fix: use actual held quantity for SELL orders instead of hardcoded 1 (#164)

_determine_order_quantity()에서 SELL 시 항상 1을 반환하던 버그 수정.
DB에서 실제 보유 수량을 조회해 전량 청산이 가능하도록 변경.

- _determine_order_quantity에 open_position 파라미터 추가
- SELL 시 open_position["quantity"] 반환, 포지션 없으면 0 반환
- trading_cycle 및 run_daily_session 호출 지점 모두 수정
- _determine_order_quantity 임포트 및 유닛 테스트 클래스 추가 (6개)
- SELL 실제 수량 사용 통합 테스트 추가 (quantity=5 검증)

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

src/main.py

@@ -42,7 +42,7 @@ from src.logging.decision_logger import DecisionLogger
 from src.logging_config import setup_logging
 from src.markets.schedule import MarketInfo, get_next_market_open, get_open_markets
 from src.notifications.telegram_client import NotificationFilter, TelegramClient, TelegramCommandHandler
-from src.strategy.models import DayPlaybook, MarketOutlook
+from src.strategy.models import DayPlaybook
 from src.strategy.playbook_store import PlaybookStore
 from src.strategy.pre_market_planner import PreMarketPlanner
 from src.strategy.scenario_engine import ScenarioEngine
@@ -106,82 +106,6 @@ 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,
@@ -189,11 +113,13 @@ def _determine_order_quantity(
     total_cash: float,
     candidate: ScanCandidate | None,
     settings: Settings | None,
-    broker_held_qty: int = 0,
+    open_position: dict[str, Any] | None = None,
 ) -> int:
     """Determine order quantity using volatility-aware position sizing."""
     if action == "SELL":
-        return broker_held_qty
+        if open_position is None:
+            return 0
+        return int(open_position.get("quantity") or 0)
     if current_price <= 0 or total_cash <= 0:
         return 0
 
@@ -457,34 +383,6 @@ async def trading_cycle(
     )
     stock_playbook = playbook.get_stock_playbook(stock_code)
 
-    # 2.1. Apply market_outlook-based BUY confidence threshold
-    if decision.action == "BUY":
-        base_threshold = (settings.CONFIDENCE_THRESHOLD if settings else 80)
-        outlook = playbook.market_outlook
-        if outlook == MarketOutlook.BEARISH:
-            min_confidence = 90
-        elif outlook == MarketOutlook.BULLISH:
-            min_confidence = 75
-        else:
-            min_confidence = base_threshold
-        if match.confidence < min_confidence:
-            logger.info(
-                "BUY suppressed for %s (%s): confidence %d < %d (market_outlook=%s)",
-                stock_code,
-                market.name,
-                match.confidence,
-                min_confidence,
-                outlook.value,
-            )
-            decision = TradeDecision(
-                action="HOLD",
-                confidence=match.confidence,
-                rationale=(
-                    f"BUY confidence {match.confidence} < {min_confidence} "
-                    f"(market_outlook={outlook.value})"
-                ),
-            )
-
     if decision.action == "HOLD":
         open_position = get_open_position(db_conn, stock_code, market.code)
         if open_position:
@@ -492,10 +390,8 @@ 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(
@@ -513,22 +409,6 @@ 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,
@@ -589,12 +469,10 @@ 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
-            )
+        sell_position = (
+            get_open_position(db_conn, stock_code, market.code)
             if decision.action == "SELL"
-            else 0
+            else None
         )
         quantity = _determine_order_quantity(
             action=decision.action,
@@ -602,7 +480,7 @@ async def trading_cycle(
             total_cash=total_cash,
             candidate=candidate,
             settings=settings,
-            broker_held_qty=broker_held_qty,
+            open_position=sell_position,
         )
         if quantity <= 0:
             logger.info(
@@ -1022,12 +900,10 @@ 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
-                    )
+                daily_sell_position = (
+                    get_open_position(db_conn, stock_code, market.code)
                     if decision.action == "SELL"
-                    else 0
+                    else None
                 )
                 quantity = _determine_order_quantity(
                     action=decision.action,
@@ -1035,7 +911,7 @@ async def run_daily_session(
                     total_cash=total_cash,
                     candidate=candidate_map.get(stock_code),
                     settings=settings,
-                    broker_held_qty=daily_broker_held_qty,
+                    open_position=daily_sell_position,
                 )
                 if quantity <= 0:
                     logger.info(
@@ -2002,38 +1878,8 @@ 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).
-                    # 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,
-                        )
-
+                    # Get active stocks from scanner (dynamic, no static fallback)
+                    stock_codes = active_stocks.get(market.code, [])
                     if not stock_codes:
                         logger.debug("No active stocks for market %s", market.code)
                         continue

tests/test_main.py

@@ -15,8 +15,6 @@ 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,
@@ -71,104 +69,49 @@ 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."""
+    """Test _determine_order_quantity() helper function."""
 
-    def test_sell_returns_broker_held_qty(self) -> None:
+    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,
-            broker_held_qty=7,
+            open_position=open_pos,
         )
         assert result == 7
 
-    def test_sell_returns_zero_when_broker_qty_zero(self) -> None:
+    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,
-            broker_held_qty=0,
+            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,
@@ -179,6 +122,7 @@ class TestDetermineOrderQuantity:
         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,
@@ -189,13 +133,16 @@ class TestDetermineOrderQuantity:
         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
-        # 1,000,000 * 10% = 100,000 budget // 50,000 price = 2 shares
+
+        # 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,
@@ -1378,14 +1325,13 @@ 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"})
@@ -1469,14 +1415,13 @@ 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"})
@@ -1537,8 +1482,8 @@ async def test_hold_overridden_to_sell_when_stop_loss_triggered() -> None:
 
 
 @pytest.mark.asyncio
-async def test_hold_overridden_to_sell_when_take_profit_triggered() -> None:
-    """HOLD decision should be overridden to SELL when take-profit threshold is reached."""
+async def test_sell_order_uses_actual_held_quantity() -> None:
+    """SELL order should use the actual quantity held, not hardcoded 1."""
     db_conn = init_db(":memory:")
     decision_logger = DecisionLogger(db_conn)
 
@@ -1552,13 +1497,14 @@ async def test_hold_overridden_to_sell_when_take_profit_triggered() -> 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=1,
+        quantity=5,
         price=100.0,
         market="KR",
         exchange_code="KRX",
@@ -1566,110 +1512,7 @@ async def test_hold_overridden_to_sell_when_take_profit_triggered() -> None:
     )
 
     broker = MagicMock()
-    # 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={
-            "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"})
-
-    scenario = StockScenario(
-        condition=StockCondition(rsi_below=30),
-        action=ScenarioAction.BUY,
-        confidence=88,
-        stop_loss_pct=-2.0,
-        take_profit_pct=3.0,
-        rationale="take profit 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()
-    assert broker.send_order.call_args.kwargs["order_type"] == "SELL"
-
-
-@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_current_price = AsyncMock(return_value=(95.0, -5.0, 0.0))
     broker.get_balance = AsyncMock(
         return_value={
             "output2": [
@@ -1683,113 +1526,6 @@ async def test_hold_not_overridden_when_between_stop_loss_and_take_profit() -> N
     )
     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
-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,
@@ -1844,8 +1580,7 @@ async def test_sell_order_uses_broker_balance_qty_not_db() -> None:
     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
+    assert call_kwargs["quantity"] == 5  # actual held quantity, not 1
 
 
 @pytest.mark.asyncio
@@ -2114,284 +1849,3 @@ 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()
-
-
-# ---------------------------------------------------------------------------
-# market_outlook BUY confidence threshold tests (#173)
-# ---------------------------------------------------------------------------
-
-
-class TestMarketOutlookConfidenceThreshold:
-    """Tests for market_outlook-based BUY confidence suppression in trading_cycle."""
-
-    @pytest.fixture
-    def mock_broker(self) -> MagicMock:
-        broker = MagicMock()
-        broker.get_current_price = AsyncMock(return_value=(50000.0, 1.0, 0.0))
-        broker.get_balance = AsyncMock(
-            return_value={
-                "output2": [
-                    {
-                        "tot_evlu_amt": "10000000",
-                        "dnca_tot_amt": "5000000",
-                        "pchs_amt_smtl_amt": "9500000",
-                    }
-                ]
-            }
-        )
-        broker.send_order = AsyncMock(return_value={"msg1": "OK"})
-        return broker
-
-    @pytest.fixture
-    def mock_market(self) -> MagicMock:
-        market = MagicMock()
-        market.name = "Korea"
-        market.code = "KR"
-        market.exchange_code = "KRX"
-        market.is_domestic = True
-        return market
-
-    @pytest.fixture
-    def mock_telegram(self) -> MagicMock:
-        telegram = MagicMock()
-        telegram.notify_trade_execution = AsyncMock()
-        telegram.notify_scenario_matched = AsyncMock()
-        telegram.notify_fat_finger = AsyncMock()
-        return telegram
-
-    def _make_buy_match_with_confidence(
-        self, confidence: int, stock_code: str = "005930"
-    ) -> ScenarioMatch:
-        from src.strategy.models import StockScenario
-        scenario = StockScenario(
-            condition=StockCondition(rsi_below=30),
-            action=ScenarioAction.BUY,
-            confidence=confidence,
-            allocation_pct=10.0,
-        )
-        return ScenarioMatch(
-            stock_code=stock_code,
-            matched_scenario=scenario,
-            action=ScenarioAction.BUY,
-            confidence=confidence,
-            rationale="Test buy",
-        )
-
-    def _make_playbook_with_outlook(
-        self, outlook_str: str, market: str = "KR"
-    ) -> DayPlaybook:
-        from src.strategy.models import MarketOutlook
-        outlook_map = {
-            "bearish": MarketOutlook.BEARISH,
-            "bullish": MarketOutlook.BULLISH,
-            "neutral": MarketOutlook.NEUTRAL,
-            "neutral_to_bullish": MarketOutlook.NEUTRAL_TO_BULLISH,
-            "neutral_to_bearish": MarketOutlook.NEUTRAL_TO_BEARISH,
-        }
-        return DayPlaybook(
-            date=date(2026, 2, 20),
-            market=market,
-            market_outlook=outlook_map[outlook_str],
-        )
-
-    @pytest.mark.asyncio
-    async def test_bearish_outlook_raises_buy_confidence_threshold(
-        self,
-        mock_broker: MagicMock,
-        mock_market: MagicMock,
-        mock_telegram: MagicMock,
-    ) -> None:
-        """BUY with confidence 85 should be suppressed to HOLD in bearish market."""
-        engine = MagicMock(spec=ScenarioEngine)
-        engine.evaluate = MagicMock(return_value=self._make_buy_match_with_confidence(85))
-        playbook = self._make_playbook_with_outlook("bearish")
-
-        decision_logger = MagicMock()
-        decision_logger.log_decision = MagicMock(return_value="decision-id")
-
-        with patch("src.main.log_trade"):
-            await trading_cycle(
-                broker=mock_broker,
-                overseas_broker=MagicMock(),
-                scenario_engine=engine,
-                playbook=playbook,
-                risk=MagicMock(),
-                db_conn=MagicMock(),
-                decision_logger=decision_logger,
-                context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
-                criticality_assessor=MagicMock(
-                    assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
-                    get_timeout=MagicMock(return_value=5.0),
-                ),
-                telegram=mock_telegram,
-                market=mock_market,
-                stock_code="005930",
-                scan_candidates={},
-            )
-
-        # HOLD should be logged (not BUY) — check decision_logger was called with HOLD
-        call_args = decision_logger.log_decision.call_args
-        assert call_args is not None
-        assert call_args.kwargs["action"] == "HOLD"
-
-    @pytest.mark.asyncio
-    async def test_bearish_outlook_allows_high_confidence_buy(
-        self,
-        mock_broker: MagicMock,
-        mock_market: MagicMock,
-        mock_telegram: MagicMock,
-    ) -> None:
-        """BUY with confidence 92 should proceed in bearish market (threshold=90)."""
-        engine = MagicMock(spec=ScenarioEngine)
-        engine.evaluate = MagicMock(return_value=self._make_buy_match_with_confidence(92))
-        playbook = self._make_playbook_with_outlook("bearish")
-        risk = MagicMock()
-        risk.validate_order = MagicMock()
-
-        decision_logger = MagicMock()
-        decision_logger.log_decision = MagicMock(return_value="decision-id")
-
-        with patch("src.main.log_trade"):
-            await trading_cycle(
-                broker=mock_broker,
-                overseas_broker=MagicMock(),
-                scenario_engine=engine,
-                playbook=playbook,
-                risk=risk,
-                db_conn=MagicMock(),
-                decision_logger=decision_logger,
-                context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
-                criticality_assessor=MagicMock(
-                    assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
-                    get_timeout=MagicMock(return_value=5.0),
-                ),
-                telegram=mock_telegram,
-                market=mock_market,
-                stock_code="005930",
-                scan_candidates={},
-            )
-
-        call_args = decision_logger.log_decision.call_args
-        assert call_args is not None
-        assert call_args.kwargs["action"] == "BUY"
-
-    @pytest.mark.asyncio
-    async def test_bullish_outlook_lowers_buy_confidence_threshold(
-        self,
-        mock_broker: MagicMock,
-        mock_market: MagicMock,
-        mock_telegram: MagicMock,
-    ) -> None:
-        """BUY with confidence 77 should proceed in bullish market (threshold=75)."""
-        engine = MagicMock(spec=ScenarioEngine)
-        engine.evaluate = MagicMock(return_value=self._make_buy_match_with_confidence(77))
-        playbook = self._make_playbook_with_outlook("bullish")
-        risk = MagicMock()
-        risk.validate_order = MagicMock()
-
-        decision_logger = MagicMock()
-        decision_logger.log_decision = MagicMock(return_value="decision-id")
-
-        with patch("src.main.log_trade"):
-            await trading_cycle(
-                broker=mock_broker,
-                overseas_broker=MagicMock(),
-                scenario_engine=engine,
-                playbook=playbook,
-                risk=risk,
-                db_conn=MagicMock(),
-                decision_logger=decision_logger,
-                context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
-                criticality_assessor=MagicMock(
-                    assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
-                    get_timeout=MagicMock(return_value=5.0),
-                ),
-                telegram=mock_telegram,
-                market=mock_market,
-                stock_code="005930",
-                scan_candidates={},
-            )
-
-        call_args = decision_logger.log_decision.call_args
-        assert call_args is not None
-        assert call_args.kwargs["action"] == "BUY"
-
-    @pytest.mark.asyncio
-    async def test_bullish_outlook_suppresses_very_low_confidence_buy(
-        self,
-        mock_broker: MagicMock,
-        mock_market: MagicMock,
-        mock_telegram: MagicMock,
-    ) -> None:
-        """BUY with confidence 70 should be suppressed even in bullish market (threshold=75)."""
-        engine = MagicMock(spec=ScenarioEngine)
-        engine.evaluate = MagicMock(return_value=self._make_buy_match_with_confidence(70))
-        playbook = self._make_playbook_with_outlook("bullish")
-
-        decision_logger = MagicMock()
-        decision_logger.log_decision = MagicMock(return_value="decision-id")
-
-        with patch("src.main.log_trade"):
-            await trading_cycle(
-                broker=mock_broker,
-                overseas_broker=MagicMock(),
-                scenario_engine=engine,
-                playbook=playbook,
-                risk=MagicMock(),
-                db_conn=MagicMock(),
-                decision_logger=decision_logger,
-                context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
-                criticality_assessor=MagicMock(
-                    assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
-                    get_timeout=MagicMock(return_value=5.0),
-                ),
-                telegram=mock_telegram,
-                market=mock_market,
-                stock_code="005930",
-                scan_candidates={},
-            )
-
-        call_args = decision_logger.log_decision.call_args
-        assert call_args is not None
-        assert call_args.kwargs["action"] == "HOLD"
-
-    @pytest.mark.asyncio
-    async def test_neutral_outlook_uses_default_threshold(
-        self,
-        mock_broker: MagicMock,
-        mock_market: MagicMock,
-        mock_telegram: MagicMock,
-    ) -> None:
-        """BUY with confidence 82 should proceed in neutral market (default=80)."""
-        engine = MagicMock(spec=ScenarioEngine)
-        engine.evaluate = MagicMock(return_value=self._make_buy_match_with_confidence(82))
-        playbook = self._make_playbook_with_outlook("neutral")
-        risk = MagicMock()
-        risk.validate_order = MagicMock()
-
-        decision_logger = MagicMock()
-        decision_logger.log_decision = MagicMock(return_value="decision-id")
-
-        with patch("src.main.log_trade"):
-            await trading_cycle(
-                broker=mock_broker,
-                overseas_broker=MagicMock(),
-                scenario_engine=engine,
-                playbook=playbook,
-                risk=risk,
-                db_conn=MagicMock(),
-                decision_logger=decision_logger,
-                context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
-                criticality_assessor=MagicMock(
-                    assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
-                    get_timeout=MagicMock(return_value=5.0),
-                ),
-                telegram=mock_telegram,
-                market=mock_market,
-                stock_code="005930",
-                scan_candidates={},
-            )
-
-        call_args = decision_logger.log_decision.call_args
-        assert call_args is not None
-        assert call_args.kwargs["action"] == "BUY"