genichinandClaude Opus 4.8
7d727824dc
M1 literal inactive 전면화: SlotState 5-state(idle/closed 별칭 제거), 마이그레이션 010(CHECK 교체+행 rewrite), ops_checks 를 transition_log 기반 재작성. M2 집행 매도 수량 브로커 정본(D3): dispatch 매도 qty=broker hldg_qty, 미러 fallback 없음, 브로커 0 → skip+WARN, 리스트 기반 dispatch(head-block 방지). M3 컬럼 drop + legacy pool 제거: 마이그레이션 011(trading_date·entry_count DROP), repo 계약 instance 스코프 개편(집행 큐 포함), preallocation 폐기(데몬 7스레드), admission 자산 중심 단일 경로(slot_id 정본), capacity 재정의(available=M−active), daily_symbol_entries 코드 경로 제거. M4 cutover 도구(D1·D4): trex-core-cutover(전체 rebuild, preflight/브로커 carry-over/ --allow-unmapped/--promote-unique/dry-run) + PG 리허설 테스트 8건. M5 baseline 마감: data-model/runtime-flows/project-structure/interface-contract 자산 중심 최종 갱신 + run-trex-core-daemon 스킬 정합. 검증: 단위 367 passed + ruff clean; PG-gated 29 passed(010/011 round-trip·드리프트 가드·cutover 리허설); RabbitMQ 21 passed; run-the-app e2e(test DB+실 MQ, M=1): reconcile 슬롯 생성→slot_id 매수→dedup→capacity_full→fill→already_active→ 매도→inactive(자산 바인딩 보존)→영구 슬롯 재활성 전 구간 green. 실 cutover 는 운영자 실행(REL 단계, D4). Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
289 lines
13 KiB
Python
289 lines
13 KiB
Python
"""Safety-sell trigger service (REQ-037, REQ-038, REQ-039 / BAT-011).
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A single service that the `trex-safety-sell` daemon worker drives once per
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tick. It evaluates three autonomous sell triggers on `holding` slots:
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- forced_close_at expiry (REQ-037) — watchdog-gated
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- stop-loss / take-profit price (REQ-038) — watchdog-gated, KIS polling
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- market-close liquidation (REQ-039) — watchdog-INDEPENDENT, once/day
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Watchdog gating: forced_close and price checks only act on slots whose
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watchdog has expired (strategy module is absent). During the grace period
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no expiry-gated trigger fires (REQ-034). Market-close liquidation ignores
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the watchdog and the grace period entirely (REQ-039 AC-2/AC-6).
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All sells go through `SlotService.sell()` (REQ-036), which is idempotent on
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`pending_sell` — so concurrent/duplicate triggers never double-submit.
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Each trigger is exception-isolated: a single slot's failure (KIS error,
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transition race) is logged and the loop continues (REQ-024 degrade policy).
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"""
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from __future__ import annotations
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import logging
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from datetime import date as date_cls
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from datetime import datetime, time as time_cls, timedelta, timezone
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from trex_core.application.broker_port import BrokerPort
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from trex_core.application.watchdog import WatchdogStore
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from trex_core.domain.slot import SlotRepository, SlotService
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from trex_core.domain.slot.models import Slot
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from trex_core.runtime.config import SafetySellConfig
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_log = logging.getLogger(__name__)
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_KST = timezone(timedelta(hours=9))
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# Conservative KIS current-price quota guard (REQ-038 AC-8). When the
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# estimated hourly polling volume crosses this, we log a warning so the
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# operator can widen TREX_STOP_LOSS_POLL_INTERVAL.
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_KIS_PRICE_QUOTA_PER_HOUR = 1000
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_ACTOR = "trex-safety-sell"
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def _parse_kst_time(spec: str) -> time_cls:
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parts = spec.split(":")
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return time_cls(hour=int(parts[0]), minute=int(parts[1]) if len(parts) > 1 else 0)
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class SafetySellService:
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"""Evaluates safety-sell triggers for one daemon tick (REQ-037/038/039)."""
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def __init__(
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self,
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*,
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slot_repo: SlotRepository,
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slot_service: SlotService,
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broker: BrokerPort,
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watchdog: WatchdogStore,
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config: SafetySellConfig,
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instance_key: str = "default",
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) -> None:
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self._repo = slot_repo
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self._svc = slot_service
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self._broker = broker
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self._watchdog = watchdog
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self._cfg = config
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self._instance_key = instance_key # dcy-017 FR-5: multi-instance label
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self._last_liquidation_date: date_cls | None = None
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self._last_forced_close_at: datetime | None = None
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self._last_price_check_at: datetime | None = None
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# BAT-014 / REQ-052: per-slot retry cooldown for persistent rejection.
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self._last_attempt: dict = {} # slot_id -> last sell-attempt datetime
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self._attempt_count: dict = {} # slot_id -> consecutive attempt count
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# dcy-017 / REQ-037 (issue #12): watchdog-ownership visibility.
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self._owned: set = set() # holding slot_ids currently watchdog-owned
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self.counters: dict[str, int] = {} # phase/event counters (in-process metrics)
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# ----------------------------------------------- dcy-017 visibility helpers
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def _count(self, key: str) -> None:
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self.counters[key] = self.counters.get(key, 0) + 1
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# WARN-level fire reasons (attention events); others log at INFO.
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_WARN_REASONS = frozenset({"forced_close_at", "stop_loss"})
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def _log_fire(self, slot: Slot, reason: str) -> None:
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"""Visibility for an actual safety-sell fire (dcy-017 FR-1, OQ-2)."""
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self._count(f"fire:{reason}")
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level = logging.WARNING if reason in self._WARN_REASONS else logging.INFO
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_log.log(
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level,
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"safety-sell fired: phase=%s slot=%s portfolio_id=%s reason=%s instance_key=%s",
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reason, slot.slot_id, slot.portfolio_id, reason, self._instance_key,
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)
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def _update_ownership(self, now: datetime) -> None:
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"""Log watchdog-ownership entry (strategy absent) / exit (returned).
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dcy-017 FR-1: WARN on entry (a holding slot's strategy went silent so the
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safety net now owns it), INFO on exit. Counters track both. Best-effort —
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never raises into the tick (NFR-1)."""
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try:
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if self._in_grace():
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return # no expiry judgement during grace (REQ-034)
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current = {
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s.slot_id for s in self._holding(now) if self._watchdog_expired(s)
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}
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by_id = {s.slot_id: s for s in self._holding(now)}
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for sid in current - self._owned:
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self._count("owned:enter")
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s = by_id.get(sid)
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_log.warning(
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"watchdog ownership entered (strategy absent): slot=%s "
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"portfolio_id=%s phase=watchdog_owned instance_key=%s",
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sid, (s.portfolio_id if s else None), self._instance_key,
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)
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for sid in self._owned - current:
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self._count("owned:exit")
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_log.info(
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"watchdog ownership released (strategy returned): slot=%s "
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"phase=watchdog_released instance_key=%s",
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sid, self._instance_key,
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)
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self._owned = current
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except Exception: # noqa: BLE001 - visibility must not break the tick
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return
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@property
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def base_tick_sec(self) -> float:
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"""Worker loop sleep — the finest of the configured check cadences."""
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return float(max(
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1,
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min(self._cfg.forced_close_check_interval_sec,
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self._cfg.stop_loss_poll_interval_sec),
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))
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# ---------------------------------------------------------------- helpers
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def _holding(self, now: datetime) -> list[Slot]:
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# dcy-020 (BAT-030): permanent asset slots — instance-scoped holding
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# sweep (the day-scoped pool listing was removed with trading_date).
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return self._repo.list_holding_slots(self._instance_key)
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def _watchdog_expired(self, slot: Slot) -> bool:
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return self._watchdog.is_expired(str(slot.slot_id), self._cfg.watchdog_timeout_sec)
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def _in_grace(self) -> bool:
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return self._watchdog.in_grace_period(self._cfg.watchdog_grace_period_sec)
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def _safe_sell(self, slot: Slot, reason: str) -> bool:
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try:
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self._svc.sell(slot.slot_id, actor=_ACTOR, reason=reason)
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return True
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except Exception: # noqa: BLE001 - one slot's failure must not stop the loop
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_log.warning("safety-sell failed (slot=%s reason=%s)",
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slot.slot_id, reason, exc_info=True)
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return False
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# ------------------------------------------------ REQ-052 retry cooldown
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def _in_cooldown(self, slot_id, now: datetime) -> bool:
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"""True if the slot was attempted within min_retry_interval_sec (skip retry)."""
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last = self._last_attempt.get(slot_id)
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if last is None:
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return False
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return (now - last).total_seconds() < self._cfg.min_retry_interval_sec
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def _attempt_sell(self, slot: Slot, reason: str, now: datetime) -> bool:
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"""Record a sell attempt (cooldown already cleared by caller) + warn on repeat.
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Updates last_attempt/attempt_count regardless of success (dcy-010 FR-2).
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"""
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sid = slot.slot_id
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count = self._attempt_count.get(sid, 0) + 1
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if count >= self._cfg.max_retry_warn_count:
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_log.warning(
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"safety-sell repeated rejection: slot=%s count=%d reason=%s last_attempt_at=%s",
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sid, count, reason, self._last_attempt.get(sid),
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)
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self._last_attempt[sid] = now
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self._attempt_count[sid] = count
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return self._safe_sell(slot, reason)
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def _prune_cooldown(self, now: datetime) -> None:
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"""Drop cooldown state for slots no longer holding (dcy-010 FR-4)."""
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holding_ids = {s.slot_id for s in self._holding(now)}
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for sid in list(self._last_attempt):
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if sid not in holding_ids:
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self._last_attempt.pop(sid, None)
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self._attempt_count.pop(sid, None)
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def estimated_hourly_kis_calls(self, n_slots: int) -> int:
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"""REQ-038 AC-8: worst-case current-price polls per hour for n_slots."""
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interval = max(1, self._cfg.stop_loss_poll_interval_sec)
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return n_slots * (3600 // interval)
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# ---------------------------------------------------- REQ-037 forced_close
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def check_forced_close(self, now: datetime) -> list:
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"""Sell holding+watchdog-expired slots whose forced_close_at has passed."""
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if self._in_grace():
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return []
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fired = []
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for s in self._holding(now):
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if s.forced_close_at is None:
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continue
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if not self._watchdog_expired(s):
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continue # strategy module active — do not interfere (AC-3)
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if s.forced_close_at > now:
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continue
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if self._in_cooldown(s.slot_id, now):
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continue # REQ-052: persistent-rejection backoff
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if self._attempt_sell(s, "forced_close_at", now):
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self._log_fire(s, "forced_close_at")
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fired.append(s.slot_id)
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return fired
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# ----------------------------------------------- REQ-038 stop-loss/take-profit
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def check_prices(self, now: datetime) -> list:
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"""Poll KIS current price for eligible slots and trigger SL/TP sells."""
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if self._in_grace():
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return []
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candidates = [
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s for s in self._holding(now)
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if (s.stop_loss_price is not None or s.take_profit_price is not None)
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and self._watchdog_expired(s) # no KIS call for watchdog-active (AC-4)
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]
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if self.estimated_hourly_kis_calls(len(candidates)) > _KIS_PRICE_QUOTA_PER_HOUR:
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_log.warning(
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"safety-sell KIS price polling may exceed quota: ~%d calls/hour "
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"(%d slots, interval=%ds). Consider widening TREX_STOP_LOSS_POLL_INTERVAL.",
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self.estimated_hourly_kis_calls(len(candidates)),
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len(candidates), self._cfg.stop_loss_poll_interval_sec,
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)
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fired = []
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for s in candidates:
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if self._in_cooldown(s.slot_id, now):
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continue # REQ-052: skip KIS poll + retry during cooldown
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price = self._broker.get_current_price(s.symbol)
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if price is None:
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continue # unavailable — skip, retry next tick (no false trigger)
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if s.stop_loss_price is not None and price <= s.stop_loss_price:
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if self._attempt_sell(s, "stop_loss", now):
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self._log_fire(s, "stop_loss")
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fired.append(s.slot_id)
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elif s.take_profit_price is not None and price >= s.take_profit_price:
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if self._attempt_sell(s, "take_profit", now):
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self._log_fire(s, "take_profit")
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fired.append(s.slot_id)
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return fired
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# ------------------------------------------------ REQ-039 market-close liquidation
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def check_market_close(self, now: datetime) -> list:
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"""Liquidate ALL holding slots at the configured KST time, once per day."""
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spec = self._cfg.market_close_liquidation_time
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if not spec:
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return [] # feature disabled (AC-3)
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now_kst = now.astimezone(_KST)
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today = now_kst.date()
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if self._last_liquidation_date == today:
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return [] # already fired this trading day (AC-4)
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if now_kst.time() < _parse_kst_time(spec):
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return [] # not yet
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fired = []
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for s in self._holding(now): # watchdog/grace ignored (AC-2/AC-6)
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if self._safe_sell(s, "market_close_liquidation"):
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self._log_fire(s, "market_close_liquidation")
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fired.append(s.slot_id)
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self._last_liquidation_date = today
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return fired
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# ----------------------------------------------------------------- run_once
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def run_once(self, now: datetime | None = None) -> None:
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"""One worker tick — market-close, then cadence-gated forced_close + prices."""
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now = now or datetime.now(tz=timezone.utc)
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self._prune_cooldown(now) # REQ-052 FR-4: drop state for non-holding slots
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self._update_ownership(now) # dcy-017 FR-1: watchdog ownership enter/exit visibility
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try:
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self.check_market_close(now)
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except Exception: # noqa: BLE001
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_log.warning("market-close liquidation tick failed", exc_info=True)
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if self._due(self._last_forced_close_at, now, self._cfg.forced_close_check_interval_sec):
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self._last_forced_close_at = now
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self.check_forced_close(now)
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if self._due(self._last_price_check_at, now, self._cfg.stop_loss_poll_interval_sec):
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self._last_price_check_at = now
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self.check_prices(now)
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@staticmethod
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def _due(last: datetime | None, now: datetime, interval_sec: int) -> bool:
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if last is None:
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return True
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return (now - last).total_seconds() >= interval_sec
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