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
+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",
+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,
)
# ------------------------------------------------------------