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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
2 changed files with 216 additions and 5 deletions

View File

@@ -730,7 +730,7 @@ async def trading_cycle(
open_position = get_open_position(db_conn, stock_code, market.code)
if open_position:
entry_price = safe_float(open_position.get("price"), 0.0)
if entry_price > 0:
if entry_price > 0 and current_price > 0:
loss_pct = (current_price - entry_price) / entry_price * 100
stop_loss_threshold = -2.0
take_profit_threshold = 3.0
@@ -925,10 +925,13 @@ async def trading_cycle(
# - 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
# KIS requires at most 2 decimal places for prices >= $1 (≥1달러 소수점 2자리 제한).
# Penny stocks (< $1) keep 4 decimal places to preserve price precision.
_price_decimals = 2 if current_price >= 1.0 else 4
if decision.action == "BUY":
overseas_price = round(current_price * 1.002, 4)
overseas_price = round(current_price * 1.002, _price_decimals)
else:
overseas_price = round(current_price * 0.998, 4)
overseas_price = round(current_price * 0.998, _price_decimals)
result = await overseas_broker.send_overseas_order(
exchange_code=market.exchange_code,
stock_code=stock_code,

View File

@@ -1246,7 +1246,8 @@ class TestOverseasBalanceParsing:
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 * 1.002, 4) # 0.2% premium for BUY limit orders
# KIS requires max 2 decimal places for prices >= $1 (#252)
expected_price = round(182.5 * 1.002, 2) # 0.2% premium for BUY limit orders
assert sent_price == expected_price, (
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)."
@@ -1325,12 +1326,133 @@ class TestOverseasBalanceParsing:
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
# KIS requires max 2 decimal places for prices >= $1 (#252)
expected_price = round(sell_price * 0.998, 2) # -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)."
)
@pytest.mark.asyncio
async def test_overseas_buy_price_rounded_to_2_decimals_for_dollar_plus_stock(
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:
"""BUY price for $1+ stocks is rounded to 2 decimal places (issue #252).
KIS rejects prices with more than 2 decimal places for stocks priced >= $1.
current_price=50.1234 * 1.002 = 50.22... should be sent as 50.22, not 50.2236.
"""
overseas_broker = MagicMock()
overseas_broker.get_overseas_balance = AsyncMock(
return_value={
"output1": [],
"output2": [{"frcr_evlu_tota": "0", "frcr_dncl_amt_2": "10000", "frcr_buy_amt_smtl": "0"}],
}
)
overseas_broker.get_overseas_price = AsyncMock(
return_value={"output": {"last": "50.1234", "rate": "0"}}
)
overseas_broker.send_overseas_order = AsyncMock(
return_value={"rt_cd": None, "msg1": "주문접수"}
)
db_conn = init_db(":memory:")
decision_logger = DecisionLogger(db_conn)
engine = MagicMock(spec=ScenarioEngine)
engine.evaluate = MagicMock(return_value=_make_buy_match())
await trading_cycle(
broker=mock_domestic_broker,
overseas_broker=overseas_broker,
scenario_engine=engine,
playbook=mock_playbook,
risk=mock_risk,
db_conn=db_conn,
decision_logger=decision_logger,
context_store=mock_context_store,
criticality_assessor=mock_criticality_assessor,
telegram=mock_telegram,
market=mock_overseas_market,
stock_code="TQQQ",
scan_candidates={},
)
overseas_broker.send_overseas_order.assert_called_once()
sent_price = overseas_broker.send_overseas_order.call_args[1].get("price") or \
overseas_broker.send_overseas_order.call_args[0][4]
# 50.1234 * 1.002 = 50.2235... rounded to 2 decimals = 50.22
assert sent_price == round(50.1234 * 1.002, 2), (
f"Expected 2-decimal price {round(50.1234 * 1.002, 2)} but got {sent_price} (#252)"
)
@pytest.mark.asyncio
async def test_overseas_penny_stock_price_keeps_4_decimals(
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:
"""BUY price for penny stocks (< $1) uses 4 decimal places (issue #252)."""
overseas_broker = MagicMock()
overseas_broker.get_overseas_balance = AsyncMock(
return_value={
"output1": [],
"output2": [{"frcr_evlu_tota": "0", "frcr_dncl_amt_2": "10000", "frcr_buy_amt_smtl": "0"}],
}
)
overseas_broker.get_overseas_price = AsyncMock(
return_value={"output": {"last": "0.5678", "rate": "0"}}
)
overseas_broker.send_overseas_order = AsyncMock(
return_value={"rt_cd": None, "msg1": "주문접수"}
)
db_conn = init_db(":memory:")
decision_logger = DecisionLogger(db_conn)
engine = MagicMock(spec=ScenarioEngine)
engine.evaluate = MagicMock(return_value=_make_buy_match())
await trading_cycle(
broker=mock_domestic_broker,
overseas_broker=overseas_broker,
scenario_engine=engine,
playbook=mock_playbook,
risk=mock_risk,
db_conn=db_conn,
decision_logger=decision_logger,
context_store=mock_context_store,
criticality_assessor=mock_criticality_assessor,
telegram=mock_telegram,
market=mock_overseas_market,
stock_code="PENNYX",
scan_candidates={},
)
overseas_broker.send_overseas_order.assert_called_once()
sent_price = overseas_broker.send_overseas_order.call_args[1].get("price") or \
overseas_broker.send_overseas_order.call_args[0][4]
# 0.5678 * 1.002 = 0.56893... rounded to 4 decimals = 0.5689
assert sent_price == round(0.5678 * 1.002, 4), (
f"Expected 4-decimal price {round(0.5678 * 1.002, 4)} but got {sent_price} (#252)"
)
class TestScenarioEngineIntegration:
"""Test scenario engine integration in trading_cycle."""
@@ -2124,6 +2246,92 @@ async def test_hold_not_overridden_when_between_stop_loss_and_take_profit() -> N
broker.send_order.assert_not_called()
@pytest.mark.asyncio
async def test_stop_loss_not_triggered_when_current_price_is_zero() -> None:
"""HOLD must stay HOLD when current_price=0 even if entry_price is set (issue #251).
A price API failure that returns 0.0 must not cause a false -100% stop-loss.
"""
db_conn = init_db(":memory:")
decision_logger = DecisionLogger(db_conn)
buy_decision_id = decision_logger.log_decision(
stock_code="005930",
market="KR",
exchange_code="KRX",
action="BUY",
confidence=90,
rationale="entry",
context_snapshot={},
input_data={},
)
log_trade(
conn=db_conn,
stock_code="005930",
action="BUY",
confidence=90,
rationale="entry",
quantity=1,
price=100.0, # valid entry price
market="KR",
exchange_code="KRX",
decision_id=buy_decision_id,
)
broker = MagicMock()
# Price API returns 0.0 — simulates API failure or pre-market unavailability
broker.get_current_price = AsyncMock(return_value=(0.0, 0.0, 0.0))
broker.get_balance = AsyncMock(
return_value={
"output2": [
{
"tot_evlu_amt": "100000",
"dnca_tot_amt": "10000",
"pchs_amt_smtl_amt": "90000",
}
]
}
)
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
market = MagicMock()
market.name = "Korea"
market.code = "KR"
market.exchange_code = "KRX"
market.is_domestic = True
telegram = MagicMock()
telegram.notify_trade_execution = AsyncMock()
telegram.notify_fat_finger = AsyncMock()
telegram.notify_circuit_breaker = AsyncMock()
telegram.notify_scenario_matched = AsyncMock()
await trading_cycle(
broker=broker,
overseas_broker=MagicMock(),
scenario_engine=MagicMock(evaluate=MagicMock(return_value=_make_hold_match())),
playbook=_make_playbook("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,
market=market,
stock_code="005930",
scan_candidates={},
)
# No SELL order must be placed — current_price=0 must suppress stop-loss
broker.send_order.assert_not_called()
@pytest.mark.asyncio
async def test_sell_order_uses_broker_balance_qty_not_db() -> None:
"""SELL quantity must come from broker balance output1, not DB.