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83 Commits
Author SHA1 Message Date
copilot-swe-agent[bot]andgenichin 591db7adb7 Fix unmanaged reconciliation review blockers 
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
 2026-09-13 02:21:37 +00:00
copilot-swe-agent[bot]andgenichin f9284d1de8 fix: preserve unmanaged first-seen timestamps 
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
 2026-09-12 13:33:05 +00:00
copilot-swe-agent[bot]andgenichin 5a13c0494b fix: guard unmanaged resolution on authoritative balances 
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
 2026-09-12 13:29:45 +00:00
copilot-swe-agent[bot]andgenichin f2b825e720 test: cover unmanaged position lifecycle flow 
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
 2026-09-12 13:27:12 +00:00
copilot-swe-agent[bot]andgenichin fe51d211d9 feat: persist unmanaged position lifecycle state 
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
 2026-09-12 13:24:51 +00:00
Hermes Agent 06c3f06b5d fix: reconcile KIS correction order chains 2026-09-12 22:12:19 +09:00
Hermes Agent 3854aabd0d fix strategy state persistence corrections 2026-08-29 16:11:02 +09:00
Hermes Agent 4699de61cc feat(strategy-state): persist instance-scoped slot maps 2026-08-29 15:11:43 +09:00
copilot-swe-agent[bot]andgenichin 75406af970 test: make context-failure regressions deterministic and simplify alarm log handling 
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
 2026-08-26 05:07:35 +00:00
copilot-swe-agent[bot]andgenichin 1ca9e60c98 fix(intents): isolate alarm context lookup and sanitize alarm failure logs 
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
 2026-08-26 05:02:19 +00:00
copilot-swe-agent[bot]andgenichin a9e88f9770 feat(intents): emit warn alarm on first reconcile_warned rejection 
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
 2026-08-26 04:19:14 +00:00
copilot-swe-agent[bot]andgenichin 21f8fdd4b6 fix(ac-0024): injective C identity via SHA-256 length-prefix digest + PostgreSQL migration/round-trip tests 
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
 2026-08-26 00:38:02 +00:00
copilot-swe-agent[bot]andgenichin c246fca206 fix(ac-0024): add type annotation for notification_store in SnapshotScheduler 
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
 2026-08-26 00:22:15 +00:00
copilot-swe-agent[bot]andgenichin f1864a6aa8 fix(ac-0024): address 4 blockers: NUL byte in C identity, instance_key isolation, clear_warned gate, production wiring 
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
 2026-08-26 00:20:09 +00:00
copilot-swe-agent[bot]andgenichin 153a563f6d feat(alerts): publish reconciliation quantity mismatches to trex-notifier (req-0007/ac-0024) 
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
 2026-08-25 14:50:29 +00:00
copilot-swe-agent[bot]andgenichin 49eb20bd51 AC-0023: fail-closed intent warn-store; C-case-only verify clear; clear_failed on partial error 
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
 2026-08-25 13:27:03 +00:00
copilot-swe-agent[bot]andgenichin 1179bdfe23 AC-0023: filter C-case quantity mismatch slots from strategy RPC, fail-closed on warn_store failure, symbol-aggregate verify clear 
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
 2026-08-25 13:17:06 +00:00
copilot-swe-agent[bot]andgenichin d4a968ee1a fix: normalize snapshot read failures to unavailable in slots RPC path 
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
 2026-08-25 12:25:39 +00:00
copilot-swe-agent[bot]andgenichin f394f1560d chore: finalize broker qty metadata consistency 
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
 2026-08-24 14:19:26 +00:00
copilot-swe-agent[bot]andgenichin 30bcbe1d12 feat: use broker-authoritative qty in slots RPC holdings 
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
 2026-08-24 14:15:43 +00:00
copilot-swe-agent[bot]andgenichin 48dfc3e76f fix: harden skipped ledger resolution paths 
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
 2026-08-24 13:38:04 +00:00
copilot-swe-agent[bot]andgenichin 76cde2edd0 feat: persist skipped ledger fills 
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
 2026-08-24 13:23:06 +00:00
copilot-swe-agent[bot]andgenichin e2c4bbba34 feat: add ledger backfill command 
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
 2026-08-24 10:24:05 +00:00
Hermes Agent 9da8c27e52 fix(ledger): retain SOR fills with unknown venue 2026-08-24 09:47:21 +09:00
Hermes Agent 359ea098ff fix: enforce actual venue persistence contract 2026-08-19 12:53:56 +09:00
Hermes Agent 7366cadf03 fix: preserve SOR execution venue separately 2026-08-19 12:48:05 +09:00
Hermes Agent 15aeae6930 fix: converge broker failures without retry 2026-08-19 11:29:26 +09:00
Hermes Agent 843df1d6f1 fix(execution): fail closed on unresolved orders 2026-08-14 15:29:31 +09:00
Hermes Agent 147873cb5d feat(execution): reconcile timed-out orders safely 2026-08-14 15:15:52 +09:00
jordan 611805dcec fix: close broker uncertainty audit gaps 2026-07-29 17:53:39 +09:00
jordan 0266992238 feat: add bounded KIS account read recovery 2026-07-29 17:40:01 +09:00
jordan 3dd8eefc92 fix: persist uncertain cancel outcomes 2026-07-29 17:17:14 +09:00
jordan a656350a35 feat: resolve and persist actual order venue 2026-07-29 17:10:32 +09:00
jordan 479cb39a7e feat: propagate intent venue through execution 2026-07-29 16:55:20 +09:00
jordan 24c42d1c92 fix: reconcile ambiguous KIS order submissions 2026-07-28 11:17:06 +09:00
jordan b72bf9f394 feat: isolate strategy-owned KIS balances 2026-07-27 11:39:07 +09:00
Hermes Agent 81a853a314 feat(reconcile): safely seed canonical cost basis 2026-07-17 09:57:08 +09:00
Hermes Agent 216e462df4 fix(broker): enforce operator broker truth boundary 2026-07-15 08:07:21 +09:00
genichinandClaude Fable 5 ee3dc83a93 feat(broker): KIS venue parameterization — OrderRequest.venue + EXCG_ID_DVSN_CD (REQ-117/118, BAT-056) 
- OrderRequest.venue: str = "KRX" additive 추가 (기존 위치 인수 순서 불변)
- BrokerPort.cancel_order: venue: str = "KRX" 파라미터 추가
- BrokerPort.get_current_price: market: str = "J" 파라미터 추가
- KISBroker.submit_order: EXCG_ID_DVSN_CD=req.venue 항상 명시 전송
- KISBroker.cancel_order: EXCG_ID_DVSN_CD=venue 항상 명시 전송
- KISBroker.get_current_price: FID_COND_MRKT_DIV_CODE=market 파라미터화
- PaperBroker: cancel_order/get_current_price 시그니처 정합 (venue/market 수신·무시)
- poll_fill TR 유지 (TTTC8001R) — NXT 체결 포함 여부 미확인 open item (코드 주석 기록)
- tests/adapters/broker/test_venue.py: REQ-117 AC-1~5 + REQ-118 AC-1~8 신규 17개
- docs: interface-contract.md OrderRequest/BrokerPort 섹션 + change log 추가
- docs: runtime-flows.md venue 전달 경로 명시 + change log 추가

결과: 794 passed, 47 skipped (기존 777+47 대비 신규 17개 추가 전부 통과)

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VHtM5Ws1HKCKQ4JGi6GRb5
 2026-07-06 23:24:51 +09:00
genichinandClaude Fable 5 690071afad feat(slots): additive strategy fields + filter (REQ-116, BAT-055) 
trex.slots.req wire 계약 additive 확장 — 기존 소비자(orb/tsl) backward compatible.

- PortfolioItem: strategy_name(Optional[str]) + markets(list) 필드 추가
- hub_read.py: get_portfolios()에서 strategy_name/markets 파싱 추가 (safe default)
- slot_to_dict(): strategy_name/strategy_params/markets 3필드 row에 추가 (SnapshotStore→PortfolioItem 경유)
- make_slots_rpc_handler(): strategy 요청 파라미터 → Python 레벨 후처리 필터 (available_slots 계산 이후, REQ-073 AC-6 불변)
- 테스트: AC-1~8 전수 + hub_read 파싱 + 회귀 갱신 (777 passed, 47 skipped)
- docs/interface-contract.md: 요청 파라미터·응답 행 스키마·소스 테이블·REQ-074 AC-5 주석 갱신

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VHtM5Ws1HKCKQ4JGi6GRb5
 2026-07-04 11:10:01 +09:00
genichin 9e787c81a2 Merge pull request #35 from fourblocks2020/feat/dcy-036-kis-credential-inject 
feat(dcy-036/bat-054): KISBroker 양의 경로 — 데몬-스코프 KIS 인증정보 실거래 주입
 2026-06-30 13:54:49 +09:00
genichinandClaude Opus 4.8 de97bc842d fix(slot-filled): 매도 체결 이벤트 NO_ROUTE 해소 — strategy_id 전이 전 캡처 
INACTIVE 전이가 strategy_id를 None 초기화(REQ-057) → 라우팅키 slot_filled_sell._.{sym}
→ orb/tsl 바인딩 불일치 NO_ROUTE/DLQ. _on_filled/_on_partial_cancel에서 전이 직전
strategy_id 캡처해 emitter에 전달. wire 계약 불변(포맷 유지·값 교정). QC opus PASS, 747 passed/회귀 0.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VHtM5Ws1HKCKQ4JGi6GRb5
 2026-06-29 09:38:45 +09:00
genichinandClaude Sonnet 4.6 6b066e19cb feat(bat-054): 그날-시작 KIS 인증정보 양의 경로 주입 — KISBroker reinitialize (REQ-113 AC-2/AC-4, REQ-115 AC-1) 
BAT-053 스캐폴드에서 연기된 양의 경로 완성:
- KISBroker.reinitialize(credential): app_key/app_secret/account_ref 교체 + L1 token 무효화
- SnapshotScheduler에 kis_reinit_callback 주입 지점 추가; 그날-시작 성공 시 callback 호출
- daemon.py에 _build_kis_reinit_callback() 헬퍼 + SnapshotScheduler 조립 수정
- 신규 테스트 12개 추가: 757 passed / 47 skipped (기존 745 대비 +12, 회귀 0)

안전 불변식 유지:
- credential_fetch_enabled=False(기본) 경로 byte-for-byte 보존
- fail-closed 불변식 미파괴 (reinit 실패 시 entry_allowed 유지)
- AMQP wire 계약 변경 없음

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VHtM5Ws1HKCKQ4JGi6GRb5
 2026-06-28 19:51:48 +09:00
genichinandClaude Sonnet 4.6 e4e5c70422 feat(bat-053): 그날-시작 KIS 인증정보 fetch + fail-safe 로드 (REQ-112~115) 
REQ-112: BrokerCredentialPayload/TradingContext 데이터클래스 + PortfolioHubReadPort.fetch_broker_credential() 포트 메서드 + hub_read 어댑터(_fetch_user_info 헬퍼 추출) + stub_read 결정론 stub
REQ-113: DaemonInstanceConfig/DaemonConfig.credential_fetch_enabled opt-in(기본 False) + TOML 파싱 + break-glass(TREX_KIS_BROKER_BREAK_GLASS) 감지
REQ-114: SnapshotScheduler._maybe_fetch_credential() — fail-closed 3조건(unavailable/broker-null/trading_disabled) + CRITICAL 알람 DAY_START_LOAD_FAILED + IntentService entry_allowed_fn 게이트(BuyIntent 차단, SellIntent 통과)
REQ-115: 그날 고정 캐시(_cached_credential/_credential_date) — 동일 날짜 재fetch 방지 + app_secret 메모리 한정(Redis 미기록)

스텁 기반 구현: 실 portfolio-hub/네트워크 없이 AC 전부 단위 테스트.
회귀: credential_fetch_enabled=False(기본) 경로 byte-for-byte 보존.
745 passed, 47 skipped (0 failed).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VHtM5Ws1HKCKQ4JGi6GRb5
 2026-06-28 11:00:18 +09:00
genichinandClaude Sonnet 4.6 d3e4af59cf fix(bat-052): CHG-20260626-02 보정 — buy_fee_only_assets 제거 + NFR-2 엄격화 
portfolio-hub WAC가 매수 fee를 cost basis에 편입함에 따라(REQ-110 change-req)
이중계상을 방지하기 위해 buy_fee_only_assets 관련 로직을 전면 제거하고,
일중 닫힌 거래 AC-2 단언을 엄격 동치(realized_pnl_wac == realized_pnl)로 강화.

변경:
- OperatorReport.buy_fee_only_assets 필드 제거
- apply_wac_to_report buy_fee_only_assets 인자 제거
- buy_fee_by_asset 헬퍼 함수 제거
- render_text 매수전용 수수료 섹션 제거
- render_json buy_fee_only_assets 필드 제거 (WAC 필드 4개→3개)
- cli.py: buy_fee_by_asset import/사용 제거, 미사용 'from datetime import date, timedelta' 제거
- test_wac_equals_net_when_same_day_buy_sell: WAC 957.0, 엄격 동치 단언
- test_buy_only_assets_has_fee → test_buy_only_asset_no_fee_line (fee 라인 없음)
- test_render_json_has_all_four_wac_fields → test_render_json_has_three_wac_fields
- 동일 CLI 통합 테스트 보정

결과: 717 passed, 47 skipped

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VHtM5Ws1HKCKQ4JGi6GRb5
 2026-06-26 20:35:17 +09:00
genichinandClaude Sonnet 4.6 73d3b35ab2 feat(bat-052): WAC 실현손익 리포트 통합 (REQ-109/110/111, dcy-035) 
- portfolio.py: RealizedPnlItem/RealizedPnlResult 데이터클래스 추가;
  PortfolioHubReadPort에 get_realized_pnl 포트 메서드 추가
- hub_read.py: GET /v1/portfolios/{id}/pnl/realized 어댑터 구현
  (from/to/symbol query, 비2xx/네트워크→PortfolioHubUnavailableError)
- stub_read.py: get_realized_pnl 고정 결과 stub 추가 (무네트워크)
- operator_report.py: OperatorReport에 WAC 4필드+degrade 2필드 추가;
  apply_wac_to_report/buy_fee_by_asset 헬퍼; render_text/render_json WAC 섹션
- cli.py: _cmd_report에 WAC 경로(portfolio-hub 설정 시) + degrade 경로 통합
  (REQ-111: base_url 미설정/Unavailable → 식별가능 에러, 폴백 없음)
- tests: 51개 신규 테스트 (domain sweep, hub_read, stub_read, operator_report,
  cli_report_wac); 전체 717 passed, 47 skipped

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VHtM5Ws1HKCKQ4JGi6GRb5
 2026-06-26 20:35:17 +09:00
genichinandClaude Opus 4.8 07b393d27d feat(core-B): 운영자 sync/verify CLI + cold-start onboarding (BAT-051, REQ-105/106, PR #32) 
dcy-034 마지막 조각. sync(슬롯 qty←브로커+warning해제+OQ-A 전이엣지+FR-7 평단seed)/verify(C 재대조·강제해제없음). core-A QC minor 2건 정리 동봉. QC(opus) PASS, 683 passed.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VHtM5Ws1HKCKQ4JGi6GRb5
 2026-06-26 09:53:49 +09:00
genichinandClaude Sonnet 4.6 c193388198 feat(core-A): reconcile-warning durable store + blocking gate (BAT-050, REQ-102/103/104/107/108) 
B/C 불일치 시 슬롯을 durable 차단(ReconcileWarningStore)하고 전략 intent 경로에
pause∨reconcile_warned 게이트를 추가한다. 안전망(safety-sell/kill-switch/watchdog)
경로는 SlotService 직접 호출로 게이트를 구조적으로 우회(OQ-B 확정).
SlotState enum/전이표/wire 계약 필드는 불변, reconcile_warned 필드만 additive 추가.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VHtM5Ws1HKCKQ4JGi6GRb5
 2026-06-26 00:43:04 +09:00
genichinandClaude Opus 4.8 d4c5fcbba1 feat(alarm): trex-core 알람 emitter + trex.alerts exchange (dcy-033 BAT-049, Implemented) 
AlarmEmitter(application, best-effort 비차단)+trex.alerts topic exchange 가산·격리+8 CRITICAL code 배선. 608 passed, opus QC PASS, 팀장 e2e(텔레그램 HTTP200) 통과. REQ-098~101 Implemented.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VHtM5Ws1HKCKQ4JGi6GRb5
 2026-06-21 19:25:55 +09:00
genichinandClaude Opus 4.8 f1b649cf2a feat(execution): 체결가 0/None 시 지정가 백필 가드 + WARN 로깅 (dcy-032/BAT-048) 
REQ-095(슬롯 평단·원장 price 지정가 백필, 0 오염 방지) + REQ-096(백필/미해결 WARN 로깅) 구현.
지정가 부재 시 skip+강WARN. application 단일화(_resolve_fill_price), wire/LedgerTrade 스키마 불변.
575 passed/0 fail, opus QC PASS. REQ-097 알람=스파이크 산출물만(impl 후속).

- _resolve_fill_price 헬퍼 추가: avg_price 검증, limit_price 백필, 미해결 WARN
- _on_filled/_on_partial_cancel 통합: 백필 적용, 슬롯/원장 일관성
- _record_ledger 시그니처: resolved_price 파라미터 (backward compat)
- test_execution_fill_price_backfill.py: 21 시나리오 (avg=None/0, limit=있음/없음 등)
- docs: dcy-032, req-095/096/097, bat-048 설계/검증

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VHtM5Ws1HKCKQ4JGi6GRb5
 2026-06-21 13:34:31 +09:00