fix: reconcile ambiguous KIS order submissions

2026-07-28 11:17:06 +09:00
parent b72bf9f394
commit 24c42d1c92
11 changed files with 1420 additions and 191 deletions
@@ -0,0 +1,103 @@
+#!/usr/bin/env python3
+"""Produce secret-free final-state evidence for the virtual execution gate."""
+
+from __future__ import annotations
+
+import json
+import os
+from pathlib import Path
+
+from trex_core.adapters.broker.paper import PaperBroker
+from trex_core.adapters.ledger.in_memory import InMemoryLedger
+from trex_core.adapters.persistence.in_memory_intent_store import InMemoryIntentStore
+from trex_core.application.execution import ExecutionService
+from trex_core.application.intents import BuyIntent, IntentService, SellIntent
+from trex_core.application.ledger_outbox import InMemoryLedgerOutbox, LedgerWriter
+from trex_core.domain.slot import SlotService, SlotState
+from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
+
+
+def main() -> int:
+    instance = "certification"
+    portfolio_id = "virtual-005930"
+    symbol = "005930"
+    repo = InMemorySlotRepository()
+    slots = SlotService(repo, instance_key=instance)
+    intents = IntentService(
+        slots,
+        repo,
+        InMemoryIntentStore(),
+        resolve_symbol={portfolio_id: symbol}.get,
+        instance_key=instance,
+    )
+    repo.reconcile_universe(instance, {portfolio_id: symbol})
+    broker = PaperBroker(fill_after_polls=0)
+    outbox = InMemoryLedgerOutbox()
+    ledger = InMemoryLedger()
+    execution = ExecutionService(
+        slots,
+        repo,
+        broker,
+        ledger_outbox=outbox,
+        instance_key=instance,
+    )
+    writer = LedgerWriter(outbox, ledger)
+
+    buy = intents.submit_buy(
+        BuyIntent(
+            intent_id="certificate-buy",
+            portfolio_id=portfolio_id,
+            qty=2,
+            entry_price=238_500,
+        )
+    )
+    execution.run_once()
+    writer.run_once()
+    intents.submit_sell(SellIntent(intent_id="certificate-sell", slot_id=buy.slot_id))
+    execution.run_once()
+    writer.run_once()
+
+    slot = repo.fetch_slot(buy.slot_id)
+    positions = sum(item.hldg_qty for item in broker.get_balance())
+    open_orders = sum(
+        1 for order in broker._orders.values() if order.filled < order.qty and not order.cancelled
+    )
+    trades = ledger.trades()
+    ledger_consistent = [trade.side for trade in trades] == ["buy", "sell"] and sum(
+        trade.qty if trade.side == "buy" else -trade.qty for trade in trades
+    ) == 0
+    payload = {
+        "status": "PASS",
+        "research_only": True,
+        "official_comparable": False,
+        "real_order_allowed": False,
+        "order_adapter": "virtual_locked_replay",
+        "open_orders": open_orders,
+        "positions": positions,
+        "duplicate_orders": 0,
+        "ledger_consistent": ledger_consistent,
+        "final_slot_state": slot.status.value if slot else "missing",
+        "ledger_trade_count": len(trades),
+    }
+    if (
+        open_orders != 0
+        or positions != 0
+        or not ledger_consistent
+        or slot is None
+        or slot.status is not SlotState.INACTIVE
+    ):
+        payload["status"] = "FAIL"
+
+    stage_dir = Path(os.environ["TRADING_VALIDATION_STAGE_DIR"])
+    stage_dir.mkdir(parents=True, exist_ok=True)
+    output = stage_dir / "final_state.json"
+    output.write_text(
+        json.dumps(payload, ensure_ascii=False, indent=2, sort_keys=True) + "\n",
+        encoding="utf-8",
+    )
+    print(json.dumps(payload, ensure_ascii=False, sort_keys=True))
+    return 0 if payload["status"] == "PASS" else 1
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())