feat(execution): reconcile timed-out orders safely

This commit is contained in:
Hermes Agent
2026-08-14 15:15:52 +09:00
parent 482b00e54d
commit 147873cb5d
21 changed files with 801 additions and 87 deletions
+28 -1
View File
@@ -25,6 +25,7 @@ class FakeBroker:
def __init__(self, balance, fill=None):
self.balance = balance
self.fill = fill or FillStatus(state="accepted")
self.poll_metadata = None
def name(self):
return "fake"
@@ -32,7 +33,16 @@ class FakeBroker:
def submit_order(self, req):
return OrderAck(accepted=True, broker_order_id="1")
def poll_fill(self, broker_order_id, *, side, symbol):
def poll_fill(
self,
broker_order_id,
*,
side,
symbol,
order_date=None,
submitted_at=None,
):
self.poll_metadata = (order_date, submitted_at)
return self.fill
def cancel_order(self, broker_order_id, *, side, symbol, qty, venue="KRX"):
@@ -77,6 +87,23 @@ def test_confirmed_fill_is_persisted_once_and_manual_remainder_stays_hidden(tmp_
assert StrategyOwnershipStore(store.path).snapshot()[0] == {"005930": 2}
def test_poll_preserves_original_order_metadata_through_ownership_decorator(tmp_path):
store = StrategyOwnershipStore(tmp_path / "ownership.json")
delegate = FakeBroker([])
broker = OwnershipAwareBroker(delegate, store)
submitted_at = datetime(2026, 8, 14, 6, 20, tzinfo=timezone.utc)
broker.poll_fill(
"1",
side="buy",
symbol="005930",
order_date="20260814",
submitted_at=submitted_at,
)
assert delegate.poll_metadata == ("20260814", submitted_at)
def test_strategy_quantity_above_raw_broker_total_fails_closed(tmp_path):
store = StrategyOwnershipStore(tmp_path / "ownership.json")
store.apply_fill(