feat: include current holdings in realtime trading loop for exit evaluation (#165 )

스캐너 후보 종목뿐 아니라 현재 보유 종목도 매 사이클마다 평가해 stop-loss / take-profit이 실제로 동작하도록 개선. - db.py: get_open_positions_by_market() 추가 - net BUY - SELL 집계 쿼리로 실제 보유 종목 코드 목록 반환 - 단순 "최신 레코드 = BUY" 방식보다 안전 (이중 매도 방지) - main.py: 실시간 루프에서 스캐너 후보 + 보유 종목을 union으로 구성 - dict.fromkeys로 순서 유지하며 중복 제거 - 스캐너에 없는 보유 종목은 로그로 명시 - 보유 종목은 Playbook 없으면 HOLD → stop-loss/take-profit 체크 - tests/test_db.py: get_open_positions_by_market 테스트 5개 추가 - net 양수 종목 포함, 전량 매도 제외, 부분 매도 포함 - 마켓 범위 격리, 거래 없을 때 빈 리스트 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-20 03:08:49 +09:00
17 changed files with 155 additions and 2216 deletions
--- a/docs/commands.md
+++ b/docs/commands.md
@@ -192,27 +192,6 @@ When `TELEGRAM_COMMANDS_ENABLED=true` (default), the bot accepts these interacti

 Commands are only processed from the authorized `TELEGRAM_CHAT_ID`.

-## KIS API TR_ID 참조 문서
-
-**TR_ID를 추가하거나 수정할 때 반드시 공식 문서를 먼저 확인할 것.**
-
-공식 문서: `docs/한국투자증권_오픈API_전체문서_20260221_030000.xlsx`
-
-> ⚠️ 커뮤니티 블로그, GitHub 예제 등 비공식 자료의 TR_ID는 오래되거나 틀릴 수 있음.
-> 실제로 `VTTT1006U`(미국 매도 — 잘못됨)가 오랫동안 코드에 남아있던 사례가 있음 (Issue #189).
-
-### 주요 TR_ID 목록
-
-| 구분 | 모의투자 TR_ID | 실전투자 TR_ID | 시트명 |
-|------|---------------|---------------|--------|
-| 해외주식 매수 (미국) | `VTTT1002U` | `TTTT1002U` | 해외주식 주문 |
-| 해외주식 매도 (미국) | `VTTT1001U` | `TTTT1006U` | 해외주식 주문 |
-
-새로운 TR_ID가 필요할 때:
-1. 위 xlsx 파일에서 해당 거래 유형의 시트를 찾는다.
-2. 모의투자(`VTTT`) / 실전투자(`TTTT`) 컬럼을 구분하여 정확한 값을 사용한다.
-3. 코드에 출처 주석을 남긴다: `# Source: 한국투자증권_오픈API_전체문서 — '<시트명>' 시트`
-
 ## Environment Setup

 ```bash
--- a/docs/requirements-log.md
+++ b/docs/requirements-log.md
@@ -7,32 +7,6 @@

 ---

-## 2026-02-21
-
-### 거래 상태 확인 중 발견된 버그 (#187)
-
- 거래 상태 점검 요청 → SELL 주문(손절/익절)이 Fat Finger에 막혀 전혀 실행 안 됨 발견
- **#187 (Critical)**: SELL 주문에서 Fat Finger 오탐 — `order_amount/total_cash > 30%`가 SELL에도 적용되어 대형 포지션 매도 불가
-  - JELD stop-loss -6.20% → 차단, RXT take-profit +46.13% → 차단
-  - 수정: SELL은 `check_circuit_breaker`만 호출, `validate_order`(Fat Finger 포함) 미호출
-
---
-
-## 2026-02-20
-
-### 지속적 모니터링 및 개선점 도출 (이슈 #178~#182)
-
- Dashboard 포함해서 실행하며 간헐적 문제 모니터링 및 개선점 자동 도출 요청
- 모니터링 결과 발견된 이슈 목록:
-  - **#178**: uvicorn 미설치 → dashboard 미작동 + 오해의 소지 있는 시작 로그 → uvicorn 설치 완료
-  - **#179 (Critical)**: 잔액 부족 주문 실패 후 매 사이클마다 무한 재시도 (MLECW 20분 이상 반복)
-  - **#180**: 다중 인스턴스 실행 시 Telegram 409 충돌
-  - **#181**: implied_rsi 공식 포화 문제 (change_rate≥12.5% → RSI=100)
-  - **#182 (Critical)**: 보유 종목이 SmartScanner 변동성 필터에 걸려 SELL 신호 미생성 → SELL 체결 0건, 잔고 소진
- 요구사항: 모니터링 자동화 및 주기적 개선점 리포트 도출
-
---
-
 ## 2026-02-05

 ### API 효율화
--- a/src/analysis/smart_scanner.py
+++ b/src/analysis/smart_scanner.py
@@ -175,7 +175,7 @@ class SmartVolatilityScanner:
                liquidity_score = volume_rank_bonus.get(stock_code, 0.0)
                score = min(100.0, volatility_score + liquidity_score)
                signal = "momentum" if change_rate >= 0 else "oversold"
-                implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 2.0)))
+                implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 4.0)))

                candidates.append(
                    ScanCandidate(
@@ -282,7 +282,7 @@ class SmartVolatilityScanner:
            liquidity_score = volume_rank_bonus.get(stock_code, 0.0)
            score = min(100.0, volatility_score + liquidity_score)
            signal = "momentum" if change_rate >= 0 else "oversold"
-            implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 2.0)))
+            implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 4.0)))
            candidates.append(
                ScanCandidate(
                    stock_code=stock_code,
@@ -338,7 +338,7 @@ class SmartVolatilityScanner:

                score = min(volatility_pct / 10.0, 1.0) * 100.0
                signal = "momentum" if change_rate >= 0 else "oversold"
-                implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 2.0)))
+                implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 4.0)))
                candidates.append(
                    ScanCandidate(
                        stock_code=stock_code,
--- a/src/broker/overseas.py
+++ b/src/broker/overseas.py
@@ -230,9 +230,7 @@ class OverseasBroker:
        session = self._broker._get_session()

        # Virtual trading TR_IDs for overseas orders
-        # Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 주문' 시트
-        # VTTT1002U: 모의투자 미국 매수, VTTT1001U: 모의투자 미국 매도
-        tr_id = "VTTT1002U" if order_type == "BUY" else "VTTT1001U"
+        tr_id = "VTTT1002U" if order_type == "BUY" else "VTTT1006U"

        body = {
            "CANO": self._broker._account_no,
--- a/src/db.py
+++ b/src/db.py
@@ -237,6 +237,28 @@ def get_open_position(
    return {"decision_id": row[1], "price": row[2], "quantity": row[3]}


+def get_open_positions_by_market(
+    conn: sqlite3.Connection, market: str
+) -> list[str]:
+    """Return stock codes with a net positive position in the given market.
+
+    Uses net BUY - SELL quantity aggregation to avoid false positives from
+    the simpler "latest record is BUY" heuristic.  A stock is considered
+    open only when the bot's own recorded trades leave a positive net quantity.
+    """
+    cursor = conn.execute(
+        """
+        SELECT stock_code
+        FROM trades
+        WHERE market = ?
+        GROUP BY stock_code
+        HAVING SUM(CASE WHEN action = 'BUY' THEN quantity ELSE -quantity END) > 0
+        """,
+        (market,),
+    )
+    return [row[0] for row in cursor.fetchall()]
+
+
 def get_recent_symbols(
    conn: sqlite3.Connection, market: str, limit: int = 30
 ) -> list[str]:
--- a/src/main.py
+++ b/src/main.py
@@ -32,6 +32,7 @@ from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected, Risk
 from src.db import (
    get_latest_buy_trade,
    get_open_position,
+    get_open_positions_by_market,
    get_recent_symbols,
    init_db,
    log_trade,
@@ -42,7 +43,7 @@ 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
@@ -81,7 +82,6 @@ def safe_float(value: str | float | None, default: float = 0.0) -> float:
 TRADE_INTERVAL_SECONDS = 60
 SCAN_INTERVAL_SECONDS = 60  # Scan markets every 60 seconds
 MAX_CONNECTION_RETRIES = 3
-_BUY_COOLDOWN_SECONDS = 600  # 10-minute cooldown after insufficient-balance rejection

 # Daily trading mode constants (for Free tier API efficiency)
 DAILY_TRADE_SESSIONS = 4  # Number of trading sessions per day
@@ -107,82 +107,6 @@ 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,
@@ -190,40 +114,16 @@ def _determine_order_quantity(
    total_cash: float,
    candidate: ScanCandidate | None,
    settings: Settings | None,
-    broker_held_qty: int = 0,
-    playbook_allocation_pct: float | None = None,
-    scenario_confidence: int = 80,
 ) -> int:
-    """Determine order quantity using volatility-aware position sizing.
-
-    Priority:
-    1. playbook_allocation_pct (AI-specified) scaled by scenario_confidence
-    2. Fallback: volatility-score-based allocation from scanner candidate
-    """
-    if action == "SELL":
-        return broker_held_qty
+    """Determine order quantity using volatility-aware position sizing."""
+    if action != "BUY":
+        return 1
    if current_price <= 0 or total_cash <= 0:
        return 0

    if settings is None or not settings.POSITION_SIZING_ENABLED:
        return 1

-    # Use AI-specified allocation_pct if available
-    if playbook_allocation_pct is not None:
-        # Confidence scaling: confidence 80 → 1.0x, confidence 95 → 1.19x
-        confidence_scale = scenario_confidence / 80.0
-        effective_pct = min(
-            settings.POSITION_MAX_ALLOCATION_PCT,
-            max(
-                settings.POSITION_MIN_ALLOCATION_PCT,
-                playbook_allocation_pct * confidence_scale,
-            ),
-        )
-        budget = total_cash * (effective_pct / 100.0)
-        quantity = int(budget // current_price)
-        return max(0, quantity)
-
-    # Fallback: volatility-score-based allocation
    target_score = max(1.0, settings.POSITION_VOLATILITY_TARGET_SCORE)
    observed_score = candidate.score if candidate else target_score
    observed_score = max(1.0, min(100.0, observed_score))
@@ -299,7 +199,6 @@ async def trading_cycle(
    stock_code: str,
    scan_candidates: dict[str, dict[str, ScanCandidate]],
    settings: Settings | None = None,
-    buy_cooldown: dict[str, float] | None = None,
 ) -> None:
    """Execute one trading cycle for a single stock."""
    cycle_start_time = asyncio.get_event_loop().time()
@@ -482,53 +381,6 @@ 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})"
-                ),
-            )
-
-    # BUY 결정 전 기존 포지션 체크 (중복 매수 방지)
-    if decision.action == "BUY":
-        existing_position = get_open_position(db_conn, stock_code, market.code)
-        if existing_position:
-            decision = TradeDecision(
-                action="HOLD",
-                confidence=decision.confidence,
-                rationale=(
-                    f"Already holding {stock_code} "
-                    f"(entry={existing_position['price']:.4f}, "
-                    f"qty={existing_position['quantity']})"
-                ),
-            )
-            logger.info(
-                "BUY suppressed for %s (%s): already holding open position",
-                stock_code,
-                market.name,
-            )
-
    if decision.action == "HOLD":
        open_position = get_open_position(db_conn, stock_code, market.code)
        if open_position:
@@ -536,10 +388,8 @@ 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(
@@ -557,22 +407,6 @@ 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,
@@ -633,23 +467,12 @@ 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
-        )
-        matched_scenario = match.matched_scenario
        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,
-            playbook_allocation_pct=matched_scenario.allocation_pct if matched_scenario else None,
-            scenario_confidence=match.confidence,
        )
        if quantity <= 0:
            logger.info(
@@ -663,33 +486,13 @@ async def trading_cycle(
            return
        order_amount = current_price * quantity

-        # 4. Check BUY cooldown (set when a prior BUY failed due to insufficient balance)
-        if decision.action == "BUY" and buy_cooldown is not None:
-            cooldown_key = f"{market.code}:{stock_code}"
-            cooldown_until = buy_cooldown.get(cooldown_key, 0.0)
-            now = asyncio.get_event_loop().time()
-            if now < cooldown_until:
-                remaining = int(cooldown_until - now)
-                logger.info(
-                    "Skip BUY %s (%s): insufficient-balance cooldown active (%ds remaining)",
-                    stock_code,
-                    market.name,
-                    remaining,
-                )
-                return
-
-        # 5a. Risk check BEFORE order
-        # SELL orders do not consume cash (they receive it), so fat-finger check
-        # is skipped for SELLs — only circuit breaker applies.
+        # 4. Risk check BEFORE order
        try:
-            if decision.action == "SELL":
-                risk.check_circuit_breaker(pnl_pct)
-            else:
-                risk.validate_order(
-                    current_pnl_pct=pnl_pct,
-                    order_amount=order_amount,
-                    total_cash=total_cash,
-                )
+            risk.validate_order(
+                current_pnl_pct=pnl_pct,
+                order_amount=order_amount,
+                total_cash=total_cash,
+            )
        except FatFingerRejected as exc:
            try:
                await telegram.notify_fat_finger(
@@ -731,24 +534,12 @@ async def trading_cycle(
            # Check if KIS rejected the order (rt_cd != "0")
            if result.get("rt_cd", "") != "0":
                order_succeeded = False
-                msg1 = result.get("msg1") or ""
                logger.warning(
                    "Overseas order not accepted for %s: rt_cd=%s msg=%s",
                    stock_code,
                    result.get("rt_cd"),
-                    msg1,
+                    result.get("msg1"),
                )
-                # Set BUY cooldown when the rejection is due to insufficient balance
-                if decision.action == "BUY" and buy_cooldown is not None and "주문가능금액" in msg1:
-                    cooldown_key = f"{market.code}:{stock_code}"
-                    buy_cooldown[cooldown_key] = (
-                        asyncio.get_event_loop().time() + _BUY_COOLDOWN_SECONDS
-                    )
-                    logger.info(
-                        "BUY cooldown set for %s: %.0fs (insufficient balance)",
-                        stock_code,
-                        _BUY_COOLDOWN_SECONDS,
-                    )
        logger.info("Order result: %s", result.get("msg1", "OK"))

        # 5.5. Notify trade execution (only on success)
@@ -856,9 +647,6 @@ async def run_daily_session(

    logger.info("Starting daily trading session for %d markets", len(open_markets))

-    # BUY cooldown: prevents retrying stocks rejected for insufficient balance
-    daily_buy_cooldown: dict[str, float] = {}  # "{market_code}:{stock_code}" -> expiry timestamp
-
    # Process each open market
    for market in open_markets:
        # Use market-local date for playbook keying
@@ -1104,20 +892,12 @@ 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(
@@ -1131,33 +911,13 @@ async def run_daily_session(
                    continue
                order_amount = stock_data["current_price"] * quantity

-                # Check BUY cooldown (insufficient balance)
-                if decision.action == "BUY":
-                    daily_cooldown_key = f"{market.code}:{stock_code}"
-                    daily_cooldown_until = daily_buy_cooldown.get(daily_cooldown_key, 0.0)
-                    now = asyncio.get_event_loop().time()
-                    if now < daily_cooldown_until:
-                        remaining = int(daily_cooldown_until - now)
-                        logger.info(
-                            "Skip BUY %s (%s): insufficient-balance cooldown active (%ds remaining)",
-                            stock_code,
-                            market.name,
-                            remaining,
-                        )
-                        continue
-
                # Risk check
-                # SELL orders do not consume cash (they receive it), so fat-finger
-                # check is skipped for SELLs — only circuit breaker applies.
                try:
-                    if decision.action == "SELL":
-                        risk.check_circuit_breaker(pnl_pct)
-                    else:
-                        risk.validate_order(
-                            current_pnl_pct=pnl_pct,
-                            order_amount=order_amount,
-                            total_cash=total_cash,
-                        )
+                    risk.validate_order(
+                        current_pnl_pct=pnl_pct,
+                        order_amount=order_amount,
+                        total_cash=total_cash,
+                    )
                except FatFingerRejected as exc:
                    try:
                        await telegram.notify_fat_finger(
@@ -1207,23 +967,12 @@ async def run_daily_session(
                        )
                        if result.get("rt_cd", "") != "0":
                            order_succeeded = False
-                            daily_msg1 = result.get("msg1") or ""
                            logger.warning(
                                "Overseas order not accepted for %s: rt_cd=%s msg=%s",
                                stock_code,
                                result.get("rt_cd"),
-                                daily_msg1,
+                                result.get("msg1"),
                            )
-                            if decision.action == "BUY" and "주문가능금액" in daily_msg1:
-                                daily_cooldown_key = f"{market.code}:{stock_code}"
-                                daily_buy_cooldown[daily_cooldown_key] = (
-                                    asyncio.get_event_loop().time() + _BUY_COOLDOWN_SECONDS
-                                )
-                                logger.info(
-                                    "BUY cooldown set for %s: %.0fs (insufficient balance)",
-                                    stock_code,
-                                    _BUY_COOLDOWN_SECONDS,
-                                )
                    logger.info("Order result: %s", result.get("msg1", "OK"))

                    # Notify trade execution (only on success)
@@ -1387,18 +1136,10 @@ def _start_dashboard_server(settings: Settings) -> threading.Thread | None:
    if not settings.DASHBOARD_ENABLED:
        return None

-    # Validate dependencies before spawning the thread so startup failures are
-    # reported synchronously (avoids the misleading "started" → "failed" log pair).
-    try:
-        import uvicorn  # noqa: F401
-        from src.dashboard import create_dashboard_app  # noqa: F401
-    except ImportError as exc:
-        logger.warning("Dashboard server unavailable (missing dependency): %s", exc)
-        return None
-
    def _serve() -> None:
        try:
            import uvicorn
+
            from src.dashboard import create_dashboard_app

            app = create_dashboard_app(settings.DB_PATH)
@@ -1409,7 +1150,7 @@ def _start_dashboard_server(settings: Settings) -> threading.Thread | None:
                log_level="info",
            )
        except Exception as exc:
-            logger.warning("Dashboard server stopped unexpectedly: %s", exc)
+            logger.warning("Dashboard server failed to start: %s", exc)

    thread = threading.Thread(
        target=_serve,
@@ -1850,9 +1591,6 @@ async def run(settings: Settings) -> None:
    # Active stocks per market (dynamically discovered by scanner)
    active_stocks: dict[str, list[str]] = {}  # market_code -> [stock_codes]

-    # BUY cooldown: prevents retrying a stock rejected for insufficient balance
-    buy_cooldown: dict[str, float] = {}  # "{market_code}:{stock_code}" -> expiry timestamp
-
    # Initialize latency control system
    criticality_assessor = CriticalityAssessor(
        critical_pnl_threshold=-2.5,  # Near circuit breaker at -3.0%
@@ -2126,38 +1864,22 @@ 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.
+                    # Get active stocks from scanner (dynamic, no static fallback)
+                    # Also include current holdings so stop-loss / take-profit
+                    # can trigger even when a position drops off the scanner.
                    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 = []
-
+                    held_codes = get_open_positions_by_market(db_conn, market.code)
+                    # Union: scanner candidates first, then holdings not already present.
+                    # dict.fromkeys preserves insertion order and removes duplicates.
                    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 held_codes:
+                        new_held = [c for c in held_codes if c not in set(scanner_codes)]
+                        if new_held:
+                            logger.info(
+                                "Holdings added to loop for %s (not in scanner): %s",
+                                market.name,
+                                new_held,
+                            )
                    if not stock_codes:
                        logger.debug("No active stocks for market %s", market.code)
                        continue
@@ -2195,7 +1917,6 @@ async def run(settings: Settings) -> None:
                                    stock_code,
                                    scan_candidates,
                                    settings,
-                                    buy_cooldown,
                                )
                                break  # Success — exit retry loop
                            except CircuitBreakerTripped as exc:
--- a/src/notifications/telegram_client.py
+++ b/src/notifications/telegram_client.py
@@ -604,19 +604,9 @@ class TelegramCommandHandler:
            async with session.post(url, json=payload) as resp:
                if resp.status != 200:
                    error_text = await resp.text()
-                    if resp.status == 409:
-                        # Another bot instance is already polling — stop this poller entirely.
-                        # Retrying would keep conflicting with the other instance.
-                        self._running = False
-                        logger.warning(
-                            "Telegram conflict (409): another instance is already polling. "
-                            "Disabling Telegram commands for this process. "
-                            "Ensure only one instance of The Ouroboros is running at a time.",
-                        )
-                    else:
-                        logger.error(
-                            "getUpdates API error (status=%d): %s", resp.status, error_text
-                        )
+                    logger.error(
+                        "getUpdates API error (status=%d): %s", resp.status, error_text
+                    )
                    return []

                data = await resp.json()
--- a/src/strategy/models.py
+++ b/src/strategy/models.py
@@ -46,18 +46,6 @@ class StockCondition(BaseModel):

    The ScenarioEngine evaluates all non-None fields as AND conditions.
    A condition matches only if ALL specified fields are satisfied.
-
-    Technical indicator fields:
-        rsi_below / rsi_above — RSI threshold
-        volume_ratio_above / volume_ratio_below — volume vs previous day
-        price_above / price_below — absolute price level
-        price_change_pct_above / price_change_pct_below — intraday % change
-
-    Position-aware fields (require market_data enrichment from open position):
-        unrealized_pnl_pct_above — matches if unrealized P&L > threshold (e.g. 3.0 → +3%)
-        unrealized_pnl_pct_below — matches if unrealized P&L < threshold (e.g. -2.0 → -2%)
-        holding_days_above — matches if position held for more than N days
-        holding_days_below — matches if position held for fewer than N days
    """

    rsi_below: float | None = None
@@ -68,10 +56,6 @@ class StockCondition(BaseModel):
    price_below: float | None = None
    price_change_pct_above: float | None = None
    price_change_pct_below: float | None = None
-    unrealized_pnl_pct_above: float | None = None
-    unrealized_pnl_pct_below: float | None = None
-    holding_days_above: int | None = None
-    holding_days_below: int | None = None

    def has_any_condition(self) -> bool:
        """Check if at least one condition field is set."""
@@ -86,10 +70,6 @@ class StockCondition(BaseModel):
                self.price_below,
                self.price_change_pct_above,
                self.price_change_pct_below,
-                self.unrealized_pnl_pct_above,
-                self.unrealized_pnl_pct_below,
-                self.holding_days_above,
-                self.holding_days_below,
            )
        )

--- a/src/strategy/pre_market_planner.py
+++ b/src/strategy/pre_market_planner.py
@@ -75,7 +75,6 @@ class PreMarketPlanner:
        market: str,
        candidates: list[ScanCandidate],
        today: date | None = None,
-        current_holdings: list[dict] | None = None,
    ) -> DayPlaybook:
        """Generate a DayPlaybook for a market using Gemini.

@@ -83,10 +82,6 @@ class PreMarketPlanner:
            market: Market code ("KR" or "US")
            candidates: Stock candidates from SmartVolatilityScanner
            today: Override date (defaults to date.today()). Use market-local date.
-            current_holdings: Currently held positions with entry_price and unrealized_pnl_pct.
-                Each dict: {"stock_code": str, "name": str, "qty": int,
-                            "entry_price": float, "unrealized_pnl_pct": float,
-                            "holding_days": int}

        Returns:
            DayPlaybook with scenarios. Empty/defensive if no candidates or failure.
@@ -111,7 +106,6 @@ class PreMarketPlanner:
                context_data,
                self_market_scorecard,
                cross_market,
-                current_holdings=current_holdings,
            )

            # 3. Call Gemini
@@ -124,8 +118,7 @@ class PreMarketPlanner:

            # 4. Parse response
            playbook = self._parse_response(
-                decision.rationale, today, market, candidates, cross_market,
-                current_holdings=current_holdings,
+                decision.rationale, today, market, candidates, cross_market
            )
            playbook_with_tokens = playbook.model_copy(
                update={"token_count": decision.token_count}
@@ -237,7 +230,6 @@ class PreMarketPlanner:
        context_data: dict[str, Any],
        self_market_scorecard: dict[str, Any] | None,
        cross_market: CrossMarketContext | None,
-        current_holdings: list[dict] | None = None,
    ) -> str:
        """Build a structured prompt for Gemini to generate scenario JSON."""
        max_scenarios = self._settings.MAX_SCENARIOS_PER_STOCK
@@ -249,26 +241,6 @@ class PreMarketPlanner:
            for c in candidates
        )

-        holdings_text = ""
-        if current_holdings:
-            lines = []
-            for h in current_holdings:
-                code = h.get("stock_code", "")
-                name = h.get("name", "")
-                qty = h.get("qty", 0)
-                entry_price = h.get("entry_price", 0.0)
-                pnl_pct = h.get("unrealized_pnl_pct", 0.0)
-                holding_days = h.get("holding_days", 0)
-                lines.append(
-                    f"  - {code} ({name}): {qty}주 @ {entry_price:,.0f}, "
-                    f"미실현손익 {pnl_pct:+.2f}%, 보유 {holding_days}일"
-                )
-            holdings_text = (
-                "\n## Current Holdings (보유 중 — SELL/HOLD 전략 고려 필요)\n"
-                + "\n".join(lines)
-                + "\n"
-            )
-
        cross_market_text = ""
        if cross_market:
            cross_market_text = (
@@ -301,20 +273,10 @@ class PreMarketPlanner:
                    for key, value in list(layer_data.items())[:5]:
                        context_text += f"  - {key}: {value}\n"

-        holdings_instruction = ""
-        if current_holdings:
-            holding_codes = [h.get("stock_code", "") for h in current_holdings]
-            holdings_instruction = (
-                f"- Also include SELL/HOLD scenarios for held stocks: "
-                f"{', '.join(holding_codes)} "
-                f"(even if not in candidates list)\n"
-            )
-
        return (
            f"You are a pre-market trading strategist for the {market} market.\n"
            f"Generate structured trading scenarios for today.\n\n"
            f"## Candidates (from volatility scanner)\n{candidates_text}\n"
-            f"{holdings_text}"
            f"{self_market_text}"
            f"{cross_market_text}"
            f"{context_text}\n"
@@ -332,8 +294,7 @@ class PreMarketPlanner:
            f'      "stock_code": "...",\n'
            f'      "scenarios": [\n'
            f'        {{\n'
-            f'          "condition": {{"rsi_below": 30, "volume_ratio_above": 2.0,'
-            f' "unrealized_pnl_pct_above": 3.0, "holding_days_above": 5}},\n'
+            f'          "condition": {{"rsi_below": 30, "volume_ratio_above": 2.0}},\n'
            f'          "action": "BUY|SELL|HOLD",\n'
            f'          "confidence": 85,\n'
            f'          "allocation_pct": 10.0,\n'
@@ -347,8 +308,7 @@ class PreMarketPlanner:
            f'}}\n\n'
            f"Rules:\n"
            f"- Max {max_scenarios} scenarios per stock\n"
-            f"- Candidates list is the primary source for BUY candidates\n"
-            f"{holdings_instruction}"
+            f"- Only use stocks from the candidates list\n"
            f"- Confidence 0-100 (80+ for actionable trades)\n"
            f"- stop_loss_pct must be <= 0, take_profit_pct must be >= 0\n"
            f"- Return ONLY the JSON, no markdown fences or explanation\n"
@@ -361,19 +321,12 @@ class PreMarketPlanner:
        market: str,
        candidates: list[ScanCandidate],
        cross_market: CrossMarketContext | None,
-        current_holdings: list[dict] | None = None,
    ) -> DayPlaybook:
        """Parse Gemini's JSON response into a validated DayPlaybook."""
        cleaned = self._extract_json(response_text)
        data = json.loads(cleaned)

        valid_codes = {c.stock_code for c in candidates}
-        # Holdings are also valid — AI may generate SELL/HOLD scenarios for them
-        if current_holdings:
-            for h in current_holdings:
-                code = h.get("stock_code", "")
-                if code:
-                    valid_codes.add(code)

        # Parse market outlook
        outlook_str = data.get("market_outlook", "neutral")
@@ -437,10 +390,6 @@ class PreMarketPlanner:
                price_below=cond_data.get("price_below"),
                price_change_pct_above=cond_data.get("price_change_pct_above"),
                price_change_pct_below=cond_data.get("price_change_pct_below"),
-                unrealized_pnl_pct_above=cond_data.get("unrealized_pnl_pct_above"),
-                unrealized_pnl_pct_below=cond_data.get("unrealized_pnl_pct_below"),
-                holding_days_above=cond_data.get("holding_days_above"),
-                holding_days_below=cond_data.get("holding_days_below"),
            )

            if not condition.has_any_condition():
--- a/src/strategy/scenario_engine.py
+++ b/src/strategy/scenario_engine.py
@@ -206,37 +206,6 @@ class ScenarioEngine:
        if condition.price_change_pct_below is not None:
            checks.append(price_change_pct is not None and price_change_pct < condition.price_change_pct_below)

-        # Position-aware conditions
-        unrealized_pnl_pct = self._safe_float(market_data.get("unrealized_pnl_pct"))
-        if condition.unrealized_pnl_pct_above is not None or condition.unrealized_pnl_pct_below is not None:
-            if "unrealized_pnl_pct" not in market_data:
-                self._warn_missing_key("unrealized_pnl_pct")
-        if condition.unrealized_pnl_pct_above is not None:
-            checks.append(
-                unrealized_pnl_pct is not None
-                and unrealized_pnl_pct > condition.unrealized_pnl_pct_above
-            )
-        if condition.unrealized_pnl_pct_below is not None:
-            checks.append(
-                unrealized_pnl_pct is not None
-                and unrealized_pnl_pct < condition.unrealized_pnl_pct_below
-            )
-
-        holding_days = self._safe_float(market_data.get("holding_days"))
-        if condition.holding_days_above is not None or condition.holding_days_below is not None:
-            if "holding_days" not in market_data:
-                self._warn_missing_key("holding_days")
-        if condition.holding_days_above is not None:
-            checks.append(
-                holding_days is not None
-                and holding_days > condition.holding_days_above
-            )
-        if condition.holding_days_below is not None:
-            checks.append(
-                holding_days is not None
-                and holding_days < condition.holding_days_below
-            )
-
        return len(checks) > 0 and all(checks)

    def _evaluate_global_condition(
@@ -297,9 +266,5 @@ class ScenarioEngine:
            details["current_price"] = self._safe_float(market_data.get("current_price"))
        if condition.price_change_pct_above is not None or condition.price_change_pct_below is not None:
            details["price_change_pct"] = self._safe_float(market_data.get("price_change_pct"))
-        if condition.unrealized_pnl_pct_above is not None or condition.unrealized_pnl_pct_below is not None:
-            details["unrealized_pnl_pct"] = self._safe_float(market_data.get("unrealized_pnl_pct"))
-        if condition.holding_days_above is not None or condition.holding_days_below is not None:
-            details["holding_days"] = self._safe_float(market_data.get("holding_days"))

        return details
--- a/tests/test_db.py
+++ b/tests/test_db.py
@@ -1,6 +1,6 @@
 """Tests for database helper functions."""

-from src.db import get_open_position, init_db, log_trade
+from src.db import get_open_position, get_open_positions_by_market, init_db, log_trade


 def test_get_open_position_returns_latest_buy() -> None:
@@ -58,3 +58,87 @@ def test_get_open_position_returns_none_when_latest_is_sell() -> None:
 def test_get_open_position_returns_none_when_no_trades() -> None:
    conn = init_db(":memory:")
    assert get_open_position(conn, "AAPL", "US_NASDAQ") is None
+
+
+# --- get_open_positions_by_market tests ---
+
+
+def test_get_open_positions_by_market_returns_net_positive_stocks() -> None:
+    """Stocks with net BUY quantity > 0 are included."""
+    conn = init_db(":memory:")
+    log_trade(
+        conn=conn, stock_code="005930", action="BUY", confidence=90,
+        rationale="entry", quantity=5, price=70000.0, market="KR",
+        exchange_code="KRX", decision_id="d1",
+    )
+    log_trade(
+        conn=conn, stock_code="000660", action="BUY", confidence=85,
+        rationale="entry", quantity=3, price=100000.0, market="KR",
+        exchange_code="KRX", decision_id="d2",
+    )
+
+    result = get_open_positions_by_market(conn, "KR")
+    assert set(result) == {"005930", "000660"}
+
+
+def test_get_open_positions_by_market_excludes_fully_sold_stocks() -> None:
+    """Stocks where BUY qty == SELL qty are excluded (net qty = 0)."""
+    conn = init_db(":memory:")
+    log_trade(
+        conn=conn, stock_code="005930", action="BUY", confidence=90,
+        rationale="entry", quantity=3, price=70000.0, market="KR",
+        exchange_code="KRX", decision_id="d1",
+    )
+    log_trade(
+        conn=conn, stock_code="005930", action="SELL", confidence=95,
+        rationale="exit", quantity=3, price=71000.0, market="KR",
+        exchange_code="KRX", decision_id="d2",
+    )
+
+    result = get_open_positions_by_market(conn, "KR")
+    assert "005930" not in result
+
+
+def test_get_open_positions_by_market_includes_partially_sold_stocks() -> None:
+    """Stocks with partial SELL (net qty > 0) are still included."""
+    conn = init_db(":memory:")
+    log_trade(
+        conn=conn, stock_code="005930", action="BUY", confidence=90,
+        rationale="entry", quantity=5, price=70000.0, market="KR",
+        exchange_code="KRX", decision_id="d1",
+    )
+    log_trade(
+        conn=conn, stock_code="005930", action="SELL", confidence=95,
+        rationale="partial exit", quantity=2, price=71000.0, market="KR",
+        exchange_code="KRX", decision_id="d2",
+    )
+
+    result = get_open_positions_by_market(conn, "KR")
+    assert "005930" in result
+
+
+def test_get_open_positions_by_market_is_market_scoped() -> None:
+    """Only stocks from the specified market are returned."""
+    conn = init_db(":memory:")
+    log_trade(
+        conn=conn, stock_code="005930", action="BUY", confidence=90,
+        rationale="entry", quantity=3, price=70000.0, market="KR",
+        exchange_code="KRX", decision_id="d1",
+    )
+    log_trade(
+        conn=conn, stock_code="AAPL", action="BUY", confidence=85,
+        rationale="entry", quantity=2, price=200.0, market="NASD",
+        exchange_code="NAS", decision_id="d2",
+    )
+
+    kr_result = get_open_positions_by_market(conn, "KR")
+    nasd_result = get_open_positions_by_market(conn, "NASD")
+
+    assert kr_result == ["005930"]
+    assert nasd_result == ["AAPL"]
+
+
+def test_get_open_positions_by_market_returns_empty_when_no_trades() -> None:
+    """Empty list returned when no trades exist for the market."""
+    conn = init_db(":memory:")
+    assert get_open_positions_by_market(conn, "KR") == []
--- a/tests/test_main.py
+++ b/tests/test_main.py
--- a/tests/test_overseas_broker.py
+++ b/tests/test_overseas_broker.py
@@ -414,7 +414,7 @@ class TestSendOverseasOrder:

    @pytest.mark.asyncio
    async def test_sell_limit_order(self, overseas_broker: OverseasBroker) -> None:
-        """Limit sell order should use VTTT1001U and ORD_DVSN=00."""
+        """Limit sell order should use VTTT1006U and ORD_DVSN=00."""
        mock_resp = AsyncMock()
        mock_resp.status = 200
        mock_resp.json = AsyncMock(return_value={"rt_cd": "0"})
@@ -428,7 +428,7 @@ class TestSendOverseasOrder:
        result = await overseas_broker.send_overseas_order("NYSE", "MSFT", "SELL", 5, price=350.0)
        assert result["rt_cd"] == "0"

-        overseas_broker._broker._auth_headers.assert_called_with("VTTT1001U")
+        overseas_broker._broker._auth_headers.assert_called_with("VTTT1006U")

        call_args = mock_session.post.call_args
        body = call_args[1]["json"]
--- a/tests/test_pre_market_planner.py
+++ b/tests/test_pre_market_planner.py
@@ -830,171 +830,3 @@ class TestSmartFallbackPlaybook:
        ]
        assert len(buy_scenarios) == 1
        assert buy_scenarios[0].condition.volume_ratio_above == 2.0  # VOL_MULTIPLIER default
-
-
-# ---------------------------------------------------------------------------
-# Holdings in prompt (#170)
-# ---------------------------------------------------------------------------
-
-
-class TestHoldingsInPrompt:
-    """Tests for current_holdings parameter in generate_playbook / _build_prompt."""
-
-    def _make_holdings(self) -> list[dict]:
-        return [
-            {
-                "stock_code": "005930",
-                "name": "Samsung",
-                "qty": 10,
-                "entry_price": 71000.0,
-                "unrealized_pnl_pct": 2.3,
-                "holding_days": 3,
-            }
-        ]
-
-    def test_build_prompt_includes_holdings_section(self) -> None:
-        """Prompt should contain a Current Holdings section when holdings are given."""
-        planner = _make_planner()
-        candidates = [_candidate()]
-        holdings = self._make_holdings()
-
-        prompt = planner._build_prompt(
-            "KR",
-            candidates,
-            context_data={},
-            self_market_scorecard=None,
-            cross_market=None,
-            current_holdings=holdings,
-        )
-
-        assert "## Current Holdings" in prompt
-        assert "005930" in prompt
-        assert "+2.30%" in prompt
-        assert "보유 3일" in prompt
-
-    def test_build_prompt_no_holdings_omits_section(self) -> None:
-        """Prompt should NOT contain a Current Holdings section when holdings=None."""
-        planner = _make_planner()
-        candidates = [_candidate()]
-
-        prompt = planner._build_prompt(
-            "KR",
-            candidates,
-            context_data={},
-            self_market_scorecard=None,
-            cross_market=None,
-            current_holdings=None,
-        )
-
-        assert "## Current Holdings" not in prompt
-
-    def test_build_prompt_empty_holdings_omits_section(self) -> None:
-        """Empty list should also omit the holdings section."""
-        planner = _make_planner()
-        candidates = [_candidate()]
-
-        prompt = planner._build_prompt(
-            "KR",
-            candidates,
-            context_data={},
-            self_market_scorecard=None,
-            cross_market=None,
-            current_holdings=[],
-        )
-
-        assert "## Current Holdings" not in prompt
-
-    def test_build_prompt_holdings_instruction_included(self) -> None:
-        """Prompt should include instruction to generate scenarios for held stocks."""
-        planner = _make_planner()
-        candidates = [_candidate()]
-        holdings = self._make_holdings()
-
-        prompt = planner._build_prompt(
-            "KR",
-            candidates,
-            context_data={},
-            self_market_scorecard=None,
-            cross_market=None,
-            current_holdings=holdings,
-        )
-
-        assert "005930" in prompt
-        assert "SELL/HOLD" in prompt
-
-    @pytest.mark.asyncio
-    async def test_generate_playbook_passes_holdings_to_prompt(self) -> None:
-        """generate_playbook should pass current_holdings through to the prompt."""
-        planner = _make_planner()
-        candidates = [_candidate()]
-        holdings = self._make_holdings()
-
-        # Capture the actual prompt sent to Gemini
-        captured_prompts: list[str] = []
-        original_decide = planner._gemini.decide
-
-        async def capture_and_call(data: dict) -> TradeDecision:
-            captured_prompts.append(data.get("prompt_override", ""))
-            return await original_decide(data)
-
-        planner._gemini.decide = capture_and_call  # type: ignore[method-assign]
-
-        await planner.generate_playbook(
-            "KR", candidates, today=date(2026, 2, 8), current_holdings=holdings
-        )
-
-        assert len(captured_prompts) == 1
-        assert "## Current Holdings" in captured_prompts[0]
-        assert "005930" in captured_prompts[0]
-
-    @pytest.mark.asyncio
-    async def test_holdings_stock_allowed_in_parse_response(self) -> None:
-        """Holdings stocks not in candidates list should be accepted in the response."""
-        holding_code = "000660"  # Not in candidates
-        stocks = [
-            {
-                "stock_code": "005930",  # candidate
-                "scenarios": [
-                    {
-                        "condition": {"rsi_below": 30},
-                        "action": "BUY",
-                        "confidence": 85,
-                        "rationale": "oversold",
-                    }
-                ],
-            },
-            {
-                "stock_code": holding_code,  # holding only
-                "scenarios": [
-                    {
-                        "condition": {"price_change_pct_below": -2.0},
-                        "action": "SELL",
-                        "confidence": 90,
-                        "rationale": "stop-loss",
-                    }
-                ],
-            },
-        ]
-        planner = _make_planner(gemini_response=_gemini_response_json(stocks=stocks))
-        candidates = [_candidate()]  # only 005930
-        holdings = [
-            {
-                "stock_code": holding_code,
-                "name": "SK Hynix",
-                "qty": 5,
-                "entry_price": 180000.0,
-                "unrealized_pnl_pct": -1.5,
-                "holding_days": 7,
-            }
-        ]
-
-        pb = await planner.generate_playbook(
-            "KR",
-            candidates,
-            today=date(2026, 2, 8),
-            current_holdings=holdings,
-        )
-
-        codes = [sp.stock_code for sp in pb.stock_playbooks]
-        assert "005930" in codes
-        assert holding_code in codes
--- a/tests/test_scenario_engine.py
+++ b/tests/test_scenario_engine.py
@@ -440,135 +440,3 @@ class TestEvaluate:
        assert result.action == ScenarioAction.BUY
        assert result.match_details["rsi"] == 25.0
        assert isinstance(result.match_details["rsi"], float)
-
-
-# ---------------------------------------------------------------------------
-# Position-aware condition tests (#171)
-# ---------------------------------------------------------------------------
-
-
-class TestPositionAwareConditions:
-    """Tests for unrealized_pnl_pct and holding_days condition fields."""
-
-    def test_evaluate_condition_unrealized_pnl_above_matches(
-        self, engine: ScenarioEngine
-    ) -> None:
-        """unrealized_pnl_pct_above should match when P&L exceeds threshold."""
-        condition = StockCondition(unrealized_pnl_pct_above=3.0)
-        assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": 5.0}) is True
-
-    def test_evaluate_condition_unrealized_pnl_above_no_match(
-        self, engine: ScenarioEngine
-    ) -> None:
-        """unrealized_pnl_pct_above should NOT match when P&L is below threshold."""
-        condition = StockCondition(unrealized_pnl_pct_above=3.0)
-        assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": 2.0}) is False
-
-    def test_evaluate_condition_unrealized_pnl_below_matches(
-        self, engine: ScenarioEngine
-    ) -> None:
-        """unrealized_pnl_pct_below should match when P&L is under threshold."""
-        condition = StockCondition(unrealized_pnl_pct_below=-2.0)
-        assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": -3.5}) is True
-
-    def test_evaluate_condition_unrealized_pnl_below_no_match(
-        self, engine: ScenarioEngine
-    ) -> None:
-        """unrealized_pnl_pct_below should NOT match when P&L is above threshold."""
-        condition = StockCondition(unrealized_pnl_pct_below=-2.0)
-        assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": -1.0}) is False
-
-    def test_evaluate_condition_holding_days_above_matches(
-        self, engine: ScenarioEngine
-    ) -> None:
-        """holding_days_above should match when position held longer than threshold."""
-        condition = StockCondition(holding_days_above=5)
-        assert engine.evaluate_condition(condition, {"holding_days": 7}) is True
-
-    def test_evaluate_condition_holding_days_above_no_match(
-        self, engine: ScenarioEngine
-    ) -> None:
-        """holding_days_above should NOT match when position held shorter."""
-        condition = StockCondition(holding_days_above=5)
-        assert engine.evaluate_condition(condition, {"holding_days": 3}) is False
-
-    def test_evaluate_condition_holding_days_below_matches(
-        self, engine: ScenarioEngine
-    ) -> None:
-        """holding_days_below should match when position held fewer days."""
-        condition = StockCondition(holding_days_below=3)
-        assert engine.evaluate_condition(condition, {"holding_days": 1}) is True
-
-    def test_evaluate_condition_holding_days_below_no_match(
-        self, engine: ScenarioEngine
-    ) -> None:
-        """holding_days_below should NOT match when held more days."""
-        condition = StockCondition(holding_days_below=3)
-        assert engine.evaluate_condition(condition, {"holding_days": 5}) is False
-
-    def test_combined_pnl_and_holding_days(self, engine: ScenarioEngine) -> None:
-        """Combined position-aware conditions should AND-evaluate correctly."""
-        condition = StockCondition(
-            unrealized_pnl_pct_above=3.0,
-            holding_days_above=5,
-        )
-        # Both met → match
-        assert engine.evaluate_condition(
-            condition,
-            {"unrealized_pnl_pct": 4.5, "holding_days": 7},
-        ) is True
-        # Only pnl met → no match
-        assert engine.evaluate_condition(
-            condition,
-            {"unrealized_pnl_pct": 4.5, "holding_days": 3},
-        ) is False
-
-    def test_missing_unrealized_pnl_does_not_match(
-        self, engine: ScenarioEngine
-    ) -> None:
-        """Missing unrealized_pnl_pct key should not match the condition."""
-        condition = StockCondition(unrealized_pnl_pct_above=3.0)
-        assert engine.evaluate_condition(condition, {}) is False
-
-    def test_missing_holding_days_does_not_match(
-        self, engine: ScenarioEngine
-    ) -> None:
-        """Missing holding_days key should not match the condition."""
-        condition = StockCondition(holding_days_above=5)
-        assert engine.evaluate_condition(condition, {}) is False
-
-    def test_match_details_includes_position_fields(
-        self, engine: ScenarioEngine
-    ) -> None:
-        """match_details should include position fields when condition specifies them."""
-        pb = _playbook(
-            scenarios=[
-                StockScenario(
-                    condition=StockCondition(unrealized_pnl_pct_above=3.0),
-                    action=ScenarioAction.SELL,
-                    confidence=90,
-                    rationale="Take profit",
-                )
-            ]
-        )
-        result = engine.evaluate(
-            pb,
-            "005930",
-            {"unrealized_pnl_pct": 5.0},
-            {},
-        )
-        assert result.action == ScenarioAction.SELL
-        assert "unrealized_pnl_pct" in result.match_details
-        assert result.match_details["unrealized_pnl_pct"] == 5.0
-
-    def test_position_conditions_parse_from_planner(self) -> None:
-        """StockCondition should accept and store new fields from JSON parsing."""
-        condition = StockCondition(
-            unrealized_pnl_pct_above=3.0,
-            unrealized_pnl_pct_below=None,
-            holding_days_above=5,
-            holding_days_below=None,
-        )
-        assert condition.unrealized_pnl_pct_above == 3.0
-        assert condition.holding_days_above == 5
-        assert condition.has_any_condition() is True
--- a/tests/test_smart_scanner.py
+++ b/tests/test_smart_scanner.py
@@ -350,42 +350,6 @@ class TestSmartVolatilityScanner:
        assert [c.stock_code for c in candidates] == ["ABCD"]


-class TestImpliedRSIFormula:
-    """Test the implied_rsi formula in SmartVolatilityScanner (issue #181)."""
-
-    def test_neutral_change_gives_neutral_rsi(self) -> None:
-        """0% change → implied_rsi = 50 (neutral)."""
-        # formula: 50 + (change_rate * 2.0)
-        rsi = max(0.0, min(100.0, 50.0 + (0.0 * 2.0)))
-        assert rsi == 50.0
-
-    def test_10pct_change_gives_rsi_70(self) -> None:
-        """10% upward change → implied_rsi = 70 (momentum signal)."""
-        rsi = max(0.0, min(100.0, 50.0 + (10.0 * 2.0)))
-        assert rsi == 70.0
-
-    def test_minus_10pct_gives_rsi_30(self) -> None:
-        """-10% change → implied_rsi = 30 (oversold signal)."""
-        rsi = max(0.0, min(100.0, 50.0 + (-10.0 * 2.0)))
-        assert rsi == 30.0
-
-    def test_saturation_at_25pct(self) -> None:
-        """Saturation occurs at >=25% change (not 12.5% as with old coefficient 4.0)."""
-        rsi_12pct = max(0.0, min(100.0, 50.0 + (12.5 * 2.0)))
-        rsi_25pct = max(0.0, min(100.0, 50.0 + (25.0 * 2.0)))
-        rsi_30pct = max(0.0, min(100.0, 50.0 + (30.0 * 2.0)))
-        # At 12.5% change: RSI = 75 (not 100, unlike old formula)
-        assert rsi_12pct == 75.0
-        # At 25%+ saturation
-        assert rsi_25pct == 100.0
-        assert rsi_30pct == 100.0  # Capped
-
-    def test_negative_saturation(self) -> None:
-        """Saturation at -25% gives RSI = 0."""
-        rsi = max(0.0, min(100.0, 50.0 + (-25.0 * 2.0)))
-        assert rsi == 0.0
-
-
 class TestRSICalculation:
    """Test RSI calculation in VolatilityAnalyzer."""

--- a/tests/test_telegram_commands.py
+++ b/tests/test_telegram_commands.py
@@ -876,54 +876,6 @@ class TestGetUpdates:

            assert updates == []

-    @pytest.mark.asyncio
-    async def test_get_updates_409_stops_polling(self) -> None:
-        """409 Conflict response stops the poller (_running = False) and returns empty list."""
-        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
-        handler = TelegramCommandHandler(client)
-        handler._running = True  # simulate active poller
-
-        mock_resp = AsyncMock()
-        mock_resp.status = 409
-        mock_resp.text = AsyncMock(
-            return_value='{"ok":false,"error_code":409,"description":"Conflict"}'
-        )
-        mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
-        mock_resp.__aexit__ = AsyncMock(return_value=False)
-
-        with patch("aiohttp.ClientSession.post", return_value=mock_resp):
-            updates = await handler._get_updates()
-
-        assert updates == []
-        assert handler._running is False  # poller stopped
-
-    @pytest.mark.asyncio
-    async def test_poll_loop_exits_after_409(self) -> None:
-        """_poll_loop exits naturally after _running is set to False by a 409 response."""
-        import asyncio as _asyncio
-
-        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
-        handler = TelegramCommandHandler(client)
-
-        call_count = 0
-
-        async def mock_get_updates_409() -> list[dict]:
-            nonlocal call_count
-            call_count += 1
-            # Simulate 409 stopping the poller
-            handler._running = False
-            return []
-
-        handler._get_updates = mock_get_updates_409  # type: ignore[method-assign]
-
-        handler._running = True
-        task = _asyncio.create_task(handler._poll_loop())
-        await _asyncio.wait_for(task, timeout=2.0)
-
-        # _get_updates called exactly once, then loop exited
-        assert call_count == 1
-        assert handler._running is False
-

 class TestCommandWithArgs:
    """Test register_command_with_args and argument dispatch."""