genichinandClaude Opus 4.8
cc28e1fba5
매도(sell) 주문이 현재가가 아닌 매수가(entry_price) 지정가로 나가던 버그(issue #10) 정정. 슬롯의 매수 전용 entry_price 를 side 무관 "현재 pending 주문 지정가" limit_price 로 내부 rename 하고, pending 이탈(→holding/→closed) 시 clear 해 매수 지정가가 매도로 누수되는 경로를 구조적으로 제거. 거버넌스: 전부 change-req (신규 REQ 없음, dcy-012 OQ-3). - REQ-002: Slot entry_price→limit_price rename + clear-on-exit 생애주기 - REQ-006: daily_slot 컬럼 rename 마이그레이션 006 (idempotent) + persistence 매핑 - REQ-013: _dispatch 가 slot.limit_price 단일 필드로 가격/주문유형 결정 - REQ-007: SellIntent/sell payload optional limit_price + _admit_sell 운반 - REQ-036: SlotService.sell optional 가격 → 자율 매도(safety-sell/kill-switch) 시장가 - REQ-003: 컬럼 계약/드리프트 가드 limit_price 반영 - REQ-015: runtime-flows/interface-contract/data-model 정합 매도 정책(OQ-1 하이브리드): 가격 지정→지정가("00"), 미지정→시장가("01"). 자율 매도는 가격 미전달 → 항상 시장가 (손절 미체결 pending_sell 갇힘 방지, issue #9 연계). 검증: 단위 286 passed/32 skipped, 인프라 게이트(PG+RabbitMQ) 318 passed, ruff clean. 신규 test_sell_pricing(recording broker)로 지정가 매수 슬롯의 매도가 매수가 재사용 안 함을 직접 검증. BAT-016 release-candidate. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
94 lines
2.9 KiB
Python
94 lines
2.9 KiB
Python
"""Slot domain data classes (REQ-001, REQ-002)."""
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from __future__ import annotations
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from dataclasses import dataclass, field
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from datetime import date, datetime
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from decimal import Decimal
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from typing import Optional
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from uuid import UUID
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from trex_core.domain.slot.state import SlotState
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@dataclass
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class Slot:
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"""Single daily_slot row.
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Matches the slot column contract recorded in dcy-001 부록 A and
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docs/data-model.md (trex-core stores this in-memory for now; a future
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persistence layer must satisfy the same contract).
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"""
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slot_id: UUID
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trading_date: date
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status: SlotState
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symbol: Optional[str] = None
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qty: Optional[float] = None
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avg_price: Optional[float] = None
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# dcy-012 / REQ-002: side-agnostic "current pending order limit price"
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# (renamed from entry_price). Set on pending entry (buy/sell limit), cleared
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# on pending exit (→HOLDING, →CLOSED) so a buy limit never leaks into a sell
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# order (issue #10). None => market order at dispatch.
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limit_price: Optional[float] = None
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allocated_capital: Optional[float] = None
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order_id: Optional[str] = None
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strategy_id: Optional[str] = None
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broker_order_id: Optional[str] = None # BAT-003 / REQ-011 (trex-orbit lineage)
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portfolio_id: Optional[str] = None # BAT-006 / REQ-025 (trex-orbit lineage)
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sell_strategy_id: Optional[str] = None # BAT-008 / REQ-047 (trex-orbit lineage)
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forced_close_at: Optional[datetime] = None # BAT-014 / REQ-066 (trex-orbit lineage)
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stop_loss_price: Optional[Decimal] = None # REQ-035 / BAT-010
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take_profit_price: Optional[Decimal] = None # REQ-035 / BAT-010
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created_at: Optional[datetime] = None
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updated_at: Optional[datetime] = None
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# Canonical column contract for `Slot` (dcy-001 OQ-2 / FR-5).
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# test_contract.py asserts this matches `dataclasses.fields(Slot)` so any
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# field add/remove fails loudly. Type mapping lives in the docs (dcy-001 부록 A
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# / docs/data-model.md), not here — names/presence only.
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EXPECTED_SLOT_FIELDS: frozenset[str] = frozenset({
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"slot_id",
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"trading_date",
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"status",
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"symbol",
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"qty",
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"avg_price",
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"limit_price",
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"allocated_capital",
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"order_id",
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"strategy_id",
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"broker_order_id",
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"portfolio_id",
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"sell_strategy_id",
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"forced_close_at",
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"stop_loss_price", # REQ-035
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"take_profit_price", # REQ-035
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"created_at",
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"updated_at",
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})
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@dataclass(frozen=True)
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class SlotCapacity:
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"""Snapshot of slot capacity returned by compute_slot_capacity (REQ-002 AC-6)."""
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idle_count: int
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holding_count: int
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pending_count: int
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total_slots: int
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scarcity_ratio: float
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@dataclass(frozen=True)
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class SlotTransitionRecord:
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"""One append-only row in slot_transition_log (REQ-001, REQ-002)."""
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slot_id: UUID
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from_state: SlotState
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to_state: SlotState
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ts: datetime
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reason: str
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actor: str
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extra: dict = field(default_factory=dict)
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