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fix(execution): KIS child cancel identity binding, sanitized logging, PG cancel SQL tests

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Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
This commit is contained in:
copilot-swe-agent[bot]
2026-09-01 12:06:45 +00:00
committed by GitHub
co-authored by genichin
parent f0ac909958
commit 65df10542b
5 changed files with 331 additions and 31 deletions
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tests/adapters/broker/test_kis_cancel.py
+154 -4
View File
@@ -134,7 +134,7 @@ def test_full_fill_unaffected_by_cancel_flag(monkeypatch):
# ── Regression: KIS child cancel row (orgn_odno) ─────────────────────────────
def _payload_with_child_cancel(parent_odno: str, child_odno: str, ord_qty: str = "89"):
def _payload_with_child_cancel(parent_odno: str, child_odno: str, ord_qty: str = "89", symbol: str = "225190"):
"""Simulate KIS returning original row (cncl_yn='') + separate cancel child."""
parent = {
"odno": parent_odno,
@@ -147,6 +147,7 @@ def _payload_with_child_cancel(parent_odno: str, child_odno: str, ord_qty: str =
"rmn_qty": "0",
"ord_dt": "20260901",
"ord_gno_brno": "06010",
"pdno": symbol,
}
child = {
"odno": child_odno,
@@ -159,6 +160,7 @@ def _payload_with_child_cancel(parent_odno: str, child_odno: str, ord_qty: str =
"rmn_qty": "0",
"ord_dt": "20260901",
"ord_gno_brno": "06010",
"pdno": symbol,
}
return {"rt_cd": "0", "output1": [parent, child]}
@@ -175,7 +177,12 @@ def test_child_cancel_row_orgn_odno_maps_to_cancelled(monkeypatch):
def test_correction_child_row_not_misclassified_as_cancel(monkeypatch):
"""Correction child (cncl_yn='N') must not be treated as a cancel."""
"""Correction child (cncl_yn!='Y') must not be treated as a cancel.
Issue #81 AC: a correction/replacement child means the order is superseded
but we cannot safely determine terminal status without the replacement
identity → fail-closed as 'unknown' (not 'accepted/open_confirmed').
"""
parent = {
"odno": ODNO,
"orgn_odno": "",
@@ -186,6 +193,7 @@ def test_correction_child_row_not_misclassified_as_cancel(monkeypatch):
"rjct_qty": "0",
"ord_dt": "20260901",
"ord_gno_brno": "06010",
"pdno": "225190",
}
correction_child = {
"odno": "0000123458",
@@ -197,6 +205,7 @@ def test_correction_child_row_not_misclassified_as_cancel(monkeypatch):
"rjct_qty": "0",
"ord_dt": "20260901",
"ord_gno_brno": "06010",
"pdno": "225190",
}
monkeypatch.setattr(
kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent, correction_child]})
@@ -204,8 +213,12 @@ def test_correction_child_row_not_misclassified_as_cancel(monkeypatch):
fs = _broker().poll_fill(
f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901"
)
# Correction child must not infer cancellation; original has no fill evidence
assert fs.state == "accepted", f"expected accepted, got {fs.state}"
# Correction child means replacement identity is unresolved → fail-closed
assert fs.state == "unknown", f"expected unknown, got {fs.state}"
raw = fs.raw if isinstance(fs.raw, dict) else {}
assert raw.get("reason") == "correction_child_present_unresolved"
# Must NOT be open_confirmed — that would allow new orders on the same slot
assert not raw.get("order_open_confirmed", False)
def test_partial_fill_with_child_cancel_row(monkeypatch):
@@ -220,6 +233,7 @@ def test_partial_fill_with_child_cancel_row(monkeypatch):
"rjct_qty": "0",
"ord_dt": "20260901",
"ord_gno_brno": "06010",
"pdno": "225190",
}
child = {
"odno": "0000123459",
@@ -231,6 +245,7 @@ def test_partial_fill_with_child_cancel_row(monkeypatch):
"rjct_qty": "0",
"ord_dt": "20260901",
"ord_gno_brno": "06010",
"pdno": "225190",
}
monkeypatch.setattr(
kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent, child]})
@@ -241,3 +256,138 @@ def test_partial_fill_with_child_cancel_row(monkeypatch):
assert fs.state == "partially_filled"
assert fs.cancelled and fs.is_partial_cancel
assert fs.filled_qty == 4
# ── Regression: identity mismatch / ambiguous child rows ─────────────────────
def test_child_cancel_mismatched_branch_is_ignored(monkeypatch):
"""Cancel child from a different branch (ord_gno_brno) must not affect parent."""
parent = {
"odno": ODNO,
"orgn_odno": "",
"ord_qty": "10",
"tot_ccld_qty": "0",
"avg_prvs": "0",
"cncl_yn": "",
"rjct_qty": "0",
"ord_dt": "20260901",
"ord_gno_brno": "06010",
"pdno": "225190",
}
child_wrong_branch = {
"odno": "0000199999",
"orgn_odno": ODNO,
"ord_qty": "10",
"tot_ccld_qty": "0",
"avg_prvs": "0",
"cncl_yn": "Y",
"rjct_qty": "0",
"ord_dt": "20260901",
"ord_gno_brno": "99999", # different branch
"pdno": "225190",
}
monkeypatch.setattr(
kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent, child_wrong_branch]})
)
fs = _broker().poll_fill(
f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901"
)
# Child has wrong branch → not a matching cancel → parent stays accepted
assert fs.state == "accepted", f"expected accepted (mismatch branch), got {fs.state}"
def test_child_cancel_mismatched_symbol_is_ignored(monkeypatch):
"""Cancel child with different symbol (pdno) must not affect parent."""
parent = {
"odno": ODNO,
"orgn_odno": "",
"ord_qty": "10",
"tot_ccld_qty": "0",
"avg_prvs": "0",
"cncl_yn": "",
"rjct_qty": "0",
"ord_dt": "20260901",
"ord_gno_brno": "06010",
"pdno": "225190",
}
child_wrong_symbol = {
"odno": "0000199998",
"orgn_odno": ODNO,
"ord_qty": "10",
"tot_ccld_qty": "0",
"avg_prvs": "0",
"cncl_yn": "Y",
"rjct_qty": "0",
"ord_dt": "20260901",
"ord_gno_brno": "06010",
"pdno": "000660", # different symbol
}
monkeypatch.setattr(
kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent, child_wrong_symbol]})
)
fs = _broker().poll_fill(
f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901"
)
assert fs.state == "accepted", f"expected accepted (mismatch symbol), got {fs.state}"
def test_child_cancel_mismatched_date_is_ignored(monkeypatch):
"""Cancel child with different ord_dt must not affect parent."""
parent = {
"odno": ODNO,
"orgn_odno": "",
"ord_qty": "10",
"tot_ccld_qty": "0",
"avg_prvs": "0",
"cncl_yn": "",
"rjct_qty": "0",
"ord_dt": "20260901",
"ord_gno_brno": "06010",
"pdno": "225190",
}
child_wrong_date = {
"odno": "0000199997",
"orgn_odno": ODNO,
"ord_qty": "10",
"tot_ccld_qty": "0",
"avg_prvs": "0",
"cncl_yn": "Y",
"rjct_qty": "0",
"ord_dt": "20260831", # different date
"ord_gno_brno": "06010",
"pdno": "225190",
}
monkeypatch.setattr(
kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent, child_wrong_date]})
)
fs = _broker().poll_fill(
f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901"
)
assert fs.state == "accepted", f"expected accepted (mismatch date), got {fs.state}"
def test_ambiguous_multiple_child_cancel_rows_return_unknown(monkeypatch):
"""Two matching cancel children → ambiguous identity → fail-closed as unknown."""
parent = {
"odno": ODNO,
"orgn_odno": "",
"ord_qty": "10",
"tot_ccld_qty": "0",
"avg_prvs": "0",
"cncl_yn": "",
"rjct_qty": "0",
"ord_dt": "20260901",
"ord_gno_brno": "06010",
"pdno": "225190",
}
child1 = {**parent, "odno": "0000123460", "orgn_odno": ODNO, "cncl_yn": "Y", "ord_qty": "10"}
child2 = {**parent, "odno": "0000123461", "orgn_odno": ODNO, "cncl_yn": "Y", "ord_qty": "10"}
monkeypatch.setattr(
kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent, child1, child2]})
)
fs = _broker().poll_fill(
f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901"
)
assert fs.state == "unknown", f"expected unknown (ambiguous children), got {fs.state}"
raw = fs.raw if isinstance(fs.raw, dict) else {}
assert raw.get("reason") == "child_cancel_ambiguous"
tests/adapters/persistence/test_postgresql_repository.py
+79
View File
@@ -2,6 +2,8 @@
Skipped without TREX_POSTGRESQL_TEST_DSN."""
from __future__ import annotations
from datetime import UTC, datetime, timedelta
from trex_core.adapters.persistence.in_memory_intent_store import InMemoryIntentStore # noqa: F401
from trex_core.adapters.persistence.postgresql import (
PostgreSQLIntentStore,
@@ -244,3 +246,80 @@ def test_strategy_state_write_cannot_follow_close(pg_clean):
result = store.set(slot.slot_id, "instance", expected_version=1, data="after", slot_active=True)
assert not result.ok and result.reason == "slot_inactive"
assert store.get_for_slots([slot.slot_id])[slot.slot_id]["instance"].data == "before"
# ── Regression: reserve_cancel_attempt() SQL paths (issue #81 Fix A) ─────────
# These tests exercise the real PostgreSQL code path that previously failed with
# IndeterminateDatatype when retry_before=None was bound to %s IS NOT NULL.
def test_reserve_cancel_first_attempt_retry_before_none_pg(pg_clean):
"""First reservation with retry_before=None must succeed exactly once."""
repo, _, intents = _wire(pg_clean)
repo.reconcile_universe(INST, {"PF-1": "005930"})
d = intents.submit_buy(BuyIntent(intent_id="pg-can-first", qty=1, portfolio_id="PF-1"))
repo.mark_dispatched(d.slot_id, "ord-first")
# First reservation: retry_before=None — must not raise IndeterminateDatatype
assert repo.reserve_cancel_attempt(d.slot_id, "ord-first") is True
slot = repo.fetch_slot(d.slot_id)
assert slot.cancel_state == "unknown"
assert slot.cancel_attempts == 1
assert slot.cancel_requested_at is not None
# Duplicate CAS must be rejected (cancel_state is no longer NULL)
assert repo.reserve_cancel_attempt(d.slot_id, "ord-first") is False
assert repo.fetch_slot(d.slot_id).cancel_attempts == 1 # not incremented
def test_reserve_cancel_retry_backoff_gated_pg(pg_clean):
"""Retry path with retry_before is accepted when backoff window passes."""
import psycopg
repo, _, intents = _wire(pg_clean)
repo.reconcile_universe(INST, {"PF-1": "005930"})
d = intents.submit_buy(BuyIntent(intent_id="pg-can-retry", qty=1, portfolio_id="PF-1"))
repo.mark_dispatched(d.slot_id, "ord-retry")
# Simulate a previous cancel attempt that left state=rejected a while ago
past = datetime.now(tz=UTC) - timedelta(seconds=60)
with psycopg.connect(pg_clean, autocommit=False) as conn:
with conn.cursor() as cur:
cur.execute(
"UPDATE daily_slot SET cancel_state='rejected', cancel_requested_at=%s, "
"cancel_attempts=1 WHERE slot_id=%s",
(past, d.slot_id),
)
conn.commit()
# retry_before = now means backoff window has elapsed
retry_before = datetime.now(tz=UTC)
assert repo.reserve_cancel_attempt(d.slot_id, "ord-retry", retry_before=retry_before) is True
slot = repo.fetch_slot(d.slot_id)
assert slot.cancel_state == "unknown"
assert slot.cancel_attempts == 2
def test_reserve_cancel_retry_max_attempts_blocked_pg(pg_clean):
"""Retry is rejected when cancel_attempts >= 4."""
import psycopg
repo, _, intents = _wire(pg_clean)
repo.reconcile_universe(INST, {"PF-1": "005930"})
d = intents.submit_buy(BuyIntent(intent_id="pg-can-max", qty=1, portfolio_id="PF-1"))
repo.mark_dispatched(d.slot_id, "ord-max")
past = datetime.now(tz=UTC) - timedelta(seconds=120)
with psycopg.connect(pg_clean, autocommit=False) as conn:
with conn.cursor() as cur:
cur.execute(
"UPDATE daily_slot SET cancel_state='rejected', cancel_requested_at=%s, "
"cancel_attempts=4 WHERE slot_id=%s",
(past, d.slot_id),
)
conn.commit()
retry_before = datetime.now(tz=UTC)
assert repo.reserve_cancel_attempt(d.slot_id, "ord-max", retry_before=retry_before) is False
assert repo.fetch_slot(d.slot_id).cancel_attempts == 4 # unchanged