feat(slot): BAT-030 — 자산 중심 cutover 완성 (dcy-020 BAT-δ, REQ-056·057·062·064·065)

M1 literal inactive 전면화: SlotState 5-state(idle/closed 별칭 제거),
마이그레이션 010(CHECK 교체+행 rewrite), ops_checks 를 transition_log 기반 재작성.
M2 집행 매도 수량 브로커 정본(D3): dispatch 매도 qty=broker hldg_qty,
미러 fallback 없음, 브로커 0 → skip+WARN, 리스트 기반 dispatch(head-block 방지).
M3 컬럼 drop + legacy pool 제거: 마이그레이션 011(trading_date·entry_count DROP),
repo 계약 instance 스코프 개편(집행 큐 포함), preallocation 폐기(데몬 7스레드),
admission 자산 중심 단일 경로(slot_id 정본), capacity 재정의(available=M−active),
daily_symbol_entries 코드 경로 제거.
M4 cutover 도구(D1·D4): trex-core-cutover(전체 rebuild, preflight/브로커 carry-over/
--allow-unmapped/--promote-unique/dry-run) + PG 리허설 테스트 8건.
M5 baseline 마감: data-model/runtime-flows/project-structure/interface-contract
자산 중심 최종 갱신 + run-trex-core-daemon 스킬 정합.

검증: 단위 367 passed + ruff clean; PG-gated 29 passed(010/011 round-trip·드리프트
가드·cutover 리허설); RabbitMQ 21 passed; run-the-app e2e(test DB+실 MQ, M=1):
reconcile 슬롯 생성→slot_id 매수→dedup→capacity_full→fill→already_active→
매도→inactive(자산 바인딩 보존)→영구 슬롯 재활성 전 구간 green.
실 cutover 는 운영자 실행(REL 단계, D4).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
2026-06-10 15:16:15 +09:00
co-authored by Claude Opus 4.8
parent cec34be5f4
commit 7d727824dc
67 changed files with 1584 additions and 1862 deletions
+73 -152
View File
@@ -1,186 +1,107 @@
#!/usr/bin/env python3
"""End-to-end smoke for trex-core (BAT-007).
"""End-to-end smoke for trex-core (BAT-030 asset-centric).
Assumes the daemon is already running (`.venv/bin/trex-core-daemon &`).
Drives it through every RabbitMQ surface:
Assumes the daemon is already running with `--config <toml>` (see SKILL.md).
Drives every RabbitMQ surface of the asset-centric model:
1. snapshot RPC (view=all) — daemon answers
2. buy intent RPC — admission + slot transition
3. duplicate buy (same correlation_id) — intent_log dedup gate (REQ-023 AC-1)
4. wait for execution tick + fill event
5. sell intent RPC — slot → closed + sell event
1. snapshot RPC (view=all) — daemon answers; slots[] = permanent
asset slots created by the universe
reconcile (status `inactive`)
2. buy intent RPC keyed by slot_id — admission + slot → pending_buy
(REQ-061 canonical key; portfolio_id is the legacy dual-accept)
3. duplicate buy (same intent_id) — intent_log dedup gate (REQ-023 AC-1)
4. wait for execution tick + fill — slot → holding
5. sell intent RPC — slot → pending_sell → fill →
`inactive` (occupancy cleared,
asset binding kept; NOT 'closed')
Trading_date defaults to UTC today (matches what the daemon preallocates).
Pass the instance key as argv[1] (default: "default"). Env from config/.env.
"""
from __future__ import annotations
import json
import os
import sys
import threading
import time
import uuid
from datetime import date, datetime, timezone
from dotenv import load_dotenv
load_dotenv(".env")
import pika # noqa: E402
load_dotenv("config/.env")
from trex_core.adapters.messaging import topology # noqa: E402
from trex_core.adapters.messaging.rabbitmq import RabbitMQTransport # noqa: E402
URL = os.environ.get("TREX_RABBITMQ_URL", "amqp://admin:admin@localhost:5672/")
TODAY = datetime.now(tz=timezone.utc).date()
STRATEGY = "STRAT-A"
SYMBOL = "005930"
def _subscribe_events(received: list, stop: threading.Event, queue: str) -> threading.Thread:
"""Background event consumer bound BEFORE we trigger intents."""
def loop() -> None:
t = RabbitMQTransport(URL, timeout=5.0)
try:
t.consume_events_forever(
queue,
topology.strategy_event_binding_pattern(STRATEGY),
lambda rk, p: received.append((rk, p)),
stop,
)
finally:
t.close()
th = threading.Thread(target=loop, name="smoke-events", daemon=True)
th.start()
return th
def _cleanup_queue(queue: str) -> None:
try:
c = pika.BlockingConnection(pika.URLParameters(URL))
try:
c.channel().queue_delete(queue)
finally:
c.close()
except Exception:
pass
def _print_slots(slots: list) -> None:
for s in slots:
print(f" slot {s['slot_id'][:8]}.. status={s['status']:<12} "
f"symbol={s['symbol']} strategy_id={s['strategy_id']} qty={s['qty']} "
f"avg_price={s['avg_price']}")
INST = sys.argv[1] if len(sys.argv) > 1 else "default"
def main() -> int:
ev_queue = f"trex.events.strategy.{STRATEGY}.smoke.{uuid.uuid4().hex[:6]}"
ev_received: list[tuple[str, dict]] = []
ev_stop = threading.Event()
ev_thread = _subscribe_events(ev_received, ev_stop, ev_queue)
time.sleep(0.6) # let queue bind before triggering events
mq = RabbitMQTransport(URL, timeout=10.0)
snap_q = topology.snapshot_queue(INST)
intent_q = topology.intent_queue(INST)
client = RabbitMQTransport(URL, timeout=5.0)
try:
# 1) snapshot RPC ---------------------------------------------------
print(f"=== 1) snapshot RPC (view=all, day={TODAY.isoformat()}) ===")
resp = client.call_rpc(
topology.SNAPSHOT_REQ_QUEUE,
{"view": "all", "trading_date": TODAY.isoformat()},
correlation_id=f"snap-{uuid.uuid4().hex[:8]}",
timeout=5.0,
def snap():
return mq.call_rpc(
snap_q,
{"view": "all", "actor": "operator", "touch_watchdog": False},
correlation_id=str(uuid.uuid4()), timeout=8.0,
)
print(f"slots={len(resp['slots'])} capacity={resp['capacity']}")
if resp["capacity"]["idle_count"] == 0:
print("\n!! no idle slots for today — restart the daemon to preallocate, "
"or check `date -u`")
return 2
# 2) buy intent RPC ------------------------------------------------
print(f"\n=== 2) buy intent RPC ({SYMBOL}, qty=10@60000, "
f"strategy={STRATEGY}, portfolio=PF-smoke) ===")
cid = f"smoke-buy-{uuid.uuid4().hex[:8]}"
resp = client.call_rpc(
topology.INTENT_REQ_QUEUE,
{
"intent_type": "buy", "intent_id": cid,
"trading_date": TODAY.isoformat(), "symbol": SYMBOL,
"qty": 10, "entry_price": 60000,
"strategy_id": STRATEGY, "portfolio_id": "PF-smoke",
},
correlation_id=cid, timeout=5.0,
)
print(f"admission: {json.dumps(resp, ensure_ascii=False)}")
if resp["status"] != "admitted":
print("\n!! buy not admitted — aborting"); return 3
def intent(payload):
cid = payload.get("intent_id") or str(uuid.uuid4())
return mq.call_rpc(intent_q, payload, correlation_id=cid, timeout=8.0)
# 3) duplicate -----------------------------------------------------
print(f"\n=== 3) duplicate buy (same correlation_id={cid[-8:]}…) ===")
resp_dup = client.call_rpc(
topology.INTENT_REQ_QUEUE,
{
"intent_type": "buy", "intent_id": cid,
"trading_date": TODAY.isoformat(), "symbol": SYMBOL,
"qty": 10, "strategy_id": STRATEGY, "portfolio_id": "PF-smoke",
},
correlation_id=cid, timeout=5.0,
)
print(f"identical: {resp == resp_dup} (REQ-023 AC-1 intent_log dedup)")
print("=== 1) snapshot RPC ===")
s = snap()
slots = s["slots"]
print(f"assets={len(s['assets'])} slots={len(slots)} "
f"available_slots={s['available_slots']}")
inactive = [x for x in slots if x["status"] == "inactive"
and not x["universe_detached"]]
if not inactive:
print("no admittable (inactive) asset slot — universe reconcile not "
"done yet, or all assets active")
return 1
target = inactive[0]
sid = target["slot_id"]
print(f"target slot_id={sid} portfolio_id={target['portfolio_id']}")
# 4) wait for fill + event -----------------------------------------
print(f"\n=== 4) wait for execution tick + fill event (paper broker) ===")
deadline = time.monotonic() + 10
while time.monotonic() < deadline:
resp = client.call_rpc(
topology.SNAPSHOT_REQ_QUEUE,
{"view": "open", "trading_date": TODAY.isoformat()},
correlation_id=f"snap-{uuid.uuid4().hex[:8]}", timeout=5.0,
)
holdings = [s for s in resp["slots"] if s["status"] == "holding"]
if holdings:
_print_slots(holdings)
break
time.sleep(0.5)
else:
print("\n!! no holding slot appeared in 10s — execution loop stuck?"); return 4
print("=== 2) buy by slot_id ===")
iid = str(uuid.uuid4())
d = intent({"intent_type": "buy", "intent_id": iid, "slot_id": sid,
"qty": 10, "entry_price": 1000, "strategy_id": "STRAT-A"})
print(f"-> {d['status']} reason={d['reason']}")
if d["status"] != "admitted":
return 1
print(f"buy events captured so far: "
f"{[rk for rk, _ in ev_received if rk.startswith('slot_filled_buy.')]}")
print("=== 3) duplicate buy (same intent_id) ===")
d2 = intent({"intent_type": "buy", "intent_id": iid, "slot_id": sid, "qty": 10})
print(f"identical: {d2 == d}")
# 5) sell intent ---------------------------------------------------
sid = holdings[0]["slot_id"]
scid = f"smoke-sell-{uuid.uuid4().hex[:8]}"
print(f"\n=== 5) sell intent on slot {sid[:8]}.. ===")
resp_sell = client.call_rpc(
topology.INTENT_REQ_QUEUE,
{"intent_type": "sell", "intent_id": scid, "slot_id": sid},
correlation_id=scid, timeout=5.0,
)
print(f"admission: {json.dumps(resp_sell, ensure_ascii=False)}")
print("=== 4) wait for fill ===")
for _ in range(20):
time.sleep(0.5)
st = next(x for x in snap()["slots"] if x["slot_id"] == sid)
if st["status"] == "holding":
break
print(f"slot status={st['status']} qty={st['qty']} avg_price={st['avg_price']}")
# Wait for the sell fill event
deadline = time.monotonic() + 10
while time.monotonic() < deadline and not any(
rk.startswith("slot_filled_sell.") for rk, _ in ev_received
):
time.sleep(0.3)
print("=== 5) sell intent ===")
d3 = intent({"intent_type": "sell", "intent_id": str(uuid.uuid4()),
"slot_id": sid})
print(f"-> {d3['status']}")
for _ in range(20):
time.sleep(0.5)
st = next(x for x in snap()["slots"] if x["slot_id"] == sid)
if st["status"] == "inactive":
break
print(f"slot status={st['status']} qty={st['qty']} "
f"portfolio_id={st['portfolio_id']} (asset binding kept)")
print(f"\nall events captured ({len(ev_received)}):")
for rk, payload in ev_received:
print(f" rk={rk} status={payload.get('status'):<8} "
f"qty={payload.get('qty')} sequence_at={payload.get('sequence_at')}")
print("\nDONE")
return 0
finally:
ev_stop.set()
try:
client.close()
except Exception:
pass
ev_thread.join(timeout=2.0)
_cleanup_queue(ev_queue)
mq.close()
print("DONE")
return 0
if __name__ == "__main__":
sys.exit(main())
raise SystemExit(main())