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:
Claude Opus 4.8
@@ -1,16 +1,30 @@
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# BAT-029 Implementation
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- Status: not-started
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- Status: completed (M2(b) 청산 브로커 정본은 BAT-δ carry-over)
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- Batch: BAT-029
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## 구현 요약
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- (run-batch-delivery 진입 시 작성) design.md 체크포인트(D1/D2) 확정 후 채운다.
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- M1(REQ-061 slot_id 계약)·M2(a)(REQ-062 divergence reconcile)·M3(REQ-063 slots 단일 뷰) 구현. M2(b)(execution dispatch 매도 수량 브로커 정본)는 라이브 집행 변경이라 BAT-δ 로 이월.
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## 변경 내역
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- (대기)
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### M1 — REQ-061 intent 계약 slot_id (커밋 별도)
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- BuyIntent slot_id 추가(portfolio_id Optional), `_admit_buy` 자산 중심 우선 분기, `_admit_buy_asset_centric` slot_id(canonical)/portfolio_id(legacy dual-accept) 슬롯 해소 + symbol resolve, messaging buy 파싱 slot_id 수용.
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### M2(a) — REQ-062 divergence reconcile
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- `domain/slot/repository.py`·in_memory·postgresql: `list_holding_slots(instance_key)`.
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- `application/reconciliation.py`: `reconcile_core_holdings(slot_repo, slot_service, broker, instance_key)` — A(코어 holding/broker 0)=슬롯 error+WARN, C(수량 불일치)=WARN(상태 불변), B(broker 보유/코어 없음)=WARN. 자동 청산 없음(issue #15).
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- `application/snapshot_scheduler.py`: run_once 에서 자산 중심 모드 + slot_service 시 reconcile_core_holdings 호출(best-effort). daemon: slot_service 배선.
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### M3 — REQ-063 slots 단일 뷰
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- `application/portfolio.py` `slot_to_dict`: `universe_detached`(retired_at not null) 추가 → `trex-core slots`/envelope 자산 포지션 단일 뷰에 tombstone/soft-retire 표시.
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### M2(b) — carry-over (BAT-δ)
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- execution dispatch 매도 수량 `int(slot.qty)` → 브로커 잔고 정본: **라이브 집행 루프 동작 변경**이라 cutover(BAT-δ, 자산 중심 default 전환)와 같은 게이트에서 처리.
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## 테스트
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- (대기)
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- 신규: test_holding_divergence(4: A/C/ok/B), test_asset_centric_admission(slot_id 매수·unknown_slot 포함 10).
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- 회귀: 기존 sell(slot_id)·reconcile_positions·snapshot 무파손.
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## 검증 실행
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- (대기)
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- 단위 전체: 393 passed / 36 skipped / 1 deselected. ruff clean.
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- PG-gated(trex_core_test): persistence 18 passed(list_holding_slots/reconcile 포함).
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@@ -1,13 +1,43 @@
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# BAT-029 Verification
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- Status: not-started
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- Status: verified (배치 범위; M2(b) BAT-δ 이월)
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- Batch: BAT-029
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## Acceptance Mapping
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- (draft-batch-verification / confirm-batch-verification 단계에서 작성)
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### REQ-061 (intent 계약 slot_id)
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| AC | 상태 | Evidence |
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|----|------|----------|
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| 매수 slot_id 활성화 + symbol 슬롯 resolve | ✅ | test_activates_by_slot_id |
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| 이미 활성 → already_active | ✅ | test_already_active_is_rejected |
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| 보유 아닌 슬롯 매도 거부 | ✅ | 기존 sell(_admit_sell slot_not_holding) 회귀 |
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| 레거시 portfolio_id dual-accept | ✅ | test_activates_asset_slot(portfolio_id) |
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| intent_id 멱등 | ✅ | 기존 intent dedup 회귀 |
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### REQ-062 (수량/불일치 해소)
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| AC | 상태 | Evidence |
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|----|------|----------|
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| A 코어 holding/broker 0 → error | ✅ | test_A_core_holding_broker_flat_goes_error |
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| B 코어 flat/broker 보유 → warning | ✅ | test_B_broker_holds_unmanaged_warns |
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| C 수량만 → 미러 갱신/warning(상태 불변) | ✅ | test_C_qty_mismatch_warns_no_state_change |
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| 청산 수량 = 브로커 정본 | ⏳ 이월(BAT-δ) | execution dispatch qty 변경은 라이브 집행 — cutover 게이트 |
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### REQ-063 (운영자 slots 단일 뷰)
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| AC | 상태 | Evidence |
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|----|------|----------|
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| slots 자산 포지션 단일 뷰 | ✅ | slot_to_dict(기존 envelope) |
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| universe_detached(tombstone/soft-retire) 표시 | ✅ | slot_to_dict universe_detached + 회귀 |
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## Evidence
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- (대기)
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- 단위 전체: `393 passed / 36 skipped / 1 deselected`. ruff clean.
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- PG-gated(실 trex_core_test): persistence `18 passed`(list_holding_slots·reconcile·드리프트 포함).
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## Carried-Over
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- **REQ-062 청산 수량 브로커 정본**: execution dispatch 매도 수량(`int(slot.qty)`) → 브로커 잔고 정본 변경은 라이브 집행 동작 → **BAT-δ**(cutover, 자산 중심 default 전환)와 같은 게이트.
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- sell `slot_id` 완전 폐기·literal inactive·컬럼 drop·자산 중심 default → BAT-δ.
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- 실 데몬 자산 중심 e2e(reconcile→slot_id 매수→divergence) run-the-app → BAT-δ confirm-release 전.
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- 따라서 REQ-061/062/063 은 본 배치에서 **Approved 유지**(경로 동작 검증; 전체 완성·default 전환은 BAT-δ).
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## Result
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- Ready for Release: false (구현 전)
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- Ready for Release: false (dcy-020 전체 미완 — γ 경로 도입 완료, M2(b)·default 는 BAT-δ)
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- Blocking Issues: 없음(단위 393 + PG 18 green, legacy 무파손).
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@@ -0,0 +1,72 @@
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"""dcy-020 / REQ-062 (BAT-029): core holding ↔ broker divergence reconcile."""
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from __future__ import annotations
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from datetime import date
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from trex_core.application.broker_port import BalanceItem
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from trex_core.application.reconciliation import reconcile_core_holdings
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from trex_core.domain.slot import SlotService, SlotState
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from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
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DAY = date(2026, 6, 10)
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INST = "inst-1"
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class FakeBroker:
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def __init__(self, balances):
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self._b = balances
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def name(self): # noqa: D401
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return "fake"
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def submit_order(self, req): ...
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def poll_fill(self, *a, **k): ...
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def cancel_order(self, *a, **k): ...
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def get_balance(self):
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return list(self._b)
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def _hold(repo, svc, pid, symbol, qty):
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repo.reconcile_universe(INST, DAY, {pid})
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slot = repo.find_slot_by_portfolio(INST, pid)
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svc.transit_slot(slot.slot_id, slot.status, SlotState.PENDING_BUY,
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reason="r", actor="a", symbol=symbol, qty=qty)
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svc.transit_slot(slot.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
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reason="r", actor="a", avg_price=70_000)
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return repo.find_slot_by_portfolio(INST, pid)
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def _wire():
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repo = InMemorySlotRepository()
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return repo, SlotService(repo, instance_key=INST)
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def test_A_core_holding_broker_flat_goes_error():
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repo, svc = _wire()
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slot = _hold(repo, svc, "pf-a", "005930", 10)
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broker = FakeBroker([]) # broker holds nothing
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d = reconcile_core_holdings(slot_repo=repo, slot_service=svc, broker=broker, instance_key=INST)
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assert d[str(slot.slot_id)] == "error"
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assert repo.fetch_slot(slot.slot_id).status is SlotState.ERROR # quarantined
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def test_C_qty_mismatch_warns_no_state_change():
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repo, svc = _wire()
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slot = _hold(repo, svc, "pf-a", "005930", 10)
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broker = FakeBroker([BalanceItem(symbol="005930", hldg_qty=7)]) # mismatch
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d = reconcile_core_holdings(slot_repo=repo, slot_service=svc, broker=broker, instance_key=INST)
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assert d[str(slot.slot_id)] == "qty_warning"
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assert repo.fetch_slot(slot.slot_id).status is SlotState.HOLDING # unchanged
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def test_ok_when_qty_matches():
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repo, svc = _wire()
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slot = _hold(repo, svc, "pf-a", "005930", 10)
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broker = FakeBroker([BalanceItem(symbol="005930", hldg_qty=10)])
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d = reconcile_core_holdings(slot_repo=repo, slot_service=svc, broker=broker, instance_key=INST)
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assert d[str(slot.slot_id)] == "ok"
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def test_B_broker_holds_unmanaged_warns():
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repo, svc = _wire()
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broker = FakeBroker([BalanceItem(symbol="000660", hldg_qty=5)]) # core has none
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d = reconcile_core_holdings(slot_repo=repo, slot_service=svc, broker=broker, instance_key=INST)
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assert d["broker:000660"] == "unmanaged_warning"
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@@ -154,6 +154,16 @@ class PostgreSQLSlotRepository:
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row = cur.fetchone()
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return int(row[0]) if row else 0
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def list_holding_slots(self, instance_key: str) -> list[Slot]:
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with self._psycopg.connect(self._dsn) as conn:
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with conn.cursor() as cur:
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cur.execute(
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f"SELECT {_SLOT_COLUMNS} FROM daily_slot "
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"WHERE instance_key = %s AND status = 'holding'",
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(instance_key,),
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)
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return [self._row_to_slot(r) for r in cur.fetchall()]
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def reconcile_universe(
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self, instance_key: str, trading_date: date, universe_portfolio_ids: set[str],
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*, allow_retire: bool = True,
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@@ -319,6 +319,9 @@ def slot_to_dict(s) -> dict:
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"sell_strategy_id": s.sell_strategy_id,
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"portfolio_id": s.portfolio_id,
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"forced_close_at": s.forced_close_at.isoformat() if s.forced_close_at else None,
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# dcy-020 / REQ-063 (BAT-029): asset-centric single view — universe-detached
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# (soft-retired/tombstone) marker so the operator sees retired assets.
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"universe_detached": getattr(s, "retired_at", None) is not None,
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}
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@@ -12,10 +12,62 @@ import logging
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from trex_core.application.broker_port import BrokerPort
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from trex_core.application.portfolio import SnapshotStore
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from trex_core.domain.slot.state import SlotState
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_log = logging.getLogger(__name__)
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def reconcile_core_holdings(*, slot_repo, slot_service, broker: BrokerPort,
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instance_key: str) -> dict[str, str]:
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"""dcy-020 / REQ-062 (BAT-029): surface core-slot holding ↔ broker divergence.
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Broker balance is the reconcile ground truth. Decisions (no silent auto-fix,
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no auto-liquidation — issue #15):
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- A. core holding but broker flat (qty 0) -> slot to `error` + WARN (operator resolve)
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- C. both hold but qty differs -> WARN (mirror is non-authoritative)
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- B. broker holds, no core holding slot -> WARN (unmanaged position)
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Returns {key: 'error'|'qty_warning'|'ok'|'unmanaged_warning'} for telemetry.
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(Liquidation qty = broker authoritative in execution dispatch is BAT-δ.)"""
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broker_qty: dict[str, int] = {
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item.symbol: int(item.hldg_qty) for item in broker.get_balance()
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}
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decisions: dict[str, str] = {}
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matched: set[str] = set()
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for slot in slot_repo.list_holding_slots(instance_key):
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sym = slot.symbol
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matched.add(sym)
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bq = broker_qty.get(sym, 0)
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if bq == 0: # A — phantom holding
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try:
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slot_service.transit_slot(
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slot.slot_id, SlotState.HOLDING, SlotState.ERROR,
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reason="reconcile_mismatch:broker_flat", actor="reconcile",
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)
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decisions[str(slot.slot_id)] = "error"
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_log.warning(
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"core holding but broker flat: slot=%s symbol=%s -> error",
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slot.slot_id, sym,
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)
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except Exception: # noqa: BLE001 - never let reconcile crash the loop
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_log.exception("failed to error-quarantine slot %s", slot.slot_id)
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elif slot.qty is not None and int(slot.qty) != bq: # C — qty mismatch
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decisions[str(slot.slot_id)] = "qty_warning"
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_log.warning(
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"qty mismatch: slot=%s symbol=%s core=%s broker=%d (mirror non-authoritative)",
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slot.slot_id, sym, slot.qty, bq,
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)
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else:
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decisions[str(slot.slot_id)] = "ok"
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for sym, bq in broker_qty.items(): # B — unmanaged broker position
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if bq > 0 and sym not in matched:
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decisions[f"broker:{sym}"] = "unmanaged_warning"
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_log.warning(
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"broker holds %s qty=%d with no core holding slot (unmanaged position)",
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sym, bq,
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)
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return decisions
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def reconcile_positions(*, store: SnapshotStore, broker: BrokerPort) -> dict[str, str]:
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"""Run one reconciliation pass.
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@@ -38,6 +38,7 @@ class SnapshotScheduler:
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schedule_kst: time = time(hour=7, minute=30),
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clock: Optional[Callable[[], datetime]] = None,
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slot_repo=None,
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slot_service=None,
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instance_key: str = "default",
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reconcile_enabled: bool = False,
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trading_date_fn: Optional[Callable[[], object]] = None,
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@@ -52,6 +53,7 @@ class SnapshotScheduler:
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# dcy-020 / REQ-058 (BAT-028): asset-centric slot reconcile after each
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# universe fetch (only when enabled = asset-centric mode).
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self._slot_repo = slot_repo
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self._slot_service = slot_service
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self._instance_key = instance_key
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self._reconcile_enabled = reconcile_enabled
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self._trading_date_fn = trading_date_fn
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@@ -115,6 +117,15 @@ class SnapshotScheduler:
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self._reconcile_slots(items)
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except Exception: # noqa: BLE001
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_log.exception("slot reconcile pass failed")
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if self._slot_service is not None:
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try:
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from trex_core.application.reconciliation import reconcile_core_holdings
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reconcile_core_holdings(
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slot_repo=self._slot_repo, slot_service=self._slot_service,
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broker=self._broker, instance_key=self._instance_key,
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)
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except Exception: # noqa: BLE001
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_log.exception("core-holding divergence reconcile failed")
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self._last_fired_date = self._clock()
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return True
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@@ -115,6 +115,12 @@ class InMemorySlotRepository:
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if s.instance_key == instance_key and s.status in self._ACTIVE
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)
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def list_holding_slots(self, instance_key: str) -> list[Slot]:
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return [
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s for s in self._slots.values()
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if s.instance_key == instance_key and s.status is SlotState.HOLDING
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]
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def reconcile_universe(
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self, instance_key: str, trading_date: date, universe_portfolio_ids: set[str],
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*, allow_retire: bool = True,
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@@ -75,6 +75,11 @@ class SlotRepository(Protocol):
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{holding, pending_buy, pending_sell} (dcy-020/REQ-059 M cap, D2)."""
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...
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def list_holding_slots(self, instance_key: str) -> list[Slot]:
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"""Return holding slots for this instance (dcy-020/REQ-062 divergence
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reconcile)."""
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...
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def reconcile_universe(
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self, instance_key: str, trading_date: date, universe_portfolio_ids: set[str],
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*, allow_retire: bool = True,
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@@ -176,8 +176,10 @@ class Daemon:
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store=self.snapshot_store,
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broker=self.broker,
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schedule_kst=_parse_kst_time(config.snapshot_schedule.kst_time),
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# dcy-020 / REQ-058 (BAT-028): asset-centric slot reconcile when M set.
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# dcy-020 / REQ-058·062 (BAT-028/029): asset-centric slot reconcile +
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# core-holding divergence reconcile when M set.
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slot_repo=self.slot_repo,
|
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slot_service=self.slot_service,
|
||||
instance_key=config.instance_key,
|
||||
reconcile_enabled=config.max_active_slots is not None,
|
||||
trading_date_fn=(lambda: datetime.now(ZoneInfo(config.trading_timezone)).date()),
|
||||
|
||||
Reference in New Issue
Block a user