feat: add overseas ranking integration with dynamic fallback

This commit is contained in:
agentson
2026-02-17 05:50:10 +09:00
parent 0424c78f6c
commit 16bb8b6dc6
6 changed files with 478 additions and 3 deletions

View File

@@ -8,6 +8,7 @@ from unittest.mock import AsyncMock, MagicMock
from src.analysis.smart_scanner import ScanCandidate, SmartVolatilityScanner
from src.analysis.volatility import VolatilityAnalyzer
from src.broker.kis_api import KISBroker
from src.broker.overseas import OverseasBroker
from src.config import Settings
@@ -43,11 +44,21 @@ def scanner(mock_broker: MagicMock, mock_settings: Settings) -> SmartVolatilityS
analyzer = VolatilityAnalyzer()
return SmartVolatilityScanner(
broker=mock_broker,
overseas_broker=None,
volatility_analyzer=analyzer,
settings=mock_settings,
)
@pytest.fixture
def mock_overseas_broker() -> MagicMock:
"""Create mock overseas broker."""
broker = MagicMock(spec=OverseasBroker)
broker.get_overseas_price = AsyncMock()
broker.fetch_overseas_rankings = AsyncMock(return_value=[])
return broker
class TestSmartVolatilityScanner:
"""Test suite for SmartVolatilityScanner."""
@@ -323,6 +334,90 @@ class TestSmartVolatilityScanner:
assert codes == ["005930", "035420"]
@pytest.mark.asyncio
async def test_scan_overseas_uses_dynamic_symbols(
self, mock_broker: MagicMock, mock_overseas_broker: MagicMock, mock_settings: Settings
) -> None:
"""Overseas scan should use provided dynamic universe symbols."""
analyzer = VolatilityAnalyzer()
scanner = SmartVolatilityScanner(
broker=mock_broker,
overseas_broker=mock_overseas_broker,
volatility_analyzer=analyzer,
settings=mock_settings,
)
market = MagicMock()
market.name = "NASDAQ"
market.code = "US_NASDAQ"
market.exchange_code = "NASD"
market.is_domestic = False
mock_overseas_broker.get_overseas_price.side_effect = [
{"output": {"last": "210.5", "rate": "1.6", "tvol": "1500000"}},
{"output": {"last": "330.1", "rate": "0.2", "tvol": "900000"}},
]
candidates = await scanner.scan(
market=market,
fallback_stocks=["AAPL", "MSFT"],
)
assert [c.stock_code for c in candidates] == ["AAPL"]
assert candidates[0].signal == "momentum"
assert candidates[0].price == 210.5
@pytest.mark.asyncio
async def test_scan_overseas_uses_ranking_api_first(
self, mock_broker: MagicMock, mock_overseas_broker: MagicMock, mock_settings: Settings
) -> None:
"""Overseas scan should prioritize ranking API when available."""
analyzer = VolatilityAnalyzer()
scanner = SmartVolatilityScanner(
broker=mock_broker,
overseas_broker=mock_overseas_broker,
volatility_analyzer=analyzer,
settings=mock_settings,
)
market = MagicMock()
market.name = "NASDAQ"
market.code = "US_NASDAQ"
market.exchange_code = "NASD"
market.is_domestic = False
mock_overseas_broker.fetch_overseas_rankings.return_value = [
{"symb": "NVDA", "last": "780.2", "rate": "2.4", "tvol": "1200000"},
{"symb": "MSFT", "last": "420.0", "rate": "0.3", "tvol": "900000"},
]
candidates = await scanner.scan(market=market, fallback_stocks=["AAPL", "TSLA"])
mock_overseas_broker.fetch_overseas_rankings.assert_called_once()
mock_overseas_broker.get_overseas_price.assert_not_called()
assert [c.stock_code for c in candidates] == ["NVDA"]
@pytest.mark.asyncio
async def test_scan_overseas_without_symbols_returns_empty(
self, mock_broker: MagicMock, mock_overseas_broker: MagicMock, mock_settings: Settings
) -> None:
"""Overseas scan should return empty list when no symbol universe exists."""
analyzer = VolatilityAnalyzer()
scanner = SmartVolatilityScanner(
broker=mock_broker,
overseas_broker=mock_overseas_broker,
volatility_analyzer=analyzer,
settings=mock_settings,
)
market = MagicMock()
market.name = "NASDAQ"
market.code = "US_NASDAQ"
market.exchange_code = "NASD"
market.is_domestic = False
candidates = await scanner.scan(market=market, fallback_stocks=[])
assert candidates == []
class TestRSICalculation:
"""Test RSI calculation in VolatilityAnalyzer."""