"""KIS poll_fill terminal-order detection (dcy-013 / REQ-012, issue #9). inquire-daily-ccld marks a cancelled order with cncl_yn="Y" and an exchange-rejected order with rjct_qty. These tests stub the HTTP layer (token pre-seeded, httpx.get faked) and assert the FillStatus mapping. """ from __future__ import annotations from datetime import UTC, datetime, timedelta from trex_core.adapters.broker import kis as kis_mod from trex_core.adapters.broker.kis import KISBroker ODNO = "0000123456" def _broker(): b = KISBroker( "12345678-01", app_key="k", app_secret="s", base_url="https://openapivts.koreainvestment.com:29443", # mock endpoint ) b._token = "tok" b._token_exp = datetime.now(tz=UTC) + timedelta(hours=1) return b class _Resp: def __init__(self, payload): self._payload = payload def json(self): return self._payload def _fake_get(payload): def _get(*a, **k): return _Resp(payload) return _get def _row(**kw): base = { "odno": ODNO, "ord_qty": "10", "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "N", "rjct_qty": "0", "ord_dt": "20260608", "ord_gno_brno": "06010", "pdno": "005930", } base.update(kw) return {"rt_cd": "0", "output1": [base]} def test_full_external_cancel_maps_to_cancelled(monkeypatch): monkeypatch.setattr(kis_mod.httpx, "get", _fake_get(_row(tot_ccld_qty="0", cncl_yn="Y"))) fs = _broker().poll_fill( f"06010:{ODNO}", side="sell", symbol="005930", order_date="20260608" ) assert fs.state == "cancelled" and fs.is_terminal_reject and not fs.is_partial_cancel def test_zero_fill_not_cancelled_stays_accepted(monkeypatch): monkeypatch.setattr(kis_mod.httpx, "get", _fake_get(_row(tot_ccld_qty="0", cncl_yn="N"))) fs = _broker().poll_fill( f"06010:{ODNO}", side="sell", symbol="005930", order_date="20260608" ) assert fs.state == "accepted" and not fs.is_terminal_reject def test_zero_fill_full_rejection_maps_to_rejected(monkeypatch): monkeypatch.setattr( kis_mod.httpx, "get", _fake_get( _row( ord_qty="4", tot_ccld_qty="0", rmn_qty="0", rjct_qty="4", cncl_yn="", ) ), ) fs = _broker().poll_fill( f"06010:{ODNO}", side="buy", symbol="005930", order_date="20260608" ) assert fs.state == "rejected" and fs.is_terminal_reject def test_zero_fill_partial_rejection_does_not_infer_terminal(monkeypatch): monkeypatch.setattr( kis_mod.httpx, "get", _fake_get(_row(ord_qty="10", tot_ccld_qty="0", rjct_qty="4", cncl_yn="")), ) fs = _broker().poll_fill( f"06010:{ODNO}", side="buy", symbol="005930", order_date="20260608" ) assert fs.state == "accepted" and not fs.is_terminal_reject def test_partial_fill_then_cancel_flags_partial_cancel(monkeypatch): monkeypatch.setattr( kis_mod.httpx, "get", _fake_get(_row(ord_qty="10", tot_ccld_qty="4", avg_prvs="70000", cncl_yn="Y")), ) fs = _broker().poll_fill( f"06010:{ODNO}", side="sell", symbol="005930", order_date="20260608" ) assert fs.state == "partially_filled" assert fs.cancelled and fs.is_partial_cancel assert fs.filled_qty == 4 and fs.avg_price == 70000.0 assert fs.execution_id == "kis-daily-ccld:20260608:06010:0000123456:4" def test_full_fill_unaffected_by_cancel_flag(monkeypatch): monkeypatch.setattr( kis_mod.httpx, "get", _fake_get(_row(ord_qty="10", tot_ccld_qty="10", avg_prvs="70000", cncl_yn="N")), ) fs = _broker().poll_fill( f"06010:{ODNO}", side="sell", symbol="005930", order_date="20260608" ) assert fs.is_filled and fs.filled_qty == 10 and not fs.is_partial_cancel # ── Regression: KIS child cancel row (orgn_odno) ───────────────────────────── def _payload_with_child_cancel(parent_odno: str, child_odno: str, ord_qty: str = "89", symbol: str = "225190"): """Simulate KIS returning original row (cncl_yn='') + separate cancel child.""" parent = { "odno": parent_odno, "orgn_odno": "", "ord_qty": ord_qty, "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "", "rjct_qty": "0", "rmn_qty": "0", "ord_dt": "20260901", "ord_gno_brno": "06010", "pdno": symbol, } child = { "odno": child_odno, "orgn_odno": parent_odno, "ord_qty": ord_qty, "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "Y", "rjct_qty": "0", "rmn_qty": "0", "ord_dt": "20260901", "ord_gno_brno": "06010", "pdno": symbol, } return {"rt_cd": "0", "output1": [parent, child]} def test_child_cancel_row_orgn_odno_maps_to_cancelled(monkeypatch): """KIS child row with orgn_odno= + cncl_yn=Y → full cancel.""" payload = _payload_with_child_cancel(ODNO, "0000123457") monkeypatch.setattr(kis_mod.httpx, "get", _fake_get(payload)) fs = _broker().poll_fill( f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901" ) assert fs.state == "cancelled", f"expected cancelled, got {fs.state}" assert fs.is_terminal_reject def test_correction_child_row_not_misclassified_as_cancel(monkeypatch): """Correction child (cncl_yn!='Y') must not be treated as a cancel. Issue #81 AC: a correction/replacement child means the order is superseded but we cannot safely determine terminal status without the replacement identity → fail-closed as 'unknown' (not 'accepted/open_confirmed'). """ parent = { "odno": ODNO, "orgn_odno": "", "ord_qty": "10", "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "", "rjct_qty": "0", "ord_dt": "20260901", "ord_gno_brno": "06010", "pdno": "225190", } correction_child = { "odno": "0000123458", "orgn_odno": ODNO, "ord_qty": "10", "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "N", # correction, not cancel "rjct_qty": "0", "ord_dt": "20260901", "ord_gno_brno": "06010", "pdno": "225190", } monkeypatch.setattr( kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent, correction_child]}) ) fs = _broker().poll_fill( f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901" ) # Correction child means replacement identity is unresolved → fail-closed assert fs.state == "unknown", f"expected unknown, got {fs.state}" raw = fs.raw if isinstance(fs.raw, dict) else {} assert raw.get("reason") == "correction_child_present_unresolved" # Must NOT be open_confirmed — that would allow new orders on the same slot assert not raw.get("order_open_confirmed", False) def test_partial_fill_with_child_cancel_row(monkeypatch): """Partial fill on parent + cancel child → partial_cancel.""" parent = { "odno": ODNO, "orgn_odno": "", "ord_qty": "10", "tot_ccld_qty": "4", "avg_prvs": "70000", "cncl_yn": "", "rjct_qty": "0", "ord_dt": "20260901", "ord_gno_brno": "06010", "pdno": "225190", } child = { "odno": "0000123459", "orgn_odno": ODNO, "ord_qty": "6", "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "Y", "rjct_qty": "0", "ord_dt": "20260901", "ord_gno_brno": "06010", "pdno": "225190", } monkeypatch.setattr( kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent, child]}) ) fs = _broker().poll_fill( f"06010:{ODNO}", side="sell", symbol="225190", order_date="20260901" ) assert fs.state == "partially_filled" assert fs.cancelled and fs.is_partial_cancel assert fs.filled_qty == 4 # ── Regression: identity mismatch / ambiguous child rows ───────────────────── def test_child_cancel_mismatched_branch_is_ignored(monkeypatch): """Cancel child from a different branch (ord_gno_brno) must not affect parent.""" parent = { "odno": ODNO, "orgn_odno": "", "ord_qty": "10", "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "", "rjct_qty": "0", "ord_dt": "20260901", "ord_gno_brno": "06010", "pdno": "225190", } child_wrong_branch = { "odno": "0000199999", "orgn_odno": ODNO, "ord_qty": "10", "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "Y", "rjct_qty": "0", "ord_dt": "20260901", "ord_gno_brno": "99999", # different branch "pdno": "225190", } monkeypatch.setattr( kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent, child_wrong_branch]}) ) fs = _broker().poll_fill( f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901" ) # Child has wrong branch → not a matching cancel → parent stays accepted assert fs.state == "accepted", f"expected accepted (mismatch branch), got {fs.state}" def test_child_cancel_mismatched_symbol_is_ignored(monkeypatch): """Cancel child with different symbol (pdno) must not affect parent.""" parent = { "odno": ODNO, "orgn_odno": "", "ord_qty": "10", "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "", "rjct_qty": "0", "ord_dt": "20260901", "ord_gno_brno": "06010", "pdno": "225190", } child_wrong_symbol = { "odno": "0000199998", "orgn_odno": ODNO, "ord_qty": "10", "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "Y", "rjct_qty": "0", "ord_dt": "20260901", "ord_gno_brno": "06010", "pdno": "000660", # different symbol } monkeypatch.setattr( kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent, child_wrong_symbol]}) ) fs = _broker().poll_fill( f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901" ) assert fs.state == "accepted", f"expected accepted (mismatch symbol), got {fs.state}" def test_child_cancel_mismatched_date_is_ignored(monkeypatch): """Cancel child with different ord_dt must not affect parent.""" parent = { "odno": ODNO, "orgn_odno": "", "ord_qty": "10", "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "", "rjct_qty": "0", "ord_dt": "20260901", "ord_gno_brno": "06010", "pdno": "225190", } child_wrong_date = { "odno": "0000199997", "orgn_odno": ODNO, "ord_qty": "10", "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "Y", "rjct_qty": "0", "ord_dt": "20260831", # different date "ord_gno_brno": "06010", "pdno": "225190", } monkeypatch.setattr( kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent, child_wrong_date]}) ) fs = _broker().poll_fill( f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901" ) assert fs.state == "accepted", f"expected accepted (mismatch date), got {fs.state}" def test_ambiguous_multiple_child_cancel_rows_return_unknown(monkeypatch): """Two matching cancel children → ambiguous identity → fail-closed as unknown.""" parent = { "odno": ODNO, "orgn_odno": "", "ord_qty": "10", "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "", "rjct_qty": "0", "ord_dt": "20260901", "ord_gno_brno": "06010", "pdno": "225190", } child1 = {**parent, "odno": "0000123460", "orgn_odno": ODNO, "cncl_yn": "Y", "ord_qty": "10"} child2 = {**parent, "odno": "0000123461", "orgn_odno": ODNO, "cncl_yn": "Y", "ord_qty": "10"} monkeypatch.setattr( kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent, child1, child2]}) ) fs = _broker().poll_fill( f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901" ) assert fs.state == "unknown", f"expected unknown (ambiguous children), got {fs.state}" raw = fs.raw if isinstance(fs.raw, dict) else {} assert raw.get("reason") == "child_cancel_ambiguous" # ── Regression: parent row identity mismatch with request ──────────────────── def test_parent_row_wrong_branch_returns_unknown(monkeypatch): """Parent row with wrong ord_gno_brno (branch) relative to broker_order_id → unknown.""" parent = { "odno": ODNO, "orgn_odno": "", "ord_qty": "10", "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "", "rjct_qty": "0", "ord_dt": "20260901", "ord_gno_brno": "99999", # wrong branch — request has 06010 "pdno": "225190", } monkeypatch.setattr( kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent]}) ) # broker_order_id encodes branch 06010, but row has 99999 fs = _broker().poll_fill( f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901" ) assert fs.state == "unknown", f"expected unknown (wrong parent branch), got {fs.state}" raw = fs.raw if isinstance(fs.raw, dict) else {} assert "mismatch" in raw.get("reason", "") def test_parent_row_wrong_date_returns_unknown(monkeypatch): """Parent row with wrong ord_dt relative to order_date arg → unknown.""" parent = { "odno": ODNO, "orgn_odno": "", "ord_qty": "10", "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "", "rjct_qty": "0", "ord_dt": "20260831", # wrong date — request has 20260901 "ord_gno_brno": "06010", "pdno": "225190", } monkeypatch.setattr( kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent]}) ) fs = _broker().poll_fill( f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901" ) assert fs.state == "unknown", f"expected unknown (wrong parent date), got {fs.state}" raw = fs.raw if isinstance(fs.raw, dict) else {} assert "mismatch" in raw.get("reason", "") def test_parent_row_wrong_symbol_returns_unknown(monkeypatch): """Parent row with wrong pdno (symbol) relative to symbol arg → unknown.""" parent = { "odno": ODNO, "orgn_odno": "", "ord_qty": "10", "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "", "rjct_qty": "0", "ord_dt": "20260901", "ord_gno_brno": "06010", "pdno": "000660", # wrong symbol — request has 225190 } monkeypatch.setattr( kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent]}) ) fs = _broker().poll_fill( f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901" ) assert fs.state == "unknown", f"expected unknown (wrong parent symbol), got {fs.state}" raw = fs.raw if isinstance(fs.raw, dict) else {} assert "mismatch" in raw.get("reason", "") def test_correction_child_wrong_identity_is_not_treated_as_correction(monkeypatch): """Correction child with wrong branch/date/symbol must not trigger correction_child_present_unresolved.""" parent = { "odno": ODNO, "orgn_odno": "", "ord_qty": "10", "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "", "rjct_qty": "0", "ord_dt": "20260901", "ord_gno_brno": "06010", "pdno": "225190", } unrelated_correction = { "odno": "0000199990", "orgn_odno": ODNO, "ord_qty": "10", "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "N", "rjct_qty": "0", "ord_dt": "20260831", # different date → not related to our request "ord_gno_brno": "99999", # different branch "pdno": "000660", # different symbol } monkeypatch.setattr( kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent, unrelated_correction]}), ) fs = _broker().poll_fill( f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901" ) # Unrelated correction must not cause correction_child_present_unresolved assert fs.state == "accepted", f"expected accepted (unrelated correction), got {fs.state}" raw = fs.raw if isinstance(fs.raw, dict) else {} assert raw.get("reason") != "correction_child_present_unresolved" # ── Regression: parent identity boundary cases (missing / wrong-first / ambiguous) ─ def test_parent_missing_identity_fields_returns_unknown(monkeypatch): """Parent row with missing pdno and ord_dt → treated as identity mismatch (fail-closed).""" parent_no_identity = { "odno": ODNO, "orgn_odno": "", "ord_qty": "10", "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "Y", # would be cancelled if accepted "rjct_qty": "0", # ord_dt, ord_gno_brno, pdno intentionally absent } monkeypatch.setattr( kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent_no_identity]}) ) fs = _broker().poll_fill( f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901" ) # Missing identity → fail-closed, not terminal assert fs.state == "unknown", f"expected unknown (missing identity), got {fs.state}" assert not fs.is_terminal_reject def test_child_cancel_missing_identity_fields_not_accepted_as_cancel(monkeypatch): """Cancel child with missing identity fields must NOT be accepted as matching child.""" parent = { "odno": ODNO, "orgn_odno": "", "ord_qty": "10", "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "", "rjct_qty": "0", "ord_dt": "20260901", "ord_gno_brno": "06010", "pdno": "225190", } child_no_identity = { "odno": "0000123461", "orgn_odno": ODNO, "ord_qty": "10", "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "Y", "rjct_qty": "0", # ord_dt, ord_gno_brno, pdno intentionally absent } monkeypatch.setattr( kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent, child_no_identity]}), ) fs = _broker().poll_fill( f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901" ) # Child has missing identity → not a matching cancel; parent has no fill → accepted assert fs.state == "accepted", f"expected accepted (child missing identity), got {fs.state}" def test_wrong_parent_first_exact_parent_later_finds_cancel(monkeypatch): """When the wrong-branch parent comes first, the exact parent+cancel child later must win.""" wrong_parent = { "odno": ODNO, "orgn_odno": "", "ord_qty": "10", "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "", "rjct_qty": "0", "ord_dt": "20260901", "ord_gno_brno": "99999", # wrong branch — comes first in list "pdno": "225190", } exact_parent = { "odno": ODNO, "orgn_odno": "", "ord_qty": "10", "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "", "rjct_qty": "0", "ord_dt": "20260901", "ord_gno_brno": "06010", # correct branch — comes second "pdno": "225190", } child = { "odno": "0000123462", "orgn_odno": ODNO, "ord_qty": "10", "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "Y", "rjct_qty": "0", "ord_dt": "20260901", "ord_gno_brno": "06010", "pdno": "225190", } monkeypatch.setattr( kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [wrong_parent, exact_parent, child]}), ) fs = _broker().poll_fill( f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901" ) # Must find the exact parent + cancel child even though wrong parent comes first assert fs.state == "cancelled", f"expected cancelled (exact parent later), got {fs.state}" def test_ambiguous_exact_parents_returns_unknown(monkeypatch): """Two rows with identical exact identity → ambiguous parent → unknown.""" parent1 = { "odno": ODNO, "orgn_odno": "", "ord_qty": "10", "tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "", "rjct_qty": "0", "ord_dt": "20260901", "ord_gno_brno": "06010", "pdno": "225190", } parent2 = {**parent1} # exact duplicate monkeypatch.setattr( kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent1, parent2]}) ) fs = _broker().poll_fill( f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901" ) assert fs.state == "unknown", f"expected unknown (ambiguous parents), got {fs.state}" raw = fs.raw if isinstance(fs.raw, dict) else {} assert raw.get("reason") == "parent_identity_ambiguous"