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

View File

@@ -408,7 +408,9 @@ async def test_m1r4_reset_mid_run_does_not_leave_stale_executed(env):
await m.execute_reduction(_action(m))
assert m._reduction_executed_10pct is False, "reset 이전 세대 결과로 executed 가 섰다"
assert acct.attempts == {"005930": 1}, "reset 이후 남은 종목 매도를 중단해야 한다"
r = await m.update(89.0)
# [R1] reset 은 peak 를 현재 잔고(89)로 재설정 — 새 -10% 이벤트는 추가 하락 시 발생
assert (await m.update(89.0))["action"] == "NONE"
r = await m.update(79.0)
assert r["action"] == "REDUCE_AND_PAUSE"
await m.execute_reduction(_action(m))
finally:
@@ -430,3 +432,99 @@ async def test_l1r4_no_reduction_orders_when_market_closed(env, monkeypatch):
monkeypatch.setattr(_ms, "is_market_open", lambda: True)
await m.execute_reduction(_action(m))
assert acct.sells["005930"] == [30]
# ── [R1 2026-10-09] reset peak 재설정 / 갱신 신선도 ─────────────────────────────
async def _noop_async(*a, **k):
return None
@pytest.mark.asyncio
async def test_reset_rebases_peak_so_reduction_not_retriggered(monkeypatch):
m = mm.MDDManager()
monkeypatch.setattr(m, "_write_state_v2", _noop_async)
assert (await m.update(1_000_000))["action"] == "NONE"
assert (await m.update(880_000))["action"] == "REDUCE_AND_PAUSE"
await m.reset()
assert m.peak_balance == 880_000
assert (await m.update(880_000))["action"] == "NONE"
assert await m.can_open_new_position() is True
assert (await m.update(790_000))["action"] == "REDUCE_AND_PAUSE"
@pytest.mark.asyncio
async def test_reset_without_known_balance_rebases_on_next_update(monkeypatch):
m = mm.MDDManager()
monkeypatch.setattr(m, "_write_state_v2", _noop_async)
m.peak_balance = 1_000_000.0
await m.reset()
assert (await m.update(850_000))["action"] == "NONE"
assert m.peak_balance == 850_000
@pytest.mark.asyncio
async def test_reset_fail_safe_keeps_pause_and_peak(monkeypatch):
m = mm.MDDManager()
monkeypatch.setattr(m, "_write_state_v2", _noop_async)
await m.update(1_000_000)
await m.update(880_000)
m._update_failures = 99
await m.reset_fail_safe_v2()
assert m.peak_balance == 1_000_000 and m.is_paused is True
assert m._update_failures == 0
@pytest.mark.asyncio
async def test_stale_update_blocks_entry_during_market(monkeypatch):
from datetime import datetime, timedelta
from app.core import market_schedule as ms
m = mm.MDDManager()
base = datetime(2026, 10, 7, 10, 0, tzinfo=ms.KST)
clock = {"t": base}
monkeypatch.setattr(mm.MDDManager, "_now_kst_v2", staticmethod(lambda: clock["t"]))
monkeypatch.setattr(ms, "is_market_open", lambda: True)
m._update_last_ok_at = base
m._created_at = base
stale = mm._stale_sec_v2()
clock["t"] = base + timedelta(seconds=stale - 1)
assert await m.can_open_new_position() is True
clock["t"] = base + timedelta(seconds=stale + 1)
assert await m.can_open_new_position() is False
await m.record_update_success()
assert await m.can_open_new_position() is True
monkeypatch.setattr(ms, "is_market_open", lambda: False)
clock["t"] = base + timedelta(hours=20)
assert await m.can_open_new_position() is True
# ── 하드닝 라운드 2 ──────────────────────────────────────────────────────────
@pytest.mark.asyncio
async def test_r2_page_full_balance_does_not_mark_executed(env):
"""잔고 응답이 페이지 한도에 도달하면 보이는 종목만 축소하고 executed 는 세우지 않는다."""
_, make = env
n = int(settings.SWING_BALANCE_FULL_PAGE_ROWS)
acct = make(_Account({f"{i:06d}": 100 for i in range(n)}))
m = mm.MDDManager()
await _arm(m)
await m.execute_reduction(_action(m))
assert len(acct.sells) == n
assert not getattr(m, f"_reduction_executed_{m.reduction_applied}")
@pytest.mark.asyncio
async def test_r2_below_page_still_marks_executed(env):
_, make = env
n = int(settings.SWING_BALANCE_FULL_PAGE_ROWS)
make(_Account({f"{i:06d}": 100 for i in range(n - 1)}))
m = mm.MDDManager()
await _arm(m)
await m.execute_reduction(_action(m))
assert getattr(m, f"_reduction_executed_{m.reduction_applied}")
def test_r2_stale_threshold_exceeds_swing_cycle_budget():
from app.services.swing import scheduler as sw
budget = (sw._DEFAULT_ENTRY_PHASE_TIMEOUT_SEC + sw._DEFAULT_EXIT_STEP_TIMEOUT_SEC
+ sw._DEFAULT_BALANCE_TIMEOUT_SEC + 60.0)
assert mm._stale_sec_v2() > budget