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>
This commit is contained in:
2026-06-10 11:14:50 +09:00
co-authored by Claude Opus 4.8
parent 587e987c5c
commit 8a377e6fb3
11 changed files with 476 additions and 9 deletions
@@ -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