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fix: converge broker failures without retry

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This commit is contained in:
Hermes Agent
2026-08-19 11:29:26 +09:00
parent be98965f2c
commit 15aeae6930
15 changed files with 181 additions and 211 deletions
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tests/adapters/broker/test_venue.py
+16 -48
View File
@@ -91,38 +91,28 @@ def test_order_request_venue_nxt():
assert req.venue == "NXT"
@pytest.mark.parametrize(
("at", "expected"),
[
(datetime(2026, 7, 29, 8, 0, tzinfo=timezone(timedelta(hours=9))), "NXT"),
(datetime(2026, 7, 29, 8, 49, 59, tzinfo=timezone(timedelta(hours=9))), "NXT"),
(datetime(2026, 7, 29, 9, 0, 30, tzinfo=timezone(timedelta(hours=9))), "KRX"),
(datetime(2026, 7, 29, 15, 29, 59, tzinfo=timezone(timedelta(hours=9))), "KRX"),
(datetime(2026, 7, 29, 15, 30, tzinfo=timezone(timedelta(hours=9))), "NXT"),
(datetime(2026, 7, 29, 20, 0, tzinfo=timezone(timedelta(hours=9))), "NXT"),
],
)
def test_auto_venue_resolves_by_kst_session(at, expected):
assert resolve_order_venue("AUTO", at) == expected
@pytest.mark.parametrize("venue", ["KRX", "NXT", "SOR"])
@pytest.mark.parametrize(
"at",
[
datetime(2026, 7, 29, 7, 59, 59, tzinfo=timezone(timedelta(hours=9))),
datetime(2026, 7, 29, 8, 50, tzinfo=timezone(timedelta(hours=9))),
datetime(2026, 7, 29, 9, 0, 29, tzinfo=timezone(timedelta(hours=9))),
datetime(2026, 7, 29, 8, 0, tzinfo=timezone(timedelta(hours=9))),
datetime(2026, 7, 29, 8, 55, tzinfo=timezone(timedelta(hours=9))),
datetime(2026, 7, 29, 20, 0, 1, tzinfo=timezone(timedelta(hours=9))),
],
)
def test_auto_venue_fails_closed_outside_supported_sessions(at):
with pytest.raises(ValueError, match="auto_venue_session_closed"):
def test_explicit_venue_is_preserved_independent_of_time(venue, at):
assert resolve_order_venue(venue, at) == venue
def test_auto_venue_is_rejected():
at = datetime(2026, 7, 29, 8, 1, tzinfo=timezone(timedelta(hours=9)))
with pytest.raises(ValueError, match="unsupported_order_venue"):
resolve_order_venue("AUTO", at)
def test_submit_auto_uses_nxt_and_reports_actual_venue(monkeypatch):
def test_submit_sor_preserves_sor(monkeypatch):
captured = {}
at = datetime(2026, 7, 29, 8, 1, tzinfo=timezone(timedelta(hours=9)))
at = datetime(2026, 7, 29, 8, 55, tzinfo=timezone(timedelta(hours=9)))
def fake_post(url, headers=None, json=None, timeout=None):
captured["body"] = json
@@ -134,39 +124,17 @@ def test_submit_auto_uses_nxt_and_reports_actual_venue(monkeypatch):
monkeypatch.setattr(kis_mod.httpx, "post", fake_post)
ack = broker.submit_order(
OrderRequest(
slot_id="s-auto",
slot_id="s-sor",
side="buy",
symbol="005930",
qty=1,
venue="AUTO",
venue="SOR",
)
)
assert ack.accepted is True
assert ack.venue == "NXT"
assert captured["body"]["EXCG_ID_DVSN_CD"] == "NXT"
def test_submit_auto_outside_session_rejects_without_http(monkeypatch):
at = datetime(2026, 7, 29, 8, 55, tzinfo=timezone(timedelta(hours=9)))
broker = _mock_broker(clock=lambda: at)
def unexpected_post(*args, **kwargs):
raise AssertionError("AUTO session rejection must happen before HTTP")
monkeypatch.setattr(kis_mod.httpx, "post", unexpected_post)
ack = broker.submit_order(
OrderRequest(
slot_id="s-auto-closed",
side="buy",
symbol="005930",
qty=1,
venue="AUTO",
)
)
assert ack.accepted is False
assert ack.reason == "auto_venue_session_closed"
assert ack.venue == "SOR"
assert captured["body"]["EXCG_ID_DVSN_CD"] == "SOR"
# ---------------------------------------------------------------------------
tests/adapters/persistence/test_migration_and_drift.py
+22 -12
View File
@@ -7,10 +7,11 @@ iteration: EXPECTED_SLOT_FIELDS (code contract) vs daily_slot actual columns
from __future__ import annotations
import psycopg
import pytest
from trex_core.adapters.persistence.migrate import apply_migrations, migration_files
from trex_core.adapters.persistence.postgresql import PostgreSQLSlotRepository
from trex_core.domain.slot import EXPECTED_SLOT_FIELDS, SlotService, SlotState
from trex_core.domain.slot import EXPECTED_SLOT_FIELDS
_EXPECTED_TABLES = {
"daily_slot",
@@ -64,20 +65,29 @@ def test_apply_migrations_is_idempotent(pg_dsn):
apply_migrations(pg_dsn)
def test_migration_replay_accepts_existing_auto_venue_row(pg_clean):
def test_migration_replay_converts_existing_auto_venue_row_to_sor(pg_clean):
repo = PostgreSQLSlotRepository(pg_clean)
service = SlotService(repo, instance_key="migration-auto")
repo.reconcile_universe("migration-auto", {"pf-auto": "005930"})
slot = repo.find_slot_by_portfolio("migration-auto", "pf-auto")
service.transit_slot(
slot.slot_id,
SlotState.INACTIVE,
SlotState.PENDING_BUY,
reason="migration_replay",
actor="test",
venue="AUTO",
)
assert slot is not None
# Simulate a row written before migration 023 tightened the constraint.
with psycopg.connect(pg_clean) as conn:
with conn.cursor() as cur:
cur.execute("ALTER TABLE daily_slot DROP CONSTRAINT daily_slot_venue_check")
cur.execute(
"UPDATE daily_slot SET venue = 'AUTO' WHERE slot_id = %s",
(slot.slot_id,),
)
conn.commit()
apply_migrations(pg_clean)
assert repo.fetch_slot(slot.slot_id).venue == "AUTO"
assert repo.fetch_slot(slot.slot_id).venue == "SOR"
with psycopg.connect(pg_clean) as conn:
with conn.cursor() as cur:
with pytest.raises(psycopg.errors.CheckViolation):
cur.execute(
"UPDATE daily_slot SET venue = 'AUTO' WHERE slot_id = %s",
(slot.slot_id,),
)