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 -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),
+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:
+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,