feat(execution,obs): 호가단위 스냅(dcy-030/#28) + 운영 관측성(dcy-029/#29) + REL-007 환류

dcy-030 (issue #28, P0 체결 복구): - REQ-083 KRX 호가단위(tick) 순수 유틸 (domain/pricing.py) - REQ-070 CHG: 슬리피지 실효가 호가단위 스냅 — 상한 준수(매수 floor/매도 ceil) + band<1tick 하한/상한 보장 + 부동소수 epsilon 가드. 147700→148400/54500→54700. - BAT-044 release-candidate dcy-029 (issue #29, 운영 관측성): - REQ-084 구조화 로깅 기반 (runtime/logging_setup.py): ISO8601 KST·레벨·Loki JSON ·correlation id(slot_id) - REQ-085 주문 결과 로깅 (event=order_submit|fill|reject) - REQ-087 거부 ERROR 가시성 (조용한 롤백 제거) - REQ-086 청산 reason+actor 동반 노출 (안전망/전략 구분, 신규 필드 없음) - REQ-088 운영 조회 CLI report (application/operator_report.py, 보유·오늘 체결 ·실현 PnL net·대기, direct-DB) - REQ-089 운영자 런북 docs/operations.md - REQ-090 baseline 정합 (runtime-flows·project-structure·interface-contract) - BAT-045(P0)·BAT-046(P1) release-candidate REL-007: confirmed → feedback-captured (운영 인스턴스 라이브 검증 + #28/#29 환류 정규화). BAT-037~041 released. 검증: 537 passed, 47 skipped, 회귀 0, ruff clean. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
2026-06-16 13:19:31 +09:00
parent e0d4e71304
commit d8d9021260
48 changed files with 2461 additions and 58 deletions
@@ -80,30 +80,32 @@ def _buy_to_pending(intents, qty=10, entry_price=1000, timeout_sec=None, slippag

 class TestSlippageDispatch:

-    def test_buy_slippage_ceil_applied_to_limit(self):
-        """buy: effective_limit = ceil(entry_price * (1 + pct/100))."""
+    def test_buy_slippage_floor_to_tick(self):
+        """buy: effective_limit = floor_to_tick(entry * (1 + pct/100)).
+
+        dcy-030/REQ-070 CHG: cap-respecting direction (was ceil). entry=1000
+        is in the <2,000 band (tick 1) so floor_to_tick(1005.0) = 1005.
+        """
        broker = _RecordingBroker()
        repo, svc, intents, execution = _wire(broker)
        _buy_to_pending(intents, entry_price=1000, slippage_pct=0.5)
        broker.responder = lambda side: FillStatus(state="accepted")
        execution.run_once()
        order = broker.orders[0]
-        # ceil(1000 * 1.005) = ceil(1005.0) = 1005
        assert order.limit_price == 1005

-    def test_buy_slippage_fractional_ceil(self):
-        """ceil(1001 * 1.003) = ceil(1004.003) = 1005."""
+    def test_buy_slippage_fractional_floors_down(self):
+        """floor_to_tick(1001 * 1.003) = floor(1004.003) = 1004 (tick 1)."""
        broker = _RecordingBroker()
        repo, svc, intents, execution = _wire(broker)
        _buy_to_pending(intents, entry_price=1001, slippage_pct=0.3)
        broker.responder = lambda side: FillStatus(state="accepted")
        execution.run_once()
-        import math
-        expected = int(math.ceil(1001 * 1.003))
-        assert broker.orders[0].limit_price == expected
+        # cap-respecting: floor (not ceil). 1004.003 -> 1004.
+        assert broker.orders[0].limit_price == 1004

-    def test_sell_slippage_floor_applied_to_limit(self):
-        """sell: effective_limit = floor(limit_price * (1 - pct/100))."""
+    def test_sell_slippage_ceil_to_tick(self):
+        """sell: effective_limit = ceil_to_tick(limit_price * (1 - pct/100))."""
        broker = _RecordingBroker()
        repo, svc, intents, execution = _wire(broker)
        # drive to holding first
@@ -122,10 +124,8 @@ class TestSlippageDispatch:
        broker.responder = lambda side: FillStatus(state="accepted")
        execution.run_once()  # dispatch sell (pending state already has limit_price)
        sell_orders = [o for o in broker.orders if o.side == "sell"]
-        # floor(2000 * 0.99) = floor(1980.0) = 1980
-        import math
-        expected = int(math.floor(2000 * 0.99))
-        assert sell_orders[0].limit_price == expected
+        # ceil_to_tick(2000 * 0.99) = ceil_to_tick(1980.0) = 1980 (tick 5, exact).
+        assert sell_orders[0].limit_price == 1980

    def test_no_slippage_when_slippage_pct_is_none(self):
        """No slippage_pct → effective_limit = entry_price unchanged."""
@@ -158,6 +158,105 @@ class TestSlippageDispatch:
        # 0.0 is falsy → slippage block skipped → no change
        assert broker.orders[0].limit_price == 1000

+    def test_issue28_buy_147700_snaps_to_valid_tick(self):
+        """issue #28: 147,700 @ 0.5% → floor_to_tick(148438.5) = 148400 (tick 100)."""
+        broker = _RecordingBroker()
+        repo, svc, intents, execution = _wire(broker)
+        _buy_to_pending(intents, entry_price=147700, slippage_pct=0.5)
+        broker.responder = lambda side: FillStatus(state="accepted")
+        execution.run_once()
+        assert broker.orders[0].limit_price == 148400
+
+    def test_issue28_buy_54500_snaps_to_valid_tick(self):
+        """issue #28: 54,500 @ 0.5% → floor_to_tick(54772.5) = 54700 (tick 100)."""
+        broker = _RecordingBroker()
+        repo, svc, intents, execution = _wire(broker)
+        _buy_to_pending(intents, entry_price=54500, slippage_pct=0.5)
+        broker.responder = lambda side: FillStatus(state="accepted")
+        execution.run_once()
+        assert broker.orders[0].limit_price == 54700
+
+    def test_buy_sub_tick_band_floors_to_entry_tick(self):
+        """band < 1 tick: buy effective ≥ entry's valid tick (no under-fill).
+
+        entry=147700 (on tick 100), pct=0.01 → raw=147714.77, floor_to_tick=147700;
+        guard max(147700, ceil_to_tick(147700)=147700) = 147700 ≥ entry, valid tick.
+        """
+        broker = _RecordingBroker()
+        repo, svc, intents, execution = _wire(broker)
+        _buy_to_pending(intents, entry_price=147700, slippage_pct=0.01)
+        broker.responder = lambda side: FillStatus(state="accepted")
+        execution.run_once()
+        eff = broker.orders[0].limit_price
+        assert eff == 147700
+        assert eff % 100 == 0  # valid KRX tick
+        assert eff <= 147700 * 1.0001  # within slippage ceiling
+
+    def test_buy_snap_never_exceeds_slippage_ceiling(self):
+        """cap-respecting: buy effective ≤ entry*(1+pct/100), always a valid tick."""
+        broker = _RecordingBroker()
+        repo, svc, intents, execution = _wire(broker)
+        _buy_to_pending(intents, entry_price=35000, slippage_pct=0.7)
+        broker.responder = lambda side: FillStatus(state="accepted")
+        execution.run_once()
+        eff = broker.orders[0].limit_price
+        # 35000*1.007 = 35245 -> tick 50 -> floor_to_tick = 35200
+        assert eff == 35200
+        assert eff % 50 == 0
+        assert eff <= 35000 * 1.007
+
+
+# ============================================================================
+# REQ-085 / REQ-087: order-result logging + reject ERROR visibility (dcy-029)
+# ============================================================================
+
+class TestOrderResultLogging:
+
+    def test_submit_and_fill_are_logged_with_event_keys(self, caplog):
+        from trex_core.runtime import logging_setup as ls
+        broker = _RecordingBroker()
+        repo, svc, intents, execution = _wire(broker)
+        _buy_to_pending(intents, entry_price=1000, slippage_pct=None)
+        broker.responder = lambda side: FillStatus(
+            state="filled", filled_qty=10, avg_price=1000.0,
+            execution_id="e1", fee=1.5, tax=0.0,
+        )
+        with caplog.at_level(logging.INFO):
+            execution.run_once()  # dispatch (submit) + poll (fill)
+        text = "\n".join(r.getMessage() for r in caplog.records)
+        assert "event=order_submit" in text
+        assert "event=order_fill" in text
+        assert "fee=1.5" in text
+        # correlation id set to the slot_id (intent->order->fill join key)
+        sid = broker.orders[0].slot_id
+        assert ls.get_correlation_id() == sid
+
+    def test_reject_is_logged_at_error_level(self, caplog):
+        broker = _RecordingBroker()
+        repo, svc, intents, execution = _wire(broker)
+        broker.submit_order = lambda req: OrderAck(
+            accepted=False, broker_order_id=None, reason="주식주문호가단위 오류",
+        )
+        _buy_to_pending(intents, entry_price=1000)
+        with caplog.at_level(logging.INFO):
+            execution.run_once()
+        rejects = [r for r in caplog.records if "event=order_reject" in r.getMessage()]
+        assert rejects, "reject must be logged"
+        assert all(r.levelno == logging.ERROR for r in rejects)
+        assert "호가단위" in rejects[0].getMessage()
+
+    def test_normal_fill_emits_no_error(self, caplog):
+        broker = _RecordingBroker()
+        repo, svc, intents, execution = _wire(broker)
+        _buy_to_pending(intents, entry_price=1000)
+        broker.responder = lambda side: FillStatus(
+            state="filled", filled_qty=10, avg_price=1000.0,
+            execution_id="e1", fee=0.0, tax=0.0,
+        )
+        with caplog.at_level(logging.INFO):
+            execution.run_once()
+        assert not [r for r in caplog.records if r.levelno >= logging.ERROR]
+

 # ============================================================================
 # REQ-069: timeout auto-cancel
@@ -0,0 +1,76 @@
+"""운영 조회 리포트 집계 단위 테스트 (REQ-088, dcy-029 FR-5)."""
+from datetime import datetime, timezone
+
+from trex_core.application.operator_report import (
+    Holding,
+    PendingOrder,
+    TradeRow,
+    build_report,
+    kst_day_bounds_utc,
+    realized_pnl,
+    render_json,
+    render_text,
+)
+
+
+class TestRealizedPnl:
+    def test_buy_then_sell_net_cash_flow_with_fee_tax(self):
+        trades = [
+            TradeRow(asset_id="A", side="buy", qty=10, price=1000, fee=5),
+            TradeRow(asset_id="A", side="sell", qty=10, price=1100, fee=5, tax=33),
+        ]
+        total, by_asset = realized_pnl(trades)
+        # buy: -(10000+5) = -10005 ; sell: 11000-5-33 = 10962 ; net = 957
+        assert total == 957.0
+        assert by_asset == {"A": 957.0}
+
+    def test_per_asset_breakdown(self):
+        trades = [
+            TradeRow("A", "sell", 1, 100),
+            TradeRow("B", "buy", 1, 50),
+        ]
+        total, by_asset = realized_pnl(trades)
+        assert by_asset["A"] == 100.0
+        assert by_asset["B"] == -50.0
+        assert total == 50.0
+
+    def test_empty(self):
+        total, by_asset = realized_pnl([])
+        assert total == 0.0 and by_asset == {}
+
+
+class TestBuildAndRender:
+    def _rep(self):
+        return build_report(
+            holdings=[Holding("005930", "pf-005930", 10, 70000)],
+            pending=[PendingOrder("000660", "pf-000660", "pending_buy")],
+            trades=[TradeRow("pf-005930", "sell", 10, 71000, fee=10, tax=213)],
+        )
+
+    def test_build_counts_and_pnl(self):
+        rep = self._rep()
+        assert rep.fills_count == 1
+        assert len(rep.holdings) == 1 and len(rep.pending) == 1
+        assert rep.realized_pnl == 71000 * 10 - 10 - 213
+
+    def test_render_text_has_sections(self):
+        out = render_text(self._rep())
+        assert "현재 보유" in out and "대기 주문" in out and "실현 PnL" in out
+        assert "005930" in out
+
+    def test_render_json_shape(self):
+        j = render_json(self._rep())
+        assert j["fills_count"] == 1
+        assert j["holdings"][0]["symbol"] == "005930"
+        assert j["pending"][0]["status"] == "pending_buy"
+        assert "realized_pnl" in j
+
+
+class TestKstBounds:
+    def test_today_boundary_excludes_yesterday(self):
+        # 2026-06-16 01:00 UTC == 10:00 KST -> KST day starts 2026-06-15 15:00 UTC
+        now = datetime(2026, 6, 16, 1, 0, tzinfo=timezone.utc)
+        start, end = kst_day_bounds_utc(now)
+        assert start == datetime(2026, 6, 15, 15, 0, tzinfo=timezone.utc)
+        assert end == datetime(2026, 6, 16, 15, 0, tzinfo=timezone.utc)
+        assert start <= now < end
@@ -98,6 +98,19 @@ def test_forced_close_fire_logs_warn(caplog):
    assert rec and "forced_close_at" in rec[0].message and "inst-1" in rec[0].message


+def test_fire_log_exposes_reason_and_actor(caplog):
+    """REQ-086 (dcy-029): safety-sell 청산 로그가 reason+actor 를 함께 노출."""
+    repo, svc, broker, watchdog, service = _wire()
+    _holding(svc, repo, forced_close_at=_NOW - timedelta(seconds=1))
+    with caplog.at_level(logging.WARNING):
+        service.check_forced_close(_NOW)
+    rec = [r for r in caplog.records if "safety-sell fired" in r.message]
+    assert rec
+    msg = rec[0].message
+    assert "reason=forced_close_at" in msg
+    assert "actor=trex-safety-sell" in msg  # 안전망 자율청산 구분
+
+
 def test_take_profit_fire_logs_info(caplog):
    repo, svc, broker, watchdog, service = _wire()
    slot = _holding(svc, repo, take_profit_price=Decimal("60000"))