fix(trade-monitor): sell_climax holdings_intel 정합

BE 회신(holdings_intel.py:109-118)에 맞춰 반전 기준을
price<day_open → price<day_high×climax_close_pct(윗꼬리)로 변경.
- kis_client.get_quote에 day_high(stck_hgpr) 추가
- monitor._build_ctx가 day_high를 ctx로 전달
- climax_vol_x·climax_close_pct를 monitor-set exit_params에서 읽기
  (fallback: TM_CLIMAX_VOL_MULT/0.97)
- 테스트 36/36 (climax exit_params 2건 추가)

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01N83vbXEA8h83GMXQcg8fxD

services/trade-monitor/tests/test_conditions_sell.py

@@ -1,14 +1,15 @@
 """evaluate_sell — 5개 매도 조건 경계."""
 from conditions import evaluate_sell
 
-EXIT = {"stop_pct": 0.08, "take_pct": 0.25, "trailing_pct": 0.10}
+EXIT = {"stop_pct": 0.08, "take_pct": 0.25, "trailing_pct": 0.10,
+        "climax_vol_x": 3.0, "climax_close_pct": 0.97}
 
 
 def _ctx(**over):
     base = dict(
         ticker="000660", name="SK하이닉스", price=100.0, day_open=100.0,
-        today_volume=100.0, closes=[100.0] * 60, highs=[100.0] * 60,
-        lows=[100.0] * 60, volumes=[100.0] * 60,
+        day_high=100.0, today_volume=100.0, closes=[100.0] * 60,
+        highs=[100.0] * 60, lows=[100.0] * 60, volumes=[100.0] * 60,
         avg_price=100.0, qty=10, holding_high=100.0, climax_vol_mult=3.0,
     )
     base.update(over)
@@ -49,18 +50,37 @@ def test_ma_break_severity_high():
 
 
 def test_climax_fires():
-    # 거래량 3배 이상 + 종가(현재가)<시가 반전
-    ctx = _ctx(price=98.0, day_open=100.0, today_volume=400.0,
-               volumes=[100.0] * 60)   # 400 >= 3*100, 98<100
+    # holdings_intel 정합: 거래량 3배 이상 + 종가 < 당일고가×0.97 (윗꼬리)
+    ctx = _ctx(price=96.0, day_high=100.0, today_volume=400.0,
+               volumes=[100.0] * 60)   # 400>=3*100, 96 < 100*0.97=97
     assert "sell_climax" in _c(evaluate_sell(ctx, EXIT))
 
 
 def test_climax_skips_when_not_reversal():
-    ctx = _ctx(price=101.0, day_open=100.0, today_volume=400.0,
-               volumes=[100.0] * 60)   # 상승 마감 → 반전 아님
+    # 종가가 당일고가의 97% 이상 → 윗꼬리 아님
+    ctx = _ctx(price=99.0, day_high=100.0, today_volume=400.0,
+               volumes=[100.0] * 60)   # 99 >= 100*0.97=97 → 반전 아님
     assert "sell_climax" not in _c(evaluate_sell(ctx, EXIT))
 
 
+def test_climax_uses_exit_params_vol_x():
+    # exit_params.climax_vol_x=5.0 → 400 < 5*100=500 → 미발화
+    exit5 = {**EXIT, "climax_vol_x": 5.0}
+    ctx = _ctx(price=96.0, day_high=100.0, today_volume=400.0,
+               volumes=[100.0] * 60)
+    assert "sell_climax" not in _c(evaluate_sell(ctx, exit5))
+
+
+def test_climax_uses_exit_params_close_pct():
+    # climax_close_pct=0.90 → 임계 90, price=95 → 95<90? No → 미발화
+    exit90 = {**EXIT, "climax_close_pct": 0.90}
+    ctx = _ctx(price=95.0, day_high=100.0, today_volume=400.0,
+               volumes=[100.0] * 60)
+    assert "sell_climax" not in _c(evaluate_sell(ctx, exit90))
+    # 기본 0.97이면 95 < 97 → 발화
+    assert "sell_climax" in _c(evaluate_sell(ctx, EXIT))
+
+
 def test_no_avg_no_pnl_conditions():
     # avg_price None(보유정보 없음) → stop/take 미발화
     ctx = _ctx(price=50.0, avg_price=None, holding_high=None,

services/trade-monitor/tests/test_kis_client.py

@@ -29,10 +29,12 @@ async def test_get_quote_parses():
         return_value=httpx.Response(200, json={"access_token": "TKN", "expires_in": 86400}))
     respx.get(f"{BASE}/uapi/domestic-stock/v1/quotations/inquire-price").mock(
         return_value=httpx.Response(200, json={"output": {
-            "stck_prpr": "71500", "stck_oprc": "71000", "acml_vol": "1234567"}}))
+            "stck_prpr": "71500", "stck_oprc": "71000", "stck_hgpr": "72000",
+            "acml_vol": "1234567"}}))
     c = _client()
     q = await c.get_quote("005930")
     assert q["price"] == 71500 and q["day_open"] == 71000 and q["today_volume"] == 1234567
+    assert q["day_high"] == 72000
     await c.close()
 
 

services/trade-monitor/tests/test_monitor.py

@@ -32,8 +32,8 @@ class _FakeKIS:
     async def get_quote(self, ticker):
         if ticker in self._fail_on:
             raise RuntimeError("KIS down")
-        return {"price": self._price, "day_open": 99, "today_volume": 1000,
-                "as_of": "x"}
+        return {"price": self._price, "day_open": 99, "day_high": 100,
+                "today_volume": 1000, "as_of": "x"}
 
     async def get_daily_ohlcv(self, ticker, days=250):
         # 정배열 + 저가 근접 → ma20_pullback 발화 유도