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:
Claude Opus 4.8
@@ -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"
|
||||
|
||||
Reference in New Issue
Block a user