Files
trex-core/trex_core/domain/slot/service.py
T
genichinandClaude Opus 4.8 a30efa8f3b feat(safety-sell): dcy-007 core 자율 안전 매도 — BAT-010 기반 + BAT-011 트리거
dcy-007(core 자율 안전 매도) 전체 delivery. BAT-010 기반 인프라가 미커밋
상태였고 BAT-011 트리거 레이어와 공유 파일에서 섞여 있어 한 커밋으로 묶음.

BAT-010 (REQ-034/035/036/041, release-candidate):
- WatchdogStore(application/watchdog.py) + snapshot RPC 워치독 갱신
- Slot stop_loss_price/take_profit_price 필드 + 004_add_price_thresholds.sql
- SlotService.sell() 자율 매도 내부 경로 + idempotency
- SafetySellConfig env 5종 파싱

BAT-011 (REQ-037/038/039/040/042, release-candidate):
- SafetySellService(application/safety_sell.py): forced_close 만기 / stop-loss·
  take-profit KIS polling / 장 마감 강제 청산 + trex-safety-sell 7번째 스레드
- BrokerPort.get_current_price + KIS inquire-price(TTTC8397R/VTTC8397R, stck_prpr)
  + paper stub
- SlotService.update_thresholds() + intent RPC update_thresholds 액션
  (부분 갱신/null 해제, 워치독 last_seen_at 리셋)
- baseline 3문서 정합(interface-contract/runtime-flows/project-structure)

거버넌스: REQ-034~042 Implemented 동기화, BAT-010/011 release-candidate,
dcy-007 discovery 포함.

검증: 신규 38 테스트 green, 단위 236 passed/23 skipped,
인프라 게이트(PG+RabbitMQ) 259 passed(마이그레이션 001~004 round-trip 포함),
ruff clean.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-07 08:32:30 +09:00

341 lines
14 KiB
Python

"""Slot domain service — 4 main APIs (REQ-002).
- preallocate_daily_slots(trading_date, count)
- transit_slot(slot_id, from_state, to_state, reason, actor, **fields)
- get_today_entry_count(trading_date, symbol)
- compute_slot_capacity(trading_date, total_slots)
All state-mutating APIs run inside repository.transactional_advisory_lock()
to serialize Buy/Sell decision threads + operator CLI (REQ-002 AC-2).
"""
from __future__ import annotations
from dataclasses import replace
from datetime import date, datetime, timezone
from decimal import Decimal
from typing import Any, Optional
from uuid import UUID
from trex_core.domain.slot.errors import (
SlotNotFoundError,
SlotStateMismatchError,
SlotTransitionError,
)
from trex_core.domain.slot.models import Slot, SlotCapacity, SlotTransitionRecord
from trex_core.domain.slot.repository import SlotRepository
from trex_core.domain.slot.state import SLOT_ADVISORY_LOCK_ID, SlotState, is_allowed_transition
# Sentinel distinguishing "field omitted (keep current)" from "field set to
# None (clear threshold)" in update_thresholds (REQ-040 AC-4 vs AC-5).
_UNSET: Any = object()
class SlotService:
"""Slot lifecycle service. Race-free transitions via advisory lock + transaction."""
def __init__(self, repository: SlotRepository) -> None:
self._repo = repository
# ------------------------------------------------------------
# preallocate_daily_slots
# ------------------------------------------------------------
def preallocate_daily_slots(self, trading_date: date, count: int) -> int:
"""Insert `count` idle slots for trading_date if none exist.
Idempotent: second+ call on the same trading_date returns 0.
Returns number of slots inserted.
REQ-002 AC-4, REQ-003 AC-5 (count must be > 0).
"""
if count <= 0:
raise ValueError(f"slot count must be > 0, got {count}")
with self._repo.transactional_advisory_lock(SLOT_ADVISORY_LOCK_ID):
return self._repo.pre_allocate_slots(trading_date, count)
# ------------------------------------------------------------
# transit_slot
# ------------------------------------------------------------
def transit_slot(
self,
slot_id: UUID,
from_state: SlotState,
to_state: SlotState,
reason: str,
actor: str,
*,
symbol: Optional[str] = None,
qty: Optional[float] = None,
avg_price: Optional[float] = None,
entry_price: Optional[float] = None,
allocated_capital: Optional[float] = None,
order_id: Optional[str] = None,
strategy_id: Optional[str] = None,
broker_order_id: Optional[str] = None,
portfolio_id: Optional[str] = None,
sell_strategy_id: Optional[str] = None,
forced_close_at: Optional[datetime] = None,
stop_loss_price: Optional[Decimal] = None,
take_profit_price: Optional[Decimal] = None,
extra: Optional[dict[str, Any]] = None,
) -> Slot:
"""Transition slot from one state to another atomically.
Within a single advisory-locked transaction:
1. fetch slot
2. verify current state == from_state (race detection)
3. verify (from_state, to_state) is in the allowed set
4. update slot row (fields per to_state semantics)
5. append transition_log row
6. on closed->idle, increment daily_symbol_entries (REQ-002 AC-3)
External I/O (broker, kis-data-hub, portfolio-hub) MUST NOT be performed
inside this function — caller does I/O outside the lock (REQ-002 AC-5).
"""
if not is_allowed_transition(from_state, to_state):
raise SlotTransitionError(
f"transition not allowed: {from_state.value} -> {to_state.value}"
)
with self._repo.transactional_advisory_lock(SLOT_ADVISORY_LOCK_ID):
slot = self._repo.fetch_slot(slot_id)
if slot is None:
raise SlotNotFoundError(f"slot not found: {slot_id}")
# Race detection — current state must match caller's from_state.
if slot.status is not from_state:
raise SlotStateMismatchError(
f"slot {slot_id} current state {slot.status.value} "
f"!= requested from_state {from_state.value}"
)
updated = self._apply_transition_fields(
slot,
to_state,
symbol=symbol,
qty=qty,
avg_price=avg_price,
entry_price=entry_price,
allocated_capital=allocated_capital,
order_id=order_id,
strategy_id=strategy_id,
broker_order_id=broker_order_id,
portfolio_id=portfolio_id,
sell_strategy_id=sell_strategy_id,
forced_close_at=forced_close_at,
stop_loss_price=stop_loss_price,
take_profit_price=take_profit_price,
)
self._repo.update_slot(updated)
# closed -> idle recovery: bump daily_symbol_entries atomically
# (REQ-002 AC-3, REQ-001 split-by-purpose).
if from_state is SlotState.CLOSED and to_state is SlotState.IDLE:
# Use the symbol carried by the slot before reset.
symbol_for_entry = slot.symbol
if symbol_for_entry:
self._repo.increment_symbol_entry(slot.trading_date, symbol_for_entry)
self._repo.append_transition_log(
SlotTransitionRecord(
slot_id=slot_id,
from_state=from_state,
to_state=to_state,
ts=datetime.now(tz=timezone.utc),
reason=reason,
actor=actor,
extra=extra or {},
)
)
return updated
@staticmethod
def _apply_transition_fields(
slot: Slot,
to_state: SlotState,
*,
symbol: Optional[str],
qty: Optional[float],
avg_price: Optional[float],
entry_price: Optional[float],
allocated_capital: Optional[float],
order_id: Optional[str],
strategy_id: Optional[str],
broker_order_id: Optional[str] = None,
portfolio_id: Optional[str] = None,
sell_strategy_id: Optional[str] = None,
forced_close_at: Optional[datetime] = None,
stop_loss_price: Optional[Decimal] = None,
take_profit_price: Optional[Decimal] = None,
) -> Slot:
"""Compute the post-transition Slot row.
Special: closed -> idle resets occupancy fields (FR-2 #7).
Special: pending_buy -> idle resets occupancy (REQ-011 AC-6 rollback).
"""
if to_state is SlotState.IDLE and slot.status in {
SlotState.CLOSED,
SlotState.PENDING_BUY,
}:
# Recovery / rollback: clear occupancy + broker handle.
# transition_log retains audit trail.
return replace(
slot,
status=SlotState.IDLE,
symbol=None,
qty=None,
avg_price=None,
entry_price=None,
allocated_capital=None,
order_id=None,
strategy_id=None,
broker_order_id=None,
portfolio_id=None,
sell_strategy_id=None,
forced_close_at=None,
stop_loss_price=None,
take_profit_price=None,
updated_at=datetime.now(tz=timezone.utc),
)
# Generic update: caller-supplied fields override; None means "keep".
return replace(
slot,
status=to_state,
symbol=symbol if symbol is not None else slot.symbol,
qty=qty if qty is not None else slot.qty,
avg_price=avg_price if avg_price is not None else slot.avg_price,
entry_price=entry_price if entry_price is not None else slot.entry_price,
allocated_capital=(
allocated_capital if allocated_capital is not None else slot.allocated_capital
),
order_id=order_id if order_id is not None else slot.order_id,
strategy_id=strategy_id if strategy_id is not None else slot.strategy_id,
broker_order_id=(
broker_order_id if broker_order_id is not None else slot.broker_order_id
),
portfolio_id=(
portfolio_id if portfolio_id is not None else slot.portfolio_id
),
sell_strategy_id=(
sell_strategy_id
if sell_strategy_id is not None
else slot.sell_strategy_id
),
forced_close_at=(
forced_close_at if forced_close_at is not None else slot.forced_close_at
),
stop_loss_price=(
stop_loss_price if stop_loss_price is not None else slot.stop_loss_price
),
take_profit_price=(
take_profit_price if take_profit_price is not None else slot.take_profit_price
),
updated_at=datetime.now(tz=timezone.utc),
)
# ------------------------------------------------------------
# sell (REQ-036 / BAT-010)
# ------------------------------------------------------------
def sell(self, slot_id: UUID, actor: str, reason: str) -> None:
"""Trigger an autonomous safety-sell for a holding slot (REQ-036).
Idempotent: silently returns if the slot is already pending_sell.
Raises SlotNotFoundError if slot_id is unknown.
Raises SlotTransitionError if the slot is neither holding nor pending_sell.
"""
slot = self._repo.fetch_slot(slot_id)
if slot is None:
raise SlotNotFoundError(f"slot not found: {slot_id}")
if slot.status is SlotState.PENDING_SELL:
return # already in progress — idempotent (REQ-036 AC-2)
if slot.status is not SlotState.HOLDING:
raise SlotTransitionError(
f"sell() requires holding state, got: {slot.status.value}"
)
self.transit_slot(
slot_id,
SlotState.HOLDING,
SlotState.PENDING_SELL,
reason=reason,
actor=actor,
)
# ------------------------------------------------------------
# update_thresholds (REQ-040 / BAT-011)
# ------------------------------------------------------------
def update_thresholds(
self,
slot_id: UUID,
*,
stop_loss_price: Any = _UNSET,
take_profit_price: Any = _UNSET,
forced_close_at: Any = _UNSET,
actor: str = "strategy",
) -> str:
"""Partially update a holding slot's safety-sell thresholds (REQ-040).
Each of the three fields is independent: pass `_UNSET` (the default —
i.e. omit the kwarg) to keep the current value, or pass an explicit
value (including ``None``) to set/clear it (AC-4 vs AC-5).
Returns "updated" on success, or "ignored" when the slot is not in
the holding state (AC-6). Raises SlotNotFoundError for unknown slots.
The caller (RPC handler) resets the watchdog last_seen_at (AC-3).
"""
with self._repo.transactional_advisory_lock(SLOT_ADVISORY_LOCK_ID):
slot = self._repo.fetch_slot(slot_id)
if slot is None:
raise SlotNotFoundError(f"slot not found: {slot_id}")
if slot.status is not SlotState.HOLDING:
return "ignored" # not_holding (AC-6)
updated = replace(
slot,
stop_loss_price=(
slot.stop_loss_price if stop_loss_price is _UNSET else stop_loss_price
),
take_profit_price=(
slot.take_profit_price if take_profit_price is _UNSET else take_profit_price
),
forced_close_at=(
slot.forced_close_at if forced_close_at is _UNSET else forced_close_at
),
updated_at=datetime.now(tz=timezone.utc),
)
self._repo.update_slot(updated)
return "updated"
# ------------------------------------------------------------
# get_today_entry_count
# ------------------------------------------------------------
def get_today_entry_count(self, trading_date: date, symbol: str) -> int:
"""Return today's entry_count for a symbol (0 if no entries yet).
Used by buy decision state gate to enforce re-entry policy.
Reads daily_symbol_entries (decision input), NEVER queries
slot_transition_log (audit only). REQ-001, dcy-001 5.3.5.5.
"""
return self._repo.get_symbol_entry_count(trading_date, symbol)
# ------------------------------------------------------------
# compute_slot_capacity
# ------------------------------------------------------------
def compute_slot_capacity(self, trading_date: date, total_slots: int) -> SlotCapacity:
"""Return idle/holding/pending counts + scarcity_ratio (REQ-002 AC-6).
scarcity_ratio = 1 - idle_count / total_slots, clamped to [0.0, 1.0].
"""
if total_slots <= 0:
raise ValueError(f"total_slots must be > 0, got {total_slots}")
counts = self._repo.count_slots_by_status(trading_date)
idle = counts.get(SlotState.IDLE, 0)
holding = counts.get(SlotState.HOLDING, 0)
pending = counts.get(SlotState.PENDING_BUY, 0) + counts.get(SlotState.PENDING_SELL, 0)
scarcity = max(0.0, min(1.0, 1.0 - (idle / total_slots)))
return SlotCapacity(
idle_count=idle,
holding_count=holding,
pending_count=pending,
total_slots=total_slots,
scarcity_ratio=scarcity,
)