feat(slot): dcy-021 포지션 사이징 — 보유 슬롯 증액·부분 매도 (BAT-031)

자산 영구 슬롯(dcy-020)의 수량 가변 전제 위에 보유 포지션 수량 조정 구현.
명령형 계약(전략이 cash+quantity 로 qty+price 계산), core 는 실행 substrate,
수량 정본 = 브로커 잔고 재동기화로 "주문 수량 vs 보유 수량" 충돌 해소(별도 필드 없음).

- state.py: holding→pending_buy 전이 추가(증액) → 13 transitions (REQ-057)
- service.py: PENDING_SELL 진입 qty=caller as-is(None=전량 sentinel, 값=부분 주문) (REQ-062)
- intents.py: 증액 admission(holding 슬롯 매수=increase, M 캡 미적용), SellIntent.qty 부분 매도 (REQ-061)
- execution.py: _balance_map; 매도 dispatch=브로커잔고(전량)/min(주문,잔고)(부분);
  매수 체결 avg_price 가중평균+브로커 정본 resync; 매도 체결 잔고>0→holding/0→inactive;
  증액 롤백 holding 복귀 (REQ-066/062)
- messaging_handlers.py: sell payload qty 파싱(부분 매도)
- baseline 4문서(data-model/runtime-flows/interface-contract/project-structure) 정합 (REQ-067)

검증: 단위 378 / 통합(PG+RabbitMQ) 422 passed, ruff clean. run-the-app 사이징 e2e:
매수 10@1000 → 증액 +5@1200 → 15@1066.67(가중평균) → 부분 매도 6 → 9@1066.67(cost basis) → 전량→inactive.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
2026-06-10 18:53:37 +09:00
co-authored by Claude Opus 4.8
parent b2ba8c73fe
commit e4be4d60c2
13 changed files with 251 additions and 56 deletions
+4 -2
View File
@@ -103,7 +103,9 @@ def test_partial_fill_then_cancel_records_and_keeps_remainder():
writer.run_once() # drain the buy ledger item
intents.submit_sell(SellIntent(intent_id="s1", slot_id=sid))
# 4 of 10 sold, then externally cancelled
# 4 of 10 sold, then externally cancelled. dcy-021/REQ-062: remainder qty is
# the BROKER balance (authority) after the partial fill, not a slot subtraction.
broker.balance = {"005930": 6}
broker.responder = lambda side: FillStatus(
state="partially_filled", filled_qty=4, avg_price=1100.0,
execution_id="exec-partial", fee=0.5, tax=0.0, cancelled=True,
@@ -111,7 +113,7 @@ def test_partial_fill_then_cancel_records_and_keeps_remainder():
r = execution.run_once()
slot = repo.fetch_slot(sid)
assert slot.status is SlotState.HOLDING # remainder stays held
assert slot.qty == 6 # 10 - 4 sold
assert slot.qty == 6 # broker balance after partial
assert slot.avg_price == 1000.0 # cost basis preserved (not sell price)
assert slot.broker_order_id is None
assert r.filled == 1 and r.ledger_enqueued == 1