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>
This commit is contained in:
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
+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],