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
@@ -54,7 +54,7 @@ def test_intent_admission_rpc_dedups_duplicate_correlation_id_over_rabbitmq(mq_u
svc = SlotService(repo)
intents = IntentService(svc, repo, InMemoryIntentStore(),
resolve_symbol=lambda pid: "005930") # dcy-011: universe resolve
svc.preallocate_daily_slots(DAY, 3)
repo.reconcile_universe("default", {"PF-1"})
handler = make_intent_rpc_handler(intents)
queue = f"trex.test.intent.{uuid.uuid4().hex[:8]}"
@@ -78,14 +78,14 @@ def test_intent_admission_rpc_dedups_duplicate_correlation_id_over_rabbitmq(mq_u
cid = "buy-dup-rmq"
payload = {
"intent_type": "buy", "intent_id": cid,
"trading_date": DAY.isoformat(), "portfolio_id": "PF-1", "qty": 10,
"portfolio_id": "PF-1", "qty": 10,
}
r1 = client.call_rpc(queue, payload, correlation_id=cid, timeout=3.0)
r2 = client.call_rpc(queue, payload, correlation_id=cid, timeout=3.0)
assert r1 == r2
assert r1["status"] == "admitted"
pending = [s for s in repo.list_slots(DAY) if s.status is SlotState.PENDING_BUY]
pending = [s for s in repo.list_slots("default") if s.status is SlotState.PENDING_BUY]
assert len(pending) == 1, "intent_log dedup must prevent double slot transition"
stop.set()
+42 -13
View File
@@ -1,34 +1,46 @@
"""Ledger-gap operational check tests (REQ-055 / dcy-011 FR-5, issue #11).
PostgreSQL-gated (TREX_POSTGRESQL_TEST_DSN). Inserts closed slots + outbox rows
directly and asserts find_ledger_gap_slots detects only the gaps.
PostgreSQL-gated (TREX_POSTGRESQL_TEST_DSN). dcy-020 (BAT-030): the detector
keys off slot_transition_log sell fills (the `closed` status no longer
exists). Inserts sold slots + outbox rows directly and asserts
find_ledger_gap_slots detects only the gaps.
"""
from __future__ import annotations
import uuid
from datetime import date
from datetime import date, datetime, timezone
from trex_core.adapters.persistence.ops_checks import find_ledger_gap_slots
_DAY = date(2026, 6, 8)
_DAY = date(2026, 6, 10)
_TS = datetime(2026, 6, 10, 6, 0, tzinfo=timezone.utc)
def _insert_slot(conn, *, status, portfolio_id, symbol="005930"):
sid = str(uuid.uuid4())
with conn.cursor() as cur:
cur.execute(
"INSERT INTO daily_slot (slot_id, trading_date, status, symbol, portfolio_id) "
"VALUES (%s, %s, %s, %s, %s)",
(sid, _DAY, status, symbol, portfolio_id),
"INSERT INTO daily_slot (slot_id, status, symbol, portfolio_id) "
"VALUES (%s, %s, %s, %s)",
(sid, status, symbol, portfolio_id),
)
return sid
def _insert_sell_fill(conn, slot_id, *, reason="sell_filled", ts=_TS):
with conn.cursor() as cur:
cur.execute(
"INSERT INTO slot_transition_log (slot_id, from_state, to_state, ts, reason, actor) "
"VALUES (%s, 'pending_sell', 'inactive', %s, %s, 'execution_loop')",
(slot_id, ts, reason),
)
def _insert_outbox(conn, *, asset_id, order_id="O1", execution_id="E1"):
with conn.cursor() as cur:
cur.execute(
"INSERT INTO ledger_outbox (correlation_id, asset_id, order_id, execution_id, "
"side, qty, price) VALUES (%s, %s, %s, %s, 'buy', 1, 1000)",
"side, qty, price) VALUES (%s, %s, %s, %s, 'sell', 1, 1000)",
(f"{asset_id}:{order_id}:{execution_id}", asset_id, order_id, execution_id),
)
@@ -37,23 +49,40 @@ def test_detects_only_gap_slots(pg_clean):
import psycopg
dsn = pg_clean
with psycopg.connect(dsn, autocommit=True) as conn:
gap_null = _insert_slot(conn, status="closed", portfolio_id=None) # gap (no pf)
gap_no_outbox = _insert_slot(conn, status="closed", portfolio_id="PF-GAP") # gap (no outbox row)
ok = _insert_slot(conn, status="closed", portfolio_id="PF-OK") # not a gap
gap_null = _insert_slot(conn, status="inactive", portfolio_id=None) # gap (no pf)
_insert_sell_fill(conn, gap_null)
gap_no_outbox = _insert_slot(conn, status="inactive", portfolio_id="PF-GAP")
_insert_sell_fill(conn, gap_no_outbox) # gap (no outbox row)
ok = _insert_slot(conn, status="inactive", portfolio_id="PF-OK") # not a gap
_insert_sell_fill(conn, ok)
_insert_outbox(conn, asset_id="PF-OK")
_insert_slot(conn, status="holding", portfolio_id=None) # not closed → ignored
never_sold = _insert_slot(conn, status="holding", portfolio_id=None) # no sell fill → ignored
gaps = find_ledger_gap_slots(dsn, trading_date=_DAY)
gap_ids = {str(g["slot_id"]) for g in gaps}
assert gap_null in gap_ids
assert gap_no_outbox in gap_ids
assert ok not in gap_ids
assert never_sold not in gap_ids
def test_no_gaps_when_all_recorded(pg_clean):
import psycopg
dsn = pg_clean
with psycopg.connect(dsn, autocommit=True) as conn:
_insert_slot(conn, status="closed", portfolio_id="PF-1")
sid = _insert_slot(conn, status="inactive", portfolio_id="PF-1")
_insert_sell_fill(conn, sid)
_insert_outbox(conn, asset_id="PF-1")
assert find_ledger_gap_slots(dsn, trading_date=_DAY) == []
def test_date_scope_filters_by_sell_fill_day(pg_clean):
import psycopg
dsn = pg_clean
other_day_ts = datetime(2026, 6, 9, 6, 0, tzinfo=timezone.utc)
with psycopg.connect(dsn, autocommit=True) as conn:
sid = _insert_slot(conn, status="inactive", portfolio_id="PF-OLD")
_insert_sell_fill(conn, sid, ts=other_day_ts)
assert find_ledger_gap_slots(dsn, trading_date=_DAY) == []
gaps = find_ledger_gap_slots(dsn, trading_date=date(2026, 6, 9))
assert {str(g["slot_id"]) for g in gaps} == {sid}
@@ -1,10 +1,7 @@
"""PostgreSQL integration tests (REQ-006). Skipped without TREX_POSTGRESQL_TEST_DSN."""
"""PostgreSQL integration tests (REQ-006; BAT-030 asset-centric).
Skipped without TREX_POSTGRESQL_TEST_DSN."""
from __future__ import annotations
from datetime import date
import pytest
from trex_core.adapters.persistence.in_memory_intent_store import InMemoryIntentStore # noqa: F401
from trex_core.adapters.persistence.postgresql import (
PostgreSQLIntentStore,
@@ -12,15 +9,17 @@ from trex_core.adapters.persistence.postgresql import (
)
from trex_core.application.intents import BuyIntent, IntentService, SellIntent
from trex_core.domain.slot import SlotService, SlotState
from trex_core.domain.slot.errors import SlotTransitionError
DAY = date(2026, 6, 3)
INST = "default"
_SYMS = {"PF-1": "005930", "PF-2": "000660", "PF-3": "035720"}
def _wire(dsn):
def _wire(dsn, max_active=None):
repo = PostgreSQLSlotRepository(dsn)
svc = SlotService(repo)
intents = IntentService(svc, repo, PostgreSQLIntentStore(dsn))
svc = SlotService(repo, instance_key=INST)
intents = IntentService(svc, repo, PostgreSQLIntentStore(dsn),
resolve_symbol=_SYMS.get,
instance_key=INST, max_active_slots=max_active)
return repo, svc, intents
@@ -30,30 +29,33 @@ def test_universe_reconcile_pg(pg_clean):
# partial-index upsert + find_slot_by_portfolio/count_active.
repo = PostgreSQLSlotRepository(pg_clean)
inst = "inst-pg"
r1 = repo.reconcile_universe(inst, DAY, {"pf-a", "pf-b"})
r1 = repo.reconcile_universe(inst, {"pf-a", "pf-b"})
assert r1["created"] == 2
r2 = repo.reconcile_universe(inst, DAY, {"pf-a", "pf-b"}) # idempotent (ON CONFLICT)
r2 = repo.reconcile_universe(inst, {"pf-a", "pf-b"}) # idempotent (ON CONFLICT)
assert r2["created"] == 0
assert repo.find_slot_by_portfolio(inst, "pf-a") is not None
slot_a = repo.find_slot_by_portfolio(inst, "pf-a")
assert slot_a is not None and slot_a.status is SlotState.INACTIVE
assert repo.count_active(inst) == 0
# pf-b leaves universe while inactive -> soft-retire
r3 = repo.reconcile_universe(inst, DAY, {"pf-a"})
r3 = repo.reconcile_universe(inst, {"pf-a"})
assert r3["retired"] == 1
assert repo.find_slot_by_portfolio(inst, "pf-b").retired_at is not None
def test_preallocate_and_capacity(pg_clean):
def test_capacity_instance_scoped(pg_clean):
repo, svc, _ = _wire(pg_clean)
assert svc.preallocate_daily_slots(DAY, 10) == 10
assert svc.preallocate_daily_slots(DAY, 10) == 0 # idempotent
cap = svc.compute_slot_capacity(DAY, 10)
assert cap.idle_count == 10 and cap.scarcity_ratio == 0.0
repo.reconcile_universe(INST, set(_SYMS))
cap = svc.compute_slot_capacity()
assert cap.inactive_count == 3 and cap.available_count == 3
cap_m = svc.compute_slot_capacity(max_active_slots=2)
assert cap_m.total_slots == 2 and cap_m.available_count == 2
assert cap_m.scarcity_ratio == 0.0
def test_buy_intent_persists_transition(pg_clean):
repo, svc, intents = _wire(pg_clean)
svc.preallocate_daily_slots(DAY, 3)
d = intents.submit_buy(BuyIntent(intent_id="pg-buy-1", trading_date=DAY, symbol="005930", qty=10, portfolio_id="PF-1"))
repo.reconcile_universe(INST, set(_SYMS))
d = intents.submit_buy(BuyIntent(intent_id="pg-buy-1", qty=10, portfolio_id="PF-1"))
assert d.admitted
slot = repo.fetch_slot(d.slot_id)
assert slot.status is SlotState.PENDING_BUY and slot.symbol == "005930"
@@ -61,29 +63,57 @@ def test_buy_intent_persists_transition(pg_clean):
def test_buy_intent_idempotent_on_pg(pg_clean):
repo, svc, intents = _wire(pg_clean)
svc.preallocate_daily_slots(DAY, 3)
d1 = intents.submit_buy(BuyIntent(intent_id="pg-dup", trading_date=DAY, symbol="005930", portfolio_id="PF-1"))
d2 = intents.submit_buy(BuyIntent(intent_id="pg-dup", trading_date=DAY, symbol="005930", portfolio_id="PF-1"))
repo.reconcile_universe(INST, set(_SYMS))
d1 = intents.submit_buy(BuyIntent(intent_id="pg-dup", portfolio_id="PF-1"))
d2 = intents.submit_buy(BuyIntent(intent_id="pg-dup", portfolio_id="PF-1"))
assert d1.slot_id == d2.slot_id and d2.status == "admitted"
pending = [s for s in repo.list_slots(DAY) if s.status is SlotState.PENDING_BUY]
pending = [s for s in repo.list_slots(INST) if s.status is SlotState.PENDING_BUY]
assert len(pending) == 1 # no double transition
def test_full_lifecycle_then_closed_reallocation_bumps_entry_count(pg_clean):
# dcy-020: closed→idle recovery removed. Reuse a closed slot via
# closed→pending_buy reallocation (dcy-019); entry_count is cumulative.
def test_buy_by_slot_id_contract_pg(pg_clean):
# dcy-020/REQ-061: slot_id is the canonical buy key against real PG.
repo, svc, intents = _wire(pg_clean)
svc.preallocate_daily_slots(DAY, 1)
d = intents.submit_buy(BuyIntent(intent_id="pg-life", trading_date=DAY, symbol="005930", portfolio_id="PF-1"))
repo.reconcile_universe(INST, set(_SYMS))
slot = repo.find_slot_by_portfolio(INST, "PF-2")
d = intents.submit_buy(BuyIntent(intent_id="pg-sid", slot_id=slot.slot_id))
assert d.admitted and d.slot_id == slot.slot_id
assert repo.fetch_slot(slot.slot_id).symbol == "000660"
def test_full_lifecycle_returns_to_inactive_and_reuses(pg_clean):
# dcy-020 (BAT-030): sell fill -> inactive (occupancy cleared, asset
# binding kept); the same permanent slot activates again.
repo, svc, intents = _wire(pg_clean)
repo.reconcile_universe(INST, set(_SYMS))
d = intents.submit_buy(BuyIntent(intent_id="pg-life", portfolio_id="PF-1"))
sid = d.slot_id
svc.transit_slot(sid, SlotState.PENDING_BUY, SlotState.HOLDING, reason="filled", actor="t")
svc.transit_slot(sid, SlotState.PENDING_BUY, SlotState.HOLDING,
reason="filled", actor="t", qty=10.0, avg_price=1000.0)
intents.submit_sell(SellIntent(intent_id="pg-sell", slot_id=sid))
svc.transit_slot(sid, SlotState.PENDING_SELL, SlotState.CLOSED, reason="filled", actor="t")
assert repo.fetch_slot(sid).entry_count == 1
# closed→idle is now rejected
with pytest.raises(SlotTransitionError):
svc.transit_slot(sid, SlotState.CLOSED, SlotState.IDLE, reason="recovery", actor="t")
# reuse via reallocation
realloc = svc.transit_slot(sid, SlotState.CLOSED, SlotState.PENDING_BUY,
reason="reallocate", actor="t", symbol="000660")
assert realloc.entry_count == 2 and realloc.symbol == "000660"
svc.transit_slot(sid, SlotState.PENDING_SELL, SlotState.INACTIVE,
reason="sell_filled", actor="t")
flat = repo.fetch_slot(sid)
assert flat.status is SlotState.INACTIVE
assert flat.qty is None and flat.portfolio_id == "PF-1"
# permanent reuse
again = svc.transit_slot(sid, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="re-entry", actor="t", symbol="005930")
assert again.status is SlotState.PENDING_BUY
def test_dispatch_queue_instance_scoped(pg_clean):
# dcy-020/REQ-056 (BAT-030): list_undispatched_pending / list_dispatched_pending
# never cross instance boundaries in a shared DB.
repo_a = PostgreSQLSlotRepository(pg_clean)
repo_a.reconcile_universe("inst-a", {"pf-x"})
repo_a.reconcile_universe("inst-b", {"pf-x"})
svc_a = SlotService(repo_a, instance_key="inst-a")
slot_a = repo_a.find_slot_by_portfolio("inst-a", "pf-x")
svc_a.transit_slot(slot_a.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="r", actor="t", symbol="005930")
assert [s.slot_id for s in repo_a.list_undispatched_pending("inst-a")] == [slot_a.slot_id]
assert repo_a.list_undispatched_pending("inst-b") == []
repo_a.mark_dispatched(slot_a.slot_id, "ord-1")
assert [s.slot_id for s in repo_a.list_dispatched_pending("inst-a")] == [slot_a.slot_id]
assert repo_a.list_dispatched_pending("inst-b") == []