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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/domain/slot/models.py
+7 -2
View File
@@ -31,7 +31,6 @@ class Slot:
# on pending exit (→HOLDING, →INACTIVE) 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
broker_order_id: Optional[str] = None # BAT-003 / REQ-011 (trex-orbit lineage)
@@ -47,6 +46,11 @@ class Slot:
# instance-scoped. retired_at marks a soft-retired / universe-detached slot.
instance_key: str = "default"
retired_at: Optional[datetime] = None
# dcy-022 / REQ-068: execution policy — set on PENDING entry, cleared on exit.
# timeout_sec: cancel_order is sent after this many seconds of no fill.
# slippage_pct: effective limit = entry_price * (1 ± pct/100); None = no band.
timeout_sec: Optional[int] = None
slippage_pct: Optional[float] = None
# Canonical column contract for `Slot` (dcy-001 OQ-2 / FR-5).
@@ -60,7 +64,6 @@ EXPECTED_SLOT_FIELDS: frozenset[str] = frozenset({
"qty",
"avg_price",
"limit_price",
"allocated_capital",
"order_id",
"strategy_id",
"broker_order_id",
@@ -73,6 +76,8 @@ EXPECTED_SLOT_FIELDS: frozenset[str] = frozenset({
"updated_at",
"instance_key", # dcy-020 / REQ-056 (BAT-027)
"retired_at", # dcy-020 / REQ-056 (BAT-027)
"timeout_sec", # dcy-022 / REQ-068 (BAT-032)
"slippage_pct", # dcy-022 / REQ-068 (BAT-032)
})
trex_core/domain/slot/service.py
+17 -8
View File
@@ -65,7 +65,6 @@ class SlotService:
qty: Optional[float] = None,
avg_price: Optional[float] = None,
limit_price: Optional[float] = None,
allocated_capital: Optional[float] = None,
order_id: Optional[str] = None,
strategy_id: Optional[str] = None,
broker_order_id: Optional[str] = None,
@@ -74,6 +73,9 @@ class SlotService:
forced_close_at: Optional[datetime] = None,
stop_loss_price: Optional[Decimal] = None,
take_profit_price: Optional[Decimal] = None,
# dcy-022 / REQ-068: execution policy (set on PENDING entry, cleared on exit).
timeout_sec: Optional[int] = None,
slippage_pct: Optional[float] = None,
extra: Optional[dict[str, Any]] = None,
) -> Slot:
"""Transition slot from one state to another atomically.
@@ -112,7 +114,6 @@ class SlotService:
qty=qty,
avg_price=avg_price,
limit_price=limit_price,
allocated_capital=allocated_capital,
order_id=order_id,
strategy_id=strategy_id,
broker_order_id=broker_order_id,
@@ -121,6 +122,8 @@ class SlotService:
forced_close_at=forced_close_at,
stop_loss_price=stop_loss_price,
take_profit_price=take_profit_price,
timeout_sec=timeout_sec,
slippage_pct=slippage_pct,
)
self._repo.update_slot(updated)
@@ -146,7 +149,6 @@ class SlotService:
qty: Optional[float],
avg_price: Optional[float],
limit_price: Optional[float],
allocated_capital: Optional[float],
order_id: Optional[str],
strategy_id: Optional[str],
broker_order_id: Optional[str] = None,
@@ -155,6 +157,8 @@ class SlotService:
forced_close_at: Optional[datetime] = None,
stop_loss_price: Optional[Decimal] = None,
take_profit_price: Optional[Decimal] = None,
timeout_sec: Optional[int] = None,
slippage_pct: Optional[float] = None,
) -> Slot:
"""Compute the post-transition Slot row.
@@ -174,7 +178,6 @@ class SlotService:
qty=None,
avg_price=None,
limit_price=None,
allocated_capital=None,
order_id=None,
strategy_id=None,
broker_order_id=None,
@@ -182,15 +185,22 @@ class SlotService:
forced_close_at=None,
stop_loss_price=None,
take_profit_price=None,
timeout_sec=None,
slippage_pct=None,
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/ERROR.
# execution policy (dcy-022/REQ-068): same lifecycle as limit_price.
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 / ERROR — pending order limit no longer applies.
new_timeout_sec = timeout_sec if timeout_sec is not None else slot.timeout_sec
new_slippage_pct = slippage_pct if slippage_pct is not None else slot.slippage_pct
else: # HOLDING / ERROR — pending order policy no longer applies.
new_limit_price = None
new_timeout_sec = None
new_slippage_pct = None
# qty semantics during a pending state = the ORDER quantity (dcy-021 D1/D4).
# Entering PENDING_SELL takes the caller qty AS-IS so a full sell
@@ -210,9 +220,6 @@ class SlotService:
qty=new_qty,
avg_price=avg_price if avg_price is not None else slot.avg_price,
limit_price=new_limit_price,
allocated_capital=(
allocated_capital if allocated_capital is not None else slot.allocated_capital
),
order_id=order_id if order_id is not None else slot.order_id,
strategy_id=strategy_id if strategy_id is not None else slot.strategy_id,
broker_order_id=(
@@ -235,6 +242,8 @@ class SlotService:
take_profit_price=(
take_profit_price if take_profit_price is not None else slot.take_profit_price
),
timeout_sec=new_timeout_sec,
slippage_pct=new_slippage_pct,
updated_at=datetime.now(tz=timezone.utc),
)