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b1b728f62e Merge pull request 'fix: 해외 cash=0.00 및 get_open_position HOLD 필터링 수정 (#264, #265)' (#266) from feature/issue-264-265-overseas-cash-and-open-position into main
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Reviewed-on: #266
2026-02-26 01:30:37 +09:00
agentson
df12be1305 fix: 해외 cash=0.00 및 get_open_position HOLD 필터링 수정 (#264, #265)
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## 변경사항

### #264 — 해외 매수가능금액 조회 API 교체 (frcr_dncl_amt_2 → inquire-psamount)
- TTTS3012R (해외주식 잔고) output2에 frcr_dncl_amt_2 필드가 존재하지 않아
  총 가용 현금이 항상 0.00으로 산출되는 문제 수정
- OverseasBroker에 get_overseas_buying_power() 메서드 추가
  (TR_ID: 실전 TTTS3007R / 모의 VTTS3007R, ord_psbl_frcr_amt 반환)
- main.py trading_cycle() 및 daily cycle 모두 수정
- 출처: 한국투자증권 오픈API 전체문서 (20260221) — 해외주식 매수가능금액조회 시트

### #265 — get_open_position() HOLD 레코드 필터링 추가
- HOLD 결정도 trades 테이블에 저장되어 BUY 이후 HOLD 기록 시
  최신 레코드가 HOLD → get_open_position이 None 반환하는 문제 수정
- 쿼리에 AND action IN ('BUY', 'SELL') 필터 추가
- HOLD 레코드를 제외하고 마지막 BUY/SELL 기록만 확인

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-26 01:29:46 +09:00
6a6d3bd631 Merge pull request 'fix: market_data에 unrealized_pnl_pct/holding_days 추가하여 SELL 시나리오 정상화 (#259)' (#263) from feature/issue-259-market-data-pnl-holding-days into main
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2026-02-26 00:23:55 +09:00
agentson
7aa5fedc12 fix: market_data에 unrealized_pnl_pct/holding_days 추가하여 SELL 시나리오 정상화 (#259)
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trading_cycle()의 market_data에 보유 포지션 정보가 없어
Condition requires 'unrealized_pnl_pct' but key missing from market_data 경고 발생.
보유 종목(NVDA 등)의 take-profit/stop-loss 시나리오가 평가 불가하여 HOLD(confidence=0) 고착.

- get_open_position()에 timestamp 컬럼 추가
- market_data 구성 시 open_position 조회 후 아래 키 추가:
  - unrealized_pnl_pct: (current_price - entry_price) / entry_price * 100
  - holding_days: 매수일로부터 경과 일수

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-26 00:23:28 +09:00
agentson
3e777a5ab8 fix: mock_settings에 MODE='paper' 명시하여 paper 모드 테스트 실패 수정 (#261)
mock_settings fixture에 MODE 미지정 시 .env의 MODE=live가 적용되어
paper TR_ID를 검증하는 테스트 3개가 실패.

- test_buy_market_order: VTTT1002U 기대 → TTTT1002U 실제
- test_sell_limit_order: VTTT1001U 기대 → TTTT1006U 실제
- test_us_paper_uses_vttt1004u: VTTT1004U 기대 → TTTT1004U 실제

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-26 00:23:01 +09:00
6f93258983 Merge pull request 'fix: mock_settings에 MODE='paper' 명시하여 paper 모드 테스트 실패 수정 (#261)' (#262) from feature/issue-261-fix-mock-settings-mode into main
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Reviewed-on: #262
2026-02-26 00:22:02 +09:00
agentson
82167c5b8a fix: mock_settings에 MODE='paper' 명시하여 paper 모드 테스트 실패 수정 (#261)
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mock_settings fixture에 MODE 미지정 시 .env의 MODE=live가 적용되어
paper TR_ID를 검증하는 테스트 3개가 실패.

- test_buy_market_order: VTTT1002U 기대 → TTTT1002U 실제
- test_sell_limit_order: VTTT1001U 기대 → TTTT1006U 실제
- test_us_paper_uses_vttt1004u: VTTT1004U 기대 → TTTT1004U 실제

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-26 00:21:39 +09:00
f87c4dc2f0 Merge pull request 'fix: ranking API 필수 파라미터 KEYB 추가 및 GUBN 값 수정 (#258)' (#260) from feature/issue-258-ranking-api-keyb-param into main
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2026-02-26 00:20:58 +09:00
agentson
8af5f564c3 fix: ranking API 필수 파라미터 KEYB 추가 및 GUBN 값 수정 (#258)
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KIS 공식 문서(20260221) 기준 KEYB(NEXT KEY BUFF)는 Required=Y이나
누락되어 있어 항상 rt_cd=2 오류 발생, fallback 경로로만 실행됨.

- fluctuation/volume 양쪽 params에 KEYB: '' 추가
- GUBN 주석 수정: 0=하락율, 1=상승율 (문서 기준)
- GUBN 값 0→1 수정: 상승율 기준으로 변동성 급등 종목 스캔

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-26 00:19:55 +09:00
06e4fc5597 Merge pull request 'fix: run_overnight.sh --mode=paper → --mode=live 수정 (#256)' (#257) from feature/issue-256-fix-overnight-live-mode into main
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2026-02-26 00:06:50 +09:00
agentson
b697b6d515 fix: run_overnight.sh --mode=paper → --mode=live 수정 (#256)
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실전투자 API 설정(.env: 실전 BASE_URL, 계좌번호)을 사용하면서
--mode=paper로 실행하여 TR_ID 불일치 발생.

실전투자 서버에 모의투자 TR_ID(VTTS3012R)를 날려
EGW02004: 실전투자 TR 이 아닙니다. 오류로 해외 거래 전부 실패.

APP_CMD 기본값을 --mode=live로 변경하여 실전투자 TR_ID(TTTS3012R) 사용.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-26 00:03:51 +09:00
42db5b3cc1 Merge pull request 'chore: 모의투자 데이터 및 evolved 전략 파일 정리 (#254)' (#255) from feature/issue-254-cleanup-paper-data into main
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2026-02-25 07:45:22 +09:00
agentson
f252a84d65 chore: 모의투자 기반 evolved 전략 파일 삭제 (#254)
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실전 전환 후 모의 데이터로 생성된 evolved 전략 파일 제거.
main.py에서 import되지 않으므로 트레이딩 로직에 영향 없음.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-25 07:42:24 +09:00
adc5211fd2 Merge pull request 'fix: current_price=0 stop-loss 오발동 및 해외 주문 소수점 초과 수정 (#251, #252)' (#253) from feature/issue-251-252-trading-cycle-guards into main
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2026-02-25 02:30:00 +09:00
agentson
67e0e8df41 fix: current_price=0 stop-loss 오발동 및 해외 주문 소수점 초과 수정 (#251, #252)
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1. stop-loss/take-profit 가드에 current_price > 0 조건 추가 (#251)
   - 현재가 API 실패(0.0 반환) 시 loss_pct=-100% 계산으로 오발동되던 문제 수정
   - if entry_price > 0 → if entry_price > 0 and current_price > 0
   - LLY '주문구분 입력오류'는 이 오발동의 연쇄 결과(overseas_price=0 → ORD_DVSN='01')

2. 해외 주문 가격 소수점을 $1 이상은 2자리로 제한 (#252)
   - round(x, 4) → $1+ 종목은 round(x, 2), 페니스탁은 round(x, 4) 유지
   - KIS '1$이상 소수점 2자리까지만 가능' 오류(TQQQ) 수정

테스트:
- test_stop_loss_not_triggered_when_current_price_is_zero 추가
- test_overseas_buy_price_rounded_to_2_decimals_for_dollar_plus_stock 추가
- test_overseas_penny_stock_price_keeps_4_decimals 추가
- 기존 overseas limit price 테스트 expected_price 2자리로 갱신

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-25 02:28:42 +09:00
ffdb99c6c7 Merge pull request 'feat: 시스템 외 매입 종목 stop-loss/take-profit 활성화 (pchs_avg_pric 반영) (#249)' (#250) from feature/issue-249-avg-price-sync into main
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2026-02-25 02:20:03 +09:00
agentson
ce5ea5abde feat: 시스템 외 매입 종목에 pchs_avg_pric 반영 (#249)
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sync_positions_from_broker()에서 price=0.0 하드코딩으로 인해
stop-loss/take-profit이 외부 매수 종목에 작동하지 않던 문제를 수정한다.

- _extract_avg_price_from_balance() 헬퍼 추가 (pchs_avg_pric 추출)
- sync_positions_from_broker()에서 avg_price를 price 필드에 저장
- TestExtractAvgPriceFromBalance 단위 테스트 11개 추가
- TestSyncPositionsFromBroker 통합 테스트 3개 추가 (price 검증)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-25 02:18:11 +09:00
5ae302b083 Merge pull request 'fix: prompt_override 시 parse_response 건너뛰어 Missing fields 경고 제거 (#247)' (#248) from feature/issue-247-skip-parse-response-on-prompt-override into main
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2026-02-25 01:59:15 +09:00
agentson
d31a61cd0b fix: prompt_override 경로 _total_decisions 미카운트, 완료 로그 추가, 테스트 보완
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리뷰 지적 사항 반영:
- _total_decisions 카운트 제거 (플레이북 생성은 거래 결정이 아님 → 메트릭 왜곡 방지)
- "Gemini raw response received" INFO 로그 추가 (완료 추적 가능)
- test_prompt_override_takes_priority_over_optimization 신규 추가
  (enable_optimization=True 상태에서도 prompt_override 우선됨을 검증)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-25 01:54:55 +09:00
agentson
1c7a17320c fix: prompt_override 시 parse_response 건너뛰어 Missing fields 경고 제거 (#247)
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pre_market_planner처럼 prompt_override를 사용하는 호출자는 플레이북 JSON 등
TradeDecision이 아닌 raw 텍스트를 기대한다. 기존에는 parse_response를 통과시켜
항상 "Missing fields" 경고가 발생했다.

decide()에서 prompt_override 감지 시 parse_response를 건너뛰고 raw 응답을
rationale에 담아 직접 반환하도록 수정한다.
정상 응답인데 경고가 뜨는 문제가 해결된다.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-25 01:46:21 +09:00
f58d42fdb0 Merge pull request 'fix: parse_response missing fields 시 raw 보존으로 플레이북 생성 복구 (#245)' (#246) from feature/issue-245-parse-response-preserve-raw into main
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Reviewed-on: #246
2026-02-25 01:33:34 +09:00
agentson
0b20251de0 fix: parse_response에서 missing fields 시 raw 텍스트 보존 (#245)
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pre_market_planner는 prompt_override로 Gemini에 플레이북 JSON을 요청한다.
Gemini가 플레이북 JSON을 반환해도 parse_response가 action/confidence/rationale 키가
없다는 이유로 rationale="Missing required fields"를 반환해 실제 응답이 버려졌다.

이로 인해 플레이북 생성이 항상 실패하고 RSI 기반 기본 폴백이 사용됐으며,
RSI가 없는 해외 시장 데이터와 매칭되지 않아 모든 결정이 HOLD(confidence=0)였다.

수정: missing fields 시 rationale=raw로 설정해 실제 Gemini 응답을 보존한다.
pre_market_planner가 decision.rationale에서 플레이북 JSON을 추출하여 정상 파싱 가능.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-25 01:31:54 +09:00
bffe6e9288 Merge pull request 'fix: Gemini compressed prompt 키 불일치 및 해외 스캐너 GUBN=0 수정 (#242, #243)' (#244) from feature/issue-242-243-gemini-key-fix-overseas-scanner into main
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2026-02-25 01:18:41 +09:00
agentson
0146d1bf8a fix: Gemini compressed prompt 키 불일치 및 해외 스캐너 GUBN=0 수정 (#242, #243)
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- prompt_optimizer: build_compressed_prompt의 JSON 키를 act/conf/reason에서
  action/confidence/rationale로 수정 (parse_response와 일치시킴)
  → Gemini 응답 100% HOLD로 처리되던 버그 수정
- overseas: fetch_overseas_rankings의 GUBN 파라미터를 1(상승)에서 0(전체)으로 변경
  → 변동성 스캐너가 상승/하락 모두 대상으로 NASDAQ 후보 발견 가능
- test: GUBN==0 검증, build_compressed_prompt 키 이름 검증 추가

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-25 01:16:51 +09:00
497564e75c Merge pull request 'fix: KR 등락률순위 API 파라미터 오류 수정 — 스캐너 미동작 해결 (#240)' (#241) from feature/issue-240-kr-scanner-rank-param-fix into main
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2026-02-24 09:18:11 +09:00
agentson
988a56c07c fix: KR 등락률순위 API 파라미터 오류 수정 — 스캐너 미동작 해결 (#240)
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실전 API가 fid_rank_sort_cls_code='0000'(4자리)를 거부함.
'0'(1자리)으로 수정하고, 실전 응답의 종목코드 키가
mksc_shrn_iscd 대신 stck_shrn_iscd임을 반영하여 파싱 수정.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-24 09:15:40 +09:00
c9f1345e3c Merge pull request 'fix: 대시보드 mode 배지 os.getenv 대신 settings.MODE 사용 (#237)' (#239) from feature/issue-237-dashboard-mode-badge-fix into main
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2026-02-24 06:52:29 +09:00
agentson
8c492eae3a fix: 대시보드 mode 배지 os.getenv 대신 settings.MODE 사용 (#237)
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os.getenv("MODE")는 .env 파일을 읽지 못해 항상 paper를 반환함.
create_dashboard_app에 mode 파라미터 추가 후 main.py에서
settings.MODE를 직접 전달하도록 수정.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-24 06:52:10 +09:00
271c592a46 Merge pull request 'feat: 대시보드 헤더에 모의투자/실전투자 모드 배지 표시 (#237)' (#238) from feature/issue-237-dashboard-mode-badge into main
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Reviewed-on: #238
2026-02-24 06:49:21 +09:00
agentson
a063bd9d10 feat: 대시보드 헤더에 모의투자/실전투자 모드 배지 표시 (#237)
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- /api/status 응답에 MODE 환경변수 기반 mode 필드 추가
- 대시보드 헤더에 모드 배지 표시 (live=빨간색 깜빡임, paper=노란색)
- 모드 관련 테스트 3개 추가 (total 26 passed)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-24 06:48:22 +09:00
847456e0af Merge pull request 'fix: 해외잔고 ord_psbl_qty 우선 적용 및 ghost position SELL 반복 방지 (#235)' (#236) from feature/issue-235-overseas-balance-ord-psbl-qty into main
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Reviewed-on: #236
2026-02-24 06:08:31 +09:00
agentson
a3a9fd1f24 docs: requirements-log에 #235 ghost position 수정 기록 추가
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Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-24 05:59:58 +09:00
agentson
f34117bc81 fix: 해외잔고 ord_psbl_qty 우선 적용 및 ghost position SELL 반복 방지 (#235)
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- _extract_held_codes_from_balance / _extract_held_qty_from_balance:
  해외 잔고 수량 필드를 ovrs_cblc_qty(총 보유수량) → ord_psbl_qty(주문가능수량)
  우선으로 변경. KIS 공식 문서(VTTS3012R) 확인 결과 ord_psbl_qty가 실제
  매도 가능 수량이며, ovrs_cblc_qty는 만료/결제 미완료 포지션을 포함함.
  MLECW 등 만료된 Warrant는 ovrs_cblc_qty=289456이지만 ord_psbl_qty=0이라
  startup sync 대상에서 제외되고 SELL 수량도 0이 됨.

- trading_cycle: 해외 SELL이 '잔고내역이 없습니다'로 실패할 때 DB 포지션을
  ghost-close SELL 로그로 닫아 무한 재시도 방지. exchange code 불일치 등
  예외 상황에서 DB가 계속 open 상태로 남는 문제 해소.

- docstring: _extract_held_qty_from_balance 해외 필드 설명 업데이트

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-24 05:59:06 +09:00
17e012cd04 Merge pull request 'feat: 국내주식 지정가 전환 및 미체결 처리 (#232)' (#234) from feature/issue-232-domestic-limit-order-pending into main
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Reviewed-on: #234
2026-02-23 22:03:40 +09:00
agentson
a030dcc0dc docs: requirements-log에 #232 국내주식 지정가 전환 기록
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Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 22:02:09 +09:00
agentson
d1698dee33 feat: 국내주식 지정가 전환 및 미체결 처리 (#232)
- KISBroker에 get_domestic_pending_orders (TTTC0084R, 실전전용)
  및 cancel_domestic_order (실전 TTTC0013U / 모의 VTTC0013U) 추가
- main.py 국내 주문 price=0 → 지정가 전환 (2곳):
  · BUY +0.2% / SELL -0.2%, kr_round_down으로 KRX 틱 반올림 적용
- handle_domestic_pending_orders 함수 추가:
  · BUY 미체결 → 취소 + buy_cooldown 설정
  · SELL 미체결 → 취소 후 -0.4% 재주문 (최대 1회)
- daily/realtime 두 모드 market 루프 내 domestic pending 호출 추가
  (sell_resubmit_counts는 해외용과 공유, key prefix "KR:" vs 거래소코드)
- 테스트 14개 추가:
  · test_broker.py: TestGetDomesticPendingOrders 3개 + TestCancelDomesticOrder 5개
  · test_main.py: TestHandleDomesticPendingOrders 4개 + TestDomesticLimitOrderPrice 2개

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 22:02:09 +09:00
8a8ba3b0cb Merge pull request 'feat: 해외주식 미체결 주문 감지 및 처리 (#229)' (#231) from feature/issue-229-overseas-pending-order-handling into main
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2026-02-23 22:00:10 +09:00
agentson
6b74e4cc77 feat: 해외주식 미체결 주문 감지 및 처리 (#229)
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- OverseasBroker에 get_overseas_pending_orders (TTTS3018R, 실전전용)
  및 cancel_overseas_order (거래소별 TR_ID, hashkey 필수) 추가
- TelegramClient에 notify_unfilled_order 추가
  (BUY취소=MEDIUM, SELL미체결=HIGH 우선순위)
- handle_overseas_pending_orders 함수 추가:
  · BUY 미체결 → 취소 + 쿨다운 설정
  · SELL 미체결 → 취소 후 -0.4% 재주문 (최대 1회)
  · 미국 거래소(NASD/NYSE/AMEX) 중복 조회 방지
- daily/realtime 두 모드 모두 market 루프 시작 전 호출
- 테스트 13개 추가 (test_overseas_broker.py 8개, test_main.py 5개)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 21:12:34 +09:00
1a1fe7e637 Merge pull request 'feat: 해외주식 지정가 버퍼 최적화 BUY +0.2% / SELL -0.2% (#211)' (#230) from feature/issue-211-overseas-limit-price-policy into main
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2026-02-23 17:47:34 +09:00
agentson
2e27000760 feat: 해외주식 지정가 버퍼 최적화 BUY +0.2% / SELL -0.2% (#211)
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기존 정책(BUY +0.5%, SELL 현재가)의 두 가지 문제를 해결:
- BUY 0.5% 버퍼는 대형주에서 불필요한 과다 지불 유발 ($50K 규모에서 연간 수십 달러 손실)
- SELL 현재가 지정가는 가격이 소폭 하락 시 미체결 위험 (bid < last_price 구간)

변경:
- BUY: current_price * 1.005 → current_price * 1.002 (+0.2%)
  대형주 기준 90%+ 체결률 유지하면서 과다 지불 최소화
- SELL: current_price → current_price * 0.998 (-0.2%)
  bid가 last_price 아래일 때도 체결 보장
- VTS(paper)와 live 동일 정책 적용 — 더 현실적인 시뮬레이션
- KIS 시장가 주문은 상한가 기준 수량 계산 버그로 사용 안 함(유지)

테스트:
- test_overseas_buy_order_uses_limit_price: 1.005 → 1.002 업데이트
- test_overseas_sell_order_uses_limit_price_below_current: 신규 추가

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 17:25:15 +09:00
5a41f86112 Merge pull request 'feat: 시작 시 브로커 포지션 → DB 동기화 및 국내주식 이중 매수 방지 (#206)' (#228) from feature/issue-206-startup-position-sync into main
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2026-02-23 17:04:01 +09:00
agentson
ff9c4d6082 feat: 시작 시 브로커 포지션 → DB 동기화 및 국내주식 이중 매수 방지 (#206)
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- sync_positions_from_broker() 함수 추가
  - 시스템 시작 시 브로커 잔고를 조회해 DB에 없는 포지션을 BUY 레코드로 삽입
  - 국내: get_balance(), 해외: get_overseas_balance(exchange_code) 순회
  - ConnectionError는 경고 로그만 남기고 계속 진행 (non-fatal)
  - 동일 exchange_code 중복 조회 방지 (seen_exchange_codes 집합)
  - run() 초기화 후 최초 한 번 자동 호출

- 국내주식 BUY 이중 방지 로직 확장
  - trading_cycle 및 run_daily_session에서 기존에 해외 전용(not market.is_domestic)
    으로만 적용하던 broker balance 체크를 국내/해외 공통으로 변경
  - _extract_held_qty_from_balance(is_domestic=market.is_domestic)

- 테스트 (827 passed)
  - TestSyncPositionsFromBroker (6개): 국내/해외 동기화, 중복 skip, 공란, ConnectionError, dedup
  - TestDomesticBuyDoublePreventionTradingCycle (1개): 국내 보유 주식 BUY 억제

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 17:03:22 +09:00
25ad4776c9 Merge pull request 'feat: Daily CB P&L 기준을 당일 시작 평가금액으로 변경 (#207)' (#227) from feature/issue-207-daily-cb-pnl into main
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2026-02-23 16:58:18 +09:00
agentson
9339824e22 feat: Daily CB P&L 기준을 당일 시작 평가금액으로 변경 (#207)
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- run_daily_session에 daily_start_eval 파라미터 추가 (반환 타입: float)
  - 세션 첫 잔고 조회 시 total_eval을 baseline으로 캡처
  - 이후 세션에서 pnl_pct = (total_eval - daily_start_eval) / daily_start_eval
  - 기존 purchase_total(누적) 기반 계산 제거
- run 함수 daily 루프에서 날짜 변경 시 baseline 리셋 (_cb_last_date 추적)
- early return 시 daily_start_eval 반환하도록 버그 수정 (None 반환 방지)
- TestDailyCBBaseline 클래스 4개 테스트 추가
  - no_markets: 0.0/기존값 그대로 반환
  - first session: total_eval을 baseline으로 캡처
  - subsequent session: 기존 baseline 유지 (덮어쓰기 방지)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 16:47:09 +09:00
e6eae6c6e0 Merge pull request 'docs: 모의→실전 전환 체크리스트 작성 (#218)' (#226) from feature/issue-218-live-trading-docs into main
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2026-02-23 15:01:01 +09:00
bb6bd0392e Merge pull request 'fix: GEMINI_MODEL 기본값 gemini-pro → gemini-2.0-flash (#217)' (#225) from feature/issue-217-gemini-model-default into main
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Reviewed-on: #225
2026-02-23 15:00:27 +09:00
a66181b7a7 Merge pull request 'fix: 진화 전략 파일 3개 IndentationError 수정 (#215)' (#224) from feature/issue-215-evolved-strategy-syntax into main
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Reviewed-on: #224
2026-02-23 14:59:51 +09:00
da585ee547 Merge pull request 'feat: Daily 모드 ConnectionError 재시도 로직 추가 (#209)' (#223) from feature/issue-209-daily-connection-retry into main
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Reviewed-on: #223
2026-02-23 14:57:26 +09:00
c737d5009a Merge pull request 'test: 테스트 커버리지 77% → 80% 달성 (#204)' (#222) from feature/issue-204-test-coverage-80 into main
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2026-02-23 14:56:22 +09:00
agentson
f7d33e69d1 docs: 실전 전환 체크리스트 작성 (issue #218)
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docs/live-trading-checklist.md 신규 작성:
- 사전 조건: KIS 실전 계좌/OpenAPI 신청, 리스크 파라미터 검토
- 환경 설정: .env 수정 가이드, TR_ID 분기표 (모의/실전)
- 최종 확인: DB 백업, 실행 명령, 시작 직후 점검
- 비상 정지: Ctrl+C / /stop 명령 / CB 발동
- 롤백 절차: MODE=paper 복원

CLAUDE.md: 문서 목록에 체크리스트 링크 추가

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 12:55:37 +09:00
agentson
7d99d8ec4a fix: GEMINI_MODEL 기본값 'gemini-pro' → 'gemini-2.0-flash' (issue #217)
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'gemini-pro'는 deprecated 모델로 API 오류 발생 가능.
.env.example은 이미 gemini-2.0-flash-exp로 설정되어 있음.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 12:54:30 +09:00
agentson
0727f28f77 fix: 진화 전략 파일 3개 들여쓰기 구문 오류 수정 (issue #215)
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AI가 evaluate() 메서드 내부에 또 다른 evaluate() 함수를 중첩 정의하는
실수로 생성된 IndentationError 수정.

각 파일별 수정 내용:
- v20260220_210124_evolved.py: 중첩 def evaluate 제거, 상수/로직 8칸으로 정규화
- v20260220_210159_evolved.py: 중첩 def evaluate 제거, 16칸→8칸 들여쓰기 수정
- v20260220_210244_evolved.py: 12칸→8칸 들여쓰기 수정

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 12:53:41 +09:00
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
20 changed files with 3734 additions and 109 deletions

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@@ -94,6 +94,7 @@ Smart Scanner runs in `TRADE_MODE=realtime` only. Daily mode uses static watchli
- **[Testing](docs/testing.md)** — Test structure, coverage requirements, writing tests - **[Testing](docs/testing.md)** — Test structure, coverage requirements, writing tests
- **[Agent Policies](docs/agents.md)** — Prime directives, constraints, prohibited actions - **[Agent Policies](docs/agents.md)** — Prime directives, constraints, prohibited actions
- **[Requirements Log](docs/requirements-log.md)** — User requirements and feedback tracking - **[Requirements Log](docs/requirements-log.md)** — User requirements and feedback tracking
- **[Live Trading Checklist](docs/live-trading-checklist.md)** — 모의→실전 전환 체크리스트
## Core Principles ## Core Principles

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@@ -0,0 +1,131 @@
# 실전 전환 체크리스트
모의 거래(paper)에서 실전(live)으로 전환하기 전에 아래 항목을 **순서대로** 모두 확인하세요.
---
## 1. 사전 조건
### 1-1. KIS OpenAPI 실전 계좌 준비
- [ ] 한국투자증권 계좌 개설 완료 (일반 위탁 계좌)
- [ ] OpenAPI 실전 사용 신청 (KIS 홈페이지 → Open API → 서비스 신청)
- [ ] 실전용 APP_KEY / APP_SECRET 발급 완료
- [ ] KIS_ACCOUNT_NO 형식 확인: `XXXXXXXX-XX` (8자리-2자리)
### 1-2. 리스크 파라미터 검토
- [ ] `CIRCUIT_BREAKER_PCT` 확인: 기본값 -3.0% (더 엄격하게 조정 권장)
- [ ] `FAT_FINGER_PCT` 확인: 기본값 30.0% (1회 주문 최대 잔고 대비 %)
- [ ] `CONFIDENCE_THRESHOLD` 확인: BEARISH ≥ 90, NEUTRAL ≥ 80, BULLISH ≥ 75
- [ ] 초기 투자금 결정 및 해외 주식 운용 한도 설정
### 1-3. 시스템 요건
- [ ] 커버리지 80% 이상 유지 확인: `pytest --cov=src`
- [ ] 타입 체크 통과: `mypy src/ --strict`
- [ ] Lint 통과: `ruff check src/ tests/`
---
## 2. 환경 설정
### 2-1. `.env` 파일 수정
```bash
# 1. KIS 실전 URL로 변경 (모의: openapivts 포트 29443)
KIS_BASE_URL=https://openapi.koreainvestment.com:9443
# 2. 실전 APP_KEY / APP_SECRET으로 교체
KIS_APP_KEY=<실전_APP_KEY>
KIS_APP_SECRET=<실전_APP_SECRET>
KIS_ACCOUNT_NO=<실전_계좌번호>
# 3. 모드를 live로 변경
MODE=live
# 4. PAPER_OVERSEAS_CASH 비활성화 (live 모드에선 무시되지만 명시적으로 0 설정)
PAPER_OVERSEAS_CASH=0
```
> ⚠️ `KIS_BASE_URL` 포트 주의:
> - **모의(VTS)**: `https://openapivts.koreainvestment.com:29443`
> - **실전**: `https://openapi.koreainvestment.com:9443`
### 2-2. TR_ID 자동 분기 확인
아래 TR_ID는 `MODE` 값에 따라 코드에서 **자동으로 선택**됩니다.
별도 설정 불필요하나, 문제 발생 시 아래 표를 참조하세요.
| 구분 | 모의 TR_ID | 실전 TR_ID |
|------|-----------|-----------|
| 국내 잔고 조회 | `VTTC8434R` | `TTTC8434R` |
| 국내 현금 매수 | `VTTC0012U` | `TTTC0012U` |
| 국내 현금 매도 | `VTTC0011U` | `TTTC0011U` |
| 해외 잔고 조회 | `VTTS3012R` | `TTTS3012R` |
| 해외 매수 | `VTTT1002U` | `TTTT1002U` |
| 해외 매도 | `VTTT1001U` | `TTTT1006U` |
> **출처**: `docs/한국투자증권_오픈API_전체문서_20260221_030000.xlsx` (공식 문서 기준)
---
## 3. 최종 확인
### 3-1. 실전 시작 전 점검
- [ ] DB 백업 완료: `data/trade_logs.db``data/backups/`
- [ ] Telegram 알림 설정 확인 (실전에서는 알림이 더욱 중요)
- [ ] 소액으로 첫 거래 진행 후 TR_ID/계좌 정상 동작 확인
### 3-2. 실행 명령
```bash
# 실전 모드로 실행
python -m src.main --mode=live
# 대시보드 함께 실행 (별도 터미널에서 모니터링)
python -m src.main --mode=live --dashboard
```
### 3-3. 실전 시작 직후 확인 사항
- [ ] 로그에 `MODE=live` 출력 확인
- [ ] 첫 잔고 조회 성공 (ConnectionError 없음)
- [ ] Telegram 알림 수신 확인 ("System started")
- [ ] 첫 주문 후 KIS 앱에서 체결 내역 확인
---
## 4. 비상 정지 방법
### 즉각 정지
```bash
# 터미널에서 Ctrl+C (정상 종료 트리거)
# 또는 Telegram 봇 명령:
/stop
```
### Circuit Breaker 발동 시
- CB가 발동되면 자동으로 거래 중단 및 Telegram 알림 전송
- CB 임계값: `CIRCUIT_BREAKER_PCT` (기본 -3.0%)
- **임계값은 엄격하게만 조정 가능** (더 낮은 음수 값으로만 변경)
---
## 5. 롤백 절차
실전 전환 후 문제 발생 시:
```bash
# 1. 즉시 .env에서 MODE=paper로 복원
# 2. 재시작
python -m src.main --mode=paper
# 3. DB에서 최근 거래 확인
sqlite3 data/trade_logs.db "SELECT * FROM trades ORDER BY id DESC LIMIT 20;"
```
---
## 관련 문서
- [시스템 아키텍처](architecture.md)
- [워크플로우 가이드](workflow.md)
- [재해 복구](disaster_recovery.md)
- [Agent 제약 조건](agents.md)

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@@ -292,3 +292,66 @@ Order result: 모의투자 매수주문이 완료 되었습니다. ✓
``` ```
**이슈/PR:** #149, #150 **이슈/PR:** #149, #150
---
## 2026-02-23
### 국내주식 지정가 전환 및 미체결 처리 (#232)
**배경:**
- 해외주식은 #211에서 지정가로 전환했으나 국내주식은 여전히 `price=0` (시장가)
- KRX도 지정가 주문 사용 시 동일한 미체결 위험이 존재
- 지정가 전환 + 미체결 처리를 함께 구현
**구현 내용:**
1. `src/broker/kis_api.py`
- `get_domestic_pending_orders()`: 모의 즉시 `[]`, 실전 `TTTC0084R` GET
- `cancel_domestic_order()`: 실전 `TTTC0013U` / 모의 `VTTC0013U`, hashkey 필수
2. `src/main.py`
- import `kr_round_down` 추가
- `trading_cycle`, `run_daily_session` 국내 주문 `price=0` → 지정가:
BUY +0.2% / SELL -0.2%, `kr_round_down` KRX 틱 반올림 적용
- `handle_domestic_pending_orders` 함수: BUY→취소+쿨다운, SELL→취소+재주문(-0.4%, 최대1회)
- daily/realtime 두 모드에서 domestic pending 체크 호출 추가
3. 테스트 14개 추가:
- `TestGetDomesticPendingOrders` (3), `TestCancelDomesticOrder` (5)
- `TestHandleDomesticPendingOrders` (4), `TestDomesticLimitOrderPrice` (2)
**이슈/PR:** #232, PR #233
---
## 2026-02-24
### 해외잔고 ghost position 수정 — '모의투자 잔고내역이 없습니다' 반복 방지 (#235)
**배경:**
- 모의투자 실행 시 MLECW, KNRX, NBY, SNSE 등 만료/정지된 종목에 대해
`모의투자 잔고내역이 없습니다` 오류가 매 사이클 반복됨
**근본 원인:**
1. `ovrs_cblc_qty` (해외잔고수량, 총 보유) vs `ord_psbl_qty` (주문가능수량, 실제 매도 가능)
- 기존 코드: `ovrs_cblc_qty` 우선 사용 → 만료 Warrant가 `ovrs_cblc_qty=289456`이지만 실제 `ord_psbl_qty=0`
- startup sync / build_overseas_symbol_universe가 이 종목들을 포지션으로 기록
2. SELL 실패 시 DB 포지션이 닫히지 않아 다음 사이클에서도 재시도 (무한 반복)
**구현 내용:**
1. `src/main.py``_extract_held_codes_from_balance`, `_extract_held_qty_from_balance`
- 해외 잔고 필드 우선순위 변경: `ord_psbl_qty``ovrs_cblc_qty``hldg_qty` (fallback 유지)
- KIS 공식 문서(VTTS3012R) 기준: `ord_psbl_qty`가 실제 매도 가능 수량
2. `src/main.py``trading_cycle` ghost-close 처리
- 해외 SELL이 `잔고내역이 없습니다`로 실패 시 DB 포지션을 `[ghost-close]` SELL로 종료
- exchange code 불일치 등 예외 상황에서 무한 반복 방지
3. 테스트 7개 추가:
- `TestExtractHeldQtyFromBalance` 3개: ord_psbl_qty 우선, 0이면 0 반환, fallback
- `TestExtractHeldCodesFromBalance` 2개: ord_psbl_qty=0인 종목 제외, fallback
- `TestOverseasGhostPositionClose` 2개: ghost-close 로그 확인, 일반 오류 무시
**이슈/PR:** #235, PR #236

View File

@@ -23,7 +23,7 @@ if [ -z "${APP_CMD:-}" ]; then
dashboard_port="${DASHBOARD_PORT:-8080}" dashboard_port="${DASHBOARD_PORT:-8080}"
APP_CMD="DASHBOARD_PORT=$dashboard_port $PYTHON_BIN -m src.main --mode=paper --dashboard" APP_CMD="DASHBOARD_PORT=$dashboard_port $PYTHON_BIN -m src.main --mode=live --dashboard"
fi fi
mkdir -p "$LOG_DIR" mkdir -p "$LOG_DIR"

View File

@@ -346,8 +346,10 @@ class GeminiClient:
# Validate required fields # Validate required fields
if not all(k in data for k in ("action", "confidence", "rationale")): if not all(k in data for k in ("action", "confidence", "rationale")):
logger.warning("Missing fields in Gemini response — defaulting to HOLD") logger.warning("Missing fields in Gemini response — defaulting to HOLD")
# Preserve raw text in rationale so prompt_override callers (e.g. pre_market_planner)
# can extract their own JSON format from decision.rationale (#245)
return TradeDecision( return TradeDecision(
action="HOLD", confidence=0, rationale="Missing required fields" action="HOLD", confidence=0, rationale=raw
) )
action = str(data["action"]).upper() action = str(data["action"]).upper()
@@ -439,6 +441,18 @@ class GeminiClient:
action="HOLD", confidence=0, rationale=f"API error: {exc}", token_count=token_count action="HOLD", confidence=0, rationale=f"API error: {exc}", token_count=token_count
) )
# prompt_override callers (e.g. pre_market_planner) expect raw text back,
# not a parsed TradeDecision. Skip parse_response to avoid spurious
# "Missing fields" warnings and return the raw response directly. (#247)
if "prompt_override" in market_data:
logger.info(
"Gemini raw response received (prompt_override, tokens=%d)", token_count
)
# Not a trade decision — don't inflate _total_decisions metrics
return TradeDecision(
action="HOLD", confidence=0, rationale=raw, token_count=token_count
)
decision = self.parse_response(raw) decision = self.parse_response(raw)
self._total_decisions += 1 self._total_decisions += 1

View File

@@ -179,8 +179,8 @@ class PromptOptimizer:
# Minimal instructions # Minimal instructions
prompt = ( prompt = (
f"{market_name} trader. Analyze:\n{data_str}\n\n" f"{market_name} trader. Analyze:\n{data_str}\n\n"
'Return JSON: {"act":"BUY"|"SELL"|"HOLD","conf":<0-100>,"reason":"<text>"}\n' 'Return JSON: {"action":"BUY"|"SELL"|"HOLD","confidence":<0-100>,"rationale":"<text>"}\n'
"Rules: act=BUY/SELL/HOLD, conf=0-100, reason=concise. No markdown." "Rules: action=BUY/SELL/HOLD, confidence=0-100, rationale=concise. No markdown."
) )
else: else:
# Data only (for cached contexts where instructions are known) # Data only (for cached contexts where instructions are known)

View File

@@ -8,7 +8,7 @@ from __future__ import annotations
import asyncio import asyncio
import logging import logging
import ssl import ssl
from typing import Any from typing import Any, cast
import aiohttp import aiohttp
@@ -430,7 +430,7 @@ class KISBroker:
"fid_cond_mrkt_div_code": "J", "fid_cond_mrkt_div_code": "J",
"fid_cond_scr_div_code": "20170", "fid_cond_scr_div_code": "20170",
"fid_input_iscd": "0000", "fid_input_iscd": "0000",
"fid_rank_sort_cls_code": "0000", "fid_rank_sort_cls_code": "0",
"fid_input_cnt_1": str(limit), "fid_input_cnt_1": str(limit),
"fid_prc_cls_code": "0", "fid_prc_cls_code": "0",
"fid_input_price_1": "0", "fid_input_price_1": "0",
@@ -466,7 +466,7 @@ class KISBroker:
rankings = [] rankings = []
for item in data.get("output", [])[:limit]: for item in data.get("output", [])[:limit]:
rankings.append({ rankings.append({
"stock_code": item.get("mksc_shrn_iscd", ""), "stock_code": item.get("stck_shrn_iscd") or item.get("mksc_shrn_iscd", ""),
"name": item.get("hts_kor_isnm", ""), "name": item.get("hts_kor_isnm", ""),
"price": _safe_float(item.get("stck_prpr", "0")), "price": _safe_float(item.get("stck_prpr", "0")),
"volume": _safe_float(item.get("acml_vol", "0")), "volume": _safe_float(item.get("acml_vol", "0")),
@@ -478,6 +478,112 @@ class KISBroker:
except (TimeoutError, aiohttp.ClientError) as exc: except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(f"Network error fetching rankings: {exc}") from exc raise ConnectionError(f"Network error fetching rankings: {exc}") from exc
async def get_domestic_pending_orders(self) -> list[dict[str, Any]]:
"""Fetch unfilled (pending) domestic limit orders.
The KIS pending-orders API (TTTC0084R) is unsupported in paper (VTS)
mode, so this method returns an empty list immediately when MODE is
not "live".
Returns:
List of pending order dicts from the KIS ``output`` field.
Each dict includes keys such as ``odno``, ``orgn_odno``,
``ord_gno_brno``, ``psbl_qty``, ``sll_buy_dvsn_cd``, ``pdno``.
"""
if self._settings.MODE != "live":
logger.debug(
"get_domestic_pending_orders: paper mode — TTTC0084R unsupported, returning []"
)
return []
await self._rate_limiter.acquire()
session = self._get_session()
# TR_ID: 실전 TTTC0084R (모의 미지원)
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '주식 미체결조회' 시트
headers = await self._auth_headers("TTTC0084R")
params = {
"CANO": self._account_no,
"ACNT_PRDT_CD": self._product_cd,
"INQR_DVSN_1": "0",
"INQR_DVSN_2": "0",
"CTX_AREA_FK100": "",
"CTX_AREA_NK100": "",
}
url = f"{self._base_url}/uapi/domestic-stock/v1/trading/inquire-psbl-rvsecncl"
try:
async with session.get(url, headers=headers, params=params) as resp:
if resp.status != 200:
text = await resp.text()
raise ConnectionError(
f"get_domestic_pending_orders failed ({resp.status}): {text}"
)
data = await resp.json()
return data.get("output", []) or []
except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(
f"Network error fetching domestic pending orders: {exc}"
) from exc
async def cancel_domestic_order(
self,
stock_code: str,
orgn_odno: str,
krx_fwdg_ord_orgno: str,
qty: int,
) -> dict[str, Any]:
"""Cancel an unfilled domestic limit order.
Args:
stock_code: 6-digit domestic stock code (``pdno``).
orgn_odno: Original order number from pending-orders response
(``orgn_odno`` field).
krx_fwdg_ord_orgno: KRX forwarding order branch number from
pending-orders response (``ord_gno_brno`` field).
qty: Quantity to cancel (use ``psbl_qty`` from pending order).
Returns:
Raw KIS API response dict (check ``rt_cd == "0"`` for success).
"""
await self._rate_limiter.acquire()
session = self._get_session()
# TR_ID: 실전 TTTC0013U, 모의 VTTC0013U
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '주식주문(정정취소)' 시트
tr_id = "TTTC0013U" if self._settings.MODE == "live" else "VTTC0013U"
body = {
"CANO": self._account_no,
"ACNT_PRDT_CD": self._product_cd,
"KRX_FWDG_ORD_ORGNO": krx_fwdg_ord_orgno,
"ORGN_ODNO": orgn_odno,
"ORD_DVSN": "00",
"ORD_QTY": str(qty),
"ORD_UNPR": "0",
"RVSE_CNCL_DVSN_CD": "02",
"QTY_ALL_ORD_YN": "Y",
}
hash_key = await self._get_hash_key(body)
headers = await self._auth_headers(tr_id)
headers["hashkey"] = hash_key
url = f"{self._base_url}/uapi/domestic-stock/v1/trading/order-rvsecncl"
try:
async with session.post(url, headers=headers, json=body) as resp:
if resp.status != 200:
text = await resp.text()
raise ConnectionError(
f"cancel_domestic_order failed ({resp.status}): {text}"
)
return cast(dict[str, Any], await resp.json())
except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(
f"Network error cancelling domestic order: {exc}"
) from exc
async def get_daily_prices( async def get_daily_prices(
self, self,
stock_code: str, stock_code: str,

View File

@@ -29,6 +29,20 @@ _RANKING_EXCHANGE_MAP: dict[str, str] = {
# NASD → NAS, NYSE → NYS, AMEX → AMS (confirmed: AMEX returns empty, AMS returns price). # NASD → NAS, NYSE → NYS, AMEX → AMS (confirmed: AMEX returns empty, AMS returns price).
_PRICE_EXCHANGE_MAP: dict[str, str] = _RANKING_EXCHANGE_MAP _PRICE_EXCHANGE_MAP: dict[str, str] = _RANKING_EXCHANGE_MAP
# Cancel order TR_IDs per exchange code — (live_tr_id, paper_tr_id).
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 주문취소' 시트
_CANCEL_TR_ID_MAP: dict[str, tuple[str, str]] = {
"NASD": ("TTTT1004U", "VTTT1004U"),
"NYSE": ("TTTT1004U", "VTTT1004U"),
"AMEX": ("TTTT1004U", "VTTT1004U"),
"SEHK": ("TTTS1003U", "VTTS1003U"),
"TSE": ("TTTS0309U", "VTTS0309U"),
"SHAA": ("TTTS0302U", "VTTS0302U"),
"SZAA": ("TTTS0306U", "VTTS0306U"),
"HNX": ("TTTS0312U", "VTTS0312U"),
"HSX": ("TTTS0312U", "VTTS0312U"),
}
class OverseasBroker: class OverseasBroker:
"""KIS Overseas Stock API wrapper that reuses KISBroker infrastructure.""" """KIS Overseas Stock API wrapper that reuses KISBroker infrastructure."""
@@ -107,6 +121,7 @@ class OverseasBroker:
tr_id = self._broker._settings.OVERSEAS_RANKING_VOLUME_TR_ID tr_id = self._broker._settings.OVERSEAS_RANKING_VOLUME_TR_ID
path = self._broker._settings.OVERSEAS_RANKING_VOLUME_PATH path = self._broker._settings.OVERSEAS_RANKING_VOLUME_PATH
params: dict[str, str] = { params: dict[str, str] = {
"KEYB": "", # NEXT KEY BUFF — Required, 공백
"AUTH": "", "AUTH": "",
"EXCD": ranking_excd, "EXCD": ranking_excd,
"MIXN": "0", "MIXN": "0",
@@ -116,10 +131,11 @@ class OverseasBroker:
tr_id = self._broker._settings.OVERSEAS_RANKING_FLUCT_TR_ID tr_id = self._broker._settings.OVERSEAS_RANKING_FLUCT_TR_ID
path = self._broker._settings.OVERSEAS_RANKING_FLUCT_PATH path = self._broker._settings.OVERSEAS_RANKING_FLUCT_PATH
params = { params = {
"KEYB": "", # NEXT KEY BUFF — Required, 공백
"AUTH": "", "AUTH": "",
"EXCD": ranking_excd, "EXCD": ranking_excd,
"NDAY": "0", "NDAY": "0",
"GUBN": "1", "GUBN": "1", # 0=하락율, 1=상승율 — 변동성 스캐너는 급등 종목 우선
"VOL_RANG": "0", "VOL_RANG": "0",
} }
@@ -206,6 +222,59 @@ class OverseasBroker:
f"Network error fetching overseas balance: {exc}" f"Network error fetching overseas balance: {exc}"
) from exc ) from exc
async def get_overseas_buying_power(
self,
exchange_code: str,
stock_code: str,
price: float,
) -> dict[str, Any]:
"""
Fetch overseas buying power for a specific stock and price.
Args:
exchange_code: Exchange code (e.g., "NASD", "NYSE")
stock_code: Stock ticker symbol
price: Current stock price (used for quantity calculation)
Returns:
API response; key field: output.ord_psbl_frcr_amt (주문가능외화금액)
Raises:
ConnectionError: On network or API errors
"""
await self._broker._rate_limiter.acquire()
session = self._broker._get_session()
# TR_ID: 실전 TTTS3007R, 모의 VTTS3007R
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 매수가능금액조회' 시트
ps_tr_id = (
"TTTS3007R" if self._broker._settings.MODE == "live" else "VTTS3007R"
)
headers = await self._broker._auth_headers(ps_tr_id)
params = {
"CANO": self._broker._account_no,
"ACNT_PRDT_CD": self._broker._product_cd,
"OVRS_EXCG_CD": exchange_code,
"OVRS_ORD_UNPR": f"{price:.2f}",
"ITEM_CD": stock_code,
}
url = (
f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-psamount"
)
try:
async with session.get(url, headers=headers, params=params) as resp:
if resp.status != 200:
text = await resp.text()
raise ConnectionError(
f"get_overseas_buying_power failed ({resp.status}): {text}"
)
return await resp.json()
except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(
f"Network error fetching overseas buying power: {exc}"
) from exc
async def send_overseas_order( async def send_overseas_order(
self, self,
exchange_code: str, exchange_code: str,
@@ -292,6 +361,131 @@ class OverseasBroker:
f"Network error sending overseas order: {exc}" f"Network error sending overseas order: {exc}"
) from exc ) from exc
async def get_overseas_pending_orders(
self, exchange_code: str
) -> list[dict[str, Any]]:
"""Fetch unfilled (pending) overseas orders for a given exchange.
Args:
exchange_code: Exchange code (e.g., "NASD", "SEHK").
For US markets, NASD returns all US pending orders (NASD/NYSE/AMEX).
Returns:
List of pending order dicts with fields: odno, pdno, sll_buy_dvsn_cd,
ft_ord_qty, nccs_qty, ft_ord_unpr3, ovrs_excg_cd.
Always returns [] in paper mode (TTTS3018R is live-only).
Raises:
ConnectionError: On network or API errors (live mode only).
"""
if self._broker._settings.MODE != "live":
logger.debug(
"Pending orders API (TTTS3018R) not supported in paper mode; returning []"
)
return []
await self._broker._rate_limiter.acquire()
session = self._broker._get_session()
# TTTS3018R: 해외주식 미체결내역조회 (실전 전용)
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 미체결조회' 시트
headers = await self._broker._auth_headers("TTTS3018R")
params = {
"CANO": self._broker._account_no,
"ACNT_PRDT_CD": self._broker._product_cd,
"OVRS_EXCG_CD": exchange_code,
"SORT_SQN": "DS",
"CTX_AREA_FK200": "",
"CTX_AREA_NK200": "",
}
url = (
f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-nccs"
)
try:
async with session.get(url, headers=headers, params=params) as resp:
if resp.status != 200:
text = await resp.text()
raise ConnectionError(
f"get_overseas_pending_orders failed ({resp.status}): {text}"
)
data = await resp.json()
output = data.get("output", [])
if isinstance(output, list):
return output
return []
except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(
f"Network error fetching pending orders: {exc}"
) from exc
async def cancel_overseas_order(
self,
exchange_code: str,
stock_code: str,
odno: str,
qty: int,
) -> dict[str, Any]:
"""Cancel an overseas limit order.
Args:
exchange_code: Exchange code (e.g., "NASD", "SEHK").
stock_code: Stock ticker symbol.
odno: Original order number to cancel.
qty: Unfilled quantity to cancel.
Returns:
API response dict containing rt_cd and msg1.
Raises:
ValueError: If exchange_code has no cancel TR_ID mapping.
ConnectionError: On network or API errors.
"""
tr_ids = _CANCEL_TR_ID_MAP.get(exchange_code)
if tr_ids is None:
raise ValueError(f"No cancel TR_ID mapping for exchange: {exchange_code}")
live_tr_id, paper_tr_id = tr_ids
tr_id = live_tr_id if self._broker._settings.MODE == "live" else paper_tr_id
await self._broker._rate_limiter.acquire()
session = self._broker._get_session()
# RVSE_CNCL_DVSN_CD="02" means cancel (not revision).
# OVRS_ORD_UNPR must be "0" for cancellations.
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 정정취소주문' 시트
body = {
"CANO": self._broker._account_no,
"ACNT_PRDT_CD": self._broker._product_cd,
"OVRS_EXCG_CD": exchange_code,
"PDNO": stock_code,
"ORGN_ODNO": odno,
"RVSE_CNCL_DVSN_CD": "02",
"ORD_QTY": str(qty),
"OVRS_ORD_UNPR": "0",
"ORD_SVR_DVSN_CD": "0",
}
hash_key = await self._broker._get_hash_key(body)
headers = await self._broker._auth_headers(tr_id)
headers["hashkey"] = hash_key
url = (
f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/order-rvsecncl"
)
try:
async with session.post(url, headers=headers, json=body) as resp:
if resp.status != 200:
text = await resp.text()
raise ConnectionError(
f"cancel_overseas_order failed ({resp.status}): {text}"
)
return await resp.json()
except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(
f"Network error cancelling overseas order: {exc}"
) from exc
def _get_currency_code(self, exchange_code: str) -> str: def _get_currency_code(self, exchange_code: str) -> str:
""" """
Map exchange code to currency code. Map exchange code to currency code.

View File

@@ -17,7 +17,7 @@ class Settings(BaseSettings):
# Google Gemini # Google Gemini
GEMINI_API_KEY: str GEMINI_API_KEY: str
GEMINI_MODEL: str = "gemini-pro" GEMINI_MODEL: str = "gemini-2.0-flash"
# External Data APIs (optional — for data-driven decisions) # External Data APIs (optional — for data-driven decisions)
NEWS_API_KEY: str | None = None NEWS_API_KEY: str | None = None

View File

@@ -13,10 +13,11 @@ from fastapi import FastAPI, HTTPException, Query
from fastapi.responses import FileResponse from fastapi.responses import FileResponse
def create_dashboard_app(db_path: str) -> FastAPI: def create_dashboard_app(db_path: str, mode: str = "paper") -> FastAPI:
"""Create dashboard FastAPI app bound to a SQLite database path.""" """Create dashboard FastAPI app bound to a SQLite database path."""
app = FastAPI(title="The Ouroboros Dashboard", version="1.0.0") app = FastAPI(title="The Ouroboros Dashboard", version="1.0.0")
app.state.db_path = db_path app.state.db_path = db_path
app.state.mode = mode
@app.get("/") @app.get("/")
def index() -> FileResponse: def index() -> FileResponse:
@@ -111,6 +112,7 @@ def create_dashboard_app(db_path: str) -> FastAPI:
return { return {
"date": today, "date": today,
"mode": mode,
"markets": market_status, "markets": market_status,
"totals": { "totals": {
"trade_count": total_trades, "trade_count": total_trades,

View File

@@ -43,6 +43,19 @@
font-size: 12px; transition: border-color 0.2s; font-size: 12px; transition: border-color 0.2s;
} }
.refresh-btn:hover { border-color: var(--accent); color: var(--accent); } .refresh-btn:hover { border-color: var(--accent); color: var(--accent); }
.mode-badge {
padding: 3px 10px; border-radius: 5px; font-size: 12px; font-weight: 700;
letter-spacing: 0.5px;
}
.mode-badge.live {
background: rgba(224, 85, 85, 0.15); color: var(--red);
border: 1px solid rgba(224, 85, 85, 0.4);
animation: pulse-warn 2s ease-in-out infinite;
}
.mode-badge.paper {
background: rgba(232, 160, 64, 0.15); color: var(--warn);
border: 1px solid rgba(232, 160, 64, 0.4);
}
/* CB Gauge */ /* CB Gauge */
.cb-gauge-wrap { .cb-gauge-wrap {
@@ -225,6 +238,7 @@
<header> <header>
<h1>&#x1F40D; The Ouroboros</h1> <h1>&#x1F40D; The Ouroboros</h1>
<div class="header-right"> <div class="header-right">
<span class="mode-badge" id="mode-badge">--</span>
<div class="cb-gauge-wrap" id="cb-gauge" title="Circuit Breaker"> <div class="cb-gauge-wrap" id="cb-gauge" title="Circuit Breaker">
<span class="cb-dot unknown" id="cb-dot"></span> <span class="cb-dot unknown" id="cb-dot"></span>
<span id="cb-label">CB --</span> <span id="cb-label">CB --</span>
@@ -512,9 +526,22 @@
} }
document.getElementById('card-pnl-sub').textContent = `결정 ${t.decision_count ?? 0}`; document.getElementById('card-pnl-sub').textContent = `결정 ${t.decision_count ?? 0}`;
renderCbGauge(d.circuit_breaker); renderCbGauge(d.circuit_breaker);
renderModeBadge(d.mode);
} catch {} } catch {}
} }
function renderModeBadge(mode) {
const el = document.getElementById('mode-badge');
if (!el) return;
if (mode === 'live') {
el.textContent = '🔴 실전투자';
el.className = 'mode-badge live';
} else {
el.textContent = '🟡 모의투자';
el.className = 'mode-badge paper';
}
}
async function fetchPerformance() { async function fetchPerformance() {
try { try {
const r = await fetch('/api/performance?market=all'); const r = await fetch('/api/performance?market=all');

View File

@@ -254,10 +254,11 @@ def get_open_position(
"""Return open position if latest trade is BUY, else None.""" """Return open position if latest trade is BUY, else None."""
cursor = conn.execute( cursor = conn.execute(
""" """
SELECT action, decision_id, price, quantity SELECT action, decision_id, price, quantity, timestamp
FROM trades FROM trades
WHERE stock_code = ? WHERE stock_code = ?
AND market = ? AND market = ?
AND action IN ('BUY', 'SELL')
ORDER BY timestamp DESC ORDER BY timestamp DESC
LIMIT 1 LIMIT 1
""", """,
@@ -266,7 +267,7 @@ def get_open_position(
row = cursor.fetchone() row = cursor.fetchone()
if not row or row[0] != "BUY": if not row or row[0] != "BUY":
return None return None
return {"decision_id": row[1], "price": row[2], "quantity": row[3]} return {"decision_id": row[1], "price": row[2], "quantity": row[3], "timestamp": row[4]}
def get_recent_symbols( def get_recent_symbols(

File diff suppressed because it is too large Load Diff

View File

@@ -473,6 +473,48 @@ class TelegramClient:
NotificationMessage(priority=priority, message=message) NotificationMessage(priority=priority, message=message)
) )
async def notify_unfilled_order(
self,
stock_code: str,
market: str,
action: str,
quantity: int,
outcome: str,
new_price: float | None = None,
) -> None:
"""Notify about an unfilled overseas order that was cancelled or resubmitted.
Args:
stock_code: Stock ticker symbol.
market: Exchange/market code (e.g., "NASD", "SEHK").
action: "BUY" or "SELL".
quantity: Unfilled quantity.
outcome: "cancelled" or "resubmitted".
new_price: New order price if resubmitted (None if only cancelled).
"""
if not self._filter.trades:
return
# SELL resubmit is high priority — position liquidation at risk.
# BUY cancel is medium priority — only cash is freed.
priority = (
NotificationPriority.HIGH
if action == "SELL"
else NotificationPriority.MEDIUM
)
outcome_emoji = "🔄" if outcome == "resubmitted" else ""
outcome_label = "재주문" if outcome == "resubmitted" else "취소됨"
action_emoji = "🔴" if action == "SELL" else "🟢"
lines = [
f"<b>{outcome_emoji} 미체결 주문 {outcome_label}</b>",
f"Symbol: <code>{stock_code}</code> ({market})",
f"Action: {action_emoji} {action}",
f"Quantity: {quantity:,} shares",
]
if new_price is not None:
lines.append(f"New Price: {new_price:.4f}")
message = "\n".join(lines)
await self._send_notification(NotificationMessage(priority=priority, message=message))
async def notify_error( async def notify_error(
self, error_type: str, error_msg: str, context: str self, error_type: str, error_msg: str, context: str
) -> None: ) -> None:

View File

@@ -93,9 +93,21 @@ class TestMalformedJsonHandling:
def test_json_with_missing_fields_returns_hold(self, settings): def test_json_with_missing_fields_returns_hold(self, settings):
client = GeminiClient(settings) client = GeminiClient(settings)
decision = client.parse_response('{"action": "BUY"}') raw = '{"action": "BUY"}'
decision = client.parse_response(raw)
assert decision.action == "HOLD" assert decision.action == "HOLD"
assert decision.confidence == 0 assert decision.confidence == 0
# rationale preserves raw so prompt_override callers (e.g. pre_market_planner)
# can extract non-TradeDecision JSON from decision.rationale (#245)
assert decision.rationale == raw
def test_non_trade_decision_json_preserves_raw_in_rationale(self, settings):
"""Playbook JSON (no action/confidence/rationale) must be preserved for planner."""
client = GeminiClient(settings)
playbook_json = '{"market_outlook": "neutral", "stocks": []}'
decision = client.parse_response(playbook_json)
assert decision.action == "HOLD"
assert decision.rationale == playbook_json
def test_json_with_invalid_action_returns_hold(self, settings): def test_json_with_invalid_action_returns_hold(self, settings):
client = GeminiClient(settings) client = GeminiClient(settings)
@@ -290,9 +302,10 @@ class TestPromptOverride:
client = GeminiClient(settings) client = GeminiClient(settings)
custom_prompt = "You are a playbook generator. Return JSON with scenarios." custom_prompt = "You are a playbook generator. Return JSON with scenarios."
playbook_json = '{"market_outlook": "neutral", "stocks": []}'
mock_response = MagicMock() mock_response = MagicMock()
mock_response.text = '{"action": "HOLD", "confidence": 50, "rationale": "test"}' mock_response.text = playbook_json
with patch.object( with patch.object(
client._client.aio.models, client._client.aio.models,
@@ -305,7 +318,7 @@ class TestPromptOverride:
"current_price": 0, "current_price": 0,
"prompt_override": custom_prompt, "prompt_override": custom_prompt,
} }
await client.decide(market_data) decision = await client.decide(market_data)
# Verify the custom prompt was sent, not a built prompt # Verify the custom prompt was sent, not a built prompt
mock_generate.assert_called_once() mock_generate.assert_called_once()
@@ -313,17 +326,50 @@ class TestPromptOverride:
"contents", mock_generate.call_args[0][1] if len(mock_generate.call_args[0]) > 1 else None "contents", mock_generate.call_args[0][1] if len(mock_generate.call_args[0]) > 1 else None
) )
assert actual_prompt == custom_prompt assert actual_prompt == custom_prompt
# Raw response preserved in rationale without parse_response (#247)
assert decision.rationale == playbook_json
@pytest.mark.asyncio @pytest.mark.asyncio
async def test_prompt_override_skips_optimization(self, settings): async def test_prompt_override_skips_parse_response(self, settings):
"""prompt_override should bypass prompt optimization.""" """prompt_override bypasses parse_response — no Missing fields warning, raw preserved."""
client = GeminiClient(settings) client = GeminiClient(settings)
client._enable_optimization = True client._enable_optimization = True
custom_prompt = "Custom playbook prompt" custom_prompt = "Custom playbook prompt"
playbook_json = '{"market_outlook": "bullish", "stocks": [{"stock_code": "AAPL"}]}'
mock_response = MagicMock() mock_response = MagicMock()
mock_response.text = '{"action": "HOLD", "confidence": 50, "rationale": "ok"}' mock_response.text = playbook_json
with patch.object(
client._client.aio.models,
"generate_content",
new_callable=AsyncMock,
return_value=mock_response,
):
with patch.object(client, "parse_response") as mock_parse:
market_data = {
"stock_code": "PLANNER",
"current_price": 0,
"prompt_override": custom_prompt,
}
decision = await client.decide(market_data)
# parse_response must NOT be called for prompt_override
mock_parse.assert_not_called()
# Raw playbook JSON preserved in rationale
assert decision.rationale == playbook_json
@pytest.mark.asyncio
async def test_prompt_override_takes_priority_over_optimization(self, settings):
"""prompt_override must win over enable_optimization=True."""
client = GeminiClient(settings)
client._enable_optimization = True
custom_prompt = "Explicit playbook prompt"
mock_response = MagicMock()
mock_response.text = '{"market_outlook": "neutral", "stocks": []}'
with patch.object( with patch.object(
client._client.aio.models, client._client.aio.models,
@@ -341,6 +387,7 @@ class TestPromptOverride:
actual_prompt = mock_generate.call_args[1].get( actual_prompt = mock_generate.call_args[1].get(
"contents", mock_generate.call_args[0][1] if len(mock_generate.call_args[0]) > 1 else None "contents", mock_generate.call_args[0][1] if len(mock_generate.call_args[0]) > 1 else None
) )
# The custom prompt must be used, not the compressed prompt
assert actual_prompt == custom_prompt assert actual_prompt == custom_prompt
@pytest.mark.asyncio @pytest.mark.asyncio

View File

@@ -354,6 +354,8 @@ class TestFetchMarketRankings:
assert "ranking/fluctuation" in url assert "ranking/fluctuation" in url
assert headers.get("tr_id") == "FHPST01700000" assert headers.get("tr_id") == "FHPST01700000"
assert params.get("fid_cond_scr_div_code") == "20170" assert params.get("fid_cond_scr_div_code") == "20170"
# 실전 API는 4자리("0000") 거부 — 1자리("0")여야 한다 (#240)
assert params.get("fid_rank_sort_cls_code") == "0"
@pytest.mark.asyncio @pytest.mark.asyncio
async def test_volume_returns_parsed_rows(self, broker: KISBroker) -> None: async def test_volume_returns_parsed_rows(self, broker: KISBroker) -> None:
@@ -376,6 +378,27 @@ class TestFetchMarketRankings:
assert result[0]["price"] == 75000.0 assert result[0]["price"] == 75000.0
assert result[0]["change_rate"] == 2.5 assert result[0]["change_rate"] == 2.5
@pytest.mark.asyncio
async def test_fluctuation_parses_stck_shrn_iscd(self, broker: KISBroker) -> None:
"""실전 API는 mksc_shrn_iscd 대신 stck_shrn_iscd를 반환한다 (#240)."""
items = [
{
"stck_shrn_iscd": "015260",
"hts_kor_isnm": "에이엔피",
"stck_prpr": "794",
"acml_vol": "4896196",
"prdy_ctrt": "29.74",
"vol_inrt": "0",
}
]
mock_resp = _make_ranking_mock(items)
with patch("aiohttp.ClientSession.get", return_value=mock_resp):
result = await broker.fetch_market_rankings(ranking_type="fluctuation")
assert len(result) == 1
assert result[0]["stock_code"] == "015260"
assert result[0]["change_rate"] == 29.74
# --------------------------------------------------------------------------- # ---------------------------------------------------------------------------
# KRX tick unit / round-down helpers (issue #157) # KRX tick unit / round-down helpers (issue #157)
@@ -725,3 +748,195 @@ class TestTRIDBranchingDomestic:
order_headers = mock_post.call_args_list[1][1].get("headers", {}) order_headers = mock_post.call_args_list[1][1].get("headers", {})
assert order_headers["tr_id"] == "TTTC0011U" assert order_headers["tr_id"] == "TTTC0011U"
# ---------------------------------------------------------------------------
# Domestic Pending Orders (get_domestic_pending_orders)
# ---------------------------------------------------------------------------
class TestGetDomesticPendingOrders:
"""get_domestic_pending_orders must return [] in paper mode and call TTTC0084R in live."""
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_paper_mode_returns_empty(self, settings) -> None:
"""Paper mode must return [] immediately without any API call."""
broker = self._make_broker(settings, "paper")
with patch("aiohttp.ClientSession.get") as mock_get:
result = await broker.get_domestic_pending_orders()
assert result == []
mock_get.assert_not_called()
@pytest.mark.asyncio
async def test_live_mode_calls_tttc0084r_with_correct_params(
self, settings
) -> None:
"""Live mode must call TTTC0084R with INQR_DVSN_1/2 and paging params."""
broker = self._make_broker(settings, "live")
pending = [{"odno": "001", "pdno": "005930", "psbl_qty": "10"}]
mock_resp = AsyncMock()
mock_resp.status = 200
mock_resp.json = AsyncMock(return_value={"output": pending})
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:
result = await broker.get_domestic_pending_orders()
assert result == pending
headers = mock_get.call_args[1].get("headers", {})
assert headers["tr_id"] == "TTTC0084R"
params = mock_get.call_args[1].get("params", {})
assert params["INQR_DVSN_1"] == "0"
assert params["INQR_DVSN_2"] == "0"
@pytest.mark.asyncio
async def test_live_mode_connection_error(self, settings) -> None:
"""Network error must raise ConnectionError."""
import aiohttp as _aiohttp
broker = self._make_broker(settings, "live")
with patch(
"aiohttp.ClientSession.get",
side_effect=_aiohttp.ClientError("timeout"),
):
with pytest.raises(ConnectionError):
await broker.get_domestic_pending_orders()
# ---------------------------------------------------------------------------
# Domestic Order Cancellation (cancel_domestic_order)
# ---------------------------------------------------------------------------
class TestCancelDomesticOrder:
"""cancel_domestic_order must use correct TR_ID and build body correctly."""
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
def _make_post_mocks(self, order_payload: dict) -> tuple:
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=order_payload)
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
mock_order.__aexit__ = AsyncMock(return_value=False)
return mock_hash, mock_order
@pytest.mark.asyncio
async def test_live_uses_tttc0013u(self, settings) -> None:
"""Live mode must use TR_ID TTTC0013U."""
broker = self._make_broker(settings, "live")
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
with patch(
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
) as mock_post:
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
order_headers = mock_post.call_args_list[1][1].get("headers", {})
assert order_headers["tr_id"] == "TTTC0013U"
@pytest.mark.asyncio
async def test_paper_uses_vttc0013u(self, settings) -> None:
"""Paper mode must use TR_ID VTTC0013U."""
broker = self._make_broker(settings, "paper")
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
with patch(
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
) as mock_post:
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
order_headers = mock_post.call_args_list[1][1].get("headers", {})
assert order_headers["tr_id"] == "VTTC0013U"
@pytest.mark.asyncio
async def test_cancel_sets_rvse_cncl_dvsn_cd_02(self, settings) -> None:
"""Body must have RVSE_CNCL_DVSN_CD='02' (취소) and QTY_ALL_ORD_YN='Y'."""
broker = self._make_broker(settings, "live")
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
with patch(
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
) as mock_post:
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
body = mock_post.call_args_list[1][1].get("json", {})
assert body["RVSE_CNCL_DVSN_CD"] == "02"
assert body["QTY_ALL_ORD_YN"] == "Y"
assert body["ORD_UNPR"] == "0"
@pytest.mark.asyncio
async def test_cancel_sets_krx_fwdg_ord_orgno_in_body(self, settings) -> None:
"""Body must include KRX_FWDG_ORD_ORGNO and ORGN_ODNO from arguments."""
broker = self._make_broker(settings, "live")
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
with patch(
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
) as mock_post:
await broker.cancel_domestic_order("005930", "ORD123", "BRN456", 3)
body = mock_post.call_args_list[1][1].get("json", {})
assert body["KRX_FWDG_ORD_ORGNO"] == "BRN456"
assert body["ORGN_ODNO"] == "ORD123"
assert body["ORD_QTY"] == "3"
@pytest.mark.asyncio
async def test_cancel_sets_hashkey_header(self, settings) -> None:
"""Request must include hashkey header (same pattern as send_order)."""
broker = self._make_broker(settings, "live")
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
with patch(
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
) as mock_post:
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 2)
order_headers = mock_post.call_args_list[1][1].get("headers", {})
assert "hashkey" in order_headers
assert order_headers["hashkey"] == "h"

View File

@@ -413,3 +413,39 @@ def test_status_circuit_breaker_unknown_when_no_data(tmp_path: Path) -> None:
cb = body["circuit_breaker"] cb = body["circuit_breaker"]
assert cb["status"] == "unknown" assert cb["status"] == "unknown"
assert cb["current_pnl_pct"] is None assert cb["current_pnl_pct"] is None
def test_status_mode_paper(tmp_path: Path) -> None:
"""mode=paper로 생성하면 status 응답에 mode=paper가 포함돼야 한다."""
db_path = tmp_path / "dashboard_test.db"
conn = init_db(str(db_path))
_seed_db(conn)
conn.close()
app = create_dashboard_app(str(db_path), mode="paper")
get_status = _endpoint(app, "/api/status")
body = get_status()
assert body["mode"] == "paper"
def test_status_mode_live(tmp_path: Path) -> None:
"""mode=live로 생성하면 status 응답에 mode=live가 포함돼야 한다."""
db_path = tmp_path / "dashboard_test.db"
conn = init_db(str(db_path))
_seed_db(conn)
conn.close()
app = create_dashboard_app(str(db_path), mode="live")
get_status = _endpoint(app, "/api/status")
body = get_status()
assert body["mode"] == "live"
def test_status_mode_default_paper(tmp_path: Path) -> None:
"""mode 파라미터 미전달 시 기본값은 paper여야 한다."""
db_path = tmp_path / "dashboard_test.db"
conn = init_db(str(db_path))
_seed_db(conn)
conn.close()
app = create_dashboard_app(str(db_path))
get_status = _endpoint(app, "/api/status")
body = get_status()
assert body["mode"] == "paper"

File diff suppressed because it is too large Load Diff

View File

@@ -28,6 +28,7 @@ def mock_settings() -> Settings:
KIS_APP_SECRET="test_secret", KIS_APP_SECRET="test_secret",
KIS_ACCOUNT_NO="12345678-01", KIS_ACCOUNT_NO="12345678-01",
GEMINI_API_KEY="test_gemini_key", GEMINI_API_KEY="test_gemini_key",
MODE="paper", # Explicitly set to avoid .env MODE=live override
) )
@@ -122,9 +123,10 @@ class TestFetchOverseasRankings:
params = call_args[1]["params"] params = call_args[1]["params"]
assert "/uapi/overseas-stock/v1/ranking/updown-rate" in url assert "/uapi/overseas-stock/v1/ranking/updown-rate" in url
assert params["KEYB"] == "" # Required by KIS API spec
assert params["EXCD"] == "NAS" assert params["EXCD"] == "NAS"
assert params["NDAY"] == "0" assert params["NDAY"] == "0"
assert params["GUBN"] == "1" assert params["GUBN"] == "1" # 1=상승율 — 변동성 스캐너는 급등 종목 우선
assert params["VOL_RANG"] == "0" assert params["VOL_RANG"] == "0"
overseas_broker._broker._auth_headers.assert_called_with("HHDFS76290000") overseas_broker._broker._auth_headers.assert_called_with("HHDFS76290000")
@@ -157,6 +159,7 @@ class TestFetchOverseasRankings:
params = call_args[1]["params"] params = call_args[1]["params"]
assert "/uapi/overseas-stock/v1/ranking/volume-surge" in url assert "/uapi/overseas-stock/v1/ranking/volume-surge" in url
assert params["KEYB"] == "" # Required by KIS API spec
assert params["EXCD"] == "NYS" assert params["EXCD"] == "NYS"
assert params["MIXN"] == "0" assert params["MIXN"] == "0"
assert params["VOL_RANG"] == "0" assert params["VOL_RANG"] == "0"
@@ -813,3 +816,221 @@ class TestOverseasTRIDBranching:
await broker.send_overseas_order("NASD", "AAPL", "SELL", 1) await broker.send_overseas_order("NASD", "AAPL", "SELL", 1)
assert "TTTT1006U" in captured assert "TTTT1006U" in captured
class TestGetOverseasPendingOrders:
"""Tests for get_overseas_pending_orders method."""
@pytest.mark.asyncio
async def test_paper_mode_returns_empty(
self, overseas_broker: OverseasBroker
) -> None:
"""Paper mode should immediately return [] without any API call."""
# Default mock_settings has MODE="paper"
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
update={"MODE": "paper"}
)
mock_session = MagicMock()
_setup_broker_mocks(overseas_broker, mock_session)
result = await overseas_broker.get_overseas_pending_orders("NASD")
assert result == []
mock_session.get.assert_not_called()
@pytest.mark.asyncio
async def test_live_mode_calls_ttts3018r_with_correct_params(
self, overseas_broker: OverseasBroker
) -> None:
"""Live mode should call TTTS3018R with OVRS_EXCG_CD and return output list."""
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
update={"MODE": "live"}
)
captured_tr_id: list[str] = []
captured_params: list[dict] = []
async def mock_auth_headers(tr_id: str) -> dict:
captured_tr_id.append(tr_id)
return {}
overseas_broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
pending_orders = [
{"odno": "001", "pdno": "AAPL", "sll_buy_dvsn_cd": "02", "nccs_qty": "5"}
]
mock_resp = AsyncMock()
mock_resp.status = 200
mock_resp.json = AsyncMock(return_value={"output": pending_orders})
mock_session = MagicMock()
def _capture_get(url: str, **kwargs: object) -> MagicMock:
captured_params.append(kwargs.get("params", {}))
return _make_async_cm(mock_resp)
mock_session.get = MagicMock(side_effect=_capture_get)
overseas_broker._broker._rate_limiter.acquire = AsyncMock()
overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
result = await overseas_broker.get_overseas_pending_orders("NASD")
assert result == pending_orders
assert captured_tr_id == ["TTTS3018R"]
assert captured_params[0]["OVRS_EXCG_CD"] == "NASD"
@pytest.mark.asyncio
async def test_live_mode_connection_error(
self, overseas_broker: OverseasBroker
) -> None:
"""Network error in live mode should raise ConnectionError."""
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
update={"MODE": "live"}
)
cm = MagicMock()
cm.__aenter__ = AsyncMock(side_effect=aiohttp.ClientError("timeout"))
cm.__aexit__ = AsyncMock(return_value=False)
mock_session = MagicMock()
mock_session.get = MagicMock(return_value=cm)
_setup_broker_mocks(overseas_broker, mock_session)
with pytest.raises(ConnectionError, match="Network error fetching pending orders"):
await overseas_broker.get_overseas_pending_orders("NASD")
class TestCancelOverseasOrder:
"""Tests for cancel_overseas_order method."""
def _setup_cancel_mocks(
self, overseas_broker: OverseasBroker, response: dict
) -> tuple[list[str], MagicMock]:
"""Wire up mocks for a successful cancel call; return captured TR_IDs and session."""
captured_tr_ids: list[str] = []
async def mock_auth_headers(tr_id: str) -> dict:
captured_tr_ids.append(tr_id)
return {}
overseas_broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
overseas_broker._broker._get_hash_key = AsyncMock(return_value="hash_val") # type: ignore[method-assign]
overseas_broker._broker._rate_limiter.acquire = AsyncMock()
mock_resp = AsyncMock()
mock_resp.status = 200
mock_resp.json = AsyncMock(return_value=response)
mock_session = MagicMock()
mock_session.post = MagicMock(return_value=_make_async_cm(mock_resp))
overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
return captured_tr_ids, mock_session
@pytest.mark.asyncio
async def test_us_live_uses_tttt1004u(
self, overseas_broker: OverseasBroker
) -> None:
"""US exchange in live mode should use TTTT1004U."""
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
update={"MODE": "live"}
)
captured, _ = self._setup_cancel_mocks(
overseas_broker, {"rt_cd": "0", "msg1": "OK"}
)
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD001", 5)
assert "TTTT1004U" in captured
@pytest.mark.asyncio
async def test_us_paper_uses_vttt1004u(
self, overseas_broker: OverseasBroker
) -> None:
"""US exchange in paper mode should use VTTT1004U."""
# Default mock_settings has MODE="paper"
captured, _ = self._setup_cancel_mocks(
overseas_broker, {"rt_cd": "0", "msg1": "OK"}
)
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD001", 5)
assert "VTTT1004U" in captured
@pytest.mark.asyncio
async def test_hk_live_uses_ttts1003u(
self, overseas_broker: OverseasBroker
) -> None:
"""SEHK exchange in live mode should use TTTS1003U."""
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
update={"MODE": "live"}
)
captured, _ = self._setup_cancel_mocks(
overseas_broker, {"rt_cd": "0", "msg1": "OK"}
)
await overseas_broker.cancel_overseas_order("SEHK", "0700", "ORD002", 10)
assert "TTTS1003U" in captured
@pytest.mark.asyncio
async def test_cancel_sets_rvse_cncl_dvsn_cd_02(
self, overseas_broker: OverseasBroker
) -> None:
"""Cancel body must include RVSE_CNCL_DVSN_CD='02' and OVRS_ORD_UNPR='0'."""
captured_body: list[dict] = []
async def mock_auth_headers(tr_id: str) -> dict:
return {}
overseas_broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
overseas_broker._broker._get_hash_key = AsyncMock(return_value="h") # type: ignore[method-assign]
overseas_broker._broker._rate_limiter.acquire = AsyncMock()
mock_resp = AsyncMock()
mock_resp.status = 200
mock_resp.json = AsyncMock(return_value={"rt_cd": "0"})
mock_session = MagicMock()
def _capture_post(url: str, **kwargs: object) -> MagicMock:
captured_body.append(kwargs.get("json", {}))
return _make_async_cm(mock_resp)
mock_session.post = MagicMock(side_effect=_capture_post)
overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD003", 3)
assert captured_body[0]["RVSE_CNCL_DVSN_CD"] == "02"
assert captured_body[0]["OVRS_ORD_UNPR"] == "0"
assert captured_body[0]["ORGN_ODNO"] == "ORD003"
@pytest.mark.asyncio
async def test_cancel_sets_hashkey_header(
self, overseas_broker: OverseasBroker
) -> None:
"""hashkey must be set in the request headers."""
captured_headers: list[dict] = []
overseas_broker._broker._get_hash_key = AsyncMock(return_value="test_hash") # type: ignore[method-assign]
overseas_broker._broker._rate_limiter.acquire = AsyncMock()
async def mock_auth_headers(tr_id: str) -> dict:
return {"tr_id": tr_id}
overseas_broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
mock_resp = AsyncMock()
mock_resp.status = 200
mock_resp.json = AsyncMock(return_value={"rt_cd": "0"})
mock_session = MagicMock()
def _capture_post(url: str, **kwargs: object) -> MagicMock:
captured_headers.append(dict(kwargs.get("headers", {})))
return _make_async_cm(mock_resp)
mock_session.post = MagicMock(side_effect=_capture_post)
overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD004", 2)
assert captured_headers[0].get("hashkey") == "test_hash"

View File

@@ -124,6 +124,10 @@ class TestPromptOptimizer:
assert len(prompt) < 300 assert len(prompt) < 300
assert "005930" in prompt assert "005930" in prompt
assert "75000" in prompt assert "75000" in prompt
# Keys must match parse_response expectations (#242)
assert '"action"' in prompt
assert '"confidence"' in prompt
assert '"rationale"' in prompt
def test_build_compressed_prompt_no_instructions(self): def test_build_compressed_prompt_no_instructions(self):
"""Test compressed prompt without instructions.""" """Test compressed prompt without instructions."""