fix: BUY 결정 전 기존 포지션 체크 추가 — 중복 매수 방지 (#191) #192

Merged
jihoson merged 1 commits from feature/issue-191-duplicate-buy-fix into main 2026-02-21 09:38:59 +09:00
2 changed files with 172 additions and 0 deletions

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@@ -510,6 +510,25 @@ 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 existing_position:
decision = TradeDecision(
action="HOLD",
confidence=decision.confidence,
rationale=(
f"Already holding {stock_code} "
f"(entry={existing_position['price']:.4f}, "
f"qty={existing_position['quantity']})"
),
)
logger.info(
"BUY suppressed for %s (%s): already holding open position",
stock_code,
market.name,
)
if decision.action == "HOLD": if decision.action == "HOLD":
open_position = get_open_position(db_conn, stock_code, market.code) open_position = get_open_position(db_conn, stock_code, market.code)
if open_position: if open_position:

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@@ -2848,3 +2848,156 @@ class TestMarketOutlookConfidenceThreshold:
call_args = decision_logger.log_decision.call_args call_args = decision_logger.log_decision.call_args
assert call_args is not None assert call_args is not None
assert call_args.kwargs["action"] == "BUY" assert call_args.kwargs["action"] == "BUY"
@pytest.mark.asyncio
async def test_buy_suppressed_when_open_position_exists() -> None:
"""BUY should be suppressed when an open position already exists for the stock."""
db_conn = init_db(":memory:")
decision_logger = DecisionLogger(db_conn)
# 기존 BUY 포지션 DB에 기록 (중복 매수 상황)
buy_decision_id = decision_logger.log_decision(
stock_code="NP",
market="US",
exchange_code="AMS",
action="BUY",
confidence=90,
rationale="initial entry",
context_snapshot={},
input_data={},
)
log_trade(
conn=db_conn,
stock_code="NP",
action="BUY",
confidence=90,
rationale="initial entry",
quantity=10,
price=50.0,
market="US",
exchange_code="AMS",
decision_id=buy_decision_id,
)
broker = MagicMock()
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
overseas_broker = MagicMock()
overseas_broker.get_overseas_price = AsyncMock(
return_value={"output": {"last": "51.0", "rate": "2.0", "high": "52.0", "low": "50.0", "tvol": "1000000"}}
)
overseas_broker.get_overseas_balance = AsyncMock(
return_value={
"output1": [],
"output2": [{"frcr_dncl_amt_2": "10000", "frcr_evlu_tota": "10000", "frcr_buy_amt_smtl": "0"}],
}
)
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "OK"})
engine = MagicMock(spec=ScenarioEngine)
engine.evaluate = MagicMock(return_value=_make_buy_match(stock_code="NP"))
market = MagicMock()
market.name = "United States"
market.code = "US"
market.exchange_code = "AMS"
market.is_domestic = False
telegram = MagicMock()
telegram.notify_trade_execution = AsyncMock()
telegram.notify_fat_finger = AsyncMock()
telegram.notify_circuit_breaker = AsyncMock()
telegram.notify_scenario_matched = AsyncMock()
await trading_cycle(
broker=broker,
overseas_broker=overseas_broker,
scenario_engine=engine,
playbook=_make_playbook(market="US"),
risk=MagicMock(),
db_conn=db_conn,
decision_logger=decision_logger,
context_store=MagicMock(
get_latest_timeframe=MagicMock(return_value=None),
set_context=MagicMock(),
),
criticality_assessor=MagicMock(
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
get_timeout=MagicMock(return_value=5.0),
),
telegram=telegram,
market=market,
stock_code="NP",
scan_candidates={},
)
# 이미 보유 중이므로 주문이 실행되지 않아야 함
broker.send_order.assert_not_called()
overseas_broker.send_overseas_order.assert_not_called()
@pytest.mark.asyncio
async def test_buy_proceeds_when_no_open_position() -> None:
"""BUY should proceed normally when no open position exists for the stock."""
db_conn = init_db(":memory:")
decision_logger = DecisionLogger(db_conn)
# DB가 비어있는 상태 — 기존 포지션 없음
broker = MagicMock()
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
overseas_broker = MagicMock()
overseas_broker.get_overseas_price = AsyncMock(
return_value={"output": {"last": "100.0", "rate": "1.0", "high": "101.0", "low": "99.0", "tvol": "500000"}}
)
overseas_broker.get_overseas_balance = AsyncMock(
return_value={
"output1": [],
"output2": [{"frcr_dncl_amt_2": "50000", "frcr_evlu_tota": "50000", "frcr_buy_amt_smtl": "0"}],
}
)
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "OK"})
engine = MagicMock(spec=ScenarioEngine)
engine.evaluate = MagicMock(return_value=_make_buy_match(stock_code="KNRX"))
market = MagicMock()
market.name = "United States"
market.code = "US"
market.exchange_code = "NAS"
market.is_domestic = False
risk = MagicMock()
risk.validate_order = MagicMock()
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=overseas_broker,
scenario_engine=engine,
playbook=_make_playbook(market="US"),
risk=risk,
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="KNRX",
scan_candidates={},
)
# 포지션이 없으므로 해외 주문이 실행되어야 함
overseas_broker.send_overseas_order.assert_called_once()