trex/trex-core
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

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

Browse Source 
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>
This commit is contained in:
genichin
2026-06-08 13:41:46 +09:00
co-authored by Claude Opus 4.8
parent aee3512383
commit cc28e1fba5
28 changed files with 1003 additions and 25 deletions
Download Patch File Download Diff File Expand all files Collapse all files
trex_core/adapters/persistence/postgresql.py
+5 -5
View File
@@ -27,7 +27,7 @@ from trex_core.application.ports import IntentRecord
from trex_core.domain.slot import Slot, SlotNotFoundError, SlotState, SlotTransitionRecord
_SLOT_COLUMNS = (
"slot_id, trading_date, status, symbol, qty, avg_price, entry_price, "
"slot_id, trading_date, status, symbol, qty, avg_price, limit_price, "
"allocated_capital, order_id, strategy_id, broker_order_id, portfolio_id, "
"sell_strategy_id, forced_close_at, stop_loss_price, take_profit_price, "
"created_at, updated_at"
@@ -121,13 +121,13 @@ class PostgreSQLSlotRepository:
with conn.cursor() as cur:
cur.execute(
"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, "
"limit_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, 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.limit_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,
@@ -236,7 +236,7 @@ class PostgreSQLSlotRepository:
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)
# avg_price(5) limit_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)
@@ -247,7 +247,7 @@ class PostgreSQLSlotRepository:
symbol=row[3],
qty=f(row[4]),
avg_price=f(row[5]),
entry_price=f(row[6]),
limit_price=f(row[6]),
allocated_capital=f(row[7]),
order_id=row[8],
strategy_id=row[9],
trex_core/adapters/persistence/sql/006_rename_entry_price_to_limit_price.sql
+18
View File
@@ -0,0 +1,18 @@
-- BAT-016 / dcy-012 / REQ-006: rename daily_slot.entry_price -> limit_price.
-- The column becomes the side-agnostic "current pending order limit price"
-- (cleared on entering holding/closed), fixing the sell-uses-buy-limit bug
-- (issue #10). Pure rename preserves existing row data (S-3).
-- Idempotent: only renames when the old column still exists and the new one
-- does not, so re-running the migration set is safe.
DO $$
BEGIN
IF EXISTS (
SELECT 1 FROM information_schema.columns
WHERE table_name = 'daily_slot' AND column_name = 'entry_price'
) AND NOT EXISTS (
SELECT 1 FROM information_schema.columns
WHERE table_name = 'daily_slot' AND column_name = 'limit_price'
) THEN
ALTER TABLE daily_slot RENAME COLUMN entry_price TO limit_price;
END IF;
END $$;
trex_core/application/execution.py
+5 -1
View File
@@ -88,7 +88,11 @@ class ExecutionService:
return
side = "buy" if slot.status is SlotState.PENDING_BUY else "sell"
qty = int(slot.qty or 0)
limit = int(slot.entry_price) if slot.entry_price else None
# dcy-012 / REQ-013: side-agnostic — use the slot's pending-order
# limit_price only. A sell never reuses a buy limit (issue #10):
# limit_price is cleared on entering HOLDING, so a market sell
# carries None -> order_type "01".
limit = int(slot.limit_price) if slot.limit_price else None
ack = self._broker.submit_order(
OrderRequest(
slot_id=str(slot.slot_id),
trex_core/application/intents.py
+8 -1
View File
@@ -70,6 +70,9 @@ class SellIntent:
slot_id: UUID
reason: str = "discretionary_sell"
sell_strategy_id: Optional[str] = None
# dcy-012 / REQ-007: optional sell limit price. None => market sell
# (the path used by safety-sell / kill-switch). Set => limit sell at price.
limit_price: Optional[float] = None
extra: dict[str, Any] = field(default_factory=dict)
@@ -176,7 +179,9 @@ class IntentService:
symbol=symbol,
qty=intent.qty,
allocated_capital=intent.allocated_capital,
entry_price=intent.entry_price,
# dcy-012 / REQ-007: buy entry price maps to the slot's
# side-agnostic pending limit_price (cleared on fill→HOLDING).
limit_price=intent.entry_price,
strategy_id=intent.strategy_id,
sell_strategy_id=intent.sell_strategy_id,
portfolio_id=intent.portfolio_id,
@@ -206,6 +211,8 @@ class IntentService:
reason=intent.reason,
actor="intent_api",
sell_strategy_id=intent.sell_strategy_id,
# dcy-012 / REQ-007: optional sell limit (None => market sell).
limit_price=intent.limit_price,
extra={"intent_id": intent.intent_id},
)
except SlotStateMismatchError:
trex_core/application/messaging_handlers.py
+6 -1
View File
@@ -94,6 +94,8 @@ def make_intent_rpc_handler(
slot_id=UUID(str(body["slot_id"])),
reason=str(body.get("reason") or "discretionary_sell"),
sell_strategy_id=_opt_str(body.get("sell_strategy_id")),
# dcy-012 / REQ-007: optional sell limit price; absent => market sell.
limit_price=_opt_float(body.get("limit_price")),
)
d = intent_service.submit_sell(sell)
else:
@@ -427,7 +429,10 @@ def _slot_to_dict(s) -> dict:
"symbol": s.symbol,
"qty": float(s.qty) if s.qty is not None else None,
"avg_price": float(s.avg_price) if s.avg_price is not None else None,
"entry_price": float(s.entry_price) if s.entry_price is not None else None,
# dcy-012 / NFR-3: external read field name kept as "entry_price" for
# contract compatibility; internally backed by the renamed limit_price
# (the pending order limit, cleared once holding).
"entry_price": float(s.limit_price) if s.limit_price is not None else None,
"allocated_capital": float(s.allocated_capital) if s.allocated_capital is not None else None,
"strategy_id": s.strategy_id,
"sell_strategy_id": s.sell_strategy_id,
trex_core/domain/slot/models.py
+6 -2
View File
@@ -25,7 +25,11 @@ class Slot:
symbol: Optional[str] = None
qty: Optional[float] = None
avg_price: Optional[float] = None
entry_price: Optional[float] = None
# dcy-012 / REQ-002: side-agnostic "current pending order limit price"
# (renamed from entry_price). Set on pending entry (buy/sell limit), cleared
# on pending exit (→HOLDING, →CLOSED) so a buy limit never leaks into a sell
# order (issue #10). None => market order at dispatch.
limit_price: Optional[float] = None
allocated_capital: Optional[float] = None
order_id: Optional[str] = None
strategy_id: Optional[str] = None
@@ -50,7 +54,7 @@ EXPECTED_SLOT_FIELDS: frozenset[str] = frozenset({
"symbol",
"qty",
"avg_price",
"entry_price",
"limit_price",
"allocated_capital",
"order_id",
"strategy_id",
trex_core/domain/slot/service.py
+29 -6
View File
@@ -66,7 +66,7 @@ class SlotService:
symbol: Optional[str] = None,
qty: Optional[float] = None,
avg_price: Optional[float] = None,
entry_price: Optional[float] = None,
limit_price: Optional[float] = None,
allocated_capital: Optional[float] = None,
order_id: Optional[str] = None,
strategy_id: Optional[str] = None,
@@ -114,7 +114,7 @@ class SlotService:
symbol=symbol,
qty=qty,
avg_price=avg_price,
entry_price=entry_price,
limit_price=limit_price,
allocated_capital=allocated_capital,
order_id=order_id,
strategy_id=strategy_id,
@@ -156,7 +156,7 @@ class SlotService:
symbol: Optional[str],
qty: Optional[float],
avg_price: Optional[float],
entry_price: Optional[float],
limit_price: Optional[float],
allocated_capital: Optional[float],
order_id: Optional[str],
strategy_id: Optional[str],
@@ -171,6 +171,10 @@ class SlotService:
Special: closed -> idle resets occupancy fields (FR-2 #7).
Special: pending_buy -> idle resets occupancy (REQ-011 AC-6 rollback).
dcy-012 / REQ-002: limit_price is set only while a slot is in a pending
state (the live order's limit); entering any non-pending state
(IDLE/HOLDING/CLOSED) clears it so a buy limit never leaks into the next
sell order (issue #10 root cause).
"""
if to_state is SlotState.IDLE and slot.status in {
SlotState.CLOSED,
@@ -184,7 +188,7 @@ class SlotService:
symbol=None,
qty=None,
avg_price=None,
entry_price=None,
limit_price=None,
allocated_capital=None,
order_id=None,
strategy_id=None,
@@ -197,6 +201,13 @@ class SlotService:
updated_at=datetime.now(tz=timezone.utc),
)
# limit_price lifecycle (dcy-012 FR-1): set only on entering a pending
# state (the order's limit); cleared on entering HOLDING/CLOSED.
if to_state in {SlotState.PENDING_BUY, SlotState.PENDING_SELL}:
new_limit_price = limit_price if limit_price is not None else slot.limit_price
else: # HOLDING / CLOSED — pending order limit no longer applies.
new_limit_price = None
# Generic update: caller-supplied fields override; None means "keep".
return replace(
slot,
@@ -204,7 +215,7 @@ class SlotService:
symbol=symbol if symbol is not None else slot.symbol,
qty=qty if qty is not None else slot.qty,
avg_price=avg_price if avg_price is not None else slot.avg_price,
entry_price=entry_price if entry_price is not None else slot.entry_price,
limit_price=new_limit_price,
allocated_capital=(
allocated_capital if allocated_capital is not None else slot.allocated_capital
),
@@ -236,12 +247,23 @@ class SlotService:
# ------------------------------------------------------------
# sell (REQ-036 / BAT-010)
# ------------------------------------------------------------
def sell(self, slot_id: UUID, actor: str, reason: str) -> None:
def sell(
self,
slot_id: UUID,
actor: str,
reason: str,
*,
limit_price: Optional[float] = None,
) -> None:
"""Trigger an autonomous safety-sell for a holding slot (REQ-036).
Idempotent: silently returns if the slot is already pending_sell.
Raises SlotNotFoundError if slot_id is unknown.
Raises SlotTransitionError if the slot is neither holding nor pending_sell.
dcy-012 / REQ-036: ``limit_price`` defaults to None so autonomous sells
(safety-sell / kill-switch) dispatch at market; only callers that pass a
price (discretionary RPC sell) get a limit order.
"""
slot = self._repo.fetch_slot(slot_id)
if slot is None:
@@ -258,6 +280,7 @@ class SlotService:
SlotState.PENDING_SELL,
reason=reason,
actor=actor,
limit_price=limit_price,
)
# ------------------------------------------------------------