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feat(rel-006): dcy-022/023 + BAT-032~034 — 실행 정책·qty 검증·allocated_capital 제거 통합

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BAT-032 (dcy-022): timeout_sec/slippage_pct 실행 정책, 미체결 자동 취소,
보호 지정가, `trex-core cancel` 백스톱. 마이그레이션 012.
BAT-033: `trex-core enter --qty` 필수 검증 — 미지정 시 RPC 전 즉시 오류.
BAT-034 (dcy-023): allocated_capital 죽은 필드 전 경로 제거 (domain·intent·
persistence·snapshot·CLI). 마이그레이션 013(비가역 DROP). 외부 발신자
unknown key 무시 수신 의미론 적용.
REL-006 confirmed: BAT-026~034 통합 릴리즈, pre-release smoke 증거 포함.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
genichin
2026-06-11 07:42:03 +09:00
co-authored by Claude Sonnet 4.6
parent 5ee5f7f4e2
commit fb05a73130
56 changed files with 3151 additions and 103 deletions
Download Patch File Download Diff File Expand all files Collapse all files
trex_core/adapters/persistence/postgresql.py
+26 -22
View File
@@ -28,9 +28,10 @@ from trex_core.domain.slot import Slot, SlotNotFoundError, SlotState, SlotTransi
_SLOT_COLUMNS = (
"slot_id, status, symbol, qty, avg_price, limit_price, "
"allocated_capital, order_id, strategy_id, broker_order_id, portfolio_id, "
"order_id, strategy_id, broker_order_id, portfolio_id, "
"sell_strategy_id, forced_close_at, stop_loss_price, take_profit_price, "
"created_at, updated_at, instance_key, retired_at"
"created_at, updated_at, instance_key, retired_at, "
"timeout_sec, slippage_pct"
)
@@ -166,18 +167,19 @@ class PostgreSQLSlotRepository:
with conn.cursor() as cur:
cur.execute(
"UPDATE daily_slot SET status=%s, symbol=%s, qty=%s, avg_price=%s, "
"limit_price=%s, allocated_capital=%s, order_id=%s, strategy_id=%s, "
"limit_price=%s, order_id=%s, strategy_id=%s, "
"broker_order_id=%s, portfolio_id=%s, sell_strategy_id=%s, "
"forced_close_at=%s, stop_loss_price=%s, take_profit_price=%s, "
"instance_key=%s, retired_at=%s, "
"instance_key=%s, retired_at=%s, timeout_sec=%s, slippage_pct=%s, "
"updated_at=%s WHERE slot_id=%s",
(
slot.status.value, slot.symbol, slot.qty, slot.avg_price,
slot.limit_price, slot.allocated_capital, slot.order_id,
slot.limit_price, slot.order_id,
slot.strategy_id, slot.broker_order_id, slot.portfolio_id,
slot.sell_strategy_id, slot.forced_close_at,
slot.stop_loss_price, slot.take_profit_price,
slot.instance_key, slot.retired_at,
slot.timeout_sec, slot.slippage_pct,
slot.updated_at or datetime.now(tz=timezone.utc), slot.slot_id,
),
)
@@ -266,10 +268,11 @@ class PostgreSQLSlotRepository:
f = lambda v: float(v) if v is not None else None # noqa: E731
d = lambda v: Decimal(str(v)) if v is not None else None # noqa: E731
# Column order: slot_id(0) status(1) symbol(2) qty(3) avg_price(4)
# limit_price(5) allocated_capital(6) order_id(7) strategy_id(8)
# broker_order_id(9) portfolio_id(10) sell_strategy_id(11)
# forced_close_at(12) stop_loss_price(13) take_profit_price(14)
# created_at(15) updated_at(16) instance_key(17) retired_at(18)
# limit_price(5) order_id(6) strategy_id(7)
# broker_order_id(8) portfolio_id(9) sell_strategy_id(10)
# forced_close_at(11) stop_loss_price(12) take_profit_price(13)
# created_at(14) updated_at(15) instance_key(16) retired_at(17)
# timeout_sec(18) slippage_pct(19) [dcy-022/REQ-068]
return Slot(
slot_id=row[0] if isinstance(row[0], UUID) else UUID(str(row[0])),
status=SlotState(row[1]),
@@ -277,19 +280,20 @@ class PostgreSQLSlotRepository:
qty=f(row[3]),
avg_price=f(row[4]),
limit_price=f(row[5]),
allocated_capital=f(row[6]),
order_id=row[7],
strategy_id=row[8],
broker_order_id=row[9],
portfolio_id=row[10],
sell_strategy_id=row[11],
forced_close_at=row[12],
stop_loss_price=d(row[13]),
take_profit_price=d(row[14]),
created_at=row[15],
updated_at=row[16],
instance_key=row[17] if row[17] is not None else "default",
retired_at=row[18],
order_id=row[6],
strategy_id=row[7],
broker_order_id=row[8],
portfolio_id=row[9],
sell_strategy_id=row[10],
forced_close_at=row[11],
stop_loss_price=d(row[12]),
take_profit_price=d(row[13]),
created_at=row[14],
updated_at=row[15],
instance_key=row[16] if row[16] is not None else "default",
retired_at=row[17],
timeout_sec=int(row[18]) if row[18] is not None else None,
slippage_pct=f(row[19]),
)