genichinandClaude Opus 4.8
aee3512383
dcy-011 전 주기 delivery. issue #6(buy 식별자 정정) + issue #11(ledger silent skip) 흡수. 거버넌스: 기존 Implemented REQ는 change-req, 신규 기능만 신규 REQ(OQ-3). - REQ-007 (change-req): buy admission portfolio_id 필수화 + SnapshotStore symbol resolve + unknown_portfolio 거부 (hard cutover, OQ-1/OQ-2) - REQ-021 (change-req): buy 메시지 payload symbol 제거 - REQ-018 (change-req): _record_ledger skip 가시화 (WARN + ledger_skipped 카운터) - REQ-055 (신규): closed↔ledger_outbox anti-join 운영 점검 find_ledger_gap_slots 코드: intents.py(BuyIntent portfolio_id 필수 + resolve_symbol 주입 + _admit_buy reject 분기), messaging_handlers.py, runtime/daemon.py(_resolve_symbol 배선), execution.py(skip WARN 로그), adapters/persistence/ops_checks.py(신규 anti-join). 검증: 단위 282 passed/32 skipped, 인프라 게이트(PG+RabbitMQ) 314 passed, ruff clean. BAT-015(standard) release-candidate. srs/index Next ID → REQ-056. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
91 lines
3.8 KiB
Python
91 lines
3.8 KiB
Python
"""Order execution loop tests via paper broker (REQ-013, REQ-014).
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In-memory adapters; deterministic paper double drives the full async path.
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"""
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from __future__ import annotations
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from datetime import date
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from trex_core.adapters.broker.paper import PaperBroker
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from trex_core.adapters.persistence.in_memory_intent_store import InMemoryIntentStore
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from trex_core.application.execution import ExecutionService
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from trex_core.application.intents import BuyIntent, IntentService, SellIntent
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from trex_core.domain.slot import SlotService, SlotState
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from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
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DAY = date(2026, 6, 4)
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def _wire(broker):
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repo = InMemorySlotRepository()
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svc = SlotService(repo)
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intents = IntentService(svc, repo, InMemoryIntentStore())
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execution = ExecutionService(svc, repo, broker)
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svc.preallocate_daily_slots(DAY, 5)
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return repo, svc, intents, execution
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def _buy(intents, iid="b1", symbol="005930", qty=10):
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return intents.submit_buy(BuyIntent(intent_id=iid, trading_date=DAY, symbol=symbol, qty=qty, entry_price=1000, portfolio_id="PF-1"))
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def test_buy_lifecycle_to_holding():
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repo, svc, intents, execution = _wire(PaperBroker(fill_after_polls=0))
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d = _buy(intents)
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sid = d.slot_id
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assert repo.fetch_slot(sid).status is SlotState.PENDING_BUY
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execution.run_once() # dispatch + poll(fill immediately)
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slot = repo.fetch_slot(sid)
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assert slot.status is SlotState.HOLDING and slot.qty == 10 and slot.avg_price == 1000.0
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def test_buy_dispatch_is_idempotent_no_double_order():
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broker = PaperBroker(fill_after_polls=5) # stays accepted (not filled) across ticks
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repo, svc, intents, execution = _wire(broker)
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sid = _buy(intents).slot_id
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execution.run_once() # dispatch (1 order) + poll(accepted)
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bid1 = repo.fetch_slot(sid).broker_order_id
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execution.run_once() # must NOT re-dispatch
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bid2 = repo.fetch_slot(sid).broker_order_id
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assert bid1 == bid2 and len(broker._orders) == 1 # exactly one broker order
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def test_buy_reject_rolls_back_to_idle():
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repo, svc, intents, execution = _wire(PaperBroker(reject_symbols={"005930"}))
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sid = _buy(intents).slot_id
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execution.run_once() # dispatch + poll(reject)
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slot = repo.fetch_slot(sid)
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assert slot.status is SlotState.IDLE and slot.symbol is None and slot.broker_order_id is None
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def test_sell_lifecycle_to_closed_bumps_entry_count():
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repo, svc, intents, execution = _wire(PaperBroker(fill_after_polls=0))
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sid = _buy(intents).slot_id
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execution.run_once() # -> holding
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assert repo.fetch_slot(sid).status is SlotState.HOLDING
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intents.submit_sell(SellIntent(intent_id="s1", slot_id=sid))
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assert repo.fetch_slot(sid).status is SlotState.PENDING_SELL
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execution.run_once() # dispatch sell + fill -> closed
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assert repo.fetch_slot(sid).status is SlotState.CLOSED
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assert svc.get_today_entry_count(DAY, "005930") == 0 # +1 happens on closed->idle recovery
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def test_reconcile_after_crash_completes_fill_without_redispatch():
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broker = PaperBroker(fill_after_polls=1)
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repo, svc, intents, execution = _wire(broker)
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sid = _buy(intents).slot_id
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execution.run_once() # dispatch + poll1 (accepted, not filled) — simulates crash here
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assert repo.fetch_slot(sid).status is SlotState.PENDING_BUY
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orders_before = len(broker._orders)
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execution.reconcile() # restart: re-poll -> fills, no new order
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slot = repo.fetch_slot(sid)
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assert slot.status is SlotState.HOLDING
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assert len(broker._orders) == orders_before # reconcile did not submit a new order
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def test_no_idle_slots_blocks_further_buys():
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repo, svc, intents, execution = _wire(PaperBroker(fill_after_polls=0))
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for i in range(5):
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assert _buy(intents, iid=f"b{i}").status == "admitted"
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assert _buy(intents, iid="overflow").status == "rejected"
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