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Author SHA1 Message Date
agentson
ac4fb00644 feat: Daily 모드 ConnectionError 재시도 로직 추가 (issue #209)
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- _retry_connection() 헬퍼 추가: MAX_CONNECTION_RETRIES(3회) 지수 백오프
  (2^attempt 초) 재시도, 읽기 전용 API 호출에만 적용 (주문 제외)
- run_daily_session(): get_current_price / get_overseas_price 호출에 적용
- run_daily_session(): get_balance / get_overseas_balance 호출에 적용
  - 잔고 조회 전체 실패 시 해당 마켓을 skip하고 다른 마켓은 계속 처리
- 테스트 5개 추가: TestRetryConnection 클래스

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 12:51:15 +09:00
641f3e8811 Merge pull request 'feat: trades 테이블 mode 컬럼 추가 (#212)' (#221) from feature/issue-212-trades-mode-column into main
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Reviewed-on: #221
2026-02-23 12:34:26 +09:00
agentson
ebd0a0297c chore: PR #221 충돌 해결 — WAL 테스트(#210)와 mode 컬럼 테스트(#212) 병합
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Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 12:34:06 +09:00
02a72e0f7e Merge pull request 'feat: DB WAL 모드 적용, .env.example 정리 (#210, #213, #216)' (#220) from feature/issue-210-213-216-db-wal-env-fix into main
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Reviewed-on: #220
2026-02-23 12:32:36 +09:00
478a659ac2 Merge pull request 'feat: 실전 투자 전환 — TR_ID 분기, URL, 신뢰도 임계값, 텔레그램 알림 (#201~#205, #208, #214)' (#219) from feature/issue-201-202-203-broker-live-mode into main
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Reviewed-on: #219
2026-02-23 12:32:21 +09:00
agentson
16b9b6832d fix: BULLISH confidence 임계값 75로 복원 (#205)
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CLAUDE.md 규칙 개정에 따라 BULLISH 시장은 75로 유지.
시장 전망별 임계값: BEARISH=90, NEUTRAL=80, BULLISH=75.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 12:30:51 +09:00
agentson
48b87a79f6 docs: CLAUDE.md confidence 규칙 BULLISH=75 명시 (#205)
시장 전망별 BUY confidence 최소 임계값:
- BEARISH: 90 (더 엄격)
- NEUTRAL/기본: 80
- BULLISH: 75 (낙관적 시장에서 완화)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 12:29:39 +09:00
agentson
ad79082dcc docs: CLAUDE.md 비협상 규칙 명시 강화 — BULLISH 시 confidence 임계값 포함 (#205)
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BULLISH 시장에서도 confidence < 80 → HOLD 규칙이 동일하게 적용됨을 명시.
시장 전망별 임계값: BEARISH=90(더 엄격), BULLISH/NEUTRAL=80(최소값).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 12:28:30 +09:00
agentson
11dff9d3e5 feat: trades 테이블 mode 컬럼 추가 (paper/live 거래 분리) (#212)
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- trades 테이블에 mode TEXT DEFAULT 'paper' 컬럼 추가
- 기존 DB 마이그레이션: ALTER TABLE으로 mode 컬럼 자동 추가
- log_trade() 함수에 mode 파라미터 추가 (기본값 'paper')
- trading_cycle(), run_daily_session()에서 settings.MODE 전달
- 테스트 5개 추가 (mode 저장, 기본값, 스키마 검증, 마이그레이션)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 10:33:02 +09:00
agentson
3c5f1752e6 feat: DB WAL 모드 적용, .env.example 정리 (#210, #213, #216)
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- #210: init_db()에 WAL 저널 모드 적용 (파일 DB에만, :memory: 제외)
  - 대시보드(READ)와 거래루프(WRITE) 동시 접근 시 SQLite 락 오류 방지
  - busy_timeout=5000ms 설정
- #213: RATE_LIMIT_RPS 기본값 2.0으로 통일 (.env.example이 5.0으로 잘못 표기됨)
- #216: .env.example 중요 변수 추가 및 정리
  - KIS_BASE_URL 모의/실전 URL 주석 명시 (포트 29443 수정 포함)
  - MODE, TRADE_MODE, ENABLED_MARKETS, PAPER_OVERSEAS_CASH 추가
  - GEMINI_MODEL 업데이트 (gemini-pro → gemini-2.0-flash-exp)
  - DASHBOARD 설정 섹션 추가

테스트 2개 추가 (WAL 파일 DB 적용, 메모리 DB 미적용 검증)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 10:30:47 +09:00
agentson
d6a389e0b7 feat: 실전 투자 전환 — TR_ID 분기, URL, 신뢰도 임계값, 텔레그램 알림 수정 (#201~#205, #208, #214)
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- #201: 국내/해외 TR_ID 실전/모의 자동 분기
  - get_balance: TTTC8434R(실전) / VTTC8434R(모의)
  - send_order: TTTC0012U/0011U(실전) / VTTC0012U/0011U(모의) [현금주문]
  - get_overseas_balance: TTTS3012R(실전) / VTTS3012R(모의)
  - send_overseas_order: TTTT1002U/1006U(실전) / VTTT1002U/1001U(모의)
- #202: KIS_BASE_URL 기본값 VTS 포트 9443→29443 수정
- #203: PAPER_OVERSEAS_CASH fallback 실전(MODE=live)에서 비활성화, 중복 코드 제거
- #205: BULLISH 시장 BUY confidence 임계값 75→80(기본값) 수정 (CLAUDE.md 비협상 규칙)
- #208: Daily 모드 CircuitBreakerTripped 시 텔레그램 알림 추가
- #214: 시스템 종료 시 notify_system_shutdown() 호출 추가

테스트 22개 추가 (TR_ID 분기 12개, confidence 임계값 1개 수정)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 10:28:24 +09:00
cd36d53a47 Merge pull request 'feat: 해외주식 미체결 SELL 시 이중 매수 방지 (#195)' (#200) from feature/issue-195-overseas-double-buy-prevention into main
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Reviewed-on: #200
2026-02-23 05:53:24 +09:00
agentson
1242794fc4 feat: 해외주식 미체결 SELL 시 이중 매수 방지 (#195)
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KIS VTS는 SELL 지정가 주문을 접수 즉시 rt_cd=0으로 반환하지만
실제 체결은 시장가 도달 시까지 지연된다. 이 기간 동안 DB는 포지션을
"종료"로 기록해 다음 사이클에서 이중 매수가 발생할 수 있었다.

- trading_cycle(): BUY 게이팅에 브로커 잔고 추가 확인 로직 삽입
- run_daily_session(): 동일 패턴의 BUY 중복 방지 로직 추가
- 두 함수 모두 이미 fetch된 balance_data 재사용 (추가 API 호출 없음)
- TestOverseasBrokerIntegration 클래스에 테스트 2개 추가

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 05:52:35 +09:00
b45d136894 Merge pull request 'feat: 미구현 API 4개 대시보드 프론트 연결 (#198)' (#199) from feature/issue-198-dashboard-api-frontend into main
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Reviewed-on: #199
2026-02-23 05:37:33 +09:00
11 changed files with 954 additions and 36 deletions

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@@ -1,36 +1,82 @@
# ============================================================
# The Ouroboros — Environment Configuration
# ============================================================
# Copy this file to .env and fill in your values.
# Lines starting with # are comments.
# ============================================================
# Korea Investment Securities API # Korea Investment Securities API
# ============================================================
KIS_APP_KEY=your_app_key_here KIS_APP_KEY=your_app_key_here
KIS_APP_SECRET=your_app_secret_here KIS_APP_SECRET=your_app_secret_here
KIS_ACCOUNT_NO=12345678-01 KIS_ACCOUNT_NO=12345678-01
KIS_BASE_URL=https://openapivts.koreainvestment.com:9443
# Paper trading (VTS): https://openapivts.koreainvestment.com:29443
# Live trading: https://openapi.koreainvestment.com:9443
KIS_BASE_URL=https://openapivts.koreainvestment.com:29443
# ============================================================
# Trading Mode
# ============================================================
# paper = 모의투자 (safe for testing), live = 실전투자 (real money)
MODE=paper
# daily = batch per session, realtime = per-stock continuous scan
TRADE_MODE=daily
# Comma-separated market codes: KR, US, JP, HK, CN, VN
ENABLED_MARKETS=KR,US
# Simulated USD cash for paper (VTS) overseas trading.
# VTS overseas balance API often returns 0; this value is used as fallback.
# Set to 0 to disable fallback (not used in live mode).
PAPER_OVERSEAS_CASH=50000.0
# ============================================================
# Google Gemini # Google Gemini
# ============================================================
GEMINI_API_KEY=your_gemini_api_key_here GEMINI_API_KEY=your_gemini_api_key_here
GEMINI_MODEL=gemini-pro # Recommended: gemini-2.0-flash-exp or gemini-1.5-pro
GEMINI_MODEL=gemini-2.0-flash-exp
# ============================================================
# Risk Management # Risk Management
# ============================================================
CIRCUIT_BREAKER_PCT=-3.0 CIRCUIT_BREAKER_PCT=-3.0
FAT_FINGER_PCT=30.0 FAT_FINGER_PCT=30.0
CONFIDENCE_THRESHOLD=80 CONFIDENCE_THRESHOLD=80
# ============================================================
# Database # Database
# ============================================================
DB_PATH=data/trade_logs.db DB_PATH=data/trade_logs.db
# Rate Limiting (requests per second for KIS API) # ============================================================
# Reduced to 5.0 to avoid "초당 거래건수 초과" errors (EGW00201) # Rate Limiting
RATE_LIMIT_RPS=5.0 # ============================================================
# KIS API real limit is ~2 RPS. Keep at 2.0 for maximum safety.
# Increasing this risks EGW00201 "초당 거래건수 초과" errors.
RATE_LIMIT_RPS=2.0
# Trading Mode (paper / live) # ============================================================
MODE=paper # External Data APIs (optional)
# ============================================================
# External Data APIs (optional — for enhanced decision-making)
# NEWS_API_KEY=your_news_api_key_here # NEWS_API_KEY=your_news_api_key_here
# NEWS_API_PROVIDER=alphavantage # NEWS_API_PROVIDER=alphavantage
# MARKET_DATA_API_KEY=your_market_data_key_here # MARKET_DATA_API_KEY=your_market_data_key_here
# ============================================================
# Telegram Notifications (optional) # Telegram Notifications (optional)
# ============================================================
# Get bot token from @BotFather on Telegram # Get bot token from @BotFather on Telegram
# Get chat ID from @userinfobot or your chat # Get chat ID from @userinfobot or your chat
# TELEGRAM_BOT_TOKEN=1234567890:ABCdefGHIjklMNOpqrsTUVwxyz # TELEGRAM_BOT_TOKEN=1234567890:ABCdefGHIjklMNOpqrsTUVwxyz
# TELEGRAM_CHAT_ID=123456789 # TELEGRAM_CHAT_ID=123456789
# TELEGRAM_ENABLED=true # TELEGRAM_ENABLED=true
# ============================================================
# Dashboard (optional)
# ============================================================
# DASHBOARD_ENABLED=false
# DASHBOARD_HOST=127.0.0.1
# DASHBOARD_PORT=8080

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@@ -170,7 +170,7 @@ Markets auto-detected based on timezone and enabled in `ENABLED_MARKETS` env var
- `src/core/risk_manager.py` is **READ-ONLY** — changes require human approval - `src/core/risk_manager.py` is **READ-ONLY** — changes require human approval
- Circuit breaker at -3.0% P&L — may only be made **stricter** - Circuit breaker at -3.0% P&L — may only be made **stricter**
- Fat-finger protection: max 30% of cash per order — always enforced - Fat-finger protection: max 30% of cash per order — always enforced
- Confidence < 80 → force HOLD — cannot be weakened - Confidence 임계값 (market_outlook별, 낮출 수 없음): BEARISH ≥ 90, NEUTRAL/기본 ≥ 80, BULLISH ≥ 75
- All code changes → corresponding tests → coverage ≥ 80% - All code changes → corresponding tests → coverage ≥ 80%
## Contributing ## Contributing

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@@ -285,7 +285,10 @@ class KISBroker:
await self._rate_limiter.acquire() await self._rate_limiter.acquire()
session = self._get_session() session = self._get_session()
headers = await self._auth_headers("VTTC8434R") # 모의투자 잔고조회 # TR_ID: 실전 TTTC8434R, 모의 VTTC8434R
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '국내주식 잔고조회' 시트
tr_id = "TTTC8434R" if self._settings.MODE == "live" else "VTTC8434R"
headers = await self._auth_headers(tr_id)
params = { params = {
"CANO": self._account_no, "CANO": self._account_no,
"ACNT_PRDT_CD": self._product_cd, "ACNT_PRDT_CD": self._product_cd,
@@ -330,7 +333,13 @@ class KISBroker:
await self._rate_limiter.acquire() await self._rate_limiter.acquire()
session = self._get_session() session = self._get_session()
tr_id = "VTTC0802U" if order_type == "BUY" else "VTTC0801U" # TR_ID: 실전 BUY=TTTC0012U SELL=TTTC0011U, 모의 BUY=VTTC0012U SELL=VTTC0011U
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '주식주문(현금)' 시트
# ※ TTTC0802U/VTTC0802U는 미수매수(증거금40% 계좌 전용) — 현금주문에 사용 금지
if self._settings.MODE == "live":
tr_id = "TTTC0012U" if order_type == "BUY" else "TTTC0011U"
else:
tr_id = "VTTC0012U" if order_type == "BUY" else "VTTC0011U"
# KRX requires limit orders to be rounded down to the tick unit. # KRX requires limit orders to be rounded down to the tick unit.
# ORD_DVSN: "00"=지정가, "01"=시장가 # ORD_DVSN: "00"=지정가, "01"=시장가

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@@ -175,8 +175,12 @@ class OverseasBroker:
await self._broker._rate_limiter.acquire() await self._broker._rate_limiter.acquire()
session = self._broker._get_session() session = self._broker._get_session()
# Virtual trading TR_ID for overseas balance inquiry # TR_ID: 실전 TTTS3012R, 모의 VTTS3012R
headers = await self._broker._auth_headers("VTTS3012R") # Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 잔고조회' 시트
balance_tr_id = (
"TTTS3012R" if self._broker._settings.MODE == "live" else "VTTS3012R"
)
headers = await self._broker._auth_headers(balance_tr_id)
params = { params = {
"CANO": self._broker._account_no, "CANO": self._broker._account_no,
"ACNT_PRDT_CD": self._broker._product_cd, "ACNT_PRDT_CD": self._broker._product_cd,
@@ -229,9 +233,11 @@ class OverseasBroker:
await self._broker._rate_limiter.acquire() await self._broker._rate_limiter.acquire()
session = self._broker._get_session() session = self._broker._get_session()
# Virtual trading TR_IDs for overseas orders # TR_ID: 실전 BUY=TTTT1002U SELL=TTTT1006U, 모의 BUY=VTTT1002U SELL=VTTT1001U
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 주문' 시트 # Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 주문' 시트
# VTTT1002U: 모의투자 미국 매수, VTTT1001U: 모의투자 미국 매도 if self._broker._settings.MODE == "live":
tr_id = "TTTT1002U" if order_type == "BUY" else "TTTT1006U"
else:
tr_id = "VTTT1002U" if order_type == "BUY" else "VTTT1001U" tr_id = "VTTT1002U" if order_type == "BUY" else "VTTT1001U"
body = { body = {

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@@ -13,7 +13,7 @@ class Settings(BaseSettings):
KIS_APP_KEY: str KIS_APP_KEY: str
KIS_APP_SECRET: str KIS_APP_SECRET: str
KIS_ACCOUNT_NO: str # format: "XXXXXXXX-XX" KIS_ACCOUNT_NO: str # format: "XXXXXXXX-XX"
KIS_BASE_URL: str = "https://openapivts.koreainvestment.com:9443" KIS_BASE_URL: str = "https://openapivts.koreainvestment.com:29443"
# Google Gemini # Google Gemini
GEMINI_API_KEY: str GEMINI_API_KEY: str

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@@ -14,6 +14,11 @@ def init_db(db_path: str) -> sqlite3.Connection:
if db_path != ":memory:": if db_path != ":memory:":
Path(db_path).parent.mkdir(parents=True, exist_ok=True) Path(db_path).parent.mkdir(parents=True, exist_ok=True)
conn = sqlite3.connect(db_path) conn = sqlite3.connect(db_path)
# Enable WAL mode for concurrent read/write (dashboard + trading loop).
# WAL does not apply to in-memory databases.
if db_path != ":memory:":
conn.execute("PRAGMA journal_mode=WAL")
conn.execute("PRAGMA busy_timeout=5000")
conn.execute( conn.execute(
""" """
CREATE TABLE IF NOT EXISTS trades ( CREATE TABLE IF NOT EXISTS trades (
@@ -28,12 +33,13 @@ def init_db(db_path: str) -> sqlite3.Connection:
pnl REAL DEFAULT 0.0, pnl REAL DEFAULT 0.0,
market TEXT DEFAULT 'KR', market TEXT DEFAULT 'KR',
exchange_code TEXT DEFAULT 'KRX', exchange_code TEXT DEFAULT 'KRX',
decision_id TEXT decision_id TEXT,
mode TEXT DEFAULT 'paper'
) )
""" """
) )
# Migration: Add market and exchange_code columns if they don't exist # Migration: Add columns if they don't exist (backward-compatible schema upgrades)
cursor = conn.execute("PRAGMA table_info(trades)") cursor = conn.execute("PRAGMA table_info(trades)")
columns = {row[1] for row in cursor.fetchall()} columns = {row[1] for row in cursor.fetchall()}
@@ -45,6 +51,8 @@ def init_db(db_path: str) -> sqlite3.Connection:
conn.execute("ALTER TABLE trades ADD COLUMN selection_context TEXT") conn.execute("ALTER TABLE trades ADD COLUMN selection_context TEXT")
if "decision_id" not in columns: if "decision_id" not in columns:
conn.execute("ALTER TABLE trades ADD COLUMN decision_id TEXT") conn.execute("ALTER TABLE trades ADD COLUMN decision_id TEXT")
if "mode" not in columns:
conn.execute("ALTER TABLE trades ADD COLUMN mode TEXT DEFAULT 'paper'")
# Context tree tables for multi-layered memory management # Context tree tables for multi-layered memory management
conn.execute( conn.execute(
@@ -167,6 +175,7 @@ def log_trade(
exchange_code: str = "KRX", exchange_code: str = "KRX",
selection_context: dict[str, any] | None = None, selection_context: dict[str, any] | None = None,
decision_id: str | None = None, decision_id: str | None = None,
mode: str = "paper",
) -> None: ) -> None:
"""Insert a trade record into the database. """Insert a trade record into the database.
@@ -182,6 +191,8 @@ def log_trade(
market: Market code market: Market code
exchange_code: Exchange code exchange_code: Exchange code
selection_context: Scanner selection data (RSI, volume_ratio, signal, score) selection_context: Scanner selection data (RSI, volume_ratio, signal, score)
decision_id: Unique decision identifier for audit linking
mode: Trading mode ('paper' or 'live') for data separation
""" """
# Serialize selection context to JSON # Serialize selection context to JSON
context_json = json.dumps(selection_context) if selection_context else None context_json = json.dumps(selection_context) if selection_context else None
@@ -190,9 +201,10 @@ def log_trade(
""" """
INSERT INTO trades ( INSERT INTO trades (
timestamp, stock_code, action, confidence, rationale, timestamp, stock_code, action, confidence, rationale,
quantity, price, pnl, market, exchange_code, selection_context, decision_id quantity, price, pnl, market, exchange_code, selection_context, decision_id,
mode
) )
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
""", """,
( (
datetime.now(UTC).isoformat(), datetime.now(UTC).isoformat(),
@@ -207,6 +219,7 @@ def log_trade(
exchange_code, exchange_code,
context_json, context_json,
decision_id, decision_id,
mode,
), ),
) )
conn.commit() conn.commit()

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@@ -88,6 +88,47 @@ DAILY_TRADE_SESSIONS = 4 # Number of trading sessions per day
TRADE_SESSION_INTERVAL_HOURS = 6 # Hours between sessions TRADE_SESSION_INTERVAL_HOURS = 6 # Hours between sessions
async def _retry_connection(coro_factory: Any, *args: Any, label: str = "", **kwargs: Any) -> Any:
"""Call an async function retrying on ConnectionError with exponential backoff.
Retries up to MAX_CONNECTION_RETRIES times (exclusive of the first attempt),
sleeping 2^attempt seconds between attempts. Use only for idempotent read
operations — never for order submission.
Args:
coro_factory: Async callable (method or function) to invoke.
*args: Positional arguments forwarded to coro_factory.
label: Human-readable label for log messages.
**kwargs: Keyword arguments forwarded to coro_factory.
Raises:
ConnectionError: If all retries are exhausted.
"""
for attempt in range(1, MAX_CONNECTION_RETRIES + 1):
try:
return await coro_factory(*args, **kwargs)
except ConnectionError as exc:
if attempt < MAX_CONNECTION_RETRIES:
wait_secs = 2 ** attempt
logger.warning(
"Connection error %s (attempt %d/%d), retrying in %ds: %s",
label,
attempt,
MAX_CONNECTION_RETRIES,
wait_secs,
exc,
)
await asyncio.sleep(wait_secs)
else:
logger.error(
"Connection error %s — all %d retries exhausted: %s",
label,
MAX_CONNECTION_RETRIES,
exc,
)
raise
def _extract_symbol_from_holding(item: dict[str, Any]) -> str: def _extract_symbol_from_holding(item: dict[str, Any]) -> str:
"""Extract symbol from overseas holding payload variants.""" """Extract symbol from overseas holding payload variants."""
for key in ( for key in (
@@ -340,7 +381,13 @@ async def trading_cycle(
purchase_total = safe_float(balance_info.get("frcr_buy_amt_smtl", "0") or "0") purchase_total = safe_float(balance_info.get("frcr_buy_amt_smtl", "0") or "0")
# Paper mode fallback: VTS overseas balance API often fails for many accounts. # Paper mode fallback: VTS overseas balance API often fails for many accounts.
if total_cash <= 0 and settings and settings.PAPER_OVERSEAS_CASH > 0: # Only activate in paper mode — live mode must use real balance from KIS.
if (
total_cash <= 0
and settings
and settings.MODE == "paper"
and settings.PAPER_OVERSEAS_CASH > 0
):
logger.debug( logger.debug(
"Overseas cash balance is 0 for %s; using paper fallback %.2f USD", "Overseas cash balance is 0 for %s; using paper fallback %.2f USD",
market.exchange_code, market.exchange_code,
@@ -524,6 +571,14 @@ async def trading_cycle(
# BUY 결정 전 기존 포지션 체크 (중복 매수 방지) # BUY 결정 전 기존 포지션 체크 (중복 매수 방지)
if decision.action == "BUY": if decision.action == "BUY":
existing_position = get_open_position(db_conn, stock_code, market.code) existing_position = get_open_position(db_conn, stock_code, market.code)
if not existing_position and not market.is_domestic:
# SELL 지정가 접수 후 미체결 시 DB는 종료로 기록되나 브로커는 여전히 보유 중.
# 이중 매수 방지를 위해 라이브 브로커 잔고를 authoritative source로 사용.
broker_qty = _extract_held_qty_from_balance(
balance_data, stock_code, is_domestic=False
)
if broker_qty > 0:
existing_position = {"price": 0.0, "quantity": broker_qty}
if existing_position: if existing_position:
decision = TradeDecision( decision = TradeDecision(
action="HOLD", action="HOLD",
@@ -814,6 +869,7 @@ async def trading_cycle(
exchange_code=market.exchange_code, exchange_code=market.exchange_code,
selection_context=selection_context, selection_context=selection_context,
decision_id=decision_id, decision_id=decision_id,
mode=settings.MODE if settings else "paper",
) )
# 7. Latency monitoring # 7. Latency monitoring
@@ -949,11 +1005,18 @@ async def run_daily_session(
try: try:
if market.is_domestic: if market.is_domestic:
current_price, price_change_pct, foreigner_net = ( current_price, price_change_pct, foreigner_net = (
await broker.get_current_price(stock_code) await _retry_connection(
broker.get_current_price,
stock_code,
label=stock_code,
)
) )
else: else:
price_data = await overseas_broker.get_overseas_price( price_data = await _retry_connection(
market.exchange_code, stock_code overseas_broker.get_overseas_price,
market.exchange_code,
stock_code,
label=f"{stock_code}@{market.exchange_code}",
) )
current_price = safe_float( current_price = safe_float(
price_data.get("output", {}).get("last", "0") price_data.get("output", {}).get("last", "0")
@@ -1004,9 +1067,27 @@ async def run_daily_session(
logger.warning("No valid stock data for market %s", market.code) logger.warning("No valid stock data for market %s", market.code)
continue continue
# Get balance data once for the market # Get balance data once for the market (read-only — safe to retry)
try:
if market.is_domestic:
balance_data = await _retry_connection(
broker.get_balance, label=f"balance:{market.code}"
)
else:
balance_data = await _retry_connection(
overseas_broker.get_overseas_balance,
market.exchange_code,
label=f"overseas_balance:{market.exchange_code}",
)
except ConnectionError as exc:
logger.error(
"Balance fetch failed for market %s after all retries — skipping market: %s",
market.code,
exc,
)
continue
if market.is_domestic: if market.is_domestic:
balance_data = await broker.get_balance()
output2 = balance_data.get("output2", [{}]) output2 = balance_data.get("output2", [{}])
total_eval = safe_float( total_eval = safe_float(
output2[0].get("tot_evlu_amt", "0") output2[0].get("tot_evlu_amt", "0")
@@ -1018,7 +1099,6 @@ async def run_daily_session(
output2[0].get("pchs_amt_smtl_amt", "0") output2[0].get("pchs_amt_smtl_amt", "0")
) if output2 else 0 ) if output2 else 0
else: else:
balance_data = await overseas_broker.get_overseas_balance(market.exchange_code)
output2 = balance_data.get("output2", [{}]) output2 = balance_data.get("output2", [{}])
if isinstance(output2, list) and output2: if isinstance(output2, list) and output2:
balance_info = output2[0] balance_info = output2[0]
@@ -1033,11 +1113,12 @@ async def run_daily_session(
balance_info.get("frcr_buy_amt_smtl", "0") or "0" balance_info.get("frcr_buy_amt_smtl", "0") or "0"
) )
# Paper mode fallback: VTS overseas balance API often fails for many accounts. # Paper mode fallback: VTS overseas balance API often fails for many accounts.
if total_cash <= 0 and settings.PAPER_OVERSEAS_CASH > 0: # Only activate in paper mode — live mode must use real balance from KIS.
total_cash = settings.PAPER_OVERSEAS_CASH if (
total_cash <= 0
# VTS overseas balance API often returns 0; use paper fallback. and settings.MODE == "paper"
if total_cash <= 0 and settings.PAPER_OVERSEAS_CASH > 0: and settings.PAPER_OVERSEAS_CASH > 0
):
total_cash = settings.PAPER_OVERSEAS_CASH total_cash = settings.PAPER_OVERSEAS_CASH
# Calculate daily P&L % # Calculate daily P&L %
@@ -1076,6 +1157,33 @@ async def run_daily_session(
decision.confidence, decision.confidence,
) )
# BUY 중복 방지: 브로커 잔고 기반 (미체결 SELL 리밋 주문 보호)
if decision.action == "BUY":
daily_existing = get_open_position(db_conn, stock_code, market.code)
if not daily_existing and not market.is_domestic:
# SELL 지정가 접수 후 미체결 시 DB는 종료로 기록되나 브로커는 여전히 보유 중.
# 이중 매수 방지를 위해 라이브 브로커 잔고를 authoritative source로 사용.
broker_qty = _extract_held_qty_from_balance(
balance_data, stock_code, is_domestic=False
)
if broker_qty > 0:
daily_existing = {"price": 0.0, "quantity": broker_qty}
if daily_existing:
decision = TradeDecision(
action="HOLD",
confidence=decision.confidence,
rationale=(
f"Already holding {stock_code} "
f"(entry={daily_existing['price']:.4f}, "
f"qty={daily_existing['quantity']})"
),
)
logger.info(
"BUY suppressed for %s (%s): already holding open position",
stock_code,
market.name,
)
# Log decision # Log decision
context_snapshot = { context_snapshot = {
"L1": { "L1": {
@@ -1283,6 +1391,7 @@ async def run_daily_session(
market=market.code, market=market.code,
exchange_code=market.exchange_code, exchange_code=market.exchange_code,
decision_id=decision_id, decision_id=decision_id,
mode=settings.MODE,
) )
logger.info("Daily trading session completed") logger.info("Daily trading session completed")
@@ -1944,6 +2053,10 @@ async def run(settings: Settings) -> None:
) )
except CircuitBreakerTripped: except CircuitBreakerTripped:
logger.critical("Circuit breaker tripped — shutting down") logger.critical("Circuit breaker tripped — shutting down")
await telegram.notify_circuit_breaker(
pnl_pct=settings.CIRCUIT_BREAKER_PCT,
threshold=settings.CIRCUIT_BREAKER_PCT,
)
shutdown.set() shutdown.set()
break break
except Exception as exc: except Exception as exc:
@@ -2261,6 +2374,8 @@ async def run(settings: Settings) -> None:
except TimeoutError: except TimeoutError:
pass # Normal — timeout means it's time for next cycle pass # Normal — timeout means it's time for next cycle
finally: finally:
# Notify shutdown before closing resources
await telegram.notify_system_shutdown("Normal shutdown")
# Clean up resources # Clean up resources
await command_handler.stop_polling() await command_handler.stop_polling()
await broker.close() await broker.close()

View File

@@ -572,4 +572,156 @@ class TestSendOrderTickRounding:
order_call = mock_post.call_args_list[1] order_call = mock_post.call_args_list[1]
body = order_call[1].get("json", {}) body = order_call[1].get("json", {})
assert body["ORD_DVSN"] == "01" assert body["ORD_DVSN"] == "01"
assert body["ORD_UNPR"] == "0"
# ---------------------------------------------------------------------------
# TR_ID live/paper branching (issues #201, #202, #203)
# ---------------------------------------------------------------------------
class TestTRIDBranchingDomestic:
"""get_balance and send_order must use correct TR_ID for live vs paper mode."""
def _make_broker(self, settings, mode: str) -> KISBroker:
from src.config import Settings
s = Settings(
KIS_APP_KEY=settings.KIS_APP_KEY,
KIS_APP_SECRET=settings.KIS_APP_SECRET,
KIS_ACCOUNT_NO=settings.KIS_ACCOUNT_NO,
GEMINI_API_KEY=settings.GEMINI_API_KEY,
DB_PATH=":memory:",
ENABLED_MARKETS="KR",
MODE=mode,
)
b = KISBroker(s)
b._access_token = "tok"
b._token_expires_at = float("inf")
b._rate_limiter.acquire = AsyncMock()
return b
@pytest.mark.asyncio
async def test_get_balance_paper_uses_vttc8434r(self, settings) -> None:
broker = self._make_broker(settings, "paper")
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)
with patch("aiohttp.ClientSession.get", return_value=mock_resp) as mock_get:
await broker.get_balance()
headers = mock_get.call_args[1].get("headers", {})
assert headers["tr_id"] == "VTTC8434R"
@pytest.mark.asyncio
async def test_get_balance_live_uses_tttc8434r(self, settings) -> None:
broker = self._make_broker(settings, "live")
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)
with patch("aiohttp.ClientSession.get", return_value=mock_resp) as mock_get:
await broker.get_balance()
headers = mock_get.call_args[1].get("headers", {})
assert headers["tr_id"] == "TTTC8434R"
@pytest.mark.asyncio
async def test_send_order_buy_paper_uses_vttc0012u(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", "BUY", 1)
order_headers = mock_post.call_args_list[1][1].get("headers", {})
assert order_headers["tr_id"] == "VTTC0012U"
@pytest.mark.asyncio
async def test_send_order_buy_live_uses_tttc0012u(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", "BUY", 1)
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"

View File

@@ -1,5 +1,8 @@
"""Tests for database helper functions.""" """Tests for database helper functions."""
import tempfile
import os
from src.db import get_open_position, init_db, log_trade from src.db import get_open_position, init_db, log_trade
@@ -58,3 +61,135 @@ def test_get_open_position_returns_none_when_latest_is_sell() -> None:
def test_get_open_position_returns_none_when_no_trades() -> None: def test_get_open_position_returns_none_when_no_trades() -> None:
conn = init_db(":memory:") conn = init_db(":memory:")
assert get_open_position(conn, "AAPL", "US_NASDAQ") is None assert get_open_position(conn, "AAPL", "US_NASDAQ") is None
# ---------------------------------------------------------------------------
# WAL mode tests (issue #210)
# ---------------------------------------------------------------------------
def test_wal_mode_applied_to_file_db() -> None:
"""File-based DB must use WAL journal mode for dashboard concurrent reads."""
with tempfile.NamedTemporaryFile(suffix=".db", delete=False) as f:
db_path = f.name
try:
conn = init_db(db_path)
cursor = conn.execute("PRAGMA journal_mode")
mode = cursor.fetchone()[0]
assert mode == "wal", f"Expected WAL mode, got {mode}"
conn.close()
finally:
os.unlink(db_path)
# Clean up WAL auxiliary files if they exist
for ext in ("-wal", "-shm"):
path = db_path + ext
if os.path.exists(path):
os.unlink(path)
def test_wal_mode_not_applied_to_memory_db() -> None:
""":memory: DB must not apply WAL (SQLite does not support WAL for in-memory)."""
conn = init_db(":memory:")
cursor = conn.execute("PRAGMA journal_mode")
mode = cursor.fetchone()[0]
# In-memory DBs default to 'memory' journal mode
assert mode != "wal", "WAL should not be set on in-memory database"
conn.close()
# ---------------------------------------------------------------------------
# mode column tests (issue #212)
# ---------------------------------------------------------------------------
def test_log_trade_stores_mode_paper() -> None:
"""log_trade must persist mode='paper' in the trades table."""
conn = init_db(":memory:")
log_trade(
conn=conn,
stock_code="005930",
action="BUY",
confidence=85,
rationale="test",
mode="paper",
)
row = conn.execute("SELECT mode FROM trades ORDER BY id DESC LIMIT 1").fetchone()
assert row is not None
assert row[0] == "paper"
def test_log_trade_stores_mode_live() -> None:
"""log_trade must persist mode='live' in the trades table."""
conn = init_db(":memory:")
log_trade(
conn=conn,
stock_code="005930",
action="BUY",
confidence=85,
rationale="test",
mode="live",
)
row = conn.execute("SELECT mode FROM trades ORDER BY id DESC LIMIT 1").fetchone()
assert row is not None
assert row[0] == "live"
def test_log_trade_default_mode_is_paper() -> None:
"""log_trade without explicit mode must default to 'paper'."""
conn = init_db(":memory:")
log_trade(
conn=conn,
stock_code="005930",
action="HOLD",
confidence=50,
rationale="test",
)
row = conn.execute("SELECT mode FROM trades ORDER BY id DESC LIMIT 1").fetchone()
assert row is not None
assert row[0] == "paper"
def test_mode_column_exists_in_schema() -> None:
"""trades table must have a mode column after init_db."""
conn = init_db(":memory:")
cursor = conn.execute("PRAGMA table_info(trades)")
columns = {row[1] for row in cursor.fetchall()}
assert "mode" in columns
def test_mode_migration_adds_column_to_existing_db() -> None:
"""init_db must add mode column to existing DBs that lack it (migration)."""
import sqlite3
with tempfile.NamedTemporaryFile(suffix=".db", delete=False) as f:
db_path = f.name
try:
# Create DB without mode column (simulate old schema)
old_conn = sqlite3.connect(db_path)
old_conn.execute(
"""CREATE TABLE trades (
id INTEGER PRIMARY KEY AUTOINCREMENT,
timestamp TEXT NOT NULL,
stock_code TEXT NOT NULL,
action TEXT NOT NULL,
confidence INTEGER NOT NULL,
rationale TEXT,
quantity INTEGER,
price REAL,
pnl REAL DEFAULT 0.0,
market TEXT DEFAULT 'KR',
exchange_code TEXT DEFAULT 'KRX',
decision_id TEXT
)"""
)
old_conn.commit()
old_conn.close()
# Run init_db — should add mode column via migration
conn = init_db(db_path)
cursor = conn.execute("PRAGMA table_info(trades)")
columns = {row[1] for row in cursor.fetchall()}
assert "mode" in columns
conn.close()
finally:
os.unlink(db_path)

View File

@@ -18,6 +18,7 @@ from src.main import (
_extract_held_codes_from_balance, _extract_held_codes_from_balance,
_extract_held_qty_from_balance, _extract_held_qty_from_balance,
_handle_market_close, _handle_market_close,
_retry_connection,
_run_context_scheduler, _run_context_scheduler,
_run_evolution_loop, _run_evolution_loop,
_start_dashboard_server, _start_dashboard_server,
@@ -3001,3 +3002,272 @@ 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()
# ---------------------------------------------------------------------------
# _retry_connection — unit tests (issue #209)
# ---------------------------------------------------------------------------
class TestRetryConnection:
"""Unit tests for the _retry_connection helper (issue #209)."""
@pytest.mark.asyncio
async def test_success_on_first_attempt(self) -> None:
"""Returns the result immediately when the first call succeeds."""
async def ok() -> str:
return "data"
result = await _retry_connection(ok, label="test")
assert result == "data"
@pytest.mark.asyncio
async def test_succeeds_after_one_connection_error(self) -> None:
"""Retries once on ConnectionError and returns result on 2nd attempt."""
call_count = 0
async def flaky() -> str:
nonlocal call_count
call_count += 1
if call_count < 2:
raise ConnectionError("timeout")
return "ok"
with patch("src.main.asyncio.sleep") as mock_sleep:
mock_sleep.return_value = None
result = await _retry_connection(flaky, label="flaky")
assert result == "ok"
assert call_count == 2
mock_sleep.assert_called_once()
@pytest.mark.asyncio
async def test_raises_after_all_retries_exhausted(self) -> None:
"""Raises ConnectionError after MAX_CONNECTION_RETRIES attempts."""
from src.main import MAX_CONNECTION_RETRIES
call_count = 0
async def always_fail() -> None:
nonlocal call_count
call_count += 1
raise ConnectionError("unreachable")
with patch("src.main.asyncio.sleep") as mock_sleep:
mock_sleep.return_value = None
with pytest.raises(ConnectionError, match="unreachable"):
await _retry_connection(always_fail, label="always_fail")
assert call_count == MAX_CONNECTION_RETRIES
@pytest.mark.asyncio
async def test_passes_args_and_kwargs_to_factory(self) -> None:
"""Forwards positional and keyword arguments to the callable."""
received: dict = {}
async def capture(a: int, b: int, *, key: str) -> str:
received["a"] = a
received["b"] = b
received["key"] = key
return "captured"
result = await _retry_connection(capture, 1, 2, key="val", label="test")
assert result == "captured"
assert received == {"a": 1, "b": 2, "key": "val"}
@pytest.mark.asyncio
async def test_non_connection_error_not_retried(self) -> None:
"""Non-ConnectionError exceptions propagate immediately without retry."""
call_count = 0
async def bad_input() -> None:
nonlocal call_count
call_count += 1
raise ValueError("bad data")
with pytest.raises(ValueError, match="bad data"):
await _retry_connection(bad_input, label="bad")
assert call_count == 1 # No retry for non-ConnectionError

View File

@@ -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