feat: isolate strategy-owned KIS balances

2026-07-27 11:39:07 +09:00
parent 646ece93cb
commit b72bf9f394
7 changed files with 345 additions and 2 deletions
@@ -0,0 +1,90 @@
+from decimal import Decimal
+
+import pytest
+
+from trex_core.adapters.broker.ownership import (
+    OwnershipAwareBroker,
+    StrategyOwnershipStore,
+)
+from trex_core.application.broker_port import (
+    BalanceItem,
+    BrokerBalanceError,
+    FillStatus,
+    OrderAck,
+)
+
+
+class FakeBroker:
+    def __init__(self, balance, fill=None):
+        self.balance = balance
+        self.fill = fill or FillStatus(state="accepted")
+
+    def name(self):
+        return "fake"
+
+    def submit_order(self, req):
+        return OrderAck(accepted=True, broker_order_id="1")
+
+    def poll_fill(self, broker_order_id, *, side, symbol):
+        return self.fill
+
+    def cancel_order(self, broker_order_id, *, side, symbol, qty, venue="KRX"):
+        return True
+
+    def get_balance(self):
+        return self.balance
+
+    def get_current_price(self, symbol, market="J"):
+        return Decimal("1")
+
+
+def test_manual_balance_is_hidden_until_trex_fill(tmp_path):
+    store = StrategyOwnershipStore(tmp_path / "ownership.json")
+    broker = OwnershipAwareBroker(
+        FakeBroker([BalanceItem("005930", 19), BalanceItem("010120", 5)]),
+        store,
+    )
+    assert broker.get_balance() == []
+
+
+def test_confirmed_fill_is_persisted_once_and_manual_remainder_stays_hidden(tmp_path):
+    store = StrategyOwnershipStore(tmp_path / "ownership.json")
+    fill = FillStatus(
+        state="filled",
+        filled_qty=2,
+        execution_id="kis:1:2",
+    )
+    delegate = FakeBroker([BalanceItem("005930", 21)], fill)
+    broker = OwnershipAwareBroker(delegate, store)
+
+    broker.poll_fill("1", side="buy", symbol="005930")
+    broker.poll_fill("1", side="buy", symbol="005930")
+
+    assert broker.get_balance() == [BalanceItem("005930", 2)]
+    assert StrategyOwnershipStore(store.path).snapshot()[0] == {"005930": 2}
+
+
+def test_strategy_quantity_above_raw_broker_total_fails_closed(tmp_path):
+    store = StrategyOwnershipStore(tmp_path / "ownership.json")
+    store.apply_fill(
+        execution_id="buy-1",
+        symbol="005930",
+        side="buy",
+        quantity=4,
+    )
+    broker = OwnershipAwareBroker(FakeBroker([BalanceItem("005930", 3)]), store)
+
+    with pytest.raises(BrokerBalanceError) as exc:
+        broker.get_balance()
+    assert exc.value.code == "ownership_mismatch"
+
+
+def test_sell_cannot_reduce_below_strategy_owned_zero(tmp_path):
+    store = StrategyOwnershipStore(tmp_path / "ownership.json")
+    with pytest.raises(BrokerBalanceError):
+        store.apply_fill(
+            execution_id="sell-1",
+            symbol="005930",
+            side="sell",
+            quantity=1,
+        )