copilot-swe-agent[bot]andgenichin
f3fbc179b0
Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
650 lines
21 KiB
Python
650 lines
21 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 UTC, datetime, timedelta
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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=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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"pdno": "005930",
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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", symbol: str = "225190"):
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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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"pdno": symbol,
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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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"pdno": symbol,
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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!='Y') must not be treated as a cancel.
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Issue #81 AC: a correction/replacement child means the order is superseded
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but we cannot safely determine terminal status without the replacement
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identity → fail-closed as 'unknown' (not 'accepted/open_confirmed').
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"""
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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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"pdno": "225190",
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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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"pdno": "225190",
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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 means replacement identity is unresolved → fail-closed
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assert fs.state == "unknown", f"expected unknown, got {fs.state}"
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raw = fs.raw if isinstance(fs.raw, dict) else {}
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assert raw.get("reason") == "correction_child_present_unresolved"
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# Must NOT be open_confirmed — that would allow new orders on the same slot
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assert not raw.get("order_open_confirmed", False)
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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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"pdno": "225190",
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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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"pdno": "225190",
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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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# ── Regression: identity mismatch / ambiguous child rows ─────────────────────
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def test_child_cancel_mismatched_branch_is_ignored(monkeypatch):
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"""Cancel child from a different branch (ord_gno_brno) must not affect parent."""
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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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"pdno": "225190",
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}
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child_wrong_branch = {
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"odno": "0000199999",
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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": "Y",
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"rjct_qty": "0",
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"ord_dt": "20260901",
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"ord_gno_brno": "99999", # different branch
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"pdno": "225190",
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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_wrong_branch]})
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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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# Child has wrong branch → not a matching cancel → parent stays accepted
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assert fs.state == "accepted", f"expected accepted (mismatch branch), got {fs.state}"
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def test_child_cancel_mismatched_symbol_is_ignored(monkeypatch):
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"""Cancel child with different symbol (pdno) must not affect parent."""
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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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"pdno": "225190",
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}
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child_wrong_symbol = {
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"odno": "0000199998",
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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": "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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"pdno": "000660", # different symbol
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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_wrong_symbol]})
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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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assert fs.state == "accepted", f"expected accepted (mismatch symbol), got {fs.state}"
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def test_child_cancel_mismatched_date_is_ignored(monkeypatch):
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"""Cancel child with different ord_dt must not affect parent."""
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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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"pdno": "225190",
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}
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child_wrong_date = {
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"odno": "0000199997",
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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": "Y",
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"rjct_qty": "0",
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"ord_dt": "20260831", # different date
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"ord_gno_brno": "06010",
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"pdno": "225190",
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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_wrong_date]})
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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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assert fs.state == "accepted", f"expected accepted (mismatch date), got {fs.state}"
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def test_ambiguous_multiple_child_cancel_rows_return_unknown(monkeypatch):
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"""Two matching cancel children → ambiguous identity → fail-closed as unknown."""
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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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"pdno": "225190",
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}
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child1 = {**parent, "odno": "0000123460", "orgn_odno": ODNO, "cncl_yn": "Y", "ord_qty": "10"}
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child2 = {**parent, "odno": "0000123461", "orgn_odno": ODNO, "cncl_yn": "Y", "ord_qty": "10"}
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monkeypatch.setattr(
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kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent, child1, child2]})
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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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assert fs.state == "unknown", f"expected unknown (ambiguous children), got {fs.state}"
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raw = fs.raw if isinstance(fs.raw, dict) else {}
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assert raw.get("reason") == "child_cancel_ambiguous"
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# ── Regression: parent row identity mismatch with request ────────────────────
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def test_parent_row_wrong_branch_returns_unknown(monkeypatch):
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"""Parent row with wrong ord_gno_brno (branch) relative to broker_order_id → unknown."""
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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": "99999", # wrong branch — request has 06010
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"pdno": "225190",
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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]})
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)
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# broker_order_id encodes branch 06010, but row has 99999
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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 == "unknown", f"expected unknown (wrong parent branch), got {fs.state}"
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raw = fs.raw if isinstance(fs.raw, dict) else {}
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assert "mismatch" in raw.get("reason", "")
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def test_parent_row_wrong_date_returns_unknown(monkeypatch):
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"""Parent row with wrong ord_dt relative to order_date arg → unknown."""
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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": "20260831", # wrong date — request has 20260901
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"ord_gno_brno": "06010",
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"pdno": "225190",
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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]})
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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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assert fs.state == "unknown", f"expected unknown (wrong parent date), got {fs.state}"
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raw = fs.raw if isinstance(fs.raw, dict) else {}
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assert "mismatch" in raw.get("reason", "")
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|
|
|
def test_parent_row_wrong_symbol_returns_unknown(monkeypatch):
|
|
"""Parent row with wrong pdno (symbol) relative to symbol arg → unknown."""
|
|
parent = {
|
|
"odno": ODNO,
|
|
"orgn_odno": "",
|
|
"ord_qty": "10",
|
|
"tot_ccld_qty": "0",
|
|
"avg_prvs": "0",
|
|
"cncl_yn": "",
|
|
"rjct_qty": "0",
|
|
"ord_dt": "20260901",
|
|
"ord_gno_brno": "06010",
|
|
"pdno": "000660", # wrong symbol — request has 225190
|
|
}
|
|
monkeypatch.setattr(
|
|
kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent]})
|
|
)
|
|
fs = _broker().poll_fill(
|
|
f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901"
|
|
)
|
|
assert fs.state == "unknown", f"expected unknown (wrong parent symbol), got {fs.state}"
|
|
raw = fs.raw if isinstance(fs.raw, dict) else {}
|
|
assert "mismatch" in raw.get("reason", "")
|
|
|
|
|
|
def test_correction_child_wrong_identity_is_not_treated_as_correction(monkeypatch):
|
|
"""Correction child with wrong branch/date/symbol must not trigger correction_child_present_unresolved."""
|
|
parent = {
|
|
"odno": ODNO,
|
|
"orgn_odno": "",
|
|
"ord_qty": "10",
|
|
"tot_ccld_qty": "0",
|
|
"avg_prvs": "0",
|
|
"cncl_yn": "",
|
|
"rjct_qty": "0",
|
|
"ord_dt": "20260901",
|
|
"ord_gno_brno": "06010",
|
|
"pdno": "225190",
|
|
}
|
|
unrelated_correction = {
|
|
"odno": "0000199990",
|
|
"orgn_odno": ODNO,
|
|
"ord_qty": "10",
|
|
"tot_ccld_qty": "0",
|
|
"avg_prvs": "0",
|
|
"cncl_yn": "N",
|
|
"rjct_qty": "0",
|
|
"ord_dt": "20260831", # different date → not related to our request
|
|
"ord_gno_brno": "99999", # different branch
|
|
"pdno": "000660", # different symbol
|
|
}
|
|
monkeypatch.setattr(
|
|
kis_mod.httpx,
|
|
"get",
|
|
_fake_get({"rt_cd": "0", "output1": [parent, unrelated_correction]}),
|
|
)
|
|
fs = _broker().poll_fill(
|
|
f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901"
|
|
)
|
|
# Unrelated correction must not cause correction_child_present_unresolved
|
|
assert fs.state == "accepted", f"expected accepted (unrelated correction), got {fs.state}"
|
|
raw = fs.raw if isinstance(fs.raw, dict) else {}
|
|
assert raw.get("reason") != "correction_child_present_unresolved"
|
|
|
|
|
|
# ── Regression: parent identity boundary cases (missing / wrong-first / ambiguous) ─
|
|
|
|
def test_parent_missing_identity_fields_returns_unknown(monkeypatch):
|
|
"""Parent row with missing pdno and ord_dt → treated as identity mismatch (fail-closed)."""
|
|
parent_no_identity = {
|
|
"odno": ODNO,
|
|
"orgn_odno": "",
|
|
"ord_qty": "10",
|
|
"tot_ccld_qty": "0",
|
|
"avg_prvs": "0",
|
|
"cncl_yn": "Y", # would be cancelled if accepted
|
|
"rjct_qty": "0",
|
|
# ord_dt, ord_gno_brno, pdno intentionally absent
|
|
}
|
|
monkeypatch.setattr(
|
|
kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent_no_identity]})
|
|
)
|
|
fs = _broker().poll_fill(
|
|
f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901"
|
|
)
|
|
# Missing identity → fail-closed, not terminal
|
|
assert fs.state == "unknown", f"expected unknown (missing identity), got {fs.state}"
|
|
assert not fs.is_terminal_reject
|
|
|
|
|
|
def test_child_cancel_missing_identity_fields_not_accepted_as_cancel(monkeypatch):
|
|
"""Cancel child with missing identity fields must NOT be accepted as matching child."""
|
|
parent = {
|
|
"odno": ODNO,
|
|
"orgn_odno": "",
|
|
"ord_qty": "10",
|
|
"tot_ccld_qty": "0",
|
|
"avg_prvs": "0",
|
|
"cncl_yn": "",
|
|
"rjct_qty": "0",
|
|
"ord_dt": "20260901",
|
|
"ord_gno_brno": "06010",
|
|
"pdno": "225190",
|
|
}
|
|
child_no_identity = {
|
|
"odno": "0000123461",
|
|
"orgn_odno": ODNO,
|
|
"ord_qty": "10",
|
|
"tot_ccld_qty": "0",
|
|
"avg_prvs": "0",
|
|
"cncl_yn": "Y",
|
|
"rjct_qty": "0",
|
|
# ord_dt, ord_gno_brno, pdno intentionally absent
|
|
}
|
|
monkeypatch.setattr(
|
|
kis_mod.httpx,
|
|
"get",
|
|
_fake_get({"rt_cd": "0", "output1": [parent, child_no_identity]}),
|
|
)
|
|
fs = _broker().poll_fill(
|
|
f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901"
|
|
)
|
|
# Child has missing identity → not a matching cancel; parent has no fill → accepted
|
|
assert fs.state == "accepted", f"expected accepted (child missing identity), got {fs.state}"
|
|
|
|
|
|
def test_wrong_parent_first_exact_parent_later_finds_cancel(monkeypatch):
|
|
"""When the wrong-branch parent comes first, the exact parent+cancel child later must win."""
|
|
wrong_parent = {
|
|
"odno": ODNO,
|
|
"orgn_odno": "",
|
|
"ord_qty": "10",
|
|
"tot_ccld_qty": "0",
|
|
"avg_prvs": "0",
|
|
"cncl_yn": "",
|
|
"rjct_qty": "0",
|
|
"ord_dt": "20260901",
|
|
"ord_gno_brno": "99999", # wrong branch — comes first in list
|
|
"pdno": "225190",
|
|
}
|
|
exact_parent = {
|
|
"odno": ODNO,
|
|
"orgn_odno": "",
|
|
"ord_qty": "10",
|
|
"tot_ccld_qty": "0",
|
|
"avg_prvs": "0",
|
|
"cncl_yn": "",
|
|
"rjct_qty": "0",
|
|
"ord_dt": "20260901",
|
|
"ord_gno_brno": "06010", # correct branch — comes second
|
|
"pdno": "225190",
|
|
}
|
|
child = {
|
|
"odno": "0000123462",
|
|
"orgn_odno": ODNO,
|
|
"ord_qty": "10",
|
|
"tot_ccld_qty": "0",
|
|
"avg_prvs": "0",
|
|
"cncl_yn": "Y",
|
|
"rjct_qty": "0",
|
|
"ord_dt": "20260901",
|
|
"ord_gno_brno": "06010",
|
|
"pdno": "225190",
|
|
}
|
|
monkeypatch.setattr(
|
|
kis_mod.httpx,
|
|
"get",
|
|
_fake_get({"rt_cd": "0", "output1": [wrong_parent, exact_parent, child]}),
|
|
)
|
|
fs = _broker().poll_fill(
|
|
f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901"
|
|
)
|
|
# Must find the exact parent + cancel child even though wrong parent comes first
|
|
assert fs.state == "cancelled", f"expected cancelled (exact parent later), got {fs.state}"
|
|
|
|
|
|
def test_ambiguous_exact_parents_returns_unknown(monkeypatch):
|
|
"""Two rows with identical exact identity → ambiguous parent → unknown."""
|
|
parent1 = {
|
|
"odno": ODNO,
|
|
"orgn_odno": "",
|
|
"ord_qty": "10",
|
|
"tot_ccld_qty": "0",
|
|
"avg_prvs": "0",
|
|
"cncl_yn": "",
|
|
"rjct_qty": "0",
|
|
"ord_dt": "20260901",
|
|
"ord_gno_brno": "06010",
|
|
"pdno": "225190",
|
|
}
|
|
parent2 = {**parent1} # exact duplicate
|
|
monkeypatch.setattr(
|
|
kis_mod.httpx, "get", _fake_get({"rt_cd": "0", "output1": [parent1, parent2]})
|
|
)
|
|
fs = _broker().poll_fill(
|
|
f"06010:{ODNO}", side="buy", symbol="225190", order_date="20260901"
|
|
)
|
|
assert fs.state == "unknown", f"expected unknown (ambiguous parents), got {fs.state}"
|
|
raw = fs.raw if isinstance(fs.raw, dict) else {}
|
|
assert raw.get("reason") == "parent_identity_ambiguous"
|