Compare commits

..

9 Commits

Author SHA1 Message Date
agentson
fbcd016e1a feat: improve dashboard UI with P&L chart and decisions log (#159)
Some checks failed
CI / test (pull_request) Has been cancelled
- Add /api/pnl/history endpoint to app.py for daily P&L history charting
- Rewrite index.html as full SPA with Chart.js bar chart, summary cards,
  and decisions log table with market filter tabs and 30s auto-refresh
- Add test_pnl_history_all_markets and test_pnl_history_market_filter tests

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-20 02:15:34 +09:00
ce5773ba45 Merge pull request 'fix: domestic current price fetching and KRX tick unit rounding (#157)' (#158) from feature/issue-157-fix-domestic-price-and-tick into main
Some checks failed
CI / test (push) Has been cancelled
Reviewed-on: #158
2026-02-19 16:25:59 +09:00
agentson
7834b89f10 fix: domestic current price fetching and KRX tick unit rounding (#157)
Some checks failed
CI / test (pull_request) Has been cancelled
**Problem 1 — Current price always 0**
get_orderbook() used inquire-asking-price-exp-ccn which has no stck_prpr
in output1 (only askp/bidp data). This caused every domestic BUY to be
skipped with "no affordable quantity (cash=..., price=0.00)".

**Problem 2 — KRX tick unit error on limit orders**
Limit order prices were passed unrounded, triggering 호가단위 오류 in VTS.
Also ORD_DVSN was wrongly set to "01" (시장가) for limit orders.

**Fix**
- Add kr_tick_unit(price) and kr_round_down(price) module-level helpers
  implementing KRX 7-tier price tick rules (1/5/10/50/100/500/1000원).
- Add get_current_price(stock_code) → (price, change_pct, foreigner_net)
  using FHKST01010100 / inquire-price API (works in VTS, returns correct
  stck_prpr, prdy_ctrt, frgn_ntby_qty).
- Fix send_order() ORD_DVSN: "00"=지정가, "01"=시장가 (was "01"/"06").
- Apply kr_round_down() to limit order price inside send_order().
- Replace both get_orderbook() calls in main.py with get_current_price().
- Update all 4 test_main.py mock sites to use get_current_price AsyncMock.

**Tests added** (25 new tests, all 646 pass)
- TestKrTickUnit: 13 parametrized boundary cases + 7 round-down cases
- TestGetCurrentPrice: correct fields, correct API path/TR_ID, HTTP error
- TestSendOrderTickRounding: tick rounding, ORD_DVSN 00/01

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-19 12:40:55 +09:00
e0d6c9f81d Merge pull request 'fix: correct TR_ID, path, and params for fetch_market_rankings (#155)' (#156) from feature/issue-155-fix-ranking-api into main
Some checks failed
CI / test (push) Has been cancelled
Reviewed-on: #156
2026-02-19 11:00:50 +09:00
agentson
2e550f8b58 fix: correct TR_ID, path, and params for fetch_market_rankings (#155)
Some checks failed
CI / test (pull_request) Has been cancelled
Three bugs found by comparing against KIS official GitHub examples:

1. FID_COND_SCR_DIV_CODE: "20001" → "20171" (volume-rank screen code)
2. FID_TRGT_EXLS_CLS_CODE: "000000" (6-digit) → "0000000000" (10-digit)
3. fluctuation ranking:
   - TR_ID: "FHPST01710100" (invalid) → "FHPST01700000"
   - path: /quotations/volume-rank → /ranking/fluctuation
   - params: volume-rank params → lowercase fluctuation-specific params
     (fid_rank_sort_cls_code, fid_input_cnt_1, fid_prc_cls_code,
      fid_rsfl_rate1, fid_rsfl_rate2, etc.)

Note: VTS (paper trading) does not return data from ranking APIs regardless
of parameter correctness — this is a KIS policy restriction, not a code bug.
These fixes ensure correct behavior when switching to a live account.

Tests: TestFetchMarketRankings (3 tests) added to test_broker.py

Closes #155

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-19 10:25:38 +09:00
c76e2dfed5 Merge pull request 'fix: overseas order rt_cd check + limit price premium + paper cash fallback (#151)' (#152) from feature/issue-151-overseas-order-fixes into main
Some checks failed
CI / test (push) Has been cancelled
Reviewed-on: #152
2026-02-19 06:01:54 +09:00
agentson
24fa22e77b fix: overseas order rt_cd check, limit price premium, paper cash fallback (#151)
Some checks failed
CI / test (pull_request) Has been cancelled
Three fixes for overseas stock trading failures:

1. Price API exchange code mapping:
   - get_overseas_price() now applies _PRICE_EXCHANGE_MAP (NASD→NAS, NYSE→NYS, AMEX→AMS)
   - Price API HHDFS00000300 requires short exchange codes same as ranking API

2. rt_cd check in send_overseas_order():
   - Log WARNING (not INFO) when rt_cd != "0" (e.g., "주문가능금액이 부족합니다")
   - Caller (main.py) checks rt_cd == "0" before calling log_trade()
   - Prevents DB from recording failed orders as successful trades

3. Limit order price premium for BUY:
   - BUY limit price = current_price * 1.005 (0.5% premium)
   - SELL limit price = current_price (no premium)
   - Improves fill probability: KIS VTS only accepts limit orders,
     and last price is typically at or below ask

4. PAPER_OVERSEAS_CASH fallback (config + main.py):
   - New setting: PAPER_OVERSEAS_CASH = 50000.0 (USD)
   - When VTS overseas balance API fails/returns 0, use this as simulated cash
   - Applied in both trading_cycle() and run_daily_session()

5. Candidate price fallback:
   - If price API returns 0, use scanner candidate price as fallback

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-19 05:58:15 +09:00
cd1579058c Merge pull request 'fix: overseas order uses limit price, not hardcoded 0 (#149)' (#150) from feature/issue-149-overseas-limit-order-price into main
Some checks failed
CI / test (push) Has been cancelled
Reviewed-on: #150
2026-02-19 05:50:31 +09:00
45b48fa7cd Merge pull request 'fix: overseas price API exchange code + VTS balance fallback (#147)' (#148) from feature/issue-147-overseas-price-balance-fix into main
Some checks failed
CI / test (push) Has been cancelled
Reviewed-on: #148
2026-02-19 05:49:38 +09:00
9 changed files with 1056 additions and 185 deletions

View File

@@ -20,6 +20,39 @@ _KIS_VTS_HOST = "openapivts.koreainvestment.com"
logger = logging.getLogger(__name__)
def kr_tick_unit(price: float) -> int:
"""Return KRX tick size for the given price level.
KRX price tick rules (domestic stocks):
price < 2,000 → 1원
2,000 ≤ price < 5,000 → 5원
5,000 ≤ price < 20,000 → 10원
20,000 ≤ price < 50,000 → 50원
50,000 ≤ price < 200,000 → 100원
200,000 ≤ price < 500,000 → 500원
500,000 ≤ price → 1,000원
"""
if price < 2_000:
return 1
if price < 5_000:
return 5
if price < 20_000:
return 10
if price < 50_000:
return 50
if price < 200_000:
return 100
if price < 500_000:
return 500
return 1_000
def kr_round_down(price: float) -> int:
"""Round *down* price to the nearest KRX tick unit."""
tick = kr_tick_unit(price)
return int(price // tick * tick)
class LeakyBucket:
"""Simple leaky-bucket rate limiter for async code."""
@@ -198,6 +231,55 @@ class KISBroker:
except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(f"Network error fetching orderbook: {exc}") from exc
async def get_current_price(
self, stock_code: str
) -> tuple[float, float, float]:
"""Fetch current price data for a domestic stock.
Uses the ``inquire-price`` API (FHKST01010100), which works in both
real and VTS environments and returns the actual last-traded price.
Returns:
(current_price, prdy_ctrt, frgn_ntby_qty)
- current_price: Last traded price in KRW.
- prdy_ctrt: Day change rate (%).
- frgn_ntby_qty: Foreigner net buy quantity.
"""
await self._rate_limiter.acquire()
session = self._get_session()
headers = await self._auth_headers("FHKST01010100")
params = {
"FID_COND_MRKT_DIV_CODE": "J",
"FID_INPUT_ISCD": stock_code,
}
url = f"{self._base_url}/uapi/domestic-stock/v1/quotations/inquire-price"
def _f(val: str | None) -> float:
try:
return float(val or "0")
except ValueError:
return 0.0
try:
async with session.get(url, headers=headers, params=params) as resp:
if resp.status != 200:
text = await resp.text()
raise ConnectionError(
f"get_current_price failed ({resp.status}): {text}"
)
data = await resp.json()
out = data.get("output", {})
return (
_f(out.get("stck_prpr")),
_f(out.get("prdy_ctrt")),
_f(out.get("frgn_ntby_qty")),
)
except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(
f"Network error fetching current price: {exc}"
) from exc
async def get_balance(self) -> dict[str, Any]:
"""Fetch current account balance and holdings."""
await self._rate_limiter.acquire()
@@ -249,13 +331,23 @@ class KISBroker:
session = self._get_session()
tr_id = "VTTC0802U" if order_type == "BUY" else "VTTC0801U"
# KRX requires limit orders to be rounded down to the tick unit.
# ORD_DVSN: "00"=지정가, "01"=시장가
if price > 0:
ord_dvsn = "00" # 지정가
ord_price = kr_round_down(price)
else:
ord_dvsn = "01" # 시장가
ord_price = 0
body = {
"CANO": self._account_no,
"ACNT_PRDT_CD": self._product_cd,
"PDNO": stock_code,
"ORD_DVSN": "01" if price > 0 else "06", # 01=지정가, 06=시장가
"ORD_DVSN": ord_dvsn,
"ORD_QTY": str(quantity),
"ORD_UNPR": str(price),
"ORD_UNPR": str(ord_price),
}
hash_key = await self._get_hash_key(body)
@@ -304,26 +396,46 @@ class KISBroker:
await self._rate_limiter.acquire()
session = self._get_session()
# TR_ID for volume ranking
tr_id = "FHPST01710000" if ranking_type == "volume" else "FHPST01710100"
if ranking_type == "volume":
# 거래량순위: FHPST01710000 / /quotations/volume-rank
tr_id = "FHPST01710000"
url = f"{self._base_url}/uapi/domestic-stock/v1/quotations/volume-rank"
params: dict[str, str] = {
"FID_COND_MRKT_DIV_CODE": "J",
"FID_COND_SCR_DIV_CODE": "20171",
"FID_INPUT_ISCD": "0000",
"FID_DIV_CLS_CODE": "0",
"FID_BLNG_CLS_CODE": "0",
"FID_TRGT_CLS_CODE": "111111111",
"FID_TRGT_EXLS_CLS_CODE": "0000000000",
"FID_INPUT_PRICE_1": "0",
"FID_INPUT_PRICE_2": "0",
"FID_VOL_CNT": "0",
"FID_INPUT_DATE_1": "",
}
else:
# 등락률순위: FHPST01700000 / /ranking/fluctuation (소문자 파라미터)
tr_id = "FHPST01700000"
url = f"{self._base_url}/uapi/domestic-stock/v1/ranking/fluctuation"
params = {
"fid_cond_mrkt_div_code": "J",
"fid_cond_scr_div_code": "20170",
"fid_input_iscd": "0000",
"fid_rank_sort_cls_code": "0000",
"fid_input_cnt_1": str(limit),
"fid_prc_cls_code": "0",
"fid_input_price_1": "0",
"fid_input_price_2": "0",
"fid_vol_cnt": "0",
"fid_trgt_cls_code": "0",
"fid_trgt_exls_cls_code": "0",
"fid_div_cls_code": "0",
"fid_rsfl_rate1": "0",
"fid_rsfl_rate2": "0",
}
headers = await self._auth_headers(tr_id)
params = {
"FID_COND_MRKT_DIV_CODE": "J", # Stock/ETF/ETN
"FID_COND_SCR_DIV_CODE": "20001", # Volume surge
"FID_INPUT_ISCD": "0000", # All stocks
"FID_DIV_CLS_CODE": "0", # All types
"FID_BLNG_CLS_CODE": "0",
"FID_TRGT_CLS_CODE": "111111111",
"FID_TRGT_EXLS_CLS_CODE": "000000",
"FID_INPUT_PRICE_1": "0",
"FID_INPUT_PRICE_2": "0",
"FID_VOL_CNT": "0",
"FID_INPUT_DATE_1": "",
}
url = f"{self._base_url}/uapi/domestic-stock/v1/quotations/volume-rank"
try:
async with session.get(url, headers=headers, params=params) as resp:
if resp.status != 200:

View File

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

View File

@@ -259,6 +259,50 @@ def create_dashboard_app(db_path: str) -> FastAPI:
)
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")
def get_active_scenarios(
market: str = Query("US"),

View File

@@ -1,9 +1,10 @@
<!doctype html>
<html lang="en">
<html lang="ko">
<head>
<meta charset="UTF-8" />
<meta name="viewport" content="width=device-width, initial-scale=1.0" />
<title>The Ouroboros Dashboard</title>
<script src="https://cdn.jsdelivr.net/npm/chart.js@4.4.0/dist/chart.umd.min.js"></script>
<style>
:root {
--bg: #0b1724;
@@ -11,51 +12,390 @@
--fg: #e6eef7;
--muted: #9fb3c8;
--accent: #3cb371;
--red: #e05555;
--border: #28455f;
}
* { box-sizing: border-box; margin: 0; padding: 0; }
body {
margin: 0;
font-family: ui-monospace, SFMono-Regular, Menlo, monospace;
background: radial-gradient(circle at top left, #173b58, var(--bg));
color: var(--fg);
min-height: 100vh;
font-size: 13px;
}
.wrap {
max-width: 900px;
margin: 48px auto;
padding: 0 16px;
.wrap { max-width: 1100px; margin: 0 auto; padding: 20px 16px; }
/* Header */
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 {
background: color-mix(in oklab, var(--panel), black 12%);
border: 1px solid #28455f;
border-radius: 12px;
padding: 20px;
background: var(--panel);
border: 1px solid var(--border);
border-radius: 10px;
padding: 16px;
}
h1 {
margin-top: 0;
.card-label { color: var(--muted); font-size: 11px; margin-bottom: 6px; text-transform: uppercase; letter-spacing: 0.5px; }
.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 {
color: var(--accent);
.panel-header {
display: flex;
align-items: center;
justify-content: space-between;
margin-bottom: 16px;
}
li {
margin: 6px 0;
color: var(--muted);
.panel-title { font-size: 13px; color: var(--muted); font-weight: 600; }
.chart-container { position: relative; height: 180px; }
.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>
</head>
<body>
<div class="wrap">
<div class="card">
<h1>The Ouroboros Dashboard API</h1>
<p>Use the following endpoints:</p>
<ul>
<li><code>/api/status</code></li>
<li><code>/api/playbook/{date}?market=KR</code></li>
<li><code>/api/scorecard/{date}?market=KR</code></li>
<li><code>/api/performance?market=all</code></li>
<li><code>/api/context/{layer}</code></li>
<li><code>/api/decisions?market=KR</code></li>
<li><code>/api/scenarios/active?market=US</code></li>
</ul>
<!-- Header -->
<header>
<h1>&#x1F40D; The Ouroboros</h1>
<div class="header-right">
<span id="last-updated">--</span>
<button class="refresh-btn" onclick="refreshAll()">&#x21BA; 새로고침</button>
</div>
</header>
<!-- Summary cards -->
<div class="cards">
<div class="card">
<div class="card-label">오늘 거래</div>
<div class="card-value neutral" id="card-trades">--</div>
<div class="card-sub" id="card-trades-sub">거래 건수</div>
</div>
<div class="card">
<div class="card-label">오늘 P&amp;L</div>
<div class="card-value" id="card-pnl">--</div>
<div class="card-sub" id="card-pnl-sub">실현 손익</div>
</div>
<div class="card">
<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>
<!-- P&L Chart -->
<div class="chart-panel">
<div class="panel-header">
<span class="panel-title">P&amp;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 ${t.decision_count ?? 0}`;
} catch {}
}
async function fetchPerformance() {
try {
const r = await fetch('/api/performance?market=all');
if (!r.ok) return;
const d = await r.json();
const c = d.combined || {};
document.getElementById('card-winrate').textContent = c.win_rate !== undefined ? `${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: ${trades}`];
}
}
}
},
scales: {
x: {
ticks: { color: '#9fb3c8', font: { size: 10 }, maxRotation: 0 },
grid: { color: 'rgba(40,69,95,0.4)' }
},
y: {
ticks: { color: '#9fb3c8', font: { size: 10 } },
grid: { color: 'rgba(40,69,95,0.4)' }
}
}
}
});
}
async function fetchDecisions(market) {
const tbody = document.getElementById('decisions-body');
tbody.innerHTML = '<tr class="empty-row"><td colspan="5"><span class="spinner"></span></td></tr>';
try {
const r = await fetch(`/api/decisions?market=${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="${(dec.rationale || '').replace(/"/g, '&quot;')}">${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>
</html>

View File

@@ -204,7 +204,9 @@ async def trading_cycle(
# 1. Fetch market data
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()
output2 = balance_data.get("output2", [{}])
@@ -215,10 +217,6 @@ async def trading_cycle(
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:
# Overseas market
price_data = await overseas_broker.get_overseas_price(
@@ -239,17 +237,27 @@ 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.
# Fall back to configured paper cash so BUY orders can be sized.
# 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",
stock_code,
"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"))
# 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 +505,7 @@ 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 +514,48 @@ 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
try:
await telegram.notify_trade_execution(
stock_code=stock_code,
market=market.name,
action=decision.action,
quantity=quantity,
price=current_price,
confidence=decision.confidence,
)
except Exception as exc:
logger.warning("Telegram notification failed: %s", exc)
# 5.5. Notify trade execution (only on success)
if order_succeeded:
try:
await telegram.notify_trade_execution(
stock_code=stock_code,
market=market.name,
action=decision.action,
quantity=quantity,
price=current_price,
confidence=decision.confidence,
)
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 +567,9 @@ 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]
@@ -694,15 +724,8 @@ async def run_daily_session(
for stock_code in watchlist:
try:
if market.is_domestic:
orderbook = await broker.get_orderbook(stock_code)
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")
current_price, price_change_pct, foreigner_net = (
await broker.get_current_price(stock_code)
)
else:
price_data = await overseas_broker.get_overseas_price(
@@ -711,6 +734,16 @@ 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 +808,9 @@ 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 +889,7 @@ 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 +942,7 @@ async def run_daily_session(
raise
# Send order
order_succeeded = True
try:
if market.is_domestic:
result = await broker.send_order(
@@ -914,34 +952,48 @@ 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
try:
await telegram.notify_trade_execution(
stock_code=stock_code,
market=market.name,
action=decision.action,
quantity=quantity,
price=stock_data["current_price"],
confidence=decision.confidence,
)
except Exception as exc:
logger.warning("Telegram notification failed: %s", exc)
# Notify trade execution (only on success)
if order_succeeded:
try:
await telegram.notify_trade_execution(
stock_code=stock_code,
market=market.name,
action=decision.action,
quantity=quantity,
price=stock_data["current_price"],
confidence=decision.confidence,
)
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 +1005,9 @@ 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,

View File

@@ -3,7 +3,7 @@
from __future__ import annotations
import asyncio
from unittest.mock import AsyncMock, patch
from unittest.mock import AsyncMock, MagicMock, patch
import pytest
@@ -296,3 +296,280 @@ class TestHashKey:
mock_acquire.assert_called_once()
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"

View File

@@ -296,3 +296,23 @@ def test_scenarios_active_empty_when_no_matches(tmp_path: Path) -> None:
get_active_scenarios = _endpoint(app, "/api/scenarios/active")
body = get_active_scenarios(market="US", date_str="2026-02-14", limit=50)
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

View File

@@ -111,15 +111,7 @@ class TestTradingCycleTelegramIntegration:
def mock_broker(self) -> MagicMock:
"""Create mock broker."""
broker = MagicMock()
broker.get_orderbook = AsyncMock(
return_value={
"output1": {
"stck_prpr": "50000",
"frgn_ntby_qty": "100",
"prdy_ctrt": "1.23",
}
}
)
broker.get_current_price = AsyncMock(return_value=(50000.0, 1.23, 100.0))
broker.get_balance = AsyncMock(
return_value={
"output2": [
@@ -805,13 +797,14 @@ 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, (
f"Expected limit price 182.5 but got {sent_price}. "
"KIS VTS only accepts limit orders for overseas paper trading."
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."
)
@@ -822,11 +815,7 @@ class TestScenarioEngineIntegration:
def mock_broker(self) -> MagicMock:
"""Create mock broker with standard domestic data."""
broker = MagicMock()
broker.get_orderbook = AsyncMock(
return_value={
"output1": {"stck_prpr": "50000", "frgn_ntby_qty": "100", "prdy_ctrt": "2.50"}
}
)
broker.get_current_price = AsyncMock(return_value=(50000.0, 2.50, 100.0))
broker.get_balance = AsyncMock(
return_value={
"output2": [
@@ -1248,9 +1237,7 @@ async def test_sell_updates_original_buy_decision_outcome() -> None:
)
broker = MagicMock()
broker.get_orderbook = AsyncMock(
return_value={"output1": {"stck_prpr": "120", "frgn_ntby_qty": "0"}}
)
broker.get_current_price = AsyncMock(return_value=(120.0, 0.0, 0.0))
broker.get_balance = AsyncMock(
return_value={
"output2": [
@@ -1340,9 +1327,7 @@ async def test_hold_overridden_to_sell_when_stop_loss_triggered() -> None:
)
broker = MagicMock()
broker.get_orderbook = AsyncMock(
return_value={"output1": {"stck_prpr": "95", "frgn_ntby_qty": "0", "prdy_ctrt": "-5.0"}}
)
broker.get_current_price = AsyncMock(return_value=(95.0, -5.0, 0.0))
broker.get_balance = AsyncMock(
return_value={
"output2": [

View File

@@ -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"
assert params["EXCD"] == "NAS" # NASD → NAS via _PRICE_EXCHANGE_MAP
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:
assert _PRICE_EXCHANGE_MAP["NASD"] == "NAS"
def test_amex_maps_to_ams(self) -> None:
assert _PRICE_EXCHANGE_MAP["AMEX"] == "AMS"
def test_nyse_maps_to_nys(self) -> None:
assert _PRICE_EXCHANGE_MAP["NYSE"] == "NYS"
@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_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"
# ---------------------------------------------------------------------------
# PAPER_OVERSEAS_CASH config default
# ---------------------------------------------------------------------------
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="x",
KIS_APP_SECRET="x",
KIS_APP_KEY="k",
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:
monkeypatch.setenv("PAPER_OVERSEAS_CASH", "100000.0")
def test_env_override(self) -> None:
import os
os.environ["PAPER_OVERSEAS_CASH"] = "25000"
settings = Settings(
KIS_APP_KEY="x",
KIS_APP_SECRET="x",
KIS_APP_KEY="k",
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_SECRET="x",
KIS_APP_KEY="k",
KIS_APP_SECRET="s",
KIS_ACCOUNT_NO="12345678-01",
GEMINI_API_KEY="x",
PAPER_OVERSEAS_CASH=0.0,
GEMINI_API_KEY="g",
)
assert settings.PAPER_OVERSEAS_CASH == 0.0
del os.environ["PAPER_OVERSEAS_CASH"]