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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"""[R4 2026-10-09] MDD 축소 매도 TradeHistory 가 비용 차감 순손익 + commission + 수익률을 기록한다.
목킹 지점: 주문 종단 safe_place_order / 잔고 get_balance / 기록 종단 enqueue_trade_history(캡처).
"""
import pytest
from app.core.config import settings
from app.services import mdd_manager as mm
from app.services import trade_executor as te
from app.services.korea_investment_api import korea_investment_api
class _FakeRedis:
def __init__(self):
self.store = {}
async def set(self, k, v, **kw):
self.store[k] = v
return True
async def get(self, k):
return self.store.get(k)
def _expected(avg, cur, qty):
comm = settings.KR_COMMISSION_RATE
tax = settings.KR_SELL_TAX_RATE_KOSPI
cost = round(avg * qty * comm + cur * qty * comm + cur * qty * tax, 0)
gross = (cur - avg) * qty
return gross - cost, cost, (gross - cost) / (avg * qty) * 100
def test_helper_deducts_costs_settings_based():
r = mm._reduction_net_pnl_v2(10000.0, 10100.0, 30)
net, cost, rate = _expected(10000.0, 10100.0, 30)
assert r["net_profit_loss"] == pytest.approx(net)
assert r["commission"] == pytest.approx(cost)
assert r["profit_loss_rate"] == pytest.approx(rate)
assert r["net_profit_loss"] < (10100.0 - 10000.0) * 30 # gross 보다 작다
@pytest.mark.asyncio
async def test_reduction_payload_has_net_pnl(monkeypatch):
import app.core.redis as redis_mod
monkeypatch.setattr(redis_mod, "get_redis", lambda: _FakeRedis())
async def _nosleep(*a, **k):
return None
monkeypatch.setattr(mm.asyncio, "sleep", _nosleep)
import app.core.market_schedule as _ms
monkeypatch.setattr(_ms, "is_market_open", lambda: True)
async def _noop(*a, **k):
return None
monkeypatch.setattr(mm, "_sync_active_trade_after_reduction", _noop)
monkeypatch.setattr(mm, "_reflect_reduction", _noop)
captured = []
async def _cap(payload):
captured.append(payload)
import app.services.db_worker as dbw
monkeypatch.setattr(dbw, "enqueue_trade_history", _cap)
async def _bal(*a, **k):
return {"rt_cd": "0", "output1": [
{"pdno": "005930", "prdt_name": "X", "hldg_qty": "100", "prpr": "10100",
"pchs_avg_pric": "10000"}]}
async def _order(stock_code, order_type, quantity, price=None, **kw):
return {"rt_cd": "0", "output": {"ODNO": "O1"}}
monkeypatch.setattr(korea_investment_api, "get_balance", _bal)
monkeypatch.setattr(te, "safe_place_order", _order)
# 알림 fire-and-forget 태스크가 다른 테스트 루프로 새지 않게 차단
monkeypatch.setattr(mm.MDDManager, "_spawn_mdd_alert_v2", staticmethod(lambda *a, **k: None))
m = mm.MDDManager()
await m.update(100.0)
await m.update(89.0)
await m.execute_reduction(
{"action": "REDUCE_AND_PAUSE", "reduce_pct": 0.30, "prioritize_leverage": False}
)
assert len(captured) == 1
p = captured[0]
net, cost, rate = _expected(10000.0, 10100.0, 30)
assert p["net_profit_loss"] == pytest.approx(net)
assert p["commission"] == pytest.approx(cost)
assert p["profit_loss_rate"] == pytest.approx(rate)
assert p["strategy_type"] == "mdd_reduction"