop_pct = -((k * atr_value) / entry_price) * 100.0
|
dynamic_stop_pct = -((k * atr_value) / entry_price) * 100.0
|
||||||
return max(max_pct, min(min_pct, dynamic_stop_pct))
|
return float(max(max_pct, min(min_pct, dynamic_stop_pct)))
|
||||||
|
|
||||||
|
|
||||||
def _stoploss_cooldown_key(*, market: MarketInfo, stock_code: str) -> str:
|
def _stoploss_cooldown_key(*, market: MarketInfo, stock_code: str) -> str:
|
||||||
@@ -1200,6 +1205,7 @@ async def process_blackout_recovery_orders(
|
|||||||
order_type=intent.order_type,
|
order_type=intent.order_type,
|
||||||
quantity=intent.quantity,
|
quantity=intent.quantity,
|
||||||
price=intent.price,
|
price=intent.price,
|
||||||
|
session_id=intent.session_id,
|
||||||
)
|
)
|
||||||
else:
|
else:
|
||||||
result = await overseas_broker.send_overseas_order(
|
result = await overseas_broker.send_overseas_order(
|
||||||
@@ -2083,6 +2089,7 @@ async def trading_cycle(
|
|||||||
order_type=decision.action,
|
order_type=decision.action,
|
||||||
quantity=quantity,
|
quantity=quantity,
|
||||||
price=order_price,
|
price=order_price,
|
||||||
|
session_id=runtime_session_id,
|
||||||
)
|
)
|
||||||
else:
|
else:
|
||||||
# For overseas orders, always use limit orders (지정가):
|
# For overseas orders, always use limit orders (지정가):
|
||||||
@@ -2417,6 +2424,7 @@ async def handle_domestic_pending_orders(
|
|||||||
order_type="SELL",
|
order_type="SELL",
|
||||||
quantity=psbl_qty,
|
quantity=psbl_qty,
|
||||||
price=new_price,
|
price=new_price,
|
||||||
|
session_id=classify_session_id(MARKETS["KR"]),
|
||||||
)
|
)
|
||||||
sell_resubmit_counts[key] = sell_resubmit_counts.get(key, 0) + 1
|
sell_resubmit_counts[key] = sell_resubmit_counts.get(key, 0) + 1
|
||||||
try:
|
try:
|
||||||
@@ -3292,6 +3300,7 @@ async def run_daily_session(
|
|||||||
order_type=decision.action,
|
order_type=decision.action,
|
||||||
quantity=quantity,
|
quantity=quantity,
|
||||||
price=order_price,
|
price=order_price,
|
||||||
|
session_id=runtime_session_id,
|
||||||
)
|
)
|
||||||
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
|
||||||
|
|||||||
@@ -400,6 +400,15 @@ class TestFetchMarketRankings:
|
|||||||
assert result[0]["stock_code"] == "015260"
|
assert result[0]["stock_code"] == "015260"
|
||||||
assert result[0]["change_rate"] == 29.74
|
assert result[0]["change_rate"] == 29.74
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_volume_uses_nx_market_code_in_nxt_session(self, broker: KISBroker) -> None:
|
||||||
|
mock_resp = _make_ranking_mock([])
|
||||||
|
with patch("aiohttp.ClientSession.get", return_value=mock_resp) as mock_get:
|
||||||
|
await broker.fetch_market_rankings(ranking_type="volume", session_id="NXT_PRE")
|
||||||
|
|
||||||
|
params = mock_get.call_args[1].get("params", {})
|
||||||
|
assert params.get("FID_COND_MRKT_DIV_CODE") == "NX"
|
||||||
|
|
||||||
|
|
||||||
# ---------------------------------------------------------------------------
|
# ---------------------------------------------------------------------------
|
||||||
# KRX tick unit / round-down helpers (issue #157)
|
# KRX tick unit / round-down helpers (issue #157)
|
||||||
@@ -591,6 +600,60 @@ class TestSendOrderTickRounding:
|
|||||||
body = order_call[1].get("json", {})
|
body = order_call[1].get("json", {})
|
||||||
assert body["ORD_DVSN"] == "01"
|
assert body["ORD_DVSN"] == "01"
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_send_order_sets_exchange_field_from_session(self, broker: KISBroker) -> None:
|
||||||
|
mock_hash = AsyncMock()
|
||||||
|
mock_hash.status = 200
|
||||||
|
mock_hash.json = AsyncMock(return_value={"HASH": "h"})
|
||||||
|
mock_hash.__aenter__ = AsyncMock(return_value=mock_hash)
|
||||||
|
mock_hash.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
mock_order = AsyncMock()
|
||||||
|
mock_order.status = 200
|
||||||
|
mock_order.json = AsyncMock(return_value={"rt_cd": "0"})
|
||||||
|
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||||
|
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||||
|
with patch.object(
|
||||||
|
broker,
|
||||||
|
"_load_dual_listing_metrics",
|
||||||
|
new=AsyncMock(return_value=(False, None, None, None, None)),
|
||||||
|
):
|
||||||
|
await broker.send_order("005930", "BUY", 1, price=50000, session_id="NXT_PRE")
|
||||||
|
|
||||||
|
order_call = mock_post.call_args_list[1]
|
||||||
|
body = order_call[1].get("json", {})
|
||||||
|
assert body["EXCG_ID_DVSN_CD"] == "NXT"
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_send_order_prefers_nxt_when_dual_listing_spread_is_tighter(
|
||||||
|
self, broker: KISBroker
|
||||||
|
) -> None:
|
||||||
|
mock_hash = AsyncMock()
|
||||||
|
mock_hash.status = 200
|
||||||
|
mock_hash.json = AsyncMock(return_value={"HASH": "h"})
|
||||||
|
mock_hash.__aenter__ = AsyncMock(return_value=mock_hash)
|
||||||
|
mock_hash.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
mock_order = AsyncMock()
|
||||||
|
mock_order.status = 200
|
||||||
|
mock_order.json = AsyncMock(return_value={"rt_cd": "0"})
|
||||||
|
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||||
|
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||||
|
with patch.object(
|
||||||
|
broker,
|
||||||
|
"_load_dual_listing_metrics",
|
||||||
|
new=AsyncMock(return_value=(True, 0.004, 0.002, 100000.0, 90000.0)),
|
||||||
|
):
|
||||||
|
await broker.send_order("005930", "BUY", 1, price=50000, session_id="KRX_REG")
|
||||||
|
|
||||||
|
order_call = mock_post.call_args_list[1]
|
||||||
|
body = order_call[1].get("json", {})
|
||||||
|
assert body["EXCG_ID_DVSN_CD"] == "NXT"
|
||||||
|
|
||||||
|
|
||||||
# ---------------------------------------------------------------------------
|
# ---------------------------------------------------------------------------
|
||||||
# TR_ID live/paper branching (issues #201, #202, #203)
|
# TR_ID live/paper branching (issues #201, #202, #203)
|
||||||
|
|||||||
40
tests/test_kr_exchange_router.py
Normal file
40
tests/test_kr_exchange_router.py
Normal file
@@ -0,0 +1,40 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
from src.broker.kr_exchange_router import KRExchangeRouter
|
||||||
|
|
||||||
|
|
||||||
|
def test_ranking_market_code_by_session() -> None:
|
||||||
|
router = KRExchangeRouter()
|
||||||
|
assert router.resolve_for_ranking("KRX_REG") == "J"
|
||||||
|
assert router.resolve_for_ranking("NXT_PRE") == "NX"
|
||||||
|
assert router.resolve_for_ranking("NXT_AFTER") == "NX"
|
||||||
|
|
||||||
|
|
||||||
|
def test_order_exchange_falls_back_to_session_default_on_missing_data() -> None:
|
||||||
|
router = KRExchangeRouter()
|
||||||
|
resolved = router.resolve_for_order(
|
||||||
|
stock_code="0001A0",
|
||||||
|
session_id="NXT_PRE",
|
||||||
|
is_dual_listed=True,
|
||||||
|
spread_krx=None,
|
||||||
|
spread_nxt=None,
|
||||||
|
liquidity_krx=None,
|
||||||
|
liquidity_nxt=None,
|
||||||
|
)
|
||||||
|
assert resolved.exchange_code == "NXT"
|
||||||
|
assert resolved.reason == "fallback_data_unavailable"
|
||||||
|
|
||||||
|
|
||||||
|
def test_order_exchange_uses_spread_preference_for_dual_listing() -> None:
|
||||||
|
router = KRExchangeRouter()
|
||||||
|
resolved = router.resolve_for_order(
|
||||||
|
stock_code="0001A0",
|
||||||
|
session_id="KRX_REG",
|
||||||
|
is_dual_listed=True,
|
||||||
|
spread_krx=0.005,
|
||||||
|
spread_nxt=0.003,
|
||||||
|
liquidity_krx=100000.0,
|
||||||
|
liquidity_nxt=90000.0,
|
||||||
|
)
|
||||||
|
assert resolved.exchange_code == "NXT"
|
||||||
|
assert resolved.reason == "dual_listing_spread"
|
||||||
160
tests/test_runtime_overnight_scripts.py
Normal file
160
tests/test_runtime_overnight_scripts.py
Normal 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)
|
||||||
@@ -103,6 +103,33 @@ class TestSmartVolatilityScanner:
|
|||||||
assert candidates[0].stock_code == "005930"
|
assert candidates[0].stock_code == "005930"
|
||||||
assert candidates[0].signal == "oversold"
|
assert candidates[0].signal == "oversold"
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_scan_domestic_passes_session_id_to_rankings(
|
||||||
|
self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
|
||||||
|
) -> None:
|
||||||
|
fluctuation_rows = [
|
||||||
|
{
|
||||||
|
"stock_code": "005930",
|
||||||
|
"name": "Samsung",
|
||||||
|
"price": 70000,
|
||||||
|
"volume": 5000000,
|
||||||
|
"change_rate": 1.0,
|
||||||
|
"volume_increase_rate": 120,
|
||||||
|
},
|
||||||
|
]
|
||||||
|
mock_broker.fetch_market_rankings.side_effect = [fluctuation_rows, fluctuation_rows]
|
||||||
|
mock_broker.get_daily_prices.return_value = [
|
||||||
|
{"open": 1, "high": 71000, "low": 69000, "close": 70000, "volume": 1000000},
|
||||||
|
{"open": 1, "high": 70000, "low": 68000, "close": 69000, "volume": 900000},
|
||||||
|
]
|
||||||
|
|
||||||
|
await scanner.scan(domestic_session_id="NXT_PRE")
|
||||||
|
|
||||||
|
first_call = mock_broker.fetch_market_rankings.call_args_list[0]
|
||||||
|
second_call = mock_broker.fetch_market_rankings.call_args_list[1]
|
||||||
|
assert first_call.kwargs["session_id"] == "NXT_PRE"
|
||||||
|
assert second_call.kwargs["session_id"] == "NXT_PRE"
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_scan_domestic_finds_momentum_candidate(
|
async def test_scan_domestic_finds_momentum_candidate(
|
||||||
self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
|
self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
|
||||||
|
|||||||
@@ -24,9 +24,24 @@ def test_validate_pr_body_text_detects_escaped_newline() -> None:
|
|||||||
assert any("escaped newline" in err for err in errors)
|
assert any("escaped newline" in err for err in errors)
|
||||||
|
|
||||||
|
|
||||||
def test_validate_pr_body_text_allows_literal_sequence_when_multiline() -> None:
|
def test_validate_pr_body_text_detects_escaped_newline_in_multiline_body() -> None:
|
||||||
module = _load_module()
|
module = _load_module()
|
||||||
text = "## Summary\n- escaped sequence example: \\\\n"
|
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) == []
|
assert module.validate_pr_body_text(text) == []
|
||||||
|
|
||||||
|
|
||||||
@@ -63,12 +78,13 @@ def test_fetch_pr_body_reads_body_from_tea_api(monkeypatch) -> None:
|
|||||||
module = _load_module()
|
module = _load_module()
|
||||||
|
|
||||||
def fake_run(cmd, check, capture_output, text): # noqa: ANN001
|
def fake_run(cmd, check, capture_output, text): # noqa: ANN001
|
||||||
assert "tea" in cmd[0]
|
assert cmd[0] == "/tmp/tea-bin"
|
||||||
assert check is True
|
assert check is True
|
||||||
assert capture_output is True
|
assert capture_output is True
|
||||||
assert text is True
|
assert text is True
|
||||||
return SimpleNamespace(stdout=json.dumps({"body": "## Summary\n- item"}))
|
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)
|
monkeypatch.setattr(module.subprocess, "run", fake_run)
|
||||||
assert module.fetch_pr_body(391) == "## Summary\n- item"
|
assert module.fetch_pr_body(391) == "## Summary\n- item"
|
||||||
|
|
||||||
@@ -79,6 +95,32 @@ def test_fetch_pr_body_rejects_non_string_body(monkeypatch) -> None:
|
|||||||
def fake_run(cmd, check, capture_output, text): # noqa: ANN001
|
def fake_run(cmd, check, capture_output, text): # noqa: ANN001
|
||||||
return SimpleNamespace(stdout=json.dumps({"body": 123}))
|
return SimpleNamespace(stdout=json.dumps({"body": 123}))
|
||||||
|
|
||||||
|
monkeypatch.setattr(module, "resolve_tea_binary", lambda: "/tmp/tea-bin")
|
||||||
monkeypatch.setattr(module.subprocess, "run", fake_run)
|
monkeypatch.setattr(module.subprocess, "run", fake_run)
|
||||||
with pytest.raises(RuntimeError):
|
with pytest.raises(RuntimeError):
|
||||||
module.fetch_pr_body(391)
|
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()
|
||||||
|
|||||||
@@ -137,3 +137,11 @@
|
|||||||
- next_ticket: #377
|
- next_ticket: #377
|
||||||
- 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: refresh 단계를 최대 3회(초기+재시도2), 실패 시 지수 백오프로 재시도하고 성공 시 즉시 중단, 소진 시 오류를 기록한 뒤 다음 단계를 계속 수행한다.
|
- 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.
|
||||||
|
|
||||||
|
### 2026-03-04 | session=codex-issue409-start
|
||||||
|
- branch: feature/issue-409-kr-session-exchange-routing
|
||||||
|
- docs_checked: docs/workflow.md, docs/commands.md, docs/agent-constraints.md
|
||||||
|
- open_issues_reviewed: #409, #318, #325
|
||||||
|
- next_ticket: #409
|
||||||
|
- process_gate_checked: process_ticket=#306,#308 merged_to_feature_branch=yes
|
||||||
|
- risks_or_notes: #409 코드수정/검증 후 프로그램 재시작 및 24h 런타임 모니터링 수행, 모니터 이상 징후는 별도 이슈 발행
|
||||||
|
|||||||
Reference in New Issue
Block a user