feat(bat-052): WAC 실현손익 리포트 통합 (REQ-109/110/111, dcy-035)
- portfolio.py: RealizedPnlItem/RealizedPnlResult 데이터클래스 추가;
PortfolioHubReadPort에 get_realized_pnl 포트 메서드 추가
- hub_read.py: GET /v1/portfolios/{id}/pnl/realized 어댑터 구현
(from/to/symbol query, 비2xx/네트워크→PortfolioHubUnavailableError)
- stub_read.py: get_realized_pnl 고정 결과 stub 추가 (무네트워크)
- operator_report.py: OperatorReport에 WAC 4필드+degrade 2필드 추가;
apply_wac_to_report/buy_fee_by_asset 헬퍼; render_text/render_json WAC 섹션
- cli.py: _cmd_report에 WAC 경로(portfolio-hub 설정 시) + degrade 경로 통합
(REQ-111: base_url 미설정/Unavailable → 식별가능 에러, 폴백 없음)
- tests: 51개 신규 테스트 (domain sweep, hub_read, stub_read, operator_report,
cli_report_wac); 전체 717 passed, 47 skipped
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VHtM5Ws1HKCKQ4JGi6GRb5
This commit is contained in:
Claude Sonnet 4.6
@@ -47,8 +47,17 @@ class OperatorReport:
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holdings: list[Holding] = field(default_factory=list)
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pending: list[PendingOrder] = field(default_factory=list)
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fills_count: int = 0
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# REQ-088 기존 당일 net (유지 — NFR-2 회귀 보존)
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realized_pnl: float = 0.0
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realized_pnl_by_asset: dict[str, float] = field(default_factory=dict)
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# REQ-110 WAC 실현손익 (portfolio-hub 통합)
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realized_pnl_wac: float = 0.0
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realized_pnl_wac_by_asset: dict[str, float] = field(default_factory=dict)
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buy_fee_only_assets: dict[str, float] = field(default_factory=dict)
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data_completeness_warning: bool = False
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# REQ-111 degrade flag
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wac_unavailable: bool = False
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wac_unavailable_reason: str = ""
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def kst_day_bounds_utc(now: datetime | None = None) -> tuple[datetime, datetime]:
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@@ -90,6 +99,39 @@ def build_report(
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)
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def apply_wac_to_report(
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rep: OperatorReport,
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*,
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wac_total: float,
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wac_by_asset: dict[str, float],
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buy_fee_only_assets: dict[str, float],
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data_completeness_warning: bool,
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) -> None:
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"""REQ-110: WAC 실현손익을 OperatorReport에 in-place로 적용한다.
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순수 도메인 계층에서는 이 헬퍼가 아닌 build_report를 사용하고,
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CLI(_cmd_report)에서 portfolio-hub 응답을 받아 이 함수로 주입한다.
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"""
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rep.realized_pnl_wac = wac_total
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rep.realized_pnl_wac_by_asset = dict(wac_by_asset)
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rep.buy_fee_only_assets = dict(buy_fee_only_assets)
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rep.data_completeness_warning = data_completeness_warning
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def buy_fee_by_asset(trades: list[TradeRow], *, exclude_symbols: set[str] | None = None) -> dict[str, float]:
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"""OQ-3: 당일 매수 거래 fee 합산, 자산별 (매도 없는 자산 대상).
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exclude_symbols: 매도 실현손익이 이미 WAC에 반영된 자산 집합.
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"""
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fee_map: dict[str, float] = {}
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for t in trades:
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if t.side == "buy":
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fee_map[t.asset_id] = fee_map.get(t.asset_id, 0.0) + t.fee
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if exclude_symbols:
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return {k: v for k, v in fee_map.items() if k not in exclude_symbols}
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return fee_map
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def render_text(rep: OperatorReport) -> str:
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"""사람용 표 요약."""
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lines: list[str] = []
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@@ -99,15 +141,30 @@ def render_text(rep: OperatorReport) -> str:
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lines.append(f"=== 대기 주문 ({len(rep.pending)}) ===")
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for p in rep.pending:
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lines.append(f" {p.symbol} pf={p.portfolio_id} status={p.status}")
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lines.append(f"=== 오늘 체결 {rep.fills_count}건 / 실현 PnL {rep.realized_pnl:,.0f} ===")
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for asset, pnl in sorted(rep.realized_pnl_by_asset.items()):
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lines.append(f" {asset}: {pnl:,.0f}")
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lines.append(f"=== 오늘 체결 {rep.fills_count}건 ===")
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# REQ-110 WAC 실현손익 섹션 (portfolio-hub 통합)
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if rep.wac_unavailable:
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lines.append(
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f"=== WAC 실현 PnL: portfolio-hub unavailable — realized PnL unavailable ==="
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)
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if rep.wac_unavailable_reason:
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lines.append(f" ({rep.wac_unavailable_reason})")
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else:
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lines.append(f"=== WAC 실현 PnL {rep.realized_pnl_wac:,.0f} ===")
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for asset, pnl in sorted(rep.realized_pnl_wac_by_asset.items()):
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lines.append(f" {asset}: {pnl:,.0f}")
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if rep.data_completeness_warning:
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lines.append(" [!] 이력 불완전 경고: cost basis 산출이 부정확할 수 있습니다.")
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if rep.buy_fee_only_assets:
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lines.append("=== 매수 전용 자산 수수료 ===")
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for asset, fee in sorted(rep.buy_fee_only_assets.items()):
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lines.append(f" {asset}: -{fee:,.0f}")
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return "\n".join(lines)
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def render_json(rep: OperatorReport) -> dict:
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"""머신 파싱용(`--json`)."""
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return {
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base: dict = {
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"holdings": [
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{"symbol": h.symbol, "portfolio_id": h.portfolio_id,
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"qty": h.qty, "avg_price": h.avg_price}
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@@ -120,4 +177,15 @@ def render_json(rep: OperatorReport) -> dict:
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"fills_count": rep.fills_count,
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"realized_pnl": rep.realized_pnl,
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"realized_pnl_by_asset": rep.realized_pnl_by_asset,
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# REQ-110 신규 WAC 필드
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"realized_pnl_wac": None if rep.wac_unavailable else rep.realized_pnl_wac,
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"realized_pnl_wac_by_asset": None if rep.wac_unavailable else rep.realized_pnl_wac_by_asset,
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"buy_fee_only_assets": None if rep.wac_unavailable else rep.buy_fee_only_assets,
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"data_completeness_warning": None if rep.wac_unavailable else rep.data_completeness_warning,
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}
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# REQ-111: degrade 표기
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if rep.wac_unavailable:
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base["realized_pnl_wac_error"] = (
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rep.wac_unavailable_reason or "portfolio-hub unavailable — realized PnL unavailable"
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)
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return base
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@@ -47,8 +47,38 @@ class PortfolioHubUnavailableError(PortfolioHubReadError):
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"""portfolio-hub unreachable / 5xx / timeout — degraded signal upstream."""
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# ---------------------------------------------------------------- realized PnL (REQ-109)
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@dataclass(frozen=True)
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class RealizedPnlItem:
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"""Single sell-trade realized PnL item from portfolio-hub WAC response.
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Maps to portfolio-hub RealizedPnlItem schema (REQ-040).
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Minimum required: symbol, realized_pnl, sell_qty.
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Additional fields preserved for completeness.
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"""
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symbol: Optional[str]
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realized_pnl: float
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sell_qty: float
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cost_basis_per_unit: float = 0.0
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fee_amount: float = 0.0
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tax_amount: float = 0.0
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@dataclass(frozen=True)
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class RealizedPnlResult:
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"""Aggregated WAC realized PnL result for one portfolio (REQ-109).
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Returned by get_realized_pnl port method.
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"""
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items: list[RealizedPnlItem]
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cost_basis_from: Optional[str] # ISO date string or None
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data_completeness_warning: bool # True when portfolio-hub signals incomplete history
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total_realized_pnl: float
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class PortfolioHubReadPort(Protocol):
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"""Read-side contract for portfolio-hub universe (REQ-027)."""
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"""Read-side contract for portfolio-hub universe (REQ-027) + realized PnL (REQ-109)."""
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def get_portfolios(self, daemon_id: str) -> list[PortfolioItem]:
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"""Return all portfolios where `managed_by_daemon_id == daemon_id`."""
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@@ -62,6 +92,31 @@ class PortfolioHubReadPort(Protocol):
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"""
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...
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def get_realized_pnl(
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self,
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portfolio_id: str,
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from_dt: str,
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to_dt: str,
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*,
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symbol: Optional[str] = None,
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) -> "RealizedPnlResult":
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"""GET /v1/portfolios/{portfolio_id}/pnl/realized — WAC realized PnL (REQ-109).
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Args:
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portfolio_id: target portfolio.
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from_dt: ISO date string (YYYY-MM-DD), sell-date inclusive start.
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to_dt: ISO date string (YYYY-MM-DD), sell-date inclusive end.
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symbol: optional symbol filter.
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Returns:
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RealizedPnlResult with per-sell items, total, cost_basis_from,
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data_completeness_warning.
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Raises:
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PortfolioHubUnavailableError: on network error or non-2xx response.
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"""
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...
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class DegradedReason(str, Enum):
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"""Machine-readable degraded reason codes (REQ-028 AC-2, dcy-005 OQ-5)."""
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