fix(orphan): is_mock 필터로 모의·실전 교차 고아복구 방지

브로커 잔고 대조 시 현재 KIS_MOCK과 active_trades.is_mock이 일치하는 행만 처리한다. orders BUY 조회에 account_mode 필터를 추가해 계좌별 고아복구 정합을 맞춘다. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-28 16:45:48 +09:00
parent 2c915c9508
commit eb03829e6e
1 changed files with 100 additions and 23 deletions
--- a/kis_trader/execution/orphan_reconcile.py
+++ b/kis_trader/execution/orphan_reconcile.py
@@ -29,6 +29,27 @@ from .kis_client import (

 logger = logging.getLogger("kis_trader.orphan_reconcile")

+
+def _current_is_mock_flag() -> int:
+    """현재 KIS_MOCK → 1=모의 · 0=실전. 브로커 대조는 이 모드 행만."""
+    from database import TradeDB
+    return int(TradeDB.resolve_kis_is_mock(None))
+
+
+def _row_matches_current_account(is_mock_val: Any, current: Optional[int] = None) -> bool:
+    """active_trades.is_mock 이 현재 매매 모드와 같을 때만 브로커 대조 대상.
+
+    NULL(미상)은 실전/모의 어느 쪽 잔고와도 맞춰 지우지 않음(오삭제 방지).
+    """
+    cur = _current_is_mock_flag() if current is None else int(current)
+    if is_mock_val is None:
+        return False
+    try:
+        return int(is_mock_val) == cur
+    except (TypeError, ValueError):
+        return False
+
+
 # Pre-EOD 시각 산출 — (전략 ON 플래그, strategy_eod spec 키)
 _PRE_EOD_STRATEGY_FLAGS: Tuple[Tuple[str, str, bool], ...] = (
    ("STRATEGY_BREAKOUT_ENABLED", "BREAKOUT", False),
@@ -98,11 +119,28 @@ def parse_manual_hold_codes() -> Set[str]:
    }


-def get_bot_bought_codes(db) -> Set[str]:
-    """orders 테이블에 BUY 기록이 있는 종목코드."""
+def get_bot_bought_codes(db, *, account_mode: str = "current") -> Set[str]:
+    """orders 테이블에 BUY 기록이 있는 종목코드.
+
+    account_mode: current(현재 KIS_MOCK) | mock | live | all
+    """
    codes: Set[str] = set()
    try:
-        cur = db.conn.execute("SELECT DISTINCT code FROM orders WHERE side='BUY'")
+        from database import TradeDB
+        mode = (account_mode or "current").strip().lower()
+        if mode in ("all", "both", "*"):
+            cur = db.conn.execute("SELECT DISTINCT code FROM orders WHERE side='BUY'")
+        else:
+            if mode in ("mock", "1", "true", "모의"):
+                flag = 1
+            elif mode in ("live", "real", "0", "false", "실전"):
+                flag = 0
+            else:
+                flag = int(TradeDB.resolve_kis_is_mock(None))
+            cur = db.conn.execute(
+                "SELECT DISTINCT code FROM orders WHERE side='BUY' AND is_mock=%s",
+                (flag,),
+            )
        for row in (cur.fetchall() or []):
            c = str(row.get("code") or "").strip()
            if c:
@@ -112,16 +150,20 @@ def get_bot_bought_codes(db) -> Set[str]:
    return codes


-def get_portfolio_origin_sets(db) -> Tuple[Set[str], Set[str]]:
+def get_portfolio_origin_sets(db, account_mode: str = "current") -> Tuple[Set[str], Set[str]]:
    """(bot_bought_codes, manual_hold_codes) — backtest_web 보유·매도 탭과 동일."""
-    return get_bot_bought_codes(db), parse_manual_hold_codes()
+    return get_bot_bought_codes(db, account_mode=account_mode), parse_manual_hold_codes()


 def _tracked_codes(db) -> Set[str]:
-    """active_trades 에 한 건이라도 있는 종목코드 (전 전략)."""
+    """active_trades 에 한 건이라도 있는 종목코드 — 현재 KIS_MOCK 행만."""
    out: Set[str] = set()
+    cur_mock = _current_is_mock_flag()
    try:
-        cur = db.conn.execute("SELECT DISTINCT code FROM active_trades")
+        cur = db.conn.execute(
+            "SELECT DISTINCT code FROM active_trades WHERE is_mock=%s",
+            (cur_mock,),
+        )
        for row in (cur.fetchall() or []):
            c = str(row.get("code") or "").strip()
            if c:
@@ -132,16 +174,18 @@ def _tracked_codes(db) -> Set[str]:


 def _latest_buy_order(db, code: str) -> Optional[Dict[str, Any]]:
-    """해당 종목 최신 BUY orders 행 (복구 메타·체결가 참고)."""
+    """해당 종목 최신 BUY orders 행 (복구 메타·체결가 참고). 현재 KIS_MOCK만."""
    try:
+        from database import TradeDB
+        mock_flag = int(TradeDB.resolve_kis_is_mock(None))
        cur = db.conn.execute(
            """
            SELECT * FROM orders
-             WHERE side='BUY' AND code=%s
+             WHERE side='BUY' AND code=%s AND is_mock=%s
             ORDER BY submitted_at DESC
             LIMIT 1
            """,
-            (code,),
+            (code, mock_flag),
        )
        row = cur.fetchone()
        return dict(row) if row else None
@@ -207,9 +251,10 @@ def _find_sell_after_buy(
    code: str,
    strategy: str,
    buy_date: Optional[str],
+    is_mock: Optional[int] = None,
 ) -> Optional[Dict[str, Any]]:
    """
-    같은 code+strategy 에서 buy_date(없으면 당일) 이후 청산 히스토리 1건.
+    같은 code+strategy(+is_mock) 에서 buy_date(없으면 당일) 이후 청산 히스토리 1건.
    ORPHAN_SKIP_SELL_REASONS 가 있으면 해당 사유만, 비면 모든 청산.
    """
    if not get_env_bool("ORPHAN_SKIP_AFTER_SELL_HISTORY", True):
@@ -221,24 +266,25 @@ def _find_sell_after_buy(
    reasons = _orphan_skip_sell_reasons()
    buy_ts = str(buy_date or "").strip()
    day = datetime.datetime.now().strftime("%Y-%m-%d")
+    mock_flag = _current_is_mock_flag() if is_mock is None else int(is_mock)
    try:
        if buy_ts:
            sql = (
-                "SELECT code, strategy, sell_reason, sell_date, buy_date, qty "
+                "SELECT code, strategy, sell_reason, sell_date, buy_date, qty, is_mock "
                "FROM trade_history "
-                "WHERE code=%s AND strategy=%s AND sell_date IS NOT NULL "
-                "AND sell_date<>'' AND sell_date>=%s "
+                "WHERE code=%s AND strategy=%s AND is_mock=%s "
+                "AND sell_date IS NOT NULL AND sell_date<>'' AND sell_date>=%s "
                "ORDER BY sell_date DESC LIMIT 20"
            )
-            rows = db.conn.execute(sql, (code, sid, buy_ts)).fetchall() or []
+            rows = db.conn.execute(sql, (code, sid, mock_flag, buy_ts)).fetchall() or []
        else:
            sql = (
-                "SELECT code, strategy, sell_reason, sell_date, buy_date, qty "
+                "SELECT code, strategy, sell_reason, sell_date, buy_date, qty, is_mock "
                "FROM trade_history "
-                "WHERE code=%s AND strategy=%s AND sell_date LIKE %s "
+                "WHERE code=%s AND strategy=%s AND is_mock=%s AND sell_date LIKE %s "
                "ORDER BY sell_date DESC LIMIT 20"
            )
-            rows = db.conn.execute(sql, (code, sid, day + "%")).fetchall() or []
+            rows = db.conn.execute(sql, (code, sid, mock_flag, day + "%")).fetchall() or []
    except Exception as e:
        logger.warning("청산 히스토리 조회 실패 %s/%s: %s", sid, code, e)
        return None
@@ -246,6 +292,9 @@ def _find_sell_after_buy(
    for row in rows:
        d = dict(row)
        reason = str(d.get("sell_reason") or "").strip()
+        # 유령정리(0원) 이력은 재등록 금지·청산후삭제 트리거로 쓰지 않음
+        if reason.lower().startswith("ghost_purge"):
+            continue
        if reasons is None:
            return d
        reason_l = reason.lower()
@@ -259,14 +308,18 @@ def purge_active_after_sell_history(db) -> Dict[str, Any]:
    """
    active_trades 행의 buy_date 이후에 같은 전략 청산 히스토리가 있으면 DB에서 제거.
    (EOD 청산 후 모의잔고 지연 → 고아복구가 다시 넣은 유령 정리)
+    현재 KIS_MOCK 과 같은 is_mock 행만 대상.
    """
    out: Dict[str, Any] = {"purged": [], "failed": [], "skipped": []}
    if not get_env_bool("ORPHAN_PURGE_ACTIVE_AFTER_SELL_HISTORY", True):
        out["msg"] = "ORPHAN_PURGE_ACTIVE_AFTER_SELL_HISTORY=false"
        return out
+    cur_mock = _current_is_mock_flag()
    try:
        rows = db.conn.execute(
-            "SELECT code, name, strategy, current_qty, buy_date FROM active_trades"
+            "SELECT code, name, strategy, current_qty, buy_date, is_mock "
+            "FROM active_trades WHERE is_mock=%s",
+            (cur_mock,),
        ).fetchall() or []
    except Exception as e:
        out["error"] = str(e)
@@ -288,6 +341,7 @@ def purge_active_after_sell_history(db) -> Dict[str, Any]:
            code=code,
            strategy=strategy,
            buy_date=str(d.get("buy_date") or "") or None,
+            is_mock=cur_mock,
        )
        if not hit:
            continue
@@ -320,15 +374,20 @@ def purge_ghost_active_trades(order_mgr, broker: Optional[Dict[str, Any]] = None
    """
    DB(active_trades) 有 · 브로커 0주 → 유령 행 삭제.

+    - 현재 KIS_MOCK 과 같은 is_mock 행만 대상 (모의 보유를 실전 잔고로 지우지 않음).
    - MANUAL_HOLD_CODES · strategy=HOLDING(장기) 은 보호(삭제 안 함).
    - 잔고 API 실패 시 삭제하지 않음(오판 방지).
    """
-    out: Dict[str, Any] = {"purged": [], "skipped_manual": [], "skipped_holding": [], "failed": []}
+    out: Dict[str, Any] = {
+        "purged": [], "skipped_manual": [], "skipped_holding": [],
+        "skipped_other_account": [], "failed": [],
+    }
    if not get_env_bool("GHOST_PURGE_ON_RECONCILE", True):
        out["msg"] = "GHOST_PURGE_ON_RECONCILE=false"
        return out

    db = order_mgr.db
+    cur_mock = _current_is_mock_flag()
    if broker is None:
        broker = order_mgr.get_broker_holdings(force=True)
        if not getattr(order_mgr, "_holdings_last_fetch_ok", False):
@@ -350,7 +409,7 @@ def purge_ghost_active_trades(order_mgr, broker: Optional[Dict[str, Any]] = None
    manual_hold = parse_manual_hold_codes()
    try:
        rows = db.conn.execute(
-            "SELECT code, name, strategy, current_qty FROM active_trades"
+            "SELECT code, name, strategy, current_qty, is_mock FROM active_trades"
        ).fetchall() or []
    except Exception as e:
        out["error"] = str(e)
@@ -364,6 +423,12 @@ def purge_ghost_active_trades(order_mgr, broker: Optional[Dict[str, Any]] = None
            continue
        name = str(d.get("name") or code)
        strategy = str(d.get("strategy") or "").strip()
+        if not _row_matches_current_account(d.get("is_mock"), cur_mock):
+            out["skipped_other_account"].append({
+                "code": code, "name": name, "strategy": strategy,
+                "is_mock": d.get("is_mock"),
+            })
+            continue
        if code in manual_hold:
            out["skipped_manual"].append({"code": code, "name": name, "strategy": strategy})
            continue
@@ -420,6 +485,12 @@ def purge_ghost_active_trades(order_mgr, broker: Optional[Dict[str, Any]] = None

    out["purged_count"] = len(out["purged"])
    out["failed_count"] = len(out["failed"])
+    out["skipped_other_account_count"] = len(out["skipped_other_account"])
+    if out["skipped_other_account"]:
+        logger.info(
+            "🧹 [유령스킵] 다른 계좌모드(is_mock≠현재=%s) %d건 — 삭제 안 함",
+            cur_mock, len(out["skipped_other_account"]),
+        )
    if out["purged"]:
        try:
            order_mgr.invalidate_holdings_cache()
@@ -450,9 +521,13 @@ def sync_active_trades_with_broker(order_mgr, broker: Optional[Dict[str, Any]] =

    manual_hold = parse_manual_hold_codes()
    min_diff_px = get_env_float("SYNC_PRICE_DIFF_MIN", 0.5)
-    
+    cur_mock = _current_is_mock_flag()
+
    try:
-        rows = db.conn.execute("SELECT * FROM active_trades").fetchall() or []
+        rows = db.conn.execute(
+            "SELECT * FROM active_trades WHERE is_mock=%s",
+            (cur_mock,),
+        ).fetchall() or []
    except Exception as e:
        out["error"] = str(e)
        logger.warning("🔄 [계좌동기화] active_trades 조회 실패: %s", e)
@@ -634,6 +709,7 @@ def reconcile_orphan_positions(order_mgr) -> Dict[str, Any]:
        # (모의·잔고 API 지연으로 브로커 qty>0 이어도 EOD 후 유령 복구 방지)
        closed = _find_sell_after_buy(
            db, code=c, strategy=strategy, buy_date=buy_date,
+            is_mock=_current_is_mock_flag(),
        )
        if closed:
            result["skipped_after_sell"].append({
@@ -681,6 +757,7 @@ def reconcile_orphan_positions(order_mgr) -> Dict[str, Any]:
            "buy_date": buy_date,
            "size_class": meta.get("size_class") or "",
            "entry_features": meta.get("entry_features") or {},
+            "is_mock": _current_is_mock_flag(),
        }

        try: