fix: reconcile KIS correction order chains

2026-09-12 22:12:19 +09:00
parent 6017bde744
commit 06c3f06b5d
6 changed files with 864 additions and 149 deletions
@@ -222,6 +222,209 @@ def test_correction_child_row_not_misclassified_as_cancel(monkeypatch):
    assert not raw.get("order_open_confirmed", False)


+def test_correction_child_cancel_confirmed_quantity_maps_to_cancelled(monkeypatch):
+    """KIS cancel-confirm quantity is terminal evidence even when cncl_yn is blank."""
+    payload = _payload_with_child_cancel(ODNO, "0000123458", ord_qty="31", symbol="053050")
+    parent, child = payload["output1"]
+    child.update(cncl_yn="", cnc_cfrm_qty="31")
+    monkeypatch.setattr(kis_mod.httpx, "get", _fake_get(payload))
+
+    fs = _broker().poll_fill(
+        f"06010:{ODNO}", side="sell", symbol="053050", order_date="20260901"
+    )
+
+    assert fs.state == "cancelled"
+    assert fs.filled_qty == 0
+    assert fs.raw["reason"] == "replacement_chain_terminal_cancel"
+    assert "resolved_broker_order_id" not in fs.raw
+
+
+def test_live_replacement_remains_fail_closed(monkeypatch):
+    payload = _payload_with_child_cancel(ODNO, "0000123458")
+    _, child = payload["output1"]
+    child.update(cncl_yn="", cnc_cfrm_qty="0", rmn_qty="10", ord_qty="10")
+    monkeypatch.setattr(kis_mod.httpx, "get", _fake_get(payload))
+
+    fs = _broker().poll_fill(
+        f"06010:{ODNO}", side="sell", symbol="225190", order_date="20260901"
+    )
+
+    assert fs.state == "unknown"
+    assert fs.raw["reason"] == "replacement_live_unresolved"
+    assert not fs.raw.get("order_open_confirmed", False)
+
+
+def test_replacement_partial_fill_then_confirmed_cancel(monkeypatch):
+    payload = _payload_with_child_cancel(ODNO, "0000123458", ord_qty="10")
+    _, child = payload["output1"]
+    child.update(
+        cncl_yn="",
+        cnc_cfrm_qty="6",
+        tot_ccld_qty="4",
+        rmn_qty="0",
+        avg_prvs="70100",
+    )
+    monkeypatch.setattr(kis_mod.httpx, "get", _fake_get(payload))
+
+    fs = _broker().poll_fill(
+        f"06010:{ODNO}", side="sell", symbol="225190", order_date="20260901"
+    )
+
+    assert fs.state == "partially_filled"
+    assert fs.filled_qty == 4
+    assert fs.avg_price == 70100.0
+    assert fs.is_partial_cancel
+    assert fs.raw["reason"] == "replacement_chain_terminal_cancel"
+
+
+def test_repeated_cumulative_fill_across_generations_is_not_ambiguous(monkeypatch):
+    payload = _payload_with_child_cancel(ODNO, "0000123458", ord_qty="10")
+    parent, child = payload["output1"]
+    parent.update(tot_ccld_qty="4", rmn_qty="0", avg_prvs="70100")
+    child.update(
+        cncl_yn="",
+        cnc_cfrm_qty="6",
+        tot_ccld_qty="4",
+        rmn_qty="0",
+        avg_prvs="70100",
+    )
+    monkeypatch.setattr(kis_mod.httpx, "get", _fake_get(payload))
+
+    fs = _broker().poll_fill(
+        f"06010:{ODNO}", side="sell", symbol="225190", order_date="20260901"
+    )
+
+    assert fs.state == "partially_filled"
+    assert fs.filled_qty == 4
+    assert fs.avg_price == 70100.0
+    assert fs.is_partial_cancel
+
+
+def test_multi_generation_replacement_chain_terminal_cancel(monkeypatch):
+    payload = _payload_with_child_cancel(ODNO, "0000123458", ord_qty="10")
+    parent, replacement = payload["output1"]
+    replacement.update(cncl_yn="", cnc_cfrm_qty="0", rmn_qty="0")
+    terminal = {
+        **replacement,
+        "odno": "0000123459",
+        "orgn_odno": replacement["odno"],
+        "cnc_cfrm_qty": "10",
+    }
+    payload["output1"] = [terminal, parent, replacement]
+    monkeypatch.setattr(kis_mod.httpx, "get", _fake_get(payload))
+
+    fs = _broker().poll_fill(
+        f"06010:{ODNO}", side="sell", symbol="225190", order_date="20260901"
+    )
+
+    assert fs.state == "cancelled"
+    assert fs.raw["replacement_depth"] == 2
+
+
+def test_replacement_chain_branching_is_ambiguous(monkeypatch):
+    payload = _payload_with_child_cancel(ODNO, "0000123458", ord_qty="10")
+    parent, child = payload["output1"]
+    child.update(cncl_yn="", cnc_cfrm_qty="10")
+    sibling = {**child, "odno": "0000123459"}
+    payload["output1"] = [parent, child, sibling]
+    monkeypatch.setattr(kis_mod.httpx, "get", _fake_get(payload))
+
+    fs = _broker().poll_fill(
+        f"06010:{ODNO}", side="sell", symbol="225190", order_date="20260901"
+    )
+
+    assert fs.state == "unknown"
+    assert fs.raw["reason"] == "replacement_chain_ambiguous"
+
+
+def test_zero_remaining_without_cancel_confirmation_remains_unknown(monkeypatch):
+    payload = _payload_with_child_cancel(ODNO, "0000123458", ord_qty="10")
+    _, child = payload["output1"]
+    child.update(cncl_yn="", cnc_cfrm_qty="0", rmn_qty="0")
+    monkeypatch.setattr(kis_mod.httpx, "get", _fake_get(payload))
+
+    fs = _broker().poll_fill(
+        f"06010:{ODNO}", side="sell", symbol="225190", order_date="20260901"
+    )
+
+    assert fs.state == "unknown"
+    assert fs.raw["reason"] == "correction_child_present_unresolved"
+
+
+def test_stable_zero_fill_replacement_chain_converges_after_grace(monkeypatch):
+    payload = _payload_with_child_cancel(ODNO, "0000123458", ord_qty="31", symbol="053050")
+    parent, child = payload["output1"]
+    parent.update(rmn_qty="0")
+    child.update(cncl_yn="", cnc_cfrm_qty="0", rmn_qty="0")
+    monotonic_now = [100.0]
+    monkeypatch.setattr(kis_mod, "monotonic", lambda: monotonic_now[0])
+    monkeypatch.setattr(kis_mod.httpx, "get", _fake_get(payload))
+    broker = _broker()
+
+    first = broker.poll_fill(
+        f"06010:{ODNO}", side="sell", symbol="053050", order_date="20260901"
+    )
+    assert first.state == "unknown"
+    assert first.raw["reason"] == "correction_child_present_unresolved"
+
+    monotonic_now[0] += 90
+    confirmed = broker.poll_fill(
+        f"06010:{ODNO}", side="sell", symbol="053050", order_date="20260901"
+    )
+    assert confirmed.state == "cancelled"
+    assert confirmed.raw["reason"] == "replacement_chain_stable_zero_terminal"
+
+
+def test_zero_fill_terminal_grace_resets_when_chain_changes(monkeypatch):
+    payload = _payload_with_child_cancel(ODNO, "0000123458", ord_qty="31", symbol="053050")
+    parent, child = payload["output1"]
+    parent.update(rmn_qty="0")
+    child.update(cncl_yn="", cnc_cfrm_qty="0", rmn_qty="0")
+    monotonic_now = [100.0]
+    monkeypatch.setattr(kis_mod, "monotonic", lambda: monotonic_now[0])
+    monkeypatch.setattr(kis_mod.httpx, "get", _fake_get(payload))
+    broker = _broker()
+
+    first = broker.poll_fill(
+        f"06010:{ODNO}", side="sell", symbol="053050", order_date="20260901"
+    )
+    assert first.state == "unknown"
+
+    monotonic_now[0] += 90
+    child["rmn_qty"] = "31"
+    changed = broker.poll_fill(
+        f"06010:{ODNO}", side="sell", symbol="053050", order_date="20260901"
+    )
+    assert changed.raw["reason"] == "replacement_live_unresolved"
+
+    monotonic_now[0] += 90
+    child["rmn_qty"] = "0"
+    restarted_grace = broker.poll_fill(
+        f"06010:{ODNO}", side="sell", symbol="053050", order_date="20260901"
+    )
+    assert restarted_grace.state == "unknown"
+
+    monotonic_now[0] += 90
+    confirmed = broker.poll_fill(
+        f"06010:{ODNO}", side="sell", symbol="053050", order_date="20260901"
+    )
+    assert confirmed.state == "cancelled"
+
+
+def test_incomplete_cancel_confirmation_remains_unknown(monkeypatch):
+    payload = _payload_with_child_cancel(ODNO, "0000123458", ord_qty="10")
+    _, child = payload["output1"]
+    child.update(cncl_yn="", cnc_cfrm_qty="3", rmn_qty="0")
+    monkeypatch.setattr(kis_mod.httpx, "get", _fake_get(payload))
+
+    fs = _broker().poll_fill(
+        f"06010:{ODNO}", side="sell", symbol="225190", order_date="20260901"
+    )
+
+    assert fs.state == "unknown"
+    assert fs.raw["reason"] == "correction_child_present_unresolved"
+
+
 def test_partial_fill_with_child_cancel_row(monkeypatch):
    """Partial fill on parent + cancel child → partial_cancel."""
    parent = {