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feature/is
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feature/is
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@@ -201,3 +201,68 @@
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- `tests/test_brain.py`: 3개 테스트 추가 (override 전달, optimization 우회, 미지정 시 기존 동작 유지)
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- `tests/test_brain.py`: 3개 테스트 추가 (override 전달, optimization 우회, 미지정 시 기존 동작 유지)
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**이슈/PR:** #143
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**이슈/PR:** #143
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### 미국장 거래 미실행 근본 원인 분석 및 수정 (자율 실행 세션)
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**배경:**
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- 사용자 요청: "미국장 열면 프로그램 돌려서 거래 한 번도 못 한 거 꼭 원인 찾아서 해결해줘"
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- 프로그램을 미국장 개장(9:30 AM EST) 전부터 실행하여 실시간 로그를 분석
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**발견된 근본 원인 #1: Defensive Playbook — BUY 조건 없음**
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- Gemini free tier (20 RPD) 소진 → `generate_playbook()` 실패 → `_defensive_playbook()` 폴백
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- Defensive playbook은 `price_change_pct_below: -3.0 → SELL` 조건만 존재, BUY 조건 없음
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- ScenarioEngine이 항상 HOLD 반환 → 거래 0건
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**수정 #1 (PR #146, Issue #145):**
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- `src/strategy/pre_market_planner.py`: `_smart_fallback_playbook()` 메서드 추가
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- 스캐너 signal 기반 BUY 조건 생성: `momentum → volume_ratio_above`, `oversold → rsi_below`
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- 기존 defensive stop-loss SELL 조건 유지
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- Gemini 실패 시 defensive → smart fallback으로 전환
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- 테스트 10개 추가
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**발견된 근본 원인 #2: 가격 API 거래소 코드 불일치 + VTS 잔고 API 오류**
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실제 로그:
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```
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Scenario matched for MRNX: BUY (confidence=80) ✓
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Decision for EWUS (NYSE American): BUY (confidence=80) ✓
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Skip BUY APLZ (NYSE American): no affordable quantity (cash=0.00, price=0.00) ✗
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```
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- `get_overseas_price()`: `NASD`/`NYSE`/`AMEX` 전송 → API가 `NAS`/`NYS`/`AMS` 기대 → 빈 응답 → `price=0`
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- `VTTS3012R` 잔고 API: "ERROR : INPUT INVALID_CHECK_ACNO" → `total_cash=0`
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- 결과: `_determine_order_quantity()` 가 0 반환 → 주문 건너뜀
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**수정 #2 (PR #148, Issue #147):**
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- `src/broker/overseas.py`: `_PRICE_EXCHANGE_MAP = _RANKING_EXCHANGE_MAP` 추가, 가격 API에 매핑 적용
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- `src/config.py`: `PAPER_OVERSEAS_CASH: float = Field(default=50000.0)` — paper 모드 시뮬레이션 잔고
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- `src/main.py`: 잔고 0일 때 PAPER_OVERSEAS_CASH 폴백, 가격 0일 때 candidate.price 폴백
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- 테스트 8개 추가
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**효과:**
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- BUY 결정 → 실제 주문 전송까지의 파이프라인이 완전히 동작
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- Paper 모드에서 KIS VTS 해외 잔고 API 오류에 관계없이 시뮬레이션 거래 가능
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**이슈/PR:** #145, #146, #147, #148
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### 해외주식 시장가 주문 거부 수정 (Fix #3, 연속 발견)
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**배경:**
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- Fix #147 적용 후 주문 전송 시작 → KIS VTS가 거부: "지정가만 가능한 상품입니다"
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**근본 원인:**
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- `trading_cycle()`, `run_daily_session()` 양쪽에서 `send_overseas_order(price=0.0)` 하드코딩
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- `price=0` → `ORD_DVSN="01"` (시장가) 전송 → KIS VTS 거부
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- Fix #147에서 이미 `current_price`를 올바르게 계산했으나 주문 시 미사용
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**구현 결과:**
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- `src/main.py`: 두 곳에서 `price=0.0` → `price=current_price`/`price=stock_data["current_price"]`
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- `tests/test_main.py`: 회귀 테스트 `test_overseas_buy_order_uses_limit_price` 추가
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**최종 확인 로그:**
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```
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Order result: 모의투자 매수주문이 완료 되었습니다. ✓
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```
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**이슈/PR:** #149, #150
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@@ -20,6 +20,39 @@ _KIS_VTS_HOST = "openapivts.koreainvestment.com"
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logger = logging.getLogger(__name__)
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logger = logging.getLogger(__name__)
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def kr_tick_unit(price: float) -> int:
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"""Return KRX tick size for the given price level.
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KRX price tick rules (domestic stocks):
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price < 2,000 → 1원
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2,000 ≤ price < 5,000 → 5원
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5,000 ≤ price < 20,000 → 10원
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20,000 ≤ price < 50,000 → 50원
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50,000 ≤ price < 200,000 → 100원
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200,000 ≤ price < 500,000 → 500원
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500,000 ≤ price → 1,000원
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"""
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if price < 2_000:
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return 1
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if price < 5_000:
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return 5
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if price < 20_000:
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return 10
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if price < 50_000:
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return 50
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if price < 200_000:
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return 100
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if price < 500_000:
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return 500
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return 1_000
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def kr_round_down(price: float) -> int:
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"""Round *down* price to the nearest KRX tick unit."""
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tick = kr_tick_unit(price)
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return int(price // tick * tick)
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class LeakyBucket:
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class LeakyBucket:
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"""Simple leaky-bucket rate limiter for async code."""
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"""Simple leaky-bucket rate limiter for async code."""
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@@ -198,6 +231,55 @@ class KISBroker:
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except (TimeoutError, aiohttp.ClientError) as exc:
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except (TimeoutError, aiohttp.ClientError) as exc:
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raise ConnectionError(f"Network error fetching orderbook: {exc}") from exc
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raise ConnectionError(f"Network error fetching orderbook: {exc}") from exc
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async def get_current_price(
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self, stock_code: str
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) -> tuple[float, float, float]:
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"""Fetch current price data for a domestic stock.
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Uses the ``inquire-price`` API (FHKST01010100), which works in both
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real and VTS environments and returns the actual last-traded price.
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Returns:
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(current_price, prdy_ctrt, frgn_ntby_qty)
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- current_price: Last traded price in KRW.
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- prdy_ctrt: Day change rate (%).
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- frgn_ntby_qty: Foreigner net buy quantity.
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"""
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await self._rate_limiter.acquire()
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session = self._get_session()
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headers = await self._auth_headers("FHKST01010100")
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params = {
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"FID_COND_MRKT_DIV_CODE": "J",
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"FID_INPUT_ISCD": stock_code,
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}
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url = f"{self._base_url}/uapi/domestic-stock/v1/quotations/inquire-price"
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def _f(val: str | None) -> float:
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try:
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return float(val or "0")
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except ValueError:
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return 0.0
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try:
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async with session.get(url, headers=headers, params=params) as resp:
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if resp.status != 200:
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text = await resp.text()
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raise ConnectionError(
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f"get_current_price failed ({resp.status}): {text}"
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)
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data = await resp.json()
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out = data.get("output", {})
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return (
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_f(out.get("stck_prpr")),
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_f(out.get("prdy_ctrt")),
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_f(out.get("frgn_ntby_qty")),
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)
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except (TimeoutError, aiohttp.ClientError) as exc:
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raise ConnectionError(
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f"Network error fetching current price: {exc}"
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) from exc
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async def get_balance(self) -> dict[str, Any]:
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async def get_balance(self) -> dict[str, Any]:
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"""Fetch current account balance and holdings."""
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"""Fetch current account balance and holdings."""
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await self._rate_limiter.acquire()
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await self._rate_limiter.acquire()
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@@ -249,13 +331,23 @@ class KISBroker:
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session = self._get_session()
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session = self._get_session()
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tr_id = "VTTC0802U" if order_type == "BUY" else "VTTC0801U"
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tr_id = "VTTC0802U" if order_type == "BUY" else "VTTC0801U"
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# KRX requires limit orders to be rounded down to the tick unit.
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# ORD_DVSN: "00"=지정가, "01"=시장가
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if price > 0:
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ord_dvsn = "00" # 지정가
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ord_price = kr_round_down(price)
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else:
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ord_dvsn = "01" # 시장가
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ord_price = 0
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body = {
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body = {
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"CANO": self._account_no,
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"CANO": self._account_no,
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"ACNT_PRDT_CD": self._product_cd,
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"ACNT_PRDT_CD": self._product_cd,
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"PDNO": stock_code,
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"PDNO": stock_code,
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"ORD_DVSN": "01" if price > 0 else "06", # 01=지정가, 06=시장가
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"ORD_DVSN": ord_dvsn,
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"ORD_QTY": str(quantity),
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"ORD_QTY": str(quantity),
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"ORD_UNPR": str(price),
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"ORD_UNPR": str(ord_price),
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}
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}
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hash_key = await self._get_hash_key(body)
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hash_key = await self._get_hash_key(body)
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@@ -304,25 +396,45 @@ class KISBroker:
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await self._rate_limiter.acquire()
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await self._rate_limiter.acquire()
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session = self._get_session()
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session = self._get_session()
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# TR_ID for volume ranking
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if ranking_type == "volume":
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tr_id = "FHPST01710000" if ranking_type == "volume" else "FHPST01710100"
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# 거래량순위: FHPST01710000 / /quotations/volume-rank
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headers = await self._auth_headers(tr_id)
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tr_id = "FHPST01710000"
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url = f"{self._base_url}/uapi/domestic-stock/v1/quotations/volume-rank"
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params = {
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params: dict[str, str] = {
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"FID_COND_MRKT_DIV_CODE": "J", # Stock/ETF/ETN
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"FID_COND_MRKT_DIV_CODE": "J",
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"FID_COND_SCR_DIV_CODE": "20001", # Volume surge
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"FID_COND_SCR_DIV_CODE": "20171",
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"FID_INPUT_ISCD": "0000", # All stocks
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"FID_INPUT_ISCD": "0000",
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"FID_DIV_CLS_CODE": "0", # All types
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"FID_DIV_CLS_CODE": "0",
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"FID_BLNG_CLS_CODE": "0",
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"FID_BLNG_CLS_CODE": "0",
|
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"FID_TRGT_CLS_CODE": "111111111",
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"FID_TRGT_CLS_CODE": "111111111",
|
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"FID_TRGT_EXLS_CLS_CODE": "000000",
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"FID_TRGT_EXLS_CLS_CODE": "0000000000",
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"FID_INPUT_PRICE_1": "0",
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"FID_INPUT_PRICE_1": "0",
|
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"FID_INPUT_PRICE_2": "0",
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"FID_INPUT_PRICE_2": "0",
|
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"FID_VOL_CNT": "0",
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"FID_VOL_CNT": "0",
|
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"FID_INPUT_DATE_1": "",
|
"FID_INPUT_DATE_1": "",
|
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}
|
}
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|
else:
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|
# 등락률순위: FHPST01700000 / /ranking/fluctuation (소문자 파라미터)
|
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tr_id = "FHPST01700000"
|
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|
url = f"{self._base_url}/uapi/domestic-stock/v1/ranking/fluctuation"
|
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|
params = {
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"fid_cond_mrkt_div_code": "J",
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"fid_cond_scr_div_code": "20170",
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|
"fid_input_iscd": "0000",
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"fid_rank_sort_cls_code": "0000",
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|
"fid_input_cnt_1": str(limit),
|
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|
"fid_prc_cls_code": "0",
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"fid_input_price_1": "0",
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|
"fid_input_price_2": "0",
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||||||
|
"fid_vol_cnt": "0",
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"fid_trgt_cls_code": "0",
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|
"fid_trgt_exls_cls_code": "0",
|
||||||
|
"fid_div_cls_code": "0",
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||||||
|
"fid_rsfl_rate1": "0",
|
||||||
|
"fid_rsfl_rate2": "0",
|
||||||
|
}
|
||||||
|
|
||||||
url = f"{self._base_url}/uapi/domestic-stock/v1/quotations/volume-rank"
|
headers = await self._auth_headers(tr_id)
|
||||||
|
|
||||||
try:
|
try:
|
||||||
async with session.get(url, headers=headers, params=params) as resp:
|
async with session.get(url, headers=headers, params=params) as resp:
|
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|
|||||||
@@ -25,6 +25,10 @@ _RANKING_EXCHANGE_MAP: dict[str, str] = {
|
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"TSE": "TSE",
|
"TSE": "TSE",
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}
|
}
|
||||||
|
|
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# Price inquiry API (HHDFS00000300) uses the same short exchange codes as rankings.
|
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|
# NASD → NAS, NYSE → NYS, AMEX → AMS (confirmed: AMEX returns empty, AMS returns price).
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_PRICE_EXCHANGE_MAP: dict[str, str] = _RANKING_EXCHANGE_MAP
|
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|
|
||||||
|
|
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class OverseasBroker:
|
class OverseasBroker:
|
||||||
"""KIS Overseas Stock API wrapper that reuses KISBroker infrastructure."""
|
"""KIS Overseas Stock API wrapper that reuses KISBroker infrastructure."""
|
||||||
@@ -58,9 +62,11 @@ class OverseasBroker:
|
|||||||
session = self._broker._get_session()
|
session = self._broker._get_session()
|
||||||
|
|
||||||
headers = await self._broker._auth_headers("HHDFS00000300")
|
headers = await self._broker._auth_headers("HHDFS00000300")
|
||||||
|
# Map internal exchange codes to the short form expected by the price API.
|
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|
price_excd = _PRICE_EXCHANGE_MAP.get(exchange_code, exchange_code)
|
||||||
params = {
|
params = {
|
||||||
"AUTH": "",
|
"AUTH": "",
|
||||||
"EXCD": exchange_code,
|
"EXCD": price_excd,
|
||||||
"SYMB": stock_code,
|
"SYMB": stock_code,
|
||||||
}
|
}
|
||||||
url = f"{self._broker._base_url}/uapi/overseas-price/v1/quotations/price"
|
url = f"{self._broker._base_url}/uapi/overseas-price/v1/quotations/price"
|
||||||
@@ -251,6 +257,9 @@ class OverseasBroker:
|
|||||||
f"send_overseas_order failed ({resp.status}): {text}"
|
f"send_overseas_order failed ({resp.status}): {text}"
|
||||||
)
|
)
|
||||||
data = await resp.json()
|
data = await resp.json()
|
||||||
|
rt_cd = data.get("rt_cd", "")
|
||||||
|
msg1 = data.get("msg1", "")
|
||||||
|
if rt_cd == "0":
|
||||||
logger.info(
|
logger.info(
|
||||||
"Overseas order submitted",
|
"Overseas order submitted",
|
||||||
extra={
|
extra={
|
||||||
@@ -259,6 +268,16 @@ class OverseasBroker:
|
|||||||
"action": order_type,
|
"action": order_type,
|
||||||
},
|
},
|
||||||
)
|
)
|
||||||
|
else:
|
||||||
|
logger.warning(
|
||||||
|
"Overseas order rejected (rt_cd=%s): %s [%s %s %s qty=%d]",
|
||||||
|
rt_cd,
|
||||||
|
msg1,
|
||||||
|
order_type,
|
||||||
|
stock_code,
|
||||||
|
exchange_code,
|
||||||
|
quantity,
|
||||||
|
)
|
||||||
return data
|
return data
|
||||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||||
raise ConnectionError(
|
raise ConnectionError(
|
||||||
|
|||||||
@@ -55,6 +55,11 @@ class Settings(BaseSettings):
|
|||||||
# Trading mode
|
# Trading mode
|
||||||
MODE: str = Field(default="paper", pattern="^(paper|live)$")
|
MODE: str = Field(default="paper", pattern="^(paper|live)$")
|
||||||
|
|
||||||
|
# Simulated USD cash for VTS (paper) overseas trading.
|
||||||
|
# KIS VTS overseas balance API returns errors for most accounts.
|
||||||
|
# This value is used as a fallback when the balance API returns 0 in paper mode.
|
||||||
|
PAPER_OVERSEAS_CASH: float = Field(default=50000.0, ge=0.0)
|
||||||
|
|
||||||
# Trading frequency mode (daily = batch API calls, realtime = per-stock calls)
|
# Trading frequency mode (daily = batch API calls, realtime = per-stock calls)
|
||||||
TRADE_MODE: str = Field(default="daily", pattern="^(daily|realtime)$")
|
TRADE_MODE: str = Field(default="daily", pattern="^(daily|realtime)$")
|
||||||
DAILY_SESSIONS: int = Field(default=4, ge=1, le=10)
|
DAILY_SESSIONS: int = Field(default=4, ge=1, le=10)
|
||||||
|
|||||||
@@ -259,6 +259,50 @@ def create_dashboard_app(db_path: str) -> FastAPI:
|
|||||||
)
|
)
|
||||||
return {"market": market, "count": len(decisions), "decisions": decisions}
|
return {"market": market, "count": len(decisions), "decisions": decisions}
|
||||||
|
|
||||||
|
@app.get("/api/pnl/history")
|
||||||
|
def get_pnl_history(
|
||||||
|
days: int = Query(default=30, ge=1, le=365),
|
||||||
|
market: str = Query("all"),
|
||||||
|
) -> dict[str, Any]:
|
||||||
|
"""Return daily P&L history for charting."""
|
||||||
|
with _connect(db_path) as conn:
|
||||||
|
if market == "all":
|
||||||
|
rows = conn.execute(
|
||||||
|
"""
|
||||||
|
SELECT DATE(timestamp) AS date,
|
||||||
|
SUM(pnl) AS daily_pnl,
|
||||||
|
COUNT(*) AS trade_count
|
||||||
|
FROM trades
|
||||||
|
WHERE pnl IS NOT NULL
|
||||||
|
AND DATE(timestamp) >= DATE('now', ?)
|
||||||
|
GROUP BY DATE(timestamp)
|
||||||
|
ORDER BY DATE(timestamp)
|
||||||
|
""",
|
||||||
|
(f"-{days} days",),
|
||||||
|
).fetchall()
|
||||||
|
else:
|
||||||
|
rows = conn.execute(
|
||||||
|
"""
|
||||||
|
SELECT DATE(timestamp) AS date,
|
||||||
|
SUM(pnl) AS daily_pnl,
|
||||||
|
COUNT(*) AS trade_count
|
||||||
|
FROM trades
|
||||||
|
WHERE pnl IS NOT NULL
|
||||||
|
AND market = ?
|
||||||
|
AND DATE(timestamp) >= DATE('now', ?)
|
||||||
|
GROUP BY DATE(timestamp)
|
||||||
|
ORDER BY DATE(timestamp)
|
||||||
|
""",
|
||||||
|
(market, f"-{days} days"),
|
||||||
|
).fetchall()
|
||||||
|
return {
|
||||||
|
"days": days,
|
||||||
|
"market": market,
|
||||||
|
"labels": [row["date"] for row in rows],
|
||||||
|
"pnl": [round(float(row["daily_pnl"]), 2) for row in rows],
|
||||||
|
"trades": [int(row["trade_count"]) for row in rows],
|
||||||
|
}
|
||||||
|
|
||||||
@app.get("/api/scenarios/active")
|
@app.get("/api/scenarios/active")
|
||||||
def get_active_scenarios(
|
def get_active_scenarios(
|
||||||
market: str = Query("US"),
|
market: str = Query("US"),
|
||||||
|
|||||||
@@ -1,9 +1,10 @@
|
|||||||
<!doctype html>
|
<!doctype html>
|
||||||
<html lang="en">
|
<html lang="ko">
|
||||||
<head>
|
<head>
|
||||||
<meta charset="UTF-8" />
|
<meta charset="UTF-8" />
|
||||||
<meta name="viewport" content="width=device-width, initial-scale=1.0" />
|
<meta name="viewport" content="width=device-width, initial-scale=1.0" />
|
||||||
<title>The Ouroboros Dashboard</title>
|
<title>The Ouroboros Dashboard</title>
|
||||||
|
<script src="https://cdn.jsdelivr.net/npm/chart.js@4.4.0/dist/chart.umd.min.js"></script>
|
||||||
<style>
|
<style>
|
||||||
:root {
|
:root {
|
||||||
--bg: #0b1724;
|
--bg: #0b1724;
|
||||||
@@ -11,51 +12,390 @@
|
|||||||
--fg: #e6eef7;
|
--fg: #e6eef7;
|
||||||
--muted: #9fb3c8;
|
--muted: #9fb3c8;
|
||||||
--accent: #3cb371;
|
--accent: #3cb371;
|
||||||
|
--red: #e05555;
|
||||||
|
--border: #28455f;
|
||||||
}
|
}
|
||||||
|
* { box-sizing: border-box; margin: 0; padding: 0; }
|
||||||
body {
|
body {
|
||||||
margin: 0;
|
|
||||||
font-family: ui-monospace, SFMono-Regular, Menlo, monospace;
|
font-family: ui-monospace, SFMono-Regular, Menlo, monospace;
|
||||||
background: radial-gradient(circle at top left, #173b58, var(--bg));
|
background: radial-gradient(circle at top left, #173b58, var(--bg));
|
||||||
color: var(--fg);
|
color: var(--fg);
|
||||||
|
min-height: 100vh;
|
||||||
|
font-size: 13px;
|
||||||
}
|
}
|
||||||
.wrap {
|
.wrap { max-width: 1100px; margin: 0 auto; padding: 20px 16px; }
|
||||||
max-width: 900px;
|
|
||||||
margin: 48px auto;
|
/* Header */
|
||||||
padding: 0 16px;
|
header {
|
||||||
|
display: flex;
|
||||||
|
align-items: center;
|
||||||
|
justify-content: space-between;
|
||||||
|
margin-bottom: 20px;
|
||||||
|
padding-bottom: 12px;
|
||||||
|
border-bottom: 1px solid var(--border);
|
||||||
}
|
}
|
||||||
|
header h1 { font-size: 18px; color: var(--accent); letter-spacing: 0.5px; }
|
||||||
|
.header-right { display: flex; align-items: center; gap: 12px; color: var(--muted); font-size: 12px; }
|
||||||
|
.refresh-btn {
|
||||||
|
background: none; border: 1px solid var(--border); color: var(--muted);
|
||||||
|
padding: 4px 10px; border-radius: 6px; cursor: pointer; font-family: inherit;
|
||||||
|
font-size: 12px; transition: border-color 0.2s;
|
||||||
|
}
|
||||||
|
.refresh-btn:hover { border-color: var(--accent); color: var(--accent); }
|
||||||
|
|
||||||
|
/* Summary cards */
|
||||||
|
.cards { display: grid; grid-template-columns: repeat(4, 1fr); gap: 12px; margin-bottom: 20px; }
|
||||||
|
@media (max-width: 700px) { .cards { grid-template-columns: repeat(2, 1fr); } }
|
||||||
.card {
|
.card {
|
||||||
background: color-mix(in oklab, var(--panel), black 12%);
|
background: var(--panel);
|
||||||
border: 1px solid #28455f;
|
border: 1px solid var(--border);
|
||||||
border-radius: 12px;
|
border-radius: 10px;
|
||||||
padding: 20px;
|
padding: 16px;
|
||||||
}
|
}
|
||||||
h1 {
|
.card-label { color: var(--muted); font-size: 11px; margin-bottom: 6px; text-transform: uppercase; letter-spacing: 0.5px; }
|
||||||
margin-top: 0;
|
.card-value { font-size: 22px; font-weight: 700; }
|
||||||
|
.card-sub { color: var(--muted); font-size: 11px; margin-top: 4px; }
|
||||||
|
.positive { color: var(--accent); }
|
||||||
|
.negative { color: var(--red); }
|
||||||
|
.neutral { color: var(--fg); }
|
||||||
|
|
||||||
|
/* Chart panel */
|
||||||
|
.chart-panel {
|
||||||
|
background: var(--panel);
|
||||||
|
border: 1px solid var(--border);
|
||||||
|
border-radius: 10px;
|
||||||
|
padding: 16px;
|
||||||
|
margin-bottom: 20px;
|
||||||
}
|
}
|
||||||
code {
|
.panel-header {
|
||||||
color: var(--accent);
|
display: flex;
|
||||||
|
align-items: center;
|
||||||
|
justify-content: space-between;
|
||||||
|
margin-bottom: 16px;
|
||||||
}
|
}
|
||||||
li {
|
.panel-title { font-size: 13px; color: var(--muted); font-weight: 600; }
|
||||||
margin: 6px 0;
|
.chart-container { position: relative; height: 180px; }
|
||||||
color: var(--muted);
|
.chart-error { color: var(--muted); text-align: center; padding: 40px 0; font-size: 12px; }
|
||||||
|
|
||||||
|
/* Days selector */
|
||||||
|
.days-selector { display: flex; gap: 4px; }
|
||||||
|
.day-btn {
|
||||||
|
background: none; border: 1px solid var(--border); color: var(--muted);
|
||||||
|
padding: 3px 8px; border-radius: 4px; cursor: pointer; font-family: inherit; font-size: 11px;
|
||||||
}
|
}
|
||||||
|
.day-btn.active { border-color: var(--accent); color: var(--accent); background: rgba(60, 179, 113, 0.08); }
|
||||||
|
|
||||||
|
/* Decisions panel */
|
||||||
|
.decisions-panel {
|
||||||
|
background: var(--panel);
|
||||||
|
border: 1px solid var(--border);
|
||||||
|
border-radius: 10px;
|
||||||
|
padding: 16px;
|
||||||
|
}
|
||||||
|
.market-tabs { display: flex; gap: 6px; flex-wrap: wrap; }
|
||||||
|
.tab-btn {
|
||||||
|
background: none; border: 1px solid var(--border); color: var(--muted);
|
||||||
|
padding: 4px 10px; border-radius: 6px; cursor: pointer; font-family: inherit; font-size: 11px;
|
||||||
|
}
|
||||||
|
.tab-btn.active { border-color: var(--accent); color: var(--accent); background: rgba(60, 179, 113, 0.08); }
|
||||||
|
.decisions-table { width: 100%; border-collapse: collapse; margin-top: 14px; }
|
||||||
|
.decisions-table th {
|
||||||
|
text-align: left; color: var(--muted); font-size: 11px; font-weight: 600;
|
||||||
|
padding: 6px 8px; border-bottom: 1px solid var(--border); white-space: nowrap;
|
||||||
|
}
|
||||||
|
.decisions-table td {
|
||||||
|
padding: 8px 8px; border-bottom: 1px solid rgba(40, 69, 95, 0.5);
|
||||||
|
vertical-align: middle; white-space: nowrap;
|
||||||
|
}
|
||||||
|
.decisions-table tr:last-child td { border-bottom: none; }
|
||||||
|
.decisions-table tr:hover td { background: rgba(255,255,255,0.02); }
|
||||||
|
.badge {
|
||||||
|
display: inline-block; padding: 2px 7px; border-radius: 4px;
|
||||||
|
font-size: 11px; font-weight: 700; letter-spacing: 0.5px;
|
||||||
|
}
|
||||||
|
.badge-buy { background: rgba(60, 179, 113, 0.15); color: var(--accent); }
|
||||||
|
.badge-sell { background: rgba(224, 85, 85, 0.15); color: var(--red); }
|
||||||
|
.badge-hold { background: rgba(159, 179, 200, 0.12); color: var(--muted); }
|
||||||
|
.conf-bar-wrap { display: flex; align-items: center; gap: 6px; min-width: 90px; }
|
||||||
|
.conf-bar { flex: 1; height: 6px; background: rgba(255,255,255,0.08); border-radius: 3px; overflow: hidden; }
|
||||||
|
.conf-fill { height: 100%; border-radius: 3px; background: var(--accent); transition: width 0.3s; }
|
||||||
|
.conf-val { color: var(--muted); font-size: 11px; min-width: 26px; text-align: right; }
|
||||||
|
.rationale-cell { max-width: 200px; overflow: hidden; text-overflow: ellipsis; color: var(--muted); }
|
||||||
|
.empty-row td { text-align: center; color: var(--muted); padding: 24px; }
|
||||||
|
|
||||||
|
/* Spinner */
|
||||||
|
.spinner { display: inline-block; width: 12px; height: 12px; border: 2px solid var(--border); border-top-color: var(--accent); border-radius: 50%; animation: spin 0.8s linear infinite; }
|
||||||
|
@keyframes spin { to { transform: rotate(360deg); } }
|
||||||
</style>
|
</style>
|
||||||
</head>
|
</head>
|
||||||
<body>
|
<body>
|
||||||
<div class="wrap">
|
<div class="wrap">
|
||||||
|
<!-- Header -->
|
||||||
|
<header>
|
||||||
|
<h1>🐍 The Ouroboros</h1>
|
||||||
|
<div class="header-right">
|
||||||
|
<span id="last-updated">--</span>
|
||||||
|
<button class="refresh-btn" onclick="refreshAll()">↺ 새로고침</button>
|
||||||
|
</div>
|
||||||
|
</header>
|
||||||
|
|
||||||
|
<!-- Summary cards -->
|
||||||
|
<div class="cards">
|
||||||
<div class="card">
|
<div class="card">
|
||||||
<h1>The Ouroboros Dashboard API</h1>
|
<div class="card-label">오늘 거래</div>
|
||||||
<p>Use the following endpoints:</p>
|
<div class="card-value neutral" id="card-trades">--</div>
|
||||||
<ul>
|
<div class="card-sub" id="card-trades-sub">거래 건수</div>
|
||||||
<li><code>/api/status</code></li>
|
</div>
|
||||||
<li><code>/api/playbook/{date}?market=KR</code></li>
|
<div class="card">
|
||||||
<li><code>/api/scorecard/{date}?market=KR</code></li>
|
<div class="card-label">오늘 P&L</div>
|
||||||
<li><code>/api/performance?market=all</code></li>
|
<div class="card-value" id="card-pnl">--</div>
|
||||||
<li><code>/api/context/{layer}</code></li>
|
<div class="card-sub" id="card-pnl-sub">실현 손익</div>
|
||||||
<li><code>/api/decisions?market=KR</code></li>
|
</div>
|
||||||
<li><code>/api/scenarios/active?market=US</code></li>
|
<div class="card">
|
||||||
</ul>
|
<div class="card-label">승률</div>
|
||||||
|
<div class="card-value neutral" id="card-winrate">--</div>
|
||||||
|
<div class="card-sub">전체 누적</div>
|
||||||
|
</div>
|
||||||
|
<div class="card">
|
||||||
|
<div class="card-label">누적 거래</div>
|
||||||
|
<div class="card-value neutral" id="card-total">--</div>
|
||||||
|
<div class="card-sub">전체 기간</div>
|
||||||
</div>
|
</div>
|
||||||
</div>
|
</div>
|
||||||
|
|
||||||
|
<!-- P&L Chart -->
|
||||||
|
<div class="chart-panel">
|
||||||
|
<div class="panel-header">
|
||||||
|
<span class="panel-title">P&L 추이</span>
|
||||||
|
<div class="days-selector">
|
||||||
|
<button class="day-btn active" data-days="7" onclick="selectDays(this)">7일</button>
|
||||||
|
<button class="day-btn" data-days="30" onclick="selectDays(this)">30일</button>
|
||||||
|
<button class="day-btn" data-days="90" onclick="selectDays(this)">90일</button>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
<div class="chart-container">
|
||||||
|
<canvas id="pnl-chart"></canvas>
|
||||||
|
<div class="chart-error" id="chart-error" style="display:none">데이터 없음</div>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
|
||||||
|
<!-- Decisions log -->
|
||||||
|
<div class="decisions-panel">
|
||||||
|
<div class="panel-header">
|
||||||
|
<span class="panel-title">최근 결정 로그</span>
|
||||||
|
<div class="market-tabs" id="market-tabs">
|
||||||
|
<button class="tab-btn active" data-market="KR" onclick="selectMarket(this)">KR</button>
|
||||||
|
<button class="tab-btn" data-market="US_NASDAQ" onclick="selectMarket(this)">US_NASDAQ</button>
|
||||||
|
<button class="tab-btn" data-market="US_NYSE" onclick="selectMarket(this)">US_NYSE</button>
|
||||||
|
<button class="tab-btn" data-market="JP" onclick="selectMarket(this)">JP</button>
|
||||||
|
<button class="tab-btn" data-market="HK" onclick="selectMarket(this)">HK</button>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
<table class="decisions-table">
|
||||||
|
<thead>
|
||||||
|
<tr>
|
||||||
|
<th>시각</th>
|
||||||
|
<th>종목</th>
|
||||||
|
<th>액션</th>
|
||||||
|
<th>신뢰도</th>
|
||||||
|
<th>사유</th>
|
||||||
|
</tr>
|
||||||
|
</thead>
|
||||||
|
<tbody id="decisions-body">
|
||||||
|
<tr class="empty-row"><td colspan="5"><span class="spinner"></span></td></tr>
|
||||||
|
</tbody>
|
||||||
|
</table>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
|
||||||
|
<script>
|
||||||
|
let pnlChart = null;
|
||||||
|
let currentDays = 7;
|
||||||
|
let currentMarket = 'KR';
|
||||||
|
|
||||||
|
function fmt(dt) {
|
||||||
|
try {
|
||||||
|
const d = new Date(dt);
|
||||||
|
return d.toLocaleTimeString('ko-KR', { hour: '2-digit', minute: '2-digit', hour12: false });
|
||||||
|
} catch { return dt || '--'; }
|
||||||
|
}
|
||||||
|
|
||||||
|
function fmtPnl(v) {
|
||||||
|
if (v === null || v === undefined) return '--';
|
||||||
|
const n = parseFloat(v);
|
||||||
|
const cls = n > 0 ? 'positive' : n < 0 ? 'negative' : 'neutral';
|
||||||
|
const sign = n > 0 ? '+' : '';
|
||||||
|
return `<span class="${cls}">${sign}${n.toFixed(2)}</span>`;
|
||||||
|
}
|
||||||
|
|
||||||
|
function badge(action) {
|
||||||
|
const a = (action || '').toUpperCase();
|
||||||
|
const cls = a === 'BUY' ? 'badge-buy' : a === 'SELL' ? 'badge-sell' : 'badge-hold';
|
||||||
|
return `<span class="badge ${cls}">${a}</span>`;
|
||||||
|
}
|
||||||
|
|
||||||
|
function confBar(conf) {
|
||||||
|
const pct = Math.min(Math.max(conf || 0, 0), 100);
|
||||||
|
return `<div class="conf-bar-wrap">
|
||||||
|
<div class="conf-bar"><div class="conf-fill" style="width:${pct}%"></div></div>
|
||||||
|
<span class="conf-val">${pct}</span>
|
||||||
|
</div>`;
|
||||||
|
}
|
||||||
|
|
||||||
|
async function fetchStatus() {
|
||||||
|
try {
|
||||||
|
const r = await fetch('/api/status');
|
||||||
|
if (!r.ok) return;
|
||||||
|
const d = await r.json();
|
||||||
|
const t = d.totals || {};
|
||||||
|
document.getElementById('card-trades').textContent = t.trade_count ?? '--';
|
||||||
|
const pnlEl = document.getElementById('card-pnl');
|
||||||
|
const pnlV = t.total_pnl;
|
||||||
|
if (pnlV !== undefined) {
|
||||||
|
const n = parseFloat(pnlV);
|
||||||
|
const sign = n > 0 ? '+' : '';
|
||||||
|
pnlEl.textContent = `${sign}${n.toFixed(2)}`;
|
||||||
|
pnlEl.className = `card-value ${n > 0 ? 'positive' : n < 0 ? 'negative' : 'neutral'}`;
|
||||||
|
}
|
||||||
|
document.getElementById('card-pnl-sub').textContent = `결정 ${t.decision_count ?? 0}건`;
|
||||||
|
} catch {}
|
||||||
|
}
|
||||||
|
|
||||||
|
async function fetchPerformance() {
|
||||||
|
try {
|
||||||
|
const r = await fetch('/api/performance?market=all');
|
||||||
|
if (!r.ok) return;
|
||||||
|
const d = await r.json();
|
||||||
|
const c = d.combined || {};
|
||||||
|
document.getElementById('card-winrate').textContent = c.win_rate !== undefined ? `${c.win_rate}%` : '--';
|
||||||
|
document.getElementById('card-total').textContent = c.total_trades ?? '--';
|
||||||
|
} catch {}
|
||||||
|
}
|
||||||
|
|
||||||
|
async function fetchPnlHistory(days) {
|
||||||
|
try {
|
||||||
|
const r = await fetch(`/api/pnl/history?days=${days}`);
|
||||||
|
if (!r.ok) throw new Error('fetch failed');
|
||||||
|
const d = await r.json();
|
||||||
|
renderChart(d);
|
||||||
|
} catch {
|
||||||
|
document.getElementById('chart-error').style.display = 'block';
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
function renderChart(data) {
|
||||||
|
const errEl = document.getElementById('chart-error');
|
||||||
|
if (!data.labels || data.labels.length === 0) {
|
||||||
|
errEl.style.display = 'block';
|
||||||
|
return;
|
||||||
|
}
|
||||||
|
errEl.style.display = 'none';
|
||||||
|
|
||||||
|
const colors = data.pnl.map(v => v >= 0 ? 'rgba(60,179,113,0.75)' : 'rgba(224,85,85,0.75)');
|
||||||
|
const borderColors = data.pnl.map(v => v >= 0 ? '#3cb371' : '#e05555');
|
||||||
|
|
||||||
|
if (pnlChart) { pnlChart.destroy(); pnlChart = null; }
|
||||||
|
const ctx = document.getElementById('pnl-chart').getContext('2d');
|
||||||
|
pnlChart = new Chart(ctx, {
|
||||||
|
type: 'bar',
|
||||||
|
data: {
|
||||||
|
labels: data.labels,
|
||||||
|
datasets: [{
|
||||||
|
label: 'Daily P&L',
|
||||||
|
data: data.pnl,
|
||||||
|
backgroundColor: colors,
|
||||||
|
borderColor: borderColors,
|
||||||
|
borderWidth: 1,
|
||||||
|
borderRadius: 3,
|
||||||
|
}]
|
||||||
|
},
|
||||||
|
options: {
|
||||||
|
responsive: true,
|
||||||
|
maintainAspectRatio: false,
|
||||||
|
plugins: {
|
||||||
|
legend: { display: false },
|
||||||
|
tooltip: {
|
||||||
|
callbacks: {
|
||||||
|
label: ctx => {
|
||||||
|
const v = ctx.parsed.y;
|
||||||
|
const sign = v >= 0 ? '+' : '';
|
||||||
|
const trades = data.trades[ctx.dataIndex];
|
||||||
|
return [`P&L: ${sign}${v.toFixed(2)}`, `거래: ${trades}건`];
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
scales: {
|
||||||
|
x: {
|
||||||
|
ticks: { color: '#9fb3c8', font: { size: 10 }, maxRotation: 0 },
|
||||||
|
grid: { color: 'rgba(40,69,95,0.4)' }
|
||||||
|
},
|
||||||
|
y: {
|
||||||
|
ticks: { color: '#9fb3c8', font: { size: 10 } },
|
||||||
|
grid: { color: 'rgba(40,69,95,0.4)' }
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
});
|
||||||
|
}
|
||||||
|
|
||||||
|
async function fetchDecisions(market) {
|
||||||
|
const tbody = document.getElementById('decisions-body');
|
||||||
|
tbody.innerHTML = '<tr class="empty-row"><td colspan="5"><span class="spinner"></span></td></tr>';
|
||||||
|
try {
|
||||||
|
const r = await fetch(`/api/decisions?market=${market}&limit=50`);
|
||||||
|
if (!r.ok) throw new Error('fetch failed');
|
||||||
|
const d = await r.json();
|
||||||
|
if (!d.decisions || d.decisions.length === 0) {
|
||||||
|
tbody.innerHTML = '<tr class="empty-row"><td colspan="5">결정 로그 없음</td></tr>';
|
||||||
|
return;
|
||||||
|
}
|
||||||
|
tbody.innerHTML = d.decisions.map(dec => `
|
||||||
|
<tr>
|
||||||
|
<td>${fmt(dec.timestamp)}</td>
|
||||||
|
<td>${dec.stock_code || '--'}</td>
|
||||||
|
<td>${badge(dec.action)}</td>
|
||||||
|
<td>${confBar(dec.confidence)}</td>
|
||||||
|
<td class="rationale-cell" title="${(dec.rationale || '').replace(/"/g, '"')}">${dec.rationale || '--'}</td>
|
||||||
|
</tr>
|
||||||
|
`).join('');
|
||||||
|
} catch {
|
||||||
|
tbody.innerHTML = '<tr class="empty-row"><td colspan="5">데이터 로드 실패</td></tr>';
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
function selectDays(btn) {
|
||||||
|
document.querySelectorAll('.day-btn').forEach(b => b.classList.remove('active'));
|
||||||
|
btn.classList.add('active');
|
||||||
|
currentDays = parseInt(btn.dataset.days, 10);
|
||||||
|
fetchPnlHistory(currentDays);
|
||||||
|
}
|
||||||
|
|
||||||
|
function selectMarket(btn) {
|
||||||
|
document.querySelectorAll('.tab-btn').forEach(b => b.classList.remove('active'));
|
||||||
|
btn.classList.add('active');
|
||||||
|
currentMarket = btn.dataset.market;
|
||||||
|
fetchDecisions(currentMarket);
|
||||||
|
}
|
||||||
|
|
||||||
|
async function refreshAll() {
|
||||||
|
document.getElementById('last-updated').textContent = '업데이트 중...';
|
||||||
|
await Promise.all([
|
||||||
|
fetchStatus(),
|
||||||
|
fetchPerformance(),
|
||||||
|
fetchPnlHistory(currentDays),
|
||||||
|
fetchDecisions(currentMarket),
|
||||||
|
]);
|
||||||
|
const now = new Date();
|
||||||
|
const timeStr = now.toLocaleTimeString('ko-KR', { hour: '2-digit', minute: '2-digit', second: '2-digit', hour12: false });
|
||||||
|
document.getElementById('last-updated').textContent = `마지막 업데이트: ${timeStr}`;
|
||||||
|
}
|
||||||
|
|
||||||
|
// Initial load
|
||||||
|
refreshAll();
|
||||||
|
|
||||||
|
// Auto-refresh every 30 seconds
|
||||||
|
setInterval(refreshAll, 30000);
|
||||||
|
</script>
|
||||||
</body>
|
</body>
|
||||||
</html>
|
</html>
|
||||||
|
|||||||
135
src/main.py
135
src/main.py
@@ -204,7 +204,9 @@ async def trading_cycle(
|
|||||||
|
|
||||||
# 1. Fetch market data
|
# 1. Fetch market data
|
||||||
if market.is_domestic:
|
if market.is_domestic:
|
||||||
orderbook = await broker.get_orderbook(stock_code)
|
current_price, price_change_pct, foreigner_net = await broker.get_current_price(
|
||||||
|
stock_code
|
||||||
|
)
|
||||||
balance_data = await broker.get_balance()
|
balance_data = await broker.get_balance()
|
||||||
|
|
||||||
output2 = balance_data.get("output2", [{}])
|
output2 = balance_data.get("output2", [{}])
|
||||||
@@ -215,10 +217,6 @@ async def trading_cycle(
|
|||||||
else "0"
|
else "0"
|
||||||
)
|
)
|
||||||
purchase_total = safe_float(output2[0].get("pchs_amt_smtl_amt", "0")) if output2 else 0
|
purchase_total = safe_float(output2[0].get("pchs_amt_smtl_amt", "0")) if output2 else 0
|
||||||
|
|
||||||
current_price = safe_float(orderbook.get("output1", {}).get("stck_prpr", "0"))
|
|
||||||
foreigner_net = safe_float(orderbook.get("output1", {}).get("frgn_ntby_qty", "0"))
|
|
||||||
price_change_pct = safe_float(orderbook.get("output1", {}).get("prdy_ctrt", "0"))
|
|
||||||
else:
|
else:
|
||||||
# Overseas market
|
# Overseas market
|
||||||
price_data = await overseas_broker.get_overseas_price(
|
price_data = await overseas_broker.get_overseas_price(
|
||||||
@@ -239,10 +237,43 @@ async def trading_cycle(
|
|||||||
total_cash = safe_float(balance_info.get("frcr_dncl_amt_2", "0") or "0")
|
total_cash = safe_float(balance_info.get("frcr_dncl_amt_2", "0") or "0")
|
||||||
purchase_total = safe_float(balance_info.get("frcr_buy_amt_smtl", "0") or "0")
|
purchase_total = safe_float(balance_info.get("frcr_buy_amt_smtl", "0") or "0")
|
||||||
|
|
||||||
|
# Paper mode fallback: VTS overseas balance API often fails for many accounts.
|
||||||
|
if total_cash <= 0 and settings and settings.PAPER_OVERSEAS_CASH > 0:
|
||||||
|
logger.debug(
|
||||||
|
"Overseas cash balance is 0 for %s; using paper fallback %.2f USD",
|
||||||
|
market.exchange_code,
|
||||||
|
settings.PAPER_OVERSEAS_CASH,
|
||||||
|
)
|
||||||
|
total_cash = settings.PAPER_OVERSEAS_CASH
|
||||||
|
|
||||||
current_price = safe_float(price_data.get("output", {}).get("last", "0"))
|
current_price = safe_float(price_data.get("output", {}).get("last", "0"))
|
||||||
|
# Fallback: if price API returns 0, use scanner candidate price
|
||||||
|
if current_price <= 0:
|
||||||
|
market_candidates_lookup = scan_candidates.get(market.code, {})
|
||||||
|
cand_lookup = market_candidates_lookup.get(stock_code)
|
||||||
|
if cand_lookup and cand_lookup.price > 0:
|
||||||
|
logger.debug(
|
||||||
|
"Price API returned 0 for %s; using scanner candidate price %.4f",
|
||||||
|
stock_code,
|
||||||
|
cand_lookup.price,
|
||||||
|
)
|
||||||
|
current_price = cand_lookup.price
|
||||||
foreigner_net = 0.0 # Not available for overseas
|
foreigner_net = 0.0 # Not available for overseas
|
||||||
price_change_pct = safe_float(price_data.get("output", {}).get("rate", "0"))
|
price_change_pct = safe_float(price_data.get("output", {}).get("rate", "0"))
|
||||||
|
|
||||||
|
# Price API may return 0/empty for certain VTS exchange codes.
|
||||||
|
# Fall back to the scanner candidate's price so order sizing still works.
|
||||||
|
if current_price <= 0:
|
||||||
|
market_candidates_lookup = scan_candidates.get(market.code, {})
|
||||||
|
cand_lookup = market_candidates_lookup.get(stock_code)
|
||||||
|
if cand_lookup and cand_lookup.price > 0:
|
||||||
|
current_price = cand_lookup.price
|
||||||
|
logger.debug(
|
||||||
|
"Price API returned 0 for %s; using scanner price %.4f",
|
||||||
|
stock_code,
|
||||||
|
current_price,
|
||||||
|
)
|
||||||
|
|
||||||
# Calculate daily P&L %
|
# Calculate daily P&L %
|
||||||
pnl_pct = (
|
pnl_pct = (
|
||||||
((total_eval - purchase_total) / purchase_total * 100)
|
((total_eval - purchase_total) / purchase_total * 100)
|
||||||
@@ -474,6 +505,7 @@ async def trading_cycle(
|
|||||||
raise # Re-raise to prevent trade
|
raise # Re-raise to prevent trade
|
||||||
|
|
||||||
# 5. Send order
|
# 5. Send order
|
||||||
|
order_succeeded = True
|
||||||
if market.is_domestic:
|
if market.is_domestic:
|
||||||
result = await broker.send_order(
|
result = await broker.send_order(
|
||||||
stock_code=stock_code,
|
stock_code=stock_code,
|
||||||
@@ -482,16 +514,35 @@ async def trading_cycle(
|
|||||||
price=0, # market order
|
price=0, # market order
|
||||||
)
|
)
|
||||||
else:
|
else:
|
||||||
|
# For overseas orders:
|
||||||
|
# - KIS VTS only accepts limit orders (지정가만 가능)
|
||||||
|
# - BUY: use 0.5% premium over last price to improve fill probability
|
||||||
|
# (ask price is typically slightly above last, and VTS won't fill below ask)
|
||||||
|
# - SELL: use last price as the limit
|
||||||
|
if decision.action == "BUY":
|
||||||
|
order_price = round(current_price * 1.005, 4)
|
||||||
|
else:
|
||||||
|
order_price = current_price
|
||||||
result = await overseas_broker.send_overseas_order(
|
result = await overseas_broker.send_overseas_order(
|
||||||
exchange_code=market.exchange_code,
|
exchange_code=market.exchange_code,
|
||||||
stock_code=stock_code,
|
stock_code=stock_code,
|
||||||
order_type=decision.action,
|
order_type=decision.action,
|
||||||
quantity=quantity,
|
quantity=quantity,
|
||||||
price=0.0, # market order
|
price=order_price, # limit order — KIS VTS rejects market orders
|
||||||
|
)
|
||||||
|
# Check if KIS rejected the order (rt_cd != "0")
|
||||||
|
if result.get("rt_cd", "") != "0":
|
||||||
|
order_succeeded = False
|
||||||
|
logger.warning(
|
||||||
|
"Overseas order not accepted for %s: rt_cd=%s msg=%s",
|
||||||
|
stock_code,
|
||||||
|
result.get("rt_cd"),
|
||||||
|
result.get("msg1"),
|
||||||
)
|
)
|
||||||
logger.info("Order result: %s", result.get("msg1", "OK"))
|
logger.info("Order result: %s", result.get("msg1", "OK"))
|
||||||
|
|
||||||
# 5.5. Notify trade execution
|
# 5.5. Notify trade execution (only on success)
|
||||||
|
if order_succeeded:
|
||||||
try:
|
try:
|
||||||
await telegram.notify_trade_execution(
|
await telegram.notify_trade_execution(
|
||||||
stock_code=stock_code,
|
stock_code=stock_code,
|
||||||
@@ -504,7 +555,7 @@ async def trading_cycle(
|
|||||||
except Exception as exc:
|
except Exception as exc:
|
||||||
logger.warning("Telegram notification failed: %s", exc)
|
logger.warning("Telegram notification failed: %s", exc)
|
||||||
|
|
||||||
if decision.action == "SELL":
|
if decision.action == "SELL" and order_succeeded:
|
||||||
buy_trade = get_latest_buy_trade(db_conn, stock_code, market.code)
|
buy_trade = get_latest_buy_trade(db_conn, stock_code, market.code)
|
||||||
if buy_trade and buy_trade.get("price") is not None:
|
if buy_trade and buy_trade.get("price") is not None:
|
||||||
buy_price = float(buy_trade["price"])
|
buy_price = float(buy_trade["price"])
|
||||||
@@ -516,7 +567,9 @@ async def trading_cycle(
|
|||||||
accuracy=1 if trade_pnl > 0 else 0,
|
accuracy=1 if trade_pnl > 0 else 0,
|
||||||
)
|
)
|
||||||
|
|
||||||
# 6. Log trade with selection context
|
# 6. Log trade with selection context (skip if order was rejected)
|
||||||
|
if decision.action in ("BUY", "SELL") and not order_succeeded:
|
||||||
|
return
|
||||||
selection_context = None
|
selection_context = None
|
||||||
if stock_code in market_candidates:
|
if stock_code in market_candidates:
|
||||||
candidate = market_candidates[stock_code]
|
candidate = market_candidates[stock_code]
|
||||||
@@ -671,15 +724,8 @@ async def run_daily_session(
|
|||||||
for stock_code in watchlist:
|
for stock_code in watchlist:
|
||||||
try:
|
try:
|
||||||
if market.is_domestic:
|
if market.is_domestic:
|
||||||
orderbook = await broker.get_orderbook(stock_code)
|
current_price, price_change_pct, foreigner_net = (
|
||||||
current_price = safe_float(
|
await broker.get_current_price(stock_code)
|
||||||
orderbook.get("output1", {}).get("stck_prpr", "0")
|
|
||||||
)
|
|
||||||
foreigner_net = safe_float(
|
|
||||||
orderbook.get("output1", {}).get("frgn_ntby_qty", "0")
|
|
||||||
)
|
|
||||||
price_change_pct = safe_float(
|
|
||||||
orderbook.get("output1", {}).get("prdy_ctrt", "0")
|
|
||||||
)
|
)
|
||||||
else:
|
else:
|
||||||
price_data = await overseas_broker.get_overseas_price(
|
price_data = await overseas_broker.get_overseas_price(
|
||||||
@@ -688,10 +734,30 @@ async def run_daily_session(
|
|||||||
current_price = safe_float(
|
current_price = safe_float(
|
||||||
price_data.get("output", {}).get("last", "0")
|
price_data.get("output", {}).get("last", "0")
|
||||||
)
|
)
|
||||||
|
# Fallback: if price API returns 0, use scanner candidate price
|
||||||
|
if current_price <= 0:
|
||||||
|
cand_lookup = candidate_map.get(stock_code)
|
||||||
|
if cand_lookup and cand_lookup.price > 0:
|
||||||
|
logger.debug(
|
||||||
|
"Price API returned 0 for %s; using scanner candidate price %.4f",
|
||||||
|
stock_code,
|
||||||
|
cand_lookup.price,
|
||||||
|
)
|
||||||
|
current_price = cand_lookup.price
|
||||||
foreigner_net = 0.0
|
foreigner_net = 0.0
|
||||||
price_change_pct = safe_float(
|
price_change_pct = safe_float(
|
||||||
price_data.get("output", {}).get("rate", "0")
|
price_data.get("output", {}).get("rate", "0")
|
||||||
)
|
)
|
||||||
|
# Fall back to scanner candidate price if API returns 0.
|
||||||
|
if current_price <= 0:
|
||||||
|
cand_lookup = candidate_map.get(stock_code)
|
||||||
|
if cand_lookup and cand_lookup.price > 0:
|
||||||
|
current_price = cand_lookup.price
|
||||||
|
logger.debug(
|
||||||
|
"Price API returned 0 for %s; using scanner price %.4f",
|
||||||
|
stock_code,
|
||||||
|
current_price,
|
||||||
|
)
|
||||||
|
|
||||||
stock_data: dict[str, Any] = {
|
stock_data: dict[str, Any] = {
|
||||||
"stock_code": stock_code,
|
"stock_code": stock_code,
|
||||||
@@ -742,6 +808,13 @@ async def run_daily_session(
|
|||||||
purchase_total = safe_float(
|
purchase_total = safe_float(
|
||||||
balance_info.get("frcr_buy_amt_smtl", "0") or "0"
|
balance_info.get("frcr_buy_amt_smtl", "0") or "0"
|
||||||
)
|
)
|
||||||
|
# Paper mode fallback: VTS overseas balance API often fails for many accounts.
|
||||||
|
if total_cash <= 0 and settings.PAPER_OVERSEAS_CASH > 0:
|
||||||
|
total_cash = settings.PAPER_OVERSEAS_CASH
|
||||||
|
|
||||||
|
# VTS overseas balance API often returns 0; use paper fallback.
|
||||||
|
if total_cash <= 0 and settings.PAPER_OVERSEAS_CASH > 0:
|
||||||
|
total_cash = settings.PAPER_OVERSEAS_CASH
|
||||||
|
|
||||||
# Calculate daily P&L %
|
# Calculate daily P&L %
|
||||||
pnl_pct = (
|
pnl_pct = (
|
||||||
@@ -816,6 +889,7 @@ async def run_daily_session(
|
|||||||
quantity = 0
|
quantity = 0
|
||||||
trade_price = stock_data["current_price"]
|
trade_price = stock_data["current_price"]
|
||||||
trade_pnl = 0.0
|
trade_pnl = 0.0
|
||||||
|
order_succeeded = True
|
||||||
if decision.action in ("BUY", "SELL"):
|
if decision.action in ("BUY", "SELL"):
|
||||||
quantity = _determine_order_quantity(
|
quantity = _determine_order_quantity(
|
||||||
action=decision.action,
|
action=decision.action,
|
||||||
@@ -868,6 +942,7 @@ async def run_daily_session(
|
|||||||
raise
|
raise
|
||||||
|
|
||||||
# Send order
|
# Send order
|
||||||
|
order_succeeded = True
|
||||||
try:
|
try:
|
||||||
if market.is_domestic:
|
if market.is_domestic:
|
||||||
result = await broker.send_order(
|
result = await broker.send_order(
|
||||||
@@ -877,16 +952,30 @@ async def run_daily_session(
|
|||||||
price=0, # market order
|
price=0, # market order
|
||||||
)
|
)
|
||||||
else:
|
else:
|
||||||
|
# KIS VTS only accepts limit orders; use 0.5% premium for BUY
|
||||||
|
if decision.action == "BUY":
|
||||||
|
order_price = round(stock_data["current_price"] * 1.005, 4)
|
||||||
|
else:
|
||||||
|
order_price = stock_data["current_price"]
|
||||||
result = await overseas_broker.send_overseas_order(
|
result = await overseas_broker.send_overseas_order(
|
||||||
exchange_code=market.exchange_code,
|
exchange_code=market.exchange_code,
|
||||||
stock_code=stock_code,
|
stock_code=stock_code,
|
||||||
order_type=decision.action,
|
order_type=decision.action,
|
||||||
quantity=quantity,
|
quantity=quantity,
|
||||||
price=0.0, # market order
|
price=order_price, # limit order
|
||||||
|
)
|
||||||
|
if result.get("rt_cd", "") != "0":
|
||||||
|
order_succeeded = False
|
||||||
|
logger.warning(
|
||||||
|
"Overseas order not accepted for %s: rt_cd=%s msg=%s",
|
||||||
|
stock_code,
|
||||||
|
result.get("rt_cd"),
|
||||||
|
result.get("msg1"),
|
||||||
)
|
)
|
||||||
logger.info("Order result: %s", result.get("msg1", "OK"))
|
logger.info("Order result: %s", result.get("msg1", "OK"))
|
||||||
|
|
||||||
# Notify trade execution
|
# Notify trade execution (only on success)
|
||||||
|
if order_succeeded:
|
||||||
try:
|
try:
|
||||||
await telegram.notify_trade_execution(
|
await telegram.notify_trade_execution(
|
||||||
stock_code=stock_code,
|
stock_code=stock_code,
|
||||||
@@ -904,7 +993,7 @@ async def run_daily_session(
|
|||||||
)
|
)
|
||||||
continue
|
continue
|
||||||
|
|
||||||
if decision.action == "SELL":
|
if decision.action == "SELL" and order_succeeded:
|
||||||
buy_trade = get_latest_buy_trade(db_conn, stock_code, market.code)
|
buy_trade = get_latest_buy_trade(db_conn, stock_code, market.code)
|
||||||
if buy_trade and buy_trade.get("price") is not None:
|
if buy_trade and buy_trade.get("price") is not None:
|
||||||
buy_price = float(buy_trade["price"])
|
buy_price = float(buy_trade["price"])
|
||||||
@@ -916,7 +1005,9 @@ async def run_daily_session(
|
|||||||
accuracy=1 if trade_pnl > 0 else 0,
|
accuracy=1 if trade_pnl > 0 else 0,
|
||||||
)
|
)
|
||||||
|
|
||||||
# Log trade
|
# Log trade (skip if order was rejected by API)
|
||||||
|
if decision.action in ("BUY", "SELL") and not order_succeeded:
|
||||||
|
continue
|
||||||
log_trade(
|
log_trade(
|
||||||
conn=db_conn,
|
conn=db_conn,
|
||||||
stock_code=stock_code,
|
stock_code=stock_code,
|
||||||
|
|||||||
@@ -3,7 +3,7 @@
|
|||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
||||||
import asyncio
|
import asyncio
|
||||||
from unittest.mock import AsyncMock, patch
|
from unittest.mock import AsyncMock, MagicMock, patch
|
||||||
|
|
||||||
import pytest
|
import pytest
|
||||||
|
|
||||||
@@ -296,3 +296,280 @@ class TestHashKey:
|
|||||||
mock_acquire.assert_called_once()
|
mock_acquire.assert_called_once()
|
||||||
|
|
||||||
await broker.close()
|
await broker.close()
|
||||||
|
|
||||||
|
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
# fetch_market_rankings — TR_ID, path, params (issue #155)
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
|
||||||
|
|
||||||
|
def _make_ranking_mock(items: list[dict]) -> AsyncMock:
|
||||||
|
"""Build a mock HTTP response returning ranking items."""
|
||||||
|
mock_resp = AsyncMock()
|
||||||
|
mock_resp.status = 200
|
||||||
|
mock_resp.json = AsyncMock(return_value={"output": items})
|
||||||
|
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||||
|
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
return mock_resp
|
||||||
|
|
||||||
|
|
||||||
|
class TestFetchMarketRankings:
|
||||||
|
"""Verify correct TR_ID, API path, and params per ranking_type (issue #155)."""
|
||||||
|
|
||||||
|
@pytest.fixture
|
||||||
|
def broker(self, settings) -> KISBroker:
|
||||||
|
b = KISBroker(settings)
|
||||||
|
b._access_token = "tok"
|
||||||
|
b._token_expires_at = float("inf")
|
||||||
|
b._rate_limiter.acquire = AsyncMock()
|
||||||
|
return b
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_volume_uses_correct_tr_id_and_path(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")
|
||||||
|
|
||||||
|
call_kwargs = mock_get.call_args
|
||||||
|
url = call_kwargs[0][0] if call_kwargs[0] else call_kwargs[1].get("url", "")
|
||||||
|
headers = call_kwargs[1].get("headers", {})
|
||||||
|
params = call_kwargs[1].get("params", {})
|
||||||
|
|
||||||
|
assert "volume-rank" in url
|
||||||
|
assert headers.get("tr_id") == "FHPST01710000"
|
||||||
|
assert params.get("FID_COND_SCR_DIV_CODE") == "20171"
|
||||||
|
assert params.get("FID_TRGT_EXLS_CLS_CODE") == "0000000000"
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_fluctuation_uses_correct_tr_id_and_path(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="fluctuation")
|
||||||
|
|
||||||
|
call_kwargs = mock_get.call_args
|
||||||
|
url = call_kwargs[0][0] if call_kwargs[0] else call_kwargs[1].get("url", "")
|
||||||
|
headers = call_kwargs[1].get("headers", {})
|
||||||
|
params = call_kwargs[1].get("params", {})
|
||||||
|
|
||||||
|
assert "ranking/fluctuation" in url
|
||||||
|
assert headers.get("tr_id") == "FHPST01700000"
|
||||||
|
assert params.get("fid_cond_scr_div_code") == "20170"
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_volume_returns_parsed_rows(self, broker: KISBroker) -> None:
|
||||||
|
items = [
|
||||||
|
{
|
||||||
|
"mksc_shrn_iscd": "005930",
|
||||||
|
"hts_kor_isnm": "삼성전자",
|
||||||
|
"stck_prpr": "75000",
|
||||||
|
"acml_vol": "10000000",
|
||||||
|
"prdy_ctrt": "2.5",
|
||||||
|
"vol_inrt": "150",
|
||||||
|
}
|
||||||
|
]
|
||||||
|
mock_resp = _make_ranking_mock(items)
|
||||||
|
with patch("aiohttp.ClientSession.get", return_value=mock_resp):
|
||||||
|
result = await broker.fetch_market_rankings(ranking_type="volume")
|
||||||
|
|
||||||
|
assert len(result) == 1
|
||||||
|
assert result[0]["stock_code"] == "005930"
|
||||||
|
assert result[0]["price"] == 75000.0
|
||||||
|
assert result[0]["change_rate"] == 2.5
|
||||||
|
|
||||||
|
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
# KRX tick unit / round-down helpers (issue #157)
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
|
||||||
|
|
||||||
|
from src.broker.kis_api import kr_tick_unit, kr_round_down # noqa: E402
|
||||||
|
|
||||||
|
|
||||||
|
class TestKrTickUnit:
|
||||||
|
"""kr_tick_unit and kr_round_down must implement KRX price tick rules."""
|
||||||
|
|
||||||
|
@pytest.mark.parametrize(
|
||||||
|
"price, expected_tick",
|
||||||
|
[
|
||||||
|
(1999, 1),
|
||||||
|
(2000, 5),
|
||||||
|
(4999, 5),
|
||||||
|
(5000, 10),
|
||||||
|
(19999, 10),
|
||||||
|
(20000, 50),
|
||||||
|
(49999, 50),
|
||||||
|
(50000, 100),
|
||||||
|
(199999, 100),
|
||||||
|
(200000, 500),
|
||||||
|
(499999, 500),
|
||||||
|
(500000, 1000),
|
||||||
|
(1000000, 1000),
|
||||||
|
],
|
||||||
|
)
|
||||||
|
def test_tick_unit_boundaries(self, price: int, expected_tick: int) -> None:
|
||||||
|
assert kr_tick_unit(price) == expected_tick
|
||||||
|
|
||||||
|
@pytest.mark.parametrize(
|
||||||
|
"price, expected_rounded",
|
||||||
|
[
|
||||||
|
(188150, 188100), # 100원 단위, 50원 잔여 → 내림
|
||||||
|
(188100, 188100), # 이미 정렬됨
|
||||||
|
(75050, 75000), # 100원 단위, 50원 잔여 → 내림
|
||||||
|
(49950, 49950), # 50원 단위 정렬됨
|
||||||
|
(49960, 49950), # 50원 단위, 10원 잔여 → 내림
|
||||||
|
(1999, 1999), # 1원 단위 → 그대로
|
||||||
|
(5003, 5000), # 10원 단위, 3원 잔여 → 내림
|
||||||
|
],
|
||||||
|
)
|
||||||
|
def test_round_down_to_tick(self, price: int, expected_rounded: int) -> None:
|
||||||
|
assert kr_round_down(price) == expected_rounded
|
||||||
|
|
||||||
|
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
# get_current_price (issue #157)
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
|
||||||
|
|
||||||
|
class TestGetCurrentPrice:
|
||||||
|
"""get_current_price must use inquire-price API and return (price, change, foreigner)."""
|
||||||
|
|
||||||
|
@pytest.fixture
|
||||||
|
def broker(self, settings) -> KISBroker:
|
||||||
|
b = KISBroker(settings)
|
||||||
|
b._access_token = "tok"
|
||||||
|
b._token_expires_at = float("inf")
|
||||||
|
b._rate_limiter.acquire = AsyncMock()
|
||||||
|
return b
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_returns_correct_fields(self, broker: KISBroker) -> None:
|
||||||
|
mock_resp = AsyncMock()
|
||||||
|
mock_resp.status = 200
|
||||||
|
mock_resp.json = AsyncMock(
|
||||||
|
return_value={
|
||||||
|
"rt_cd": "0",
|
||||||
|
"output": {
|
||||||
|
"stck_prpr": "188600",
|
||||||
|
"prdy_ctrt": "3.97",
|
||||||
|
"frgn_ntby_qty": "12345",
|
||||||
|
},
|
||||||
|
}
|
||||||
|
)
|
||||||
|
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||||
|
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
with patch("aiohttp.ClientSession.get", return_value=mock_resp) as mock_get:
|
||||||
|
price, change_pct, foreigner = await broker.get_current_price("005930")
|
||||||
|
|
||||||
|
assert price == 188600.0
|
||||||
|
assert change_pct == 3.97
|
||||||
|
assert foreigner == 12345.0
|
||||||
|
|
||||||
|
call_kwargs = mock_get.call_args
|
||||||
|
url = call_kwargs[0][0] if call_kwargs[0] else call_kwargs[1].get("url", "")
|
||||||
|
headers = call_kwargs[1].get("headers", {})
|
||||||
|
assert "inquire-price" in url
|
||||||
|
assert headers.get("tr_id") == "FHKST01010100"
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_http_error_raises_connection_error(self, broker: KISBroker) -> None:
|
||||||
|
mock_resp = AsyncMock()
|
||||||
|
mock_resp.status = 500
|
||||||
|
mock_resp.text = AsyncMock(return_value="Internal Server Error")
|
||||||
|
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||||
|
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
with patch("aiohttp.ClientSession.get", return_value=mock_resp):
|
||||||
|
with pytest.raises(ConnectionError, match="get_current_price failed"):
|
||||||
|
await broker.get_current_price("005930")
|
||||||
|
|
||||||
|
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
# send_order tick rounding and ORD_DVSN (issue #157)
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
|
||||||
|
|
||||||
|
class TestSendOrderTickRounding:
|
||||||
|
"""send_order must apply KRX tick rounding and correct ORD_DVSN codes."""
|
||||||
|
|
||||||
|
@pytest.fixture
|
||||||
|
def broker(self, settings) -> KISBroker:
|
||||||
|
b = KISBroker(settings)
|
||||||
|
b._access_token = "tok"
|
||||||
|
b._token_expires_at = float("inf")
|
||||||
|
b._rate_limiter.acquire = AsyncMock()
|
||||||
|
return b
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_limit_order_rounds_down_to_tick(self, broker: KISBroker) -> None:
|
||||||
|
"""Price 188150 (not on 100-won tick) must be rounded to 188100."""
|
||||||
|
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:
|
||||||
|
await broker.send_order("005930", "BUY", 1, price=188150)
|
||||||
|
|
||||||
|
order_call = mock_post.call_args_list[1]
|
||||||
|
body = order_call[1].get("json", {})
|
||||||
|
assert body["ORD_UNPR"] == "188100" # rounded down
|
||||||
|
assert body["ORD_DVSN"] == "00" # 지정가
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_limit_order_ord_dvsn_is_00(self, broker: KISBroker) -> None:
|
||||||
|
"""send_order with price>0 must use ORD_DVSN='00' (지정가)."""
|
||||||
|
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:
|
||||||
|
await broker.send_order("005930", "BUY", 1, price=50000)
|
||||||
|
|
||||||
|
order_call = mock_post.call_args_list[1]
|
||||||
|
body = order_call[1].get("json", {})
|
||||||
|
assert body["ORD_DVSN"] == "00"
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_market_order_ord_dvsn_is_01(self, broker: KISBroker) -> None:
|
||||||
|
"""send_order with price=0 must use ORD_DVSN='01' (시장가)."""
|
||||||
|
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:
|
||||||
|
await broker.send_order("005930", "SELL", 1, price=0)
|
||||||
|
|
||||||
|
order_call = mock_post.call_args_list[1]
|
||||||
|
body = order_call[1].get("json", {})
|
||||||
|
assert body["ORD_DVSN"] == "01"
|
||||||
|
assert body["ORD_UNPR"] == "0"
|
||||||
|
|||||||
@@ -296,3 +296,23 @@ def test_scenarios_active_empty_when_no_matches(tmp_path: Path) -> None:
|
|||||||
get_active_scenarios = _endpoint(app, "/api/scenarios/active")
|
get_active_scenarios = _endpoint(app, "/api/scenarios/active")
|
||||||
body = get_active_scenarios(market="US", date_str="2026-02-14", limit=50)
|
body = get_active_scenarios(market="US", date_str="2026-02-14", limit=50)
|
||||||
assert body["count"] == 0
|
assert body["count"] == 0
|
||||||
|
|
||||||
|
|
||||||
|
def test_pnl_history_all_markets(tmp_path: Path) -> None:
|
||||||
|
app = _app(tmp_path)
|
||||||
|
get_pnl_history = _endpoint(app, "/api/pnl/history")
|
||||||
|
body = get_pnl_history(days=30, market="all")
|
||||||
|
assert body["market"] == "all"
|
||||||
|
assert isinstance(body["labels"], list)
|
||||||
|
assert isinstance(body["pnl"], list)
|
||||||
|
assert len(body["labels"]) == len(body["pnl"])
|
||||||
|
|
||||||
|
|
||||||
|
def test_pnl_history_market_filter(tmp_path: Path) -> None:
|
||||||
|
app = _app(tmp_path)
|
||||||
|
get_pnl_history = _endpoint(app, "/api/pnl/history")
|
||||||
|
body = get_pnl_history(days=30, market="KR")
|
||||||
|
assert body["market"] == "KR"
|
||||||
|
# KR has 1 trade with pnl=2.0
|
||||||
|
assert len(body["labels"]) >= 1
|
||||||
|
assert body["pnl"][0] == 2.0
|
||||||
|
|||||||
@@ -111,15 +111,7 @@ class TestTradingCycleTelegramIntegration:
|
|||||||
def mock_broker(self) -> MagicMock:
|
def mock_broker(self) -> MagicMock:
|
||||||
"""Create mock broker."""
|
"""Create mock broker."""
|
||||||
broker = MagicMock()
|
broker = MagicMock()
|
||||||
broker.get_orderbook = AsyncMock(
|
broker.get_current_price = AsyncMock(return_value=(50000.0, 1.23, 100.0))
|
||||||
return_value={
|
|
||||||
"output1": {
|
|
||||||
"stck_prpr": "50000",
|
|
||||||
"frgn_ntby_qty": "100",
|
|
||||||
"prdy_ctrt": "1.23",
|
|
||||||
}
|
|
||||||
}
|
|
||||||
)
|
|
||||||
broker.get_balance = AsyncMock(
|
broker.get_balance = AsyncMock(
|
||||||
return_value={
|
return_value={
|
||||||
"output2": [
|
"output2": [
|
||||||
@@ -738,6 +730,83 @@ class TestOverseasBalanceParsing:
|
|||||||
# Verify price API was called
|
# Verify price API was called
|
||||||
mock_overseas_broker_with_empty_price.get_overseas_price.assert_called_once()
|
mock_overseas_broker_with_empty_price.get_overseas_price.assert_called_once()
|
||||||
|
|
||||||
|
@pytest.fixture
|
||||||
|
def mock_overseas_broker_with_buy_scenario(self) -> MagicMock:
|
||||||
|
"""Create mock overseas broker that returns a valid price for BUY orders."""
|
||||||
|
broker = MagicMock()
|
||||||
|
broker.get_overseas_price = AsyncMock(
|
||||||
|
return_value={"output": {"last": "182.50"}}
|
||||||
|
)
|
||||||
|
broker.get_overseas_balance = AsyncMock(
|
||||||
|
return_value={
|
||||||
|
"output2": [
|
||||||
|
{
|
||||||
|
"frcr_evlu_tota": "100000.00",
|
||||||
|
"frcr_dncl_amt_2": "50000.00",
|
||||||
|
"frcr_buy_amt_smtl": "50000.00",
|
||||||
|
}
|
||||||
|
]
|
||||||
|
}
|
||||||
|
)
|
||||||
|
broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"})
|
||||||
|
return broker
|
||||||
|
|
||||||
|
@pytest.fixture
|
||||||
|
def mock_scenario_engine_buy(self) -> MagicMock:
|
||||||
|
"""Create mock scenario engine that returns BUY."""
|
||||||
|
engine = MagicMock(spec=ScenarioEngine)
|
||||||
|
engine.evaluate = MagicMock(return_value=_make_buy_match("AAPL"))
|
||||||
|
return engine
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_overseas_buy_order_uses_limit_price(
|
||||||
|
self,
|
||||||
|
mock_domestic_broker: MagicMock,
|
||||||
|
mock_overseas_broker_with_buy_scenario: MagicMock,
|
||||||
|
mock_scenario_engine_buy: MagicMock,
|
||||||
|
mock_playbook: DayPlaybook,
|
||||||
|
mock_risk: MagicMock,
|
||||||
|
mock_db: MagicMock,
|
||||||
|
mock_decision_logger: MagicMock,
|
||||||
|
mock_context_store: MagicMock,
|
||||||
|
mock_criticality_assessor: MagicMock,
|
||||||
|
mock_telegram: MagicMock,
|
||||||
|
mock_overseas_market: MagicMock,
|
||||||
|
) -> None:
|
||||||
|
"""Overseas BUY order must use current_price (limit), not 0 (market).
|
||||||
|
|
||||||
|
KIS VTS rejects market orders for overseas paper trading.
|
||||||
|
Regression test for issue #149.
|
||||||
|
"""
|
||||||
|
mock_telegram.notify_trade_execution = AsyncMock()
|
||||||
|
|
||||||
|
with patch("src.main.log_trade"):
|
||||||
|
await trading_cycle(
|
||||||
|
broker=mock_domestic_broker,
|
||||||
|
overseas_broker=mock_overseas_broker_with_buy_scenario,
|
||||||
|
scenario_engine=mock_scenario_engine_buy,
|
||||||
|
playbook=mock_playbook,
|
||||||
|
risk=mock_risk,
|
||||||
|
db_conn=mock_db,
|
||||||
|
decision_logger=mock_decision_logger,
|
||||||
|
context_store=mock_context_store,
|
||||||
|
criticality_assessor=mock_criticality_assessor,
|
||||||
|
telegram=mock_telegram,
|
||||||
|
market=mock_overseas_market,
|
||||||
|
stock_code="AAPL",
|
||||||
|
scan_candidates={},
|
||||||
|
)
|
||||||
|
|
||||||
|
# Verify limit order was sent with actual price + 0.5% premium (issue #151), not 0.0
|
||||||
|
mock_overseas_broker_with_buy_scenario.send_overseas_order.assert_called_once()
|
||||||
|
call_kwargs = mock_overseas_broker_with_buy_scenario.send_overseas_order.call_args
|
||||||
|
sent_price = call_kwargs[1].get("price") or call_kwargs[0][4]
|
||||||
|
expected_price = round(182.5 * 1.005, 4) # 0.5% premium for BUY limit orders
|
||||||
|
assert sent_price == expected_price, (
|
||||||
|
f"Expected limit price {expected_price} (182.5 * 1.005) but got {sent_price}. "
|
||||||
|
"KIS VTS only accepts limit orders; BUY uses 0.5% premium to improve fill rate."
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
class TestScenarioEngineIntegration:
|
class TestScenarioEngineIntegration:
|
||||||
"""Test scenario engine integration in trading_cycle."""
|
"""Test scenario engine integration in trading_cycle."""
|
||||||
@@ -746,11 +815,7 @@ class TestScenarioEngineIntegration:
|
|||||||
def mock_broker(self) -> MagicMock:
|
def mock_broker(self) -> MagicMock:
|
||||||
"""Create mock broker with standard domestic data."""
|
"""Create mock broker with standard domestic data."""
|
||||||
broker = MagicMock()
|
broker = MagicMock()
|
||||||
broker.get_orderbook = AsyncMock(
|
broker.get_current_price = AsyncMock(return_value=(50000.0, 2.50, 100.0))
|
||||||
return_value={
|
|
||||||
"output1": {"stck_prpr": "50000", "frgn_ntby_qty": "100", "prdy_ctrt": "2.50"}
|
|
||||||
}
|
|
||||||
)
|
|
||||||
broker.get_balance = AsyncMock(
|
broker.get_balance = AsyncMock(
|
||||||
return_value={
|
return_value={
|
||||||
"output2": [
|
"output2": [
|
||||||
@@ -1172,9 +1237,7 @@ async def test_sell_updates_original_buy_decision_outcome() -> None:
|
|||||||
)
|
)
|
||||||
|
|
||||||
broker = MagicMock()
|
broker = MagicMock()
|
||||||
broker.get_orderbook = AsyncMock(
|
broker.get_current_price = AsyncMock(return_value=(120.0, 0.0, 0.0))
|
||||||
return_value={"output1": {"stck_prpr": "120", "frgn_ntby_qty": "0"}}
|
|
||||||
)
|
|
||||||
broker.get_balance = AsyncMock(
|
broker.get_balance = AsyncMock(
|
||||||
return_value={
|
return_value={
|
||||||
"output2": [
|
"output2": [
|
||||||
@@ -1264,9 +1327,7 @@ async def test_hold_overridden_to_sell_when_stop_loss_triggered() -> None:
|
|||||||
)
|
)
|
||||||
|
|
||||||
broker = MagicMock()
|
broker = MagicMock()
|
||||||
broker.get_orderbook = AsyncMock(
|
broker.get_current_price = AsyncMock(return_value=(95.0, -5.0, 0.0))
|
||||||
return_value={"output1": {"stck_prpr": "95", "frgn_ntby_qty": "0", "prdy_ctrt": "-5.0"}}
|
|
||||||
)
|
|
||||||
broker.get_balance = AsyncMock(
|
broker.get_balance = AsyncMock(
|
||||||
return_value={
|
return_value={
|
||||||
"output2": [
|
"output2": [
|
||||||
|
|||||||
@@ -8,7 +8,7 @@ import aiohttp
|
|||||||
import pytest
|
import pytest
|
||||||
|
|
||||||
from src.broker.kis_api import KISBroker
|
from src.broker.kis_api import KISBroker
|
||||||
from src.broker.overseas import OverseasBroker, _RANKING_EXCHANGE_MAP
|
from src.broker.overseas import OverseasBroker, _PRICE_EXCHANGE_MAP, _RANKING_EXCHANGE_MAP
|
||||||
from src.config import Settings
|
from src.config import Settings
|
||||||
|
|
||||||
|
|
||||||
@@ -302,7 +302,7 @@ class TestGetOverseasPrice:
|
|||||||
|
|
||||||
call_args = mock_session.get.call_args
|
call_args = mock_session.get.call_args
|
||||||
params = call_args[1]["params"]
|
params = call_args[1]["params"]
|
||||||
assert params["EXCD"] == "NASD"
|
assert params["EXCD"] == "NAS" # NASD → NAS via _PRICE_EXCHANGE_MAP
|
||||||
assert params["SYMB"] == "AAPL"
|
assert params["SYMB"] == "AAPL"
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
@@ -519,3 +519,125 @@ class TestExtractRankingRows:
|
|||||||
def test_filters_non_dict_rows(self, overseas_broker: OverseasBroker) -> None:
|
def test_filters_non_dict_rows(self, overseas_broker: OverseasBroker) -> None:
|
||||||
data = {"output": [{"a": 1}, "invalid", {"b": 2}]}
|
data = {"output": [{"a": 1}, "invalid", {"b": 2}]}
|
||||||
assert overseas_broker._extract_ranking_rows(data) == [{"a": 1}, {"b": 2}]
|
assert overseas_broker._extract_ranking_rows(data) == [{"a": 1}, {"b": 2}]
|
||||||
|
|
||||||
|
|
||||||
|
class TestPriceExchangeMap:
|
||||||
|
"""Test _PRICE_EXCHANGE_MAP is applied in get_overseas_price (issue #151)."""
|
||||||
|
|
||||||
|
def test_price_map_equals_ranking_map(self) -> None:
|
||||||
|
assert _PRICE_EXCHANGE_MAP is _RANKING_EXCHANGE_MAP
|
||||||
|
|
||||||
|
@pytest.mark.parametrize("original,expected", [
|
||||||
|
("NASD", "NAS"),
|
||||||
|
("NYSE", "NYS"),
|
||||||
|
("AMEX", "AMS"),
|
||||||
|
])
|
||||||
|
def test_us_exchange_code_mapping(self, original: str, expected: str) -> None:
|
||||||
|
assert _PRICE_EXCHANGE_MAP[original] == expected
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_get_overseas_price_sends_mapped_code(
|
||||||
|
self, overseas_broker: OverseasBroker
|
||||||
|
) -> None:
|
||||||
|
"""NASD → NAS must be sent to HHDFS00000300."""
|
||||||
|
mock_resp = AsyncMock()
|
||||||
|
mock_resp.status = 200
|
||||||
|
mock_resp.json = AsyncMock(return_value={"output": {"last": "200.00"}})
|
||||||
|
|
||||||
|
mock_session = MagicMock()
|
||||||
|
mock_session.get = MagicMock(return_value=_make_async_cm(mock_resp))
|
||||||
|
_setup_broker_mocks(overseas_broker, mock_session)
|
||||||
|
|
||||||
|
await overseas_broker.get_overseas_price("NASD", "AAPL")
|
||||||
|
|
||||||
|
params = mock_session.get.call_args[1]["params"]
|
||||||
|
assert params["EXCD"] == "NAS"
|
||||||
|
|
||||||
|
|
||||||
|
class TestOrderRtCdCheck:
|
||||||
|
"""Test that send_overseas_order checks rt_cd and logs accordingly (issue #151)."""
|
||||||
|
|
||||||
|
@pytest.fixture
|
||||||
|
def overseas_broker(self, mock_settings: Settings) -> OverseasBroker:
|
||||||
|
broker = MagicMock(spec=KISBroker)
|
||||||
|
broker._settings = mock_settings
|
||||||
|
broker._account_no = "12345678"
|
||||||
|
broker._product_cd = "01"
|
||||||
|
broker._base_url = "https://openapivts.koreainvestment.com:9443"
|
||||||
|
broker._rate_limiter = AsyncMock()
|
||||||
|
broker._rate_limiter.acquire = AsyncMock()
|
||||||
|
broker._auth_headers = AsyncMock(return_value={"authorization": "Bearer t"})
|
||||||
|
broker._get_hash_key = AsyncMock(return_value="hashval")
|
||||||
|
return OverseasBroker(broker)
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_success_rt_cd_returns_data(
|
||||||
|
self, overseas_broker: OverseasBroker
|
||||||
|
) -> None:
|
||||||
|
"""rt_cd='0' → order accepted, data returned."""
|
||||||
|
mock_resp = AsyncMock()
|
||||||
|
mock_resp.status = 200
|
||||||
|
mock_resp.json = AsyncMock(return_value={"rt_cd": "0", "msg1": "완료"})
|
||||||
|
|
||||||
|
mock_session = MagicMock()
|
||||||
|
mock_session.post = MagicMock(return_value=_make_async_cm(mock_resp))
|
||||||
|
overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
|
||||||
|
|
||||||
|
result = await overseas_broker.send_overseas_order("NASD", "AAPL", "BUY", 10, price=150.0)
|
||||||
|
assert result["rt_cd"] == "0"
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_error_rt_cd_returns_data_with_msg(
|
||||||
|
self, overseas_broker: OverseasBroker
|
||||||
|
) -> None:
|
||||||
|
"""rt_cd != '0' → order rejected, data still returned (caller checks rt_cd)."""
|
||||||
|
mock_resp = AsyncMock()
|
||||||
|
mock_resp.status = 200
|
||||||
|
mock_resp.json = AsyncMock(
|
||||||
|
return_value={"rt_cd": "1", "msg1": "주문가능금액이 부족합니다."}
|
||||||
|
)
|
||||||
|
|
||||||
|
mock_session = MagicMock()
|
||||||
|
mock_session.post = MagicMock(return_value=_make_async_cm(mock_resp))
|
||||||
|
overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
|
||||||
|
|
||||||
|
result = await overseas_broker.send_overseas_order("NASD", "AAPL", "BUY", 10, price=150.0)
|
||||||
|
assert result["rt_cd"] == "1"
|
||||||
|
assert "부족" in result["msg1"]
|
||||||
|
|
||||||
|
|
||||||
|
class TestPaperOverseasCash:
|
||||||
|
"""Test PAPER_OVERSEAS_CASH config setting (issue #151)."""
|
||||||
|
|
||||||
|
def test_default_value(self) -> None:
|
||||||
|
settings = Settings(
|
||||||
|
KIS_APP_KEY="k",
|
||||||
|
KIS_APP_SECRET="s",
|
||||||
|
KIS_ACCOUNT_NO="12345678-01",
|
||||||
|
GEMINI_API_KEY="g",
|
||||||
|
)
|
||||||
|
assert settings.PAPER_OVERSEAS_CASH == 50000.0
|
||||||
|
|
||||||
|
def test_env_override(self) -> None:
|
||||||
|
import os
|
||||||
|
os.environ["PAPER_OVERSEAS_CASH"] = "25000"
|
||||||
|
settings = Settings(
|
||||||
|
KIS_APP_KEY="k",
|
||||||
|
KIS_APP_SECRET="s",
|
||||||
|
KIS_ACCOUNT_NO="12345678-01",
|
||||||
|
GEMINI_API_KEY="g",
|
||||||
|
)
|
||||||
|
assert settings.PAPER_OVERSEAS_CASH == 25000.0
|
||||||
|
del os.environ["PAPER_OVERSEAS_CASH"]
|
||||||
|
|
||||||
|
def test_zero_disables_fallback(self) -> None:
|
||||||
|
import os
|
||||||
|
os.environ["PAPER_OVERSEAS_CASH"] = "0"
|
||||||
|
settings = Settings(
|
||||||
|
KIS_APP_KEY="k",
|
||||||
|
KIS_APP_SECRET="s",
|
||||||
|
KIS_ACCOUNT_NO="12345678-01",
|
||||||
|
GEMINI_API_KEY="g",
|
||||||
|
)
|
||||||
|
assert settings.PAPER_OVERSEAS_CASH == 0.0
|
||||||
|
del os.environ["PAPER_OVERSEAS_CASH"]
|
||||||
|
|||||||
Reference in New Issue
Block a user