fix: use broker balance API as source of truth for SELL qty and holdings (#164 #165)

DB의 주문 수량 기록은 실제 체결 수량과 다를 수 있음(부분 체결, 외부 수동 거래).
브로커 잔고 API(output1)를 source of truth로 사용하도록 수정.

## 변경 사항

### SELL 수량 (#164)
- _extract_held_qty_from_balance() 추가
  - 국내: output1의 ord_psbl_qty (→ hldg_qty fallback)
  - 해외: output1의 ovrs_cblc_qty (→ hldg_qty fallback)
- _determine_order_quantity()에 broker_held_qty 파라미터 추가
  - SELL 시 broker_held_qty 반환 (0이면 주문 스킵)
- trading_cycle / run_daily_session 양쪽 호출 지점 수정
  - 이미 fetch된 balance_data에서 수량 추출 (추가 API 호출 없음)

### 보유 종목 루프 (#165)
- _extract_held_codes_from_balance() 추가
  - ord_psbl_qty > 0인 종목 코드 목록 반환
- 실시간 루프에서 스캔 시점에 get_balance() 호출해 보유 종목 병합
  - 스캐너 후보 + 실제 보유 종목 union으로 trading_cycle 순회
  - 실패 시 경고 로그 후 스캐너 후보만으로 계속 진행

### 테스트
- TestExtractHeldQtyFromBalance: 7개 (국내/해외/fallback/미보유)
- TestExtractHeldCodesFromBalance: 4개 (qty>0 포함, qty=0 제외 등)
- TestDetermineOrderQuantity: 5개 (SELL qty, BUY sizing)
- test_sell_order_uses_broker_balance_qty_not_db:
  DB 10주 기록 vs 브로커 5주 확인 → 브로커 값(5) 사용 검증
- 기존 SELL/stop-loss/take-profit 테스트에 output1 mock 추가

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

src/main.py

@@ -106,6 +106,82 @@ def _extract_symbol_from_holding(item: dict[str, Any]) -> str:
     return ""
 
 
+def _extract_held_codes_from_balance(
+    balance_data: dict[str, Any],
+    *,
+    is_domestic: bool,
+) -> list[str]:
+    """Return stock codes with a positive orderable quantity from a balance response.
+
+    Uses the broker's live output1 as the source of truth so that partial fills
+    and manual external trades are always reflected correctly.
+    """
+    output1 = balance_data.get("output1", [])
+    if isinstance(output1, dict):
+        output1 = [output1]
+    if not isinstance(output1, list):
+        return []
+
+    codes: list[str] = []
+    for holding in output1:
+        if not isinstance(holding, dict):
+            continue
+        code_key = "pdno" if is_domestic else "ovrs_pdno"
+        code = str(holding.get(code_key, "")).strip().upper()
+        if not code:
+            continue
+        if is_domestic:
+            qty = int(holding.get("ord_psbl_qty") or holding.get("hldg_qty") or 0)
+        else:
+            qty = int(holding.get("ovrs_cblc_qty") or holding.get("hldg_qty") or 0)
+        if qty > 0:
+            codes.append(code)
+    return codes
+
+
+def _extract_held_qty_from_balance(
+    balance_data: dict[str, Any],
+    stock_code: str,
+    *,
+    is_domestic: bool,
+) -> int:
+    """Extract the broker-confirmed orderable quantity for a stock.
+
+    Uses the broker's live balance response (output1) as the source of truth
+    rather than the local DB, because DB records reflect order quantity which
+    may differ from actual fill quantity due to partial fills.
+
+    Domestic fields (VTTC8434R output1):
+        pdno          — 종목코드
+        ord_psbl_qty  — 주문가능수량 (preferred: excludes unsettled)
+        hldg_qty      — 보유수량 (fallback)
+
+    Overseas fields (output1):
+        ovrs_pdno     — 종목코드
+        ovrs_cblc_qty — 해외잔고수량 (preferred)
+        hldg_qty      — 보유수량 (fallback)
+    """
+    output1 = balance_data.get("output1", [])
+    if isinstance(output1, dict):
+        output1 = [output1]
+    if not isinstance(output1, list):
+        return 0
+
+    for holding in output1:
+        if not isinstance(holding, dict):
+            continue
+        code_key = "pdno" if is_domestic else "ovrs_pdno"
+        held_code = str(holding.get(code_key, "")).strip().upper()
+        if held_code != stock_code.strip().upper():
+            continue
+        if is_domestic:
+            qty = int(holding.get("ord_psbl_qty") or holding.get("hldg_qty") or 0)
+        else:
+            qty = int(holding.get("ovrs_cblc_qty") or holding.get("hldg_qty") or 0)
+        return qty
+    return 0
+
+
 def _determine_order_quantity(
     *,
     action: str,
@@ -113,10 +189,11 @@ def _determine_order_quantity(
     total_cash: float,
     candidate: ScanCandidate | None,
     settings: Settings | None,
+    broker_held_qty: int = 0,
 ) -> int:
     """Determine order quantity using volatility-aware position sizing."""
-    if action != "BUY":
-        return 1
+    if action == "SELL":
+        return broker_held_qty
     if current_price <= 0 or total_cash <= 0:
         return 0
 
@@ -484,12 +561,20 @@ async def trading_cycle(
     trade_price = current_price
     trade_pnl = 0.0
     if decision.action in ("BUY", "SELL"):
+        broker_held_qty = (
+            _extract_held_qty_from_balance(
+                balance_data, stock_code, is_domestic=market.is_domestic
+            )
+            if decision.action == "SELL"
+            else 0
+        )
         quantity = _determine_order_quantity(
             action=decision.action,
             current_price=current_price,
             total_cash=total_cash,
             candidate=candidate,
             settings=settings,
+            broker_held_qty=broker_held_qty,
         )
         if quantity <= 0:
             logger.info(
@@ -909,12 +994,20 @@ async def run_daily_session(
             trade_pnl = 0.0
             order_succeeded = True
             if decision.action in ("BUY", "SELL"):
+                daily_broker_held_qty = (
+                    _extract_held_qty_from_balance(
+                        balance_data, stock_code, is_domestic=market.is_domestic
+                    )
+                    if decision.action == "SELL"
+                    else 0
+                )
                 quantity = _determine_order_quantity(
                     action=decision.action,
                     current_price=stock_data["current_price"],
                     total_cash=total_cash,
                     candidate=candidate_map.get(stock_code),
                     settings=settings,
+                    broker_held_qty=daily_broker_held_qty,
                 )
                 if quantity <= 0:
                     logger.info(
@@ -1881,8 +1974,38 @@ async def run(settings: Settings) -> None:
                         except Exception as exc:
                             logger.error("Smart Scanner failed for %s: %s", market.name, exc)
 
-                    # Get active stocks from scanner (dynamic, no static fallback)
-                    stock_codes = active_stocks.get(market.code, [])
+                    # Get active stocks from scanner (dynamic, no static fallback).
+                    # Also include currently-held positions so stop-loss /
+                    # take-profit can fire even when a holding drops off the
+                    # scanner.  Broker balance is the source of truth here —
+                    # unlike the local DB it reflects actual fills and any
+                    # manual trades done outside the bot.
+                    scanner_codes = active_stocks.get(market.code, [])
+                    try:
+                        if market.is_domestic:
+                            held_balance = await broker.get_balance()
+                        else:
+                            held_balance = await overseas_broker.get_overseas_balance(
+                                market.exchange_code
+                            )
+                        held_codes = _extract_held_codes_from_balance(
+                            held_balance, is_domestic=market.is_domestic
+                        )
+                    except Exception as exc:
+                        logger.warning(
+                            "Failed to fetch holdings for %s: %s — skipping holdings merge",
+                            market.name, exc,
+                        )
+                        held_codes = []
+
+                    stock_codes = list(dict.fromkeys(scanner_codes + held_codes))
+                    extra_held = [c for c in held_codes if c not in set(scanner_codes)]
+                    if extra_held:
+                        logger.info(
+                            "Holdings added to loop for %s (not in scanner): %s",
+                            market.name, extra_held,
+                        )
+
                     if not stock_codes:
                         logger.debug("No active stocks for market %s", market.code)
                         continue

tests/test_main.py

@@ -14,6 +14,9 @@ from src.evolution.scorecard import DailyScorecard
 from src.logging.decision_logger import DecisionLogger
 from src.main import (
     _apply_dashboard_flag,
+    _determine_order_quantity,
+    _extract_held_codes_from_balance,
+    _extract_held_qty_from_balance,
     _handle_market_close,
     _run_context_scheduler,
     _run_evolution_loop,
@@ -68,6 +71,141 @@ def _make_sell_match(stock_code: str = "005930") -> ScenarioMatch:
     )
 
 
+class TestExtractHeldQtyFromBalance:
+    """Tests for _extract_held_qty_from_balance()."""
+
+    def _domestic_balance(self, stock_code: str, ord_psbl_qty: int) -> dict:
+        return {
+            "output1": [{"pdno": stock_code, "ord_psbl_qty": str(ord_psbl_qty)}],
+            "output2": [{"dnca_tot_amt": "1000000"}],
+        }
+
+    def test_domestic_returns_ord_psbl_qty(self) -> None:
+        balance = self._domestic_balance("005930", 7)
+        assert _extract_held_qty_from_balance(balance, "005930", is_domestic=True) == 7
+
+    def test_domestic_fallback_to_hldg_qty(self) -> None:
+        balance = {"output1": [{"pdno": "005930", "hldg_qty": "3"}]}
+        assert _extract_held_qty_from_balance(balance, "005930", is_domestic=True) == 3
+
+    def test_domestic_returns_zero_when_not_found(self) -> None:
+        balance = self._domestic_balance("005930", 5)
+        assert _extract_held_qty_from_balance(balance, "000660", is_domestic=True) == 0
+
+    def test_domestic_returns_zero_when_output1_empty(self) -> None:
+        balance = {"output1": [], "output2": [{}]}
+        assert _extract_held_qty_from_balance(balance, "005930", is_domestic=True) == 0
+
+    def test_overseas_returns_ovrs_cblc_qty(self) -> None:
+        balance = {"output1": [{"ovrs_pdno": "AAPL", "ovrs_cblc_qty": "10"}]}
+        assert _extract_held_qty_from_balance(balance, "AAPL", is_domestic=False) == 10
+
+    def test_overseas_fallback_to_hldg_qty(self) -> None:
+        balance = {"output1": [{"ovrs_pdno": "AAPL", "hldg_qty": "4"}]}
+        assert _extract_held_qty_from_balance(balance, "AAPL", is_domestic=False) == 4
+
+    def test_case_insensitive_match(self) -> None:
+        balance = {"output1": [{"pdno": "005930", "ord_psbl_qty": "2"}]}
+        assert _extract_held_qty_from_balance(balance, "005930", is_domestic=True) == 2
+
+
+class TestExtractHeldCodesFromBalance:
+    """Tests for _extract_held_codes_from_balance()."""
+
+    def test_returns_codes_with_positive_qty(self) -> None:
+        balance = {
+            "output1": [
+                {"pdno": "005930", "ord_psbl_qty": "5"},
+                {"pdno": "000660", "ord_psbl_qty": "3"},
+            ]
+        }
+        result = _extract_held_codes_from_balance(balance, is_domestic=True)
+        assert set(result) == {"005930", "000660"}
+
+    def test_excludes_zero_qty_holdings(self) -> None:
+        balance = {
+            "output1": [
+                {"pdno": "005930", "ord_psbl_qty": "0"},
+                {"pdno": "000660", "ord_psbl_qty": "2"},
+            ]
+        }
+        result = _extract_held_codes_from_balance(balance, is_domestic=True)
+        assert "005930" not in result
+        assert "000660" in result
+
+    def test_returns_empty_when_output1_missing(self) -> None:
+        balance: dict = {}
+        assert _extract_held_codes_from_balance(balance, is_domestic=True) == []
+
+    def test_overseas_uses_ovrs_pdno(self) -> None:
+        balance = {"output1": [{"ovrs_pdno": "AAPL", "ovrs_cblc_qty": "3"}]}
+        result = _extract_held_codes_from_balance(balance, is_domestic=False)
+        assert result == ["AAPL"]
+
+
+class TestDetermineOrderQuantity:
+    """Test _determine_order_quantity() — SELL uses broker_held_qty."""
+
+    def test_sell_returns_broker_held_qty(self) -> None:
+        result = _determine_order_quantity(
+            action="SELL",
+            current_price=105.0,
+            total_cash=50000.0,
+            candidate=None,
+            settings=None,
+            broker_held_qty=7,
+        )
+        assert result == 7
+
+    def test_sell_returns_zero_when_broker_qty_zero(self) -> None:
+        result = _determine_order_quantity(
+            action="SELL",
+            current_price=105.0,
+            total_cash=50000.0,
+            candidate=None,
+            settings=None,
+            broker_held_qty=0,
+        )
+        assert result == 0
+
+    def test_buy_without_position_sizing_returns_one(self) -> None:
+        result = _determine_order_quantity(
+            action="BUY",
+            current_price=50000.0,
+            total_cash=1000000.0,
+            candidate=None,
+            settings=None,
+        )
+        assert result == 1
+
+    def test_buy_with_zero_cash_returns_zero(self) -> None:
+        result = _determine_order_quantity(
+            action="BUY",
+            current_price=50000.0,
+            total_cash=0.0,
+            candidate=None,
+            settings=None,
+        )
+        assert result == 0
+
+    def test_buy_with_position_sizing_calculates_correctly(self) -> None:
+        settings = MagicMock(spec=Settings)
+        settings.POSITION_SIZING_ENABLED = True
+        settings.POSITION_VOLATILITY_TARGET_SCORE = 50.0
+        settings.POSITION_BASE_ALLOCATION_PCT = 10.0
+        settings.POSITION_MAX_ALLOCATION_PCT = 30.0
+        settings.POSITION_MIN_ALLOCATION_PCT = 1.0
+        # 1,000,000 * 10% = 100,000 budget // 50,000 price = 2 shares
+        result = _determine_order_quantity(
+            action="BUY",
+            current_price=50000.0,
+            total_cash=1000000.0,
+            candidate=None,
+            settings=settings,
+        )
+        assert result == 2
+
+
 class TestSafeFloat:
     """Test safe_float() helper function."""
 
@@ -1240,13 +1378,14 @@ async def test_sell_updates_original_buy_decision_outcome() -> None:
     broker.get_current_price = AsyncMock(return_value=(120.0, 0.0, 0.0))
     broker.get_balance = AsyncMock(
         return_value={
+            "output1": [{"pdno": "005930", "ord_psbl_qty": "1"}],
             "output2": [
                 {
                     "tot_evlu_amt": "100000",
                     "dnca_tot_amt": "10000",
                     "pchs_amt_smtl_amt": "90000",
                 }
-            ]
+            ],
         }
     )
     broker.send_order = AsyncMock(return_value={"msg1": "OK"})
@@ -1330,13 +1469,14 @@ async def test_hold_overridden_to_sell_when_stop_loss_triggered() -> None:
     broker.get_current_price = AsyncMock(return_value=(95.0, -5.0, 0.0))
     broker.get_balance = AsyncMock(
         return_value={
+            "output1": [{"pdno": "005930", "ord_psbl_qty": "1"}],
             "output2": [
                 {
                     "tot_evlu_amt": "100000",
                     "dnca_tot_amt": "10000",
                     "pchs_amt_smtl_amt": "90000",
                 }
-            ]
+            ],
         }
     )
     broker.send_order = AsyncMock(return_value={"msg1": "OK"})
@@ -1430,13 +1570,14 @@ async def test_hold_overridden_to_sell_when_take_profit_triggered() -> None:
     broker.get_current_price = AsyncMock(return_value=(106.0, 6.0, 0.0))
     broker.get_balance = AsyncMock(
         return_value={
+            "output1": [{"pdno": "005930", "ord_psbl_qty": "1"}],
             "output2": [
                 {
                     "tot_evlu_amt": "100000",
                     "dnca_tot_amt": "10000",
                     "pchs_amt_smtl_amt": "90000",
                 }
-            ]
+            ],
         }
     )
     broker.send_order = AsyncMock(return_value={"msg1": "OK"})
@@ -1597,6 +1738,116 @@ async def test_hold_not_overridden_when_between_stop_loss_and_take_profit() -> N
     broker.send_order.assert_not_called()
 
 
+@pytest.mark.asyncio
+async def test_sell_order_uses_broker_balance_qty_not_db() -> None:
+    """SELL quantity must come from broker balance output1, not DB.
+
+    The DB records order quantity which may differ from actual fill quantity.
+    This test verifies that we use the broker-confirmed orderable quantity.
+    """
+    db_conn = init_db(":memory:")
+    decision_logger = DecisionLogger(db_conn)
+
+    buy_decision_id = decision_logger.log_decision(
+        stock_code="005930",
+        market="KR",
+        exchange_code="KRX",
+        action="BUY",
+        confidence=90,
+        rationale="entry",
+        context_snapshot={},
+        input_data={},
+    )
+    # DB records 10 shares ordered — but only 5 actually filled (partial fill scenario)
+    log_trade(
+        conn=db_conn,
+        stock_code="005930",
+        action="BUY",
+        confidence=90,
+        rationale="entry",
+        quantity=10,  # ordered quantity (may differ from fill)
+        price=100.0,
+        market="KR",
+        exchange_code="KRX",
+        decision_id=buy_decision_id,
+    )
+
+    broker = MagicMock()
+    # Stop-loss triggers (price dropped below -2%)
+    broker.get_current_price = AsyncMock(return_value=(95.0, -5.0, 0.0))
+    broker.get_balance = AsyncMock(
+        return_value={
+            # Broker confirms only 5 shares are actually orderable (partial fill)
+            "output1": [{"pdno": "005930", "ord_psbl_qty": "5"}],
+            "output2": [
+                {
+                    "tot_evlu_amt": "100000",
+                    "dnca_tot_amt": "10000",
+                    "pchs_amt_smtl_amt": "90000",
+                }
+            ],
+        }
+    )
+    broker.send_order = AsyncMock(return_value={"msg1": "OK"})
+
+    scenario = StockScenario(
+        condition=StockCondition(rsi_below=30),
+        action=ScenarioAction.BUY,
+        confidence=88,
+        stop_loss_pct=-2.0,
+        rationale="stop loss policy",
+    )
+    playbook = DayPlaybook(
+        date=date(2026, 2, 8),
+        market="KR",
+        stock_playbooks=[
+            {"stock_code": "005930", "stock_name": "Samsung", "scenarios": [scenario]}
+        ],
+    )
+    engine = MagicMock(spec=ScenarioEngine)
+    engine.evaluate = MagicMock(return_value=_make_hold_match())
+
+    market = MagicMock()
+    market.name = "Korea"
+    market.code = "KR"
+    market.exchange_code = "KRX"
+    market.is_domestic = True
+
+    telegram = MagicMock()
+    telegram.notify_trade_execution = AsyncMock()
+    telegram.notify_fat_finger = AsyncMock()
+    telegram.notify_circuit_breaker = AsyncMock()
+    telegram.notify_scenario_matched = AsyncMock()
+
+    await trading_cycle(
+        broker=broker,
+        overseas_broker=MagicMock(),
+        scenario_engine=engine,
+        playbook=playbook,
+        risk=MagicMock(),
+        db_conn=db_conn,
+        decision_logger=decision_logger,
+        context_store=MagicMock(
+            get_latest_timeframe=MagicMock(return_value=None),
+            set_context=MagicMock(),
+        ),
+        criticality_assessor=MagicMock(
+            assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
+            get_timeout=MagicMock(return_value=5.0),
+        ),
+        telegram=telegram,
+        market=market,
+        stock_code="005930",
+        scan_candidates={},
+    )
+
+    broker.send_order.assert_called_once()
+    call_kwargs = broker.send_order.call_args.kwargs
+    assert call_kwargs["order_type"] == "SELL"
+    # Must use broker-confirmed qty (5), NOT DB-recorded ordered qty (10)
+    assert call_kwargs["quantity"] == 5
+
+
 @pytest.mark.asyncio
 async def test_handle_market_close_runs_daily_review_flow() -> None:
     """Market close should aggregate, create scorecard, lessons, and notify."""