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_fill_sweep_post_close_r4.py
+++ b/backend/tests/test_fill_sweep_post_close_r4.py
@@ -0,0 +1,217 @@
+"""[하드닝 R4 2026-10-09] 종가 동시호가(15:20~15:30) 스윙 주문 체결가 확인.
+
+결함: sweep 이 장중(is_market_open, 15:30 미만)에만 돌아 15:28 주문은 sweep 기회 0회 →
+executed_price 영구 NULL(ActiveTrade 진입가가 주문가로 남아 손절 기준 이동).
+수정: 장 마감 직후 창(15:30 ~ +SWING_FILL_SWEEP_POST_CLOSE_MINUTES)에 장외 분기에서 sweep,
+동시호가 주문은 15:30 전 조회 보류(시도 횟수 보존).
+"""
+import asyncio
+import sys
+from datetime import datetime, timedelta
+from decimal import Decimal
+from types import SimpleNamespace
+from unittest.mock import AsyncMock
+
+import pytest
+
+import app.core.database as database_mod
+import app.core.market_schedule as ms
+import app.services.db_worker as dbw
+import app.services.trade_executor as te
+from app.core.config import settings
+from app.services.swing import fill_sweep as fs
+
+# 2026-10-07 = 수요일(운영 관측일)
+_DAY = datetime(2026, 10, 7)
+
+
+def _at(h, m, s=0):
+    return _DAY.replace(hour=h, minute=m, second=s)
+
+
+def _run(coro):
+    return asyncio.run(coro)
+
+
+class _StopLoop(BaseException):
+    pass
+
+
+class _FakeDB:
+    def __init__(self, rows, active_rows=None):
+        self.rows = rows
+        self.active_rows = list(active_rows or [])
+        self.n = 0
+
+    async def execute(self, q):
+        self.n += 1
+        rows = self.rows if self.n == 1 else self.active_rows
+        return SimpleNamespace(scalars=lambda: SimpleNamespace(all=lambda: rows))
+
+
+def _row(created_at, **kw):
+    base = dict(id=900, stock_code="005380", order_type="BUY", order_id="0001234",
+                order_quantity=3, order_price=Decimal("337177"), total_amount=Decimal("1011531"),
+                net_profit_loss=None, commission=None, strategy_type="swing",
+                entry_reason="평균회귀 RSI 과매도", created_at=created_at)
+    base.update(kw)
+    return SimpleNamespace(**base)
+
+
+def _patch_exec(monkeypatch, mock):
+    stub = SimpleNamespace(get_order_execution=mock)
+    monkeypatch.setattr(te, "korea_investment_api", stub)
+    mod = sys.modules.get("app.services.korea_investment_api")
+    if mod is not None:
+        monkeypatch.setattr(mod, "korea_investment_api", stub, raising=False)
+    return mock
+
+
+@pytest.fixture
+def env(monkeypatch):
+    calls = {"th": [], "at": []}
+
+    async def _th(tid, fields):
+        calls["th"].append((tid, dict(fields)))
+
+    async def _at_up(data):
+        calls["at"].append(dict(data))
+
+    monkeypatch.setattr(dbw, "enqueue_update_trade_history", _th)
+    monkeypatch.setattr(dbw, "enqueue_active_trade_upsert", _at_up)
+    monkeypatch.setattr(ms, "is_krx_holiday", lambda d: False)
+    fs._attempts.clear()
+    fs._queued_ids.clear()
+    fs._last_stats.update(day="", candidates=0, exhausted=0, queued=0, exhausted_warned=0)
+    te._entry_fill_adjusted_orders.clear()
+    return calls
+
+
+# ── 창 판정 ──────────────────────────────────────────────────────────────────
+def test_post_close_window_bounds(env, monkeypatch):
+    mins = int(getattr(settings, "SWING_FILL_SWEEP_POST_CLOSE_MINUTES", fs._DEFAULT_POST_CLOSE_MINUTES))
+    assert not fs.post_close_sweep_active_v2(_at(15, 29, 59))
+    assert fs.post_close_sweep_active_v2(_at(15, 30))
+    assert fs.post_close_sweep_active_v2(_at(15, 30) + timedelta(minutes=mins) - timedelta(seconds=1))
+    assert not fs.post_close_sweep_active_v2(_at(15, 30) + timedelta(minutes=mins))
+    # 주말·휴장일 제외
+    assert not fs.post_close_sweep_active_v2(datetime(2026, 10, 10, 15, 35))  # 토
+    monkeypatch.setattr(ms, "is_krx_holiday", lambda d: True)
+    assert not fs.post_close_sweep_active_v2(_at(15, 35))
+
+
+def test_post_close_window_follows_settings(env, monkeypatch):
+    # config.py 에 키가 아직 없다(Settings 는 미정의 필드 setattr 거부) — 설정 조회 지점을 덮는다
+    monkeypatch.setattr(fs, "_settings_num_v2",
+                        lambda n, d: 90.0 if n == "SWING_FILL_SWEEP_POST_CLOSE_MINUTES" else d)
+    assert fs.post_close_sweep_active_v2(_at(16, 50))
+    assert not fs.post_close_sweep_active_v2(_at(17, 0))
+
+
+# ── 동시호가 주문 조회 보류 ──────────────────────────────────────────────────
+def test_auction_order_not_looked_up_before_close(env, monkeypatch):
+    m = _patch_exec(monkeypatch, AsyncMock(side_effect=AssertionError("15:30 전 동시호가 주문 조회")))
+    monkeypatch.setattr(fs, "now_kst", lambda: _at(15, 26))
+    assert _run(fs.sweep_unconfirmed_fills_v2(_FakeDB([_row(_at(15, 22, 6))]))) == 0
+    m.assert_not_called()
+    assert 900 not in fs._attempts  # 시도 횟수 보존
+
+
+def test_continuous_session_order_still_looked_up_in_auction(env, monkeypatch):
+    m = _patch_exec(monkeypatch, AsyncMock(return_value={"ok": True, "found": True, "filled_qty": 0,
+                                                         "filled_price": 0, "remaining_qty": 3}))
+    monkeypatch.setattr(fs, "now_kst", lambda: _at(15, 26))
+    _run(fs.sweep_unconfirmed_fills_v2(_FakeDB([_row(_at(14, 0))])))
+    m.assert_awaited_once()
+
+
+def test_auction_order_confirmed_after_close(env, monkeypatch):
+    _patch_exec(monkeypatch, AsyncMock(return_value={"ok": True, "found": True, "filled_qty": 3,
+                                                     "filled_price": 335500.0, "remaining_qty": 0}))
+    monkeypatch.setattr(fs, "now_kst", lambda: _at(15, 31))
+    active = [SimpleNamespace(id=216, strategy_name="swing", entry_reason="평균회귀 RSI 과매도")]
+    assert _run(fs.sweep_unconfirmed_fills_v2(_FakeDB([_row(_at(15, 28, 16))], active))) == 1
+    (tid, f), = env["th"]
+    assert tid == 900 and f["executed_price"] == Decimal("335500.0")
+    (adj,) = env["at"]
+    assert adj["strategy_name"] == "swing"
+    assert adj["entry_fill_adjust"]["filled_price"] == 335500.0
+
+
+# ── 장 마감 후 실행기 ────────────────────────────────────────────────────────
+def test_runner_outside_window_touches_nothing(env, monkeypatch):
+    def _boom():
+        raise AssertionError("창 밖에서 세션 생성")
+
+    monkeypatch.setattr(database_mod, "AsyncSessionLocal", _boom)
+    monkeypatch.setattr(fs, "sweep_unconfirmed_fills_v2", AsyncMock(side_effect=AssertionError("창 밖 sweep")))
+    assert _run(fs.run_post_close_fill_sweep_v2(_at(15, 0))) is None
+    assert _run(fs.run_post_close_fill_sweep_v2(_at(18, 0))) is None
+
+
+class _CM:
+    def __init__(self):
+        self.session = object()
+
+    async def __aenter__(self):
+        return self.session
+
+    async def __aexit__(self, *a):
+        return False
+
+
+def test_runner_in_window_sweeps_and_caps_sleep(env, monkeypatch):
+    cm = _CM()
+    monkeypatch.setattr(database_mod, "AsyncSessionLocal", lambda: cm)
+    sweep = AsyncMock(return_value=1)
+    monkeypatch.setattr(fs, "sweep_unconfirmed_fills_v2", sweep)
+    interval = float(getattr(settings, "SWING_FILL_SWEEP_POST_CLOSE_INTERVAL_SEC",
+                             fs._DEFAULT_POST_CLOSE_INTERVAL_SEC))
+    assert _run(fs.run_post_close_fill_sweep_v2(_at(15, 31))) == interval
+    sweep.assert_awaited_once_with(cm.session)
+
+
+def test_runner_absorbs_sweep_failure(env, monkeypatch, caplog):
+    monkeypatch.setattr(database_mod, "AsyncSessionLocal", lambda: _CM())
+    monkeypatch.setattr(fs, "sweep_unconfirmed_fills_v2", AsyncMock(side_effect=RuntimeError("db down")))
+    with caplog.at_level("WARNING", logger=fs.logger.name):
+        assert _run(fs.run_post_close_fill_sweep_v2(_at(15, 40))) is not None
+    assert any("장 마감 후 체결가 보정 실패" in r.getMessage() for r in caplog.records)
+
+
+# ── 스케줄러 장외 분기 배선 ──────────────────────────────────────────────────
+def _closed_loop(monkeypatch, post_close_result):
+    import app.services.swing.scheduler as sch
+    slept = []
+
+    async def _sleep(sec):
+        if sec < 10:  # 기동 지연(2초) 통과
+            return
+        slept.append(sec)
+        raise _StopLoop()
+
+    monkeypatch.setattr(sch.asyncio, "sleep", _sleep)
+    monkeypatch.setattr(sch, "is_market_open", lambda: False)
+    monkeypatch.setattr(sch, "_check_mdd_threshold_knobs_v2", AsyncMock(return_value=[]))
+    monkeypatch.setattr(ms, "seconds_until_market_open", lambda: 60000.0)
+    monkeypatch.setattr(fs, "run_post_close_fill_sweep_v2", post_close_result)
+    with pytest.raises(_StopLoop):
+        _run(sch.swing_scheduler())
+    return slept
+
+
+def test_scheduler_closed_branch_runs_post_close_sweep(monkeypatch):
+    runner = AsyncMock(return_value=60.0)
+    slept = _closed_loop(monkeypatch, runner)
+    runner.assert_awaited_once()
+    assert slept[-1] == 60.0
+
+
+def test_scheduler_closed_branch_outside_window_keeps_long_sleep(monkeypatch):
+    slept = _closed_loop(monkeypatch, AsyncMock(return_value=None))
+    assert slept[-1] == 1800.0
+
+
+def test_scheduler_closed_branch_survives_runner_error(monkeypatch):
+    slept = _closed_loop(monkeypatch, AsyncMock(side_effect=RuntimeError("boom")))
+    assert slept[-1] == 1800.0