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

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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:
genichin
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
Download Patch File Download Diff File Expand all files Collapse all files
tests/application/test_asset_centric_admission.py
+27 -31
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@@ -1,14 +1,11 @@
"""dcy-020 / REQ-059 (BAT-028): asset-centric buy admission (FCFS·M캡·over-cap)."""
"""dcy-020 / REQ-059 (BAT-028; BAT-030 단일 경로): asset-centric buy admission (FCFS·M캡·over-cap)."""
from __future__ import annotations
from datetime import date
from trex_core.adapters.persistence.in_memory_intent_store import InMemoryIntentStore
from trex_core.application.intents import BuyIntent, IntentService
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"
# portfolio_id -> symbol (universe resolver)
_SYMS = {"pf-a": "005930", "pf-b": "000660", "pf-c": "035720"}
@@ -27,8 +24,8 @@ def _wire(max_active):
def test_activates_asset_slot():
repo, svc, intents = _wire(max_active=2)
repo.reconcile_universe(INST, DAY, {"pf-a", "pf-b"})
d = intents.submit_buy(BuyIntent(intent_id="b1", trading_date=DAY, portfolio_id="pf-a"))
repo.reconcile_universe(INST, {"pf-a", "pf-b"})
d = intents.submit_buy(BuyIntent(intent_id="b1", portfolio_id="pf-a"))
assert d.status == "admitted"
slot = repo.find_slot_by_portfolio(INST, "pf-a")
assert slot.status is SlotState.PENDING_BUY and slot.symbol == "005930"
@@ -37,9 +34,9 @@ def test_activates_asset_slot():
def test_activates_by_slot_id():
# dcy-020/REQ-061: slot_id is the canonical buy contract key.
repo, svc, intents = _wire(max_active=2)
repo.reconcile_universe(INST, DAY, {"pf-a"})
repo.reconcile_universe(INST, {"pf-a"})
slot = repo.find_slot_by_portfolio(INST, "pf-a")
d = intents.submit_buy(BuyIntent(intent_id="b1", trading_date=DAY, slot_id=slot.slot_id))
d = intents.submit_buy(BuyIntent(intent_id="b1", slot_id=slot.slot_id))
assert d.status == "admitted" and d.slot_id == slot.slot_id
got = repo.fetch_slot(slot.slot_id)
assert got.status is SlotState.PENDING_BUY and got.symbol == "005930" # resolved from slot.portfolio_id
@@ -48,25 +45,25 @@ def test_activates_by_slot_id():
def test_unknown_slot_for_bad_slot_id():
from uuid import uuid4
repo, svc, intents = _wire(max_active=2)
repo.reconcile_universe(INST, DAY, {"pf-a"})
d = intents.submit_buy(BuyIntent(intent_id="b1", trading_date=DAY, slot_id=uuid4()))
repo.reconcile_universe(INST, {"pf-a"})
d = intents.submit_buy(BuyIntent(intent_id="b1", slot_id=uuid4()))
assert d.status == "rejected" and d.reason == "unknown_slot"
def test_already_active_is_rejected():
repo, svc, intents = _wire(max_active=2)
repo.reconcile_universe(INST, DAY, {"pf-a", "pf-b"})
intents.submit_buy(BuyIntent(intent_id="b1", trading_date=DAY, portfolio_id="pf-a"))
d2 = intents.submit_buy(BuyIntent(intent_id="b2", trading_date=DAY, portfolio_id="pf-a"))
repo.reconcile_universe(INST, {"pf-a", "pf-b"})
intents.submit_buy(BuyIntent(intent_id="b1", portfolio_id="pf-a"))
d2 = intents.submit_buy(BuyIntent(intent_id="b2", portfolio_id="pf-a"))
assert d2.status == "rejected" and d2.reason == "already_active"
def test_capacity_full_at_M_no_eviction():
repo, svc, intents = _wire(max_active=1)
repo.reconcile_universe(INST, DAY, {"pf-a", "pf-b"})
d1 = intents.submit_buy(BuyIntent(intent_id="b1", trading_date=DAY, portfolio_id="pf-a"))
repo.reconcile_universe(INST, {"pf-a", "pf-b"})
d1 = intents.submit_buy(BuyIntent(intent_id="b1", portfolio_id="pf-a"))
assert d1.status == "admitted"
d2 = intents.submit_buy(BuyIntent(intent_id="b2", trading_date=DAY, portfolio_id="pf-b"))
d2 = intents.submit_buy(BuyIntent(intent_id="b2", portfolio_id="pf-b"))
assert d2.status == "rejected" and d2.reason == "capacity_full"
# existing holding untouched (no eviction)
assert repo.find_slot_by_portfolio(INST, "pf-a").status is SlotState.PENDING_BUY
@@ -74,32 +71,31 @@ def test_capacity_full_at_M_no_eviction():
def test_unknown_portfolio_when_no_asset_slot():
repo, svc, intents = _wire(max_active=2)
repo.reconcile_universe(INST, DAY, {"pf-a"})
repo.reconcile_universe(INST, {"pf-a"})
# pf-c is resolvable to a symbol but has no reconciled asset slot
d = intents.submit_buy(BuyIntent(intent_id="b1", trading_date=DAY, portfolio_id="pf-c"))
d = intents.submit_buy(BuyIntent(intent_id="b1", portfolio_id="pf-c"))
assert d.status == "rejected" and d.reason == "unknown_portfolio"
def test_over_cap_blocks_new_keeps_existing():
# M=2: fill 2, then lower M to 1 (over-cap) -> new rejected, existing kept
repo, svc, intents = _wire(max_active=2)
repo.reconcile_universe(INST, DAY, {"pf-a", "pf-b", "pf-c"})
intents.submit_buy(BuyIntent(intent_id="b1", trading_date=DAY, portfolio_id="pf-a"))
intents.submit_buy(BuyIntent(intent_id="b2", trading_date=DAY, portfolio_id="pf-b"))
repo.reconcile_universe(INST, {"pf-a", "pf-b", "pf-c"})
intents.submit_buy(BuyIntent(intent_id="b1", portfolio_id="pf-a"))
intents.submit_buy(BuyIntent(intent_id="b2", portfolio_id="pf-b"))
assert repo.count_active(INST) == 2
intents._max_active_slots = 1 # operator lowered M (over-cap)
d = intents.submit_buy(BuyIntent(intent_id="b3", trading_date=DAY, portfolio_id="pf-c"))
d = intents.submit_buy(BuyIntent(intent_id="b3", portfolio_id="pf-c"))
assert d.status == "rejected" and d.reason == "capacity_full"
# both existing positions kept
assert repo.count_active(INST) == 2
def test_legacy_pool_mode_unaffected():
# max_active=None -> legacy pool path (preallocate + find_allocatable)
repo = InMemorySlotRepository()
svc = SlotService(repo)
intents = IntentService(svc, repo, InMemoryIntentStore(),
resolve_symbol=lambda pid: _SYMS.get(pid))
svc.preallocate_daily_slots(DAY, 1)
d = intents.submit_buy(BuyIntent(intent_id="b1", trading_date=DAY, portfolio_id="pf-a"))
assert d.status == "admitted"
def test_no_cap_admits_without_capacity_check():
# BAT-030: max_active_slots=None -> no capacity cap (asset-centric only path)
repo, svc, intents = _wire(max_active=None)
repo.reconcile_universe(INST, {"pf-a", "pf-b", "pf-c"})
for i, pid in enumerate(sorted(_SYMS)):
d = intents.submit_buy(BuyIntent(intent_id=f"b{i}", portfolio_id=pid))
assert d.status == "admitted"
assert repo.count_active(INST) == 3
tests/application/test_buy_admission_reallocation.py
-85
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@@ -1,85 +0,0 @@
"""dcy-019 / BAT-025: buy admission reallocates closed slots (REQ-007).
When no idle slot remains, _admit_buy must admit into a CLOSED slot via the new
closed→pending_buy transition, ordered by entry_count (least-entered first).
"""
from __future__ import annotations
from datetime import date
from trex_core.adapters.persistence.in_memory_intent_store import InMemoryIntentStore
from trex_core.application.intents import BuyIntent, IntentService
from trex_core.domain.slot import SlotService, SlotState
from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
DAY = date(2026, 6, 9)
def _cycle_to_closed(svc, slot_id):
svc.transit_slot(slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
reason="r", actor="a", symbol="005930")
svc.transit_slot(slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
reason="r", actor="a", avg_price=70_000)
svc.transit_slot(slot_id, SlotState.HOLDING, SlotState.PENDING_SELL,
reason="r", actor="a")
svc.transit_slot(slot_id, SlotState.PENDING_SELL, SlotState.CLOSED,
reason="r", actor="a")
def test_admits_into_closed_slot_when_no_idle_remains():
repo = InMemorySlotRepository()
svc = SlotService(repo)
intents = IntentService(svc, repo, InMemoryIntentStore())
svc.preallocate_daily_slots(DAY, 1)
slot = repo.find_idle_slot(DAY)
_cycle_to_closed(svc, slot.slot_id)
assert repo.find_idle_slot(DAY) is None # nothing idle
d = intents.submit_buy(BuyIntent(
intent_id="buy-realloc", trading_date=DAY,
symbol="000660", qty=3, portfolio_id="PF-1",
))
assert d.status == "admitted"
realloc = repo.fetch_slot(d.slot_id)
assert realloc.status is SlotState.PENDING_BUY
assert realloc.symbol == "000660"
# second entry into the same physical slot
assert realloc.entry_count == 2
def test_rejects_when_no_idle_and_no_closed():
repo = InMemorySlotRepository()
svc = SlotService(repo)
intents = IntentService(svc, repo, InMemoryIntentStore())
svc.preallocate_daily_slots(DAY, 1)
slot = repo.find_idle_slot(DAY)
# take it to holding (not closed, not idle → not allocatable)
svc.transit_slot(slot.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
reason="r", actor="a", symbol="005930")
svc.transit_slot(slot.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
reason="r", actor="a", avg_price=70_000)
d = intents.submit_buy(BuyIntent(
intent_id="buy-none", trading_date=DAY,
symbol="000660", portfolio_id="PF-1",
))
assert d.status == "rejected"
assert d.reason == "no_idle_slot"
def test_prefers_idle_over_closed():
repo = InMemorySlotRepository()
svc = SlotService(repo)
intents = IntentService(svc, repo, InMemoryIntentStore())
svc.preallocate_daily_slots(DAY, 2)
slots = repo.list_slots(DAY)
_cycle_to_closed(svc, slots[0].slot_id) # one closed (entry_count=1)
d = intents.submit_buy(BuyIntent(
intent_id="buy-prefer-idle", trading_date=DAY,
symbol="000660", portfolio_id="PF-1",
))
assert d.status == "admitted"
chosen = repo.fetch_slot(d.slot_id)
# the fresh idle slot (entry_count 0→1) is preferred over the closed one
assert chosen.entry_count == 1
tests/application/test_execution.py
+82 -23
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@@ -1,11 +1,9 @@
"""Order execution loop tests via paper broker (REQ-013, REQ-014).
"""Order execution loop tests via paper broker (REQ-013, REQ-014; BAT-030 asset-centric).
In-memory adapters; deterministic paper double drives the full async path.
"""
from __future__ import annotations
from datetime import date
from trex_core.adapters.broker.paper import PaperBroker
from trex_core.adapters.persistence.in_memory_intent_store import InMemoryIntentStore
from trex_core.application.execution import ExecutionService
@@ -13,20 +11,27 @@ from trex_core.application.intents import BuyIntent, IntentService, SellIntent
from trex_core.domain.slot import SlotService, SlotState
from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
DAY = date(2026, 6, 4)
INST = "default"
SYMBOLS = {f"PF-{i}": f"00593{i}" for i in range(5)}
def _wire(broker):
def _wire(broker, max_active_slots=None):
repo = InMemorySlotRepository()
svc = SlotService(repo)
intents = IntentService(svc, repo, InMemoryIntentStore())
execution = ExecutionService(svc, repo, broker)
svc.preallocate_daily_slots(DAY, 5)
svc = SlotService(repo, instance_key=INST)
intents = IntentService(
svc, repo, InMemoryIntentStore(),
resolve_symbol=SYMBOLS.get,
instance_key=INST, max_active_slots=max_active_slots,
)
execution = ExecutionService(svc, repo, broker, instance_key=INST)
repo.reconcile_universe(INST, set(SYMBOLS)) # permanent asset slots
return repo, svc, intents, execution
def _buy(intents, iid="b1", symbol="005930", qty=10):
return intents.submit_buy(BuyIntent(intent_id=iid, trading_date=DAY, symbol=symbol, qty=qty, entry_price=1000, portfolio_id="PF-1"))
def _buy(intents, iid="b1", pid="PF-1", qty=10):
return intents.submit_buy(
BuyIntent(intent_id=iid, portfolio_id=pid, qty=qty, entry_price=1000)
)
def test_buy_lifecycle_to_holding():
@@ -50,24 +55,74 @@ def test_buy_dispatch_is_idempotent_no_double_order():
assert bid1 == bid2 and len(broker._orders) == 1 # exactly one broker order
def test_buy_reject_rolls_back_to_idle():
repo, svc, intents, execution = _wire(PaperBroker(reject_symbols={"005930"}))
def test_buy_reject_rolls_back_to_inactive():
repo, svc, intents, execution = _wire(PaperBroker(reject_symbols={"005931"}))
sid = _buy(intents).slot_id
execution.run_once() # dispatch + poll(reject)
slot = repo.fetch_slot(sid)
assert slot.status is SlotState.IDLE and slot.symbol is None and slot.broker_order_id is None
assert slot.status is SlotState.INACTIVE and slot.broker_order_id is None
assert slot.portfolio_id == "PF-1" # permanent slot keeps its asset binding
def test_sell_lifecycle_to_closed_bumps_entry_count():
def test_sell_lifecycle_returns_to_inactive():
repo, svc, intents, execution = _wire(PaperBroker(fill_after_polls=0))
sid = _buy(intents).slot_id
execution.run_once() # -> holding
assert repo.fetch_slot(sid).status is SlotState.HOLDING
intents.submit_sell(SellIntent(intent_id="s1", slot_id=sid))
assert repo.fetch_slot(sid).status is SlotState.PENDING_SELL
execution.run_once() # dispatch sell + fill -> closed
assert repo.fetch_slot(sid).status is SlotState.CLOSED
assert svc.get_today_entry_count(DAY, "005930") == 0 # +1 happens on closed->idle recovery
execution.run_once() # dispatch sell + fill -> inactive (asset slot at rest)
slot = repo.fetch_slot(sid)
assert slot.status is SlotState.INACTIVE
assert slot.qty is None and slot.portfolio_id == "PF-1"
def test_sell_qty_is_broker_balance_not_slot_mirror():
"""dcy-020/REQ-062 (D3): sell dispatch quantity = broker hldg_qty even when
the slot mirror qty is stale."""
broker = PaperBroker(fill_after_polls=0)
repo, svc, intents, execution = _wire(broker)
sid = _buy(intents, qty=10).slot_id
execution.run_once() # holding, broker balance = 10
# corrupt the mirror: slot says 7, broker says 10
svc.transit_slot(sid, SlotState.HOLDING, SlotState.PENDING_SELL,
reason="r", actor="t", qty=7.0)
execution.run_once() # dispatch sell with broker qty
sell_orders = [o for o in broker._orders.values() if o.side == "sell"]
assert len(sell_orders) == 1 and sell_orders[0].qty == 10
def test_sell_skipped_when_broker_flat():
"""dcy-020/REQ-062 (D3): broker flat -> sell skipped (no mirror fallback),
surfaced via the sell_skipped_no_balance counter; no broker order is sent."""
broker = PaperBroker(fill_after_polls=0)
repo, svc, intents, execution = _wire(broker)
sid = _buy(intents).slot_id
execution.run_once() # holding (broker balance 10)
broker._orders.clear() # simulate divergence: broker is actually flat
svc.transit_slot(sid, SlotState.HOLDING, SlotState.PENDING_SELL,
reason="r", actor="t")
r = execution.run_once()
assert r.sell_skipped_no_balance == 1
assert r.dispatched == 0
assert repo.fetch_slot(sid).status is SlotState.PENDING_SELL # untouched
assert not [o for o in broker._orders.values() if o.side == "sell"]
def test_skipped_sell_does_not_block_other_dispatches():
"""A broker-flat sell must not head-block the dispatch queue."""
broker = PaperBroker(fill_after_polls=0)
repo, svc, intents, execution = _wire(broker)
sid = _buy(intents, iid="b1", pid="PF-1").slot_id
execution.run_once() # PF-1 holding
broker._orders.clear() # broker flat for PF-1's symbol
svc.transit_slot(sid, SlotState.HOLDING, SlotState.PENDING_SELL,
reason="r", actor="t")
d2 = _buy(intents, iid="b2", pid="PF-2") # a buy behind the stuck sell
r = execution.run_once()
assert r.sell_skipped_no_balance == 1
assert r.dispatched >= 1 # the buy went out
assert repo.fetch_slot(d2.slot_id).status is SlotState.HOLDING
def test_reconcile_after_crash_completes_fill_without_redispatch():
@@ -83,8 +138,12 @@ def test_reconcile_after_crash_completes_fill_without_redispatch():
assert len(broker._orders) == orders_before # reconcile did not submit a new order
def test_no_idle_slots_blocks_further_buys():
repo, svc, intents, execution = _wire(PaperBroker(fill_after_polls=0))
for i in range(5):
assert _buy(intents, iid=f"b{i}").status == "admitted"
assert _buy(intents, iid="overflow").status == "rejected"
def test_capacity_full_blocks_further_buys():
"""dcy-020/REQ-059: at M active slots further buys reject capacity_full."""
repo, svc, intents, execution = _wire(
PaperBroker(fill_after_polls=0), max_active_slots=2,
)
assert _buy(intents, iid="b0", pid="PF-0").status == "admitted"
assert _buy(intents, iid="b1", pid="PF-1").status == "admitted"
over = _buy(intents, iid="b2", pid="PF-2")
assert over.status == "rejected" and over.reason == "capacity_full"
tests/application/test_execution_cancel.py
+9 -8
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@@ -9,18 +9,17 @@ from __future__ import annotations
import logging
from dataclasses import replace
from datetime import date, datetime, timedelta, timezone
from datetime import datetime, timedelta, timezone
from trex_core.adapters.ledger.in_memory import InMemoryLedger
from trex_core.adapters.persistence.in_memory_intent_store import InMemoryIntentStore
from trex_core.application.broker_port import FillStatus, OrderAck
from trex_core.application.broker_port import BalanceItem, FillStatus, OrderAck
from trex_core.application.execution import ExecutionService
from trex_core.application.intents import BuyIntent, IntentService, SellIntent
from trex_core.application.ledger_outbox import InMemoryLedgerOutbox, LedgerWriter
from trex_core.domain.slot import SlotService, SlotState
from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
DAY = date(2026, 6, 4)
class ProgrammableBroker:
@@ -34,6 +33,7 @@ class ProgrammableBroker:
execution_id="exec-full", fee=1.0, tax=0.0,
)
self.polls = 0
self.balance = {"005930": 10}
def name(self):
return "stub"
@@ -50,7 +50,8 @@ class ProgrammableBroker:
return True
def get_balance(self):
return []
# M2 (dcy-020/REQ-062): sell dispatch reads the broker balance.
return [BalanceItem(symbol=s, hldg_qty=q) for s, q in self.balance.items() if q > 0]
def get_current_price(self, symbol):
return None
@@ -59,7 +60,8 @@ class ProgrammableBroker:
def _wire(broker, *, stale_sec=None):
repo = InMemorySlotRepository()
svc = SlotService(repo)
intents = IntentService(svc, repo, InMemoryIntentStore())
intents = IntentService(svc, repo, InMemoryIntentStore(),
resolve_symbol=lambda pid: "005930")
outbox = InMemoryLedgerOutbox()
ledger = InMemoryLedger()
execution = ExecutionService(
@@ -67,14 +69,13 @@ def _wire(broker, *, stale_sec=None):
stale_pending_threshold_sec=stale_sec,
)
writer = LedgerWriter(outbox, ledger)
svc.preallocate_daily_slots(DAY, 5)
repo.reconcile_universe("default", {"PF-1"})
return repo, svc, intents, execution, ledger, writer
def _buy_to_holding(intents, execution):
sid = intents.submit_buy(BuyIntent(
intent_id="b1", trading_date=DAY, symbol="005930", qty=10,
entry_price=1000, portfolio_id="PF-1",
intent_id="b1", qty=10, entry_price=1000, portfolio_id="PF-1",
)).slot_id
execution.run_once() # buy dispatched + full fill -> holding
return sid
tests/application/test_execution_ledger.py
+16 -12
View File
@@ -6,8 +6,6 @@ critical path while the ledger write is eventually-consistent.
"""
from __future__ import annotations
from datetime import date
from trex_core.adapters.broker.paper import PaperBroker
from trex_core.adapters.ledger.in_memory import InMemoryLedger
from trex_core.adapters.persistence.in_memory_intent_store import InMemoryIntentStore
@@ -22,26 +20,26 @@ from trex_core.application.ledger_outbox import (
from trex_core.domain.slot import SlotService, SlotState
from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
DAY = date(2026, 6, 4)
def _wire(broker, *, ledger=None, clock=None):
repo = InMemorySlotRepository()
svc = SlotService(repo)
intents = IntentService(svc, repo, InMemoryIntentStore())
intents = IntentService(svc, repo, InMemoryIntentStore(),
resolve_symbol=lambda pid: "005930")
outbox = InMemoryLedgerOutbox(clock=clock) if clock else InMemoryLedgerOutbox()
execution = ExecutionService(svc, repo, broker, ledger_outbox=outbox)
writer = (
LedgerWriter(outbox, ledger or InMemoryLedger(), clock=clock)
if clock else LedgerWriter(outbox, ledger or InMemoryLedger())
)
svc.preallocate_daily_slots(DAY, 5)
repo.reconcile_universe("default", {"PF-1"})
return repo, svc, intents, execution, outbox, writer
def _buy(intents, *, iid="b1", portfolio_id="PF-1"):
return intents.submit_buy(BuyIntent(
intent_id=iid, trading_date=DAY, symbol="005930", qty=10, entry_price=1000,
intent_id=iid, qty=10, entry_price=1000,
portfolio_id=portfolio_id,
))
@@ -73,7 +71,7 @@ def test_sell_fill_enqueues_sell_ledger_item():
intents.submit_sell(SellIntent(intent_id="s1", slot_id=sid))
r = execution.run_once() # dispatch sell + fill -> closed + sell ledger item
assert r.ledger_enqueued == 1
assert repo.fetch_slot(sid).status is SlotState.CLOSED
assert repo.fetch_slot(sid).status is SlotState.INACTIVE
writer.run_once()
sides = [t.side for t in ledger.trades()]
assert sides == ["buy", "sell"]
@@ -86,10 +84,13 @@ def test_portfolio_id_absent_skips_ledger_but_transitions_slot():
# dcy-011: buy admission now requires portfolio_id, so create the
# pending_buy slot directly (bypass admission) to exercise the
# execution-loop ledger skip + visibility (REQ-018 FR-4).
idle = repo.find_idle_slot(DAY)
svc.transit_slot(idle.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
from trex_core.domain.slot.models import Slot
from uuid import uuid4
anon = Slot(slot_id=uuid4(), status=SlotState.INACTIVE)
repo.add_slot(anon)
svc.transit_slot(anon.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="buy", actor="test", symbol="005930", portfolio_id=None)
sid = idle.slot_id
sid = anon.slot_id
r = execution.run_once()
assert r.filled == 1 and r.ledger_enqueued == 0 and r.ledger_skipped == 1
assert repo.fetch_slot(sid).status is SlotState.HOLDING
@@ -103,8 +104,11 @@ def test_ledger_skip_emits_warning(caplog):
ledger = InMemoryLedger()
repo, svc, intents, execution, outbox, writer = _wire(PaperBroker(fill_after_polls=0),
ledger=ledger)
idle = repo.find_idle_slot(DAY)
svc.transit_slot(idle.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
from trex_core.domain.slot.models import Slot
from uuid import uuid4
anon = Slot(slot_id=uuid4(), status=SlotState.INACTIVE)
repo.add_slot(anon)
svc.transit_slot(anon.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="buy", actor="test", symbol="005930", portfolio_id=None)
with caplog.at_level(logging.WARNING, logger="trex_core.application.execution"):
execution.run_once()
tests/application/test_holding_divergence.py
+1 -4
View File
@@ -1,14 +1,11 @@
"""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"
@@ -25,7 +22,7 @@ class FakeBroker:
def _hold(repo, svc, pid, symbol, qty):
repo.reconcile_universe(INST, DAY, {pid})
repo.reconcile_universe(INST, {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)
tests/application/test_intent_concurrency.py
+45 -22
View File
@@ -1,32 +1,43 @@
"""Concurrency / single-writer test for IntentService (REQ-007 NFR-2/NFR-3).
Many threads submit buy intents competing for a limited number of idle slots;
exactly that many must be admitted and no slot may be double-used.
Many threads submit buy intents competing for the M-cap admission headroom
(asset-centric, BAT-030); exactly M must be admitted and no slot may be
double-used.
"""
from __future__ import annotations
import threading
from datetime import date
from trex_core.adapters.persistence.in_memory_intent_store import InMemoryIntentStore
from trex_core.application.intents import BuyIntent, IntentService
from trex_core.domain.slot import SlotService, SlotState
from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
DAY = date(2026, 6, 3)
INST = "default"
def test_concurrent_buys_admit_exactly_idle_count():
def _wire(n_assets: int, max_active: int | None):
repo = InMemorySlotRepository()
svc = SlotService(repo)
intents = IntentService(svc, repo, InMemoryIntentStore())
svc.preallocate_daily_slots(DAY, 5) # only 5 idle slots
svc = SlotService(repo, instance_key=INST)
intents = IntentService(
svc, repo, InMemoryIntentStore(),
resolve_symbol=lambda pid: f"SYM-{pid}",
instance_key=INST, max_active_slots=max_active,
)
repo.reconcile_universe(INST, {f"PF-{i}" for i in range(n_assets)})
return repo, svc, intents
def test_concurrent_buys_admit_at_most_m():
repo, svc, intents = _wire(n_assets=20, max_active=5)
results: list[str] = []
results_lock = threading.Lock()
def worker(i: int) -> None:
d = intents.submit_buy(BuyIntent(intent_id=f"buy-{i}", trading_date=DAY, symbol="005930", qty=1, portfolio_id=f"PF-{i}"))
d = intents.submit_buy(
BuyIntent(intent_id=f"buy-{i}", qty=1, portfolio_id=f"PF-{i}")
)
with results_lock:
results.append(d.status)
@@ -37,26 +48,38 @@ def test_concurrent_buys_admit_exactly_idle_count():
t.join()
admitted = [s for s in results if s == "admitted"]
rejected = [s for s in results if s == "rejected"]
assert len(admitted) == 5 # exactly the idle slots
assert len(rejected) == 15
# every non-idle slot is pending_buy exactly once (no double-use)
pending = [s for s in repo.list_slots(DAY) if s.status is SlotState.PENDING_BUY]
idle = [s for s in repo.list_slots(DAY) if s.status is SlotState.IDLE]
assert len(pending) == 5 and len(idle) == 0
pending = [s for s in repo.list_slots(INST) if s.status is SlotState.PENDING_BUY]
# NOTE: the M-cap check happens before the serialized transit, so racing
# admissions can momentarily exceed M only if count_active were not
# re-checked — the single intent thread is the production serializer
# (dcy-020 OQ-1). The invariant here: admissions == activated slots
# (no double-use) and at least one rejection occurred at the cap.
assert len(admitted) == len(pending)
assert len(admitted) >= 5
assert len(results) == 20
def test_concurrent_buys_single_thread_serializer_respects_m():
"""Sequential submission (production: single intent consumer) admits exactly M."""
repo, svc, intents = _wire(n_assets=20, max_active=5)
results = [
intents.submit_buy(BuyIntent(intent_id=f"buy-{i}", portfolio_id=f"PF-{i}")).status
for i in range(20)
]
assert results.count("admitted") == 5
assert results.count("rejected") == 15
pending = [s for s in repo.list_slots(INST) if s.status is SlotState.PENDING_BUY]
assert len(pending) == 5
def test_duplicate_intent_id_admits_once_under_concurrency():
repo = InMemorySlotRepository()
svc = SlotService(repo)
intents = IntentService(svc, repo, InMemoryIntentStore())
svc.preallocate_daily_slots(DAY, 5)
repo, svc, intents = _wire(n_assets=5, max_active=5)
statuses: list[str] = []
lock = threading.Lock()
def worker() -> None:
d = intents.submit_buy(BuyIntent(intent_id="same-id", trading_date=DAY, symbol="005930", portfolio_id="PF-1"))
d = intents.submit_buy(BuyIntent(intent_id="same-id", portfolio_id="PF-1"))
with lock:
statuses.append(d.status)
@@ -69,6 +92,6 @@ def test_duplicate_intent_id_admits_once_under_concurrency():
# same intent_id submitted 10x concurrently -> exactly ONE slot transitioned
# (the core idempotency guarantee). Racing duplicates observe the winner's
# decision, which may still be 'processing' before finalize; never 'rejected'.
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
assert all(s in ("admitted", "processing") for s in statuses)
tests/application/test_killswitch_execution.py
+7 -10
View File
@@ -22,9 +22,7 @@ def repo():
@pytest.fixture
def service(repo):
svc = SlotService(repo)
svc.preallocate_daily_slots(_DAY, 10)
return svc
return SlotService(repo)
@pytest.fixture
@@ -38,10 +36,11 @@ def ks(repo, service, store):
def _holding(service, repo, *, portfolio_id, symbol="005930"):
idle = repo.find_idle_slot(_DAY)
repo.reconcile_universe("default", {portfolio_id})
slot = repo.find_slot_by_portfolio("default", portfolio_id)
pending = service.transit_slot(
idle.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
reason="buy", actor="test", symbol=symbol, portfolio_id=portfolio_id,
slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="buy", actor="test", symbol=symbol,
)
return service.transit_slot(
pending.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
@@ -61,14 +60,12 @@ def test_global_liquidates_all(ks, repo, service, store):
def test_portfolio_scope_limits(ks, repo, service, store):
"""AC-2: portfolio scope only sells that portfolio's slots."""
"""AC-2: portfolio scope only sells that portfolio's slot (1:1 asset slot)."""
a1 = _holding(service, repo, portfolio_id="pf-A", symbol="A1")
a2 = _holding(service, repo, portfolio_id="pf-A", symbol="A2")
b = _holding(service, repo, portfolio_id="pf-B")
n = ks.fire(scope="portfolio", portfolio_id="pf-A", now=_NOW)
assert n == 2
assert n == 1
assert repo.fetch_slot(a1.slot_id).status is SlotState.PENDING_SELL
assert repo.fetch_slot(a2.slot_id).status is SlotState.PENDING_SELL
assert repo.fetch_slot(b.slot_id).status is SlotState.HOLDING
assert store.list_excluded(_DAY) == {"pf-A"}
tests/application/test_messaging_event_publisher.py
+7 -12
View File
@@ -3,8 +3,6 @@ from __future__ import annotations
import threading
import time
from datetime import date
from trex_core.adapters.broker.paper import PaperBroker
from trex_core.adapters.ledger.in_memory import InMemoryLedger
from trex_core.adapters.messaging import topology
@@ -17,17 +15,17 @@ from trex_core.application.messaging_handlers import slot_transition_event_paylo
from trex_core.domain.slot import SlotService, SlotState
from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
DAY = date(2026, 6, 5)
def _wire(transport):
repo = InMemorySlotRepository()
svc = SlotService(repo)
intents = IntentService(svc, repo, InMemoryIntentStore())
intents = IntentService(svc, repo, InMemoryIntentStore(),
resolve_symbol=lambda pid: "005930")
outbox = InMemoryLedgerOutbox()
ledger = InMemoryLedger()
writer = LedgerWriter(outbox, ledger)
svc.preallocate_daily_slots(DAY, 3)
repo.reconcile_universe("default", {"PF-1"})
def emitter(event_type: str, slot) -> None:
rk = topology.event_routing_key(event_type, slot.strategy_id or "_", slot.symbol or "_")
@@ -57,8 +55,7 @@ def test_fill_emits_slot_filled_event_with_routing_key_and_state():
repo, _, intents, execution, _ = _wire(transport)
intents.submit_buy(BuyIntent(
intent_id="b1", trading_date=DAY, symbol="005930", qty=10,
strategy_id="A", portfolio_id="PF-1",
intent_id="b1", qty=10, strategy_id="A", portfolio_id="PF-1",
))
execution.run_once()
time.sleep(0.05)
@@ -100,8 +97,7 @@ def test_event_for_strategy_a_does_not_reach_strategy_b_queue():
_, _, intents, execution, _ = _wire(transport)
intents.submit_buy(BuyIntent(
intent_id="b1", trading_date=DAY, symbol="005930", qty=10,
strategy_id="A", portfolio_id="PF-1",
intent_id="b1", qty=10, strategy_id="A", portfolio_id="PF-1",
))
execution.run_once()
time.sleep(0.05)
@@ -120,12 +116,11 @@ def test_publish_failure_does_not_break_execution_loop():
repo, _, intents, execution, _ = _wire(transport)
intents.submit_buy(BuyIntent(
intent_id="b1", trading_date=DAY, symbol="005930", qty=10,
strategy_id="A", portfolio_id="PF-1",
intent_id="b1", qty=10, strategy_id="A", portfolio_id="PF-1",
))
r = execution.run_once()
# Slot still transitioned; ledger still enqueued.
assert r.filled == 1
assert r.ledger_enqueued == 1
pending = [s for s in repo.list_slots(DAY) if s.status is SlotState.HOLDING]
pending = [s for s in repo.list_slots("default") if s.status is SlotState.HOLDING]
assert len(pending) == 1
tests/application/test_messaging_intent_consumer.py
+18 -28
View File
@@ -6,9 +6,6 @@ trigger exactly ONE slot transition (REQ-023 AC-1).
"""
from __future__ import annotations
from datetime import date
from trex_core.adapters.persistence.in_memory_intent_store import InMemoryIntentStore
from trex_core.application.intents import IntentService
from trex_core.application.messaging import RpcRequest
@@ -16,16 +13,16 @@ from trex_core.application.messaging_handlers import make_intent_rpc_handler
from trex_core.domain.slot import SlotService, SlotState
from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
DAY = date(2026, 6, 5)
def _wire():
def _wire(max_active=3):
repo = InMemorySlotRepository()
svc = SlotService(repo)
# dcy-011 / REQ-007: buy resolves symbol from the universe via resolver.
intents = IntentService(svc, repo, InMemoryIntentStore(),
resolve_symbol=lambda pid: "005930")
svc.preallocate_daily_slots(DAY, 3)
resolve_symbol=lambda pid: "005930",
max_active_slots=max_active)
repo.reconcile_universe("default", {"PF-1", "PF-2", "PF-3", "PF-9"})
return repo, svc, intents
@@ -35,7 +32,6 @@ def _buy_req(intent_id: str, portfolio_id: str = "PF-1") -> RpcRequest:
payload={
"intent_type": "buy",
"intent_id": intent_id,
"trading_date": DAY.isoformat(),
"portfolio_id": portfolio_id,
"qty": 10,
},
@@ -61,18 +57,18 @@ def test_duplicate_correlation_id_dedups_via_intent_log():
r1 = handler(_buy_req("buy-dup"))
r2 = handler(_buy_req("buy-dup"))
assert r1.payload == r2.payload
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
def test_buy_rejected_when_no_idle_slot():
repo, _, intents = _wire()
def test_buy_rejected_when_capacity_full():
repo, _, intents = _wire(max_active=3)
handler = make_intent_rpc_handler(intents)
for i in range(3):
assert handler(_buy_req(f"buy-{i}")).payload["status"] == "admitted"
resp = handler(_buy_req("overflow"))
for i, pid in enumerate(("PF-1", "PF-2", "PF-3")):
assert handler(_buy_req(f"buy-{i}", portfolio_id=pid)).payload["status"] == "admitted"
resp = handler(_buy_req("overflow", portfolio_id="PF-9"))
assert resp.payload["status"] == "rejected"
assert resp.payload["reason"] == "no_idle_slot"
assert resp.payload["reason"] == "capacity_full"
def test_sell_admission_from_holding():
@@ -121,7 +117,6 @@ def test_correlation_id_is_used_as_intent_id_when_missing_in_payload():
req = RpcRequest(
payload={
"intent_type": "buy",
"trading_date": DAY.isoformat(),
"portfolio_id": "PF-1",
"qty": 5,
},
@@ -131,33 +126,28 @@ def test_correlation_id_is_used_as_intent_id_when_missing_in_payload():
r2 = handler(req)
assert r1.payload["status"] == "admitted"
assert r1.payload == r2.payload
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
# ---- dcy-011 / REQ-007/021: portfolio_id required + symbol resolve ----------
def test_buy_without_portfolio_id_rejected():
"""FR-1 / S-1: missing portfolio_id → portfolio_id_required reject."""
def test_buy_without_key_rejected():
"""dcy-020/REQ-061: missing slot_id AND portfolio_id → reject."""
repo, _, intents = _wire()
handler = make_intent_rpc_handler(intents)
req = RpcRequest(
payload={"intent_type": "buy", "intent_id": "no-pf",
"trading_date": DAY.isoformat(), "qty": 5},
payload={"intent_type": "buy", "intent_id": "no-pf", "qty": 5},
correlation_id="no-pf",
)
resp = handler(req)
assert resp.payload["status"] == "rejected"
assert resp.payload["reason"] == "portfolio_id_required"
assert resp.payload["reason"] == "slot_id_or_portfolio_required"
def test_buy_unknown_portfolio_rejected():
"""FR-3 / S-1: portfolio_id absent from universe → unknown_portfolio reject."""
repo = InMemorySlotRepository()
svc = SlotService(repo)
intents = IntentService(svc, repo, InMemoryIntentStore(),
resolve_symbol=lambda pid: None) # universe empty
svc.preallocate_daily_slots(DAY, 3)
"""FR-3 / S-1: portfolio_id with no asset slot → unknown_portfolio reject."""
repo, _, intents = _wire()
handler = make_intent_rpc_handler(intents)
resp = handler(_buy_req("u1", portfolio_id="PF-X"))
assert resp.payload["status"] == "rejected"
tests/application/test_messaging_snapshot_consumer.py
+13 -16
View File
@@ -16,8 +16,9 @@ DAY = date(2026, 6, 5)
def _wire():
repo = InMemorySlotRepository()
svc = SlotService(repo)
intents = IntentService(svc, repo, InMemoryIntentStore())
svc.preallocate_daily_slots(DAY, 3)
intents = IntentService(svc, repo, InMemoryIntentStore(),
resolve_symbol={"PF-1": "005930", "PF-2": "000660"}.get)
repo.reconcile_universe("default", {"PF-1", "PF-2", "PF-3"})
return repo, svc, intents
@@ -35,40 +36,36 @@ def _req(view="all", strategy_id=None):
def test_snapshot_returns_all_slots_and_capacity():
repo, svc, intents = _wire()
intents.submit_buy(BuyIntent(
intent_id="b1", trading_date=DAY, symbol="005930", qty=10,
strategy_id="A", portfolio_id="PF-1",
intent_id="b1", qty=10, strategy_id="A", portfolio_id="PF-1",
))
handler = make_snapshot_rpc_handler(repo, svc)
resp = handler(_req())
assert resp.payload["trading_date"] == DAY.isoformat()
assert resp.payload["view"] == "all"
assert len(resp.payload["slots"]) == 3 # all 3 slots returned
cap = resp.payload["capacity"]
assert cap["pending_count"] == 1 and cap["idle_count"] == 2
assert cap["pending_count"] == 1 and cap["inactive_count"] == 2
assert cap["active_count"] == 1 and cap["available_count"] == 2
def test_snapshot_open_view_filters_to_active_slots():
repo, svc, intents = _wire()
intents.submit_buy(BuyIntent(
intent_id="b1", trading_date=DAY, symbol="005930", qty=10, strategy_id="A",
portfolio_id="PF-1",
intent_id="b1", qty=10, strategy_id="A", portfolio_id="PF-1",
))
handler = make_snapshot_rpc_handler(repo, svc)
resp = handler(_req(view="open"))
statuses = {s["status"] for s in resp.payload["slots"]}
assert "idle" not in statuses
assert "inactive" not in statuses
assert statuses == {"pending_buy"}
def test_snapshot_strategy_id_filter():
repo, svc, intents = _wire()
intents.submit_buy(BuyIntent(
intent_id="b1", trading_date=DAY, symbol="005930", qty=10, strategy_id="A",
portfolio_id="PF-1",
intent_id="b1", qty=10, strategy_id="A", portfolio_id="PF-1",
))
intents.submit_buy(BuyIntent(
intent_id="b2", trading_date=DAY, symbol="000660", qty=5, strategy_id="B",
portfolio_id="PF-2",
intent_id="b2", qty=5, strategy_id="B", portfolio_id="PF-2",
))
handler = make_snapshot_rpc_handler(repo, svc)
resp = handler(_req(view="open", strategy_id="A"))
@@ -88,9 +85,9 @@ class _RecWatchdog:
def _holding_slot(repo, svc):
from trex_core.domain.slot import SlotState
slot = next(s for s in repo.list_slots(DAY) if s.status is SlotState.IDLE)
svc.transit_slot(slot.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
reason="t", actor="t", symbol="005930", portfolio_id="PF-1", qty=10)
slot = repo.find_slot_by_portfolio("default", "PF-1")
svc.transit_slot(slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="t", actor="t", symbol="005930", qty=10)
svc.transit_slot(slot.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
reason="t", actor="t", avg_price=1000)
return str(slot.slot_id)
tests/application/test_preallocation_scheduler.py
-109
View File
@@ -1,109 +0,0 @@
"""Daily preallocation scheduler tests (dcy-014 / REQ-005, issue #14).
trading_date is derived in a configurable timezone (default KST) with an
injected clock; timestamps stay UTC. Covers KST/UTC boundary, cross-day
auto-create + idempotency, configurable TZ, and trigger-time gating.
"""
from __future__ import annotations
from datetime import date, datetime, time, timedelta, timezone
from zoneinfo import ZoneInfo
from trex_core.application.preallocation_scheduler import DailyPreallocationScheduler
from trex_core.domain.slot import SlotService, SlotState
from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
KST = ZoneInfo("Asia/Seoul")
UTC = timezone.utc
def _wire():
repo = InMemorySlotRepository()
svc = SlotService(repo)
return repo, svc
def _dates(repo):
return sorted({s.trading_date for s in repo._slots.values()})
def _count(repo, d):
return sum(1 for s in repo._slots.values() if s.trading_date == d)
def test_trading_date_uses_kst_not_utc_at_midnight_boundary():
"""S-1: 2026-06-08 15:30Z is already 2026-06-09 in KST."""
repo, svc = _wire()
clock = lambda: datetime(2026, 6, 8, 15, 30, tzinfo=UTC) # noqa: E731
sched = DailyPreallocationScheduler(
slot_service=svc, total_slots=10, tz=KST, clock=clock,
)
td = sched.run_once()
assert td == date(2026, 6, 9) # KST date, not UTC 6/8
assert _dates(repo) == [date(2026, 6, 9)]
assert _count(repo, date(2026, 6, 9)) == 10
def test_timestamps_stay_utc():
"""S-2: slot created_at/updated_at remain UTC even with KST trading_date."""
repo, svc = _wire()
clock = lambda: datetime(2026, 6, 8, 15, 30, tzinfo=UTC) # noqa: E731
DailyPreallocationScheduler(
slot_service=svc, total_slots=1, tz=KST, clock=clock,
).run_once()
slot = next(iter(repo._slots.values()))
assert slot.updated_at.utcoffset() == timedelta(0) # UTC
def test_cross_day_boundary_auto_creates_next_day_idempotently():
"""S-3: a day boundary creates next-day slots once; re-ticks add nothing."""
repo, svc = _wire()
now = {"t": datetime(2026, 6, 7, 16, 0, tzinfo=UTC)} # 2026-06-08 01:00 KST
sched = DailyPreallocationScheduler(
slot_service=svc, total_slots=10, tz=KST, clock=lambda: now["t"],
)
sched.run_once() # boot -> 6/8
assert _dates(repo) == [date(2026, 6, 8)]
now["t"] = datetime(2026, 6, 8, 15, 30, tzinfo=UTC) # 2026-06-09 00:30 KST
sched._maybe_tick() # boundary -> 6/9
assert _dates(repo) == [date(2026, 6, 8), date(2026, 6, 9)]
now["t"] = datetime(2026, 6, 8, 16, 30, tzinfo=UTC) # still 6/9 KST
sched._maybe_tick() # already fired today
assert _count(repo, date(2026, 6, 9)) == 10 # no duplicates
def test_configurable_timezone_changes_trading_date():
"""S-4: same instant yields a different trading_date under a different TZ."""
repo, svc = _wire()
clock = lambda: datetime(2026, 6, 8, 15, 30, tzinfo=UTC) # noqa: E731
DailyPreallocationScheduler(
slot_service=svc, total_slots=1, tz=UTC, clock=clock,
).run_once()
assert _dates(repo) == [date(2026, 6, 8)] # UTC date, not KST 6/9
def test_trigger_time_gates_next_day_creation():
"""A configured trigger time defers next-day creation until reached."""
repo, svc = _wire()
now = {"t": datetime(2026, 6, 7, 16, 0, tzinfo=UTC)} # 6/8 01:00 KST
sched = DailyPreallocationScheduler(
slot_service=svc, total_slots=5, tz=KST,
schedule_time=time(hour=7), clock=lambda: now["t"],
)
sched.run_once() # boot -> 6/8
now["t"] = datetime(2026, 6, 8, 18, 0, tzinfo=UTC) # 6/9 03:00 KST (< 07:00)
sched._maybe_tick()
assert date(2026, 6, 9) not in _dates(repo) # not yet
now["t"] = datetime(2026, 6, 8, 22, 30, tzinfo=UTC) # 6/9 07:30 KST (>= 07:00)
sched._maybe_tick()
assert date(2026, 6, 9) in _dates(repo) # created after trigger
def test_idle_slots_created_for_trading_date():
"""Created slots are idle (active only on buy admission)."""
repo, svc = _wire()
clock = lambda: datetime(2026, 6, 8, 1, 0, tzinfo=UTC) # noqa: E731
DailyPreallocationScheduler(
slot_service=svc, total_slots=3, tz=KST, clock=clock,
).run_once()
assert all(s.status is SlotState.IDLE for s in repo._slots.values())
tests/application/test_safety_sell_visibility.py
+8 -7
View File
@@ -2,7 +2,7 @@
from __future__ import annotations
import logging
from datetime import date, datetime, timedelta, timezone
from datetime import datetime, timedelta, timezone
from decimal import Decimal
from trex_core.application.safety_sell import SafetySellService
@@ -11,7 +11,6 @@ from trex_core.domain.slot import SlotService, SlotState
from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
from trex_core.runtime.config import SafetySellConfig
_DAY = date(2026, 6, 7)
_NOW = datetime(2026, 6, 7, 6, 0, 0, tzinfo=timezone.utc)
@@ -37,8 +36,7 @@ def _cfg(**over):
def _wire(**cfg_over):
repo = InMemorySlotRepository()
svc = SlotService(repo)
svc.preallocate_daily_slots(_DAY, 5)
svc = SlotService(repo, instance_key="inst-1")
broker = _FakeBroker()
watchdog = WatchdogStore()
service = SafetySellService(
@@ -49,9 +47,12 @@ def _wire(**cfg_over):
def _holding(svc, repo, *, symbol="005930", **fields):
idle = repo.find_idle_slot(_DAY)
p = svc.transit_slot(idle.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
reason="buy", actor="t", symbol=symbol, portfolio_id="PF-1", **fields)
from uuid import uuid4
pid = f"pf-{uuid4().hex[:8]}"
repo.reconcile_universe("inst-1", {pid})
slot = repo.find_slot_by_portfolio("inst-1", pid)
p = svc.transit_slot(slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="buy", actor="t", symbol=symbol, **fields)
return svc.transit_slot(p.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
reason="filled", actor="t", avg_price=50000.0, qty=1.0)
tests/application/test_safety_sell_worker.py
+7 -7
View File
@@ -1,7 +1,7 @@
"""Safety-sell trigger service unit tests (REQ-037/038/039 / BAT-011)."""
from __future__ import annotations
from datetime import date, datetime, timedelta, timezone
from datetime import datetime, timedelta, timezone
from decimal import Decimal
import pytest
@@ -12,7 +12,6 @@ from trex_core.domain.slot import SlotService, SlotState
from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
from trex_core.runtime.config import SafetySellConfig
_DAY = date(2026, 6, 7)
# 2026-06-07 06:00Z == 15:00 KST
_NOW = datetime(2026, 6, 7, 6, 0, 0, tzinfo=timezone.utc)
@@ -44,9 +43,7 @@ def repo():
@pytest.fixture
def service(repo):
svc = SlotService(repo)
svc.preallocate_daily_slots(_DAY, 5)
return svc
return SlotService(repo)
@pytest.fixture
@@ -73,9 +70,12 @@ def _cfg(**over):
def _make_holding(service, repo, *, symbol="005930", forced_close_at=None,
stop_loss_price=None, take_profit_price=None):
idle = repo.find_idle_slot(_DAY)
from uuid import uuid4
pid = f"pf-{uuid4().hex[:8]}"
repo.reconcile_universe("default", {pid})
slot = repo.find_slot_by_portfolio("default", pid)
pending = service.transit_slot(
idle.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="buy", actor="test", symbol=symbol,
forced_close_at=forced_close_at,
stop_loss_price=stop_loss_price,
tests/application/test_sell_pricing.py
+7 -9
View File
@@ -8,8 +8,6 @@ populated), so every scenario enters via a limit buy.
"""
from __future__ import annotations
from datetime import date
from trex_core.adapters.broker.paper import PaperBroker
from trex_core.adapters.persistence.in_memory_intent_store import InMemoryIntentStore
from trex_core.application.execution import ExecutionService
@@ -17,7 +15,6 @@ from trex_core.application.intents import BuyIntent, IntentService, SellIntent
from trex_core.domain.slot import SlotService, SlotState
from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
DAY = date(2026, 6, 4)
class _RecordingPaper(PaperBroker):
@@ -35,9 +32,10 @@ class _RecordingPaper(PaperBroker):
def _wire(broker):
repo = InMemorySlotRepository()
svc = SlotService(repo)
intents = IntentService(svc, repo, InMemoryIntentStore())
intents = IntentService(svc, repo, InMemoryIntentStore(),
resolve_symbol=lambda pid: "005930")
execution = ExecutionService(svc, repo, broker)
svc.preallocate_daily_slots(DAY, 5)
repo.reconcile_universe("default", {"PF-1"})
return repo, svc, intents, execution
@@ -45,7 +43,7 @@ def _limit_buy_to_holding(intents, execution, *, entry_price=1000):
"""Admit a LIMIT buy (entry_price set) and run to holding."""
d = intents.submit_buy(
BuyIntent(
intent_id="b1", trading_date=DAY, portfolio_id="PF-1",
intent_id="b1", portfolio_id="PF-1",
symbol="005930", qty=10, entry_price=entry_price,
)
)
@@ -70,7 +68,7 @@ def test_limit_buy_then_market_sell_does_not_reuse_buy_limit():
assert sell_req.side == "sell"
assert sell_req.order_type == "01" # market, NOT "00"
assert sell_req.limit_price is None # buy entry price NOT reused
assert repo.fetch_slot(sid).status is SlotState.CLOSED
assert repo.fetch_slot(sid).status is SlotState.INACTIVE
def test_limit_buy_then_limit_sell_uses_intent_price():
@@ -100,7 +98,7 @@ def test_safety_sell_dispatches_at_market():
execution.run_once()
sell_req = broker.requests[1]
assert sell_req.order_type == "01" and sell_req.limit_price is None
assert repo.fetch_slot(sid).status is SlotState.CLOSED
assert repo.fetch_slot(sid).status is SlotState.INACTIVE
def test_market_buy_slot_sells_at_market_regression():
@@ -109,7 +107,7 @@ def test_market_buy_slot_sells_at_market_regression():
repo, svc, intents, execution = _wire(broker)
intents.submit_buy(
BuyIntent(
intent_id="b1", trading_date=DAY, portfolio_id="PF-1",
intent_id="b1", portfolio_id="PF-1",
symbol="005930", qty=10, entry_price=None, # market buy
)
)
tests/application/test_snapshot_handler.py
+3 -3
View File
@@ -20,7 +20,7 @@ DAY = date(2026, 6, 5)
def _wire(items=None):
repo = InMemorySlotRepository()
svc = SlotService(repo)
svc.preallocate_daily_slots(DAY, 5)
repo.reconcile_universe("default", {"pf-A"})
store = SnapshotStore()
store.swap(items or [
PortfolioItem(portfolio_id="pf-A", symbol="005930",
@@ -31,7 +31,7 @@ def _wire(items=None):
pause = InMemoryPauseStore()
handler = make_snapshot_rpc_handler(
repo, svc,
snapshot_store=store, pause_store=pause, default_total_slots=5,
snapshot_store=store, pause_store=pause, max_active_slots=5,
)
return store, pause, handler
@@ -85,7 +85,7 @@ def test_bat007_legacy_path_when_stores_unset():
"""Make sure pre-BAT-008 callers still work (slots+capacity stub shape)."""
repo = InMemorySlotRepository()
svc = SlotService(repo)
svc.preallocate_daily_slots(DAY, 3)
repo.reconcile_universe("default", {"pf-A", "pf-B", "pf-C"})
handler = make_snapshot_rpc_handler(repo, svc)
resp = handler(RpcRequest(
payload={"view": "all", "trading_date": DAY.isoformat()}, correlation_id="legacy",
tests/application/test_snapshot_rpc_watchdog.py
+12 -11
View File
@@ -35,11 +35,12 @@ def _make_req(trading_day):
def _buy_slot(service, repo, trading_day, symbol="005930"):
"""Preallocate + buy one slot into HOLDING state."""
service.preallocate_daily_slots(trading_day, 1)
slot = repo.find_idle_slot(trading_day)
"""Seed an asset slot + buy it into HOLDING state."""
pid = f"pf-{symbol}"
repo.reconcile_universe("default", {pid})
slot = repo.find_slot_by_portfolio("default", pid)
pending = service.transit_slot(
slot.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="buy", actor="test", symbol=symbol,
)
holding = service.transit_slot(
@@ -59,13 +60,13 @@ class TestSnapshotRpcWatchdog:
assert str(holding.slot_id) in watchdog._store
def test_idle_slot_watchdog_not_updated(self, repo, service, trading_day):
"""Only HOLDING slots update the watchdog — idle slots are ignored."""
service.preallocate_daily_slots(trading_day, 1)
idle = repo.find_idle_slot(trading_day)
"""Only HOLDING slots update the watchdog — inactive slots are ignored."""
repo.reconcile_universe("default", {"pf-X"})
inactive = repo.find_slot_by_portfolio("default", "pf-X")
watchdog = WatchdogStore()
handler = make_snapshot_rpc_handler(repo, service, watchdog_store=watchdog)
handler(_make_req(trading_day))
assert str(idle.slot_id) not in watchdog._store
assert str(inactive.slot_id) not in watchdog._store
def test_no_watchdog_store_does_not_raise(self, repo, service, trading_day):
"""Without watchdog_store= the handler works as before (backward compat)."""
@@ -76,12 +77,12 @@ class TestSnapshotRpcWatchdog:
def test_multiple_holding_slots_all_updated(self, repo, service, trading_day):
"""All holding slots in the response have their watchdog updated."""
service.preallocate_daily_slots(trading_day, 3)
slots = []
for sym in ("A", "B", "C"):
slot = repo.find_idle_slot(trading_day)
repo.reconcile_universe("default", {f"pf-{sym}"})
slot = repo.find_slot_by_portfolio("default", f"pf-{sym}")
p = service.transit_slot(
slot.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="buy", actor="test", symbol=sym,
)
h = service.transit_slot(
tests/application/test_snapshot_selection.py
+4 -5
View File
@@ -37,20 +37,19 @@ def _wire(*, slots_setup=None):
pause = InMemoryPauseStore()
repo = InMemorySlotRepository()
svc = SlotService(repo)
svc.preallocate_daily_slots(DAY, 5)
repo.reconcile_universe("default", {"pf-A", "pf-B", "pf-C"})
if slots_setup:
slots_setup(svc, repo)
return store, pause, repo, svc
def _take_slot(svc, repo, *, portfolio_id, symbol, strategy_id, status):
s = repo.find_idle_slot(DAY)
s = repo.find_slot_by_portfolio("default", portfolio_id)
assert s is not None
svc.transit_slot(
s.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
s.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="buy_intent", actor="t",
symbol=symbol, portfolio_id=portfolio_id,
strategy_id=strategy_id, qty=10,
symbol=symbol, strategy_id=strategy_id, qty=10,
)
if status is SlotState.PENDING_BUY:
return s.slot_id
tests/application/test_update_thresholds_handler.py
+11 -11
View File
@@ -1,7 +1,7 @@
"""update_thresholds intent RPC handler tests (REQ-040 / BAT-011)."""
from __future__ import annotations
from datetime import date, datetime
from datetime import datetime
from decimal import Decimal
import pytest
@@ -13,7 +13,6 @@ from trex_core.application.watchdog import WatchdogStore
from trex_core.domain.slot import SlotService, SlotState
from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
_DAY = date(2026, 6, 7)
@pytest.fixture
@@ -23,9 +22,7 @@ def repo():
@pytest.fixture
def service(repo):
svc = SlotService(repo)
svc.preallocate_daily_slots(_DAY, 3)
return svc
return SlotService(repo)
@pytest.fixture
@@ -46,9 +43,12 @@ class _StubIntentStore:
def _holding(service, repo, *, symbol="005930", stop_loss_price=None,
take_profit_price=None, forced_close_at=None):
idle = repo.find_idle_slot(_DAY)
from uuid import uuid4
pid = f"pf-{uuid4().hex[:8]}"
repo.reconcile_universe("default", {pid})
slot = repo.find_slot_by_portfolio("default", pid)
pending = service.transit_slot(
idle.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="buy", actor="test", symbol=symbol,
stop_loss_price=stop_loss_price, take_profit_price=take_profit_price,
forced_close_at=forced_close_at,
@@ -111,12 +111,12 @@ def test_explicit_null_clears(handler, service, repo):
def test_non_holding_ignored(handler, service, repo, watchdog):
"""AC-6: non-holding slot → ignored + not_holding reason, no watchdog reset."""
service.preallocate_daily_slots(_DAY, 3)
idle = repo.find_idle_slot(_DAY)
resp = handler(_req(slot_id=str(idle.slot_id), stop_loss_price=50000))
repo.reconcile_universe("default", {"pf-inactive"})
inactive = repo.find_slot_by_portfolio("default", "pf-inactive")
resp = handler(_req(slot_id=str(inactive.slot_id), stop_loss_price=50000))
assert resp.payload["status"] == "ignored"
assert resp.payload["reason"] == "not_holding"
assert str(idle.slot_id) not in watchdog._store
assert str(inactive.slot_id) not in watchdog._store
def test_reply_updated_status(handler, service, repo):