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
This commit is contained in:
2026-10-10 12:17:49 +09:00
parent 5c4803b339
commit a264561576
230 changed files with 41160 additions and 2334 deletions

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"""DT 매도 미종결 부분체결 손익 계상 회귀 테스트 (2026-10-09, 하드닝 루프 R1 — exit_service.py).
결함: fill 확인이 terminal=False 이고 0 < filled < quantity 일 때 `_on_fill` 이
`dt_net_pnl(entry, avg, quantity)` 와 `total_amount = avg × quantity` 로 **미체결분까지 체결가로**
계상했다(장부·daily_pnl 오염).
수정: `_sell_fill_pnl_impl` — 체결분은 체결가, 미체결분은 신호가 추정, 거래대금·체결수량은 체결분만.
목킹 원칙(CLAUDE.md §4.1): 주문 공통 종단(`safe_place_order`)과 체결 조회 종단
(`fill_reconciler.korea_investment_api.get_todays_orders`)은 BaseException 발생형으로 막는다.
기대값은 dt_net_pnl(settings 기반 비용) 로 계산한다 — 비용률 하드코딩 없음.
"""
from unittest.mock import AsyncMock, MagicMock, patch
import pytest
from app.services.daytrading import exit_service as es
from app.services.daytrading import fill_reconciler
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 = "333333"
ENTRY = 10_000.0
SIGNAL = 9_800.0
QTY = 4
@pytest.fixture(autouse=True)
def _env():
saved_pnl = day_trading_state.daily_pnl
saved_pos = dict(day_trading_state.positions)
day_trading_state.positions.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(fill_reconciler.korea_investment_api, "get_todays_orders",
_boom("get_todays_orders")), \
patch.object(es, "_alert_once_v2", MagicMock()):
yield
day_trading_state.daily_pnl = saved_pnl
day_trading_state.positions.clear()
day_trading_state.positions.update(saved_pos)
def _pos():
return {"stock_name": "테스트", "strategy": "VWAP", "entry_price": ENTRY, "quantity": QTY,
"stop_loss": 9_700.0, "highest_price": ENTRY, "reason": "VWAP 반등"}
async def _run_with(info, count_daily_pnl=True):
pos = _pos()
recorded = es.dt_net_pnl(ENTRY, SIGNAL, QTY, pos)["net_profit_loss"]
day_trading_state.daily_pnl = recorded if count_daily_pnl else 0.0
captured = {}
def _sched(code, order_id, side, qty, cb):
captured["cb"] = cb
return object()
upd = AsyncMock()
with patch.object(es.fill_reconciler, "schedule_v2", _sched), \
patch("app.services.db_worker.enqueue_update_trade_history_by_order_id", upd):
es._schedule_sell_fill_reconcile_v2(
stock_code=CODE, pos=pos, order_id="0000555", signal_price=SIGNAL, quantity=QTY,
entry_price=ENTRY, recorded_net=recorded, count_daily_pnl=count_daily_pnl,
)
await captured["cb"](info)
return pos, recorded, upd.await_args.args[1]
@pytest.mark.asyncio
async def test_non_terminal_partial_fill_books_only_filled_at_avg():
avg, filled = 9_500.0, 1
pos, recorded, payload = await _run_with({"terminal": False, "filled_qty": filled, "avg_price": avg})
blended = (avg * filled + SIGNAL * (QTY - filled)) / QTY # 체결분 체결가 + 미체결분 신호가
expect = es.dt_net_pnl(ENTRY, blended, QTY, pos)["net_profit_loss"]
wrong = es.dt_net_pnl(ENTRY, avg, QTY, pos)["net_profit_loss"] # 옛 계산(전량을 체결가로)
assert float(payload["net_profit_loss"]) == pytest.approx(round(expect, 2), abs=0.01)
assert float(payload["net_profit_loss"]) != pytest.approx(round(wrong, 2), abs=0.01)
assert float(payload["total_amount"]) == pytest.approx(avg * filled)
assert payload["executed_quantity"] == filled
assert day_trading_state.daily_pnl == pytest.approx(expect)
@pytest.mark.asyncio
async def test_full_fill_unchanged():
avg = 9_750.0
pos, recorded, payload = await _run_with({"terminal": True, "filled_qty": QTY, "avg_price": avg})
expect = es.dt_net_pnl(ENTRY, avg, QTY, pos)
assert float(payload["net_profit_loss"]) == pytest.approx(round(expect["net_profit_loss"], 2), abs=0.01)
assert float(payload["total_amount"]) == pytest.approx(avg * QTY)
assert float(payload["commission"]) == pytest.approx(expect["total_cost"])
assert "executed_quantity" not in payload
assert day_trading_state.daily_pnl == pytest.approx(expect["net_profit_loss"])
@pytest.mark.asyncio
async def test_non_terminal_partial_stale_goes_to_stale_pnl_not_daily():
before = es._stale_realized_pnl
try:
avg, filled = 9_500.0, 2
pos, recorded, _ = await _run_with(
{"terminal": False, "filled_qty": filled, "avg_price": avg}, count_daily_pnl=False)
blended = (avg * filled + SIGNAL * (QTY - filled)) / QTY
expect = es.dt_net_pnl(ENTRY, blended, QTY, pos)["net_profit_loss"]
assert es._stale_realized_pnl - before == pytest.approx(expect - recorded)
assert day_trading_state.daily_pnl == 0.0 # 전일·고아 손익은 당일 미반영(§7)
finally:
es._stale_realized_pnl = before
def test_sell_fill_pnl_impl_linear_identity():
"""전량 체결과 '체결분+미체결분(같은 가격)' 합이 같아야 한다(dt_net_pnl 선형성)."""
pos = _pos()
full = es._sell_fill_pnl_impl(ENTRY, SIGNAL, SIGNAL, QTY, QTY, pos)
split = es._sell_fill_pnl_impl(ENTRY, SIGNAL, SIGNAL, 1, QTY, pos)
assert split["net_profit_loss"] == pytest.approx(full["net_profit_loss"])
assert split["total_cost"] == pytest.approx(full["total_cost"])
assert split["executed_quantity"] == 1 and split["is_partial"] is True
assert full["is_partial"] is False