feat(slot): BAT-029 M2(a)/M3 — holding 불일치 reconcile + slots 단일 뷰 (dcy-020/REQ-062·063)

- REQ-062 divergence: list_holding_slots(protocol+in_memory+PG) +
  reconcile_core_holdings(A=코어 holding/broker0→error, C=수량 불일치→warning,
  B=broker 보유/코어 없음→warning; 자동 청산 없음 issue #15). snapshot_scheduler
  자산 중심 모드에서 best-effort 호출, daemon slot_service 배선.
- REQ-063: slot_to_dict 에 universe_detached(retired_at) 추가 — slots 단일 뷰 tombstone 표시.
- 신규 테스트: test_holding_divergence(4).

M2(b) 청산 수량 브로커 정본(execution dispatch)은 라이브 집행 변경 → BAT-δ carry-over.

검증: 단위 393 passed / 36 skipped, PG-gated 18 passed, ruff clean. legacy 무파손.
REQ-061/062/063 Approved 유지(γ 경로 도입 검증; default 전환·M2(b) 는 BAT-δ).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
2026-06-10 12:18:56 +09:00
co-authored by Claude Opus 4.8
parent b80407098e
commit 78a743a2ef
10 changed files with 215 additions and 10 deletions
@@ -0,0 +1,72 @@
"""dcy-020 / REQ-062 (BAT-029): core holding ↔ broker divergence reconcile."""
from __future__ import annotations
from datetime import date
from trex_core.application.broker_port import BalanceItem
from trex_core.application.reconciliation import reconcile_core_holdings
from trex_core.domain.slot import SlotService, SlotState
from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
DAY = date(2026, 6, 10)
INST = "inst-1"
class FakeBroker:
def __init__(self, balances):
self._b = balances
def name(self): # noqa: D401
return "fake"
def submit_order(self, req): ...
def poll_fill(self, *a, **k): ...
def cancel_order(self, *a, **k): ...
def get_balance(self):
return list(self._b)
def _hold(repo, svc, pid, symbol, qty):
repo.reconcile_universe(INST, DAY, {pid})
slot = repo.find_slot_by_portfolio(INST, pid)
svc.transit_slot(slot.slot_id, slot.status, SlotState.PENDING_BUY,
reason="r", actor="a", symbol=symbol, qty=qty)
svc.transit_slot(slot.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
reason="r", actor="a", avg_price=70_000)
return repo.find_slot_by_portfolio(INST, pid)
def _wire():
repo = InMemorySlotRepository()
return repo, SlotService(repo, instance_key=INST)
def test_A_core_holding_broker_flat_goes_error():
repo, svc = _wire()
slot = _hold(repo, svc, "pf-a", "005930", 10)
broker = FakeBroker([]) # broker holds nothing
d = reconcile_core_holdings(slot_repo=repo, slot_service=svc, broker=broker, instance_key=INST)
assert d[str(slot.slot_id)] == "error"
assert repo.fetch_slot(slot.slot_id).status is SlotState.ERROR # quarantined
def test_C_qty_mismatch_warns_no_state_change():
repo, svc = _wire()
slot = _hold(repo, svc, "pf-a", "005930", 10)
broker = FakeBroker([BalanceItem(symbol="005930", hldg_qty=7)]) # mismatch
d = reconcile_core_holdings(slot_repo=repo, slot_service=svc, broker=broker, instance_key=INST)
assert d[str(slot.slot_id)] == "qty_warning"
assert repo.fetch_slot(slot.slot_id).status is SlotState.HOLDING # unchanged
def test_ok_when_qty_matches():
repo, svc = _wire()
slot = _hold(repo, svc, "pf-a", "005930", 10)
broker = FakeBroker([BalanceItem(symbol="005930", hldg_qty=10)])
d = reconcile_core_holdings(slot_repo=repo, slot_service=svc, broker=broker, instance_key=INST)
assert d[str(slot.slot_id)] == "ok"
def test_B_broker_holds_unmanaged_warns():
repo, svc = _wire()
broker = FakeBroker([BalanceItem(symbol="000660", hldg_qty=5)]) # core has none
d = reconcile_core_holdings(slot_repo=repo, slot_service=svc, broker=broker, instance_key=INST)
assert d["broker:000660"] == "unmanaged_warning"