feat(slot): BAT-028 M2/M3 — universe reconcile + 자산 중심 admission (dcy-020/REQ-058·059)

config 게이트 이중 경로(max_active_slots 설정 시 자산 중심, 미설정 시 legacy pool). 운영 데몬은 cutover(BAT-δ) 전까지 pool 무중단. - repository: find_slot_by_portfolio·count_active(holding+pending_buy+pending_sell)· reconcile_universe(생성 멱등/soft-retire/tombstone, allow_retire 가드) — protocol+in_memory+PG (PG: ON CONFLICT (instance_key, portfolio_id) WHERE portfolio_id IS NOT NULL) - snapshot_scheduler: run_once swap 직후 _reconcile_slots(빈 universe skip, ≥50%↓ retire 보류) - intents: _admit_buy 모드 분기 + _admit_buy_asset_centric(활성화/already_active/ capacity_full/unknown_portfolio/over-cap, 인스턴스 lock) - daemon: instance_key·max_active_slots·reconcile_enabled·trading_date_fn 배선 - 신규 테스트: test_universe_reconcile(6), test_asset_centric_admission(6), PG reconcile(1) 검증: 단위 387 passed / 35 skipped, PG-gated 17 passed, ruff clean. legacy 무파손. REQ-058/059/060 은 Approved 유지(자산 중심 경로 도입 검증; default 전환·cutover 는 BAT-δ). Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-10 11:14:50 +09:00
parent 587e987c5c
commit 8a377e6fb3
11 changed files with 476 additions and 9 deletions
@@ -24,6 +24,24 @@ def _wire(dsn):
    return repo, svc, intents


+def test_universe_reconcile_pg(pg_clean):
+    # dcy-020/REQ-058 (BAT-028): validate reconcile against real PG, esp. the
+    # ON CONFLICT (instance_key, portfolio_id) WHERE portfolio_id IS NOT NULL
+    # 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"})
+    assert r1["created"] == 2
+    r2 = repo.reconcile_universe(inst, DAY, {"pf-a", "pf-b"})  # idempotent (ON CONFLICT)
+    assert r2["created"] == 0
+    assert repo.find_slot_by_portfolio(inst, "pf-a") is not None
+    assert repo.count_active(inst) == 0
+    # pf-b leaves universe while inactive -> soft-retire
+    r3 = repo.reconcile_universe(inst, DAY, {"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):
    repo, svc, _ = _wire(pg_clean)
    assert svc.preallocate_daily_slots(DAY, 10) == 10
@@ -0,0 +1,86 @@
+"""dcy-020 / REQ-059 (BAT-028): 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"}
+
+
+def _wire(max_active):
+    repo = InMemorySlotRepository()
+    svc = SlotService(repo, instance_key=INST)
+    intents = IntentService(
+        svc, repo, InMemoryIntentStore(),
+        resolve_symbol=lambda pid: _SYMS.get(pid),
+        instance_key=INST, max_active_slots=max_active,
+    )
+    return repo, svc, intents
+
+
+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"))
+    assert d.status == "admitted"
+    slot = repo.find_slot_by_portfolio(INST, "pf-a")
+    assert slot.status is SlotState.PENDING_BUY and slot.symbol == "005930"
+
+
+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"))
+    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"))
+    assert d1.status == "admitted"
+    d2 = intents.submit_buy(BuyIntent(intent_id="b2", trading_date=DAY, 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
+
+
+def test_unknown_portfolio_when_no_asset_slot():
+    repo, svc, intents = _wire(max_active=2)
+    repo.reconcile_universe(INST, DAY, {"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"))
+    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"))
+    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"))
+    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"
@@ -0,0 +1,74 @@
+"""dcy-020 / REQ-058 (BAT-028): universe reconcile lifecycle (in-memory)."""
+from __future__ import annotations
+
+from datetime import date
+
+import pytest
+
+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"
+
+
+@pytest.fixture
+def repo():
+    return InMemorySlotRepository()
+
+
+def test_creates_asset_slots_idempotently(repo):
+    r1 = repo.reconcile_universe(INST, DAY, {"pf-a", "pf-b"})
+    assert r1["created"] == 2
+    # idempotent — second pass creates nothing
+    r2 = repo.reconcile_universe(INST, DAY, {"pf-a", "pf-b"})
+    assert r2["created"] == 0
+    assert repo.find_slot_by_portfolio(INST, "pf-a").status is SlotState.IDLE
+
+
+def test_soft_retire_inactive_asset_that_left_universe(repo):
+    repo.reconcile_universe(INST, DAY, {"pf-a", "pf-b"})
+    r = repo.reconcile_universe(INST, DAY, {"pf-a"})  # pf-b left
+    assert r["retired"] == 1
+    slot_b = repo.find_slot_by_portfolio(INST, "pf-b")
+    assert slot_b.retired_at is not None  # soft-retired, row preserved
+
+
+def test_tombstone_holding_asset_that_left_universe(repo):
+    svc = SlotService(repo, instance_key=INST)
+    repo.reconcile_universe(INST, DAY, {"pf-a"})
+    slot = repo.find_slot_by_portfolio(INST, "pf-a")
+    svc.transit_slot(slot.slot_id, slot.status, 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)
+    r = repo.reconcile_universe(INST, DAY, set())  # pf-a left while holding
+    assert r["tombstoned"] == 1 and r["retired"] == 0
+    held = repo.find_slot_by_portfolio(INST, "pf-a")
+    assert held.status is SlotState.HOLDING and held.retired_at is None  # protected
+
+
+def test_allow_retire_false_skips_retire(repo):
+    repo.reconcile_universe(INST, DAY, {"pf-a", "pf-b"})
+    r = repo.reconcile_universe(INST, DAY, {"pf-a"}, allow_retire=False)
+    assert r["retired"] == 0
+    assert repo.find_slot_by_portfolio(INST, "pf-b").retired_at is None
+
+
+def test_count_active(repo):
+    svc = SlotService(repo, instance_key=INST)
+    repo.reconcile_universe(INST, DAY, {"pf-a", "pf-b"})
+    assert repo.count_active(INST) == 0
+    slot = repo.find_slot_by_portfolio(INST, "pf-a")
+    svc.transit_slot(slot.slot_id, slot.status, SlotState.PENDING_BUY,
+                     reason="r", actor="a", symbol="005930")
+    assert repo.count_active(INST) == 1  # pending_buy counts as active
+
+
+def test_instance_isolation(repo):
+    repo.reconcile_universe("inst-1", DAY, {"pf-a"})
+    repo.reconcile_universe("inst-2", DAY, {"pf-a"})
+    # same portfolio_id, different instances -> two distinct slots
+    assert repo.find_slot_by_portfolio("inst-1", "pf-a").slot_id != \
+        repo.find_slot_by_portfolio("inst-2", "pf-a").slot_id
+    assert repo.count_active("inst-1") == 0