fix(broker): dcy-013 KIS 외부 취소 감지 + 부분 체결 회계 + stale 워치독 (BAT-017)

KIS 계좌에서 직접 매도 주문을 취소하면 poll_fill 이 cncl_yn 을 파싱하지 않아
슬롯이 pending_sell 에 영구히 갇히고 죽은 주문을 무한 폴링하던 버그(issue #9)
정정.

거버넌스: 전부 change-req (신규 REQ 없음, dcy-013 OQ-3).
- REQ-012: KIS poll_fill cncl_yn 파싱 → 외부 취소 감지. FillStatus.cancelled
  /is_partial_cancel 추가. 체결 0 취소→cancelled, 부분 체결 후 취소→partial+cancelled
- REQ-013: 집행 _on_partial_cancel — 체결분 원장 1회 + qty 차감(매도 잔여/매수 체결분)
  + holding 복귀 (OQ-1 A안). 전량 취소는 기존 롤백 경로 재사용
- REQ-018: 부분 체결분 원장 1회 기록 (_record_ledger 재사용)
- REQ-031: 잔여 포지션 정합 연계 (slot.qty ↔ 실 잔고, 과매도 방지)
- REQ-014: pending stale 워치독 Alert-only (TREX_PENDING_STALE_THRESHOLD,
  WARN+카운터, 상태 미변경) — 취소 감지 누락 backstop
- REQ-015: interface-contract/runtime-flows 정합

전량 취소는 holding 자동 복구(limit_price clear→재매도 시장가, dcy-012 연계).
KIS cncl_yn 실 규약은 운영 검증(미지 값 보수 처리 + 워치독 backstop).

검증: 단위 294 passed/32 skipped, 인프라 게이트(PG+RabbitMQ) 326 passed, ruff clean.
신규 test_kis_cancel(httpx stub) + test_execution_cancel(programmable broker).
BAT-017 release-candidate.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
2026-06-08 14:11:49 +09:00
co-authored by Claude Opus 4.8
parent cc28e1fba5
commit 4746f74aae
24 changed files with 1063 additions and 6 deletions
+79
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"""KIS poll_fill external-cancel detection (dcy-013 / REQ-012, issue #9).
inquire-daily-ccld marks a cancelled order with cncl_yn="Y". These tests stub
the HTTP layer (token pre-seeded, httpx.get faked) and assert the FillStatus
mapping for full cancel / partial-fill-then-cancel / not-cancelled.
"""
from __future__ import annotations
from datetime import datetime, timedelta, timezone
from trex_core.adapters.broker import kis as kis_mod
from trex_core.adapters.broker.kis import KISBroker
ODNO = "0000123456"
def _broker():
b = KISBroker(
"12345678-01",
app_key="k", app_secret="s",
base_url="https://openapivts.koreainvestment.com:29443", # mock endpoint
)
b._token = "tok"
b._token_exp = datetime.now(tz=timezone.utc) + timedelta(hours=1)
return b
class _Resp:
def __init__(self, payload):
self._payload = payload
def json(self):
return self._payload
def _fake_get(payload):
def _get(*a, **k):
return _Resp(payload)
return _get
def _row(**kw):
base = {"odno": ODNO, "ord_qty": "10", "tot_ccld_qty": "0",
"avg_prvs": "0", "cncl_yn": "N", "ord_dt": "20260608", "ord_gno_brno": "06010"}
base.update(kw)
return {"output1": [base]}
def test_full_external_cancel_maps_to_cancelled(monkeypatch):
monkeypatch.setattr(kis_mod.httpx, "get", _fake_get(_row(tot_ccld_qty="0", cncl_yn="Y")))
fs = _broker().poll_fill(f"06010:{ODNO}", side="sell", symbol="005930")
assert fs.state == "cancelled" and fs.is_terminal_reject and not fs.is_partial_cancel
def test_zero_fill_not_cancelled_stays_accepted(monkeypatch):
monkeypatch.setattr(kis_mod.httpx, "get", _fake_get(_row(tot_ccld_qty="0", cncl_yn="N")))
fs = _broker().poll_fill(f"06010:{ODNO}", side="sell", symbol="005930")
assert fs.state == "accepted" and not fs.is_terminal_reject
def test_partial_fill_then_cancel_flags_partial_cancel(monkeypatch):
monkeypatch.setattr(
kis_mod.httpx, "get",
_fake_get(_row(ord_qty="10", tot_ccld_qty="4", avg_prvs="70000", cncl_yn="Y")),
)
fs = _broker().poll_fill(f"06010:{ODNO}", side="sell", symbol="005930")
assert fs.state == "partially_filled"
assert fs.cancelled and fs.is_partial_cancel
assert fs.filled_qty == 4 and fs.avg_price == 70000.0
assert fs.execution_id == "kis-daily-ccld:20260608:06010:0000123456:4"
def test_full_fill_unaffected_by_cancel_flag(monkeypatch):
monkeypatch.setattr(
kis_mod.httpx, "get",
_fake_get(_row(ord_qty="10", tot_ccld_qty="10", avg_prvs="70000", cncl_yn="N")),
)
fs = _broker().poll_fill(f"06010:{ODNO}", side="sell", symbol="005930")
assert fs.is_filled and fs.filled_qty == 10 and not fs.is_partial_cancel