fix: preserve sell event routing owner

2026-09-20 20:34:00 +09:00
parent 3f6a967aa1
commit c66acf6e47
20 changed files with 766 additions and 32 deletions
@@ -65,7 +65,7 @@ class ProgrammableBroker:
        return None


-def _wire(broker, *, stale_sec=None):
+def _wire(broker, *, stale_sec=None, event_emitter=None):
    repo = InMemorySlotRepository()
    svc = SlotService(repo)
    intents = IntentService(svc, repo, InMemoryIntentStore(),
@@ -74,7 +74,7 @@ def _wire(broker, *, stale_sec=None):
    ledger = InMemoryLedger()
    execution = ExecutionService(
        svc, repo, broker, ledger_outbox=outbox,
-        stale_pending_threshold_sec=stale_sec,
+        stale_pending_threshold_sec=stale_sec, event_emitter=event_emitter,
    )
    writer = LedgerWriter(outbox, ledger)
    repo.reconcile_universe("default", {"PF-1": "SYM"})
@@ -104,6 +104,64 @@ def test_full_external_cancel_returns_slot_to_holding():
    assert r.rolled_back == 1


+def test_zero_fill_cancel_preserves_owner_for_ownerless_resell():
+    broker = ProgrammableBroker()
+    repo, _svc, intents, execution, _ledger, _writer = _wire(broker)
+    sid = _buy_to_holding(intents, execution)
+    assert sid is not None
+
+    intents.submit_sell(SellIntent(
+        intent_id="s-owner-1", slot_id=sid, sell_strategy_id="SELL-B",
+    ))
+    broker.responder = lambda side: FillStatus(state="cancelled")
+    execution.run_once()
+
+    holding = repo.fetch_slot(sid)
+    assert holding is not None
+    assert holding.status is SlotState.HOLDING
+    assert holding.sell_strategy_id == "SELL-B"
+
+    intents.submit_sell(SellIntent(intent_id="s-owner-2", slot_id=sid))
+    pending = repo.fetch_slot(sid)
+    assert pending is not None
+    assert pending.status is SlotState.PENDING_SELL
+    assert pending.sell_strategy_id == "SELL-B"
+
+
+
+def test_partial_sell_cancel_routes_with_sell_owner_and_preserves_it():
+    emitted: list[tuple[str, str | None]] = []
+
+    def emitter(event_type, _slot, owner=None):
+        emitted.append((event_type, owner))
+
+    broker = ProgrammableBroker()
+    repo, _svc, intents, execution, _ledger, _writer = _wire(
+        broker, event_emitter=emitter,
+    )
+    sid = _buy_to_holding(intents, execution)
+    assert sid is not None
+    intents.submit_sell(SellIntent(
+        intent_id="s-partial-owner", slot_id=sid, sell_strategy_id="SELL-B",
+    ))
+    broker.balance["005930"] = 6
+    broker.responder = lambda side: FillStatus(
+        state="partially_filled",
+        filled_qty=4,
+        avg_price=1100.0,
+        execution_id="exec-partial-owner",
+        cancelled=True,
+    )
+
+    execution.run_once()
+
+    holding = repo.fetch_slot(sid)
+    assert holding is not None
+    assert holding.status is SlotState.HOLDING
+    assert holding.sell_strategy_id == "SELL-B"
+    assert ("slot_filled_sell", "SELL-B") in emitted
+
+
 def test_unresolved_poll_observability_is_sanitized_and_deduplicated(caplog):
    broker = ProgrammableBroker()
    repo, _svc, intents, execution, _ledger, _writer = _wire(broker)
@@ -1,6 +1,7 @@
 """Slot transition event emission tests (REQ-021 + REQ-023 + REQ-018 hook)."""
 from __future__ import annotations

+import logging
 import threading
 import time
 from trex_core.adapters.broker.paper import PaperBroker
@@ -218,3 +219,213 @@ def test_sell_fill_dlq_sentinel_absent_when_strategy_id_set():
    assert bad_keys == [], (
        f"DLQ-sentinel routing keys found (strategy_id=None leak): {bad_keys}"
    )
+
+
+def test_sell_fill_prefers_admission_sell_strategy_owner():
+    emitted: list[tuple[str, str | None]] = []
+
+    def emitter(event_type: str, _slot, owner: str | None = None) -> None:
+        emitted.append((event_type, owner))
+
+    repo = InMemorySlotRepository()
+    svc = SlotService(repo)
+    intents = IntentService(
+        svc,
+        repo,
+        InMemoryIntentStore(),
+        resolve_symbol=lambda _pid: "005930",
+    )
+    outbox = InMemoryLedgerOutbox(instance_key="test-instance")
+    execution = ExecutionService(
+        svc,
+        repo,
+        PaperBroker(fill_after_polls=0),
+        ledger_outbox=outbox,
+        event_emitter=emitter,
+    )
+    repo.reconcile_universe("default", {"PF-1": "SYM"})
+
+    decision = intents.submit_buy(BuyIntent(
+        intent_id="b-owner", qty=10, strategy_id="BUY-A", portfolio_id="PF-1",
+    ))
+    assert decision.slot_id is not None
+    execution.run_once()
+    intents.submit_sell(SellIntent(
+        intent_id="s-owner", slot_id=decision.slot_id, sell_strategy_id="SELL-B",
+    ))
+    pending = repo.fetch_slot(decision.slot_id)
+    assert pending is not None
+    assert pending.sell_strategy_id == "SELL-B"
+
+    execution.run_once()
+
+    assert ("slot_filled_sell", "SELL-B") in emitted
+    assert ("slot_filled_sell", "BUY-A") not in emitted
+    execution.run_once()
+    assert emitted.count(("slot_filled_sell", "SELL-B")) == 1
+
+
+def test_ownerless_sell_admission_persists_legacy_buy_owner():
+    repo, _svc, intents, execution, _writer = _wire(InMemoryTransport())
+    decision = intents.submit_buy(BuyIntent(
+        intent_id="b-legacy-owner", qty=10, strategy_id="BUY-A", portfolio_id="PF-1",
+    ))
+    assert decision.slot_id is not None
+    execution.run_once()
+
+    intents.submit_sell(SellIntent(
+        intent_id="s-legacy-owner",
+        slot_id=decision.slot_id,
+        sell_strategy_id="   ",
+    ))
+
+    pending = repo.fetch_slot(decision.slot_id)
+    assert pending is not None
+    assert pending.sell_strategy_id == "BUY-A"
+
+
+def test_sell_owner_survives_execution_service_restart():
+    emitted: list[tuple[str, str | None]] = []
+
+    def emitter(event_type: str, _slot, owner: str | None = None) -> None:
+        emitted.append((event_type, owner))
+
+    repo = InMemorySlotRepository()
+    svc = SlotService(repo)
+    intents = IntentService(
+        svc, repo, InMemoryIntentStore(), resolve_symbol=lambda _pid: "005930",
+    )
+    outbox = InMemoryLedgerOutbox(instance_key="default")
+    repo.reconcile_universe("default", {"PF-1": "SYM"})
+    broker = PaperBroker(fill_after_polls=0)
+    first_execution = ExecutionService(
+        svc, repo, broker, ledger_outbox=outbox,
+    )
+    decision = intents.submit_buy(BuyIntent(
+        intent_id="b-restart-owner", qty=10, strategy_id="BUY-A", portfolio_id="PF-1",
+    ))
+    assert decision.slot_id is not None
+    first_execution.run_once()
+    intents.submit_sell(SellIntent(
+        intent_id="s-restart-owner",
+        slot_id=decision.slot_id,
+        sell_strategy_id="SELL-B",
+    ))
+
+    restarted_execution = ExecutionService(
+        svc,
+        repo,
+        broker,
+        ledger_outbox=outbox,
+        event_emitter=emitter,
+    )
+    restarted_execution.run_once()
+
+    assert ("slot_filled_sell", "SELL-B") in emitted
+
+
+class _AlarmRecorder:
+    def __init__(self) -> None:
+        self.calls: list[tuple[str, dict]] = []
+
+    def publish_alarm(self, code, _title, *, fields=None, severity="critical"):
+        self.calls.append((code, {**(fields or {}), "severity": severity}))
+        return True
+
+
+def test_ownerless_sell_fill_is_skipped_without_financial_rollback(caplog):
+    emitted: list[tuple[str, str | None]] = []
+    alarm = _AlarmRecorder()
+
+    def emitter(event_type: str, _slot, owner: str | None = None) -> None:
+        emitted.append((event_type, owner))
+
+    repo = InMemorySlotRepository()
+    svc = SlotService(repo)
+    intents = IntentService(
+        svc,
+        repo,
+        InMemoryIntentStore(),
+        resolve_symbol=lambda _pid: "005930",
+    )
+    outbox = InMemoryLedgerOutbox(instance_key="test-instance")
+    execution = ExecutionService(
+        svc,
+        repo,
+        PaperBroker(fill_after_polls=0),
+        ledger_outbox=outbox,
+        event_emitter=emitter,
+        alarm_emitter=alarm,  # type: ignore[arg-type]
+        instance_key="default",
+    )
+    repo.reconcile_universe("default", {"PF-1": "SYM"})
+
+    decision = intents.submit_buy(BuyIntent(
+        intent_id="b-ownerless", qty=10, portfolio_id="PF-1",
+    ))
+    assert decision.slot_id is not None
+    execution.run_once()
+    intents.submit_sell(SellIntent(intent_id="s-ownerless", slot_id=decision.slot_id))
+
+    with caplog.at_level(logging.ERROR, logger="trex_core.application.execution"):
+        result = execution.run_once()
+
+    sell_calls = [call for call in emitted if call[0] == "slot_filled_sell"]
+    assert sell_calls == []
+    assert result.sell_event_owner_missing == 1
+    assert result.filled == 1
+    assert result.ledger_enqueued == 1
+    final_slot = repo.fetch_slot(decision.slot_id)
+    assert final_slot is not None
+    assert final_slot.status is SlotState.INACTIVE
+    assert any("reason=sell_event_owner_missing" in rec.message for rec in caplog.records)
+    assert alarm.calls == [(
+        "sell_event_owner_missing",
+        {
+            "instance_key": "default",
+            "slot_id": str(decision.slot_id),
+            "symbol": "005930",
+            "event_type": "slot_filled_sell",
+            "reason": "sell_event_owner_missing",
+            "severity": "critical",
+        },
+    )]
+
+
+def test_ownerless_sell_alarm_failure_does_not_rollback_fill():
+    class RaisingAlarm:
+        def publish_alarm(self, *_args, **_kwargs):
+            raise RuntimeError("alarm unavailable")
+
+    repo = InMemorySlotRepository()
+    svc = SlotService(repo)
+    intents = IntentService(
+        svc, repo, InMemoryIntentStore(), resolve_symbol=lambda _pid: "005930",
+    )
+    outbox = InMemoryLedgerOutbox(instance_key="default")
+    execution = ExecutionService(
+        svc,
+        repo,
+        PaperBroker(fill_after_polls=0),
+        ledger_outbox=outbox,
+        alarm_emitter=RaisingAlarm(),  # type: ignore[arg-type]
+        instance_key="default",
+    )
+    repo.reconcile_universe("default", {"PF-1": "SYM"})
+    decision = intents.submit_buy(BuyIntent(
+        intent_id="b-ownerless-alarm", qty=10, portfolio_id="PF-1",
+    ))
+    assert decision.slot_id is not None
+    execution.run_once()
+    intents.submit_sell(SellIntent(
+        intent_id="s-ownerless-alarm", slot_id=decision.slot_id,
+    ))
+
+    result = execution.run_once()
+
+    final_slot = repo.fetch_slot(decision.slot_id)
+    assert final_slot is not None
+    assert final_slot.status is SlotState.INACTIVE
+    assert result.filled == 1
+    assert result.ledger_enqueued == 1
+    assert result.sell_event_owner_missing == 1