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feat(slot): slot entry_count + closed-slot reallocation (dcy-019, BAT-025) + REL-005

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dcy-019/issue #18: slot 자원을 진입 횟수 기준으로 고르게 재사용하고 idle 소진 시
closed 슬롯을 직접 재할당한다. 거버넌스는 전부 change-req(신규 REQ 없음).

- 도메인(REQ-002): Slot.entry_count(기본 0) + EXPECTED_SLOT_FIELDS, 상태 머신
  closed→pending_buy 신규 전이(base 8→9, ALLOWED_TRANSITIONS 14→15),
  _apply_transition_fields closed→pending_buy clean-slate + →pending_buy 시 +1
- 영속화(REQ-006): 멱등 마이그레이션 008(entry_count), flat 매핑,
  find_allocatable_slot(idle∪closed, entry_count→updated_at→slot_id) + in-memory 동등
- admission(REQ-007): _admit_buy find_idle_slot→find_allocatable_slot + from_state=slot.status
- 테스트(REQ-003): 전이 카운트/계약 가드 정합 + test_slot_entry_count.py / test_buy_admission_reallocation.py
- 문서(REQ-009): data-model.md / runtime-flows.md 정합
- 기존 daily_symbol_entries(symbol-scoped) 분리·미변경

BAT-025(release-candidate) delivery + change-req REQ-002/003/006/007/009(CHG-20260609-01).
REL-005(confirmed, app-service): BAT-024+BAT-025 묶음. operator-facing run-the-app
스모크로 enter --forced-close-at(BAT-024)·closed 재할당(BAT-025) 실 데몬 검증
(실 PG 마이그레이션 008 round-trip 포함).

검증: 단위 366 passed / 35 skipped(KIS sandbox 1건 deselect — live .env 환경 의존), ruff clean.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
genichin
2026-06-09 14:49:22 +09:00
co-authored by Claude Opus 4.8
parent 941d324899
commit 6e8e79660c
28 changed files with 912 additions and 26 deletions
Download Patch File Download Diff File Expand all files Collapse all files
trex_core/adapters/persistence/postgresql.py
+20 -3
View File
@@ -30,7 +30,7 @@ _SLOT_COLUMNS = (
"slot_id, trading_date, status, symbol, qty, avg_price, limit_price, "
"allocated_capital, 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"
"created_at, updated_at, entry_count"
)
@@ -116,6 +116,21 @@ class PostgreSQLSlotRepository:
row = cur.fetchone()
return self._row_to_slot(row) if row else None
def find_allocatable_slot(self, trading_date: date) -> Optional[Slot]:
# dcy-019 / REQ-006: idle ∪ closed candidates, ordered by entry_count asc
# → updated_at asc → slot_id (deterministic, OQ-2). Concurrency on the
# last candidate handled by the caller (advisory lock + retry, NFR-1).
with self._psycopg.connect(self._dsn) as conn:
with conn.cursor() as cur:
cur.execute(
f"SELECT {_SLOT_COLUMNS} FROM daily_slot "
"WHERE trading_date = %s AND status IN ('idle','closed') "
"ORDER BY entry_count ASC, updated_at ASC, slot_id ASC LIMIT 1",
(trading_date,),
)
row = cur.fetchone()
return self._row_to_slot(row) if row else None
def update_slot(self, slot: Slot) -> None:
with self._psycopg.connect(self._dsn, autocommit=False) as conn:
with conn.cursor() as cur:
@@ -124,13 +139,14 @@ class PostgreSQLSlotRepository:
"limit_price=%s, allocated_capital=%s, order_id=%s, strategy_id=%s, "
"broker_order_id=%s, portfolio_id=%s, sell_strategy_id=%s, "
"forced_close_at=%s, stop_loss_price=%s, take_profit_price=%s, "
"updated_at=%s WHERE slot_id=%s",
"entry_count=%s, updated_at=%s WHERE slot_id=%s",
(
slot.status.value, slot.symbol, slot.qty, slot.avg_price,
slot.limit_price, slot.allocated_capital, slot.order_id,
slot.strategy_id, slot.broker_order_id, slot.portfolio_id,
slot.sell_strategy_id, slot.forced_close_at,
slot.stop_loss_price, slot.take_profit_price,
slot.entry_count,
slot.updated_at or datetime.now(tz=timezone.utc), slot.slot_id,
),
)
@@ -239,7 +255,7 @@ class PostgreSQLSlotRepository:
# avg_price(5) limit_price(6) allocated_capital(7) order_id(8)
# strategy_id(9) broker_order_id(10) portfolio_id(11) sell_strategy_id(12)
# forced_close_at(13) stop_loss_price(14) take_profit_price(15)
# created_at(16) updated_at(17)
# created_at(16) updated_at(17) entry_count(18)
return Slot(
slot_id=row[0] if isinstance(row[0], UUID) else UUID(str(row[0])),
trading_date=row[1],
@@ -259,6 +275,7 @@ class PostgreSQLSlotRepository:
take_profit_price=d(row[15]),
created_at=row[16],
updated_at=row[17],
entry_count=int(row[18]) if row[18] is not None else 0,
)
trex_core/adapters/persistence/sql/008_add_slot_entry_count.sql
+7
View File
@@ -0,0 +1,7 @@
-- BAT-025 / dcy-019 / REQ-006: slot-scoped entry_count on daily_slot.
-- Tracks how many times a slot has entered pending_buy (lifetime, per trading
-- day). Drives the buy-admission selector's fairness ordering (idle ∪ closed,
-- least-entered first) and enables closed-slot reallocation (issue #18).
-- Distinct from daily_symbol_entries.entry_count (per-symbol cap, unchanged).
-- Additive + idempotent: existing rows default to 0 (no prior entries counted).
ALTER TABLE daily_slot ADD COLUMN IF NOT EXISTS entry_count INTEGER NOT NULL DEFAULT 0;
trex_core/application/intents.py
+7 -3
View File
@@ -163,16 +163,20 @@ class IntentService:
elif not symbol:
# No resolver wired and no symbol carried — cannot determine the order target.
return IntentDecision(intent.intent_id, "rejected", None, "unknown_portfolio")
# Retry on the last-idle-slot race: another intent may claim the slot
# Retry on the last-candidate race: another intent may claim the slot
# between our find and transit (SlotStateMismatchError).
# dcy-019 / REQ-007: admission candidate is idle ∪ closed (closed-slot
# reallocation), ordered by entry_count asc → updated_at asc → slot_id.
# The candidate may already be CLOSED, so the transit's from_state must
# follow the slot's current status rather than a hardcoded IDLE.
for _ in range(_MAX_IDLE_RETRY):
slot = self._repo.find_idle_slot(intent.trading_date)
slot = self._repo.find_allocatable_slot(intent.trading_date)
if slot is None:
return IntentDecision(intent.intent_id, "rejected", None, "no_idle_slot")
try:
updated = self._svc.transit_slot(
slot.slot_id,
SlotState.IDLE,
slot.status,
SlotState.PENDING_BUY,
reason="buy_intent",
actor="intent_api",
trex_core/domain/slot/in_memory_repository.py
+19
View File
@@ -76,6 +76,25 @@ class InMemorySlotRepository:
return s
return None
def find_allocatable_slot(self, trading_date: date) -> Optional[Slot]:
# dcy-019 / REQ-006: idle ∪ closed candidates, ordered by entry_count asc
# → updated_at asc → slot_id (deterministic, OQ-2).
candidates = [
s for s in self._slots.values()
if s.trading_date == trading_date
and s.status in (SlotState.IDLE, SlotState.CLOSED)
]
if not candidates:
return None
return min(
candidates,
key=lambda s: (
s.entry_count,
s.updated_at or datetime.min.replace(tzinfo=timezone.utc),
str(s.slot_id),
),
)
def update_slot(self, slot: Slot) -> None:
if slot.slot_id not in self._slots:
raise SlotNotFoundError(f"slot not found: {slot.slot_id}")
trex_core/domain/slot/models.py
+6
View File
@@ -39,6 +39,11 @@ class Slot:
forced_close_at: Optional[datetime] = None # BAT-014 / REQ-066 (trex-orbit lineage)
stop_loss_price: Optional[Decimal] = None # REQ-035 / BAT-010
take_profit_price: Optional[Decimal] = None # REQ-035 / BAT-010
# dcy-019 / REQ-002 (BAT-025): slot-scoped cumulative entry count. +1 on each
# allocation transition (idle/closed → pending_buy); drives admission slot
# selection (lowest entry_count first). Distinct from the symbol-scoped
# daily_symbol_entries counter (REQ-002 AC-3) — different key/purpose.
entry_count: int = 0
created_at: Optional[datetime] = None
updated_at: Optional[datetime] = None
@@ -64,6 +69,7 @@ EXPECTED_SLOT_FIELDS: frozenset[str] = frozenset({
"forced_close_at",
"stop_loss_price", # REQ-035
"take_profit_price", # REQ-035
"entry_count", # dcy-019 / REQ-002 (BAT-025)
"created_at",
"updated_at",
})
trex_core/domain/slot/repository.py
+7
View File
@@ -52,6 +52,13 @@ class SlotRepository(Protocol):
"""Return any one idle slot (None if exhausted)."""
...
def find_allocatable_slot(self, trading_date: date) -> Optional[Slot]:
"""Return the best buy-admission candidate among idle ∪ closed slots
(dcy-019 / REQ-006), ordered by `entry_count` asc → `updated_at` asc →
`slot_id`. None if neither idle nor closed slots remain. Concurrency on
the last candidate is handled by the caller (advisory lock + retry)."""
...
def update_slot(self, slot: Slot) -> None:
"""Persist slot row (UPDATE by slot_id)."""
...
trex_core/domain/slot/service.py
+18
View File
@@ -201,6 +201,19 @@ class SlotService:
updated_at=datetime.now(tz=timezone.utc),
)
# dcy-019 / REQ-002 (BAT-025): closed-slot direct reallocation. A closed
# slot still carries the prior cycle's occupancy; start from a clean
# slate so a previous position/broker handle never leaks into the new
# entry. entry_count is intentionally preserved (slot-scoped cumulative).
if to_state is SlotState.PENDING_BUY and slot.status is SlotState.CLOSED:
slot = replace(
slot,
symbol=None, qty=None, avg_price=None, limit_price=None,
allocated_capital=None, order_id=None, strategy_id=None,
broker_order_id=None, portfolio_id=None, sell_strategy_id=None,
forced_close_at=None, stop_loss_price=None, take_profit_price=None,
)
# limit_price lifecycle (dcy-012 FR-1): set only on entering a pending
# state (the order's limit); cleared on entering HOLDING/CLOSED.
if to_state in {SlotState.PENDING_BUY, SlotState.PENDING_SELL}:
@@ -208,6 +221,10 @@ class SlotService:
else: # HOLDING / CLOSED — pending order limit no longer applies.
new_limit_price = None
# dcy-019 / REQ-002: +1 on each allocation transition (→pending_buy),
# for both idle→pending_buy and closed→pending_buy (FR-4).
new_entry_count = slot.entry_count + (1 if to_state is SlotState.PENDING_BUY else 0)
# Generic update: caller-supplied fields override; None means "keep".
return replace(
slot,
@@ -241,6 +258,7 @@ class SlotService:
take_profit_price=(
take_profit_price if take_profit_price is not None else slot.take_profit_price
),
entry_count=new_entry_count, # dcy-019 / REQ-002
updated_at=datetime.now(tz=timezone.utc),
)
trex_core/domain/slot/state.py
+6 -4
View File
@@ -1,6 +1,7 @@
"""Slot state machine: 6 states + 8 allowed transitions (REQ-001, REQ-002).
"""Slot state machine: 6 states + 9 base allowed transitions (REQ-001, REQ-002).
The transitions match dcy-001 FR-2 and BAT-001 design.
The transitions match dcy-001 FR-2 and BAT-001 design, extended by dcy-019 with
`closed -> pending_buy` (closed-slot direct reallocation, BAT-025).
"""
from __future__ import annotations
@@ -24,8 +25,8 @@ class SlotState(str, Enum):
ERROR = "error"
# 8 allowed transitions per dcy-001 FR-2. Any pair not in this set must be
# rejected by SlotService.
# 9 base allowed transitions (dcy-001 FR-2 + dcy-019). Any pair not in this set
# must be rejected by SlotService.
# Note: `* -> error` is represented as transitions from every non-error state.
_BASE_TRANSITIONS: frozenset[tuple[SlotState, SlotState]] = frozenset(
{
@@ -36,6 +37,7 @@ _BASE_TRANSITIONS: frozenset[tuple[SlotState, SlotState]] = frozenset(
(SlotState.PENDING_SELL, SlotState.CLOSED), # 5. sell filled
(SlotState.PENDING_SELL, SlotState.HOLDING), # 6. sell rejected/rollback
(SlotState.CLOSED, SlotState.IDLE), # 7. recovery (with daily_symbol_entries +1)
(SlotState.CLOSED, SlotState.PENDING_BUY), # 9. closed-slot direct reallocation (dcy-019/BAT-025)
}
)