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>
236 lines
9.6 KiB
Python
236 lines
9.6 KiB
Python
"""Asset-centric cutover tool (dcy-020 / REQ-064, BAT-030).
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Full rebuild (design D1): wipe this instance's daily_slot rows and recreate
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them from the portfolio-hub universe + the broker balance, with the broker as
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the single source of truth for carried-over holdings (consistent with D3).
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Procedure (one transaction):
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1. preflight — abort if any pending_buy/pending_sell rows exist for the
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instance (in-flight orders must converge first; run outside the trading
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session).
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2. DELETE all of the instance's slot rows.
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3. one permanent slot per universe asset, status `inactive`.
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4. each broker holding (symbol, qty) is mapped symbol→portfolio_id via the
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universe and its slot is set to `holding` (qty = broker quantity;
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avg_price is left NULL — the balance API does not carry it — WARN).
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5. a broker holding whose symbol is NOT in the universe aborts the cutover
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(operator decision; `--allow-unmapped` downgrades to WARN+skip).
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6. audit rows in slot_transition_log (reason `cutover_rebuild`).
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7. optional `--promote-unique`: portfolio_id SET NOT NULL (only after ALL
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instances sharing the DB have been cut over).
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The real cutover is OPERATOR-RUN (design D4): `trex-core-cutover --config
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<instance> --yes` after a rehearsal against a test DB. Rollback = restore the
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pre-cutover backup + previous release (BAT-030 design §4).
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"""
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from __future__ import annotations
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import logging
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from dataclasses import dataclass, field
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from datetime import datetime, timezone
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from typing import Any, Iterable, Optional
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from uuid import uuid4
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_log = logging.getLogger(__name__)
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class CutoverAbort(RuntimeError):
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"""Preflight/mapping condition that must stop the cutover."""
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@dataclass
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class CutoverReport:
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instance_key: str
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deleted: int = 0
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created: int = 0
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holdings: int = 0
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unmapped: list[str] = field(default_factory=list)
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promoted_unique: bool = False
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dry_run: bool = False
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def summary(self) -> str:
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return (
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f"cutover[{self.instance_key}] deleted={self.deleted} "
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f"created={self.created} holdings={self.holdings} "
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f"unmapped={self.unmapped or '[]'} "
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f"promote_unique={self.promoted_unique} dry_run={self.dry_run}"
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)
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def run_cutover(
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dsn: str,
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instance_key: str,
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universe: Iterable[tuple[str, str]],
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balances: Iterable[tuple[str, int]],
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*,
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allow_unmapped: bool = False,
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promote_unique: bool = False,
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dry_run: bool = False,
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psycopg_module: Any = None,
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) -> CutoverReport:
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"""Rebuild the instance's slots from `universe` + `balances` atomically.
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universe: iterable of (portfolio_id, symbol).
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balances: iterable of (symbol, hldg_qty) — broker ground truth.
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Raises CutoverAbort on in-flight pending rows or unmapped broker holdings
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(unless allow_unmapped). dry_run rolls the transaction back at the end.
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"""
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if psycopg_module is None:
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import psycopg # type: ignore[import-not-found]
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psycopg_module = psycopg
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uni = [(str(pid), str(sym)) for pid, sym in universe if pid]
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by_symbol = {sym: pid for pid, sym in uni}
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held = [(str(sym), int(qty)) for sym, qty in balances if int(qty) > 0]
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report = CutoverReport(instance_key=instance_key, dry_run=dry_run)
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# mapping check before touching the DB (step 5)
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unmapped = [sym for sym, _ in held if sym not in by_symbol]
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if unmapped:
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if not allow_unmapped:
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raise CutoverAbort(
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f"broker holds symbols outside the universe: {unmapped} "
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"(resolve in portfolio-hub or pass --allow-unmapped to skip them)"
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)
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report.unmapped = unmapped
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for sym in unmapped:
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_log.warning(
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"cutover: broker holding %s has no universe portfolio — SKIPPED "
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"(unmanaged position; operator attention)", sym,
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)
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now = datetime.now(tz=timezone.utc)
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with psycopg_module.connect(dsn, autocommit=False) as conn:
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try:
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with conn.cursor() as cur:
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# 1. preflight: no in-flight pending rows for this instance
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cur.execute(
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"SELECT count(*) FROM daily_slot WHERE instance_key = %s "
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"AND status IN ('pending_buy','pending_sell')",
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(instance_key,),
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)
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pending = int(cur.fetchone()[0])
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if pending:
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raise CutoverAbort(
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f"{pending} in-flight pending slot(s) for instance "
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f"{instance_key!r} — wait for convergence (run outside "
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"the trading session) and retry"
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)
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# 2. wipe the instance's rows (full rebuild, D1)
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cur.execute(
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"DELETE FROM daily_slot WHERE instance_key = %s", (instance_key,)
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)
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report.deleted = cur.rowcount
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# 3+4. recreate: one permanent slot per universe asset
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holding_pids = {}
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for sym, qty in held:
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pid = by_symbol.get(sym)
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if pid is not None:
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holding_pids[pid] = (sym, qty)
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for pid, sym in uni:
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sid = uuid4()
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if pid in holding_pids:
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h_sym, h_qty = holding_pids[pid]
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cur.execute(
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"INSERT INTO daily_slot (slot_id, status, symbol, qty, "
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"instance_key, portfolio_id, created_at, updated_at) "
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"VALUES (%s, 'holding', %s, %s, %s, %s, %s, %s)",
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(sid, h_sym, h_qty, instance_key, pid, now, now),
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)
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report.holdings += 1
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_log.warning(
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"cutover: %s carried over as holding qty=%d "
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"avg_price=NULL (balance API has no cost basis)",
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pid, h_qty,
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)
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else:
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cur.execute(
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"INSERT INTO daily_slot (slot_id, status, symbol, "
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"instance_key, portfolio_id, created_at, updated_at) "
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"VALUES (%s, 'inactive', %s, %s, %s, %s, %s)",
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(sid, sym, instance_key, pid, now, now),
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)
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report.created += 1
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# 6. audit trail
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cur.execute(
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"INSERT INTO slot_transition_log "
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"(slot_id, from_state, to_state, ts, reason, actor) "
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"VALUES (%s, 'inactive', %s, %s, 'cutover_rebuild', 'cutover')",
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(sid, "holding" if pid in holding_pids else "inactive", now),
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)
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# 7. optional promotion (all instances cut over)
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if promote_unique:
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cur.execute(
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"ALTER TABLE daily_slot ALTER COLUMN portfolio_id SET NOT NULL"
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)
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report.promoted_unique = True
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if dry_run:
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conn.rollback()
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else:
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conn.commit()
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except BaseException:
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conn.rollback()
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raise
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return report
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def main(argv: Optional[list[str]] = None) -> int: # pragma: no cover - CLI shell
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import argparse
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from trex_core.adapters.persistence.migrate import apply_migrations
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from trex_core.runtime.config import DaemonConfig, resolve_config_toml
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from trex_core.runtime.daemon import _build_broker, _build_portfolio_read
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logging.basicConfig(level=logging.INFO)
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parser = argparse.ArgumentParser(
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prog="trex-core-cutover",
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description="dcy-020/REQ-064: pool→asset-centric full-rebuild cutover "
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"(operator-run; rehearse on a test DB first).",
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)
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parser.add_argument("--config", required=True, help="instance TOML name/path")
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parser.add_argument("--config-path", default=None)
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parser.add_argument("--env-file", default=None)
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parser.add_argument("--yes", action="store_true",
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help="actually apply (otherwise dry-run + rollback)")
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parser.add_argument("--allow-unmapped", action="store_true",
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help="skip (WARN) broker holdings outside the universe "
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"instead of aborting")
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parser.add_argument("--promote-unique", action="store_true",
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help="portfolio_id SET NOT NULL (only after ALL "
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"instances sharing this DB are cut over)")
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args = parser.parse_args(argv)
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toml_path = resolve_config_toml(args.config, args.config_path)
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config = DaemonConfig.from_config(toml_path, env_file=args.env_file)
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apply_migrations(config.dsn)
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read = _build_portfolio_read(config)
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daemon_id = read.whoami()
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items = read.get_portfolios(daemon_id)
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universe = [(it.portfolio_id, it.symbol) for it in items]
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broker = _build_broker(config)
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balances = [(b.symbol, b.hldg_qty) for b in broker.get_balance()]
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try:
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report = run_cutover(
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config.dsn, config.instance_key, universe, balances,
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allow_unmapped=args.allow_unmapped,
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promote_unique=args.promote_unique and args.yes,
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dry_run=not args.yes,
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)
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except CutoverAbort as exc:
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_log.error("cutover ABORTED: %s", exc)
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return 2
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_log.info("%s", report.summary())
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if not args.yes:
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_log.info("dry-run only — re-run with --yes to apply")
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return 0
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if __name__ == "__main__": # pragma: no cover
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raise SystemExit(main())
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