copilot-swe-agent[bot]andgenichin
f0ac909958
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
244 lines
7.3 KiB
Python
244 lines
7.3 KiB
Python
"""KIS poll_fill terminal-order detection (dcy-013 / REQ-012, issue #9).
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inquire-daily-ccld marks a cancelled order with cncl_yn="Y" and an
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exchange-rejected order with rjct_qty. These tests stub the HTTP layer (token
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pre-seeded, httpx.get faked) and assert the FillStatus mapping.
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"""
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from __future__ import annotations
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from datetime import datetime, timedelta, timezone
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from trex_core.adapters.broker import kis as kis_mod
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from trex_core.adapters.broker.kis import KISBroker
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ODNO = "0000123456"
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def _broker():
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b = KISBroker(
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"12345678-01",
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app_key="k",
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app_secret="s",
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base_url="https://openapivts.koreainvestment.com:29443", # mock endpoint
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)
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b._token = "tok"
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b._token_exp = datetime.now(tz=timezone.utc) + timedelta(hours=1)
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return b
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class _Resp:
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def __init__(self, payload):
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self._payload = payload
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def json(self):
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return self._payload
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def _fake_get(payload):
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def _get(*a, **k):
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return _Resp(payload)
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return _get
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def _row(**kw):
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base = {
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"odno": ODNO,
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"ord_qty": "10",
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"tot_ccld_qty": "0",
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"avg_prvs": "0",
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"cncl_yn": "N",
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"rjct_qty": "0",
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"ord_dt": "20260608",
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"ord_gno_brno": "06010",
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}
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base.update(kw)
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return {"rt_cd": "0", "output1": [base]}
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def test_full_external_cancel_maps_to_cancelled(monkeypatch):
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monkeypatch.setattr(kis_mod.httpx, "get", _fake_get(_row(tot_ccld_qty="0", cncl_yn="Y")))
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fs = _broker().poll_fill(
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f"06010:{ODNO}", side="sell", symbol="005930", order_date="20260608"
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)
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assert fs.state == "cancelled" and fs.is_terminal_reject and not fs.is_partial_cancel
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def test_zero_fill_not_cancelled_stays_accepted(monkeypatch):
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monkeypatch.setattr(kis_mod.httpx, "get", _fake_get(_row(tot_ccld_qty="0", cncl_yn="N")))
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fs = _broker().poll_fill(
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f"06010:{ODNO}", side="sell", symbol="005930", order_date="20260608"
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)
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assert fs.state == "accepted" and not fs.is_terminal_reject
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def test_zero_fill_full_rejection_maps_to_rejected(monkeypatch):
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monkeypatch.setattr(
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kis_mod.httpx,
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"get",
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_fake_get(
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_row(
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ord_qty="4",
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tot_ccld_qty="0",
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rmn_qty="0",
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rjct_qty="4",
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cncl_yn="",
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)
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),
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)
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fs = _broker().poll_fill(
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f"06010:{ODNO}", side="buy", symbol="005930", order_date="20260608"
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)
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assert fs.state == "rejected" and fs.is_terminal_reject
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def test_zero_fill_partial_rejection_does_not_infer_terminal(monkeypatch):
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monkeypatch.setattr(
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kis_mod.httpx,
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"get",
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_fake_get(_row(ord_qty="10", tot_ccld_qty="0", rjct_qty="4", cncl_yn="")),
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)
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fs = _broker().poll_fill(
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f"06010:{ODNO}", side="buy", symbol="005930", order_date="20260608"
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)
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assert fs.state == "accepted" and not fs.is_terminal_reject
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def test_partial_fill_then_cancel_flags_partial_cancel(monkeypatch):
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monkeypatch.setattr(
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kis_mod.httpx,
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"get",
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_fake_get(_row(ord_qty="10", tot_ccld_qty="4", avg_prvs="70000", cncl_yn="Y")),
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)
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fs = _broker().poll_fill(
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f"06010:{ODNO}", side="sell", symbol="005930", order_date="20260608"
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)
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assert fs.state == "partially_filled"
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assert fs.cancelled and fs.is_partial_cancel
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assert fs.filled_qty == 4 and fs.avg_price == 70000.0
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assert fs.execution_id == "kis-daily-ccld:20260608:06010:0000123456:4"
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def test_full_fill_unaffected_by_cancel_flag(monkeypatch):
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monkeypatch.setattr(
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kis_mod.httpx,
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"get",
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_fake_get(_row(ord_qty="10", tot_ccld_qty="10", avg_prvs="70000", cncl_yn="N")),
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)
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fs = _broker().poll_fill(
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f"06010:{ODNO}", side="sell", symbol="005930", order_date="20260608"
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)
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assert fs.is_filled and fs.filled_qty == 10 and not fs.is_partial_cancel
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# ── Regression: KIS child cancel row (orgn_odno) ─────────────────────────────
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def _payload_with_child_cancel(parent_odno: str, child_odno: str, ord_qty: str = "89"):
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"""Simulate KIS returning original row (cncl_yn='') + separate cancel child."""
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parent = {
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"odno": parent_odno,
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"orgn_odno": "",
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"ord_qty": ord_qty,
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"tot_ccld_qty": "0",
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"avg_prvs": "0",
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"cncl_yn": "",
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"rjct_qty": "0",
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"rmn_qty": "0",
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"ord_dt": "20260901",
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"ord_gno_brno": "06010",
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}
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child = {
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"odno": child_odno,
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"orgn_odno": parent_odno,
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"ord_qty": ord_qty,
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"tot_ccld_qty": "0",
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"avg_prvs": "0",
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"cncl_yn": "Y",
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"rjct_qty": "0",
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"rmn_qty": "0",
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"ord_dt": "20260901",
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"ord_gno_brno": "06010",
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}
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return {"rt_cd": "0", "output1": [parent, child]}
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def test_child_cancel_row_orgn_odno_maps_to_cancelled(monkeypatch):
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"""KIS child row with orgn_odno=<original> + cncl_yn=Y → full cancel."""
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payload = _payload_with_child_cancel(ODNO, "0000123457")
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monkeypatch.setattr(kis_mod.httpx, "get", _fake_get(payload))
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fs = _broker().poll_fill(
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f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901"
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)
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assert fs.state == "cancelled", f"expected cancelled, got {fs.state}"
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assert fs.is_terminal_reject
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def test_correction_child_row_not_misclassified_as_cancel(monkeypatch):
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"""Correction child (cncl_yn='N') must not be treated as a cancel."""
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parent = {
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"odno": ODNO,
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"orgn_odno": "",
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"ord_qty": "10",
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"tot_ccld_qty": "0",
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"avg_prvs": "0",
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"cncl_yn": "",
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"rjct_qty": "0",
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"ord_dt": "20260901",
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"ord_gno_brno": "06010",
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}
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correction_child = {
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"odno": "0000123458",
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"orgn_odno": ODNO,
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"ord_qty": "10",
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"tot_ccld_qty": "0",
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"avg_prvs": "0",
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"cncl_yn": "N", # correction, not cancel
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"rjct_qty": "0",
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"ord_dt": "20260901",
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"ord_gno_brno": "06010",
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}
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monkeypatch.setattr(
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kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent, correction_child]})
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)
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fs = _broker().poll_fill(
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f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901"
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)
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# Correction child must not infer cancellation; original has no fill evidence
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assert fs.state == "accepted", f"expected accepted, got {fs.state}"
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def test_partial_fill_with_child_cancel_row(monkeypatch):
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"""Partial fill on parent + cancel child → partial_cancel."""
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parent = {
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"odno": ODNO,
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"orgn_odno": "",
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"ord_qty": "10",
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"tot_ccld_qty": "4",
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"avg_prvs": "70000",
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"cncl_yn": "",
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"rjct_qty": "0",
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"ord_dt": "20260901",
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"ord_gno_brno": "06010",
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}
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child = {
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"odno": "0000123459",
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"orgn_odno": ODNO,
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"ord_qty": "6",
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"tot_ccld_qty": "0",
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"avg_prvs": "0",
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"cncl_yn": "Y",
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"rjct_qty": "0",
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"ord_dt": "20260901",
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"ord_gno_brno": "06010",
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}
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monkeypatch.setattr(
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kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent, child]})
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)
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fs = _broker().poll_fill(
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f"06010:{ODNO}", side="sell", symbol="225190", order_date="20260901"
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)
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assert fs.state == "partially_filled"
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assert fs.cancelled and fs.is_partial_cancel
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assert fs.filled_qty == 4
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