QuantEngineByItz/src/dotnet/QuantEngine.Core/Domain/SellPriceSanityChecker.cs

using System;
using System.Collections.Generic;

namespace QuantEngine.Core.Domain
{
    public class SellPriceSanityResult
    {
        public string SellPriceSanityStatus { get; set; } = "PASS";
        public List<string> SellPriceSanityIssues { get; set; } = new List<string>();
        public bool HtsAllowed { get; set; } = true;
        public bool ShadowLedger { get; set; }
        public string Ticker { get; set; } = string.Empty;
    }

    public static class SellPriceSanityChecker
    {
        public static SellPriceSanityResult CheckSellPriceSanity(
            double sellLimitPrice,
            double? stopLossPrice,
            double prevClose,
            string ticker = "")
        {
            var issues = new List<string>();
            string status = "PASS";

            if (stopLossPrice.HasValue && sellLimitPrice < stopLossPrice.Value)
            {
                issues.Add($"INVALID_PRICE_INVERSION: sell={sellLimitPrice:N0} < stop={stopLossPrice.Value:N0}");
                status = "INVALID_PRICE_INVERSION";
            }

            double upperLimit = prevClose * 1.30;
            if (sellLimitPrice > upperLimit)
            {
                issues.Add($"INVALID_UNREALISTIC_PRICE: sell={sellLimitPrice:N0} > prev_close*1.30={upperLimit:N0}");
                if (status == "PASS")
                {
                    status = "INVALID_UNREALISTIC_PRICE";
                }
            }

            int tickUnit = KrxTickNormalizer.GetTickUnit(sellLimitPrice);
            if (sellLimitPrice % tickUnit != 0)
            {
                double corrected = KrxTickNormalizer.NormalizeTick(sellLimitPrice);
                issues.Add($"INVALID_TICK: sell={sellLimitPrice:N0} 호가단위={tickUnit}원 → 정규화={corrected:N0}");
                if (status == "PASS")
                {
                    status = "INVALID_TICK";
                }
            }

            return new SellPriceSanityResult
            {
                SellPriceSanityStatus = status,
                SellPriceSanityIssues = issues,
                HtsAllowed = status == "PASS",
                ShadowLedger = status != "PASS",
                Ticker = ticker
            };
        }
    }
}