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>
2026-06-07 08:32:30 +09:00
parent e4e5228972
commit a30efa8f3b
47 changed files with 3399 additions and 36 deletions
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+"""Safety-sell trigger service (REQ-037, REQ-038, REQ-039 / BAT-011).
+
+A single service that the `trex-safety-sell` daemon worker drives once per
+tick. It evaluates three autonomous sell triggers on `holding` slots:
+
+- forced_close_at expiry          (REQ-037) — watchdog-gated
+- stop-loss / take-profit price   (REQ-038) — watchdog-gated, KIS polling
+- market-close liquidation        (REQ-039) — watchdog-INDEPENDENT, once/day
+
+Watchdog gating: forced_close and price checks only act on slots whose
+watchdog has expired (strategy module is absent). During the grace period
+no expiry-gated trigger fires (REQ-034). Market-close liquidation ignores
+the watchdog and the grace period entirely (REQ-039 AC-2/AC-6).
+
+All sells go through `SlotService.sell()` (REQ-036), which is idempotent on
+`pending_sell` — so concurrent/duplicate triggers never double-submit.
+Each trigger is exception-isolated: a single slot's failure (KIS error,
+transition race) is logged and the loop continues (REQ-024 degrade policy).
+"""
+from __future__ import annotations
+
+import logging
+from datetime import date as date_cls
+from datetime import datetime, time as time_cls, timedelta, timezone
+
+from trex_core.application.broker_port import BrokerPort
+from trex_core.application.watchdog import WatchdogStore
+from trex_core.domain.slot import SlotRepository, SlotService, SlotState
+from trex_core.domain.slot.models import Slot
+from trex_core.runtime.config import SafetySellConfig
+
+_log = logging.getLogger(__name__)
+_KST = timezone(timedelta(hours=9))
+
+# Conservative KIS current-price quota guard (REQ-038 AC-8). When the
+# estimated hourly polling volume crosses this, we log a warning so the
+# operator can widen TREX_STOP_LOSS_POLL_INTERVAL.
+_KIS_PRICE_QUOTA_PER_HOUR = 1000
+
+_ACTOR = "trex-safety-sell"
+
+
+def _parse_kst_time(spec: str) -> time_cls:
+    parts = spec.split(":")
+    return time_cls(hour=int(parts[0]), minute=int(parts[1]) if len(parts) > 1 else 0)
+
+
+class SafetySellService:
+    """Evaluates safety-sell triggers for one daemon tick (REQ-037/038/039)."""
+
+    def __init__(
+        self,
+        *,
+        slot_repo: SlotRepository,
+        slot_service: SlotService,
+        broker: BrokerPort,
+        watchdog: WatchdogStore,
+        config: SafetySellConfig,
+    ) -> None:
+        self._repo = slot_repo
+        self._svc = slot_service
+        self._broker = broker
+        self._watchdog = watchdog
+        self._cfg = config
+        self._last_liquidation_date: date_cls | None = None
+        self._last_forced_close_at: datetime | None = None
+        self._last_price_check_at: datetime | None = None
+
+    @property
+    def base_tick_sec(self) -> float:
+        """Worker loop sleep — the finest of the configured check cadences."""
+        return float(max(
+            1,
+            min(self._cfg.forced_close_check_interval_sec,
+                self._cfg.stop_loss_poll_interval_sec),
+        ))
+
+    # ---------------------------------------------------------------- helpers
+    @staticmethod
+    def _trading_date(now: datetime) -> date_cls:
+        return now.astimezone(timezone.utc).date()
+
+    def _holding(self, now: datetime) -> list[Slot]:
+        return [s for s in self._repo.list_slots(self._trading_date(now))
+                if s.status is SlotState.HOLDING]
+
+    def _watchdog_expired(self, slot: Slot) -> bool:
+        return self._watchdog.is_expired(str(slot.slot_id), self._cfg.watchdog_timeout_sec)
+
+    def _in_grace(self) -> bool:
+        return self._watchdog.in_grace_period(self._cfg.watchdog_grace_period_sec)
+
+    def _safe_sell(self, slot: Slot, reason: str) -> bool:
+        try:
+            self._svc.sell(slot.slot_id, actor=_ACTOR, reason=reason)
+            return True
+        except Exception:  # noqa: BLE001 - one slot's failure must not stop the loop
+            _log.warning("safety-sell failed (slot=%s reason=%s)",
+                         slot.slot_id, reason, exc_info=True)
+            return False
+
+    def estimated_hourly_kis_calls(self, n_slots: int) -> int:
+        """REQ-038 AC-8: worst-case current-price polls per hour for n_slots."""
+        interval = max(1, self._cfg.stop_loss_poll_interval_sec)
+        return n_slots * (3600 // interval)
+
+    # ---------------------------------------------------- REQ-037 forced_close
+    def check_forced_close(self, now: datetime) -> list:
+        """Sell holding+watchdog-expired slots whose forced_close_at has passed."""
+        if self._in_grace():
+            return []
+        fired = []
+        for s in self._holding(now):
+            if s.forced_close_at is None:
+                continue
+            if not self._watchdog_expired(s):
+                continue  # strategy module active — do not interfere (AC-3)
+            if s.forced_close_at <= now and self._safe_sell(s, "forced_close_at"):
+                fired.append(s.slot_id)
+        return fired
+
+    # ----------------------------------------------- REQ-038 stop-loss/take-profit
+    def check_prices(self, now: datetime) -> list:
+        """Poll KIS current price for eligible slots and trigger SL/TP sells."""
+        if self._in_grace():
+            return []
+        candidates = [
+            s for s in self._holding(now)
+            if (s.stop_loss_price is not None or s.take_profit_price is not None)
+            and self._watchdog_expired(s)  # no KIS call for watchdog-active (AC-4)
+        ]
+        if self.estimated_hourly_kis_calls(len(candidates)) > _KIS_PRICE_QUOTA_PER_HOUR:
+            _log.warning(
+                "safety-sell KIS price polling may exceed quota: ~%d calls/hour "
+                "(%d slots, interval=%ds). Consider widening TREX_STOP_LOSS_POLL_INTERVAL.",
+                self.estimated_hourly_kis_calls(len(candidates)),
+                len(candidates), self._cfg.stop_loss_poll_interval_sec,
+            )
+        fired = []
+        for s in candidates:
+            price = self._broker.get_current_price(s.symbol)
+            if price is None:
+                continue  # unavailable — skip, retry next tick (no false trigger)
+            if s.stop_loss_price is not None and price <= s.stop_loss_price:
+                if self._safe_sell(s, "stop_loss"):
+                    fired.append(s.slot_id)
+            elif s.take_profit_price is not None and price >= s.take_profit_price:
+                if self._safe_sell(s, "take_profit"):
+                    fired.append(s.slot_id)
+        return fired
+
+    # ------------------------------------------------ REQ-039 market-close liquidation
+    def check_market_close(self, now: datetime) -> list:
+        """Liquidate ALL holding slots at the configured KST time, once per day."""
+        spec = self._cfg.market_close_liquidation_time
+        if not spec:
+            return []  # feature disabled (AC-3)
+        now_kst = now.astimezone(_KST)
+        today = now_kst.date()
+        if self._last_liquidation_date == today:
+            return []  # already fired this trading day (AC-4)
+        if now_kst.time() < _parse_kst_time(spec):
+            return []  # not yet
+        fired = []
+        for s in self._holding(now):  # watchdog/grace ignored (AC-2/AC-6)
+            if self._safe_sell(s, "market_close_liquidation"):
+                fired.append(s.slot_id)
+        self._last_liquidation_date = today
+        return fired
+
+    # ----------------------------------------------------------------- run_once
+    def run_once(self, now: datetime | None = None) -> None:
+        """One worker tick — market-close, then cadence-gated forced_close + prices."""
+        now = now or datetime.now(tz=timezone.utc)
+        try:
+            self.check_market_close(now)
+        except Exception:  # noqa: BLE001
+            _log.warning("market-close liquidation tick failed", exc_info=True)
+        if self._due(self._last_forced_close_at, now, self._cfg.forced_close_check_interval_sec):
+            self._last_forced_close_at = now
+            self.check_forced_close(now)
+        if self._due(self._last_price_check_at, now, self._cfg.stop_loss_poll_interval_sec):
+            self._last_price_check_at = now
+            self.check_prices(now)
+
+    @staticmethod
+    def _due(last: datetime | None, now: datetime, interval_sec: int) -> bool:
+        if last is None:
+            return True
+        return (now - last).total_seconds() >= interval_sec