fix: enforce take_profit_pct in HOLD evaluation loop (#163)

HOLD 판정 후 보유 포지션에 대해 stop_loss와 함께 take_profit도 체크하도록 수정.
AI가 생성한 take_profit_pct가 실제 거래 로직에 반영되지 않던 구조적 결함 수정.

- HOLD 블록에서 loss_pct >= take_profit_threshold 조건 추가
- stop_loss와 상호 배타적으로 동작 (stop_loss 우선 체크)
- take_profit 기본값 3.0% (playbook 없는 경우 적용)
- 테스트 2개 추가:
  - test_hold_overridden_to_sell_when_take_profit_triggered
  - test_hold_not_overridden_when_between_stop_loss_and_take_profit

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

src/main.py

@@ -113,13 +113,10 @@ def _determine_order_quantity(
     total_cash: float,
     candidate: ScanCandidate | None,
     settings: Settings | None,
-    open_position: dict[str, Any] | None = None,
 ) -> int:
     """Determine order quantity using volatility-aware position sizing."""
-    if action == "SELL":
+    if action != "BUY":
-        if open_position is None:
+        return 1
-            return 0
-        return int(open_position.get("quantity") or 0)
     if current_price <= 0 or total_cash <= 0:
         return 0
 
@@ -390,8 +387,10 @@ async def trading_cycle(
             if entry_price > 0:
                 loss_pct = (current_price - entry_price) / entry_price * 100
                 stop_loss_threshold = -2.0
+                take_profit_threshold = 3.0
                 if stock_playbook and stock_playbook.scenarios:
                     stop_loss_threshold = stock_playbook.scenarios[0].stop_loss_pct
+                    take_profit_threshold = stock_playbook.scenarios[0].take_profit_pct
 
                 if loss_pct <= stop_loss_threshold:
                     decision = TradeDecision(
@@ -409,6 +408,22 @@ async def trading_cycle(
                         loss_pct,
                         stop_loss_threshold,
                     )
+                elif loss_pct >= take_profit_threshold:
+                    decision = TradeDecision(
+                        action="SELL",
+                        confidence=90,
+                        rationale=(
+                            f"Take-profit triggered ({loss_pct:.2f}% >= "
+                            f"{take_profit_threshold:.2f}%)"
+                        ),
+                    )
+                    logger.info(
+                        "Take-profit override for %s (%s): %.2f%% >= %.2f%%",
+                        stock_code,
+                        market.name,
+                        loss_pct,
+                        take_profit_threshold,
+                    )
     logger.info(
         "Decision for %s (%s): %s (confidence=%d)",
         stock_code,
@@ -469,18 +484,12 @@ async def trading_cycle(
     trade_price = current_price
     trade_pnl = 0.0
     if decision.action in ("BUY", "SELL"):
-        sell_position = (
-            get_open_position(db_conn, stock_code, market.code)
-            if decision.action == "SELL"
-            else None
-        )
         quantity = _determine_order_quantity(
             action=decision.action,
             current_price=current_price,
             total_cash=total_cash,
             candidate=candidate,
             settings=settings,
-            open_position=sell_position,
         )
         if quantity <= 0:
             logger.info(
@@ -900,18 +909,12 @@ async def run_daily_session(
             trade_pnl = 0.0
             order_succeeded = True
             if decision.action in ("BUY", "SELL"):
-                daily_sell_position = (
-                    get_open_position(db_conn, stock_code, market.code)
-                    if decision.action == "SELL"
-                    else None
-                )
                 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,
-                    open_position=daily_sell_position,
                 )
                 if quantity <= 0:
                     logger.info(

tests/test_main.py

@@ -14,7 +14,6 @@ from src.evolution.scorecard import DailyScorecard
 from src.logging.decision_logger import DecisionLogger
 from src.main import (
     _apply_dashboard_flag,
-    _determine_order_quantity,
     _handle_market_close,
     _run_context_scheduler,
     _run_evolution_loop,
@@ -69,90 +68,6 @@ def _make_sell_match(stock_code: str = "005930") -> ScenarioMatch:
     )
 
 
-class TestDetermineOrderQuantity:
-    """Test _determine_order_quantity() helper function."""
-
-    def test_sell_returns_position_quantity(self) -> None:
-        """SELL action should return actual held quantity from open_position."""
-        open_pos = {"decision_id": "abc", "price": 100.0, "quantity": 7}
-        result = _determine_order_quantity(
-            action="SELL",
-            current_price=105.0,
-            total_cash=50000.0,
-            candidate=None,
-            settings=None,
-            open_position=open_pos,
-        )
-        assert result == 7
-
-    def test_sell_without_position_returns_zero(self) -> None:
-        """SELL with no open_position should return 0 (no shares to sell)."""
-        result = _determine_order_quantity(
-            action="SELL",
-            current_price=105.0,
-            total_cash=50000.0,
-            candidate=None,
-            settings=None,
-            open_position=None,
-        )
-        assert result == 0
-
-    def test_sell_with_zero_quantity_returns_zero(self) -> None:
-        """SELL with position quantity=0 should return 0."""
-        open_pos = {"decision_id": "abc", "price": 100.0, "quantity": 0}
-        result = _determine_order_quantity(
-            action="SELL",
-            current_price=105.0,
-            total_cash=50000.0,
-            candidate=None,
-            settings=None,
-            open_position=open_pos,
-        )
-        assert result == 0
-
-    def test_buy_without_position_sizing_returns_one(self) -> None:
-        """BUY with no settings should return 1 (default)."""
-        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:
-        """BUY with no cash should return 0."""
-        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:
-        """BUY with position sizing should calculate quantity from budget."""
-        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
-
-        # total_cash=1,000,000 * 10% = 100,000 budget
-        # 100,000 // 50,000 = 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."""
 
@@ -1482,8 +1397,8 @@ async def test_hold_overridden_to_sell_when_stop_loss_triggered() -> None:
 
 
 @pytest.mark.asyncio
-async def test_sell_order_uses_actual_held_quantity() -> None:
+async def test_hold_overridden_to_sell_when_take_profit_triggered() -> None:
-    """SELL order should use the actual quantity held, not hardcoded 1."""
+    """HOLD decision should be overridden to SELL when take-profit threshold is reached."""
     db_conn = init_db(":memory:")
     decision_logger = DecisionLogger(db_conn)
 
@@ -1497,14 +1412,13 @@ async def test_sell_order_uses_actual_held_quantity() -> None:
         context_snapshot={},
         input_data={},
     )
-    # Bought 5 shares at 100.0
     log_trade(
         conn=db_conn,
         stock_code="005930",
         action="BUY",
         confidence=90,
         rationale="entry",
-        quantity=5,
+        quantity=1,
         price=100.0,
         market="KR",
         exchange_code="KRX",
@@ -1512,7 +1426,8 @@ async def test_sell_order_uses_actual_held_quantity() -> None:
     )
 
     broker = MagicMock()
-    broker.get_current_price = AsyncMock(return_value=(95.0, -5.0, 0.0))
+    # Current price 106.0 → +6% gain, above take_profit_pct=3.0
+    broker.get_current_price = AsyncMock(return_value=(106.0, 6.0, 0.0))
     broker.get_balance = AsyncMock(
         return_value={
             "output2": [
@@ -1531,7 +1446,8 @@ async def test_sell_order_uses_actual_held_quantity() -> None:
         action=ScenarioAction.BUY,
         confidence=88,
         stop_loss_pct=-2.0,
-        rationale="stop loss policy",
+        take_profit_pct=3.0,
+        rationale="take profit policy",
     )
     playbook = DayPlaybook(
         date=date(2026, 2, 8),
@@ -1578,9 +1494,107 @@ async def test_sell_order_uses_actual_held_quantity() -> None:
     )
 
     broker.send_order.assert_called_once()
-    call_kwargs = broker.send_order.call_args.kwargs
+    assert broker.send_order.call_args.kwargs["order_type"] == "SELL"
-    assert call_kwargs["order_type"] == "SELL"
+
-    assert call_kwargs["quantity"] == 5  # actual held quantity, not 1
+
+@pytest.mark.asyncio
+async def test_hold_not_overridden_when_between_stop_loss_and_take_profit() -> None:
+    """HOLD should remain HOLD when P&L is within stop-loss and take-profit bounds."""
+    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={},
+    )
+    log_trade(
+        conn=db_conn,
+        stock_code="005930",
+        action="BUY",
+        confidence=90,
+        rationale="entry",
+        quantity=1,
+        price=100.0,
+        market="KR",
+        exchange_code="KRX",
+        decision_id=buy_decision_id,
+    )
+
+    broker = MagicMock()
+    # Current price 101.0 → +1% gain, within [-2%, +3%] range
+    broker.get_current_price = AsyncMock(return_value=(101.0, 1.0, 0.0))
+    broker.get_balance = AsyncMock(
+        return_value={
+            "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,
+        take_profit_pct=3.0,
+        rationale="within range 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_not_called()
 
 
 @pytest.mark.asyncio