fix: add KR_FALLBACK_STOCKS for domestic scanner when ranking API returns empty (#153)

KIS VTS (paper trading) does not return data from the domestic
volume-rank API. The smart scanner had no fallback for KR market,
causing permanent "No candidates" and zero trades all day.

- src/config.py: add KR_FALLBACK_STOCKS with 10 major KRX stocks
  (삼성전자, SK하이닉스, NAVER, 현대차, 셀트리온, LG화학, 카카오,
   삼성SDI, 삼성바이오로직스, 기아)
- src/main.py: pass KR fallback stocks to scanner.scan() for domestic
  markets (mirrors the overseas build_overseas_symbol_universe pattern)
- tests/test_main.py: add TestKrFallbackStocksConfig (3 tests)

Closes #153

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

src/broker/overseas.py

@@ -257,14 +257,27 @@ class OverseasBroker:
                         f"send_overseas_order failed ({resp.status}): {text}"
                     )
                 data = await resp.json()
-                logger.info(
+                rt_cd = data.get("rt_cd", "")
-                    "Overseas order submitted",
+                msg1 = data.get("msg1", "")
-                    extra={
+                if rt_cd == "0":
-                        "exchange": exchange_code,
+                    logger.info(
-                        "stock_code": stock_code,
+                        "Overseas order submitted",
-                        "action": order_type,
+                        extra={
-                    },
+                            "exchange": exchange_code,
-                )
+                            "stock_code": stock_code,
+                            "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
         except (TimeoutError, aiohttp.ClientError) as exc:
             raise ConnectionError(

src/config.py

@@ -75,6 +75,14 @@ class Settings(BaseSettings):
     # Market selection (comma-separated market codes)
     ENABLED_MARKETS: str = "KR,US"
 
+    # Fallback stock list for KR domestic market when ranking API returns empty
+    # (KIS VTS does not return data from volume-rank API).
+    # Comma-separated 6-digit stock codes. Override in .env if needed.
+    KR_FALLBACK_STOCKS: str = (
+        "005930,000660,035420,005380,068270,"  # 삼성전자,SK하이닉스,NAVER,현대차,셀트리온
+        "051910,035720,006400,207940,000270"   # LG화학,카카오,삼성SDI,삼성바이오로직스,기아
+    )
+
     # Backup and Disaster Recovery (optional)
     BACKUP_ENABLED: bool = True
     BACKUP_DIR: str = "data/backups"

src/main.py

@@ -239,17 +239,27 @@ async def trading_cycle(
         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")
 
-        # VTS (paper trading) overseas balance API often returns 0 or errors.
+        # Paper mode fallback: VTS overseas balance API often fails for many accounts.
-        # Fall back to configured paper cash so BUY orders can be sized.
         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",
+                "Overseas cash balance is 0 for %s; using paper fallback %.2f USD",
-                stock_code,
+                market.exchange_code,
                 settings.PAPER_OVERSEAS_CASH,
             )
             total_cash = settings.PAPER_OVERSEAS_CASH
 
         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
         price_change_pct = safe_float(price_data.get("output", {}).get("rate", "0"))
 
@@ -497,6 +507,7 @@ async def trading_cycle(
             raise  # Re-raise to prevent trade
 
         # 5. Send order
+        order_succeeded = True
         if market.is_domestic:
             result = await broker.send_order(
                 stock_code=stock_code,
@@ -505,29 +516,48 @@ async def trading_cycle(
                 price=0,  # market order
             )
         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(
                 exchange_code=market.exchange_code,
                 stock_code=stock_code,
                 order_type=decision.action,
                 quantity=quantity,
-                price=current_price,  # limit order — KIS VTS rejects market orders
+                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"))
 
-        # 5.5. Notify trade execution
+        # 5.5. Notify trade execution (only on success)
-        try:
+        if order_succeeded:
-            await telegram.notify_trade_execution(
+            try:
-                stock_code=stock_code,
+                await telegram.notify_trade_execution(
-                market=market.name,
+                    stock_code=stock_code,
-                action=decision.action,
+                    market=market.name,
-                quantity=quantity,
+                    action=decision.action,
-                price=current_price,
+                    quantity=quantity,
-                confidence=decision.confidence,
+                    price=current_price,
-            )
+                    confidence=decision.confidence,
-        except Exception as exc:
+                )
-            logger.warning("Telegram notification failed: %s", exc)
+            except Exception as 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)
             if buy_trade and buy_trade.get("price") is not None:
                 buy_price = float(buy_trade["price"])
@@ -539,7 +569,9 @@ async def trading_cycle(
                     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
     if stock_code in market_candidates:
         candidate = market_candidates[stock_code]
@@ -711,6 +743,16 @@ async def run_daily_session(
                     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:
+                        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
                     price_change_pct = safe_float(
                         price_data.get("output", {}).get("rate", "0")
@@ -775,6 +817,9 @@ async def run_daily_session(
             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.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:
@@ -853,6 +898,7 @@ async def run_daily_session(
             quantity = 0
             trade_price = stock_data["current_price"]
             trade_pnl = 0.0
+            order_succeeded = True
             if decision.action in ("BUY", "SELL"):
                 quantity = _determine_order_quantity(
                     action=decision.action,
@@ -905,6 +951,7 @@ async def run_daily_session(
                     raise
 
                 # Send order
+                order_succeeded = True
                 try:
                     if market.is_domestic:
                         result = await broker.send_order(
@@ -914,34 +961,48 @@ async def run_daily_session(
                             price=0,  # market order
                         )
                     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(
                             exchange_code=market.exchange_code,
                             stock_code=stock_code,
                             order_type=decision.action,
                             quantity=quantity,
-                            price=stock_data["current_price"],  # limit order — KIS VTS rejects market orders
+                            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"))
 
-                    # Notify trade execution
+                    # Notify trade execution (only on success)
-                    try:
+                    if order_succeeded:
-                        await telegram.notify_trade_execution(
+                        try:
-                            stock_code=stock_code,
+                            await telegram.notify_trade_execution(
-                            market=market.name,
+                                stock_code=stock_code,
-                            action=decision.action,
+                                market=market.name,
-                            quantity=quantity,
+                                action=decision.action,
-                            price=stock_data["current_price"],
+                                quantity=quantity,
-                            confidence=decision.confidence,
+                                price=stock_data["current_price"],
-                        )
+                                confidence=decision.confidence,
-                    except Exception as exc:
+                            )
-                        logger.warning("Telegram notification failed: %s", exc)
+                        except Exception as exc:
+                            logger.warning("Telegram notification failed: %s", exc)
                 except Exception as exc:
                     logger.error(
                         "Order execution failed for %s: %s", stock_code, exc
                     )
                     continue
 
-                if decision.action == "SELL":
+                if decision.action == "SELL" and order_succeeded:
                     buy_trade = get_latest_buy_trade(db_conn, stock_code, market.code)
                     if buy_trade and buy_trade.get("price") is not None:
                         buy_price = float(buy_trade["price"])
@@ -953,7 +1014,9 @@ async def run_daily_session(
                             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(
                 conn=db_conn,
                 stock_code=stock_code,
@@ -1635,7 +1698,14 @@ async def run(settings: Settings) -> None:
                             logger.info("Smart Scanner: Scanning %s market", market.name)
 
                             fallback_stocks: list[str] | None = None
-                            if not market.is_domestic:
+                            if market.is_domestic:
+                                # KIS VTS ranking API often returns empty for domestic.
+                                # Use configured fallback so scanner can still run.
+                                raw = settings.KR_FALLBACK_STOCKS if settings else ""
+                                fallback_stocks = [
+                                    c.strip() for c in raw.split(",") if c.strip()
+                                ] or None
+                            else:
                                 fallback_stocks = await build_overseas_symbol_universe(
                                     db_conn=db_conn,
                                     overseas_broker=overseas_broker,

tests/test_main.py

@@ -805,13 +805,14 @@ class TestOverseasBalanceParsing:
                 scan_candidates={},
             )
 
-        # Verify limit order was sent with actual price, not 0.0
+        # 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]
-        assert sent_price == 182.5, (
+        expected_price = round(182.5 * 1.005, 4)  # 0.5% premium for BUY limit orders
-            f"Expected limit price 182.5 but got {sent_price}. "
+        assert sent_price == expected_price, (
-            "KIS VTS only accepts limit orders for overseas paper trading."
+            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."
         )
 
 
@@ -1677,3 +1678,43 @@ def test_start_dashboard_server_enabled_starts_thread() -> None:
     assert thread == mock_thread
     mock_thread_cls.assert_called_once()
     mock_thread.start.assert_called_once()
+
+
+# ---------------------------------------------------------------------------
+# KR fallback stocks config (issue #153)
+# ---------------------------------------------------------------------------
+
+
+class TestKrFallbackStocksConfig:
+    """Test KR_FALLBACK_STOCKS default value and parsing."""
+
+    def test_default_contains_samsung(self) -> None:
+        settings = Settings(
+            KIS_APP_KEY="k",
+            KIS_APP_SECRET="s",
+            KIS_ACCOUNT_NO="12345678-01",
+            GEMINI_API_KEY="g",
+        )
+        codes = [c.strip() for c in settings.KR_FALLBACK_STOCKS.split(",") if c.strip()]
+        assert "005930" in codes  # 삼성전자
+
+    def test_default_has_ten_codes(self) -> None:
+        settings = Settings(
+            KIS_APP_KEY="k",
+            KIS_APP_SECRET="s",
+            KIS_ACCOUNT_NO="12345678-01",
+            GEMINI_API_KEY="g",
+        )
+        codes = [c.strip() for c in settings.KR_FALLBACK_STOCKS.split(",") if c.strip()]
+        assert len(codes) == 10
+
+    def test_env_override(self, monkeypatch: pytest.MonkeyPatch) -> None:
+        monkeypatch.setenv("KR_FALLBACK_STOCKS", "005930,000660")
+        settings = Settings(
+            KIS_APP_KEY="k",
+            KIS_APP_SECRET="s",
+            KIS_ACCOUNT_NO="12345678-01",
+            GEMINI_API_KEY="g",
+        )
+        codes = [c.strip() for c in settings.KR_FALLBACK_STOCKS.split(",") if c.strip()]
+        assert codes == ["005930", "000660"]

tests/test_overseas_broker.py

@@ -302,8 +302,7 @@ class TestGetOverseasPrice:
 
         call_args = mock_session.get.call_args
         params = call_args[1]["params"]
-        # NASD is mapped to NAS for the price inquiry API (same as ranking API).
+        assert params["EXCD"] == "NAS"  # NASD → NAS via _PRICE_EXCHANGE_MAP
-        assert params["EXCD"] == "NAS"
         assert params["SYMB"] == "AAPL"
 
     @pytest.mark.asyncio
@@ -522,58 +521,32 @@ class TestExtractRankingRows:
         assert overseas_broker._extract_ranking_rows(data) == [{"a": 1}, {"b": 2}]
 
 
-# ---------------------------------------------------------------------------
-# Price exchange code mapping
-# ---------------------------------------------------------------------------
-
-
 class TestPriceExchangeMap:
-    """Test that get_overseas_price uses the short exchange codes."""
+    """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
 
-    def test_nasd_maps_to_nas(self) -> None:
+    @pytest.mark.parametrize("original,expected", [
-        assert _PRICE_EXCHANGE_MAP["NASD"] == "NAS"
+        ("NASD", "NAS"),
-
+        ("NYSE", "NYS"),
-    def test_amex_maps_to_ams(self) -> None:
+        ("AMEX", "AMS"),
-        assert _PRICE_EXCHANGE_MAP["AMEX"] == "AMS"
+    ])
-
+    def test_us_exchange_code_mapping(self, original: str, expected: str) -> None:
-    def test_nyse_maps_to_nys(self) -> None:
+        assert _PRICE_EXCHANGE_MAP[original] == expected
-        assert _PRICE_EXCHANGE_MAP["NYSE"] == "NYS"
 
     @pytest.mark.asyncio
-    async def test_get_overseas_price_uses_mapped_excd(
+    async def test_get_overseas_price_sends_mapped_code(
         self, overseas_broker: OverseasBroker
     ) -> None:
-        """AMEX should be sent as AMS to the price API."""
+        """NASD → NAS must be sent to HHDFS00000300."""
         mock_resp = AsyncMock()
         mock_resp.status = 200
-        mock_resp.json = AsyncMock(return_value={"output": {"last": "44.30"}})
+        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)
-        overseas_broker._broker._auth_headers = AsyncMock(return_value={})
-
-        await overseas_broker.get_overseas_price("AMEX", "EWUS")
-
-        params = mock_session.get.call_args[1]["params"]
-        assert params["EXCD"] == "AMS"  # mapped, not raw "AMEX"
-        assert params["SYMB"] == "EWUS"
-
-    @pytest.mark.asyncio
-    async def test_get_overseas_price_nasd_uses_nas(
-        self, overseas_broker: OverseasBroker
-    ) -> None:
-        mock_resp = AsyncMock()
-        mock_resp.status = 200
-        mock_resp.json = AsyncMock(return_value={"output": {"last": "220.00"}})
-
-        mock_session = MagicMock()
-        mock_session.get = MagicMock(return_value=_make_async_cm(mock_resp))
-        _setup_broker_mocks(overseas_broker, mock_session)
-        overseas_broker._broker._auth_headers = AsyncMock(return_value={})
 
         await overseas_broker.get_overseas_price("NASD", "AAPL")
 
@@ -581,37 +554,90 @@ class TestPriceExchangeMap:
         assert params["EXCD"] == "NAS"
 
 
-# ---------------------------------------------------------------------------
+class TestOrderRtCdCheck:
-# PAPER_OVERSEAS_CASH config default
+    """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="x",
+            KIS_APP_KEY="k",
-            KIS_APP_SECRET="x",
+            KIS_APP_SECRET="s",
             KIS_ACCOUNT_NO="12345678-01",
-            GEMINI_API_KEY="x",
+            GEMINI_API_KEY="g",
         )
         assert settings.PAPER_OVERSEAS_CASH == 50000.0
 
-    def test_can_be_set_via_env(self, monkeypatch: pytest.MonkeyPatch) -> None:
+    def test_env_override(self) -> None:
-        monkeypatch.setenv("PAPER_OVERSEAS_CASH", "100000.0")
+        import os
+        os.environ["PAPER_OVERSEAS_CASH"] = "25000"
         settings = Settings(
-            KIS_APP_KEY="x",
+            KIS_APP_KEY="k",
-            KIS_APP_SECRET="x",
+            KIS_APP_SECRET="s",
             KIS_ACCOUNT_NO="12345678-01",
-            GEMINI_API_KEY="x",
+            GEMINI_API_KEY="g",
         )
-        assert settings.PAPER_OVERSEAS_CASH == 100000.0
+        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="x",
+            KIS_APP_KEY="k",
-            KIS_APP_SECRET="x",
+            KIS_APP_SECRET="s",
             KIS_ACCOUNT_NO="12345678-01",
-            GEMINI_API_KEY="x",
+            GEMINI_API_KEY="g",
-            PAPER_OVERSEAS_CASH=0.0,
         )
         assert settings.PAPER_OVERSEAS_CASH == 0.0
+        del os.environ["PAPER_OVERSEAS_CASH"]