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
@@ -85,6 +85,9 @@ class IntentService:
        slot_repo: SlotRepository,
        intent_store: IntentStore,
        resolve_symbol=None,
+        *,
+        instance_key: str = "default",
+        max_active_slots: Optional[int] = None,
    ) -> None:
        self._svc = slot_service
        self._repo = slot_repo
@@ -93,6 +96,11 @@ class IntentService:
        # callable(portfolio_id) -> Optional[str]. When set, admission resolves symbol
        # from the universe and rejects unknown_portfolio if absent.
        self._resolve_symbol = resolve_symbol
+        # dcy-020 / REQ-059 (BAT-028): asset-centric mode gate. When max_active_slots
+        # is set, buy admission activates the asset's permanent slot under an M cap
+        # (FCFS, no eviction); otherwise the legacy pool path runs (unchanged).
+        self._instance_key = instance_key
+        self._max_active_slots = max_active_slots

    # ------------------------------------------------------------
    def lookup(self, intent_id: str) -> Optional[IntentDecision]:
@@ -163,6 +171,9 @@ class IntentService:
        elif not symbol:
            # No resolver wired and no symbol carried — cannot determine the order target.
            return IntentDecision(intent.intent_id, "rejected", None, "unknown_portfolio")
+        # dcy-020 / REQ-059 (BAT-028): asset-centric admission when M is configured.
+        if self._max_active_slots is not None:
+            return self._admit_buy_asset_centric(intent, symbol)
        # Retry on the last-candidate race: another intent may claim the slot
        # between our find and transit (SlotStateMismatchError).
        # dcy-019 / REQ-007: admission candidate is idle ∪ closed (closed-slot
@@ -199,6 +210,48 @@ class IntentService:
            return IntentDecision(intent.intent_id, "admitted", updated.slot_id, None)
        return IntentDecision(intent.intent_id, "rejected", None, "idle_slot_contended")

+    # ------------------------------------------------------------
+    def _admit_buy_asset_centric(self, intent: BuyIntent, symbol: str) -> IntentDecision:
+        """dcy-020 / REQ-059: activate the asset's permanent slot under the M cap.
+
+        FCFS + no eviction: if the asset is already active -> already_active; if the
+        instance is at M active slots -> capacity_full (existing holdings untouched,
+        incl. over-cap when M is lowered). Single intent thread + instance-scoped
+        advisory lock serialize admissions (REQ-002 NFR-1 / dcy-020 OQ-1)."""
+        _ACTIVE = (SlotState.PENDING_BUY, SlotState.HOLDING, SlotState.PENDING_SELL)
+        for _ in range(_MAX_IDLE_RETRY):
+            slot = self._repo.find_slot_by_portfolio(self._instance_key, intent.portfolio_id)
+            if slot is None:
+                # no asset slot for this instance (not in reconciled universe)
+                return IntentDecision(intent.intent_id, "rejected", None, "unknown_portfolio")
+            if slot.status in _ACTIVE:
+                return IntentDecision(intent.intent_id, "rejected", None, "already_active")
+            if self._repo.count_active(self._instance_key) >= self._max_active_slots:
+                return IntentDecision(intent.intent_id, "rejected", None, "capacity_full")
+            try:
+                updated = self._svc.transit_slot(
+                    slot.slot_id,
+                    slot.status,
+                    SlotState.PENDING_BUY,
+                    reason="buy_intent",
+                    actor="intent_api",
+                    symbol=symbol,
+                    qty=intent.qty,
+                    allocated_capital=intent.allocated_capital,
+                    limit_price=intent.entry_price,
+                    strategy_id=intent.strategy_id,
+                    sell_strategy_id=intent.sell_strategy_id,
+                    portfolio_id=intent.portfolio_id,
+                    forced_close_at=intent.forced_close_at,
+                    stop_loss_price=intent.stop_loss_price,
+                    take_profit_price=intent.take_profit_price,
+                    extra={"intent_id": intent.intent_id, "symbol": symbol},
+                )
+            except SlotStateMismatchError:
+                continue  # slot changed under us; re-fetch and re-evaluate
+            return IntentDecision(intent.intent_id, "admitted", updated.slot_id, None)
+        return IntentDecision(intent.intent_id, "rejected", None, "already_active")
+
    def _admit_sell(self, intent: SellIntent) -> IntentDecision:
        slot = self._repo.fetch_slot(intent.slot_id)
        if slot is None:
@@ -37,6 +37,10 @@ class SnapshotScheduler:
        broker: BrokerPort,
        schedule_kst: time = time(hour=7, minute=30),
        clock: Optional[Callable[[], datetime]] = None,
+        slot_repo=None,
+        instance_key: str = "default",
+        reconcile_enabled: bool = False,
+        trading_date_fn: Optional[Callable[[], object]] = None,
    ) -> None:
        self._read = read_port
        self._store = store
@@ -45,6 +49,13 @@ class SnapshotScheduler:
        self._clock = clock or (lambda: datetime.now(tz=timezone.utc))
        self._daemon_id: Optional[str] = None
        self._last_fired_date: Optional[datetime] = None
+        # dcy-020 / REQ-058 (BAT-028): asset-centric slot reconcile after each
+        # universe fetch (only when enabled = asset-centric mode).
+        self._slot_repo = slot_repo
+        self._instance_key = instance_key
+        self._reconcile_enabled = reconcile_enabled
+        self._trading_date_fn = trading_date_fn
+        self._last_universe_size: Optional[int] = None

    # ---- callable from a daemon thread loop --------------------------------
    def run_forever(self, stop: threading.Event, *, tick_sec: float = 60.0) -> None:
@@ -99,5 +110,36 @@ class SnapshotScheduler:
            reconcile_positions(store=self._store, broker=self._broker)
        except Exception:  # noqa: BLE001
            _log.exception("reconciliation pass failed")
+        if self._reconcile_enabled and self._slot_repo is not None:
+            try:
+                self._reconcile_slots(items)
+            except Exception:  # noqa: BLE001
+                _log.exception("slot reconcile pass failed")
        self._last_fired_date = self._clock()
        return True
+
+    # ---- asset-centric slot reconcile (dcy-020/REQ-058, BAT-028) ----------
+    def _reconcile_slots(self, items: list) -> None:
+        universe = {it.portfolio_id for it in items if getattr(it, "portfolio_id", None)}
+        if not universe:
+            _log.warning("slot reconcile skipped: empty universe (degrade guard)")
+            return
+        # mass-disappearance guard (D3): retire 보류 on N→0 (above) or >=50% shrink
+        allow_retire = True
+        prior = self._last_universe_size
+        if prior is not None and len(universe) < 0.5 * prior:
+            allow_retire = False
+            _log.warning(
+                "slot reconcile: universe shrank %d->%d (>=50%%) — retire held",
+                prior, len(universe),
+            )
+        if self._trading_date_fn is not None:
+            trading_date = self._trading_date_fn()
+        else:
+            trading_date = self._clock().date()
+        result = self._slot_repo.reconcile_universe(
+            self._instance_key, trading_date, universe, allow_retire=allow_retire,
+        )
+        self._last_universe_size = len(universe)
+        if any(result.values()):
+            _log.info("slot reconcile: %s (instance=%s)", result, self._instance_key)