Fence unmanaged lifecycle by snapshot time

Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>

trex_core/application/portfolio.py

@@ -625,6 +625,18 @@ class InMemoryUnmanagedPositionStore:
         self._states: dict[tuple[str, str], dict] = {}
         self._audit: list[dict] = []
 
+    @staticmethod
+    def _latest_snapshot_at(state: dict) -> datetime:
+        resolved_at = state.get("resolved_at")
+        last_seen_at = state.get("last_seen_at")
+        if isinstance(resolved_at, datetime) and (
+            not isinstance(last_seen_at, datetime) or resolved_at >= last_seen_at
+        ):
+            return resolved_at
+        if isinstance(last_seen_at, datetime):
+            return last_seen_at
+        return state.get("updated_at") or state.get("created_at") or datetime.min.replace(tzinfo=UTC)
+
     def observe(
         self,
         *,
@@ -642,7 +654,21 @@ class InMemoryUnmanagedPositionStore:
             preserved = {} if existing is None else {
                 "created_at": existing.get("created_at", now),
             }
+            if existing is not None:
+                latest_snapshot_at = self._latest_snapshot_at(existing)
+                if now < latest_snapshot_at:
+                    return {
+                        "transition": "stale",
+                        "previous_quantity": previous_quantity,
+                        "state": dict(existing),
+                    }
             if existing is None or existing.get("lifecycle_state") == "resolved":
+                if existing is not None and now == self._latest_snapshot_at(existing):
+                    return {
+                        "transition": "stale",
+                        "previous_quantity": previous_quantity,
+                        "state": dict(existing),
+                    }
                 transition = "detected"
                 state = {
                     "instance_key": instance_key,
@@ -666,6 +692,12 @@ class InMemoryUnmanagedPositionStore:
                 }
                 self._states[key] = state
             elif int(existing["quantity"]) != int(quantity):
+                if now <= existing["last_seen_at"]:
+                    return {
+                        "transition": "stale",
+                        "previous_quantity": previous_quantity,
+                        "state": dict(existing),
+                    }
                 transition = "quantity_changed"
                 existing["quantity"] = quantity
                 existing["last_seen_at"] = now
@@ -676,8 +708,9 @@ class InMemoryUnmanagedPositionStore:
                 state = existing
             else:
                 transition = "unchanged"
-                existing["last_seen_at"] = now
-                existing["updated_at"] = now
+                if now > existing["last_seen_at"]:
+                    existing["last_seen_at"] = now
+                    existing["updated_at"] = now
                 state = existing
             if transition != "unchanged":
                 self._audit.append(
@@ -722,6 +755,8 @@ class InMemoryUnmanagedPositionStore:
                     continue
                 if state["symbol"] in observed_symbols:
                     continue
+                if now <= state["last_seen_at"]:
+                    continue
                 state["lifecycle_state"] = "resolved"
                 state["resolved_at"] = now
                 state["updated_at"] = now

trex_core/application/reconciliation.py

@@ -29,6 +29,7 @@ import hashlib
 import logging
 import math
 import re
+from datetime import UTC, datetime
 from typing import cast
 
 from trex_core.application.alarm_emitter import AlarmEmitter
@@ -407,6 +408,7 @@ def reconcile_core_holdings(
     Returns {key: 'error'|'qty_warning'|'ok'|'unmanaged_position'|
     'managed_non_holding_divergence'} for telemetry.
     """
+    snapshot_observed_at = datetime.now(tz=UTC)
     broker_qty: dict[str, int] = {
         item.symbol: int(item.hldg_qty) for item in broker.get_balance()
     }
@@ -507,6 +509,7 @@ def reconcile_core_holdings(
                             instance_key=instance_key,
                             symbol=sym,
                             quantity=bq,
+                            observed_at=snapshot_observed_at,
                         )
                     except Exception:  # noqa: BLE001
                         _log.exception(
@@ -555,6 +558,7 @@ def reconcile_core_holdings(
             for state in unmanaged_position_store.resolve_absent(
                 instance_key=instance_key,
                 observed_symbols=active_unmanaged_symbols,
+                observed_at=snapshot_observed_at,
             ):
                 _log.info(
                     "unmanaged position resolved: symbol=%s qty=%d instance_key=%s",