genichinandClaude Opus 4.8
e4be4d60c2
자산 영구 슬롯(dcy-020)의 수량 가변 전제 위에 보유 포지션 수량 조정 구현. 명령형 계약(전략이 cash+quantity 로 qty+price 계산), core 는 실행 substrate, 수량 정본 = 브로커 잔고 재동기화로 "주문 수량 vs 보유 수량" 충돌 해소(별도 필드 없음). - state.py: holding→pending_buy 전이 추가(증액) → 13 transitions (REQ-057) - service.py: PENDING_SELL 진입 qty=caller as-is(None=전량 sentinel, 값=부분 주문) (REQ-062) - intents.py: 증액 admission(holding 슬롯 매수=increase, M 캡 미적용), SellIntent.qty 부분 매도 (REQ-061) - execution.py: _balance_map; 매도 dispatch=브로커잔고(전량)/min(주문,잔고)(부분); 매수 체결 avg_price 가중평균+브로커 정본 resync; 매도 체결 잔고>0→holding/0→inactive; 증액 롤백 holding 복귀 (REQ-066/062) - messaging_handlers.py: sell payload qty 파싱(부분 매도) - baseline 4문서(data-model/runtime-flows/interface-contract/project-structure) 정합 (REQ-067) 검증: 단위 378 / 통합(PG+RabbitMQ) 422 passed, ruff clean. run-the-app 사이징 e2e: 매수 10@1000 → 증액 +5@1200 → 15@1066.67(가중평균) → 부분 매도 6 → 9@1066.67(cost basis) → 전량→inactive. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
81 lines
3.4 KiB
Python
81 lines
3.4 KiB
Python
"""Slot state machine (REQ-001, REQ-002; dcy-020/REQ-057 asset-centric).
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The asset-centric permanent slot has five states. `inactive` means "no open
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position" — it replaced the pool-model `idle` (never-bought) and `closed`
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(sold, now flat) states, whose aliases were removed at the cutover (BAT-030);
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migration 010 rewrites any remaining `idle`/`closed` rows to `inactive` and
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swaps the status CHECK constraint accordingly.
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"""
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from __future__ import annotations
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import zlib
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from enum import Enum
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# Shared PostgreSQL advisory lock base id. dcy-020/REQ-057 (NFR-1): in a shared
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# DB the lock is scoped per instance via `slot_advisory_lock_id(instance_key)` so
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# one instance's transitions never serialize against another's.
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SLOT_ADVISORY_LOCK_ID: int = 0x5107_4D31 # arbitrary mnemonic constant
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def slot_advisory_lock_id(instance_key: str) -> int:
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"""Per-instance advisory lock id (dcy-020/REQ-057). Combines the base id with
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a stable hash of instance_key so distinct instances take distinct locks while
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the same instance always takes the same lock. Result stays in signed-32 range
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(pg advisory lock accepts bigint; this keeps it deterministic and small)."""
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h = zlib.crc32((instance_key or "default").encode("utf-8")) & 0x7FFF_FFFF
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return SLOT_ADVISORY_LOCK_ID ^ h
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class SlotState(str, Enum):
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"""Slot lifecycle states (dcy-020/REQ-057 asset-centric, 5 states)."""
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INACTIVE = "inactive" # no open position (permanent slot at rest)
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PENDING_BUY = "pending_buy"
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HOLDING = "holding"
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PENDING_SELL = "pending_sell"
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ERROR = "error"
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# Canonical transitions (dcy-020/REQ-057; dcy-021/REQ-057 CHG-03). There is no
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# inactive self-loop and no closed->idle recovery family — a permanent slot
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# simply returns to `inactive` and may activate again via inactive->pending_buy.
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# dcy-021 adds holding->pending_buy for position-sizing increase (the slot stays
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# a held position; the buy adds to it, returning to holding on fill).
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_BASE_TRANSITIONS: frozenset[tuple[SlotState, SlotState]] = frozenset(
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{
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(SlotState.INACTIVE, SlotState.PENDING_BUY), # 1. buy decision (activate)
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(SlotState.PENDING_BUY, SlotState.HOLDING), # 2. buy filled
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(SlotState.PENDING_BUY, SlotState.INACTIVE), # 3. buy rejected/rollback
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(SlotState.HOLDING, SlotState.PENDING_BUY), # 7. position-sizing increase (dcy-021)
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(SlotState.HOLDING, SlotState.PENDING_SELL), # 4. sell decision
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(SlotState.PENDING_SELL, SlotState.INACTIVE), # 5. sell filled (deactivate)
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(SlotState.PENDING_SELL, SlotState.HOLDING), # 6. sell rejected/rollback (or partial-sell remainder)
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}
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)
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# Any non-error state may move to error.
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_TO_ERROR_TRANSITIONS: frozenset[tuple[SlotState, SlotState]] = frozenset(
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(s, SlotState.ERROR)
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for s in (SlotState.INACTIVE, SlotState.PENDING_BUY, SlotState.HOLDING,
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SlotState.PENDING_SELL)
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)
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# Operator manual resolve out of error (REQ-004).
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_FROM_ERROR_TRANSITIONS: frozenset[tuple[SlotState, SlotState]] = frozenset(
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{
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(SlotState.ERROR, SlotState.INACTIVE),
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(SlotState.ERROR, SlotState.HOLDING),
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}
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)
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ALLOWED_TRANSITIONS: frozenset[tuple[SlotState, SlotState]] = (
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_BASE_TRANSITIONS | _TO_ERROR_TRANSITIONS | _FROM_ERROR_TRANSITIONS
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)
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def is_allowed_transition(from_state: SlotState, to_state: SlotState) -> bool:
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"""Return True iff (from_state, to_state) is an allowed transition."""
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return (from_state, to_state) in ALLOWED_TRANSITIONS
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