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feature/is
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478a659ac2
| Author | SHA1 | Date | |
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| 478a659ac2 | |||
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16b9b6832d | ||
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d6a389e0b7 | ||
| cd36d53a47 | |||
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1242794fc4 | ||
| b45d136894 |
@@ -285,7 +285,10 @@ class KISBroker:
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await self._rate_limiter.acquire()
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await self._rate_limiter.acquire()
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session = self._get_session()
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session = self._get_session()
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headers = await self._auth_headers("VTTC8434R") # 모의투자 잔고조회
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# TR_ID: 실전 TTTC8434R, 모의 VTTC8434R
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# Source: 한국투자증권 오픈API 전체문서 (20260221) — '국내주식 잔고조회' 시트
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tr_id = "TTTC8434R" if self._settings.MODE == "live" else "VTTC8434R"
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headers = await self._auth_headers(tr_id)
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params = {
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params = {
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"CANO": self._account_no,
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"CANO": self._account_no,
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"ACNT_PRDT_CD": self._product_cd,
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"ACNT_PRDT_CD": self._product_cd,
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@@ -330,7 +333,13 @@ class KISBroker:
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await self._rate_limiter.acquire()
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await self._rate_limiter.acquire()
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session = self._get_session()
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session = self._get_session()
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tr_id = "VTTC0802U" if order_type == "BUY" else "VTTC0801U"
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# TR_ID: 실전 BUY=TTTC0012U SELL=TTTC0011U, 모의 BUY=VTTC0012U SELL=VTTC0011U
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# Source: 한국투자증권 오픈API 전체문서 (20260221) — '주식주문(현금)' 시트
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# ※ TTTC0802U/VTTC0802U는 미수매수(증거금40% 계좌 전용) — 현금주문에 사용 금지
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if self._settings.MODE == "live":
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tr_id = "TTTC0012U" if order_type == "BUY" else "TTTC0011U"
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else:
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tr_id = "VTTC0012U" if order_type == "BUY" else "VTTC0011U"
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# KRX requires limit orders to be rounded down to the tick unit.
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# KRX requires limit orders to be rounded down to the tick unit.
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# ORD_DVSN: "00"=지정가, "01"=시장가
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# ORD_DVSN: "00"=지정가, "01"=시장가
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@@ -175,8 +175,12 @@ class OverseasBroker:
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await self._broker._rate_limiter.acquire()
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await self._broker._rate_limiter.acquire()
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session = self._broker._get_session()
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session = self._broker._get_session()
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# Virtual trading TR_ID for overseas balance inquiry
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# TR_ID: 실전 TTTS3012R, 모의 VTTS3012R
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headers = await self._broker._auth_headers("VTTS3012R")
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# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 잔고조회' 시트
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balance_tr_id = (
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"TTTS3012R" if self._broker._settings.MODE == "live" else "VTTS3012R"
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)
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headers = await self._broker._auth_headers(balance_tr_id)
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params = {
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params = {
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"CANO": self._broker._account_no,
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"CANO": self._broker._account_no,
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"ACNT_PRDT_CD": self._broker._product_cd,
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"ACNT_PRDT_CD": self._broker._product_cd,
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@@ -229,10 +233,12 @@ class OverseasBroker:
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await self._broker._rate_limiter.acquire()
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await self._broker._rate_limiter.acquire()
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session = self._broker._get_session()
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session = self._broker._get_session()
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# Virtual trading TR_IDs for overseas orders
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# TR_ID: 실전 BUY=TTTT1002U SELL=TTTT1006U, 모의 BUY=VTTT1002U SELL=VTTT1001U
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# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 주문' 시트
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# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 주문' 시트
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# VTTT1002U: 모의투자 미국 매수, VTTT1001U: 모의투자 미국 매도
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if self._broker._settings.MODE == "live":
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tr_id = "VTTT1002U" if order_type == "BUY" else "VTTT1001U"
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tr_id = "TTTT1002U" if order_type == "BUY" else "TTTT1006U"
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else:
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tr_id = "VTTT1002U" if order_type == "BUY" else "VTTT1001U"
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body = {
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body = {
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"CANO": self._broker._account_no,
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"CANO": self._broker._account_no,
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@@ -13,7 +13,7 @@ class Settings(BaseSettings):
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KIS_APP_KEY: str
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KIS_APP_KEY: str
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KIS_APP_SECRET: str
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KIS_APP_SECRET: str
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KIS_ACCOUNT_NO: str # format: "XXXXXXXX-XX"
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KIS_ACCOUNT_NO: str # format: "XXXXXXXX-XX"
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KIS_BASE_URL: str = "https://openapivts.koreainvestment.com:9443"
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KIS_BASE_URL: str = "https://openapivts.koreainvestment.com:29443"
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# Google Gemini
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# Google Gemini
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GEMINI_API_KEY: str
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GEMINI_API_KEY: str
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60
src/main.py
60
src/main.py
@@ -340,7 +340,13 @@ async def trading_cycle(
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purchase_total = safe_float(balance_info.get("frcr_buy_amt_smtl", "0") or "0")
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purchase_total = safe_float(balance_info.get("frcr_buy_amt_smtl", "0") or "0")
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# Paper mode fallback: VTS overseas balance API often fails for many accounts.
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# Paper mode fallback: VTS overseas balance API often fails for many accounts.
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if total_cash <= 0 and settings and settings.PAPER_OVERSEAS_CASH > 0:
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# Only activate in paper mode — live mode must use real balance from KIS.
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if (
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total_cash <= 0
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and settings
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and settings.MODE == "paper"
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and settings.PAPER_OVERSEAS_CASH > 0
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):
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logger.debug(
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logger.debug(
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"Overseas cash balance is 0 for %s; using paper fallback %.2f USD",
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"Overseas cash balance is 0 for %s; using paper fallback %.2f USD",
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market.exchange_code,
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market.exchange_code,
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@@ -524,6 +530,14 @@ async def trading_cycle(
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# BUY 결정 전 기존 포지션 체크 (중복 매수 방지)
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# BUY 결정 전 기존 포지션 체크 (중복 매수 방지)
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if decision.action == "BUY":
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if decision.action == "BUY":
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existing_position = get_open_position(db_conn, stock_code, market.code)
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existing_position = get_open_position(db_conn, stock_code, market.code)
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if not existing_position and not market.is_domestic:
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# SELL 지정가 접수 후 미체결 시 DB는 종료로 기록되나 브로커는 여전히 보유 중.
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# 이중 매수 방지를 위해 라이브 브로커 잔고를 authoritative source로 사용.
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broker_qty = _extract_held_qty_from_balance(
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balance_data, stock_code, is_domestic=False
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)
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if broker_qty > 0:
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existing_position = {"price": 0.0, "quantity": broker_qty}
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if existing_position:
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if existing_position:
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decision = TradeDecision(
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decision = TradeDecision(
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action="HOLD",
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action="HOLD",
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@@ -1033,11 +1047,12 @@ async def run_daily_session(
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balance_info.get("frcr_buy_amt_smtl", "0") or "0"
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balance_info.get("frcr_buy_amt_smtl", "0") or "0"
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)
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)
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# Paper mode fallback: VTS overseas balance API often fails for many accounts.
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# Paper mode fallback: VTS overseas balance API often fails for many accounts.
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if total_cash <= 0 and settings.PAPER_OVERSEAS_CASH > 0:
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# Only activate in paper mode — live mode must use real balance from KIS.
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total_cash = settings.PAPER_OVERSEAS_CASH
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if (
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total_cash <= 0
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# VTS overseas balance API often returns 0; use paper fallback.
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and settings.MODE == "paper"
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if total_cash <= 0 and settings.PAPER_OVERSEAS_CASH > 0:
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and settings.PAPER_OVERSEAS_CASH > 0
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):
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total_cash = settings.PAPER_OVERSEAS_CASH
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total_cash = settings.PAPER_OVERSEAS_CASH
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# Calculate daily P&L %
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# Calculate daily P&L %
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@@ -1076,6 +1091,33 @@ async def run_daily_session(
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decision.confidence,
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decision.confidence,
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)
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)
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# BUY 중복 방지: 브로커 잔고 기반 (미체결 SELL 리밋 주문 보호)
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if decision.action == "BUY":
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daily_existing = get_open_position(db_conn, stock_code, market.code)
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if not daily_existing and not market.is_domestic:
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# SELL 지정가 접수 후 미체결 시 DB는 종료로 기록되나 브로커는 여전히 보유 중.
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# 이중 매수 방지를 위해 라이브 브로커 잔고를 authoritative source로 사용.
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broker_qty = _extract_held_qty_from_balance(
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balance_data, stock_code, is_domestic=False
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)
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if broker_qty > 0:
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daily_existing = {"price": 0.0, "quantity": broker_qty}
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if daily_existing:
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decision = TradeDecision(
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action="HOLD",
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confidence=decision.confidence,
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rationale=(
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f"Already holding {stock_code} "
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f"(entry={daily_existing['price']:.4f}, "
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f"qty={daily_existing['quantity']})"
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),
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)
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logger.info(
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"BUY suppressed for %s (%s): already holding open position",
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stock_code,
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market.name,
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)
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# Log decision
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# Log decision
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context_snapshot = {
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context_snapshot = {
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"L1": {
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"L1": {
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@@ -1944,6 +1986,10 @@ async def run(settings: Settings) -> None:
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)
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)
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except CircuitBreakerTripped:
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except CircuitBreakerTripped:
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logger.critical("Circuit breaker tripped — shutting down")
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logger.critical("Circuit breaker tripped — shutting down")
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await telegram.notify_circuit_breaker(
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pnl_pct=settings.CIRCUIT_BREAKER_PCT,
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threshold=settings.CIRCUIT_BREAKER_PCT,
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)
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shutdown.set()
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shutdown.set()
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break
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break
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except Exception as exc:
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except Exception as exc:
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@@ -2261,6 +2307,8 @@ async def run(settings: Settings) -> None:
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except TimeoutError:
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except TimeoutError:
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pass # Normal — timeout means it's time for next cycle
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pass # Normal — timeout means it's time for next cycle
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finally:
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finally:
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# Notify shutdown before closing resources
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await telegram.notify_system_shutdown("Normal shutdown")
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# Clean up resources
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# Clean up resources
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await command_handler.stop_polling()
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await command_handler.stop_polling()
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await broker.close()
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await broker.close()
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@@ -572,4 +572,156 @@ class TestSendOrderTickRounding:
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order_call = mock_post.call_args_list[1]
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order_call = mock_post.call_args_list[1]
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body = order_call[1].get("json", {})
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body = order_call[1].get("json", {})
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assert body["ORD_DVSN"] == "01"
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assert body["ORD_DVSN"] == "01"
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assert body["ORD_UNPR"] == "0"
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# ---------------------------------------------------------------------------
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# TR_ID live/paper branching (issues #201, #202, #203)
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# ---------------------------------------------------------------------------
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class TestTRIDBranchingDomestic:
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"""get_balance and send_order must use correct TR_ID for live vs paper mode."""
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def _make_broker(self, settings, mode: str) -> KISBroker:
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from src.config import Settings
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s = Settings(
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KIS_APP_KEY=settings.KIS_APP_KEY,
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KIS_APP_SECRET=settings.KIS_APP_SECRET,
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KIS_ACCOUNT_NO=settings.KIS_ACCOUNT_NO,
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GEMINI_API_KEY=settings.GEMINI_API_KEY,
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DB_PATH=":memory:",
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ENABLED_MARKETS="KR",
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MODE=mode,
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)
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b = KISBroker(s)
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b._access_token = "tok"
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b._token_expires_at = float("inf")
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b._rate_limiter.acquire = AsyncMock()
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return b
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@pytest.mark.asyncio
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async def test_get_balance_paper_uses_vttc8434r(self, settings) -> None:
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broker = self._make_broker(settings, "paper")
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mock_resp = AsyncMock()
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mock_resp.status = 200
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mock_resp.json = AsyncMock(
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return_value={"output1": [], "output2": {}}
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)
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mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
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mock_resp.__aexit__ = AsyncMock(return_value=False)
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|
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|
with patch("aiohttp.ClientSession.get", return_value=mock_resp) as mock_get:
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await broker.get_balance()
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|
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headers = mock_get.call_args[1].get("headers", {})
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|
assert headers["tr_id"] == "VTTC8434R"
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|
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|
@pytest.mark.asyncio
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|
async def test_get_balance_live_uses_tttc8434r(self, settings) -> None:
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|
broker = self._make_broker(settings, "live")
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|
mock_resp = AsyncMock()
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|
mock_resp.status = 200
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|
mock_resp.json = AsyncMock(
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|
return_value={"output1": [], "output2": {}}
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|
)
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mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
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|
mock_resp.__aexit__ = AsyncMock(return_value=False)
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|
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|
with patch("aiohttp.ClientSession.get", return_value=mock_resp) as mock_get:
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|
await broker.get_balance()
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|
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|
headers = mock_get.call_args[1].get("headers", {})
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|
assert headers["tr_id"] == "TTTC8434R"
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|
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|
@pytest.mark.asyncio
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|
async def test_send_order_buy_paper_uses_vttc0012u(self, settings) -> None:
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|
broker = self._make_broker(settings, "paper")
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|
mock_hash = AsyncMock()
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|
mock_hash.status = 200
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mock_hash.json = AsyncMock(return_value={"HASH": "h"})
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|
mock_hash.__aenter__ = AsyncMock(return_value=mock_hash)
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mock_hash.__aexit__ = AsyncMock(return_value=False)
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|
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mock_order = AsyncMock()
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|
mock_order.status = 200
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mock_order.json = AsyncMock(return_value={"rt_cd": "0"})
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mock_order.__aenter__ = AsyncMock(return_value=mock_order)
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mock_order.__aexit__ = AsyncMock(return_value=False)
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|
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|
with patch(
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|
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
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|
) as mock_post:
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|
await broker.send_order("005930", "BUY", 1)
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|
|
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|
order_headers = mock_post.call_args_list[1][1].get("headers", {})
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|
assert order_headers["tr_id"] == "VTTC0012U"
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|
|
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|
@pytest.mark.asyncio
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|
async def test_send_order_buy_live_uses_tttc0012u(self, settings) -> None:
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|
broker = self._make_broker(settings, "live")
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|
mock_hash = AsyncMock()
|
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|
mock_hash.status = 200
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|
mock_hash.json = AsyncMock(return_value={"HASH": "h"})
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|
mock_hash.__aenter__ = AsyncMock(return_value=mock_hash)
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|
mock_hash.__aexit__ = AsyncMock(return_value=False)
|
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|
|
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|
mock_order = AsyncMock()
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|
mock_order.status = 200
|
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|
mock_order.json = AsyncMock(return_value={"rt_cd": "0"})
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|
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
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|
mock_order.__aexit__ = AsyncMock(return_value=False)
|
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|
|
||||||
|
with patch(
|
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|
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||||
|
) as mock_post:
|
||||||
|
await broker.send_order("005930", "BUY", 1)
|
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|
|
||||||
|
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||||
|
assert order_headers["tr_id"] == "TTTC0012U"
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_send_order_sell_paper_uses_vttc0011u(self, settings) -> None:
|
||||||
|
broker = self._make_broker(settings, "paper")
|
||||||
|
mock_hash = AsyncMock()
|
||||||
|
mock_hash.status = 200
|
||||||
|
mock_hash.json = AsyncMock(return_value={"HASH": "h"})
|
||||||
|
mock_hash.__aenter__ = AsyncMock(return_value=mock_hash)
|
||||||
|
mock_hash.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
mock_order = AsyncMock()
|
||||||
|
mock_order.status = 200
|
||||||
|
mock_order.json = AsyncMock(return_value={"rt_cd": "0"})
|
||||||
|
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||||
|
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
with patch(
|
||||||
|
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||||
|
) as mock_post:
|
||||||
|
await broker.send_order("005930", "SELL", 1)
|
||||||
|
|
||||||
|
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||||
|
assert order_headers["tr_id"] == "VTTC0011U"
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_send_order_sell_live_uses_tttc0011u(self, settings) -> None:
|
||||||
|
broker = self._make_broker(settings, "live")
|
||||||
|
mock_hash = AsyncMock()
|
||||||
|
mock_hash.status = 200
|
||||||
|
mock_hash.json = AsyncMock(return_value={"HASH": "h"})
|
||||||
|
mock_hash.__aenter__ = AsyncMock(return_value=mock_hash)
|
||||||
|
mock_hash.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
mock_order = AsyncMock()
|
||||||
|
mock_order.status = 200
|
||||||
|
mock_order.json = AsyncMock(return_value={"rt_cd": "0"})
|
||||||
|
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||||
|
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
with patch(
|
||||||
|
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||||
|
) as mock_post:
|
||||||
|
await broker.send_order("005930", "SELL", 1)
|
||||||
|
|
||||||
|
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||||
|
assert order_headers["tr_id"] == "TTTC0011U"
|
||||||
|
|||||||
@@ -3001,3 +3001,185 @@ async def test_buy_proceeds_when_no_open_position() -> None:
|
|||||||
|
|
||||||
# 포지션이 없으므로 해외 주문이 실행되어야 함
|
# 포지션이 없으므로 해외 주문이 실행되어야 함
|
||||||
overseas_broker.send_overseas_order.assert_called_once()
|
overseas_broker.send_overseas_order.assert_called_once()
|
||||||
|
|
||||||
|
|
||||||
|
class TestOverseasBrokerIntegration:
|
||||||
|
"""Test overseas broker live-balance gating for double-buy prevention.
|
||||||
|
|
||||||
|
Issue #195: KIS VTS SELL limit orders are accepted (rt_cd=0) immediately
|
||||||
|
but may not fill until the market price reaches the limit. During this window,
|
||||||
|
the DB records the position as closed, causing the next cycle to BUY again.
|
||||||
|
These tests verify that live broker balance is used as the authoritative source.
|
||||||
|
"""
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_overseas_buy_suppressed_by_broker_balance_when_db_shows_closed(
|
||||||
|
self,
|
||||||
|
) -> None:
|
||||||
|
"""BUY must be suppressed when broker still holds shares even if DB says closed.
|
||||||
|
|
||||||
|
Scenario: SELL limit order was accepted (DB shows closed), but hasn't
|
||||||
|
filled yet — broker balance still shows 10 AAPL shares.
|
||||||
|
Expected: send_overseas_order is NOT called.
|
||||||
|
"""
|
||||||
|
db_conn = init_db(":memory:")
|
||||||
|
# DB: BUY then SELL recorded → get_open_position returns None (closed)
|
||||||
|
log_trade(
|
||||||
|
conn=db_conn,
|
||||||
|
stock_code="AAPL",
|
||||||
|
action="BUY",
|
||||||
|
confidence=90,
|
||||||
|
rationale="entry",
|
||||||
|
quantity=10,
|
||||||
|
price=180.0,
|
||||||
|
market="US_NASDAQ",
|
||||||
|
exchange_code="NASD",
|
||||||
|
)
|
||||||
|
log_trade(
|
||||||
|
conn=db_conn,
|
||||||
|
stock_code="AAPL",
|
||||||
|
action="SELL",
|
||||||
|
confidence=90,
|
||||||
|
rationale="sell order accepted",
|
||||||
|
quantity=10,
|
||||||
|
price=182.0,
|
||||||
|
market="US_NASDAQ",
|
||||||
|
exchange_code="NASD",
|
||||||
|
)
|
||||||
|
|
||||||
|
overseas_broker = MagicMock()
|
||||||
|
overseas_broker.get_overseas_price = AsyncMock(
|
||||||
|
return_value={"output": {"last": "182.50"}}
|
||||||
|
)
|
||||||
|
# 브로커: 여전히 AAPL 10주 보유 중 (SELL 미체결)
|
||||||
|
overseas_broker.get_overseas_balance = AsyncMock(
|
||||||
|
return_value={
|
||||||
|
"output1": [{"ovrs_pdno": "AAPL", "ovrs_cblc_qty": "10"}],
|
||||||
|
"output2": [
|
||||||
|
{
|
||||||
|
"frcr_dncl_amt_2": "50000.00",
|
||||||
|
"frcr_evlu_tota": "60000.00",
|
||||||
|
"frcr_buy_amt_smtl": "50000.00",
|
||||||
|
}
|
||||||
|
],
|
||||||
|
}
|
||||||
|
)
|
||||||
|
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"})
|
||||||
|
|
||||||
|
engine = MagicMock(spec=ScenarioEngine)
|
||||||
|
engine.evaluate = MagicMock(return_value=_make_buy_match("AAPL"))
|
||||||
|
|
||||||
|
market = MagicMock()
|
||||||
|
market.name = "NASDAQ"
|
||||||
|
market.code = "US_NASDAQ"
|
||||||
|
market.exchange_code = "NASD"
|
||||||
|
market.is_domestic = False
|
||||||
|
|
||||||
|
telegram = MagicMock()
|
||||||
|
telegram.notify_trade_execution = AsyncMock()
|
||||||
|
telegram.notify_fat_finger = AsyncMock()
|
||||||
|
telegram.notify_circuit_breaker = AsyncMock()
|
||||||
|
telegram.notify_scenario_matched = AsyncMock()
|
||||||
|
|
||||||
|
decision_logger = MagicMock()
|
||||||
|
decision_logger.log_decision = MagicMock(return_value="decision-id")
|
||||||
|
|
||||||
|
await trading_cycle(
|
||||||
|
broker=MagicMock(),
|
||||||
|
overseas_broker=overseas_broker,
|
||||||
|
scenario_engine=engine,
|
||||||
|
playbook=_make_playbook(market="US"),
|
||||||
|
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="AAPL",
|
||||||
|
scan_candidates={},
|
||||||
|
)
|
||||||
|
|
||||||
|
# 브로커 잔고에 보유 중이므로 BUY 주문이 억제되어야 함 (이중 매수 방지)
|
||||||
|
overseas_broker.send_overseas_order.assert_not_called()
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_overseas_buy_proceeds_when_broker_shows_no_holding(
|
||||||
|
self,
|
||||||
|
) -> None:
|
||||||
|
"""BUY must proceed when both DB and broker confirm no existing holding.
|
||||||
|
|
||||||
|
Scenario: No prior trades in DB and broker balance shows no AAPL.
|
||||||
|
Expected: send_overseas_order IS called (normal buy flow).
|
||||||
|
"""
|
||||||
|
db_conn = init_db(":memory:")
|
||||||
|
# DB: 레코드 없음 (신규 포지션)
|
||||||
|
|
||||||
|
overseas_broker = MagicMock()
|
||||||
|
overseas_broker.get_overseas_price = AsyncMock(
|
||||||
|
return_value={"output": {"last": "182.50"}}
|
||||||
|
)
|
||||||
|
# 브로커: AAPL 미보유
|
||||||
|
overseas_broker.get_overseas_balance = AsyncMock(
|
||||||
|
return_value={
|
||||||
|
"output1": [],
|
||||||
|
"output2": [
|
||||||
|
{
|
||||||
|
"frcr_dncl_amt_2": "50000.00",
|
||||||
|
"frcr_evlu_tota": "50000.00",
|
||||||
|
"frcr_buy_amt_smtl": "0.00",
|
||||||
|
}
|
||||||
|
],
|
||||||
|
}
|
||||||
|
)
|
||||||
|
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"})
|
||||||
|
|
||||||
|
engine = MagicMock(spec=ScenarioEngine)
|
||||||
|
engine.evaluate = MagicMock(return_value=_make_buy_match("AAPL"))
|
||||||
|
|
||||||
|
market = MagicMock()
|
||||||
|
market.name = "NASDAQ"
|
||||||
|
market.code = "US_NASDAQ"
|
||||||
|
market.exchange_code = "NASD"
|
||||||
|
market.is_domestic = False
|
||||||
|
|
||||||
|
telegram = MagicMock()
|
||||||
|
telegram.notify_trade_execution = AsyncMock()
|
||||||
|
telegram.notify_fat_finger = AsyncMock()
|
||||||
|
telegram.notify_circuit_breaker = AsyncMock()
|
||||||
|
telegram.notify_scenario_matched = AsyncMock()
|
||||||
|
|
||||||
|
decision_logger = MagicMock()
|
||||||
|
decision_logger.log_decision = MagicMock(return_value="decision-id")
|
||||||
|
|
||||||
|
with patch("src.main.log_trade"):
|
||||||
|
await trading_cycle(
|
||||||
|
broker=MagicMock(),
|
||||||
|
overseas_broker=overseas_broker,
|
||||||
|
scenario_engine=engine,
|
||||||
|
playbook=_make_playbook(market="US"),
|
||||||
|
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="AAPL",
|
||||||
|
scan_candidates={},
|
||||||
|
)
|
||||||
|
|
||||||
|
# DB도 브로커도 보유 없음 → BUY 주문이 실행되어야 함 (회귀 테스트)
|
||||||
|
overseas_broker.send_overseas_order.assert_called_once()
|
||||||
|
|||||||
@@ -640,4 +640,176 @@ class TestPaperOverseasCash:
|
|||||||
GEMINI_API_KEY="g",
|
GEMINI_API_KEY="g",
|
||||||
)
|
)
|
||||||
assert settings.PAPER_OVERSEAS_CASH == 0.0
|
assert settings.PAPER_OVERSEAS_CASH == 0.0
|
||||||
del os.environ["PAPER_OVERSEAS_CASH"]
|
|
||||||
|
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
# TR_ID live/paper branching — overseas (issues #201, #203)
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
|
||||||
|
|
||||||
|
def _make_overseas_broker_with_mode(mode: str) -> OverseasBroker:
|
||||||
|
s = Settings(
|
||||||
|
KIS_APP_KEY="k",
|
||||||
|
KIS_APP_SECRET="s",
|
||||||
|
KIS_ACCOUNT_NO="12345678-01",
|
||||||
|
GEMINI_API_KEY="g",
|
||||||
|
DB_PATH=":memory:",
|
||||||
|
MODE=mode,
|
||||||
|
)
|
||||||
|
kis = KISBroker(s)
|
||||||
|
kis._access_token = "tok"
|
||||||
|
kis._token_expires_at = float("inf")
|
||||||
|
kis._rate_limiter.acquire = AsyncMock()
|
||||||
|
return OverseasBroker(kis)
|
||||||
|
|
||||||
|
|
||||||
|
class TestOverseasTRIDBranching:
|
||||||
|
"""get_overseas_balance and send_overseas_order must use correct TR_ID."""
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_get_overseas_balance_paper_uses_vtts3012r(self) -> None:
|
||||||
|
broker = _make_overseas_broker_with_mode("paper")
|
||||||
|
captured: list[str] = []
|
||||||
|
|
||||||
|
async def mock_auth_headers(tr_id: str) -> dict:
|
||||||
|
captured.append(tr_id)
|
||||||
|
return {"tr_id": tr_id, "authorization": "Bearer tok"}
|
||||||
|
|
||||||
|
broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
||||||
|
|
||||||
|
mock_resp = AsyncMock()
|
||||||
|
mock_resp.status = 200
|
||||||
|
mock_resp.json = AsyncMock(return_value={"output1": [], "output2": []})
|
||||||
|
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||||
|
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
mock_session = MagicMock()
|
||||||
|
mock_session.get = MagicMock(return_value=mock_resp)
|
||||||
|
broker._broker._get_session = MagicMock(return_value=mock_session)
|
||||||
|
|
||||||
|
await broker.get_overseas_balance("NASD")
|
||||||
|
assert "VTTS3012R" in captured
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_get_overseas_balance_live_uses_ttts3012r(self) -> None:
|
||||||
|
broker = _make_overseas_broker_with_mode("live")
|
||||||
|
captured: list[str] = []
|
||||||
|
|
||||||
|
async def mock_auth_headers(tr_id: str) -> dict:
|
||||||
|
captured.append(tr_id)
|
||||||
|
return {"tr_id": tr_id, "authorization": "Bearer tok"}
|
||||||
|
|
||||||
|
broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
||||||
|
|
||||||
|
mock_resp = AsyncMock()
|
||||||
|
mock_resp.status = 200
|
||||||
|
mock_resp.json = AsyncMock(return_value={"output1": [], "output2": []})
|
||||||
|
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||||
|
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
mock_session = MagicMock()
|
||||||
|
mock_session.get = MagicMock(return_value=mock_resp)
|
||||||
|
broker._broker._get_session = MagicMock(return_value=mock_session)
|
||||||
|
|
||||||
|
await broker.get_overseas_balance("NASD")
|
||||||
|
assert "TTTS3012R" in captured
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_send_overseas_order_buy_paper_uses_vttt1002u(self) -> None:
|
||||||
|
broker = _make_overseas_broker_with_mode("paper")
|
||||||
|
captured: list[str] = []
|
||||||
|
|
||||||
|
async def mock_auth_headers(tr_id: str) -> dict:
|
||||||
|
captured.append(tr_id)
|
||||||
|
return {"tr_id": tr_id, "authorization": "Bearer tok"}
|
||||||
|
|
||||||
|
broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
||||||
|
broker._broker._get_hash_key = AsyncMock(return_value="h") # type: ignore[method-assign]
|
||||||
|
|
||||||
|
mock_resp = AsyncMock()
|
||||||
|
mock_resp.status = 200
|
||||||
|
mock_resp.json = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
|
||||||
|
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||||
|
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
mock_session = MagicMock()
|
||||||
|
mock_session.post = MagicMock(return_value=mock_resp)
|
||||||
|
broker._broker._get_session = MagicMock(return_value=mock_session)
|
||||||
|
|
||||||
|
await broker.send_overseas_order("NASD", "AAPL", "BUY", 1)
|
||||||
|
assert "VTTT1002U" in captured
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_send_overseas_order_buy_live_uses_tttt1002u(self) -> None:
|
||||||
|
broker = _make_overseas_broker_with_mode("live")
|
||||||
|
captured: list[str] = []
|
||||||
|
|
||||||
|
async def mock_auth_headers(tr_id: str) -> dict:
|
||||||
|
captured.append(tr_id)
|
||||||
|
return {"tr_id": tr_id, "authorization": "Bearer tok"}
|
||||||
|
|
||||||
|
broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
||||||
|
broker._broker._get_hash_key = AsyncMock(return_value="h") # type: ignore[method-assign]
|
||||||
|
|
||||||
|
mock_resp = AsyncMock()
|
||||||
|
mock_resp.status = 200
|
||||||
|
mock_resp.json = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
|
||||||
|
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||||
|
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
mock_session = MagicMock()
|
||||||
|
mock_session.post = MagicMock(return_value=mock_resp)
|
||||||
|
broker._broker._get_session = MagicMock(return_value=mock_session)
|
||||||
|
|
||||||
|
await broker.send_overseas_order("NASD", "AAPL", "BUY", 1)
|
||||||
|
assert "TTTT1002U" in captured
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_send_overseas_order_sell_paper_uses_vttt1001u(self) -> None:
|
||||||
|
broker = _make_overseas_broker_with_mode("paper")
|
||||||
|
captured: list[str] = []
|
||||||
|
|
||||||
|
async def mock_auth_headers(tr_id: str) -> dict:
|
||||||
|
captured.append(tr_id)
|
||||||
|
return {"tr_id": tr_id, "authorization": "Bearer tok"}
|
||||||
|
|
||||||
|
broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
||||||
|
broker._broker._get_hash_key = AsyncMock(return_value="h") # type: ignore[method-assign]
|
||||||
|
|
||||||
|
mock_resp = AsyncMock()
|
||||||
|
mock_resp.status = 200
|
||||||
|
mock_resp.json = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
|
||||||
|
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||||
|
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
mock_session = MagicMock()
|
||||||
|
mock_session.post = MagicMock(return_value=mock_resp)
|
||||||
|
broker._broker._get_session = MagicMock(return_value=mock_session)
|
||||||
|
|
||||||
|
await broker.send_overseas_order("NASD", "AAPL", "SELL", 1)
|
||||||
|
assert "VTTT1001U" in captured
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_send_overseas_order_sell_live_uses_tttt1006u(self) -> None:
|
||||||
|
broker = _make_overseas_broker_with_mode("live")
|
||||||
|
captured: list[str] = []
|
||||||
|
|
||||||
|
async def mock_auth_headers(tr_id: str) -> dict:
|
||||||
|
captured.append(tr_id)
|
||||||
|
return {"tr_id": tr_id, "authorization": "Bearer tok"}
|
||||||
|
|
||||||
|
broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
||||||
|
broker._broker._get_hash_key = AsyncMock(return_value="h") # type: ignore[method-assign]
|
||||||
|
|
||||||
|
mock_resp = AsyncMock()
|
||||||
|
mock_resp.status = 200
|
||||||
|
mock_resp.json = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
|
||||||
|
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||||
|
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
mock_session = MagicMock()
|
||||||
|
mock_session.post = MagicMock(return_value=mock_resp)
|
||||||
|
broker._broker._get_session = MagicMock(return_value=mock_session)
|
||||||
|
|
||||||
|
await broker.send_overseas_order("NASD", "AAPL", "SELL", 1)
|
||||||
|
assert "TTTT1006U" in captured
|
||||||
|
|||||||
Reference in New Issue
Block a user