feat(runtime): dcy-014 trading_date KST 타임존 분리 + 일일 슬롯 preallocation (BAT-018)

데몬이 시스템 UTC 날짜로 슬롯을 1회만 preallocate 해 trading_date 가 KST 캘린더와
어긋나고 재시작 없이는 다음날 슬롯이 안 생기던 문제(issue #14) 정정.

거버넌스: 전부 change-req (신규 REQ 없음, dcy-014 OQ-3; 스케줄러는 REQ-030 패턴 준용).
- REQ-005: trading_date 를 설정 타임존(기본 Asia/Seoul) 기준 계산(timestamp 는 UTC
  유지). DailyPreallocationScheduler 신규 — TZ 일자당 1회 멱등 fire, 재시작 없이
  다음날 슬롯 자동 생성. setup() 배선 + trex-preallocation 스레드
- REQ-048: TOML trading_timezone/daily_preallocation_time 키 + from_config 전파
- REQ-009: runtime-flows/data-model 정합 + instance.example.toml

OQ-1 기본 00:00(TZ 자정, TOML 설정 가능) / OQ-2 매 캘린더일 생성(거래일 캘린더 후속).
멱등 preallocate 로 중복 tick·다중 인스턴스 중복 생성 0.

검증: 단위 302 passed/32 skipped, 인프라 게이트(PG+RabbitMQ) 334 passed, ruff clean.
신규 test_preallocation_scheduler(고정 clock) + test_instance_config 확장.
BAT-018 release-candidate.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
2026-06-08 15:39:04 +09:00
co-authored by Claude Opus 4.8
parent 4746f74aae
commit 0b7db66463
20 changed files with 818 additions and 15 deletions
@@ -0,0 +1,72 @@
"""Daily slot preallocation scheduler (dcy-014 / REQ-005, issue #14).
trading_date is computed in a configurable timezone (default Asia/Seoul) so the
DB trading_date matches the local trading calendar, while all timestamps stay
UTC (NFR-1). Modeled on SnapshotScheduler (REQ-030): a tick loop fires once per
TZ-day at/after the configured trigger time, calling the idempotent
`preallocate_daily_slots` so the next day's slots are created without a daemon
restart (NFR-2/NFR-3).
"""
from __future__ import annotations
import logging
import threading
from datetime import date, datetime, time, timezone
from typing import Callable, Optional, Protocol
_log = logging.getLogger(__name__)
class _Preallocator(Protocol):
def preallocate_daily_slots(self, trading_date: date, count: int) -> int:
...
class DailyPreallocationScheduler:
"""Background-thread-friendly daily preallocation. Use `run_once()` for tests."""
def __init__(
self,
*,
slot_service: _Preallocator,
total_slots: int,
tz: timezone,
schedule_time: time = time(hour=0, minute=0),
clock: Optional[Callable[[], datetime]] = None,
) -> None:
self._svc = slot_service
self._total = total_slots
self._tz = tz # tzinfo used to derive trading_date (default Asia/Seoul)
self._schedule = schedule_time
self._clock = clock or (lambda: datetime.now(tz=timezone.utc))
self._last_fired_date: Optional[date] = None
# ---- callable from a daemon thread loop --------------------------------
def run_forever(self, stop: threading.Event, *, tick_sec: float = 60.0) -> None:
# Boot: ensure the current TZ-day's slots exist immediately (idempotent),
# then enter the daily cadence for subsequent day boundaries.
self.run_once()
while not stop.wait(tick_sec):
try:
self._maybe_tick()
except Exception: # noqa: BLE001 - loop must survive transient errors
_log.exception("preallocation scheduler tick failed")
def _maybe_tick(self) -> None:
now_tz = self._clock().astimezone(self._tz)
target = datetime.combine(now_tz.date(), self._schedule, tzinfo=self._tz)
if now_tz < target:
return # before today's trigger time
if self._last_fired_date is not None and self._last_fired_date == now_tz.date():
return # already created today's slots
self.run_once()
# ---- the actual preallocation -----------------------------------------
def run_once(self) -> date:
"""Preallocate slots for the current TZ trading_date (idempotent). Returns it."""
trading_date = self._clock().astimezone(self._tz).date()
created = self._svc.preallocate_daily_slots(trading_date, self._total)
if created:
_log.info("preallocated %d slots for trading_date=%s", created, trading_date)
self._last_fired_date = trading_date
return trading_date
+19 -1
View File
@@ -99,6 +99,10 @@ class DaemonInstanceConfig:
instance_key: str
portfolio_hub_token: str = ""
# dcy-014 / REQ-048: trading_date timezone + daily preallocation trigger.
# Optional — absent keys fall back to KST / midnight defaults.
trading_timezone: str = "Asia/Seoul"
daily_preallocation_time: str = "00:00"
@staticmethod
def from_toml(path: str) -> "DaemonInstanceConfig":
@@ -114,6 +118,8 @@ class DaemonInstanceConfig:
return DaemonInstanceConfig(
instance_key=str(instance_key),
portfolio_hub_token=str(data.get("portfolio_hub_token") or ""),
trading_timezone=str(data.get("trading_timezone") or "Asia/Seoul"),
daily_preallocation_time=str(data.get("daily_preallocation_time") or "00:00"),
)
@@ -144,6 +150,11 @@ class DaemonConfig:
# threshold in seconds. 0 disables (default). When >0, dispatched-pending
# slots older than this are surfaced (WARN + counter) without state change.
pending_stale_threshold_sec: int = 0
# dcy-014 / REQ-005 (BAT-018): trading_date timezone (default KST) + daily
# preallocation trigger time (HH:MM, TZ-local). Operative surface is the
# per-instance TOML (REQ-048); these are the env-only defaults.
trading_timezone: str = "Asia/Seoul"
daily_preallocation_time: str = "00:00"
@staticmethod
def from_env() -> "DaemonConfig":
@@ -241,4 +252,11 @@ class DaemonConfig:
pf = base.portfolio_hub
if inst.portfolio_hub_token and pf is not None:
pf = replace(pf, token=inst.portfolio_hub_token)
return replace(base, instance_key=inst.instance_key, portfolio_hub=pf)
# dcy-014 / REQ-048: trading_date TZ + daily trigger come from TOML.
return replace(
base,
instance_key=inst.instance_key,
portfolio_hub=pf,
trading_timezone=inst.trading_timezone,
daily_preallocation_time=inst.daily_preallocation_time,
)
+23 -5
View File
@@ -10,6 +10,7 @@ Threads (started in `run()`):
- execution loop — broker dispatch + poll + slot transitions + event emit
- ledger writer — ledger outbox drain (REQ-019)
- snapshot scheduler — daily portfolio-hub snapshot refresh (REQ-030)
- preallocation scheduler — daily slot preallocation in trading TZ (REQ-005, dcy-014)
- safety-sell worker — forced_close / stop-loss·take-profit / market-close (REQ-037/038/039)
Each consumer/publisher uses its OWN RabbitMQTransport instance because
@@ -21,9 +22,8 @@ from __future__ import annotations
import logging
import signal
import threading
from datetime import datetime, timezone
from datetime import time as time_cls
from zoneinfo import ZoneInfo
from trex_core.adapters.broker.paper import PaperBroker
from trex_core.adapters.ledger import InMemoryLedger, PortfolioHubLedger
@@ -62,6 +62,7 @@ from trex_core.application.portfolio import (
SnapshotStore,
)
from trex_core.application.safety_sell import SafetySellService
from trex_core.application.preallocation_scheduler import DailyPreallocationScheduler
from trex_core.application.snapshot_scheduler import SnapshotScheduler
from trex_core.application.watchdog import WatchdogStore
from trex_core.domain.slot import SlotService
@@ -167,6 +168,15 @@ class Daemon:
broker=self.broker,
schedule_kst=_parse_kst_time(config.snapshot_schedule.kst_time),
)
# dcy-014 / REQ-005: daily slot preallocation in the configured
# trading timezone (default KST), so trading_date matches the local
# calendar and the next day's slots appear without a restart.
self.preallocation_scheduler = DailyPreallocationScheduler(
slot_service=self.slot_service,
total_slots=config.total_slots,
tz=ZoneInfo(config.trading_timezone),
schedule_time=_parse_kst_time(config.daily_preallocation_time),
)
# Event publisher transport — one dedicated instance for the
# execution-loop thread (pika is not thread-safe).
@@ -287,12 +297,19 @@ class Daemon:
except Exception: # noqa: BLE001
_log.exception("snapshot scheduler loop crashed")
def _preallocation_loop(self) -> None:
try:
self.preallocation_scheduler.run_forever(self.stop, tick_sec=60.0)
except Exception: # noqa: BLE001
_log.exception("preallocation scheduler loop crashed")
# ------------------------------------------------------------ lifecycle
def setup(self) -> None:
apply_migrations(self.config.dsn)
self.slot_service.preallocate_daily_slots(
datetime.now(tz=timezone.utc).date(), self.config.total_slots
)
# dcy-014 / REQ-005: preallocate against the configured trading timezone
# (default KST), not the system UTC date. Boot-time run_once ensures the
# current TZ-day's slots exist immediately (idempotent).
self.preallocation_scheduler.run_once()
self.execution.reconcile() # REQ-014 restart recovery
try:
self.event_publisher.declare_topology(self.config.instance_key)
@@ -307,6 +324,7 @@ class Daemon:
("trex-snapshot-rpc", self._snapshot_rpc_loop),
("trex-control-rpc", self._control_rpc_loop),
("trex-snapshot-scheduler", self._snapshot_scheduler_loop),
("trex-preallocation", self._preallocation_loop),
("trex-safety-sell", self._safety_sell_loop),
]
for name, target in workers: