genichinandClaude Sonnet 4.6
24a6017457
reconcile_universe 시그니처를 set[str] → dict[str, str] (portfolio_id→symbol)로 변경. 기존 symbol=NULL 슬롯은 다음 reconcile 실행 시 자동 backfill. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
70 lines
2.7 KiB
Python
70 lines
2.7 KiB
Python
"""dcy-020 / REQ-062 (BAT-029): core holding ↔ broker divergence reconcile."""
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from __future__ import annotations
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from trex_core.application.broker_port import BalanceItem
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from trex_core.application.reconciliation import reconcile_core_holdings
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from trex_core.domain.slot import SlotService, SlotState
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from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
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INST = "inst-1"
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class FakeBroker:
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def __init__(self, balances):
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self._b = balances
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def name(self): # noqa: D401
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return "fake"
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def submit_order(self, req): ...
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def poll_fill(self, *a, **k): ...
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def cancel_order(self, *a, **k): ...
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def get_balance(self):
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return list(self._b)
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def _hold(repo, svc, pid, symbol, qty):
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repo.reconcile_universe(INST, {pid: "SYM"})
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slot = repo.find_slot_by_portfolio(INST, pid)
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svc.transit_slot(slot.slot_id, slot.status, SlotState.PENDING_BUY,
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reason="r", actor="a", symbol=symbol, qty=qty)
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svc.transit_slot(slot.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
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reason="r", actor="a", avg_price=70_000)
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return repo.find_slot_by_portfolio(INST, pid)
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def _wire():
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repo = InMemorySlotRepository()
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return repo, SlotService(repo, instance_key=INST)
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def test_A_core_holding_broker_flat_goes_error():
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repo, svc = _wire()
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slot = _hold(repo, svc, "pf-a", "005930", 10)
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broker = FakeBroker([]) # broker holds nothing
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d = reconcile_core_holdings(slot_repo=repo, slot_service=svc, broker=broker, instance_key=INST)
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assert d[str(slot.slot_id)] == "error"
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assert repo.fetch_slot(slot.slot_id).status is SlotState.ERROR # quarantined
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def test_C_qty_mismatch_warns_no_state_change():
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repo, svc = _wire()
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slot = _hold(repo, svc, "pf-a", "005930", 10)
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broker = FakeBroker([BalanceItem(symbol="005930", hldg_qty=7)]) # mismatch
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d = reconcile_core_holdings(slot_repo=repo, slot_service=svc, broker=broker, instance_key=INST)
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assert d[str(slot.slot_id)] == "qty_warning"
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assert repo.fetch_slot(slot.slot_id).status is SlotState.HOLDING # unchanged
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def test_ok_when_qty_matches():
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repo, svc = _wire()
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slot = _hold(repo, svc, "pf-a", "005930", 10)
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broker = FakeBroker([BalanceItem(symbol="005930", hldg_qty=10)])
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d = reconcile_core_holdings(slot_repo=repo, slot_service=svc, broker=broker, instance_key=INST)
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assert d[str(slot.slot_id)] == "ok"
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def test_B_broker_holds_unmanaged_warns():
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repo, svc = _wire()
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broker = FakeBroker([BalanceItem(symbol="000660", hldg_qty=5)]) # core has none
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d = reconcile_core_holdings(slot_repo=repo, slot_service=svc, broker=broker, instance_key=INST)
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assert d["broker:000660"] == "unmanaged_warning"
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