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Author SHA1 Message Date
425218c3be Merge pull request 'feat: 국내주식 지정가 전환 및 미체결 처리 (#232)' (#233) from feature/issue-232-domestic-limit-order-pending into feature/issue-229-overseas-pending-order-handling
Reviewed-on: #233
2026-02-23 22:00:46 +09:00
agentson
b4b09a6d4c docs: requirements-log에 #232 국내주식 지정가 전환 기록
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 21:45:49 +09:00
agentson
66c35da7f1 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 21:44:58 +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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Reviewed-on: #230
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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Reviewed-on: #228
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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Reviewed-on: #227
2026-02-23 16:58:18 +09:00
8 changed files with 2109 additions and 27 deletions

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@@ -292,3 +292,33 @@ Order result: 모의투자 매수주문이 완료 되었습니다. ✓
```
**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

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@@ -8,7 +8,7 @@ from __future__ import annotations
import asyncio
import logging
import ssl
from typing import Any
from typing import Any, cast
import aiohttp
@@ -478,6 +478,112 @@ class KISBroker:
except (TimeoutError, aiohttp.ClientError) as 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(
self,
stock_code: str,

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@@ -29,6 +29,20 @@ _RANKING_EXCHANGE_MAP: dict[str, str] = {
# NASD → NAS, NYSE → NYS, AMEX → AMS (confirmed: AMEX returns empty, AMS returns price).
_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:
"""KIS Overseas Stock API wrapper that reuses KISBroker infrastructure."""
@@ -292,6 +306,131 @@ class OverseasBroker:
f"Network error sending overseas order: {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:
"""
Map exchange code to currency code.

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@@ -19,7 +19,7 @@ from src.analysis.smart_scanner import ScanCandidate, SmartVolatilityScanner
from src.analysis.volatility import VolatilityAnalyzer
from src.brain.context_selector import ContextSelector
from src.brain.gemini_client import GeminiClient, TradeDecision
from src.broker.kis_api import KISBroker
from src.broker.kis_api import KISBroker, kr_round_down
from src.broker.overseas import OverseasBroker
from src.config import Settings
from src.context.aggregator import ContextAggregator
@@ -40,7 +40,7 @@ from src.evolution.daily_review import DailyReviewer
from src.evolution.optimizer import EvolutionOptimizer
from src.logging.decision_logger import DecisionLogger
from src.logging_config import setup_logging
from src.markets.schedule import MarketInfo, get_next_market_open, get_open_markets
from src.markets.schedule import MARKETS, MarketInfo, get_next_market_open, get_open_markets
from src.notifications.telegram_client import NotificationFilter, TelegramClient, TelegramCommandHandler
from src.strategy.models import DayPlaybook, MarketOutlook
from src.strategy.playbook_store import PlaybookStore
@@ -129,6 +129,88 @@ async def _retry_connection(coro_factory: Any, *args: Any, label: str = "", **kw
raise
async def sync_positions_from_broker(
broker: Any,
overseas_broker: Any,
db_conn: Any,
settings: "Settings",
) -> int:
"""Sync open positions from the live broker into the local DB at startup.
Fetches current holdings from the broker for all configured markets and
inserts a synthetic BUY record for any position that the DB does not
already know about. This prevents double-buy when positions were opened
in a previous session or entered manually outside the system.
Returns:
Number of new positions synced.
"""
synced = 0
seen_exchange_codes: set[str] = set()
for market_code in settings.enabled_market_list:
market = MARKETS.get(market_code)
if market is None:
continue
try:
if market.is_domestic:
balance_data = await broker.get_balance()
log_market = market_code # "KR"
else:
if market.exchange_code in seen_exchange_codes:
continue
seen_exchange_codes.add(market.exchange_code)
balance_data = await overseas_broker.get_overseas_balance(
market.exchange_code
)
log_market = market_code # e.g. "US_NASDAQ"
except ConnectionError as exc:
logger.warning(
"Startup sync: balance fetch failed for %s — skipping: %s",
market_code,
exc,
)
continue
held_codes = _extract_held_codes_from_balance(
balance_data, is_domestic=market.is_domestic
)
for stock_code in held_codes:
if get_open_position(db_conn, stock_code, log_market):
continue # already tracked
qty = _extract_held_qty_from_balance(
balance_data, stock_code, is_domestic=market.is_domestic
)
log_trade(
conn=db_conn,
stock_code=stock_code,
action="BUY",
confidence=0,
rationale="[startup-sync] Position detected from broker at startup",
quantity=qty,
price=0.0,
market=log_market,
exchange_code=market.exchange_code,
mode=settings.MODE,
)
logger.info(
"Startup sync: %s/%s recorded as open position (qty=%d)",
log_market,
stock_code,
qty,
)
synced += 1
if synced:
logger.info(
"Startup sync complete: %d position(s) synced from broker", synced
)
else:
logger.info("Startup sync: no new positions to sync from broker")
return synced
def _extract_symbol_from_holding(item: dict[str, Any]) -> str:
"""Extract symbol from overseas holding payload variants."""
for key in (
@@ -571,11 +653,11 @@ 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:
if not existing_position:
# SELL 지정가 접수 후 미체결 시 DB는 종료로 기록되나 브로커는 여전히 보유 중.
# 이중 매수 방지를 위해 라이브 브로커 잔고를 authoritative source로 사용.
# 국내/해외 모두 라이브 브로커 잔고를 authoritative source로 사용.
broker_qty = _extract_held_qty_from_balance(
balance_data, stock_code, is_domestic=False
balance_data, stock_code, is_domestic=market.is_domestic
)
if broker_qty > 0:
existing_position = {"price": 0.0, "quantity": broker_qty}
@@ -771,28 +853,39 @@ async def trading_cycle(
# 5. Send order
order_succeeded = True
if market.is_domestic:
# Use limit orders (지정가) for domestic stocks to avoid market order
# quantity calculation issues. KRX tick rounding applied via kr_round_down.
# BUY: +0.2% — ensures fill even when ask is slightly above last price.
# SELL: -0.2% — ensures fill even when bid is slightly below last price.
if decision.action == "BUY":
order_price = kr_round_down(current_price * 1.002)
else:
order_price = kr_round_down(current_price * 0.998)
result = await broker.send_order(
stock_code=stock_code,
order_type=decision.action,
quantity=quantity,
price=0, # market order
price=order_price,
)
else:
# For overseas orders:
# - KIS VTS only accepts limit orders (지정가만 가능)
# - BUY: use 0.5% premium over last price to improve fill probability
# (ask price is typically slightly above last, and VTS won't fill below ask)
# - SELL: use last price as the limit
# For overseas orders, always use limit orders (지정가):
# - KIS market orders (ORD_DVSN=01) calculate quantity based on upper limit
# price (상한가 기준), resulting in only 60-80% of intended cash being used.
# - BUY: +0.2% above last price — tight enough to minimise overpayment while
# achieving >90% fill rate on large-cap US stocks.
# - SELL: -0.2% below last price — ensures fill even when price dips slightly
# (placing at exact last price risks no-fill if the bid is just below).
overseas_price: float
if decision.action == "BUY":
order_price = round(current_price * 1.005, 4)
overseas_price = round(current_price * 1.002, 4)
else:
order_price = current_price
overseas_price = round(current_price * 0.998, 4)
result = await overseas_broker.send_overseas_order(
exchange_code=market.exchange_code,
stock_code=stock_code,
order_type=decision.action,
quantity=quantity,
price=order_price, # limit order — KIS VTS rejects market orders
price=overseas_price, # limit order
)
# Check if KIS rejected the order (rt_cd != "0")
if result.get("rt_cd", "") != "0":
@@ -894,6 +987,328 @@ async def trading_cycle(
)
async def handle_domestic_pending_orders(
broker: KISBroker,
telegram: TelegramClient,
settings: Settings,
sell_resubmit_counts: dict[str, int],
buy_cooldown: dict[str, float] | None = None,
) -> None:
"""Check and handle unfilled (pending) domestic limit orders.
Called once per market loop iteration before new orders are considered.
In paper mode the KIS pending-orders API (TTTC0084R) is unsupported, so
``get_domestic_pending_orders`` returns [] immediately and this function
exits without making further API calls.
BUY pending → cancel (to free up balance) + optionally set cooldown.
SELL pending → cancel then resubmit at a wider spread (-0.4% from last
price, kr_round_down applied). Resubmission is attempted
at most once per key per session to avoid infinite loops.
Args:
broker: KISBroker instance.
telegram: TelegramClient for notifications.
settings: Application settings.
sell_resubmit_counts: Mutable dict tracking SELL resubmission attempts
per "KR:{stock_code}" key. Passed by reference so counts persist
across calls within the same session.
buy_cooldown: Optional cooldown dict shared with the main trading loop.
When provided, cancelled BUY orders are added with a
_BUY_COOLDOWN_SECONDS expiry.
"""
try:
orders = await broker.get_domestic_pending_orders()
except Exception as exc:
logger.warning("Failed to fetch domestic pending orders: %s", exc)
return
now = asyncio.get_event_loop().time()
for order in orders:
try:
stock_code = order.get("pdno", "")
orgn_odno = order.get("orgn_odno", "")
krx_fwdg_ord_orgno = order.get("ord_gno_brno", "")
sll_buy = order.get("sll_buy_dvsn_cd", "") # "01"=SELL, "02"=BUY
psbl_qty = int(order.get("psbl_qty", "0") or "0")
key = f"KR:{stock_code}"
if not stock_code or not orgn_odno or psbl_qty <= 0:
continue
# Cancel the pending order first regardless of direction.
cancel_result = await broker.cancel_domestic_order(
stock_code=stock_code,
orgn_odno=orgn_odno,
krx_fwdg_ord_orgno=krx_fwdg_ord_orgno,
qty=psbl_qty,
)
if cancel_result.get("rt_cd") != "0":
logger.warning(
"Cancel failed for KR %s: rt_cd=%s msg=%s",
stock_code,
cancel_result.get("rt_cd"),
cancel_result.get("msg1"),
)
continue
if sll_buy == "02":
# BUY pending → cancelled; set cooldown to avoid immediate re-buy.
if buy_cooldown is not None:
buy_cooldown[key] = now + _BUY_COOLDOWN_SECONDS
try:
await telegram.notify_unfilled_order(
stock_code=stock_code,
market="KR",
action="BUY",
quantity=psbl_qty,
outcome="cancelled",
)
except Exception as notify_exc:
logger.warning("notify_unfilled_order failed: %s", notify_exc)
elif sll_buy == "01":
# SELL pending — attempt one resubmit at a wider spread.
if sell_resubmit_counts.get(key, 0) >= 1:
# Already resubmitted once — only cancel (already done above).
logger.warning(
"SELL KR %s already resubmitted once — no further resubmit",
stock_code,
)
try:
await telegram.notify_unfilled_order(
stock_code=stock_code,
market="KR",
action="SELL",
quantity=psbl_qty,
outcome="cancelled",
)
except Exception as notify_exc:
logger.warning(
"notify_unfilled_order failed: %s", notify_exc
)
else:
# First unfilled SELL → resubmit at last * 0.996 (-0.4%).
try:
last_price, _, _ = await broker.get_current_price(stock_code)
if last_price <= 0:
raise ValueError(
f"Invalid price ({last_price}) for {stock_code}"
)
new_price = kr_round_down(last_price * 0.996)
await broker.send_order(
stock_code=stock_code,
order_type="SELL",
quantity=psbl_qty,
price=new_price,
)
sell_resubmit_counts[key] = (
sell_resubmit_counts.get(key, 0) + 1
)
try:
await telegram.notify_unfilled_order(
stock_code=stock_code,
market="KR",
action="SELL",
quantity=psbl_qty,
outcome="resubmitted",
new_price=float(new_price),
)
except Exception as notify_exc:
logger.warning(
"notify_unfilled_order failed: %s", notify_exc
)
except Exception as exc:
logger.error(
"SELL resubmit failed for KR %s: %s",
stock_code,
exc,
)
except Exception as exc:
logger.error(
"Error handling domestic pending order for %s: %s",
order.get("pdno", "?"),
exc,
)
async def handle_overseas_pending_orders(
overseas_broker: OverseasBroker,
telegram: TelegramClient,
settings: Settings,
sell_resubmit_counts: dict[str, int],
buy_cooldown: dict[str, float] | None = None,
) -> None:
"""Check and handle unfilled (pending) overseas limit orders.
Called once per market loop iteration before new orders are considered.
In paper mode the KIS pending-orders API (TTTS3018R) is unsupported, so
this function returns immediately without making any API calls.
BUY pending → cancel (to free up balance) + optionally set cooldown.
SELL pending → cancel then resubmit at a wider spread (-0.4% from last
price). Resubmission is attempted at most once per key
per session to avoid infinite retry loops.
Args:
overseas_broker: OverseasBroker instance.
telegram: TelegramClient for notifications.
settings: Application settings (MODE, ENABLED_MARKETS).
sell_resubmit_counts: Mutable dict tracking SELL resubmission attempts
per "{exchange_code}:{stock_code}" key. Passed by reference so
counts persist across calls within the same session.
buy_cooldown: Optional cooldown dict shared with the main trading loop.
When provided, cancelled BUY orders are added with a
_BUY_COOLDOWN_SECONDS expiry.
"""
# Determine which exchange codes to query, deduplicating US exchanges.
# NASD alone returns all US (NASD/NYSE/AMEX) pending orders.
us_exchanges = frozenset({"NASD", "NYSE", "AMEX"})
exchange_codes: list[str] = []
seen_us = False
for market_code in settings.enabled_market_list:
market_info = MARKETS.get(market_code)
if market_info is None or market_info.is_domestic:
continue
exc_code = market_info.exchange_code
if exc_code in us_exchanges:
if not seen_us:
exchange_codes.append("NASD")
seen_us = True
elif exc_code not in exchange_codes:
exchange_codes.append(exc_code)
now = asyncio.get_event_loop().time()
for exchange_code in exchange_codes:
try:
orders = await overseas_broker.get_overseas_pending_orders(exchange_code)
except Exception as exc:
logger.warning(
"Failed to fetch pending orders for %s: %s", exchange_code, exc
)
continue
for order in orders:
try:
stock_code = order.get("pdno", "")
odno = order.get("odno", "")
sll_buy = order.get("sll_buy_dvsn_cd", "") # "01"=SELL, "02"=BUY
nccs_qty = int(order.get("nccs_qty", "0") or "0")
order_exchange = order.get("ovrs_excg_cd") or exchange_code
key = f"{order_exchange}:{stock_code}"
if not stock_code or not odno or nccs_qty <= 0:
continue
# Cancel the pending order first regardless of direction.
cancel_result = await overseas_broker.cancel_overseas_order(
exchange_code=order_exchange,
stock_code=stock_code,
odno=odno,
qty=nccs_qty,
)
if cancel_result.get("rt_cd") != "0":
logger.warning(
"Cancel failed for %s %s: rt_cd=%s msg=%s",
order_exchange,
stock_code,
cancel_result.get("rt_cd"),
cancel_result.get("msg1"),
)
continue
if sll_buy == "02":
# BUY pending → cancelled; set cooldown to avoid immediate re-buy.
if buy_cooldown is not None:
buy_cooldown[key] = now + _BUY_COOLDOWN_SECONDS
try:
await telegram.notify_unfilled_order(
stock_code=stock_code,
market=order_exchange,
action="BUY",
quantity=nccs_qty,
outcome="cancelled",
)
except Exception as notify_exc:
logger.warning("notify_unfilled_order failed: %s", notify_exc)
elif sll_buy == "01":
# SELL pending — attempt one resubmit at a wider spread.
if sell_resubmit_counts.get(key, 0) >= 1:
# Already resubmitted once — only cancel (already done above).
logger.warning(
"SELL %s %s already resubmitted once — no further resubmit",
order_exchange,
stock_code,
)
try:
await telegram.notify_unfilled_order(
stock_code=stock_code,
market=order_exchange,
action="SELL",
quantity=nccs_qty,
outcome="cancelled",
)
except Exception as notify_exc:
logger.warning(
"notify_unfilled_order failed: %s", notify_exc
)
else:
# First unfilled SELL → resubmit at last * 0.996 (-0.4%).
try:
price_data = await overseas_broker.get_overseas_price(
order_exchange, stock_code
)
last_price = float(
price_data.get("output", {}).get("last", "0") or "0"
)
if last_price <= 0:
raise ValueError(
f"Invalid price ({last_price}) for {stock_code}"
)
new_price = round(last_price * 0.996, 4)
await overseas_broker.send_overseas_order(
exchange_code=order_exchange,
stock_code=stock_code,
order_type="SELL",
quantity=nccs_qty,
price=new_price,
)
sell_resubmit_counts[key] = (
sell_resubmit_counts.get(key, 0) + 1
)
try:
await telegram.notify_unfilled_order(
stock_code=stock_code,
market=order_exchange,
action="SELL",
quantity=nccs_qty,
outcome="resubmitted",
new_price=new_price,
)
except Exception as notify_exc:
logger.warning(
"notify_unfilled_order failed: %s", notify_exc
)
except Exception as exc:
logger.error(
"SELL resubmit failed for %s %s: %s",
order_exchange,
stock_code,
exc,
)
except Exception as exc:
logger.error(
"Error handling pending order for %s: %s",
order.get("pdno", "?"),
exc,
)
async def run_daily_session(
broker: KISBroker,
overseas_broker: OverseasBroker,
@@ -938,11 +1353,40 @@ async def run_daily_session(
# BUY cooldown: prevents retrying stocks rejected for insufficient balance
daily_buy_cooldown: dict[str, float] = {} # "{market_code}:{stock_code}" -> expiry timestamp
# Tracks SELL resubmission attempts per "{exchange_code}:{stock_code}" (max 1 per session).
sell_resubmit_counts: dict[str, int] = {}
# Process each open market
for market in open_markets:
# Use market-local date for playbook keying
market_today = datetime.now(market.timezone).date()
# Check and handle domestic pending (unfilled) limit orders before new decisions.
if market.is_domestic:
try:
await handle_domestic_pending_orders(
broker,
telegram,
settings,
sell_resubmit_counts,
daily_buy_cooldown,
)
except Exception as exc:
logger.warning("Domestic pending order check failed: %s", exc)
# Check and handle overseas pending (unfilled) limit orders before new decisions.
if not market.is_domestic:
try:
await handle_overseas_pending_orders(
overseas_broker,
telegram,
settings,
sell_resubmit_counts,
daily_buy_cooldown,
)
except Exception as exc:
logger.warning("Pending order check failed: %s", exc)
# Dynamic stock discovery via scanner (no static watchlists)
candidates_list: list[ScanCandidate] = []
fallback_stocks: list[str] | None = None
@@ -1187,11 +1631,11 @@ async def run_daily_session(
# 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:
if not daily_existing:
# SELL 지정가 접수 후 미체결 시 DB는 종료로 기록되나 브로커는 여전히 보유 중.
# 이중 매수 방지를 위해 라이브 브로커 잔고를 authoritative source로 사용.
# 국내/해외 모두 라이브 브로커 잔고를 authoritative source로 사용.
broker_qty = _extract_held_qty_from_balance(
balance_data, stock_code, is_domestic=False
balance_data, stock_code, is_domestic=market.is_domestic
)
if broker_qty > 0:
daily_existing = {"price": 0.0, "quantity": broker_qty}
@@ -1332,11 +1776,21 @@ async def run_daily_session(
order_succeeded = True
try:
if market.is_domestic:
# Use limit orders (지정가) for domestic stocks.
# KRX tick rounding applied via kr_round_down.
if decision.action == "BUY":
order_price = kr_round_down(
stock_data["current_price"] * 1.002
)
else:
order_price = kr_round_down(
stock_data["current_price"] * 0.998
)
result = await broker.send_order(
stock_code=stock_code,
order_type=decision.action,
quantity=quantity,
price=0, # market order
price=order_price,
)
else:
# KIS VTS only accepts limit orders; use 0.5% premium for BUY
@@ -2001,6 +2455,9 @@ async def run(settings: Settings) -> None:
# BUY cooldown: prevents retrying a stock rejected for insufficient balance
buy_cooldown: dict[str, float] = {} # "{market_code}:{stock_code}" -> expiry timestamp
# Tracks SELL resubmission attempts per "{exchange_code}:{stock_code}" (max 1 until restart).
sell_resubmit_counts: dict[str, int] = {}
# Initialize latency control system
criticality_assessor = CriticalityAssessor(
critical_pnl_threshold=-2.5, # Near circuit breaker at -3.0%
@@ -2040,6 +2497,12 @@ async def run(settings: Settings) -> None:
except Exception as exc:
logger.warning("System startup notification failed: %s", exc)
# Sync broker positions → DB to prevent double-buy on restart
try:
await sync_positions_from_broker(broker, overseas_broker, db_conn, settings)
except Exception as exc:
logger.warning("Startup position sync failed (non-fatal): %s", exc)
# Start command handler
try:
await command_handler.start_polling()
@@ -2180,6 +2643,32 @@ async def run(settings: Settings) -> None:
logger.warning("Market open notification failed: %s", exc)
_market_states[market.code] = True
# Check and handle domestic pending (unfilled) limit orders.
if market.is_domestic:
try:
await handle_domestic_pending_orders(
broker,
telegram,
settings,
sell_resubmit_counts,
buy_cooldown,
)
except Exception as exc:
logger.warning("Domestic pending order check failed: %s", exc)
# Check and handle overseas pending (unfilled) limit orders.
if not market.is_domestic:
try:
await handle_overseas_pending_orders(
overseas_broker,
telegram,
settings,
sell_resubmit_counts,
buy_cooldown,
)
except Exception as exc:
logger.warning("Pending order check failed: %s", exc)
# Smart Scanner: dynamic stock discovery (no static watchlists)
now_timestamp = asyncio.get_event_loop().time()
last_scan = last_scan_time.get(market.code, 0.0)

View File

@@ -473,6 +473,48 @@ class TelegramClient:
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(
self, error_type: str, error_msg: str, context: str
) -> None:

View File

@@ -725,3 +725,195 @@ class TestTRIDBranchingDomestic:
order_headers = mock_post.call_args_list[1][1].get("headers", {})
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

@@ -22,8 +22,11 @@ from src.main import (
_run_context_scheduler,
_run_evolution_loop,
_start_dashboard_server,
handle_domestic_pending_orders,
handle_overseas_pending_orders,
run_daily_session,
safe_float,
sync_positions_from_broker,
trading_cycle,
)
from src.strategy.models import (
@@ -1104,10 +1107,11 @@ class TestOverseasBalanceParsing:
mock_telegram: MagicMock,
mock_overseas_market: MagicMock,
) -> None:
"""Overseas BUY order must use current_price (limit), not 0 (market).
"""Overseas BUY order must use current_price +0.2% limit, not market order.
KIS VTS rejects market orders for overseas paper trading.
Regression test for issue #149.
KIS market orders (ORD_DVSN=01) calculate quantity based on upper limit price
(상한가 기준), resulting in only 60-80% of intended cash being used.
Regression test for issue #149 / #211.
"""
mock_telegram.notify_trade_execution = AsyncMock()
@@ -1128,14 +1132,93 @@ class TestOverseasBalanceParsing:
scan_candidates={},
)
# Verify limit order was sent with actual price + 0.5% premium (issue #151), not 0.0
# Verify BUY limit order uses +0.2% premium (issue #211)
mock_overseas_broker_with_buy_scenario.send_overseas_order.assert_called_once()
call_kwargs = mock_overseas_broker_with_buy_scenario.send_overseas_order.call_args
sent_price = call_kwargs[1].get("price") or call_kwargs[0][4]
expected_price = round(182.5 * 1.005, 4) # 0.5% premium for BUY limit orders
expected_price = round(182.5 * 1.002, 4) # 0.2% premium for BUY limit orders
assert sent_price == expected_price, (
f"Expected limit price {expected_price} (182.5 * 1.005) but got {sent_price}. "
"KIS VTS only accepts limit orders; BUY uses 0.5% premium to improve fill rate."
f"Expected limit price {expected_price} (182.5 * 1.002) but got {sent_price}. "
"BUY uses +0.2% to improve fill rate while minimising overpayment (#211)."
)
@pytest.mark.asyncio
async def test_overseas_sell_order_uses_limit_price_below_current(
self,
mock_domestic_broker: MagicMock,
mock_playbook: DayPlaybook,
mock_risk: MagicMock,
mock_db: MagicMock,
mock_decision_logger: MagicMock,
mock_context_store: MagicMock,
mock_criticality_assessor: MagicMock,
mock_telegram: MagicMock,
mock_overseas_market: MagicMock,
) -> None:
"""Overseas SELL order must use current_price -0.2% limit (#211).
Placing SELL at exact last price risks no-fill when the bid is just below.
Using -0.2% ensures the order fills even if the price dips slightly.
"""
sell_price = 182.5
# Broker mock: returns price data and a balance with 5 AAPL shares held.
overseas_broker = MagicMock()
overseas_broker.get_overseas_price = AsyncMock(
return_value={"output": {"last": str(sell_price), "rate": "1.5", "tvol": "5000000"}}
)
overseas_broker.get_overseas_balance = AsyncMock(
return_value={
"output1": [
{
"ovrs_pdno": "AAPL",
"ovrs_cblc_qty": "5",
"pchs_avg_pric": "170.0",
"evlu_pfls_rt": "7.35",
}
],
"output2": [
{
"frcr_evlu_tota": "100000.00",
"frcr_dncl_amt_2": "50000.00",
"frcr_buy_amt_smtl": "50000.00",
}
],
}
)
overseas_broker.send_overseas_order = AsyncMock(
return_value={"rt_cd": "0", "msg1": "OK"}
)
sell_engine = MagicMock(spec=ScenarioEngine)
sell_engine.evaluate = MagicMock(return_value=_make_sell_match("AAPL"))
mock_telegram.notify_trade_execution = AsyncMock()
with patch("src.main.log_trade"), patch("src.main.get_open_position") as mock_pos:
mock_pos.return_value = {"quantity": 5, "stock_code": "AAPL", "price": 170.0}
await trading_cycle(
broker=mock_domestic_broker,
overseas_broker=overseas_broker,
scenario_engine=sell_engine,
playbook=mock_playbook,
risk=mock_risk,
db_conn=mock_db,
decision_logger=mock_decision_logger,
context_store=mock_context_store,
criticality_assessor=mock_criticality_assessor,
telegram=mock_telegram,
market=mock_overseas_market,
stock_code="AAPL",
scan_candidates={},
)
overseas_broker.send_overseas_order.assert_called_once()
call_kwargs = overseas_broker.send_overseas_order.call_args
sent_price = call_kwargs[1].get("price") or call_kwargs[0][4]
expected_price = round(sell_price * 0.998, 4) # -0.2% for SELL limit orders
assert sent_price == expected_price, (
f"Expected SELL limit price {expected_price} (182.5 * 0.998) but got {sent_price}. "
"SELL uses -0.2% to ensure fill even when price dips slightly (#211)."
)
@@ -3274,7 +3357,6 @@ class TestRetryConnection:
assert call_count == 1 # No retry for non-ConnectionError
# ---------------------------------------------------------------------------
# run_daily_session — daily CB baseline (daily_start_eval) tests (issue #207)
# ---------------------------------------------------------------------------
@@ -3512,3 +3594,787 @@ class TestDailyCBBaseline:
# Must return the original baseline, NOT the new total_eval (58000)
assert result == 55000.0
# ---------------------------------------------------------------------------
# sync_positions_from_broker — startup DB sync tests (issue #206)
# ---------------------------------------------------------------------------
class TestSyncPositionsFromBroker:
"""Tests for sync_positions_from_broker() startup position sync (issue #206).
The function queries broker balances at startup and inserts synthetic BUY
records for any holdings that the local DB is unaware of, preventing
double-buy when positions were opened in a previous session or manually.
"""
def _make_settings(self, enabled_markets: str = "KR") -> Settings:
return Settings(
KIS_APP_KEY="k",
KIS_APP_SECRET="s",
KIS_ACCOUNT_NO="12345678-01",
GEMINI_API_KEY="g",
ENABLED_MARKETS=enabled_markets,
MODE="paper",
)
def _domestic_balance(
self,
stock_code: str = "005930",
qty: int = 5,
) -> dict:
return {
"output1": [{"pdno": stock_code, "ord_psbl_qty": str(qty)}],
"output2": [
{
"tot_evlu_amt": "1000000",
"dnca_tot_amt": "500000",
"pchs_amt_smtl_amt": "500000",
}
],
}
def _overseas_balance(
self,
stock_code: str = "AAPL",
qty: int = 10,
) -> dict:
return {
"output1": [{"ovrs_pdno": stock_code, "ovrs_cblc_qty": str(qty)}],
"output2": [
{
"frcr_evlu_tota": "50000",
"frcr_dncl_amt_2": "10000",
"frcr_buy_amt_smtl": "40000",
}
],
}
@pytest.mark.asyncio
async def test_syncs_domestic_position_not_in_db(self) -> None:
"""A domestic holding found in broker but absent from DB is inserted."""
settings = self._make_settings("KR")
db_conn = init_db(":memory:")
broker = MagicMock()
broker.get_balance = AsyncMock(
return_value=self._domestic_balance("005930", qty=7)
)
overseas_broker = MagicMock()
synced = await sync_positions_from_broker(
broker, overseas_broker, db_conn, settings
)
assert synced == 1
from src.db import get_open_position
pos = get_open_position(db_conn, "005930", "KR")
assert pos is not None
assert pos["quantity"] == 7
@pytest.mark.asyncio
async def test_skips_position_already_in_db(self) -> None:
"""No duplicate record is created when the position already exists in DB."""
settings = self._make_settings("KR")
db_conn = init_db(":memory:")
# Pre-insert a BUY record
log_trade(
conn=db_conn,
stock_code="005930",
action="BUY",
confidence=85,
rationale="existing position",
quantity=5,
price=70000.0,
market="KR",
exchange_code="KRX",
)
broker = MagicMock()
broker.get_balance = AsyncMock(
return_value=self._domestic_balance("005930", qty=5)
)
overseas_broker = MagicMock()
synced = await sync_positions_from_broker(
broker, overseas_broker, db_conn, settings
)
assert synced == 0
@pytest.mark.asyncio
async def test_syncs_overseas_position_not_in_db(self) -> None:
"""An overseas holding found in broker but absent from DB is inserted."""
settings = self._make_settings("US_NASDAQ")
db_conn = init_db(":memory:")
broker = MagicMock()
overseas_broker = MagicMock()
overseas_broker.get_overseas_balance = AsyncMock(
return_value=self._overseas_balance("AAPL", qty=10)
)
synced = await sync_positions_from_broker(
broker, overseas_broker, db_conn, settings
)
assert synced == 1
from src.db import get_open_position
pos = get_open_position(db_conn, "AAPL", "US_NASDAQ")
assert pos is not None
assert pos["quantity"] == 10
@pytest.mark.asyncio
async def test_returns_zero_when_broker_has_no_holdings(self) -> None:
"""Returns 0 when broker reports empty holdings."""
settings = self._make_settings("KR")
db_conn = init_db(":memory:")
broker = MagicMock()
broker.get_balance = AsyncMock(
return_value={"output1": [], "output2": [{}]}
)
overseas_broker = MagicMock()
synced = await sync_positions_from_broker(
broker, overseas_broker, db_conn, settings
)
assert synced == 0
@pytest.mark.asyncio
async def test_handles_connection_error_gracefully(self) -> None:
"""ConnectionError during balance fetch is logged but does not raise."""
settings = self._make_settings("KR")
db_conn = init_db(":memory:")
broker = MagicMock()
broker.get_balance = AsyncMock(
side_effect=ConnectionError("KIS unreachable")
)
overseas_broker = MagicMock()
synced = await sync_positions_from_broker(
broker, overseas_broker, db_conn, settings
)
assert synced == 0 # Failure treated as no-op
@pytest.mark.asyncio
async def test_deduplicates_exchange_codes_for_overseas(self) -> None:
"""Each exchange code is queried at most once even if multiple market
codes share the same exchange (defensive deduplication)."""
# Both US_NASDAQ and a hypothetical duplicate would share "NASD"
# Use two DIFFERENT overseas markets (NASD vs NYSE) to verify each is
# queried separately.
settings = self._make_settings("US_NASDAQ,US_NYSE")
db_conn = init_db(":memory:")
broker = MagicMock()
overseas_broker = MagicMock()
overseas_broker.get_overseas_balance = AsyncMock(
return_value={"output1": [], "output2": [{}]}
)
await sync_positions_from_broker(
broker, overseas_broker, db_conn, settings
)
# Two distinct exchange codes (NASD, NYSE) → 2 calls
assert overseas_broker.get_overseas_balance.call_count == 2
# ---------------------------------------------------------------------------
# Domestic BUY double-prevention (issue #206) — trading_cycle integration
# ---------------------------------------------------------------------------
class TestDomesticBuyDoublePreventionTradingCycle:
"""Verify domestic BUY suppression using broker balance in trading_cycle.
Issue #206: the broker-balance check was overseas-only; domestic stocks
were not protected against double-buy caused by untracked positions.
"""
@pytest.mark.asyncio
async def test_domestic_buy_suppressed_when_broker_holds_stock(
self,
) -> None:
"""BUY for a domestic stock must be suppressed when broker holds it,
even if the DB shows no open position."""
db_conn = init_db(":memory:")
# DB: no open position for 005930
broker = MagicMock()
broker.get_current_price = AsyncMock(return_value=(70000.0, 1.0, 0.0))
# Broker balance: holds 5 shares of 005930
broker.get_balance = AsyncMock(
return_value={
"output1": [{"pdno": "005930", "ord_psbl_qty": "5"}],
"output2": [
{
"tot_evlu_amt": "1000000",
"dnca_tot_amt": "500000",
"pchs_amt_smtl_amt": "500000",
}
],
}
)
broker.send_order = AsyncMock(return_value={"msg1": "주문접수"})
market = MagicMock()
market.name = "KR"
market.code = "KR"
market.exchange_code = "KRX"
market.is_domestic = True
engine = MagicMock(spec=ScenarioEngine)
engine.evaluate = MagicMock(return_value=_make_buy_match("005930"))
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="d1")
settings = Settings(
KIS_APP_KEY="k",
KIS_APP_SECRET="s",
KIS_ACCOUNT_NO="12345678-01",
GEMINI_API_KEY="g",
MODE="paper",
)
await trading_cycle(
broker=broker,
overseas_broker=MagicMock(),
scenario_engine=engine,
playbook=_make_playbook(market="KR"),
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,
settings=settings,
market=market,
stock_code="005930",
scan_candidates={"KR": {}},
)
# BUY must NOT have been executed because broker still holds the stock
broker.send_order.assert_not_called()
class TestHandleOverseasPendingOrders:
"""Tests for handle_overseas_pending_orders function."""
def _make_settings(self, markets: str = "US_NASDAQ,US_NYSE,US_AMEX") -> Settings:
return Settings(
KIS_APP_KEY="k",
KIS_APP_SECRET="s",
KIS_ACCOUNT_NO="12345678-01",
GEMINI_API_KEY="g",
ENABLED_MARKETS=markets,
)
def _make_telegram(self) -> MagicMock:
t = MagicMock()
t.notify_unfilled_order = AsyncMock()
return t
@pytest.mark.asyncio
async def test_buy_pending_is_cancelled_and_cooldown_set(self) -> None:
"""BUY pending order should be cancelled and buy_cooldown should be set."""
settings = self._make_settings("US_NASDAQ")
telegram = self._make_telegram()
pending_order = {
"pdno": "AAPL",
"odno": "ORD001",
"sll_buy_dvsn_cd": "02", # BUY
"nccs_qty": "3",
"ovrs_excg_cd": "NASD",
}
overseas_broker = MagicMock()
overseas_broker.get_overseas_pending_orders = AsyncMock(
return_value=[pending_order]
)
overseas_broker.cancel_overseas_order = AsyncMock(
return_value={"rt_cd": "0", "msg1": "OK"}
)
sell_resubmit_counts: dict[str, int] = {}
buy_cooldown: dict[str, float] = {}
await handle_overseas_pending_orders(
overseas_broker, telegram, settings, sell_resubmit_counts, buy_cooldown
)
overseas_broker.cancel_overseas_order.assert_called_once_with(
exchange_code="NASD",
stock_code="AAPL",
odno="ORD001",
qty=3,
)
assert "NASD:AAPL" in buy_cooldown
telegram.notify_unfilled_order.assert_called_once()
call_kwargs = telegram.notify_unfilled_order.call_args[1]
assert call_kwargs["action"] == "BUY"
assert call_kwargs["outcome"] == "cancelled"
@pytest.mark.asyncio
async def test_sell_pending_is_cancelled_then_resubmitted(self) -> None:
"""First unfilled SELL should be cancelled then resubmitted at -0.4% price."""
settings = self._make_settings("US_NASDAQ")
telegram = self._make_telegram()
pending_order = {
"pdno": "AAPL",
"odno": "ORD002",
"sll_buy_dvsn_cd": "01", # SELL
"nccs_qty": "5",
"ovrs_excg_cd": "NASD",
}
overseas_broker = MagicMock()
overseas_broker.get_overseas_pending_orders = AsyncMock(
return_value=[pending_order]
)
overseas_broker.cancel_overseas_order = AsyncMock(
return_value={"rt_cd": "0", "msg1": "OK"}
)
overseas_broker.get_overseas_price = AsyncMock(
return_value={"output": {"last": "200.0"}}
)
overseas_broker.send_overseas_order = AsyncMock(
return_value={"rt_cd": "0", "msg1": "OK"}
)
sell_resubmit_counts: dict[str, int] = {}
await handle_overseas_pending_orders(
overseas_broker, telegram, settings, sell_resubmit_counts
)
overseas_broker.cancel_overseas_order.assert_called_once()
overseas_broker.send_overseas_order.assert_called_once()
resubmit_kwargs = overseas_broker.send_overseas_order.call_args[1]
assert resubmit_kwargs["order_type"] == "SELL"
assert resubmit_kwargs["price"] == round(200.0 * 0.996, 4)
assert sell_resubmit_counts.get("NASD:AAPL") == 1
notify_kwargs = telegram.notify_unfilled_order.call_args[1]
assert notify_kwargs["outcome"] == "resubmitted"
@pytest.mark.asyncio
async def test_sell_cancel_failure_skips_resubmit(self) -> None:
"""When cancel returns rt_cd != '0', resubmit should NOT be attempted."""
settings = self._make_settings("US_NASDAQ")
telegram = self._make_telegram()
pending_order = {
"pdno": "AAPL",
"odno": "ORD003",
"sll_buy_dvsn_cd": "01", # SELL
"nccs_qty": "2",
"ovrs_excg_cd": "NASD",
}
overseas_broker = MagicMock()
overseas_broker.get_overseas_pending_orders = AsyncMock(
return_value=[pending_order]
)
overseas_broker.cancel_overseas_order = AsyncMock(
return_value={"rt_cd": "1", "msg1": "Error"} # failure
)
overseas_broker.send_overseas_order = AsyncMock()
sell_resubmit_counts: dict[str, int] = {}
await handle_overseas_pending_orders(
overseas_broker, telegram, settings, sell_resubmit_counts
)
overseas_broker.send_overseas_order.assert_not_called()
telegram.notify_unfilled_order.assert_not_called()
@pytest.mark.asyncio
async def test_sell_already_resubmitted_is_only_cancelled(self) -> None:
"""Second unfilled SELL (sell_resubmit_counts >= 1) should only cancel, no resubmit."""
settings = self._make_settings("US_NASDAQ")
telegram = self._make_telegram()
pending_order = {
"pdno": "AAPL",
"odno": "ORD004",
"sll_buy_dvsn_cd": "01", # SELL
"nccs_qty": "4",
"ovrs_excg_cd": "NASD",
}
overseas_broker = MagicMock()
overseas_broker.get_overseas_pending_orders = AsyncMock(
return_value=[pending_order]
)
overseas_broker.cancel_overseas_order = AsyncMock(
return_value={"rt_cd": "0", "msg1": "OK"}
)
overseas_broker.send_overseas_order = AsyncMock()
# Already resubmitted once
sell_resubmit_counts: dict[str, int] = {"NASD:AAPL": 1}
await handle_overseas_pending_orders(
overseas_broker, telegram, settings, sell_resubmit_counts
)
overseas_broker.cancel_overseas_order.assert_called_once()
overseas_broker.send_overseas_order.assert_not_called()
notify_kwargs = telegram.notify_unfilled_order.call_args[1]
assert notify_kwargs["outcome"] == "cancelled"
assert notify_kwargs["action"] == "SELL"
@pytest.mark.asyncio
async def test_us_exchanges_deduplicated_to_nasd(self) -> None:
"""US_NASDAQ, US_NYSE, US_AMEX should result in only one NASD query."""
settings = self._make_settings("US_NASDAQ,US_NYSE,US_AMEX")
telegram = self._make_telegram()
overseas_broker = MagicMock()
overseas_broker.get_overseas_pending_orders = AsyncMock(return_value=[])
sell_resubmit_counts: dict[str, int] = {}
await handle_overseas_pending_orders(
overseas_broker, telegram, settings, sell_resubmit_counts
)
# Should be called exactly once with "NASD"
assert overseas_broker.get_overseas_pending_orders.call_count == 1
overseas_broker.get_overseas_pending_orders.assert_called_once_with("NASD")
# ---------------------------------------------------------------------------
# Domestic Pending Order Handling
# ---------------------------------------------------------------------------
class TestHandleDomesticPendingOrders:
"""Tests for handle_domestic_pending_orders function."""
def _make_settings(self) -> Settings:
return Settings(
KIS_APP_KEY="k",
KIS_APP_SECRET="s",
KIS_ACCOUNT_NO="12345678-01",
GEMINI_API_KEY="g",
ENABLED_MARKETS="KR",
)
def _make_telegram(self) -> MagicMock:
t = MagicMock()
t.notify_unfilled_order = AsyncMock()
return t
@pytest.mark.asyncio
async def test_buy_pending_is_cancelled_and_cooldown_set(self) -> None:
"""BUY pending order should be cancelled and buy_cooldown should be set."""
settings = self._make_settings()
telegram = self._make_telegram()
pending_order = {
"pdno": "005930",
"orgn_odno": "ORD001",
"ord_gno_brno": "BRN01",
"sll_buy_dvsn_cd": "02", # BUY
"psbl_qty": "3",
}
broker = MagicMock()
broker.get_domestic_pending_orders = AsyncMock(return_value=[pending_order])
broker.cancel_domestic_order = AsyncMock(
return_value={"rt_cd": "0", "msg1": "OK"}
)
sell_resubmit_counts: dict[str, int] = {}
buy_cooldown: dict[str, float] = {}
await handle_domestic_pending_orders(
broker, telegram, settings, sell_resubmit_counts, buy_cooldown
)
broker.cancel_domestic_order.assert_called_once_with(
stock_code="005930",
orgn_odno="ORD001",
krx_fwdg_ord_orgno="BRN01",
qty=3,
)
assert "KR:005930" in buy_cooldown
telegram.notify_unfilled_order.assert_called_once()
call_kwargs = telegram.notify_unfilled_order.call_args[1]
assert call_kwargs["action"] == "BUY"
assert call_kwargs["outcome"] == "cancelled"
assert call_kwargs["market"] == "KR"
@pytest.mark.asyncio
async def test_sell_pending_is_cancelled_then_resubmitted(self) -> None:
"""First unfilled SELL should be cancelled then resubmitted at -0.4% price."""
from src.broker.kis_api import kr_round_down
settings = self._make_settings()
telegram = self._make_telegram()
pending_order = {
"pdno": "005930",
"orgn_odno": "ORD002",
"ord_gno_brno": "BRN02",
"sll_buy_dvsn_cd": "01", # SELL
"psbl_qty": "5",
}
broker = MagicMock()
broker.get_domestic_pending_orders = AsyncMock(return_value=[pending_order])
broker.cancel_domestic_order = AsyncMock(
return_value={"rt_cd": "0", "msg1": "OK"}
)
broker.get_current_price = AsyncMock(return_value=(50000.0, 0.0, 0.0))
broker.send_order = AsyncMock(return_value={"rt_cd": "0"})
sell_resubmit_counts: dict[str, int] = {}
await handle_domestic_pending_orders(
broker, telegram, settings, sell_resubmit_counts
)
broker.cancel_domestic_order.assert_called_once()
broker.send_order.assert_called_once()
resubmit_kwargs = broker.send_order.call_args[1]
assert resubmit_kwargs["order_type"] == "SELL"
expected_price = kr_round_down(50000.0 * 0.996)
assert resubmit_kwargs["price"] == expected_price
assert sell_resubmit_counts.get("KR:005930") == 1
notify_kwargs = telegram.notify_unfilled_order.call_args[1]
assert notify_kwargs["outcome"] == "resubmitted"
@pytest.mark.asyncio
async def test_sell_cancel_failure_skips_resubmit(self) -> None:
"""When cancel returns rt_cd != '0', resubmit should NOT be attempted."""
settings = self._make_settings()
telegram = self._make_telegram()
pending_order = {
"pdno": "005930",
"orgn_odno": "ORD003",
"ord_gno_brno": "BRN03",
"sll_buy_dvsn_cd": "01", # SELL
"psbl_qty": "2",
}
broker = MagicMock()
broker.get_domestic_pending_orders = AsyncMock(return_value=[pending_order])
broker.cancel_domestic_order = AsyncMock(
return_value={"rt_cd": "1", "msg1": "Error"} # failure
)
broker.send_order = AsyncMock()
sell_resubmit_counts: dict[str, int] = {}
await handle_domestic_pending_orders(
broker, telegram, settings, sell_resubmit_counts
)
broker.send_order.assert_not_called()
telegram.notify_unfilled_order.assert_not_called()
@pytest.mark.asyncio
async def test_sell_already_resubmitted_is_only_cancelled(self) -> None:
"""Second unfilled SELL (sell_resubmit_counts >= 1) should only cancel, no resubmit."""
settings = self._make_settings()
telegram = self._make_telegram()
pending_order = {
"pdno": "005930",
"orgn_odno": "ORD004",
"ord_gno_brno": "BRN04",
"sll_buy_dvsn_cd": "01", # SELL
"psbl_qty": "4",
}
broker = MagicMock()
broker.get_domestic_pending_orders = AsyncMock(return_value=[pending_order])
broker.cancel_domestic_order = AsyncMock(
return_value={"rt_cd": "0", "msg1": "OK"}
)
broker.send_order = AsyncMock()
# Already resubmitted once
sell_resubmit_counts: dict[str, int] = {"KR:005930": 1}
await handle_domestic_pending_orders(
broker, telegram, settings, sell_resubmit_counts
)
broker.cancel_domestic_order.assert_called_once()
broker.send_order.assert_not_called()
notify_kwargs = telegram.notify_unfilled_order.call_args[1]
assert notify_kwargs["outcome"] == "cancelled"
assert notify_kwargs["action"] == "SELL"
# ---------------------------------------------------------------------------
# Domestic Limit Order Price in trading_cycle
# ---------------------------------------------------------------------------
class TestDomesticLimitOrderPrice:
"""trading_cycle must use kr_round_down limit prices for domestic orders."""
def _make_market(self) -> MagicMock:
market = MagicMock()
market.name = "Korea"
market.code = "KR"
market.exchange_code = "KRX"
market.is_domestic = True
return market
def _make_broker(self, current_price: float, balance_data: dict) -> MagicMock:
broker = MagicMock()
broker.get_current_price = AsyncMock(return_value=(current_price, 0.0, 0.0))
broker.get_balance = AsyncMock(return_value=balance_data)
broker.send_order = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
return broker
@pytest.mark.asyncio
async def test_trading_cycle_domestic_buy_uses_limit_price(self) -> None:
"""BUY order for domestic stock must use kr_round_down(price * 1.002)."""
from src.broker.kis_api import kr_round_down
from src.strategy.models import ScenarioAction
current_price = 70000.0
balance_data = {
"output2": [
{
"tot_evlu_amt": "10000000",
"dnca_tot_amt": "5000000",
"pchs_amt_smtl_amt": "5000000",
}
]
}
broker = self._make_broker(current_price, balance_data)
market = self._make_market()
buy_match = ScenarioMatch(
stock_code="005930",
matched_scenario=None,
action=ScenarioAction.BUY,
confidence=85,
rationale="test",
)
engine = MagicMock(spec=ScenarioEngine)
engine.evaluate = MagicMock(return_value=buy_match)
risk = MagicMock()
risk.validate_order = MagicMock()
risk.check_circuit_breaker = MagicMock()
telegram = MagicMock()
telegram.notify_trade_execution = AsyncMock()
telegram.notify_fat_finger = AsyncMock()
telegram.notify_circuit_breaker = AsyncMock()
telegram.notify_scenario_matched = AsyncMock()
with patch("src.main.log_trade"):
await trading_cycle(
broker=broker,
overseas_broker=MagicMock(),
scenario_engine=engine,
playbook=_make_playbook(),
risk=risk,
db_conn=MagicMock(),
decision_logger=MagicMock(),
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
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="005930",
scan_candidates={},
)
broker.send_order.assert_called_once()
call_kwargs = broker.send_order.call_args[1]
expected_price = kr_round_down(current_price * 1.002)
assert call_kwargs["price"] == expected_price
assert call_kwargs["order_type"] == "BUY"
@pytest.mark.asyncio
async def test_trading_cycle_domestic_sell_uses_limit_price(self) -> None:
"""SELL order for domestic stock must use kr_round_down(price * 0.998)."""
from src.broker.kis_api import kr_round_down
from src.strategy.models import ScenarioAction
current_price = 70000.0
stock_code = "005930"
balance_data = {
"output1": [
{"pdno": stock_code, "hldg_qty": "5", "prpr": "70000", "evlu_amt": "350000"}
],
"output2": [
{
"tot_evlu_amt": "350000",
"dnca_tot_amt": "0",
"pchs_amt_smtl_amt": "350000",
}
],
}
broker = self._make_broker(current_price, balance_data)
market = self._make_market()
sell_match = ScenarioMatch(
stock_code=stock_code,
matched_scenario=None,
action=ScenarioAction.SELL,
confidence=85,
rationale="test",
)
engine = MagicMock(spec=ScenarioEngine)
engine.evaluate = MagicMock(return_value=sell_match)
risk = MagicMock()
risk.validate_order = MagicMock()
risk.check_circuit_breaker = MagicMock()
telegram = MagicMock()
telegram.notify_trade_execution = AsyncMock()
telegram.notify_fat_finger = AsyncMock()
telegram.notify_circuit_breaker = AsyncMock()
telegram.notify_scenario_matched = AsyncMock()
with patch("src.main.log_trade"):
await trading_cycle(
broker=broker,
overseas_broker=MagicMock(),
scenario_engine=engine,
playbook=_make_playbook(),
risk=risk,
db_conn=MagicMock(),
decision_logger=MagicMock(),
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
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=stock_code,
scan_candidates={},
)
broker.send_order.assert_called_once()
call_kwargs = broker.send_order.call_args[1]
expected_price = kr_round_down(current_price * 0.998)
assert call_kwargs["price"] == expected_price
assert call_kwargs["order_type"] == "SELL"

View File

@@ -813,3 +813,221 @@ class TestOverseasTRIDBranching:
await broker.send_overseas_order("NASD", "AAPL", "SELL", 1)
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"