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feature/is
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feature/is
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64
.env.example
64
.env.example
@@ -1,36 +1,82 @@
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# ============================================================
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# The Ouroboros — Environment Configuration
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# ============================================================
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# Copy this file to .env and fill in your values.
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# Lines starting with # are comments.
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# ============================================================
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# Korea Investment Securities API
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# ============================================================
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KIS_APP_KEY=your_app_key_here
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KIS_APP_SECRET=your_app_secret_here
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KIS_ACCOUNT_NO=12345678-01
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KIS_BASE_URL=https://openapivts.koreainvestment.com:9443
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# Paper trading (VTS): https://openapivts.koreainvestment.com:29443
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# Live trading: https://openapi.koreainvestment.com:9443
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KIS_BASE_URL=https://openapivts.koreainvestment.com:29443
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# ============================================================
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# Trading Mode
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# ============================================================
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# paper = 모의투자 (safe for testing), live = 실전투자 (real money)
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MODE=paper
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# daily = batch per session, realtime = per-stock continuous scan
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TRADE_MODE=daily
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# Comma-separated market codes: KR, US, JP, HK, CN, VN
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ENABLED_MARKETS=KR,US
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# Simulated USD cash for paper (VTS) overseas trading.
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# VTS overseas balance API often returns 0; this value is used as fallback.
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# Set to 0 to disable fallback (not used in live mode).
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PAPER_OVERSEAS_CASH=50000.0
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# ============================================================
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# Google Gemini
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# ============================================================
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GEMINI_API_KEY=your_gemini_api_key_here
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GEMINI_MODEL=gemini-pro
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# Recommended: gemini-2.0-flash-exp or gemini-1.5-pro
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GEMINI_MODEL=gemini-2.0-flash-exp
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# ============================================================
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# Risk Management
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# ============================================================
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CIRCUIT_BREAKER_PCT=-3.0
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FAT_FINGER_PCT=30.0
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CONFIDENCE_THRESHOLD=80
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# ============================================================
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# Database
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# ============================================================
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DB_PATH=data/trade_logs.db
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# Rate Limiting (requests per second for KIS API)
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# Reduced to 5.0 to avoid "초당 거래건수 초과" errors (EGW00201)
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RATE_LIMIT_RPS=5.0
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# ============================================================
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# Rate Limiting
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# ============================================================
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# KIS API real limit is ~2 RPS. Keep at 2.0 for maximum safety.
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# Increasing this risks EGW00201 "초당 거래건수 초과" errors.
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RATE_LIMIT_RPS=2.0
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# Trading Mode (paper / live)
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MODE=paper
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# External Data APIs (optional — for enhanced decision-making)
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# ============================================================
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# External Data APIs (optional)
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# ============================================================
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# NEWS_API_KEY=your_news_api_key_here
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# NEWS_API_PROVIDER=alphavantage
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# MARKET_DATA_API_KEY=your_market_data_key_here
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# ============================================================
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# Telegram Notifications (optional)
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# ============================================================
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# Get bot token from @BotFather on Telegram
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# Get chat ID from @userinfobot or your chat
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# TELEGRAM_BOT_TOKEN=1234567890:ABCdefGHIjklMNOpqrsTUVwxyz
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# TELEGRAM_CHAT_ID=123456789
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# TELEGRAM_ENABLED=true
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# ============================================================
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# Dashboard (optional)
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# ============================================================
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# DASHBOARD_ENABLED=false
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# DASHBOARD_HOST=127.0.0.1
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# DASHBOARD_PORT=8080
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@@ -94,6 +94,7 @@ Smart Scanner runs in `TRADE_MODE=realtime` only. Daily mode uses static watchli
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- **[Testing](docs/testing.md)** — Test structure, coverage requirements, writing tests
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- **[Agent Policies](docs/agents.md)** — Prime directives, constraints, prohibited actions
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- **[Requirements Log](docs/requirements-log.md)** — User requirements and feedback tracking
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- **[Live Trading Checklist](docs/live-trading-checklist.md)** — 모의→실전 전환 체크리스트
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## Core Principles
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@@ -170,7 +171,7 @@ Markets auto-detected based on timezone and enabled in `ENABLED_MARKETS` env var
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- `src/core/risk_manager.py` is **READ-ONLY** — changes require human approval
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- Circuit breaker at -3.0% P&L — may only be made **stricter**
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- Fat-finger protection: max 30% of cash per order — always enforced
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- Confidence < 80 → force HOLD — cannot be weakened
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- Confidence 임계값 (market_outlook별, 낮출 수 없음): BEARISH ≥ 90, NEUTRAL/기본 ≥ 80, BULLISH ≥ 75
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- All code changes → corresponding tests → coverage ≥ 80%
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## Contributing
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131
docs/live-trading-checklist.md
Normal file
131
docs/live-trading-checklist.md
Normal file
@@ -0,0 +1,131 @@
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# 실전 전환 체크리스트
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모의 거래(paper)에서 실전(live)으로 전환하기 전에 아래 항목을 **순서대로** 모두 확인하세요.
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---
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## 1. 사전 조건
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### 1-1. KIS OpenAPI 실전 계좌 준비
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- [ ] 한국투자증권 계좌 개설 완료 (일반 위탁 계좌)
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- [ ] OpenAPI 실전 사용 신청 (KIS 홈페이지 → Open API → 서비스 신청)
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- [ ] 실전용 APP_KEY / APP_SECRET 발급 완료
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- [ ] KIS_ACCOUNT_NO 형식 확인: `XXXXXXXX-XX` (8자리-2자리)
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### 1-2. 리스크 파라미터 검토
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- [ ] `CIRCUIT_BREAKER_PCT` 확인: 기본값 -3.0% (더 엄격하게 조정 권장)
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- [ ] `FAT_FINGER_PCT` 확인: 기본값 30.0% (1회 주문 최대 잔고 대비 %)
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- [ ] `CONFIDENCE_THRESHOLD` 확인: BEARISH ≥ 90, NEUTRAL ≥ 80, BULLISH ≥ 75
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- [ ] 초기 투자금 결정 및 해외 주식 운용 한도 설정
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### 1-3. 시스템 요건
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- [ ] 커버리지 80% 이상 유지 확인: `pytest --cov=src`
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- [ ] 타입 체크 통과: `mypy src/ --strict`
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- [ ] Lint 통과: `ruff check src/ tests/`
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---
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## 2. 환경 설정
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### 2-1. `.env` 파일 수정
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```bash
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# 1. KIS 실전 URL로 변경 (모의: openapivts 포트 29443)
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KIS_BASE_URL=https://openapi.koreainvestment.com:9443
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# 2. 실전 APP_KEY / APP_SECRET으로 교체
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KIS_APP_KEY=<실전_APP_KEY>
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KIS_APP_SECRET=<실전_APP_SECRET>
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KIS_ACCOUNT_NO=<실전_계좌번호>
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# 3. 모드를 live로 변경
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MODE=live
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# 4. PAPER_OVERSEAS_CASH 비활성화 (live 모드에선 무시되지만 명시적으로 0 설정)
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PAPER_OVERSEAS_CASH=0
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```
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> ⚠️ `KIS_BASE_URL` 포트 주의:
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> - **모의(VTS)**: `https://openapivts.koreainvestment.com:29443`
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> - **실전**: `https://openapi.koreainvestment.com:9443`
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### 2-2. TR_ID 자동 분기 확인
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아래 TR_ID는 `MODE` 값에 따라 코드에서 **자동으로 선택**됩니다.
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별도 설정 불필요하나, 문제 발생 시 아래 표를 참조하세요.
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| 구분 | 모의 TR_ID | 실전 TR_ID |
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|------|-----------|-----------|
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| 국내 잔고 조회 | `VTTC8434R` | `TTTC8434R` |
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||||
| 국내 현금 매수 | `VTTC0012U` | `TTTC0012U` |
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||||
| 국내 현금 매도 | `VTTC0011U` | `TTTC0011U` |
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||||
| 해외 잔고 조회 | `VTTS3012R` | `TTTS3012R` |
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| 해외 매수 | `VTTT1002U` | `TTTT1002U` |
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| 해외 매도 | `VTTT1001U` | `TTTT1006U` |
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> **출처**: `docs/한국투자증권_오픈API_전체문서_20260221_030000.xlsx` (공식 문서 기준)
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||||
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||||
---
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||||
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## 3. 최종 확인
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||||
### 3-1. 실전 시작 전 점검
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- [ ] DB 백업 완료: `data/trade_logs.db` → `data/backups/`
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- [ ] Telegram 알림 설정 확인 (실전에서는 알림이 더욱 중요)
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||||
- [ ] 소액으로 첫 거래 진행 후 TR_ID/계좌 정상 동작 확인
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||||
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||||
### 3-2. 실행 명령
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||||
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||||
```bash
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# 실전 모드로 실행
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python -m src.main --mode=live
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||||
# 대시보드 함께 실행 (별도 터미널에서 모니터링)
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python -m src.main --mode=live --dashboard
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```
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### 3-3. 실전 시작 직후 확인 사항
|
||||
- [ ] 로그에 `MODE=live` 출력 확인
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- [ ] 첫 잔고 조회 성공 (ConnectionError 없음)
|
||||
- [ ] Telegram 알림 수신 확인 ("System started")
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||||
- [ ] 첫 주문 후 KIS 앱에서 체결 내역 확인
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|
||||
---
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## 4. 비상 정지 방법
|
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|
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### 즉각 정지
|
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```bash
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# 터미널에서 Ctrl+C (정상 종료 트리거)
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# 또는 Telegram 봇 명령:
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/stop
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```
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### Circuit Breaker 발동 시
|
||||
- CB가 발동되면 자동으로 거래 중단 및 Telegram 알림 전송
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- CB 임계값: `CIRCUIT_BREAKER_PCT` (기본 -3.0%)
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- **임계값은 엄격하게만 조정 가능** (더 낮은 음수 값으로만 변경)
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||||
|
||||
---
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||||
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## 5. 롤백 절차
|
||||
|
||||
실전 전환 후 문제 발생 시:
|
||||
|
||||
```bash
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# 1. 즉시 .env에서 MODE=paper로 복원
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# 2. 재시작
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python -m src.main --mode=paper
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# 3. DB에서 최근 거래 확인
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sqlite3 data/trade_logs.db "SELECT * FROM trades ORDER BY id DESC LIMIT 20;"
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```
|
||||
|
||||
---
|
||||
|
||||
## 관련 문서
|
||||
|
||||
- [시스템 아키텍처](architecture.md)
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||||
- [워크플로우 가이드](workflow.md)
|
||||
- [재해 복구](disaster_recovery.md)
|
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- [Agent 제약 조건](agents.md)
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@@ -285,7 +285,10 @@ class KISBroker:
|
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await self._rate_limiter.acquire()
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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
|
||||
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '국내주식 잔고조회' 시트
|
||||
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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"CANO": self._account_no,
|
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"ACNT_PRDT_CD": self._product_cd,
|
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@@ -330,7 +333,13 @@ class KISBroker:
|
||||
await self._rate_limiter.acquire()
|
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session = self._get_session()
|
||||
|
||||
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
|
||||
# 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.
|
||||
# ORD_DVSN: "00"=지정가, "01"=시장가
|
||||
|
||||
@@ -175,8 +175,12 @@ class OverseasBroker:
|
||||
await self._broker._rate_limiter.acquire()
|
||||
session = self._broker._get_session()
|
||||
|
||||
# Virtual trading TR_ID for overseas balance inquiry
|
||||
headers = await self._broker._auth_headers("VTTS3012R")
|
||||
# TR_ID: 실전 TTTS3012R, 모의 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 = {
|
||||
"CANO": self._broker._account_no,
|
||||
"ACNT_PRDT_CD": self._broker._product_cd,
|
||||
@@ -229,9 +233,11 @@ class OverseasBroker:
|
||||
await self._broker._rate_limiter.acquire()
|
||||
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
|
||||
# VTTT1002U: 모의투자 미국 매수, VTTT1001U: 모의투자 미국 매도
|
||||
if self._broker._settings.MODE == "live":
|
||||
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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||||
@@ -13,7 +13,7 @@ class Settings(BaseSettings):
|
||||
KIS_APP_KEY: str
|
||||
KIS_APP_SECRET: str
|
||||
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
|
||||
GEMINI_API_KEY: str
|
||||
|
||||
21
src/db.py
21
src/db.py
@@ -14,6 +14,11 @@ def init_db(db_path: str) -> sqlite3.Connection:
|
||||
if db_path != ":memory:":
|
||||
Path(db_path).parent.mkdir(parents=True, exist_ok=True)
|
||||
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(
|
||||
"""
|
||||
CREATE TABLE IF NOT EXISTS trades (
|
||||
@@ -28,12 +33,13 @@ def init_db(db_path: str) -> sqlite3.Connection:
|
||||
pnl REAL DEFAULT 0.0,
|
||||
market TEXT DEFAULT 'KR',
|
||||
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)")
|
||||
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")
|
||||
if "decision_id" not in columns:
|
||||
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
|
||||
conn.execute(
|
||||
@@ -167,6 +175,7 @@ def log_trade(
|
||||
exchange_code: str = "KRX",
|
||||
selection_context: dict[str, any] | None = None,
|
||||
decision_id: str | None = None,
|
||||
mode: str = "paper",
|
||||
) -> None:
|
||||
"""Insert a trade record into the database.
|
||||
|
||||
@@ -182,6 +191,8 @@ def log_trade(
|
||||
market: Market code
|
||||
exchange_code: Exchange code
|
||||
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
|
||||
context_json = json.dumps(selection_context) if selection_context else None
|
||||
@@ -190,9 +201,10 @@ def log_trade(
|
||||
"""
|
||||
INSERT INTO trades (
|
||||
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(),
|
||||
@@ -207,6 +219,7 @@ def log_trade(
|
||||
exchange_code,
|
||||
context_json,
|
||||
decision_id,
|
||||
mode,
|
||||
),
|
||||
)
|
||||
conn.commit()
|
||||
|
||||
62
src/main.py
62
src/main.py
@@ -340,7 +340,13 @@ async def trading_cycle(
|
||||
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.
|
||||
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(
|
||||
"Overseas cash balance is 0 for %s; using paper fallback %.2f USD",
|
||||
market.exchange_code,
|
||||
@@ -524,6 +530,14 @@ async def trading_cycle(
|
||||
# BUY 결정 전 기존 포지션 체크 (중복 매수 방지)
|
||||
if decision.action == "BUY":
|
||||
existing_position = get_open_position(db_conn, stock_code, market.code)
|
||||
if 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:
|
||||
decision = TradeDecision(
|
||||
action="HOLD",
|
||||
@@ -814,6 +828,7 @@ async def trading_cycle(
|
||||
exchange_code=market.exchange_code,
|
||||
selection_context=selection_context,
|
||||
decision_id=decision_id,
|
||||
mode=settings.MODE if settings else "paper",
|
||||
)
|
||||
|
||||
# 7. Latency monitoring
|
||||
@@ -1033,11 +1048,12 @@ async def run_daily_session(
|
||||
balance_info.get("frcr_buy_amt_smtl", "0") or "0"
|
||||
)
|
||||
# Paper mode fallback: VTS overseas balance API often fails for many accounts.
|
||||
if total_cash <= 0 and settings.PAPER_OVERSEAS_CASH > 0:
|
||||
total_cash = settings.PAPER_OVERSEAS_CASH
|
||||
|
||||
# VTS overseas balance API often returns 0; use paper fallback.
|
||||
if total_cash <= 0 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.MODE == "paper"
|
||||
and settings.PAPER_OVERSEAS_CASH > 0
|
||||
):
|
||||
total_cash = settings.PAPER_OVERSEAS_CASH
|
||||
|
||||
# Calculate daily P&L %
|
||||
@@ -1076,6 +1092,33 @@ async def run_daily_session(
|
||||
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
|
||||
context_snapshot = {
|
||||
"L1": {
|
||||
@@ -1283,6 +1326,7 @@ async def run_daily_session(
|
||||
market=market.code,
|
||||
exchange_code=market.exchange_code,
|
||||
decision_id=decision_id,
|
||||
mode=settings.MODE,
|
||||
)
|
||||
|
||||
logger.info("Daily trading session completed")
|
||||
@@ -1944,6 +1988,10 @@ async def run(settings: Settings) -> None:
|
||||
)
|
||||
except CircuitBreakerTripped:
|
||||
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()
|
||||
break
|
||||
except Exception as exc:
|
||||
@@ -2261,6 +2309,8 @@ async def run(settings: Settings) -> None:
|
||||
except TimeoutError:
|
||||
pass # Normal — timeout means it's time for next cycle
|
||||
finally:
|
||||
# Notify shutdown before closing resources
|
||||
await telegram.notify_system_shutdown("Normal shutdown")
|
||||
# Clean up resources
|
||||
await command_handler.stop_polling()
|
||||
await broker.close()
|
||||
|
||||
@@ -572,4 +572,156 @@ class TestSendOrderTickRounding:
|
||||
order_call = mock_post.call_args_list[1]
|
||||
body = order_call[1].get("json", {})
|
||||
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"
|
||||
|
||||
135
tests/test_db.py
135
tests/test_db.py
@@ -1,5 +1,8 @@
|
||||
"""Tests for database helper functions."""
|
||||
|
||||
import tempfile
|
||||
import os
|
||||
|
||||
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:
|
||||
conn = init_db(":memory:")
|
||||
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)
|
||||
|
||||
@@ -3001,3 +3001,185 @@ async def test_buy_proceeds_when_no_open_position() -> None:
|
||||
|
||||
# 포지션이 없으므로 해외 주문이 실행되어야 함
|
||||
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",
|
||||
)
|
||||
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