feat(safety-sell): dcy-007 core 자율 안전 매도 — BAT-010 기반 + BAT-011 트리거

dcy-007(core 자율 안전 매도) 전체 delivery. BAT-010 기반 인프라가 미커밋
상태였고 BAT-011 트리거 레이어와 공유 파일에서 섞여 있어 한 커밋으로 묶음.

BAT-010 (REQ-034/035/036/041, release-candidate):
- WatchdogStore(application/watchdog.py) + snapshot RPC 워치독 갱신
- Slot stop_loss_price/take_profit_price 필드 + 004_add_price_thresholds.sql
- SlotService.sell() 자율 매도 내부 경로 + idempotency
- SafetySellConfig env 5종 파싱

BAT-011 (REQ-037/038/039/040/042, release-candidate):
- SafetySellService(application/safety_sell.py): forced_close 만기 / stop-loss·
  take-profit KIS polling / 장 마감 강제 청산 + trex-safety-sell 7번째 스레드
- BrokerPort.get_current_price + KIS inquire-price(TTTC8397R/VTTC8397R, stck_prpr)
  + paper stub
- SlotService.update_thresholds() + intent RPC update_thresholds 액션
  (부분 갱신/null 해제, 워치독 last_seen_at 리셋)
- baseline 3문서 정합(interface-contract/runtime-flows/project-structure)

거버넌스: REQ-034~042 Implemented 동기화, BAT-010/011 release-candidate,
dcy-007 discovery 포함.

검증: 신규 38 테스트 green, 단위 236 passed/23 skipped,
인프라 게이트(PG+RabbitMQ) 259 passed(마이그레이션 001~004 round-trip 포함),
ruff clean.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
2026-06-07 08:32:30 +09:00
co-authored by Claude Opus 4.8
parent e4e5228972
commit a30efa8f3b
47 changed files with 3399 additions and 36 deletions
+32
View File
@@ -11,6 +11,7 @@ Endpoints: /oauth2/tokenP (token), /uapi/domestic-stock/v1/trading/order-cash
from __future__ import annotations
from datetime import datetime, timedelta, timezone
from decimal import Decimal, InvalidOperation
from typing import Optional
import httpx
@@ -119,6 +120,10 @@ class KISBroker:
return "VTTC0012U" if side == "buy" else "VTTC0011U"
return "TTTC0012U" if side == "buy" else "TTTC0011U"
def _tr_price(self) -> str:
"""tr_id for current-price inquiry (REQ-038 AC-7)."""
return "VTTC8397R" if self._mock else "TTTC8397R"
# --- BrokerPort ---
def submit_order(self, req: OrderRequest) -> OrderAck:
cano, product = self._account()
@@ -234,6 +239,33 @@ class KISBroker:
out.append(BalanceItem(symbol=symbol, hldg_qty=qty))
return out
def get_current_price(self, symbol: str) -> Optional[Decimal]:
"""Current traded price `stck_prpr` via KIS inquire-price (REQ-038).
tr_id: `TTTC8397R` (live) / `VTTC8397R` (mock) per REQ-038 AC-7.
Returns None on network/parse error or missing price so the
safety-sell worker skips the slot this tick (no false trigger).
"""
params = {"FID_COND_MRKT_DIV_CODE": "J", "FID_INPUT_ISCD": symbol}
try:
resp = httpx.get(
f"{self._base_url}/uapi/domestic-stock/v1/quotations/inquire-price",
headers=self._headers(self._tr_price()), params=params, timeout=self._timeout,
)
payload = resp.json()
except (httpx.HTTPError, ValueError):
return None
if str(payload.get("rt_cd")) != "0":
return None
out = payload.get("output") or {}
raw = out.get("stck_prpr")
if raw is None or str(raw).strip() == "":
return None
try:
return Decimal(str(raw).strip())
except (InvalidOperation, ValueError):
return None
def cancel_order(self, broker_order_id: str, *, side: str, symbol: str, qty: int) -> bool:
cano, product = self._account()
parts = broker_order_id.split(":")
+14
View File
@@ -8,6 +8,7 @@ execution code path that production (KIS) takes.
from __future__ import annotations
import threading
from decimal import Decimal
from typing import Optional
from trex_core.application.broker_port import (
@@ -52,6 +53,8 @@ class PaperBroker:
self._orders: dict[str, _Order] = {}
self._seq = 0
self._lock = threading.Lock()
# REQ-038: programmable current price for safety-sell scenario tests.
self._prices: dict[str, Decimal] = {}
def name(self) -> str:
return "paper"
@@ -111,3 +114,14 @@ class PaperBroker:
balances[o.symbol] = balances.get(o.symbol, 0) + sign * int(o.filled)
return [BalanceItem(symbol=sym, hldg_qty=qty)
for sym, qty in balances.items() if qty != 0]
# --- REQ-038: programmable current price (safety-sell scenario double) ---
def set_current_price(self, symbol: str, price: Decimal) -> None:
"""Program the current price returned by get_current_price(symbol)."""
with self._lock:
self._prices[symbol] = Decimal(str(price))
def get_current_price(self, symbol: str) -> Optional[Decimal]:
"""Return the programmed current price for symbol, or None if unset."""
with self._lock:
return self._prices.get(symbol)
+16 -4
View File
@@ -29,7 +29,8 @@ from trex_core.domain.slot import Slot, SlotNotFoundError, SlotState, SlotTransi
_SLOT_COLUMNS = (
"slot_id, trading_date, status, symbol, qty, avg_price, entry_price, "
"allocated_capital, order_id, strategy_id, broker_order_id, portfolio_id, "
"sell_strategy_id, forced_close_at, created_at, updated_at"
"sell_strategy_id, forced_close_at, stop_loss_price, take_profit_price, "
"created_at, updated_at"
)
@@ -122,12 +123,14 @@ class PostgreSQLSlotRepository:
"UPDATE daily_slot SET status=%s, symbol=%s, qty=%s, avg_price=%s, "
"entry_price=%s, allocated_capital=%s, order_id=%s, strategy_id=%s, "
"broker_order_id=%s, portfolio_id=%s, sell_strategy_id=%s, "
"forced_close_at=%s, updated_at=%s WHERE slot_id=%s",
"forced_close_at=%s, stop_loss_price=%s, take_profit_price=%s, "
"updated_at=%s WHERE slot_id=%s",
(
slot.status.value, slot.symbol, slot.qty, slot.avg_price,
slot.entry_price, slot.allocated_capital, slot.order_id,
slot.strategy_id, slot.broker_order_id, slot.portfolio_id,
slot.sell_strategy_id, slot.forced_close_at,
slot.stop_loss_price, slot.take_profit_price,
slot.updated_at or datetime.now(tz=timezone.utc), slot.slot_id,
),
)
@@ -229,7 +232,14 @@ class PostgreSQLSlotRepository:
@staticmethod
def _row_to_slot(row: tuple) -> Slot:
from decimal import Decimal
f = lambda v: float(v) if v is not None else None # noqa: E731
d = lambda v: Decimal(str(v)) if v is not None else None # noqa: E731
# Column order: slot_id(0) trading_date(1) status(2) symbol(3) qty(4)
# avg_price(5) entry_price(6) allocated_capital(7) order_id(8)
# strategy_id(9) broker_order_id(10) portfolio_id(11) sell_strategy_id(12)
# forced_close_at(13) stop_loss_price(14) take_profit_price(15)
# created_at(16) updated_at(17)
return Slot(
slot_id=row[0] if isinstance(row[0], UUID) else UUID(str(row[0])),
trading_date=row[1],
@@ -245,8 +255,10 @@ class PostgreSQLSlotRepository:
portfolio_id=row[11],
sell_strategy_id=row[12],
forced_close_at=row[13],
created_at=row[14],
updated_at=row[15],
stop_loss_price=d(row[14]),
take_profit_price=d(row[15]),
created_at=row[16],
updated_at=row[17],
)
@@ -0,0 +1,4 @@
-- BAT-010 / REQ-035: additive price threshold columns for stop-loss / take-profit.
-- Existing rows get NULL, which is the correct default (no threshold set).
ALTER TABLE daily_slot ADD COLUMN IF NOT EXISTS stop_loss_price NUMERIC;
ALTER TABLE daily_slot ADD COLUMN IF NOT EXISTS take_profit_price NUMERIC;