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fix: persist uncertain cancel outcomes

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This commit is contained in:
jordan
2026-07-29 17:17:14 +09:00
parent a656350a35
commit 3dd8eefc92
21 changed files with 416 additions and 76 deletions
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trex_core/adapters/persistence/postgresql.py
+32 -4
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@@ -37,7 +37,8 @@ _SLOT_COLUMNS = (
"order_id, strategy_id, broker_order_id, portfolio_id, "
"sell_strategy_id, forced_close_at, stop_loss_price, take_profit_price, "
"created_at, updated_at, instance_key, retired_at, "
"timeout_sec, slippage_pct, occupancy_seq, venue"
"timeout_sec, slippage_pct, occupancy_seq, venue, "
"cancel_state, cancel_requested_at"
)
@@ -216,7 +217,8 @@ class PostgreSQLSlotRepository:
"broker_order_id=%s, portfolio_id=%s, sell_strategy_id=%s, "
"forced_close_at=%s, stop_loss_price=%s, take_profit_price=%s, "
"instance_key=%s, retired_at=%s, timeout_sec=%s, slippage_pct=%s, "
"occupancy_seq=%s, venue=%s, updated_at=%s WHERE slot_id=%s",
"occupancy_seq=%s, venue=%s, cancel_state=%s, "
"cancel_requested_at=%s, updated_at=%s WHERE slot_id=%s",
(
slot.status.value,
slot.symbol,
@@ -237,6 +239,8 @@ class PostgreSQLSlotRepository:
slot.slippage_pct,
slot.occupancy_seq,
slot.venue,
slot.cancel_state,
slot.cancel_requested_at,
slot.updated_at or datetime.now(tz=timezone.utc),
slot.slot_id,
),
@@ -332,6 +336,26 @@ class PostgreSQLSlotRepository:
conn.commit()
return ok
def mark_cancel_outcome(
self,
slot_id: UUID,
broker_order_id: str,
state: str,
) -> bool:
now = datetime.now(tz=timezone.utc)
with self._psycopg.connect(self._dsn, autocommit=False) as conn:
with conn.cursor() as cur:
cur.execute(
"UPDATE daily_slot SET cancel_state=%s, "
"cancel_requested_at=%s, updated_at=%s "
"WHERE slot_id=%s AND broker_order_id=%s "
"AND status IN ('pending_buy','pending_sell')",
(state, now, now, slot_id, broker_order_id),
)
ok = cur.rowcount == 1
conn.commit()
return ok
def list_dispatched_pending(self, instance_key: str = "default") -> list[Slot]:
with self._psycopg.connect(self._dsn) as conn:
with conn.cursor() as cur:
@@ -347,7 +371,8 @@ class PostgreSQLSlotRepository:
with self._psycopg.connect(self._dsn, autocommit=False) as conn:
with conn.cursor() as cur:
cur.execute(
"UPDATE daily_slot SET broker_order_id=NULL, updated_at=%s WHERE slot_id=%s",
"UPDATE daily_slot SET broker_order_id=NULL, cancel_state=NULL, "
"cancel_requested_at=NULL, updated_at=%s WHERE slot_id=%s",
(datetime.now(tz=timezone.utc), slot_id),
)
conn.commit()
@@ -374,7 +399,8 @@ class PostgreSQLSlotRepository:
# forced_close_at(11) stop_loss_price(12) take_profit_price(13)
# created_at(14) updated_at(15) instance_key(16) retired_at(17)
# timeout_sec(18) slippage_pct(19) [dcy-022/REQ-068]
# occupancy_seq(20) [dcy-028/REQ-081], venue(21)
# occupancy_seq(20) [dcy-028/REQ-081], venue(21),
# cancel_state(22), cancel_requested_at(23)
return Slot(
slot_id=row[0] if isinstance(row[0], UUID) else UUID(str(row[0])),
status=SlotState(row[1]),
@@ -398,6 +424,8 @@ class PostgreSQLSlotRepository:
slippage_pct=f(row[19]),
occupancy_seq=int(row[20]) if len(row) > 20 and row[20] is not None else 0,
venue=str(row[21]) if len(row) > 21 and row[21] is not None else "KRX",
cancel_state=str(row[22]) if len(row) > 22 and row[22] is not None else None,
cancel_requested_at=row[23] if len(row) > 23 else None,
)