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_exit_hardening_r4_20261009.py
+++ b/backend/tests/test_dt_exit_hardening_r4_20261009.py
@@ -0,0 +1,194 @@
+"""DT 청산 하드닝 라운드 4 회귀 테스트 (2026-10-09, daytrading/exit_service.py).
+
+R4-1 1.5R 분할 매도가 체결 0 으로 종결되면 수량뿐 아니라 목표가·partial_sold 도 분할 전으로
+     되돌리고 ActiveTrade 에 remaining_pct=1.0 을 싣는다(부분체결이면 현행 유지).
+R4-2 결과 불명 매도가 다음 판정에서 '접수'로 확정되면 **원 주문**의 사유·가격으로 반영한다
+     (이번 사이클의 판정 사유로 확정해 loss_tracker 반영 여부가 뒤집히지 않게).
+
+목킹 원칙(CLAUDE.md §4.1): 주문 공통 종단(`safe_place_order`)은 BaseException 발생형으로 막는다.
+기대값은 settings.* / 모듈 헬퍼에서 계산한다.
+"""
+from unittest.mock import AsyncMock, MagicMock, patch
+
+import pytest
+
+from app.core.config import settings
+from app.services.day_trading_strategy import TIME_STOP_REASON_PREFIX
+from app.services.daytrading import exit_service as es
+from app.services.daytrading.position_manager import day_trading_state
+
+
+class MustNotBeCalled(BaseException):
+    """호출되면 안 되는 경로 (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 = "222222"
+_COLLS = (
+    "_stale_sell_attempted", "_stale_sell_failures", "_last_exit_order_outcome",
+    "_unresolved_exit_unknown", "_stale_cleaned", "_exit_tokens", "_recent_dt_sell_finalized",
+    "_unknown_lookup_failures",
+)
+
+
+@pytest.fixture(autouse=True)
+def _clean():
+    saved = (dict(day_trading_state.positions), set(day_trading_state.closed_today),
+             set(day_trading_state.dt_exited_today), day_trading_state.daily_pnl)
+    day_trading_state.reset_if_new_day()
+    day_trading_state.positions.clear()
+    day_trading_state.closed_today.clear()
+    day_trading_state.dt_exited_today.clear()
+    day_trading_state.daily_pnl = 0.0
+    for name in _COLLS:
+        getattr(es, name).clear()
+    day_trading_state.exits_in_progress.clear()
+    with patch.object(day_trading_state, "save_daily_state", AsyncMock(return_value=True)), \
+            patch("app.services.trade_executor.safe_place_order", _boom("safe_place_order")), \
+            patch.object(es, "_alert_once_v2", MagicMock()), \
+            patch("app.services.portfolio_cache_bridge.reflect_sell", AsyncMock()):
+        yield
+    day_trading_state.positions.clear()
+    day_trading_state.positions.update(saved[0])
+    day_trading_state.closed_today.clear()
+    day_trading_state.closed_today.update(saved[1])
+    day_trading_state.dt_exited_today.clear()
+    day_trading_state.dt_exited_today.update(saved[2])
+    day_trading_state.daily_pnl = saved[3]
+    for name in _COLLS:
+        getattr(es, name).clear()
+    day_trading_state.exits_in_progress.clear()
+
+
+def _pos(qty=4, entry=10_000.0, stop=9_700.0):
+    risk = entry - stop
+    return {"stock_name": "테스트", "strategy": "VWAP", "entry_price": entry, "quantity": qty,
+            "stop_loss": stop, "target_price": entry + risk * settings.DAY_TRADE_TARGET_MULTIPLIER,
+            "highest_price": entry, "entry_time": es._kst_now(), "reason": "VWAP 반등",
+            "order_id": "0000999"}
+
+
+async def _partial_leg_then_result(info):
+    """분할 50% 레그를 접수 반영(_finalize_exit_impl)한 뒤 체결 확인 결과(info)를 넘긴다."""
+    pos = _pos(qty=4)
+    orig_target = pos["target_price"]
+    day_trading_state.positions[CODE] = pos
+    captured = {}
+
+    def _sched(code, order_id, side, qty, cb):
+        captured["cb"] = cb
+        return object()
+
+    upserts = AsyncMock()
+    with patch.object(es.fill_reconciler, "schedule_v2", _sched), \
+            patch.object(es, "enqueue_trade_history", AsyncMock()), \
+            patch("app.services.db_worker.enqueue_active_trade_upsert", upserts), \
+            patch("app.services.db_worker.enqueue_update_trade_history_by_order_id", AsyncMock()), \
+            patch.object(es.loss_tracker, "record_trade_result_safe", _boom("loss_tracker")):
+        res = await es._finalize_exit_impl(
+            CODE, pos, orig_target, "목표가 도달", 0.5, {"output": {"ODNO": "0000777"}},
+            2, 4, False,
+        )
+        assert res is not None
+        cur = day_trading_state.positions[CODE]
+        assert cur["target_price"] == float("inf") and cur["partial_sold"] is True  # 접수 시점 반영
+        await captured["cb"](info)
+    return orig_target, upserts
+
+
+@pytest.mark.asyncio
+async def test_partial_leg_zero_fill_restores_target_and_partial_flag():
+    orig_target, upserts = await _partial_leg_then_result(
+        {"terminal": True, "filled_qty": 0, "avg_price": 0})
+    cur = day_trading_state.positions[CODE]
+    assert cur["quantity"] == 4
+    assert cur["target_price"] == pytest.approx(orig_target)
+    assert cur["partial_sold"] is False
+    assert float(cur.get("realized_net", 0.0) or 0.0) == pytest.approx(0.0)
+    assert es._PRE_PARTIAL_STATE_KEY not in cur
+    payload = upserts.await_args.args[0]                      # 마지막 upsert = 복원
+    assert payload["quantity"] == 4
+    assert payload["remaining_pct"] == 1.0
+    assert payload["take_profit"] == pytest.approx(orig_target)
+
+
+@pytest.mark.asyncio
+async def test_partial_leg_partial_fill_keeps_trailing_state():
+    orig_target, upserts = await _partial_leg_then_result(
+        {"terminal": True, "filled_qty": 1, "avg_price": 10_450.0})
+    cur = day_trading_state.positions[CODE]
+    assert cur["quantity"] == 3
+    assert cur["target_price"] == float("inf")
+    assert cur["partial_sold"] is True
+    payload = upserts.await_args.args[0]
+    assert payload["remaining_pct"] < 1.0
+    assert "take_profit" not in payload
+
+
+# ═══ R4-2 결과 불명 매도 확정은 원 주문 사유·가격으로 ═══════════════════════════════
+
+async def _confirm_unknown_with(orig_reason, orig_price, now_reason, now_price):
+    pos = _pos(qty=4)
+    day_trading_state.positions[CODE] = pos
+    es._unresolved_exit_unknown[(es._today_key(), CODE)] = {
+        "qty": 4, "since": es._kst_now(), "total_qty": 4,
+        "reason": orig_reason, "price": orig_price, "sell_pct": 1.0,
+    }
+    th = AsyncMock()
+    rec = AsyncMock()
+    resolved = {"rt_cd": "0", "output": {"ODNO": "0000555"}}
+    with patch.object(es, "_resolve_unknown_exit_v2_impl",
+                      AsyncMock(return_value=("accepted", resolved, 0))), \
+            patch.object(es, "_in_closing_auction_impl", return_value=False), \
+            patch.object(es.fill_reconciler, "schedule_v2", MagicMock(return_value=object())), \
+            patch.object(es, "enqueue_trade_history", th), \
+            patch.object(es, "enqueue_close_active_trade", AsyncMock()), \
+            patch.object(es.loss_tracker, "record_trade_result_safe", rec), \
+            patch.object(es.loss_tracker, "save_to_db", AsyncMock()):
+        res = await es._execute_exit(CODE, pos, now_price, now_reason)
+    return res, th.await_args.args[0], rec
+
+
+@pytest.mark.asyncio
+async def test_unknown_confirmed_uses_original_stop_reason_and_price():
+    """원 주문=하드 손절, 이번 판정=시간손절 → 손절로 기록되고 loss_tracker 에 들어간다."""
+    res, th_payload, rec = await _confirm_unknown_with(
+        "손절 9,700 이탈", 9_690.0, f"{TIME_STOP_REASON_PREFIX} (30분 경과)", 9_960.0)
+    assert res is not None and res["reason"] == "손절 9,700 이탈"
+    assert th_payload["exit_reason"] == "손절 9,700 이탈"
+    assert th_payload["order_price"] == pytest.approx(9_690.0)
+    assert rec.await_count == 1 and rec.await_args.args == (CODE, True)
+    assert CODE not in day_trading_state.positions
+
+
+@pytest.mark.asyncio
+async def test_unknown_confirmed_original_time_stop_stays_neutral():
+    """원 주문=시간손절, 이번 판정=하드 손절 → 시간손절로 기록(loss_tracker 중립, §5.1)."""
+    orig = f"{TIME_STOP_REASON_PREFIX} (30분 경과)"
+    res, th_payload, rec = await _confirm_unknown_with(orig, 9_960.0, "손절 9,700 이탈", 9_690.0)
+    assert th_payload["exit_reason"] == orig
+    assert th_payload["order_price"] == pytest.approx(9_960.0)
+    assert rec.await_count == 0
+
+
+@pytest.mark.asyncio
+async def test_unknown_registration_stores_original_order_fields():
+    """불명 등록 시 원 사유·가격·매도비율을 함께 저장한다."""
+    pos = _pos(qty=4)
+    day_trading_state.positions[CODE] = pos
+    unknown_resp = {"rt_cd": "", "msg_cd": "KIS_TRANSPORT_UNKNOWN", "msg1": "lost"}
+    with patch("app.services.trade_executor.safe_place_order", AsyncMock(return_value=unknown_resp)), \
+            patch.object(es, "_resolve_unknown_exit_v2_impl",
+                         AsyncMock(return_value=("not_accepted", None, 4))):
+        res = await es._execute_exit(CODE, pos, 9_690.0, "손절 9,700 이탈")
+    assert res is None
+    entry = es._unresolved_exit_unknown[(es._today_key(), CODE)]
+    assert entry["reason"] == "손절 9,700 이탈"
+    assert entry["price"] == pytest.approx(9_690.0)
+    assert entry["sell_pct"] == 1.0
+    assert entry["qty"] == 4