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fix(kis): collect all parent candidates before child evaluation; boundary case tests

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Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
This commit is contained in:
copilot-swe-agent[bot]
2026-09-01 13:35:12 +00:00
committed by GitHub
co-authored by genichin
parent 584e08eb36
commit f3fbc179b0
2 changed files with 201 additions and 47 deletions
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trex_core/adapters/broker/kis.py
+61 -45
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@@ -418,15 +418,51 @@ class KISBroker:
request_brno = broker_order_id.split(":")[0] if ":" in broker_order_id else ""
request_date = inquiry_date # == order_date
request_symbol = symbol
row = next(
(
r
for r in rows
if (str(r.get("odno") or "").strip().lstrip("0") or "0") == normalized_odno
),
None,
)
if row is None:
def _row_odno_normalized(r: dict) -> str:
return str(r.get("odno") or "").strip().lstrip("0") or "0"
def _row_matches_request_identity(r: dict) -> bool:
"""True when a row's identity fields are present and agree with the
authoritative request identity. An absent field in the row is
treated as a mismatch (fail-closed), not as a wildcard."""
row_brno = str(r.get("ord_gno_brno") or "").strip()
row_dt = str(r.get("ord_dt") or "").strip()
row_pdno = str(r.get("pdno") or "").strip()
# brno: required only when request carries one; if request has no
# brno (legacy odno-only format) skip the check to preserve
# backwards compatibility.
if request_brno and (not row_brno or row_brno != request_brno):
return False
# date and symbol: always required — these never legitimately vary
# for the same order on the same inquiry date.
if not row_dt or row_dt != request_date:
return False
return bool(row_pdno) and row_pdno == request_symbol
# Collect ALL rows whose odno matches. We must then require exactly
# one that also passes the full identity check. Using next() here
# would accept the first odno-match regardless of identity and stop
# the search, missing authoritative rows that come later and ignoring
# the ambiguous-parent edge case.
odno_matches = [
r for r in rows if _row_odno_normalized(r) == normalized_odno
]
exact_parent_matches = [r for r in odno_matches if _row_matches_request_identity(r)]
if len(exact_parent_matches) == 0:
# No row with the exact request identity. If there are odno
# matches they all failed identity validation → unknown (not grace).
if odno_matches:
return FillStatus(
state="unknown",
raw={
"reason": "parent_identity_mismatch",
"order_visible": True,
"inquiry_date": inquiry_date,
},
)
# Truly invisible — apply the submission visibility grace window.
visible_grace = (
submitted_at is None
or (self._clock().astimezone(UTC) - submitted_at.astimezone(UTC))
@@ -445,40 +481,20 @@ class KISBroker:
"inquiry_date": inquiry_date,
},
)
# Validate that the matched parent row's identity agrees with the
# authoritative request identity. KIS can return stale rows for
# reused odno values; a branch, date, or symbol mismatch means this
# row does not belong to our order → fail-closed as unknown.
row_brno = str(row.get("ord_gno_brno") or "").strip()
row_dt = str(row.get("ord_dt") or "").strip()
row_pdno = str(row.get("pdno") or "").strip()
if request_brno and row_brno and row_brno != request_brno:
if len(exact_parent_matches) > 1:
# More than one row claims the same exact identity — ambiguous.
return FillStatus(
state="unknown",
raw={
"reason": "parent_identity_mismatch_brno",
"order_visible": True,
"inquiry_date": inquiry_date,
},
)
if row_dt and row_dt != request_date:
return FillStatus(
state="unknown",
raw={
"reason": "parent_identity_mismatch_date",
"order_visible": True,
"inquiry_date": inquiry_date,
},
)
if row_pdno and row_pdno != request_symbol:
return FillStatus(
state="unknown",
raw={
"reason": "parent_identity_mismatch_symbol",
"reason": "parent_identity_ambiguous",
"order_visible": True,
"inquiry_date": inquiry_date,
},
)
row = exact_parent_matches[0]
# dcy-013 ext: KIS sometimes records an external cancel as a separate
# child row with orgn_odno=<original> and cncl_yn="Y" rather than
# setting cncl_yn on the original row. Scan sibling rows to detect
@@ -486,24 +502,24 @@ class KISBroker:
#
# Safety requirements:
# - Child must share the AUTHORITATIVE request identity (branch, date,
# symbol from the caller), NOT the row values. Using row values as
# ground truth would let a mismatched row pass its own wrong values
# back as the filter reference.
# symbol from the caller). All identity fields must be present and
# equal — absent fields are NOT treated as wildcards (fail-closed).
# - Ambiguous (> 1 matching cancel) → fail-closed "unknown".
# - Correction (정정) children (cncl_yn != "Y") that match the same
# request identity are also fail-closed → "unknown".
# - Unrelated rows that only share orgn_odno but differ in branch/date/
# symbol are excluded from both candidate lists.
# - Unrelated rows whose identity fields differ from the request are
# excluded from both candidate lists.
def _child_matches_request(r: dict) -> bool:
"""True when a child row is bound to the same order identity as the request."""
"""True when a child row's identity fields are all present and
equal to the authoritative request identity. Missing = mismatch."""
child_brno = str(r.get("ord_gno_brno") or "").strip()
child_dt = str(r.get("ord_dt") or "").strip()
child_pdno = str(r.get("pdno") or "").strip()
if request_brno and child_brno and child_brno != request_brno:
if request_brno and (not child_brno or child_brno != request_brno):
return False
if child_dt and child_dt != request_date:
if not child_dt or child_dt != request_date:
return False
return not (child_pdno and child_pdno != request_symbol)
return bool(child_pdno) and child_pdno == request_symbol
child_cancel_candidates = [
r