fix(execution): dcy-012 매도 가격 버그 정정 — slot entry_price→limit_price rename (BAT-016)

매도(sell) 주문이 현재가가 아닌 매수가(entry_price) 지정가로 나가던 버그(issue #10) 정정. 슬롯의 매수 전용 entry_price 를 side 무관 "현재 pending 주문 지정가" limit_price 로 내부 rename 하고, pending 이탈(→holding/→closed) 시 clear 해 매수 지정가가 매도로 누수되는 경로를 구조적으로 제거. 거버넌스: 전부 change-req (신규 REQ 없음, dcy-012 OQ-3). - REQ-002: Slot entry_price→limit_price rename + clear-on-exit 생애주기 - REQ-006: daily_slot 컬럼 rename 마이그레이션 006 (idempotent) + persistence 매핑 - REQ-013: _dispatch 가 slot.limit_price 단일 필드로 가격/주문유형 결정 - REQ-007: SellIntent/sell payload optional limit_price + _admit_sell 운반 - REQ-036: SlotService.sell optional 가격 → 자율 매도(safety-sell/kill-switch) 시장가 - REQ-003: 컬럼 계약/드리프트 가드 limit_price 반영 - REQ-015: runtime-flows/interface-contract/data-model 정합 매도 정책(OQ-1 하이브리드): 가격 지정→지정가("00"), 미지정→시장가("01"). 자율 매도는 가격 미전달 → 항상 시장가 (손절 미체결 pending_sell 갇힘 방지, issue #9 연계). 검증: 단위 286 passed/32 skipped, 인프라 게이트(PG+RabbitMQ) 318 passed, ruff clean. 신규 test_sell_pricing(recording broker)로 지정가 매수 슬롯의 매도가 매수가 재사용 안 함을 직접 검증. BAT-016 release-candidate. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-08 13:41:46 +09:00
parent aee3512383
commit cc28e1fba5
28 changed files with 1003 additions and 25 deletions
@@ -0,0 +1,125 @@
+"""Sell-order pricing tests (dcy-012 / issue #10).
+
+Verifies the slot's side-agnostic ``limit_price`` drives dispatch and that a buy
+limit never leaks into the sell order (the entry_price-reuse bug). A recording
+paper broker captures each OrderRequest so order_type/limit_price are asserted
+directly. Critical: the bug only reproduces on a LIMIT-buy slot (limit_price
+populated), so every scenario enters via a limit buy.
+"""
+from __future__ import annotations
+
+from datetime import date
+
+from trex_core.adapters.broker.paper import PaperBroker
+from trex_core.adapters.persistence.in_memory_intent_store import InMemoryIntentStore
+from trex_core.application.execution import ExecutionService
+from trex_core.application.intents import BuyIntent, IntentService, SellIntent
+from trex_core.domain.slot import SlotService, SlotState
+from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
+
+DAY = date(2026, 6, 4)
+
+
+class _RecordingPaper(PaperBroker):
+    """PaperBroker that records every submitted OrderRequest."""
+
+    def __init__(self, **kw) -> None:
+        super().__init__(**kw)
+        self.requests = []
+
+    def submit_order(self, req):
+        self.requests.append(req)
+        return super().submit_order(req)
+
+
+def _wire(broker):
+    repo = InMemorySlotRepository()
+    svc = SlotService(repo)
+    intents = IntentService(svc, repo, InMemoryIntentStore())
+    execution = ExecutionService(svc, repo, broker)
+    svc.preallocate_daily_slots(DAY, 5)
+    return repo, svc, intents, execution
+
+
+def _limit_buy_to_holding(intents, execution, *, entry_price=1000):
+    """Admit a LIMIT buy (entry_price set) and run to holding."""
+    d = intents.submit_buy(
+        BuyIntent(
+            intent_id="b1", trading_date=DAY, portfolio_id="PF-1",
+            symbol="005930", qty=10, entry_price=entry_price,
+        )
+    )
+    execution.run_once()  # dispatch buy + fill -> holding
+    return d.slot_id
+
+
+def test_limit_buy_then_market_sell_does_not_reuse_buy_limit():
+    """S-1 (a): the core bug — limit-buy slot sells at MARKET, not the buy limit."""
+    broker = _RecordingPaper(fill_after_polls=0)
+    repo, svc, intents, execution = _wire(broker)
+    sid = _limit_buy_to_holding(intents, execution)
+    # buy went out as a limit order at the entry price
+    buy_req = broker.requests[0]
+    assert buy_req.side == "buy" and buy_req.order_type == "00" and buy_req.limit_price == 1000
+    # holding slot's limit_price is cleared (no buy-limit leak)
+    assert repo.fetch_slot(sid).limit_price is None
+
+    intents.submit_sell(SellIntent(intent_id="s1", slot_id=sid))  # no price => market
+    execution.run_once()  # dispatch sell + fill -> closed
+    sell_req = broker.requests[1]
+    assert sell_req.side == "sell"
+    assert sell_req.order_type == "01"        # market, NOT "00"
+    assert sell_req.limit_price is None        # buy entry price NOT reused
+    assert repo.fetch_slot(sid).status is SlotState.CLOSED
+
+
+def test_limit_buy_then_limit_sell_uses_intent_price():
+    """S-1 (b): a sell intent that carries a price dispatches as a limit order."""
+    broker = _RecordingPaper(fill_after_polls=0)
+    repo, svc, intents, execution = _wire(broker)
+    sid = _limit_buy_to_holding(intents, execution)
+
+    intents.submit_sell(SellIntent(intent_id="s1", slot_id=sid, limit_price=2000))
+    assert repo.fetch_slot(sid).limit_price == 2000  # set on pending_sell entry
+    execution.run_once()
+    sell_req = broker.requests[1]
+    assert sell_req.side == "sell"
+    assert sell_req.order_type == "00"        # limit
+    assert sell_req.limit_price == 2000        # the intent's price, not the buy entry
+
+
+def test_safety_sell_dispatches_at_market():
+    """S-2: SlotService.sell (no price) => market sell, slot closes (no pending_sell trap)."""
+    broker = _RecordingPaper(fill_after_polls=0)
+    repo, svc, intents, execution = _wire(broker)
+    sid = _limit_buy_to_holding(intents, execution)
+
+    svc.sell(sid, actor="safety_sell", reason="stop_loss")  # autonomous, no price
+    assert repo.fetch_slot(sid).status is SlotState.PENDING_SELL
+    assert repo.fetch_slot(sid).limit_price is None
+    execution.run_once()
+    sell_req = broker.requests[1]
+    assert sell_req.order_type == "01" and sell_req.limit_price is None
+    assert repo.fetch_slot(sid).status is SlotState.CLOSED
+
+
+def test_market_buy_slot_sells_at_market_regression():
+    """S-1 (c): market-buy slot (entry_price=None) keeps selling at market."""
+    broker = _RecordingPaper(fill_after_polls=0)
+    repo, svc, intents, execution = _wire(broker)
+    intents.submit_buy(
+        BuyIntent(
+            intent_id="b1", trading_date=DAY, portfolio_id="PF-1",
+            symbol="005930", qty=10, entry_price=None,  # market buy
+        )
+    )
+    execution.run_once()
+    buy_req = broker.requests[0]
+    assert buy_req.order_type == "01" and buy_req.limit_price is None
+    sid = repo.fetch_slot  # noqa: F841 - keep readability
+    # find the holding slot
+    holding = next(s for s in repo._slots.values() if s.status is SlotState.HOLDING)
+    intents.submit_sell(SellIntent(intent_id="s1", slot_id=holding.slot_id))
+    execution.run_once()
+    sell_req = broker.requests[1]
+    assert sell_req.order_type == "01" and sell_req.limit_price is None
@@ -104,11 +104,13 @@ class TestTransitHappyPath:
        service.transit_slot(
            slot.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
            reason="filled", actor="order_exec",
-            avg_price=70_000, entry_price=70_000,
+            avg_price=70_000,
        )
        cur = repo.fetch_slot(slot.slot_id)
        assert cur.status is SlotState.HOLDING
        assert cur.avg_price == 70_000
+        # dcy-012: limit_price (pending order limit) is cleared on entering holding.
+        assert cur.limit_price is None

    def test_pending_buy_to_idle_rollback_preserves_symbol_until_recovery(
        self, service, repo, trading_day,
@@ -146,7 +148,7 @@ class TestClosedToIdleRecovery:
        )
        service.transit_slot(
            slot.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
-            reason="filled", actor="oe", avg_price=70_000, entry_price=70_000,
+            reason="filled", actor="oe", avg_price=70_000,
        )
        service.transit_slot(
            slot.slot_id, SlotState.HOLDING, SlotState.PENDING_SELL,