fix: 하드닝 루프 8회차 — 체결 보정·고아 감지·청산 경보·실시간/차트·리스크 가드 일괄 수정

- 스윙 체결가 확인 전 executed_price NULL + fill_sweep, 진입가 resolve(ActiveTrade↔Portfolio), 0체결/부분체결 매수 장부 원복 - DT 고아 감지(근거 한정)·0체결 매도 복원·stale 점검 확대, 시간손절 -0.3% 원복 - 폴백 손절 ATR 캐시, 거래량부족-차단 신호 매수 차단, 현금 5% 유보 재적용, MDD peak/reset 수정 - KIS 서킷브레이커 청산 우회·경보, db_worker 재큐잉 순서, heartbeat·health-watch 사이드카 - 실시간 WS 재구독·41건 우선순위·다건 프레임 분할, 차트 샘플 제거·당일봉 합성, WS 서브프로토콜 인증 - 프론트: 미관리 그룹·확인 모달·차트 실시간 반영·예수금 표시 정정 - 전문가 에이전트 6종 추가(.claude/agents) - 유닛 스위트 2667 passed (소켓 차단 하), tsc OK Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01Y83Za98XsNw9zuA4FTUytN
2026-10-10 12:17:49 +09:00
parent 5c4803b339
commit a264561576
230 changed files with 41160 additions and 2334 deletions
--- a/backend/tests/test_dt_entry_hardening_r3_20261009.py
+++ b/backend/tests/test_dt_entry_hardening_r3_20261009.py
@@ -0,0 +1,265 @@
+"""DT 진입 하드닝 라운드 3 회귀 테스트 (2026-10-09).
+
+1. [LOW] DT ActiveTrade upsert payload 에 order_id 가 없어(운영 154/154 NULL) 재기동 복원
+   포지션의 ODNO 가 빈 값이던 결함 → payload 에 order_id 를 싣는다.
+2. [LOW] 매수 0체결·부분체결 종결 보정이 인메모리·ActiveTrade 만 정리하고 Portfolio(reflect_buy)
+   반영은 되돌리지 않아, sync 전까지 고아 감지가 수동확인 경보를 오발하던 결함
+   → 'daytrading' 태그 행에 한해 미체결분을 되돌린다(하한 = DT 인메모리 잔량, reflect_sell 미사용).
+
+목킹 원칙(§4.1): 호출되면 안 되는 경로는 BaseException 발생형. 주문 공통 종단(safe_place_order)은
+도달 시 예외. 기대값은 settings 에서 계산한다.
+"""
+import asyncio
+from datetime import datetime
+from types import SimpleNamespace
+from unittest.mock import AsyncMock, patch
+
+import pytest
+
+from app.core.config import settings
+from app.models.models import ActiveTrade, Portfolio
+from app.services.daytrading import entry_service as ens
+from app.services.daytrading import fill_reconciler as fr
+from app.services.daytrading.position_manager import _active_trade_row_to_position, day_trading_state
+
+
+class MustNotBeCalled(BaseException):
+    """호출 금지 경로 도달 (except Exception 에 삼켜지지 않게 BaseException)."""
+
+
+def _boom(name):
+    async def _f(*a, **k):
+        raise MustNotBeCalled(f"호출 금지 경로 도달: {name}")
+    return _f
+
+
+CODE = "777777"
+ODNO = "0000456"
+
+
+@pytest.fixture(autouse=True)
+def _isolate(monkeypatch):
+    import app.services.trade_executor as te
+    saved = dict(day_trading_state.positions)
+    saved_closed = set(day_trading_state.closed_today)
+    day_trading_state.positions.clear()
+    day_trading_state.closed_today.clear()
+    ens._pending_entries.clear()
+    monkeypatch.setattr(te, "safe_place_order", _boom("safe_place_order"))
+    with patch.object(day_trading_state, "save_daily_state", AsyncMock(return_value=True)):
+        yield
+    day_trading_state.positions.clear()
+    day_trading_state.positions.update(saved)
+    day_trading_state.closed_today.clear()
+    day_trading_state.closed_today.update(saved_closed)
+    ens._pending_entries.clear()
+
+
+def _pos(qty=10, order_id=ODNO):
+    return {
+        "stock_name": "테스트", "strategy": "VWAP_BOUNCE", "entry_price": 10_000.0, "quantity": qty,
+        "stop_loss": 9_700.0, "target_price": 10_450.0, "highest_price": 10_000.0,
+        "entry_time": datetime.now(), "reason": "", "order_id": order_id,
+    }
+
+
+# ═════════════════════════════════════════════════════════════════════════════
+# 1. ActiveTrade order_id 영속화
+# ═════════════════════════════════════════════════════════════════════════════
+
+@pytest.mark.asyncio
+async def test_accepted_entry_persists_order_id_to_active_trade(monkeypatch):
+    import app.services.portfolio_cache_bridge as pcb
+    upserts, scheduled = [], []
+
+    async def _ups(p):
+        upserts.append(p)
+
+    monkeypatch.setattr(ens, "enqueue_trade_history", AsyncMock())
+    monkeypatch.setattr(ens, "enqueue_active_trade_upsert", _ups)
+    monkeypatch.setattr(pcb, "reflect_buy", AsyncMock())
+    monkeypatch.setattr(ens, "_schedule_buy_fill_reconcile", lambda *a, **k: scheduled.append(a))
+    signal = SimpleNamespace(strategy="RSI_BB", stop_loss=9_700.0, target_price=10_450.0, reason="t")
+
+    await ens._record_accepted_entry_impl(CODE, "테스트", signal, 10, 10_000.0, ODNO)
+
+    assert len(upserts) == 1
+    assert upserts[0]["order_id"] == ODNO
+    assert upserts[0]["strategy_name"] == "day_trade"
+    # db_worker 신규 생성 경로(ActiveTrade(**create_data))가 받아들이는 키인지 — ORM 컬럼 존재 확인
+    row = ActiveTrade(**upserts[0])
+    assert row.order_id == ODNO
+    assert scheduled and scheduled[0][1] == ODNO
+
+
+def test_restore_round_trip_keeps_order_id():
+    """복원 변환이 영속화된 ODNO 를 그대로 인메모리 포지션에 싣는다(빈 값 아님)."""
+    row = SimpleNamespace(
+        stock_code=CODE, stock_name="테스트", strategy_name="day_trade", entry_price=10_000.0,
+        stop_loss=9_700.0, take_profit=10_450.0, quantity=10, highest_since_entry=None,
+        created_at=datetime.now(), entry_reason="r", order_id=ODNO, remaining_pct=1.0,
+    )
+    pos = _active_trade_row_to_position(row)
+    assert pos["order_id"] == ODNO
+
+
+# ═════════════════════════════════════════════════════════════════════════════
+# 2. 0체결·부분체결 종결 시 Portfolio 되돌림
+# ═════════════════════════════════════════════════════════════════════════════
+
+class _FakeCache:
+    def __init__(self, holdings):
+        self.holdings = holdings
+        self.apply_sell = AsyncMock()
+
+    def note_sell(self, *a, **k):
+        raise MustNotBeCalled("note_sell — 매수 취소를 매도로 기록하면 sync 가 실보유 행을 지울 수 있다")
+
+
+def _row(qty, tag="daytrading"):
+    return Portfolio(stock_code=CODE, stock_name="테스트", quantity=qty, strategy_type=tag,
+                     average_price=10_000, current_price=10_000)
+
+
+@pytest.fixture
+def fill_env(monkeypatch):
+    import app.services.portfolio_cache_bridge as pcb
+    monkeypatch.setattr(settings, "DAY_TRADE_FILL_CHECK_ENABLED", True)
+    monkeypatch.setattr(settings, "DAY_TRADE_FILL_CHECK_DELAY_SEC", 0.0)
+    monkeypatch.setattr(settings, "DAY_TRADE_FILL_CHECK_INTERVAL_SEC", 0.0)
+    cap = {"upserts": [], "closes": [], "updates": [], "portfolio": []}
+
+    async def _ups(p):
+        cap["upserts"].append(p)
+
+    async def _close(code, strategy_name=None):
+        cap["closes"].append((code, strategy_name))
+
+    async def _upd(oid, f):
+        cap["updates"].append((oid, f))
+
+    async def _pf(p):
+        cap["portfolio"].append(p)
+
+    monkeypatch.setattr(ens, "enqueue_active_trade_upsert", _ups)
+    monkeypatch.setattr("app.services.db_worker.enqueue_close_active_trade", _close)
+    monkeypatch.setattr("app.services.db_worker.enqueue_update_trade_history_by_order_id", _upd)
+    monkeypatch.setattr("app.services.db_worker.enqueue_portfolio_upsert", _pf)
+    # 매도 경로로 되돌리면 note_sell 이 sync 를 오도한다 — 도달 금지
+    monkeypatch.setattr(pcb, "reflect_sell", _boom("reflect_sell"))
+    return cap
+
+
+def _install_cache(monkeypatch, holdings, db_qty):
+    import app.services.portfolio_cache_bridge as pcb
+    cache = _FakeCache(holdings)
+    monkeypatch.setattr(pcb, "_cache", lambda: cache)
+    monkeypatch.setattr(pcb, "_db_quantity", AsyncMock(return_value=db_qty))
+    return cache
+
+
+async def _reconcile(rows, qty=10):
+    with patch.object(fr.korea_investment_api, "get_todays_orders", AsyncMock(return_value=rows)):
+        ens._schedule_buy_fill_reconcile(CODE, ODNO, 10_000.0, qty)
+        await asyncio.gather(*list(fr._pending_tasks))
+
+
+@pytest.mark.asyncio
+async def test_zero_fill_terminal_reverts_portfolio_daytrading_row(fill_env, monkeypatch):
+    day_trading_state.positions[CODE] = _pos(qty=10)
+    cache = _install_cache(monkeypatch, [_row(10)], db_qty=10)
+    await _reconcile([{"odno": "456", "tot_ccld_qty": "0", "avg_prvs": "0",
+                       "ord_qty": "10", "rmn_qty": "0"}])
+    assert CODE not in day_trading_state.positions
+    assert fill_env["portfolio"] == [{"stock_code": CODE, "quantity": 0, "current_price": 10_000.0}]
+    assert cache.holdings == []
+    cache.apply_sell.assert_awaited_once()
+    assert cache.apply_sell.await_args.args[:2] == (CODE, 10)
+
+
+@pytest.mark.asyncio
+async def test_zero_fill_terminal_keeps_reentry_and_restore_block(fill_env, monkeypatch):
+    """[R2-2 2026-10-09] 매수 0체결 종결 정리 뒤 재진입 차단(closed_today)과 당일 active 행
+    복원 차단(restore_block_reason_v2)이 둘 다 유지된다 — close 큐 지연 중 잔존 행이
+    인메모리로 되살아나 매도되지 않게.
+    """
+    saved_exited = set(day_trading_state.dt_exited_today)
+    day_trading_state.dt_exited_today.discard(CODE)
+    try:
+        day_trading_state.positions[CODE] = _pos(qty=10)
+        _install_cache(monkeypatch, [_row(10)], db_qty=10)
+        await _reconcile([{"odno": "456", "tot_ccld_qty": "0", "avg_prvs": "0",
+                           "ord_qty": "10", "rmn_qty": "0"}])
+        assert CODE not in day_trading_state.positions
+        assert CODE in day_trading_state.closed_today
+        assert day_trading_state.restore_block_reason_v2(CODE) is not None
+    finally:
+        day_trading_state.dt_exited_today.clear()
+        day_trading_state.dt_exited_today.update(saved_exited)
+
+
+@pytest.mark.asyncio
+async def test_partial_fill_terminal_reverts_only_unfilled(fill_env, monkeypatch):
+    day_trading_state.positions[CODE] = _pos(qty=10)
+    cache = _install_cache(monkeypatch, [_row(10)], db_qty=10)
+    await _reconcile([{"odno": "456", "tot_ccld_qty": "6", "avg_prvs": "10030",
+                       "ord_qty": "10", "rmn_qty": "0"}])
+    assert day_trading_state.positions[CODE]["quantity"] == 6
+    assert fill_env["portfolio"][-1]["quantity"] == 6
+    assert cache.holdings[0].quantity == 6
+
+
+@pytest.mark.asyncio
+async def test_partial_revert_never_below_dt_inmem_when_sync_already_corrected(fill_env, monkeypatch):
+    """sync 가 이미 실잔고(6)로 맞춘 뒤면 다시 빼지 않는다(하한 = DT 인메모리 6주)."""
+    day_trading_state.positions[CODE] = _pos(qty=10)
+    _install_cache(monkeypatch, [_row(6)], db_qty=6)
+    await _reconcile([{"odno": "456", "tot_ccld_qty": "6", "avg_prvs": "10030",
+                       "ord_qty": "10", "rmn_qty": "0"}])
+    assert fill_env["portfolio"][-1]["quantity"] == 6
+
+
+@pytest.mark.asyncio
+async def test_mixed_strategy_row_is_not_touched(fill_env, monkeypatch):
+    """타 전략 태그 행은 스윙 보유분이 섞였을 수 있어 깎지 않는다(§3.5) — sync 에 맡긴다."""
+    day_trading_state.positions[CODE] = _pos(qty=10)
+    cache = _install_cache(monkeypatch, [_row(13, tag="swing")], db_qty=13)
+    import app.services.portfolio_cache_bridge as pcb
+    monkeypatch.setattr(pcb, "_db_quantity", _boom("_db_quantity"))
+    await _reconcile([{"odno": "456", "tot_ccld_qty": "0", "avg_prvs": "0",
+                       "ord_qty": "10", "rmn_qty": "0"}])
+    assert CODE not in day_trading_state.positions
+    assert fill_env["portfolio"] == []
+    assert cache.holdings[0].quantity == 13
+    cache.apply_sell.assert_not_awaited()
+
+
+@pytest.mark.asyncio
+async def test_replaced_position_zero_fill_does_not_revert(fill_env, monkeypatch):
+    """다른 주문의 포지션이면(교체·이미 청산) 원장만 보정 — Portfolio 는 건드리지 않는다."""
+    day_trading_state.positions[CODE] = _pos(qty=10, order_id="OTHER")
+    _install_cache(monkeypatch, [_row(10)], db_qty=10)
+    await _reconcile([{"odno": "456", "tot_ccld_qty": "0", "avg_prvs": "0",
+                       "ord_qty": "10", "rmn_qty": "0"}])
+    assert day_trading_state.positions[CODE]["quantity"] == 10
+    assert fill_env["portfolio"] == []
+
+
+@pytest.mark.asyncio
+async def test_revert_helper_floor_and_no_increase(monkeypatch):
+    import app.services.portfolio_cache_bridge as pcb
+    out = []
+
+    async def _pf(p):
+        out.append(p)
+
+    monkeypatch.setattr("app.services.db_worker.enqueue_portfolio_upsert", _pf)
+    _install_cache(monkeypatch, [_row(3)], db_qty=3)
+    # 미체결 10 > 행 3, 하한 0 → 0 (음수 아님)
+    assert await ens._revert_unfilled_buy_portfolio_v2_impl(CODE, 10, 10_000.0, 0) == 0
+    _install_cache(monkeypatch, [_row(3)], db_qty=3)
+    # 하한이 행보다 커도 행 수량을 늘리지 않는다
+    assert await ens._revert_unfilled_buy_portfolio_v2_impl(CODE, 2, 10_000.0, 9) == 3
+    # 미체결 0 이면 아무것도 하지 않는다
+    monkeypatch.setattr(pcb, "_cache", _boom("_cache"))
+    assert await ens._revert_unfilled_buy_portfolio_v2_impl(CODE, 0, 10_000.0, 0) is None