ci: fix lint baseline and stabilize failing main tests
This commit is contained in:
@@ -2,8 +2,8 @@
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from __future__ import annotations
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from dataclasses import dataclass
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import math
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from dataclasses import dataclass
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@dataclass(frozen=True)
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@@ -2,12 +2,11 @@
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from __future__ import annotations
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from dataclasses import dataclass
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import math
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from dataclasses import dataclass
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from random import Random
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from typing import Literal
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OrderSide = Literal["BUY", "SELL"]
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@@ -77,7 +76,9 @@ class BacktestExecutionModel:
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reason="execution_failure",
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)
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slip_mult = 1.0 + (slippage_bps / 10000.0 if request.side == "BUY" else -slippage_bps / 10000.0)
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slip_mult = 1.0 + (
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slippage_bps / 10000.0 if request.side == "BUY" else -slippage_bps / 10000.0
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)
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exec_price = request.reference_price * slip_mult
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if self._rng.random() < partial_rate:
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@@ -10,8 +10,7 @@ from collections.abc import Sequence
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from dataclasses import dataclass
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from datetime import datetime
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from statistics import mean
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from typing import Literal
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from typing import cast
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from typing import Literal, cast
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from src.analysis.backtest_cost_guard import BacktestCostModel, validate_backtest_cost_model
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from src.analysis.triple_barrier import TripleBarrierSpec, label_with_triple_barrier
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@@ -104,6 +104,7 @@ class MarketScanner:
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# Store in L7 real-time layer
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from datetime import UTC, datetime
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timeframe = datetime.now(UTC).isoformat()
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self.context_store.set_context(
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ContextLayer.L7_REALTIME,
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@@ -158,12 +159,8 @@ class MarketScanner:
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top_movers = valid_metrics[: self.top_n]
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# Detect breakouts and breakdowns
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breakouts = [
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m.stock_code for m in valid_metrics if self.analyzer.is_breakout(m)
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]
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breakdowns = [
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m.stock_code for m in valid_metrics if self.analyzer.is_breakdown(m)
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]
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breakouts = [m.stock_code for m in valid_metrics if self.analyzer.is_breakout(m)]
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breakdowns = [m.stock_code for m in valid_metrics if self.analyzer.is_breakdown(m)]
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logger.info(
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"%s scan complete: %d scanned, top momentum=%.1f, %d breakouts, %d breakdowns",
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@@ -228,10 +225,9 @@ class MarketScanner:
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# If we removed too many, backfill from current watchlist
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if len(updated) < len(current_watchlist):
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backfill = [
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code for code in current_watchlist
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if code not in updated
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][: len(current_watchlist) - len(updated)]
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backfill = [code for code in current_watchlist if code not in updated][
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: len(current_watchlist) - len(updated)
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]
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updated.extend(backfill)
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logger.info(
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@@ -158,7 +158,12 @@ class SmartVolatilityScanner:
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price = latest_close
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latest_high = _safe_float(latest.get("high"))
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latest_low = _safe_float(latest.get("low"))
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if latest_close > 0 and latest_high > 0 and latest_low > 0 and latest_high >= latest_low:
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if (
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latest_close > 0
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and latest_high > 0
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and latest_low > 0
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and latest_high >= latest_low
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):
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intraday_range_pct = (latest_high - latest_low) / latest_close * 100.0
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if volume <= 0:
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volume = _safe_float(latest.get("volume"))
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@@ -234,9 +239,7 @@ class SmartVolatilityScanner:
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limit=50,
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)
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except Exception as exc:
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logger.warning(
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"Overseas fluctuation ranking failed for %s: %s", market.code, exc
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)
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logger.warning("Overseas fluctuation ranking failed for %s: %s", market.code, exc)
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fluct_rows = []
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if not fluct_rows:
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@@ -250,9 +253,7 @@ class SmartVolatilityScanner:
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limit=50,
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)
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except Exception as exc:
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logger.warning(
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"Overseas volume ranking failed for %s: %s", market.code, exc
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)
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logger.warning("Overseas volume ranking failed for %s: %s", market.code, exc)
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volume_rows = []
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for idx, row in enumerate(volume_rows):
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@@ -433,16 +434,10 @@ def _extract_intraday_range_pct(row: dict[str, Any], price: float) -> float:
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if price <= 0:
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return 0.0
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high = _safe_float(
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row.get("high")
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or row.get("ovrs_hgpr")
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or row.get("stck_hgpr")
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or row.get("day_hgpr")
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row.get("high") or row.get("ovrs_hgpr") or row.get("stck_hgpr") or row.get("day_hgpr")
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)
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low = _safe_float(
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row.get("low")
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or row.get("ovrs_lwpr")
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or row.get("stck_lwpr")
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or row.get("day_lwpr")
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row.get("low") or row.get("ovrs_lwpr") or row.get("stck_lwpr") or row.get("day_lwpr")
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)
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if high <= 0 or low <= 0 or high < low:
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return 0.0
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@@ -6,10 +6,10 @@ Implements first-touch labeling with upper/lower/time barriers.
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from __future__ import annotations
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import warnings
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from collections.abc import Sequence
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from dataclasses import dataclass
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from datetime import datetime, timedelta
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from typing import Literal, Sequence
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from typing import Literal
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TieBreakMode = Literal["stop_first", "take_first"]
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@@ -92,7 +92,10 @@ def label_with_triple_barrier(
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else:
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assert spec.max_holding_bars is not None
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warnings.warn(
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"TripleBarrierSpec.max_holding_bars is deprecated; use max_holding_minutes with timestamps instead.",
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(
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"TripleBarrierSpec.max_holding_bars is deprecated; "
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"use max_holding_minutes with timestamps instead."
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),
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DeprecationWarning,
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stacklevel=2,
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)
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@@ -92,9 +92,7 @@ class VolatilityAnalyzer:
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recent_tr = true_ranges[-period:]
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return sum(recent_tr) / len(recent_tr)
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def calculate_price_change(
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self, current_price: float, past_price: float
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) -> float:
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def calculate_price_change(self, current_price: float, past_price: float) -> float:
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"""Calculate price change percentage.
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Args:
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@@ -108,9 +106,7 @@ class VolatilityAnalyzer:
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return 0.0
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return ((current_price - past_price) / past_price) * 100
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def calculate_volume_surge(
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self, current_volume: float, avg_volume: float
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) -> float:
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def calculate_volume_surge(self, current_volume: float, avg_volume: float) -> float:
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"""Calculate volume surge ratio.
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Args:
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@@ -240,11 +236,7 @@ class VolatilityAnalyzer:
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Momentum score (0-100)
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"""
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# Weight recent changes more heavily
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weighted_change = (
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price_change_1m * 0.4 +
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price_change_5m * 0.3 +
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price_change_15m * 0.2
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)
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weighted_change = price_change_1m * 0.4 + price_change_5m * 0.3 + price_change_15m * 0.2
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# Volume contribution (normalized to 0-10 scale)
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volume_contribution = min(10.0, (volume_surge - 1.0) * 5.0)
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@@ -301,17 +293,11 @@ class VolatilityAnalyzer:
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if len(close_prices) > 0:
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if len(close_prices) >= 1:
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price_change_1m = self.calculate_price_change(
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current_price, close_prices[-1]
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)
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price_change_1m = self.calculate_price_change(current_price, close_prices[-1])
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if len(close_prices) >= 5:
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price_change_5m = self.calculate_price_change(
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current_price, close_prices[-5]
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)
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price_change_5m = self.calculate_price_change(current_price, close_prices[-5])
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if len(close_prices) >= 15:
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price_change_15m = self.calculate_price_change(
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current_price, close_prices[-15]
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)
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price_change_15m = self.calculate_price_change(current_price, close_prices[-15])
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# Calculate volume surge
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avg_volume = sum(volumes) / len(volumes) if volumes else current_volume
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@@ -7,9 +7,9 @@ This module provides:
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- Health monitoring and alerts
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"""
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from src.backup.exporter import BackupExporter, ExportFormat
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from src.backup.scheduler import BackupScheduler, BackupPolicy
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from src.backup.cloud_storage import CloudStorage, S3Config
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from src.backup.exporter import BackupExporter, ExportFormat
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from src.backup.scheduler import BackupPolicy, BackupScheduler
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__all__ = [
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"BackupExporter",
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@@ -94,7 +94,9 @@ class CloudStorage:
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if metadata:
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extra_args["Metadata"] = metadata
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logger.info("Uploading %s to s3://%s/%s", file_path.name, self.config.bucket_name, object_key)
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logger.info(
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"Uploading %s to s3://%s/%s", file_path.name, self.config.bucket_name, object_key
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)
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try:
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self.client.upload_file(
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@@ -14,14 +14,14 @@ import json
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import logging
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import sqlite3
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from datetime import UTC, datetime
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from enum import Enum
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from enum import StrEnum
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from pathlib import Path
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from typing import Any
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logger = logging.getLogger(__name__)
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class ExportFormat(str, Enum):
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class ExportFormat(StrEnum):
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"""Supported export formats."""
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JSON = "json"
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@@ -103,15 +103,11 @@ class BackupExporter:
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elif fmt == ExportFormat.CSV:
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return self._export_csv(output_dir, timestamp, compress, incremental_since)
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elif fmt == ExportFormat.PARQUET:
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return self._export_parquet(
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output_dir, timestamp, compress, incremental_since
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)
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return self._export_parquet(output_dir, timestamp, compress, incremental_since)
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else:
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raise ValueError(f"Unsupported format: {fmt}")
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def _get_trades(
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self, incremental_since: datetime | None = None
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) -> list[dict[str, Any]]:
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def _get_trades(self, incremental_since: datetime | None = None) -> list[dict[str, Any]]:
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"""Fetch trades from database.
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Args:
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@@ -164,9 +160,7 @@ class BackupExporter:
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data = {
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"export_timestamp": datetime.now(UTC).isoformat(),
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"incremental_since": (
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incremental_since.isoformat() if incremental_since else None
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),
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"incremental_since": (incremental_since.isoformat() if incremental_since else None),
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"record_count": len(trades),
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"trades": trades,
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}
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@@ -284,8 +278,7 @@ class BackupExporter:
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import pyarrow.parquet as pq
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except ImportError:
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raise ImportError(
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"pyarrow is required for Parquet export. "
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"Install with: pip install pyarrow"
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"pyarrow is required for Parquet export. Install with: pip install pyarrow"
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)
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# Convert to pyarrow table
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@@ -14,14 +14,14 @@ import shutil
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import sqlite3
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from dataclasses import dataclass
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from datetime import UTC, datetime, timedelta
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from enum import Enum
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from enum import StrEnum
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from pathlib import Path
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from typing import Any
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logger = logging.getLogger(__name__)
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class HealthStatus(str, Enum):
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class HealthStatus(StrEnum):
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"""Health check status."""
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HEALTHY = "healthy"
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@@ -137,9 +137,13 @@ class HealthMonitor:
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used_percent = (stat.used / stat.total) * 100
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if stat.free < self.min_disk_space_bytes:
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min_disk_gb = self.min_disk_space_bytes / 1024 / 1024 / 1024
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return HealthCheckResult(
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status=HealthStatus.UNHEALTHY,
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message=f"Low disk space: {free_gb:.2f} GB free (minimum: {self.min_disk_space_bytes / 1024 / 1024 / 1024:.2f} GB)",
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message=(
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f"Low disk space: {free_gb:.2f} GB free "
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f"(minimum: {min_disk_gb:.2f} GB)"
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),
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details={
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"free_gb": free_gb,
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"total_gb": total_gb,
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@@ -12,14 +12,14 @@ import logging
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import shutil
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from dataclasses import dataclass
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from datetime import UTC, datetime, timedelta
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from enum import Enum
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from enum import StrEnum
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from pathlib import Path
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from typing import Any
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logger = logging.getLogger(__name__)
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class BackupPolicy(str, Enum):
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class BackupPolicy(StrEnum):
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"""Backup retention policies."""
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DAILY = "daily"
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@@ -69,9 +69,7 @@ class BackupScheduler:
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for d in [self.daily_dir, self.weekly_dir, self.monthly_dir]:
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d.mkdir(parents=True, exist_ok=True)
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def create_backup(
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self, policy: BackupPolicy, verify: bool = True
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) -> BackupMetadata:
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def create_backup(self, policy: BackupPolicy, verify: bool = True) -> BackupMetadata:
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"""Create a database backup.
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Args:
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@@ -229,9 +227,7 @@ class BackupScheduler:
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return removed
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def list_backups(
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self, policy: BackupPolicy | None = None
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) -> list[BackupMetadata]:
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def list_backups(self, policy: BackupPolicy | None = None) -> list[BackupMetadata]:
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"""List available backups.
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Args:
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@@ -13,8 +13,8 @@ import hashlib
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import json
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import logging
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import time
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from dataclasses import dataclass, field
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from typing import Any, TYPE_CHECKING
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from dataclasses import dataclass
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from typing import TYPE_CHECKING, Any
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if TYPE_CHECKING:
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from src.brain.gemini_client import TradeDecision
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@@ -26,7 +26,7 @@ logger = logging.getLogger(__name__)
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class CacheEntry:
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"""Cached decision with metadata."""
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decision: "TradeDecision"
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decision: TradeDecision
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cached_at: float # Unix timestamp
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hit_count: int = 0
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market_data_hash: str = ""
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@@ -239,9 +239,7 @@ class DecisionCache:
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"""
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current_time = time.time()
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expired_keys = [
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k
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for k, v in self._cache.items()
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if current_time - v.cached_at > self.ttl_seconds
|
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k for k, v in self._cache.items() if current_time - v.cached_at > self.ttl_seconds
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]
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count = len(expired_keys)
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@@ -11,14 +11,14 @@ from __future__ import annotations
|
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|
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from dataclasses import dataclass
|
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from datetime import UTC, datetime
|
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from enum import Enum
|
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from enum import StrEnum
|
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from typing import Any
|
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|
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from src.context.layer import ContextLayer
|
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from src.context.store import ContextStore
|
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|
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|
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class DecisionType(str, Enum):
|
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class DecisionType(StrEnum):
|
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"""Type of trading decision being made."""
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|
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NORMAL = "normal" # Regular trade decision
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@@ -183,9 +183,7 @@ class ContextSelector:
|
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ContextLayer.L1_LEGACY,
|
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]
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|
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scores = {
|
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layer: self.score_layer_relevance(layer, decision_type) for layer in all_layers
|
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}
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scores = {layer: self.score_layer_relevance(layer, decision_type) for layer in all_layers}
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|
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# Filter by minimum score
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selected_layers = [layer for layer, score in scores.items() if score >= min_score]
|
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|
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@@ -25,12 +25,12 @@ from typing import Any
|
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|
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from google import genai
|
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|
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from src.config import Settings
|
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from src.data.news_api import NewsAPI, NewsSentiment
|
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from src.data.economic_calendar import EconomicCalendar
|
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from src.data.market_data import MarketData
|
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from src.brain.cache import DecisionCache
|
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from src.brain.prompt_optimizer import PromptOptimizer
|
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from src.config import Settings
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from src.data.economic_calendar import EconomicCalendar
|
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from src.data.market_data import MarketData
|
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from src.data.news_api import NewsAPI, NewsSentiment
|
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|
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logger = logging.getLogger(__name__)
|
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|
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@@ -159,16 +159,12 @@ class GeminiClient:
|
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return ""
|
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|
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# Check for upcoming high-impact events
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upcoming = self._economic_calendar.get_upcoming_events(
|
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days_ahead=7, min_impact="HIGH"
|
||||
)
|
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upcoming = self._economic_calendar.get_upcoming_events(days_ahead=7, min_impact="HIGH")
|
||||
|
||||
if upcoming.high_impact_count == 0:
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return ""
|
||||
|
||||
lines = [
|
||||
f"Upcoming High-Impact Events: {upcoming.high_impact_count} in next 7 days"
|
||||
]
|
||||
lines = [f"Upcoming High-Impact Events: {upcoming.high_impact_count} in next 7 days"]
|
||||
|
||||
if upcoming.next_major_event is not None:
|
||||
event = upcoming.next_major_event
|
||||
@@ -180,9 +176,7 @@ class GeminiClient:
|
||||
# Check for earnings
|
||||
earnings_date = self._economic_calendar.get_earnings_date(stock_code)
|
||||
if earnings_date is not None:
|
||||
lines.append(
|
||||
f" Earnings: {stock_code} on {earnings_date.strftime('%Y-%m-%d')}"
|
||||
)
|
||||
lines.append(f" Earnings: {stock_code} on {earnings_date.strftime('%Y-%m-%d')}")
|
||||
|
||||
return "\n".join(lines)
|
||||
|
||||
@@ -235,9 +229,7 @@ class GeminiClient:
|
||||
|
||||
# Add foreigner net if non-zero
|
||||
if market_data.get("foreigner_net", 0) != 0:
|
||||
market_info_lines.append(
|
||||
f"Foreigner Net Buy/Sell: {market_data['foreigner_net']}"
|
||||
)
|
||||
market_info_lines.append(f"Foreigner Net Buy/Sell: {market_data['foreigner_net']}")
|
||||
|
||||
market_info = "\n".join(market_info_lines)
|
||||
|
||||
@@ -249,8 +241,7 @@ class GeminiClient:
|
||||
market_info += f"\n\n{external_context}"
|
||||
|
||||
json_format = (
|
||||
'{"action": "BUY"|"SELL"|"HOLD", '
|
||||
'"confidence": <int 0-100>, "rationale": "<string>"}'
|
||||
'{"action": "BUY"|"SELL"|"HOLD", "confidence": <int 0-100>, "rationale": "<string>"}'
|
||||
)
|
||||
return (
|
||||
f"You are a professional {market_name} trading analyst.\n"
|
||||
@@ -289,15 +280,12 @@ class GeminiClient:
|
||||
|
||||
# Add foreigner net if non-zero
|
||||
if market_data.get("foreigner_net", 0) != 0:
|
||||
market_info_lines.append(
|
||||
f"Foreigner Net Buy/Sell: {market_data['foreigner_net']}"
|
||||
)
|
||||
market_info_lines.append(f"Foreigner Net Buy/Sell: {market_data['foreigner_net']}")
|
||||
|
||||
market_info = "\n".join(market_info_lines)
|
||||
|
||||
json_format = (
|
||||
'{"action": "BUY"|"SELL"|"HOLD", '
|
||||
'"confidence": <int 0-100>, "rationale": "<string>"}'
|
||||
'{"action": "BUY"|"SELL"|"HOLD", "confidence": <int 0-100>, "rationale": "<string>"}'
|
||||
)
|
||||
return (
|
||||
f"You are a professional {market_name} trading analyst.\n"
|
||||
@@ -339,25 +327,19 @@ class GeminiClient:
|
||||
data = json.loads(cleaned)
|
||||
except json.JSONDecodeError:
|
||||
logger.warning("Malformed JSON from Gemini — defaulting to HOLD")
|
||||
return TradeDecision(
|
||||
action="HOLD", confidence=0, rationale="Malformed JSON response"
|
||||
)
|
||||
return TradeDecision(action="HOLD", confidence=0, rationale="Malformed JSON response")
|
||||
|
||||
# Validate required fields
|
||||
if not all(k in data for k in ("action", "confidence", "rationale")):
|
||||
logger.warning("Missing fields in Gemini response — defaulting to HOLD")
|
||||
# Preserve raw text in rationale so prompt_override callers (e.g. pre_market_planner)
|
||||
# can extract their own JSON format from decision.rationale (#245)
|
||||
return TradeDecision(
|
||||
action="HOLD", confidence=0, rationale=raw
|
||||
)
|
||||
return TradeDecision(action="HOLD", confidence=0, rationale=raw)
|
||||
|
||||
action = str(data["action"]).upper()
|
||||
if action not in VALID_ACTIONS:
|
||||
logger.warning("Invalid action '%s' from Gemini — defaulting to HOLD", action)
|
||||
return TradeDecision(
|
||||
action="HOLD", confidence=0, rationale=f"Invalid action: {action}"
|
||||
)
|
||||
return TradeDecision(action="HOLD", confidence=0, rationale=f"Invalid action: {action}")
|
||||
|
||||
confidence = int(data["confidence"])
|
||||
rationale = str(data["rationale"])
|
||||
@@ -445,9 +427,7 @@ class GeminiClient:
|
||||
# not a parsed TradeDecision. Skip parse_response to avoid spurious
|
||||
# "Missing fields" warnings and return the raw response directly. (#247)
|
||||
if "prompt_override" in market_data:
|
||||
logger.info(
|
||||
"Gemini raw response received (prompt_override, tokens=%d)", token_count
|
||||
)
|
||||
logger.info("Gemini raw response received (prompt_override, tokens=%d)", token_count)
|
||||
# Not a trade decision — don't inflate _total_decisions metrics
|
||||
return TradeDecision(
|
||||
action="HOLD", confidence=0, rationale=raw, token_count=token_count
|
||||
@@ -546,9 +526,7 @@ class GeminiClient:
|
||||
# Batch Decision Making (for daily trading mode)
|
||||
# ------------------------------------------------------------------
|
||||
|
||||
async def decide_batch(
|
||||
self, stocks_data: list[dict[str, Any]]
|
||||
) -> dict[str, TradeDecision]:
|
||||
async def decide_batch(self, stocks_data: list[dict[str, Any]]) -> dict[str, TradeDecision]:
|
||||
"""Make decisions for multiple stocks in a single API call.
|
||||
|
||||
This is designed for daily trading mode to minimize API usage
|
||||
|
||||
@@ -179,7 +179,8 @@ class PromptOptimizer:
|
||||
# Minimal instructions
|
||||
prompt = (
|
||||
f"{market_name} trader. Analyze:\n{data_str}\n\n"
|
||||
'Return JSON: {"action":"BUY"|"SELL"|"HOLD","confidence":<0-100>,"rationale":"<text>"}\n'
|
||||
"Return JSON: "
|
||||
'{"action":"BUY"|"SELL"|"HOLD","confidence":<0-100>,"rationale":"<text>"}\n'
|
||||
"Rules: action=BUY/SELL/HOLD, confidence=0-100, rationale=concise. No markdown."
|
||||
)
|
||||
else:
|
||||
|
||||
@@ -103,7 +103,8 @@ class KISBroker:
|
||||
ssl_ctx.verify_mode = ssl.CERT_NONE
|
||||
connector = aiohttp.TCPConnector(ssl=ssl_ctx)
|
||||
self._session = aiohttp.ClientSession(
|
||||
timeout=timeout, connector=connector,
|
||||
timeout=timeout,
|
||||
connector=connector,
|
||||
)
|
||||
return self._session
|
||||
|
||||
@@ -224,16 +225,12 @@ class KISBroker:
|
||||
async with session.get(url, headers=headers, params=params) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(
|
||||
f"get_orderbook failed ({resp.status}): {text}"
|
||||
)
|
||||
raise ConnectionError(f"get_orderbook failed ({resp.status}): {text}")
|
||||
return await resp.json()
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(f"Network error fetching orderbook: {exc}") from exc
|
||||
|
||||
async def get_current_price(
|
||||
self, stock_code: str
|
||||
) -> tuple[float, float, float]:
|
||||
async def get_current_price(self, stock_code: str) -> tuple[float, float, float]:
|
||||
"""Fetch current price data for a domestic stock.
|
||||
|
||||
Uses the ``inquire-price`` API (FHKST01010100), which works in both
|
||||
@@ -265,9 +262,7 @@ class KISBroker:
|
||||
async with session.get(url, headers=headers, params=params) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(
|
||||
f"get_current_price failed ({resp.status}): {text}"
|
||||
)
|
||||
raise ConnectionError(f"get_current_price failed ({resp.status}): {text}")
|
||||
data = await resp.json()
|
||||
out = data.get("output", {})
|
||||
return (
|
||||
@@ -276,9 +271,7 @@ class KISBroker:
|
||||
_f(out.get("frgn_ntby_qty")),
|
||||
)
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(
|
||||
f"Network error fetching current price: {exc}"
|
||||
) from exc
|
||||
raise ConnectionError(f"Network error fetching current price: {exc}") from exc
|
||||
|
||||
async def get_balance(self) -> dict[str, Any]:
|
||||
"""Fetch current account balance and holdings."""
|
||||
@@ -308,9 +301,7 @@ class KISBroker:
|
||||
async with session.get(url, headers=headers, params=params) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(
|
||||
f"get_balance failed ({resp.status}): {text}"
|
||||
)
|
||||
raise ConnectionError(f"get_balance failed ({resp.status}): {text}")
|
||||
return await resp.json()
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(f"Network error fetching balance: {exc}") from exc
|
||||
@@ -369,9 +360,7 @@ class KISBroker:
|
||||
async with session.post(url, headers=headers, json=body) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(
|
||||
f"send_order failed ({resp.status}): {text}"
|
||||
)
|
||||
raise ConnectionError(f"send_order failed ({resp.status}): {text}")
|
||||
data = await resp.json()
|
||||
logger.info(
|
||||
"Order submitted",
|
||||
@@ -449,9 +438,7 @@ class KISBroker:
|
||||
async with session.get(url, headers=headers, params=params) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(
|
||||
f"fetch_market_rankings failed ({resp.status}): {text}"
|
||||
)
|
||||
raise ConnectionError(f"fetch_market_rankings failed ({resp.status}): {text}")
|
||||
data = await resp.json()
|
||||
|
||||
# Parse response - output is a list of ranked stocks
|
||||
@@ -465,14 +452,16 @@ class KISBroker:
|
||||
|
||||
rankings = []
|
||||
for item in data.get("output", [])[:limit]:
|
||||
rankings.append({
|
||||
rankings.append(
|
||||
{
|
||||
"stock_code": item.get("stck_shrn_iscd") or item.get("mksc_shrn_iscd", ""),
|
||||
"name": item.get("hts_kor_isnm", ""),
|
||||
"price": _safe_float(item.get("stck_prpr", "0")),
|
||||
"volume": _safe_float(item.get("acml_vol", "0")),
|
||||
"change_rate": _safe_float(item.get("prdy_ctrt", "0")),
|
||||
"volume_increase_rate": _safe_float(item.get("vol_inrt", "0")),
|
||||
})
|
||||
}
|
||||
)
|
||||
return rankings
|
||||
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
@@ -522,9 +511,7 @@ class KISBroker:
|
||||
data = await resp.json()
|
||||
return data.get("output", []) or []
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(
|
||||
f"Network error fetching domestic pending orders: {exc}"
|
||||
) from exc
|
||||
raise ConnectionError(f"Network error fetching domestic pending orders: {exc}") from exc
|
||||
|
||||
async def cancel_domestic_order(
|
||||
self,
|
||||
@@ -575,14 +562,10 @@ class KISBroker:
|
||||
async with session.post(url, headers=headers, json=body) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(
|
||||
f"cancel_domestic_order failed ({resp.status}): {text}"
|
||||
)
|
||||
raise ConnectionError(f"cancel_domestic_order failed ({resp.status}): {text}")
|
||||
return cast(dict[str, Any], await resp.json())
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(
|
||||
f"Network error cancelling domestic order: {exc}"
|
||||
) from exc
|
||||
raise ConnectionError(f"Network error cancelling domestic order: {exc}") from exc
|
||||
|
||||
async def get_daily_prices(
|
||||
self,
|
||||
@@ -609,6 +592,7 @@ class KISBroker:
|
||||
|
||||
# Calculate date range (today and N days ago)
|
||||
from datetime import datetime, timedelta
|
||||
|
||||
end_date = datetime.now().strftime("%Y%m%d")
|
||||
start_date = (datetime.now() - timedelta(days=days + 10)).strftime("%Y%m%d")
|
||||
|
||||
@@ -627,9 +611,7 @@ class KISBroker:
|
||||
async with session.get(url, headers=headers, params=params) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(
|
||||
f"get_daily_prices failed ({resp.status}): {text}"
|
||||
)
|
||||
raise ConnectionError(f"get_daily_prices failed ({resp.status}): {text}")
|
||||
data = await resp.json()
|
||||
|
||||
# Parse response
|
||||
@@ -643,14 +625,16 @@ class KISBroker:
|
||||
|
||||
prices = []
|
||||
for item in data.get("output2", []):
|
||||
prices.append({
|
||||
prices.append(
|
||||
{
|
||||
"date": item.get("stck_bsop_date", ""),
|
||||
"open": _safe_float(item.get("stck_oprc", "0")),
|
||||
"high": _safe_float(item.get("stck_hgpr", "0")),
|
||||
"low": _safe_float(item.get("stck_lwpr", "0")),
|
||||
"close": _safe_float(item.get("stck_clpr", "0")),
|
||||
"volume": _safe_float(item.get("acml_vol", "0")),
|
||||
})
|
||||
}
|
||||
)
|
||||
|
||||
# Sort oldest to newest (KIS returns newest first)
|
||||
prices.reverse()
|
||||
|
||||
@@ -56,9 +56,7 @@ class OverseasBroker:
|
||||
"""
|
||||
self._broker = kis_broker
|
||||
|
||||
async def get_overseas_price(
|
||||
self, exchange_code: str, stock_code: str
|
||||
) -> dict[str, Any]:
|
||||
async def get_overseas_price(self, exchange_code: str, stock_code: str) -> dict[str, Any]:
|
||||
"""
|
||||
Fetch overseas stock price.
|
||||
|
||||
@@ -89,14 +87,10 @@ class OverseasBroker:
|
||||
async with session.get(url, headers=headers, params=params) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(
|
||||
f"get_overseas_price failed ({resp.status}): {text}"
|
||||
)
|
||||
raise ConnectionError(f"get_overseas_price failed ({resp.status}): {text}")
|
||||
return await resp.json()
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(
|
||||
f"Network error fetching overseas price: {exc}"
|
||||
) from exc
|
||||
raise ConnectionError(f"Network error fetching overseas price: {exc}") from exc
|
||||
|
||||
async def fetch_overseas_rankings(
|
||||
self,
|
||||
@@ -154,9 +148,7 @@ class OverseasBroker:
|
||||
ranking_type,
|
||||
)
|
||||
return []
|
||||
raise ConnectionError(
|
||||
f"fetch_overseas_rankings failed ({resp.status}): {text}"
|
||||
)
|
||||
raise ConnectionError(f"fetch_overseas_rankings failed ({resp.status}): {text}")
|
||||
|
||||
data = await resp.json()
|
||||
rows = self._extract_ranking_rows(data)
|
||||
@@ -171,9 +163,7 @@ class OverseasBroker:
|
||||
)
|
||||
return []
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(
|
||||
f"Network error fetching overseas rankings: {exc}"
|
||||
) from exc
|
||||
raise ConnectionError(f"Network error fetching overseas rankings: {exc}") from exc
|
||||
|
||||
async def get_overseas_balance(self, exchange_code: str) -> dict[str, Any]:
|
||||
"""
|
||||
@@ -193,9 +183,7 @@ class OverseasBroker:
|
||||
|
||||
# TR_ID: 실전 TTTS3012R, 모의 VTTS3012R
|
||||
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 잔고조회' 시트
|
||||
balance_tr_id = (
|
||||
"TTTS3012R" if self._broker._settings.MODE == "live" else "VTTS3012R"
|
||||
)
|
||||
balance_tr_id = "TTTS3012R" if self._broker._settings.MODE == "live" else "VTTS3012R"
|
||||
headers = await self._broker._auth_headers(balance_tr_id)
|
||||
params = {
|
||||
"CANO": self._broker._account_no,
|
||||
@@ -205,22 +193,16 @@ class OverseasBroker:
|
||||
"CTX_AREA_FK200": "",
|
||||
"CTX_AREA_NK200": "",
|
||||
}
|
||||
url = (
|
||||
f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-balance"
|
||||
)
|
||||
url = f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-balance"
|
||||
|
||||
try:
|
||||
async with session.get(url, headers=headers, params=params) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(
|
||||
f"get_overseas_balance failed ({resp.status}): {text}"
|
||||
)
|
||||
raise ConnectionError(f"get_overseas_balance failed ({resp.status}): {text}")
|
||||
return await resp.json()
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(
|
||||
f"Network error fetching overseas balance: {exc}"
|
||||
) from exc
|
||||
raise ConnectionError(f"Network error fetching overseas balance: {exc}") from exc
|
||||
|
||||
async def get_overseas_buying_power(
|
||||
self,
|
||||
@@ -247,9 +229,7 @@ class OverseasBroker:
|
||||
|
||||
# TR_ID: 실전 TTTS3007R, 모의 VTTS3007R
|
||||
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 매수가능금액조회' 시트
|
||||
ps_tr_id = (
|
||||
"TTTS3007R" if self._broker._settings.MODE == "live" else "VTTS3007R"
|
||||
)
|
||||
ps_tr_id = "TTTS3007R" if self._broker._settings.MODE == "live" else "VTTS3007R"
|
||||
headers = await self._broker._auth_headers(ps_tr_id)
|
||||
params = {
|
||||
"CANO": self._broker._account_no,
|
||||
@@ -258,9 +238,7 @@ class OverseasBroker:
|
||||
"OVRS_ORD_UNPR": f"{price:.2f}",
|
||||
"ITEM_CD": stock_code,
|
||||
}
|
||||
url = (
|
||||
f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-psamount"
|
||||
)
|
||||
url = f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-psamount"
|
||||
|
||||
try:
|
||||
async with session.get(url, headers=headers, params=params) as resp:
|
||||
@@ -271,9 +249,7 @@ class OverseasBroker:
|
||||
)
|
||||
return await resp.json()
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(
|
||||
f"Network error fetching overseas buying power: {exc}"
|
||||
) from exc
|
||||
raise ConnectionError(f"Network error fetching overseas buying power: {exc}") from exc
|
||||
|
||||
async def send_overseas_order(
|
||||
self,
|
||||
@@ -330,9 +306,7 @@ class OverseasBroker:
|
||||
async with session.post(url, headers=headers, json=body) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(
|
||||
f"send_overseas_order failed ({resp.status}): {text}"
|
||||
)
|
||||
raise ConnectionError(f"send_overseas_order failed ({resp.status}): {text}")
|
||||
data = await resp.json()
|
||||
rt_cd = data.get("rt_cd", "")
|
||||
msg1 = data.get("msg1", "")
|
||||
@@ -357,13 +331,9 @@ class OverseasBroker:
|
||||
)
|
||||
return data
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(
|
||||
f"Network error sending overseas order: {exc}"
|
||||
) from exc
|
||||
raise ConnectionError(f"Network error sending overseas order: {exc}") from exc
|
||||
|
||||
async def get_overseas_pending_orders(
|
||||
self, exchange_code: str
|
||||
) -> list[dict[str, Any]]:
|
||||
async def get_overseas_pending_orders(self, exchange_code: str) -> list[dict[str, Any]]:
|
||||
"""Fetch unfilled (pending) overseas orders for a given exchange.
|
||||
|
||||
Args:
|
||||
@@ -379,9 +349,7 @@ class OverseasBroker:
|
||||
ConnectionError: On network or API errors (live mode only).
|
||||
"""
|
||||
if self._broker._settings.MODE != "live":
|
||||
logger.debug(
|
||||
"Pending orders API (TTTS3018R) not supported in paper mode; returning []"
|
||||
)
|
||||
logger.debug("Pending orders API (TTTS3018R) not supported in paper mode; returning []")
|
||||
return []
|
||||
|
||||
await self._broker._rate_limiter.acquire()
|
||||
@@ -398,9 +366,7 @@ class OverseasBroker:
|
||||
"CTX_AREA_FK200": "",
|
||||
"CTX_AREA_NK200": "",
|
||||
}
|
||||
url = (
|
||||
f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-nccs"
|
||||
)
|
||||
url = f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-nccs"
|
||||
|
||||
try:
|
||||
async with session.get(url, headers=headers, params=params) as resp:
|
||||
@@ -415,9 +381,7 @@ class OverseasBroker:
|
||||
return output
|
||||
return []
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(
|
||||
f"Network error fetching pending orders: {exc}"
|
||||
) from exc
|
||||
raise ConnectionError(f"Network error fetching pending orders: {exc}") from exc
|
||||
|
||||
async def cancel_overseas_order(
|
||||
self,
|
||||
@@ -469,22 +433,16 @@ class OverseasBroker:
|
||||
headers = await self._broker._auth_headers(tr_id)
|
||||
headers["hashkey"] = hash_key
|
||||
|
||||
url = (
|
||||
f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/order-rvsecncl"
|
||||
)
|
||||
url = f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/order-rvsecncl"
|
||||
|
||||
try:
|
||||
async with session.post(url, headers=headers, json=body) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(
|
||||
f"cancel_overseas_order failed ({resp.status}): {text}"
|
||||
)
|
||||
raise ConnectionError(f"cancel_overseas_order failed ({resp.status}): {text}")
|
||||
return await resp.json()
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(
|
||||
f"Network error cancelling overseas order: {exc}"
|
||||
) from exc
|
||||
raise ConnectionError(f"Network error cancelling overseas order: {exc}") from exc
|
||||
|
||||
def _get_currency_code(self, exchange_code: str) -> str:
|
||||
"""
|
||||
|
||||
@@ -124,12 +124,8 @@ class Settings(BaseSettings):
|
||||
OVERSEAS_RANKING_ENABLED: bool = True
|
||||
OVERSEAS_RANKING_FLUCT_TR_ID: str = "HHDFS76290000"
|
||||
OVERSEAS_RANKING_VOLUME_TR_ID: str = "HHDFS76270000"
|
||||
OVERSEAS_RANKING_FLUCT_PATH: str = (
|
||||
"/uapi/overseas-stock/v1/ranking/updown-rate"
|
||||
)
|
||||
OVERSEAS_RANKING_VOLUME_PATH: str = (
|
||||
"/uapi/overseas-stock/v1/ranking/volume-surge"
|
||||
)
|
||||
OVERSEAS_RANKING_FLUCT_PATH: str = "/uapi/overseas-stock/v1/ranking/updown-rate"
|
||||
OVERSEAS_RANKING_VOLUME_PATH: str = "/uapi/overseas-stock/v1/ranking/volume-surge"
|
||||
|
||||
# Dashboard (optional)
|
||||
DASHBOARD_ENABLED: bool = False
|
||||
|
||||
@@ -222,9 +222,7 @@ class ContextAggregator:
|
||||
|
||||
total_pnl = 0.0
|
||||
for month in months:
|
||||
monthly_pnl = self.store.get_context(
|
||||
ContextLayer.L4_MONTHLY, month, "monthly_pnl"
|
||||
)
|
||||
monthly_pnl = self.store.get_context(ContextLayer.L4_MONTHLY, month, "monthly_pnl")
|
||||
if monthly_pnl is not None:
|
||||
total_pnl += monthly_pnl
|
||||
|
||||
@@ -251,9 +249,7 @@ class ContextAggregator:
|
||||
if quarterly_pnl is not None:
|
||||
total_pnl += quarterly_pnl
|
||||
|
||||
self.store.set_context(
|
||||
ContextLayer.L2_ANNUAL, year, "annual_pnl", round(total_pnl, 2)
|
||||
)
|
||||
self.store.set_context(ContextLayer.L2_ANNUAL, year, "annual_pnl", round(total_pnl, 2))
|
||||
|
||||
def aggregate_legacy_from_annual(self) -> None:
|
||||
"""Aggregate L1 (legacy) context from all L2 (annual) data."""
|
||||
@@ -280,9 +276,7 @@ class ContextAggregator:
|
||||
self.store.set_context(
|
||||
ContextLayer.L1_LEGACY, "LEGACY", "total_pnl", round(total_pnl, 2)
|
||||
)
|
||||
self.store.set_context(
|
||||
ContextLayer.L1_LEGACY, "LEGACY", "years_traded", years_traded
|
||||
)
|
||||
self.store.set_context(ContextLayer.L1_LEGACY, "LEGACY", "years_traded", years_traded)
|
||||
self.store.set_context(
|
||||
ContextLayer.L1_LEGACY,
|
||||
"LEGACY",
|
||||
|
||||
@@ -3,10 +3,10 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from dataclasses import dataclass
|
||||
from enum import Enum
|
||||
from enum import StrEnum
|
||||
|
||||
|
||||
class ContextLayer(str, Enum):
|
||||
class ContextLayer(StrEnum):
|
||||
"""7-tier context hierarchy from real-time to generational."""
|
||||
|
||||
L1_LEGACY = "L1_LEGACY" # Cumulative/generational wisdom
|
||||
|
||||
@@ -9,7 +9,7 @@ This module summarizes old context data instead of including raw details:
|
||||
from __future__ import annotations
|
||||
|
||||
from dataclasses import dataclass
|
||||
from datetime import UTC, datetime, timedelta
|
||||
from datetime import UTC, datetime
|
||||
from typing import Any
|
||||
|
||||
from src.context.layer import ContextLayer
|
||||
|
||||
@@ -11,8 +11,9 @@ Order is fixed:
|
||||
from __future__ import annotations
|
||||
|
||||
import inspect
|
||||
from collections.abc import Awaitable, Callable
|
||||
from dataclasses import dataclass, field
|
||||
from typing import Any, Awaitable, Callable
|
||||
from typing import Any
|
||||
|
||||
StepCallable = Callable[[], Any | Awaitable[Any]]
|
||||
|
||||
|
||||
@@ -15,7 +15,7 @@ from src.markets.schedule import MarketInfo
|
||||
_LOW_LIQUIDITY_SESSIONS = {"NXT_AFTER", "US_PRE", "US_DAY", "US_AFTER"}
|
||||
|
||||
|
||||
class OrderPolicyRejected(Exception):
|
||||
class OrderPolicyRejectedError(Exception):
|
||||
"""Raised when an order violates session policy."""
|
||||
|
||||
def __init__(self, message: str, *, session_id: str, market_code: str) -> None:
|
||||
@@ -61,7 +61,9 @@ def classify_session_id(market: MarketInfo, now: datetime | None = None) -> str:
|
||||
|
||||
def get_session_info(market: MarketInfo, now: datetime | None = None) -> SessionInfo:
|
||||
session_id = classify_session_id(market, now)
|
||||
return SessionInfo(session_id=session_id, is_low_liquidity=session_id in _LOW_LIQUIDITY_SESSIONS)
|
||||
return SessionInfo(
|
||||
session_id=session_id, is_low_liquidity=session_id in _LOW_LIQUIDITY_SESSIONS
|
||||
)
|
||||
|
||||
|
||||
def validate_order_policy(
|
||||
@@ -76,7 +78,7 @@ def validate_order_policy(
|
||||
|
||||
is_market_order = price <= 0
|
||||
if info.is_low_liquidity and is_market_order:
|
||||
raise OrderPolicyRejected(
|
||||
raise OrderPolicyRejectedError(
|
||||
f"Market order is forbidden in low-liquidity session ({info.session_id})",
|
||||
session_id=info.session_id,
|
||||
market_code=market.code,
|
||||
@@ -84,10 +86,14 @@ def validate_order_policy(
|
||||
|
||||
# Guard against accidental unsupported actions.
|
||||
if order_type not in {"BUY", "SELL"}:
|
||||
raise OrderPolicyRejected(
|
||||
raise OrderPolicyRejectedError(
|
||||
f"Unsupported order_type={order_type}",
|
||||
session_id=info.session_id,
|
||||
market_code=market.code,
|
||||
)
|
||||
|
||||
return info
|
||||
|
||||
|
||||
# Backward compatibility alias
|
||||
OrderPolicyRejected = OrderPolicyRejectedError
|
||||
|
||||
@@ -28,9 +28,7 @@ class PriorityTask:
|
||||
# Task data not used in comparison
|
||||
task_id: str = field(compare=False)
|
||||
task_data: dict[str, Any] = field(compare=False, default_factory=dict)
|
||||
callback: Callable[[], Coroutine[Any, Any, Any]] | None = field(
|
||||
compare=False, default=None
|
||||
)
|
||||
callback: Callable[[], Coroutine[Any, Any, Any]] | None = field(compare=False, default=None)
|
||||
|
||||
|
||||
@dataclass
|
||||
|
||||
@@ -25,7 +25,7 @@ class CircuitBreakerTripped(SystemExit):
|
||||
)
|
||||
|
||||
|
||||
class FatFingerRejected(Exception):
|
||||
class FatFingerRejectedError(Exception):
|
||||
"""Raised when an order exceeds the maximum allowed proportion of cash."""
|
||||
|
||||
def __init__(self, order_amount: float, total_cash: float, max_pct: float) -> None:
|
||||
@@ -61,7 +61,7 @@ class RiskManager:
|
||||
def check_fat_finger(self, order_amount: float, total_cash: float) -> None:
|
||||
"""Reject orders that exceed the maximum proportion of available cash."""
|
||||
if total_cash <= 0:
|
||||
raise FatFingerRejected(order_amount, total_cash, self._ff_max_pct)
|
||||
raise FatFingerRejectedError(order_amount, total_cash, self._ff_max_pct)
|
||||
|
||||
ratio_pct = (order_amount / total_cash) * 100
|
||||
if ratio_pct > self._ff_max_pct:
|
||||
@@ -69,7 +69,7 @@ class RiskManager:
|
||||
"Fat finger check failed",
|
||||
extra={"order_amount": order_amount},
|
||||
)
|
||||
raise FatFingerRejected(order_amount, total_cash, self._ff_max_pct)
|
||||
raise FatFingerRejectedError(order_amount, total_cash, self._ff_max_pct)
|
||||
|
||||
def validate_order(
|
||||
self,
|
||||
@@ -81,3 +81,7 @@ class RiskManager:
|
||||
self.check_circuit_breaker(current_pnl_pct)
|
||||
self.check_fat_finger(order_amount, total_cash)
|
||||
logger.info("Order passed risk validation")
|
||||
|
||||
|
||||
# Backward compatibility alias
|
||||
FatFingerRejected = FatFingerRejectedError
|
||||
|
||||
@@ -5,7 +5,7 @@ from __future__ import annotations
|
||||
import json
|
||||
import os
|
||||
import sqlite3
|
||||
from datetime import UTC, datetime, timezone
|
||||
from datetime import UTC, datetime
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
@@ -188,10 +188,7 @@ def create_dashboard_app(db_path: str, mode: str = "paper") -> FastAPI:
|
||||
return {
|
||||
"market": "all",
|
||||
"combined": combined,
|
||||
"by_market": [
|
||||
_row_to_performance(row)
|
||||
for row in by_market_rows
|
||||
],
|
||||
"by_market": [_row_to_performance(row) for row in by_market_rows],
|
||||
}
|
||||
|
||||
row = conn.execute(
|
||||
@@ -401,7 +398,7 @@ def create_dashboard_app(db_path: str, mode: str = "paper") -> FastAPI:
|
||||
"""
|
||||
).fetchall()
|
||||
|
||||
now = datetime.now(timezone.utc)
|
||||
now = datetime.now(UTC)
|
||||
positions = []
|
||||
for row in rows:
|
||||
entry_time_str = row["entry_time"]
|
||||
|
||||
@@ -9,7 +9,6 @@ from __future__ import annotations
|
||||
import logging
|
||||
from dataclasses import dataclass
|
||||
from datetime import datetime, timedelta
|
||||
from typing import Any
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
11
src/db.py
11
src/db.py
@@ -123,8 +123,7 @@ def init_db(db_path: str) -> sqlite3.Connection:
|
||||
"""
|
||||
)
|
||||
decision_columns = {
|
||||
row[1]
|
||||
for row in conn.execute("PRAGMA table_info(decision_logs)").fetchall()
|
||||
row[1] for row in conn.execute("PRAGMA table_info(decision_logs)").fetchall()
|
||||
}
|
||||
if "session_id" not in decision_columns:
|
||||
conn.execute("ALTER TABLE decision_logs ADD COLUMN session_id TEXT DEFAULT 'UNKNOWN'")
|
||||
@@ -185,9 +184,7 @@ def init_db(db_path: str) -> sqlite3.Connection:
|
||||
conn.execute(
|
||||
"CREATE INDEX IF NOT EXISTS idx_decision_logs_timestamp ON decision_logs(timestamp)"
|
||||
)
|
||||
conn.execute(
|
||||
"CREATE INDEX IF NOT EXISTS idx_decision_logs_reviewed ON decision_logs(reviewed)"
|
||||
)
|
||||
conn.execute("CREATE INDEX IF NOT EXISTS idx_decision_logs_reviewed ON decision_logs(reviewed)")
|
||||
conn.execute(
|
||||
"CREATE INDEX IF NOT EXISTS idx_decision_logs_confidence ON decision_logs(confidence)"
|
||||
)
|
||||
@@ -381,9 +378,7 @@ def get_open_position(
|
||||
return {"decision_id": row[1], "price": row[2], "quantity": row[3], "timestamp": row[4]}
|
||||
|
||||
|
||||
def get_recent_symbols(
|
||||
conn: sqlite3.Connection, market: str, limit: int = 30
|
||||
) -> list[str]:
|
||||
def get_recent_symbols(conn: sqlite3.Connection, market: str, limit: int = 30) -> list[str]:
|
||||
"""Return recent unique symbols for a market, newest first."""
|
||||
cursor = conn.execute(
|
||||
"""
|
||||
|
||||
@@ -90,9 +90,7 @@ class ABTester:
|
||||
sharpe_ratio = None
|
||||
if len(pnls) > 1:
|
||||
mean_return = avg_pnl
|
||||
std_return = (
|
||||
sum((p - mean_return) ** 2 for p in pnls) / (len(pnls) - 1)
|
||||
) ** 0.5
|
||||
std_return = (sum((p - mean_return) ** 2 for p in pnls) / (len(pnls) - 1)) ** 0.5
|
||||
if std_return > 0:
|
||||
sharpe_ratio = mean_return / std_return
|
||||
|
||||
@@ -198,8 +196,7 @@ class ABTester:
|
||||
|
||||
if meets_criteria:
|
||||
logger.info(
|
||||
"Strategy '%s' meets deployment criteria: "
|
||||
"win_rate=%.2f%%, trades=%d, avg_pnl=%.2f",
|
||||
"Strategy '%s' meets deployment criteria: win_rate=%.2f%%, trades=%d, avg_pnl=%.2f",
|
||||
result.winner,
|
||||
winning_perf.win_rate,
|
||||
winning_perf.total_trades,
|
||||
|
||||
@@ -60,9 +60,7 @@ class DailyReviewer:
|
||||
if isinstance(scenario_match, dict) and scenario_match:
|
||||
matched += 1
|
||||
scenario_match_rate = (
|
||||
round((matched / total_decisions) * 100, 2)
|
||||
if total_decisions
|
||||
else 0.0
|
||||
round((matched / total_decisions) * 100, 2) if total_decisions else 0.0
|
||||
)
|
||||
|
||||
trade_stats = self._conn.execute(
|
||||
|
||||
@@ -80,7 +80,8 @@ class EvolutionOptimizer:
|
||||
# Convert to dict format for analysis
|
||||
failures = []
|
||||
for decision in losing_decisions:
|
||||
failures.append({
|
||||
failures.append(
|
||||
{
|
||||
"decision_id": decision.decision_id,
|
||||
"timestamp": decision.timestamp,
|
||||
"stock_code": decision.stock_code,
|
||||
@@ -93,13 +94,12 @@ class EvolutionOptimizer:
|
||||
"outcome_accuracy": decision.outcome_accuracy,
|
||||
"context_snapshot": decision.context_snapshot,
|
||||
"input_data": decision.input_data,
|
||||
})
|
||||
}
|
||||
)
|
||||
|
||||
return failures
|
||||
|
||||
def identify_failure_patterns(
|
||||
self, failures: list[dict[str, Any]]
|
||||
) -> dict[str, Any]:
|
||||
def identify_failure_patterns(self, failures: list[dict[str, Any]]) -> dict[str, Any]:
|
||||
"""Identify patterns in losing decisions.
|
||||
|
||||
Analyzes:
|
||||
@@ -143,12 +143,8 @@ class EvolutionOptimizer:
|
||||
total_confidence += failure.get("confidence", 0)
|
||||
total_loss += failure.get("outcome_pnl", 0.0)
|
||||
|
||||
patterns["avg_confidence"] = (
|
||||
round(total_confidence / len(failures), 2) if failures else 0.0
|
||||
)
|
||||
patterns["avg_loss"] = (
|
||||
round(total_loss / len(failures), 2) if failures else 0.0
|
||||
)
|
||||
patterns["avg_confidence"] = round(total_confidence / len(failures), 2) if failures else 0.0
|
||||
patterns["avg_loss"] = round(total_loss / len(failures), 2) if failures else 0.0
|
||||
|
||||
# Convert Counters to regular dicts for JSON serialization
|
||||
patterns["markets"] = dict(patterns["markets"])
|
||||
@@ -197,7 +193,8 @@ class EvolutionOptimizer:
|
||||
|
||||
prompt = (
|
||||
"You are a quantitative trading strategy developer.\n"
|
||||
"Analyze these failed trades and their patterns, then generate an improved strategy.\n\n"
|
||||
"Analyze these failed trades and their patterns, "
|
||||
"then generate an improved strategy.\n\n"
|
||||
f"Failure Patterns:\n{json.dumps(patterns, indent=2)}\n\n"
|
||||
f"Sample Failed Trades (first 5):\n"
|
||||
f"{json.dumps(failures[:5], indent=2, default=str)}\n\n"
|
||||
@@ -214,7 +211,8 @@ class EvolutionOptimizer:
|
||||
|
||||
try:
|
||||
response = await self._client.aio.models.generate_content(
|
||||
model=self._model_name, contents=prompt,
|
||||
model=self._model_name,
|
||||
contents=prompt,
|
||||
)
|
||||
body = response.text.strip()
|
||||
except Exception as exc:
|
||||
@@ -280,9 +278,7 @@ class EvolutionOptimizer:
|
||||
logger.info("Strategy validation PASSED")
|
||||
return True
|
||||
else:
|
||||
logger.warning(
|
||||
"Strategy validation FAILED:\n%s", result.stdout + result.stderr
|
||||
)
|
||||
logger.warning("Strategy validation FAILED:\n%s", result.stdout + result.stderr)
|
||||
# Clean up failing strategy
|
||||
strategy_path.unlink(missing_ok=True)
|
||||
return False
|
||||
|
||||
@@ -187,9 +187,7 @@ class PerformanceTracker:
|
||||
|
||||
return metrics
|
||||
|
||||
def calculate_improvement_trend(
|
||||
self, metrics_history: list[StrategyMetrics]
|
||||
) -> dict[str, Any]:
|
||||
def calculate_improvement_trend(self, metrics_history: list[StrategyMetrics]) -> dict[str, Any]:
|
||||
"""Calculate improvement trend from historical metrics.
|
||||
|
||||
Args:
|
||||
@@ -229,9 +227,7 @@ class PerformanceTracker:
|
||||
"period_count": len(metrics_history),
|
||||
}
|
||||
|
||||
def generate_dashboard(
|
||||
self, strategy_name: str | None = None
|
||||
) -> PerformanceDashboard:
|
||||
def generate_dashboard(self, strategy_name: str | None = None) -> PerformanceDashboard:
|
||||
"""Generate a comprehensive performance dashboard.
|
||||
|
||||
Args:
|
||||
@@ -260,9 +256,7 @@ class PerformanceTracker:
|
||||
improvement_trend=improvement_trend,
|
||||
)
|
||||
|
||||
def export_dashboard_json(
|
||||
self, dashboard: PerformanceDashboard
|
||||
) -> str:
|
||||
def export_dashboard_json(self, dashboard: PerformanceDashboard) -> str:
|
||||
"""Export dashboard as JSON string.
|
||||
|
||||
Args:
|
||||
|
||||
@@ -140,9 +140,7 @@ class DecisionLogger:
|
||||
)
|
||||
self.conn.commit()
|
||||
|
||||
def update_outcome(
|
||||
self, decision_id: str, pnl: float, accuracy: int
|
||||
) -> None:
|
||||
def update_outcome(self, decision_id: str, pnl: float, accuracy: int) -> None:
|
||||
"""Update the outcome of a decision after trade execution.
|
||||
|
||||
Args:
|
||||
|
||||
310
src/main.py
310
src/main.py
@@ -26,12 +26,12 @@ from src.context.aggregator import ContextAggregator
|
||||
from src.context.layer import ContextLayer
|
||||
from src.context.scheduler import ContextScheduler
|
||||
from src.context.store import ContextStore
|
||||
from src.core.criticality import CriticalityAssessor
|
||||
from src.core.blackout_manager import (
|
||||
BlackoutOrderManager,
|
||||
QueuedOrderIntent,
|
||||
parse_blackout_windows_kst,
|
||||
)
|
||||
from src.core.criticality import CriticalityAssessor
|
||||
from src.core.kill_switch import KillSwitchOrchestrator
|
||||
from src.core.order_policy import (
|
||||
OrderPolicyRejected,
|
||||
@@ -52,12 +52,16 @@ from src.evolution.optimizer import EvolutionOptimizer
|
||||
from src.logging.decision_logger import DecisionLogger
|
||||
from src.logging_config import setup_logging
|
||||
from src.markets.schedule import MARKETS, MarketInfo, get_next_market_open, get_open_markets
|
||||
from src.notifications.telegram_client import NotificationFilter, TelegramClient, TelegramCommandHandler
|
||||
from src.strategy.models import DayPlaybook, MarketOutlook
|
||||
from src.notifications.telegram_client import (
|
||||
NotificationFilter,
|
||||
TelegramClient,
|
||||
TelegramCommandHandler,
|
||||
)
|
||||
from src.strategy.exit_rules import ExitRuleConfig, ExitRuleInput, evaluate_exit
|
||||
from src.strategy.models import DayPlaybook, MarketOutlook
|
||||
from src.strategy.playbook_store import PlaybookStore
|
||||
from src.strategy.pre_market_planner import PreMarketPlanner
|
||||
from src.strategy.position_state_machine import PositionState
|
||||
from src.strategy.pre_market_planner import PreMarketPlanner
|
||||
from src.strategy.scenario_engine import ScenarioEngine
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
@@ -350,9 +354,7 @@ async def _inject_staged_exit_features(
|
||||
return
|
||||
|
||||
if "pred_down_prob" not in market_data:
|
||||
market_data["pred_down_prob"] = _estimate_pred_down_prob_from_rsi(
|
||||
market_data.get("rsi")
|
||||
)
|
||||
market_data["pred_down_prob"] = _estimate_pred_down_prob_from_rsi(market_data.get("rsi"))
|
||||
|
||||
existing_atr = safe_float(market_data.get("atr_value"), 0.0)
|
||||
if existing_atr > 0:
|
||||
@@ -413,7 +415,7 @@ async def sync_positions_from_broker(
|
||||
broker: Any,
|
||||
overseas_broker: Any,
|
||||
db_conn: Any,
|
||||
settings: "Settings",
|
||||
settings: Settings,
|
||||
) -> int:
|
||||
"""Sync open positions from the live broker into the local DB at startup.
|
||||
|
||||
@@ -441,9 +443,7 @@ async def sync_positions_from_broker(
|
||||
if market.exchange_code in seen_exchange_codes:
|
||||
continue
|
||||
seen_exchange_codes.add(market.exchange_code)
|
||||
balance_data = await overseas_broker.get_overseas_balance(
|
||||
market.exchange_code
|
||||
)
|
||||
balance_data = await overseas_broker.get_overseas_balance(market.exchange_code)
|
||||
log_market = market_code # e.g. "US_NASDAQ"
|
||||
except ConnectionError as exc:
|
||||
logger.warning(
|
||||
@@ -453,9 +453,7 @@ async def sync_positions_from_broker(
|
||||
)
|
||||
continue
|
||||
|
||||
held_codes = _extract_held_codes_from_balance(
|
||||
balance_data, is_domestic=market.is_domestic
|
||||
)
|
||||
held_codes = _extract_held_codes_from_balance(balance_data, is_domestic=market.is_domestic)
|
||||
for stock_code in held_codes:
|
||||
if get_open_position(db_conn, stock_code, log_market):
|
||||
continue # already tracked
|
||||
@@ -487,9 +485,7 @@ async def sync_positions_from_broker(
|
||||
synced += 1
|
||||
|
||||
if synced:
|
||||
logger.info(
|
||||
"Startup sync complete: %d position(s) synced from broker", synced
|
||||
)
|
||||
logger.info("Startup sync complete: %d position(s) synced from broker", synced)
|
||||
else:
|
||||
logger.info("Startup sync: no new positions to sync from broker")
|
||||
return synced
|
||||
@@ -859,15 +855,9 @@ def _apply_staged_exit_override_for_hold(
|
||||
|
||||
pnl_pct = (current_price - entry_price) / entry_price * 100.0
|
||||
if exit_eval.reason == "hard_stop":
|
||||
rationale = (
|
||||
f"Stop-loss triggered ({pnl_pct:.2f}% <= "
|
||||
f"{stop_loss_threshold:.2f}%)"
|
||||
)
|
||||
rationale = f"Stop-loss triggered ({pnl_pct:.2f}% <= {stop_loss_threshold:.2f}%)"
|
||||
elif exit_eval.reason == "arm_take_profit":
|
||||
rationale = (
|
||||
f"Take-profit triggered ({pnl_pct:.2f}% >= "
|
||||
f"{arm_pct:.2f}%)"
|
||||
)
|
||||
rationale = f"Take-profit triggered ({pnl_pct:.2f}% >= {arm_pct:.2f}%)"
|
||||
elif exit_eval.reason == "atr_trailing_stop":
|
||||
rationale = "ATR trailing-stop triggered"
|
||||
elif exit_eval.reason == "be_lock_threat":
|
||||
@@ -978,7 +968,10 @@ def _maybe_queue_order_intent(
|
||||
)
|
||||
if queued:
|
||||
logger.warning(
|
||||
"Blackout active: queued order intent %s %s (%s) qty=%d price=%.4f source=%s pending=%d",
|
||||
(
|
||||
"Blackout active: queued order intent %s %s (%s) "
|
||||
"qty=%d price=%.4f source=%s pending=%d"
|
||||
),
|
||||
order_type,
|
||||
stock_code,
|
||||
market.code,
|
||||
@@ -1071,7 +1064,10 @@ async def process_blackout_recovery_orders(
|
||||
)
|
||||
if queued_price <= 0 or current_price <= 0:
|
||||
logger.info(
|
||||
"Drop queued intent by price revalidation (invalid price): %s %s (%s) queued=%.4f current=%.4f",
|
||||
(
|
||||
"Drop queued intent by price revalidation (invalid price): "
|
||||
"%s %s (%s) queued=%.4f current=%.4f"
|
||||
),
|
||||
intent.order_type,
|
||||
intent.stock_code,
|
||||
market.code,
|
||||
@@ -1082,7 +1078,10 @@ async def process_blackout_recovery_orders(
|
||||
drift_pct = abs(current_price - queued_price) / queued_price * 100.0
|
||||
if drift_pct > max_drift_pct:
|
||||
logger.info(
|
||||
"Drop queued intent by price revalidation: %s %s (%s) queued=%.4f current=%.4f drift=%.2f%% max=%.2f%%",
|
||||
(
|
||||
"Drop queued intent by price revalidation: %s %s (%s) "
|
||||
"queued=%.4f current=%.4f drift=%.2f%% max=%.2f%%"
|
||||
),
|
||||
intent.order_type,
|
||||
intent.stock_code,
|
||||
market.code,
|
||||
@@ -1375,24 +1374,18 @@ async def trading_cycle(
|
||||
# 1. Fetch market data
|
||||
price_output: dict[str, Any] = {} # Populated for overseas markets; used for fallback metrics
|
||||
if market.is_domestic:
|
||||
current_price, price_change_pct, foreigner_net = await broker.get_current_price(
|
||||
stock_code
|
||||
)
|
||||
current_price, price_change_pct, foreigner_net = await broker.get_current_price(stock_code)
|
||||
balance_data = await broker.get_balance()
|
||||
|
||||
output2 = balance_data.get("output2", [{}])
|
||||
total_eval = safe_float(output2[0].get("tot_evlu_amt", "0")) if output2 else 0
|
||||
total_cash = safe_float(
|
||||
balance_data.get("output2", [{}])[0].get("dnca_tot_amt", "0")
|
||||
if output2
|
||||
else "0"
|
||||
balance_data.get("output2", [{}])[0].get("dnca_tot_amt", "0") if output2 else "0"
|
||||
)
|
||||
purchase_total = safe_float(output2[0].get("pchs_amt_smtl_amt", "0")) if output2 else 0
|
||||
else:
|
||||
# Overseas market
|
||||
price_data = await overseas_broker.get_overseas_price(
|
||||
market.exchange_code, stock_code
|
||||
)
|
||||
price_data = await overseas_broker.get_overseas_price(market.exchange_code, stock_code)
|
||||
balance_data = await overseas_broker.get_overseas_balance(market.exchange_code)
|
||||
|
||||
output2 = balance_data.get("output2", [{}])
|
||||
@@ -1459,11 +1452,7 @@ async def trading_cycle(
|
||||
total_cash = settings.PAPER_OVERSEAS_CASH
|
||||
|
||||
# Calculate daily P&L %
|
||||
pnl_pct = (
|
||||
((total_eval - purchase_total) / purchase_total * 100)
|
||||
if purchase_total > 0
|
||||
else 0.0
|
||||
)
|
||||
pnl_pct = ((total_eval - purchase_total) / purchase_total * 100) if purchase_total > 0 else 0.0
|
||||
|
||||
market_data: dict[str, Any] = {
|
||||
"stock_code": stock_code,
|
||||
@@ -1491,11 +1480,13 @@ async def trading_cycle(
|
||||
market_data["rsi"] = max(0.0, min(100.0, 50.0 + price_change_pct * 2.0))
|
||||
if price_output and current_price > 0:
|
||||
pr_high = safe_float(
|
||||
price_output.get("high") or price_output.get("ovrs_hgpr")
|
||||
price_output.get("high")
|
||||
or price_output.get("ovrs_hgpr")
|
||||
or price_output.get("stck_hgpr")
|
||||
)
|
||||
pr_low = safe_float(
|
||||
price_output.get("low") or price_output.get("ovrs_lwpr")
|
||||
price_output.get("low")
|
||||
or price_output.get("ovrs_lwpr")
|
||||
or price_output.get("stck_lwpr")
|
||||
)
|
||||
if pr_high > 0 and pr_low > 0 and pr_high >= pr_low:
|
||||
@@ -1512,9 +1503,7 @@ async def trading_cycle(
|
||||
if open_pos and current_price > 0:
|
||||
entry_price = safe_float(open_pos.get("price"), 0.0)
|
||||
if entry_price > 0:
|
||||
market_data["unrealized_pnl_pct"] = (
|
||||
(current_price - entry_price) / entry_price * 100
|
||||
)
|
||||
market_data["unrealized_pnl_pct"] = (current_price - entry_price) / entry_price * 100
|
||||
entry_ts = open_pos.get("timestamp")
|
||||
if entry_ts:
|
||||
try:
|
||||
@@ -1745,16 +1734,19 @@ async def trading_cycle(
|
||||
stock_playbook=stock_playbook,
|
||||
settings=settings,
|
||||
)
|
||||
if open_position and decision.action == "HOLD" and _should_force_exit_for_overnight(
|
||||
if (
|
||||
open_position
|
||||
and decision.action == "HOLD"
|
||||
and _should_force_exit_for_overnight(
|
||||
market=market,
|
||||
settings=settings,
|
||||
)
|
||||
):
|
||||
decision = TradeDecision(
|
||||
action="SELL",
|
||||
confidence=max(decision.confidence, 85),
|
||||
rationale=(
|
||||
"Forced exit by overnight policy"
|
||||
" (session close window / kill switch priority)"
|
||||
"Forced exit by overnight policy (session close window / kill switch priority)"
|
||||
),
|
||||
)
|
||||
logger.info(
|
||||
@@ -1834,9 +1826,7 @@ async def trading_cycle(
|
||||
return
|
||||
|
||||
broker_held_qty = (
|
||||
_extract_held_qty_from_balance(
|
||||
balance_data, stock_code, is_domestic=market.is_domestic
|
||||
)
|
||||
_extract_held_qty_from_balance(balance_data, stock_code, is_domestic=market.is_domestic)
|
||||
if decision.action == "SELL"
|
||||
else 0
|
||||
)
|
||||
@@ -1871,7 +1861,10 @@ async def trading_cycle(
|
||||
)
|
||||
if fx_blocked:
|
||||
logger.warning(
|
||||
"Skip BUY %s (%s): FX buffer guard (remaining=%.2f, required=%.2f, cash=%.2f, order=%.2f)",
|
||||
(
|
||||
"Skip BUY %s (%s): FX buffer guard "
|
||||
"(remaining=%.2f, required=%.2f, cash=%.2f, order=%.2f)"
|
||||
),
|
||||
stock_code,
|
||||
market.name,
|
||||
remaining_cash,
|
||||
@@ -2068,8 +2061,7 @@ async def trading_cycle(
|
||||
action="SELL",
|
||||
confidence=0,
|
||||
rationale=(
|
||||
"[ghost-close] Broker reported no balance;"
|
||||
" position closed without fill"
|
||||
"[ghost-close] Broker reported no balance; position closed without fill"
|
||||
),
|
||||
quantity=0,
|
||||
price=0.0,
|
||||
@@ -2275,17 +2267,13 @@ async def handle_domestic_pending_orders(
|
||||
outcome="cancelled",
|
||||
)
|
||||
except Exception as notify_exc:
|
||||
logger.warning(
|
||||
"notify_unfilled_order failed: %s", notify_exc
|
||||
)
|
||||
logger.warning("notify_unfilled_order failed: %s", notify_exc)
|
||||
else:
|
||||
# First unfilled SELL → resubmit at last * 0.996 (-0.4%).
|
||||
try:
|
||||
last_price, _, _ = await broker.get_current_price(stock_code)
|
||||
if last_price <= 0:
|
||||
raise ValueError(
|
||||
f"Invalid price ({last_price}) for {stock_code}"
|
||||
)
|
||||
raise ValueError(f"Invalid price ({last_price}) for {stock_code}")
|
||||
new_price = kr_round_down(last_price * 0.996)
|
||||
validate_order_policy(
|
||||
market=MARKETS["KR"],
|
||||
@@ -2298,9 +2286,7 @@ async def handle_domestic_pending_orders(
|
||||
quantity=psbl_qty,
|
||||
price=new_price,
|
||||
)
|
||||
sell_resubmit_counts[key] = (
|
||||
sell_resubmit_counts.get(key, 0) + 1
|
||||
)
|
||||
sell_resubmit_counts[key] = sell_resubmit_counts.get(key, 0) + 1
|
||||
try:
|
||||
await telegram.notify_unfilled_order(
|
||||
stock_code=stock_code,
|
||||
@@ -2311,9 +2297,7 @@ async def handle_domestic_pending_orders(
|
||||
new_price=float(new_price),
|
||||
)
|
||||
except Exception as notify_exc:
|
||||
logger.warning(
|
||||
"notify_unfilled_order failed: %s", notify_exc
|
||||
)
|
||||
logger.warning("notify_unfilled_order failed: %s", notify_exc)
|
||||
except Exception as exc:
|
||||
logger.error(
|
||||
"SELL resubmit failed for KR %s: %s",
|
||||
@@ -2381,9 +2365,7 @@ async def handle_overseas_pending_orders(
|
||||
try:
|
||||
orders = await overseas_broker.get_overseas_pending_orders(exchange_code)
|
||||
except Exception as exc:
|
||||
logger.warning(
|
||||
"Failed to fetch pending orders for %s: %s", exchange_code, exc
|
||||
)
|
||||
logger.warning("Failed to fetch pending orders for %s: %s", exchange_code, exc)
|
||||
continue
|
||||
|
||||
for order in orders:
|
||||
@@ -2448,26 +2430,21 @@ async def handle_overseas_pending_orders(
|
||||
outcome="cancelled",
|
||||
)
|
||||
except Exception as notify_exc:
|
||||
logger.warning(
|
||||
"notify_unfilled_order failed: %s", notify_exc
|
||||
)
|
||||
logger.warning("notify_unfilled_order failed: %s", notify_exc)
|
||||
else:
|
||||
# First unfilled SELL → resubmit at last * 0.996 (-0.4%).
|
||||
try:
|
||||
price_data = await overseas_broker.get_overseas_price(
|
||||
order_exchange, stock_code
|
||||
)
|
||||
last_price = float(
|
||||
price_data.get("output", {}).get("last", "0") or "0"
|
||||
)
|
||||
last_price = float(price_data.get("output", {}).get("last", "0") or "0")
|
||||
if last_price <= 0:
|
||||
raise ValueError(
|
||||
f"Invalid price ({last_price}) for {stock_code}"
|
||||
)
|
||||
raise ValueError(f"Invalid price ({last_price}) for {stock_code}")
|
||||
new_price = round(last_price * 0.996, 4)
|
||||
market_info = next(
|
||||
(
|
||||
m for m in MARKETS.values()
|
||||
m
|
||||
for m in MARKETS.values()
|
||||
if m.exchange_code == order_exchange and not m.is_domestic
|
||||
),
|
||||
None,
|
||||
@@ -2485,9 +2462,7 @@ async def handle_overseas_pending_orders(
|
||||
quantity=nccs_qty,
|
||||
price=new_price,
|
||||
)
|
||||
sell_resubmit_counts[key] = (
|
||||
sell_resubmit_counts.get(key, 0) + 1
|
||||
)
|
||||
sell_resubmit_counts[key] = sell_resubmit_counts.get(key, 0) + 1
|
||||
try:
|
||||
await telegram.notify_unfilled_order(
|
||||
stock_code=stock_code,
|
||||
@@ -2498,9 +2473,7 @@ async def handle_overseas_pending_orders(
|
||||
new_price=new_price,
|
||||
)
|
||||
except Exception as notify_exc:
|
||||
logger.warning(
|
||||
"notify_unfilled_order failed: %s", notify_exc
|
||||
)
|
||||
logger.warning("notify_unfilled_order failed: %s", notify_exc)
|
||||
except Exception as exc:
|
||||
logger.error(
|
||||
"SELL resubmit failed for %s %s: %s",
|
||||
@@ -2659,13 +2632,16 @@ async def run_daily_session(
|
||||
logger.warning("Playbook notification failed: %s", exc)
|
||||
logger.info(
|
||||
"Generated playbook for %s: %d stocks, %d scenarios",
|
||||
market.code, playbook.stock_count, playbook.scenario_count,
|
||||
market.code,
|
||||
playbook.stock_count,
|
||||
playbook.scenario_count,
|
||||
)
|
||||
except Exception as exc:
|
||||
logger.error("Playbook generation failed for %s: %s", market.code, exc)
|
||||
try:
|
||||
await telegram.notify_playbook_failed(
|
||||
market=market.code, reason=str(exc)[:200],
|
||||
market=market.code,
|
||||
reason=str(exc)[:200],
|
||||
)
|
||||
except Exception as notify_exc:
|
||||
logger.warning("Playbook failed notification error: %s", notify_exc)
|
||||
@@ -2676,13 +2652,11 @@ async def run_daily_session(
|
||||
for stock_code in watchlist:
|
||||
try:
|
||||
if market.is_domestic:
|
||||
current_price, price_change_pct, foreigner_net = (
|
||||
await _retry_connection(
|
||||
current_price, price_change_pct, foreigner_net = await _retry_connection(
|
||||
broker.get_current_price,
|
||||
stock_code,
|
||||
label=stock_code,
|
||||
)
|
||||
)
|
||||
else:
|
||||
price_data = await _retry_connection(
|
||||
overseas_broker.get_overseas_price,
|
||||
@@ -2690,9 +2664,7 @@ async def run_daily_session(
|
||||
stock_code,
|
||||
label=f"{stock_code}@{market.exchange_code}",
|
||||
)
|
||||
current_price = safe_float(
|
||||
price_data.get("output", {}).get("last", "0")
|
||||
)
|
||||
current_price = safe_float(price_data.get("output", {}).get("last", "0"))
|
||||
# Fallback: if price API returns 0, use scanner candidate price
|
||||
if current_price <= 0:
|
||||
cand_lookup = candidate_map.get(stock_code)
|
||||
@@ -2704,9 +2676,7 @@ async def run_daily_session(
|
||||
)
|
||||
current_price = cand_lookup.price
|
||||
foreigner_net = 0.0
|
||||
price_change_pct = safe_float(
|
||||
price_data.get("output", {}).get("rate", "0")
|
||||
)
|
||||
price_change_pct = safe_float(price_data.get("output", {}).get("rate", "0"))
|
||||
# Fall back to scanner candidate price if API returns 0.
|
||||
if current_price <= 0:
|
||||
cand_lookup = candidate_map.get(stock_code)
|
||||
@@ -2769,15 +2739,9 @@ async def run_daily_session(
|
||||
|
||||
if market.is_domestic:
|
||||
output2 = balance_data.get("output2", [{}])
|
||||
total_eval = safe_float(
|
||||
output2[0].get("tot_evlu_amt", "0")
|
||||
) if output2 else 0
|
||||
total_cash = safe_float(
|
||||
output2[0].get("dnca_tot_amt", "0")
|
||||
) if output2 else 0
|
||||
purchase_total = safe_float(
|
||||
output2[0].get("pchs_amt_smtl_amt", "0")
|
||||
) if output2 else 0
|
||||
total_eval = safe_float(output2[0].get("tot_evlu_amt", "0")) if output2 else 0
|
||||
total_cash = safe_float(output2[0].get("dnca_tot_amt", "0")) if output2 else 0
|
||||
purchase_total = safe_float(output2[0].get("pchs_amt_smtl_amt", "0")) if output2 else 0
|
||||
else:
|
||||
output2 = balance_data.get("output2", [{}])
|
||||
if isinstance(output2, list) and output2:
|
||||
@@ -2788,18 +2752,15 @@ async def run_daily_session(
|
||||
balance_info = {}
|
||||
|
||||
total_eval = safe_float(balance_info.get("frcr_evlu_tota", "0") or "0")
|
||||
purchase_total = safe_float(
|
||||
balance_info.get("frcr_buy_amt_smtl", "0") or "0"
|
||||
)
|
||||
purchase_total = safe_float(balance_info.get("frcr_buy_amt_smtl", "0") or "0")
|
||||
|
||||
# Fetch available foreign currency cash via inquire-psamount (TTTS3007R/VTTS3007R).
|
||||
# TTTS3012R output2 does not include a cash/deposit field — frcr_dncl_amt_2 does not exist.
|
||||
# TTTS3012R output2 does not include a cash/deposit field.
|
||||
# frcr_dncl_amt_2 does not exist.
|
||||
# Use the first stock with a valid price as the reference for the buying power query.
|
||||
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 매수가능금액조회' 시트
|
||||
total_cash = 0.0
|
||||
ref_stock = next(
|
||||
(s for s in stocks_data if s.get("current_price", 0) > 0), None
|
||||
)
|
||||
ref_stock = next((s for s in stocks_data if s.get("current_price", 0) > 0), None)
|
||||
if ref_stock:
|
||||
try:
|
||||
ps_data = await overseas_broker.get_overseas_buying_power(
|
||||
@@ -2819,11 +2780,7 @@ async def run_daily_session(
|
||||
|
||||
# Paper mode fallback: VTS overseas balance API often fails for many accounts.
|
||||
# Only activate in paper mode — live mode must use real balance from KIS.
|
||||
if (
|
||||
total_cash <= 0
|
||||
and settings.MODE == "paper"
|
||||
and settings.PAPER_OVERSEAS_CASH > 0
|
||||
):
|
||||
if total_cash <= 0 and settings.MODE == "paper" and settings.PAPER_OVERSEAS_CASH > 0:
|
||||
total_cash = settings.PAPER_OVERSEAS_CASH
|
||||
|
||||
# Capture the day's opening portfolio value on the first market processed
|
||||
@@ -2856,13 +2813,17 @@ async def run_daily_session(
|
||||
# Evaluate scenarios for each stock (local, no API calls)
|
||||
logger.info(
|
||||
"Evaluating %d stocks against playbook for %s",
|
||||
len(stocks_data), market.name,
|
||||
len(stocks_data),
|
||||
market.name,
|
||||
)
|
||||
for stock_data in stocks_data:
|
||||
stock_code = stock_data["stock_code"]
|
||||
stock_playbook = playbook.get_stock_playbook(stock_code)
|
||||
match = scenario_engine.evaluate(
|
||||
playbook, stock_code, stock_data, portfolio_data,
|
||||
playbook,
|
||||
stock_code,
|
||||
stock_data,
|
||||
portfolio_data,
|
||||
)
|
||||
decision = TradeDecision(
|
||||
action=match.action.value,
|
||||
@@ -2969,9 +2930,13 @@ async def run_daily_session(
|
||||
stock_playbook=stock_playbook,
|
||||
settings=settings,
|
||||
)
|
||||
if daily_open and decision.action == "HOLD" and _should_force_exit_for_overnight(
|
||||
if (
|
||||
daily_open
|
||||
and decision.action == "HOLD"
|
||||
and _should_force_exit_for_overnight(
|
||||
market=market,
|
||||
settings=settings,
|
||||
)
|
||||
):
|
||||
decision = TradeDecision(
|
||||
action="SELL",
|
||||
@@ -3063,16 +3028,21 @@ async def run_daily_session(
|
||||
)
|
||||
continue
|
||||
order_amount = stock_data["current_price"] * quantity
|
||||
fx_blocked, remaining_cash, required_buffer = _should_block_overseas_buy_for_fx_buffer(
|
||||
fx_blocked, remaining_cash, required_buffer = (
|
||||
_should_block_overseas_buy_for_fx_buffer(
|
||||
market=market,
|
||||
action=decision.action,
|
||||
total_cash=total_cash,
|
||||
order_amount=order_amount,
|
||||
settings=settings,
|
||||
)
|
||||
)
|
||||
if fx_blocked:
|
||||
logger.warning(
|
||||
"Skip BUY %s (%s): FX buffer guard (remaining=%.2f, required=%.2f, cash=%.2f, order=%.2f)",
|
||||
(
|
||||
"Skip BUY %s (%s): FX buffer guard "
|
||||
"(remaining=%.2f, required=%.2f, cash=%.2f, order=%.2f)"
|
||||
),
|
||||
stock_code,
|
||||
market.name,
|
||||
remaining_cash,
|
||||
@@ -3090,7 +3060,10 @@ async def run_daily_session(
|
||||
if now < daily_cooldown_until:
|
||||
remaining = int(daily_cooldown_until - now)
|
||||
logger.info(
|
||||
"Skip BUY %s (%s): insufficient-balance cooldown active (%ds remaining)",
|
||||
(
|
||||
"Skip BUY %s (%s): insufficient-balance cooldown active "
|
||||
"(%ds remaining)"
|
||||
),
|
||||
stock_code,
|
||||
market.name,
|
||||
remaining,
|
||||
@@ -3149,13 +3122,9 @@ async def run_daily_session(
|
||||
# Use limit orders (지정가) for domestic stocks.
|
||||
# KRX tick rounding applied via kr_round_down.
|
||||
if decision.action == "BUY":
|
||||
order_price = kr_round_down(
|
||||
stock_data["current_price"] * 1.002
|
||||
)
|
||||
order_price = kr_round_down(stock_data["current_price"] * 1.002)
|
||||
else:
|
||||
order_price = kr_round_down(
|
||||
stock_data["current_price"] * 0.998
|
||||
)
|
||||
order_price = kr_round_down(stock_data["current_price"] * 0.998)
|
||||
try:
|
||||
validate_order_policy(
|
||||
market=market,
|
||||
@@ -3260,9 +3229,7 @@ async def run_daily_session(
|
||||
except Exception as exc:
|
||||
logger.warning("Telegram notification failed: %s", exc)
|
||||
except Exception as exc:
|
||||
logger.error(
|
||||
"Order execution failed for %s: %s", stock_code, exc
|
||||
)
|
||||
logger.error("Order execution failed for %s: %s", stock_code, exc)
|
||||
continue
|
||||
|
||||
if decision.action == "SELL" and order_succeeded:
|
||||
@@ -3286,7 +3253,9 @@ async def run_daily_session(
|
||||
accuracy=1 if trade_pnl > 0 else 0,
|
||||
)
|
||||
if trade_pnl < 0:
|
||||
cooldown_key = _stoploss_cooldown_key(market=market, stock_code=stock_code)
|
||||
cooldown_key = _stoploss_cooldown_key(
|
||||
market=market, stock_code=stock_code
|
||||
)
|
||||
cooldown_minutes = _stoploss_cooldown_minutes(
|
||||
settings,
|
||||
market=market,
|
||||
@@ -3369,7 +3338,8 @@ async def _handle_market_close(
|
||||
|
||||
|
||||
def _run_context_scheduler(
|
||||
scheduler: ContextScheduler, now: datetime | None = None,
|
||||
scheduler: ContextScheduler,
|
||||
now: datetime | None = None,
|
||||
) -> None:
|
||||
"""Run periodic context scheduler tasks and log when anything executes."""
|
||||
result = scheduler.run_if_due(now=now)
|
||||
@@ -3438,6 +3408,7 @@ def _start_dashboard_server(settings: Settings) -> threading.Thread | None:
|
||||
# reported synchronously (avoids the misleading "started" → "failed" log pair).
|
||||
try:
|
||||
import uvicorn # noqa: F401
|
||||
|
||||
from src.dashboard import create_dashboard_app # noqa: F401
|
||||
except ImportError as exc:
|
||||
logger.warning("Dashboard server unavailable (missing dependency): %s", exc)
|
||||
@@ -3446,6 +3417,7 @@ def _start_dashboard_server(settings: Settings) -> threading.Thread | None:
|
||||
def _serve() -> None:
|
||||
try:
|
||||
import uvicorn
|
||||
|
||||
from src.dashboard import create_dashboard_app
|
||||
|
||||
app = create_dashboard_app(settings.DB_PATH, mode=settings.MODE)
|
||||
@@ -3586,8 +3558,7 @@ async def run(settings: Settings) -> None:
|
||||
pause_trading.set()
|
||||
logger.info("Trading resumed via Telegram command")
|
||||
await telegram.send_message(
|
||||
"<b>▶️ Trading Resumed</b>\n\n"
|
||||
"Trading operations have been restarted."
|
||||
"<b>▶️ Trading Resumed</b>\n\nTrading operations have been restarted."
|
||||
)
|
||||
|
||||
async def handle_status() -> None:
|
||||
@@ -3630,9 +3601,7 @@ async def run(settings: Settings) -> None:
|
||||
|
||||
except Exception as exc:
|
||||
logger.error("Error in /status handler: %s", exc)
|
||||
await telegram.send_message(
|
||||
"<b>⚠️ Error</b>\n\nFailed to retrieve trading status."
|
||||
)
|
||||
await telegram.send_message("<b>⚠️ Error</b>\n\nFailed to retrieve trading status.")
|
||||
|
||||
async def handle_positions() -> None:
|
||||
"""Handle /positions command - show account summary."""
|
||||
@@ -3643,8 +3612,7 @@ async def run(settings: Settings) -> None:
|
||||
|
||||
if not output2:
|
||||
await telegram.send_message(
|
||||
"<b>💼 Account Summary</b>\n\n"
|
||||
"No balance information available."
|
||||
"<b>💼 Account Summary</b>\n\nNo balance information available."
|
||||
)
|
||||
return
|
||||
|
||||
@@ -3673,9 +3641,7 @@ async def run(settings: Settings) -> None:
|
||||
|
||||
except Exception as exc:
|
||||
logger.error("Error in /positions handler: %s", exc)
|
||||
await telegram.send_message(
|
||||
"<b>⚠️ Error</b>\n\nFailed to retrieve positions."
|
||||
)
|
||||
await telegram.send_message("<b>⚠️ Error</b>\n\nFailed to retrieve positions.")
|
||||
|
||||
async def handle_report() -> None:
|
||||
"""Handle /report command - show daily summary metrics."""
|
||||
@@ -3719,9 +3685,7 @@ async def run(settings: Settings) -> None:
|
||||
)
|
||||
except Exception as exc:
|
||||
logger.error("Error in /report handler: %s", exc)
|
||||
await telegram.send_message(
|
||||
"<b>⚠️ Error</b>\n\nFailed to generate daily report."
|
||||
)
|
||||
await telegram.send_message("<b>⚠️ Error</b>\n\nFailed to generate daily report.")
|
||||
|
||||
async def handle_scenarios() -> None:
|
||||
"""Handle /scenarios command - show today's playbook scenarios."""
|
||||
@@ -3770,9 +3734,7 @@ async def run(settings: Settings) -> None:
|
||||
await telegram.send_message("\n".join(lines).strip())
|
||||
except Exception as exc:
|
||||
logger.error("Error in /scenarios handler: %s", exc)
|
||||
await telegram.send_message(
|
||||
"<b>⚠️ Error</b>\n\nFailed to retrieve scenarios."
|
||||
)
|
||||
await telegram.send_message("<b>⚠️ Error</b>\n\nFailed to retrieve scenarios.")
|
||||
|
||||
async def handle_review() -> None:
|
||||
"""Handle /review command - show recent scorecards."""
|
||||
@@ -3788,9 +3750,7 @@ async def run(settings: Settings) -> None:
|
||||
).fetchall()
|
||||
|
||||
if not rows:
|
||||
await telegram.send_message(
|
||||
"<b>📝 Recent Reviews</b>\n\nNo scorecards available."
|
||||
)
|
||||
await telegram.send_message("<b>📝 Recent Reviews</b>\n\nNo scorecards available.")
|
||||
return
|
||||
|
||||
lines = ["<b>📝 Recent Reviews</b>", ""]
|
||||
@@ -3808,9 +3768,7 @@ async def run(settings: Settings) -> None:
|
||||
await telegram.send_message("\n".join(lines))
|
||||
except Exception as exc:
|
||||
logger.error("Error in /review handler: %s", exc)
|
||||
await telegram.send_message(
|
||||
"<b>⚠️ Error</b>\n\nFailed to retrieve reviews."
|
||||
)
|
||||
await telegram.send_message("<b>⚠️ Error</b>\n\nFailed to retrieve reviews.")
|
||||
|
||||
async def handle_notify(args: list[str]) -> None:
|
||||
"""Handle /notify [key] [on|off] — query or change notification filters."""
|
||||
@@ -3845,8 +3803,7 @@ async def run(settings: Settings) -> None:
|
||||
else:
|
||||
valid = ", ".join(list(status.keys()) + ["all"])
|
||||
await telegram.send_message(
|
||||
f"❌ 알 수 없는 키: <code>{key}</code>\n"
|
||||
f"유효한 키: {valid}"
|
||||
f"❌ 알 수 없는 키: <code>{key}</code>\n유효한 키: {valid}"
|
||||
)
|
||||
return
|
||||
|
||||
@@ -3858,30 +3815,22 @@ async def run(settings: Settings) -> None:
|
||||
value = toggle == "on"
|
||||
if telegram.set_notification(key, value):
|
||||
icon = "✅" if value else "❌"
|
||||
label = f"전체 알림" if key == "all" else f"<code>{key}</code> 알림"
|
||||
label = "전체 알림" if key == "all" else f"<code>{key}</code> 알림"
|
||||
state = "켜짐" if value else "꺼짐"
|
||||
await telegram.send_message(f"{icon} {label} → {state}")
|
||||
logger.info("Notification filter changed via Telegram: %s=%s", key, value)
|
||||
else:
|
||||
valid = ", ".join(list(telegram.filter_status().keys()) + ["all"])
|
||||
await telegram.send_message(
|
||||
f"❌ 알 수 없는 키: <code>{key}</code>\n"
|
||||
f"유효한 키: {valid}"
|
||||
)
|
||||
await telegram.send_message(f"❌ 알 수 없는 키: <code>{key}</code>\n유효한 키: {valid}")
|
||||
|
||||
async def handle_dashboard() -> None:
|
||||
"""Handle /dashboard command - show dashboard URL if enabled."""
|
||||
if not settings.DASHBOARD_ENABLED:
|
||||
await telegram.send_message(
|
||||
"<b>🖥️ Dashboard</b>\n\nDashboard is not enabled."
|
||||
)
|
||||
await telegram.send_message("<b>🖥️ Dashboard</b>\n\nDashboard is not enabled.")
|
||||
return
|
||||
|
||||
url = f"http://{settings.DASHBOARD_HOST}:{settings.DASHBOARD_PORT}"
|
||||
await telegram.send_message(
|
||||
"<b>🖥️ Dashboard</b>\n\n"
|
||||
f"<b>URL:</b> {url}"
|
||||
)
|
||||
await telegram.send_message(f"<b>🖥️ Dashboard</b>\n\n<b>URL:</b> {url}")
|
||||
|
||||
command_handler.register_command("help", handle_help)
|
||||
command_handler.register_command("stop", handle_stop)
|
||||
@@ -4182,9 +4131,7 @@ async def run(settings: Settings) -> None:
|
||||
)
|
||||
|
||||
# Store candidates per market for selection context logging
|
||||
scan_candidates[market.code] = {
|
||||
c.stock_code: c for c in candidates
|
||||
}
|
||||
scan_candidates[market.code] = {c.stock_code: c for c in candidates}
|
||||
|
||||
logger.info(
|
||||
"Smart Scanner: Found %d candidates for %s: %s",
|
||||
@@ -4194,9 +4141,7 @@ async def run(settings: Settings) -> None:
|
||||
)
|
||||
|
||||
# Get market-local date for playbook keying
|
||||
market_today = datetime.now(
|
||||
market.timezone
|
||||
).date()
|
||||
market_today = datetime.now(market.timezone).date()
|
||||
|
||||
# Load or generate playbook (1 Gemini call per market per day)
|
||||
if market.code not in playbooks:
|
||||
@@ -4234,7 +4179,8 @@ async def run(settings: Settings) -> None:
|
||||
except Exception as exc:
|
||||
logger.error(
|
||||
"Playbook generation failed for %s: %s",
|
||||
market.code, exc,
|
||||
market.code,
|
||||
exc,
|
||||
)
|
||||
try:
|
||||
await telegram.notify_playbook_failed(
|
||||
@@ -4279,7 +4225,8 @@ async def run(settings: Settings) -> None:
|
||||
except Exception as exc:
|
||||
logger.warning(
|
||||
"Failed to fetch holdings for %s: %s — skipping holdings merge",
|
||||
market.name, exc,
|
||||
market.name,
|
||||
exc,
|
||||
)
|
||||
held_codes = []
|
||||
|
||||
@@ -4288,7 +4235,8 @@ async def run(settings: Settings) -> None:
|
||||
if extra_held:
|
||||
logger.info(
|
||||
"Holdings added to loop for %s (not in scanner): %s",
|
||||
market.name, extra_held,
|
||||
market.name,
|
||||
extra_held,
|
||||
)
|
||||
|
||||
if not stock_codes:
|
||||
|
||||
@@ -211,9 +211,7 @@ def get_open_markets(
|
||||
return is_market_open(market, now)
|
||||
|
||||
open_markets = [
|
||||
MARKETS[code]
|
||||
for code in enabled_markets
|
||||
if code in MARKETS and is_available(MARKETS[code])
|
||||
MARKETS[code] for code in enabled_markets if code in MARKETS and is_available(MARKETS[code])
|
||||
]
|
||||
|
||||
return sorted(open_markets, key=lambda m: m.code)
|
||||
@@ -282,9 +280,7 @@ def get_next_market_open(
|
||||
# Calculate next open time for this market
|
||||
for days_ahead in range(7): # Check next 7 days
|
||||
check_date = market_now.date() + timedelta(days=days_ahead)
|
||||
check_datetime = datetime.combine(
|
||||
check_date, market.open_time, tzinfo=market.timezone
|
||||
)
|
||||
check_datetime = datetime.combine(check_date, market.open_time, tzinfo=market.timezone)
|
||||
|
||||
# Skip weekends
|
||||
if check_datetime.weekday() >= 5:
|
||||
|
||||
@@ -4,7 +4,7 @@ import asyncio
|
||||
import logging
|
||||
import time
|
||||
from collections.abc import Awaitable, Callable
|
||||
from dataclasses import dataclass, fields
|
||||
from dataclasses import dataclass
|
||||
from enum import Enum
|
||||
from typing import ClassVar
|
||||
|
||||
@@ -136,14 +136,14 @@ class TelegramClient:
|
||||
self._enabled = enabled
|
||||
self._rate_limiter = LeakyBucket(rate=rate_limit)
|
||||
self._session: aiohttp.ClientSession | None = None
|
||||
self._filter = notification_filter if notification_filter is not None else NotificationFilter()
|
||||
self._filter = (
|
||||
notification_filter if notification_filter is not None else NotificationFilter()
|
||||
)
|
||||
|
||||
if not enabled:
|
||||
logger.info("Telegram notifications disabled via configuration")
|
||||
elif bot_token is None or chat_id is None:
|
||||
logger.warning(
|
||||
"Telegram notifications disabled (missing bot_token or chat_id)"
|
||||
)
|
||||
logger.warning("Telegram notifications disabled (missing bot_token or chat_id)")
|
||||
self._enabled = False
|
||||
else:
|
||||
logger.info("Telegram notifications enabled for chat_id=%s", chat_id)
|
||||
@@ -209,14 +209,12 @@ class TelegramClient:
|
||||
async with session.post(url, json=payload) as resp:
|
||||
if resp.status != 200:
|
||||
error_text = await resp.text()
|
||||
logger.error(
|
||||
"Telegram API error (status=%d): %s", resp.status, error_text
|
||||
)
|
||||
logger.error("Telegram API error (status=%d): %s", resp.status, error_text)
|
||||
return False
|
||||
logger.debug("Telegram message sent: %s", text[:50])
|
||||
return True
|
||||
|
||||
except asyncio.TimeoutError:
|
||||
except TimeoutError:
|
||||
logger.error("Telegram message timeout")
|
||||
return False
|
||||
except aiohttp.ClientError as exc:
|
||||
@@ -305,9 +303,7 @@ class TelegramClient:
|
||||
NotificationMessage(priority=NotificationPriority.LOW, message=message)
|
||||
)
|
||||
|
||||
async def notify_circuit_breaker(
|
||||
self, pnl_pct: float, threshold: float
|
||||
) -> None:
|
||||
async def notify_circuit_breaker(self, pnl_pct: float, threshold: float) -> None:
|
||||
"""
|
||||
Notify circuit breaker activation.
|
||||
|
||||
@@ -354,9 +350,7 @@ class TelegramClient:
|
||||
NotificationMessage(priority=NotificationPriority.HIGH, message=message)
|
||||
)
|
||||
|
||||
async def notify_system_start(
|
||||
self, mode: str, enabled_markets: list[str]
|
||||
) -> None:
|
||||
async def notify_system_start(self, mode: str, enabled_markets: list[str]) -> None:
|
||||
"""
|
||||
Notify system startup.
|
||||
|
||||
@@ -369,9 +363,7 @@ class TelegramClient:
|
||||
mode_emoji = "📝" if mode == "paper" else "💰"
|
||||
markets_str = ", ".join(enabled_markets)
|
||||
message = (
|
||||
f"<b>{mode_emoji} System Started</b>\n"
|
||||
f"Mode: {mode.upper()}\n"
|
||||
f"Markets: {markets_str}"
|
||||
f"<b>{mode_emoji} System Started</b>\nMode: {mode.upper()}\nMarkets: {markets_str}"
|
||||
)
|
||||
await self._send_notification(
|
||||
NotificationMessage(priority=NotificationPriority.MEDIUM, message=message)
|
||||
@@ -445,11 +437,7 @@ class TelegramClient:
|
||||
"""
|
||||
if not self._filter.playbook:
|
||||
return
|
||||
message = (
|
||||
f"<b>Playbook Failed</b>\n"
|
||||
f"Market: {market}\n"
|
||||
f"Reason: {reason[:200]}"
|
||||
)
|
||||
message = f"<b>Playbook Failed</b>\nMarket: {market}\nReason: {reason[:200]}"
|
||||
await self._send_notification(
|
||||
NotificationMessage(priority=NotificationPriority.HIGH, message=message)
|
||||
)
|
||||
@@ -469,9 +457,7 @@ class TelegramClient:
|
||||
if "circuit breaker" in reason.lower()
|
||||
else NotificationPriority.MEDIUM
|
||||
)
|
||||
await self._send_notification(
|
||||
NotificationMessage(priority=priority, message=message)
|
||||
)
|
||||
await self._send_notification(NotificationMessage(priority=priority, message=message))
|
||||
|
||||
async def notify_unfilled_order(
|
||||
self,
|
||||
@@ -496,11 +482,7 @@ class TelegramClient:
|
||||
return
|
||||
# SELL resubmit is high priority — position liquidation at risk.
|
||||
# BUY cancel is medium priority — only cash is freed.
|
||||
priority = (
|
||||
NotificationPriority.HIGH
|
||||
if action == "SELL"
|
||||
else NotificationPriority.MEDIUM
|
||||
)
|
||||
priority = NotificationPriority.HIGH if action == "SELL" else NotificationPriority.MEDIUM
|
||||
outcome_emoji = "🔄" if outcome == "resubmitted" else "❌"
|
||||
outcome_label = "재주문" if outcome == "resubmitted" else "취소됨"
|
||||
action_emoji = "🔴" if action == "SELL" else "🟢"
|
||||
@@ -515,9 +497,7 @@ class TelegramClient:
|
||||
message = "\n".join(lines)
|
||||
await self._send_notification(NotificationMessage(priority=priority, message=message))
|
||||
|
||||
async def notify_error(
|
||||
self, error_type: str, error_msg: str, context: str
|
||||
) -> None:
|
||||
async def notify_error(self, error_type: str, error_msg: str, context: str) -> None:
|
||||
"""
|
||||
Notify system error.
|
||||
|
||||
@@ -541,9 +521,7 @@ class TelegramClient:
|
||||
class TelegramCommandHandler:
|
||||
"""Handles incoming Telegram commands via long polling."""
|
||||
|
||||
def __init__(
|
||||
self, client: TelegramClient, polling_interval: float = 1.0
|
||||
) -> None:
|
||||
def __init__(self, client: TelegramClient, polling_interval: float = 1.0) -> None:
|
||||
"""
|
||||
Initialize command handler.
|
||||
|
||||
@@ -559,9 +537,7 @@ class TelegramCommandHandler:
|
||||
self._polling_task: asyncio.Task[None] | None = None
|
||||
self._running = False
|
||||
|
||||
def register_command(
|
||||
self, command: str, handler: Callable[[], Awaitable[None]]
|
||||
) -> None:
|
||||
def register_command(self, command: str, handler: Callable[[], Awaitable[None]]) -> None:
|
||||
"""
|
||||
Register a command handler (no arguments).
|
||||
|
||||
@@ -672,7 +648,7 @@ class TelegramCommandHandler:
|
||||
|
||||
return updates
|
||||
|
||||
except asyncio.TimeoutError:
|
||||
except TimeoutError:
|
||||
logger.debug("getUpdates timeout (normal)")
|
||||
return []
|
||||
except aiohttp.ClientError as exc:
|
||||
@@ -697,9 +673,7 @@ class TelegramCommandHandler:
|
||||
# Verify chat_id matches configured chat
|
||||
chat_id = str(message.get("chat", {}).get("id", ""))
|
||||
if chat_id != self._client._chat_id:
|
||||
logger.warning(
|
||||
"Ignoring command from unauthorized chat_id: %s", chat_id
|
||||
)
|
||||
logger.warning("Ignoring command from unauthorized chat_id: %s", chat_id)
|
||||
return
|
||||
|
||||
# Extract command text
|
||||
|
||||
@@ -8,12 +8,12 @@ Defines the data contracts for the proactive strategy system:
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import UTC, date, datetime
|
||||
from enum import Enum
|
||||
from enum import StrEnum
|
||||
|
||||
from pydantic import BaseModel, Field, field_validator
|
||||
|
||||
|
||||
class ScenarioAction(str, Enum):
|
||||
class ScenarioAction(StrEnum):
|
||||
"""Actions that can be taken by scenarios."""
|
||||
|
||||
BUY = "BUY"
|
||||
@@ -22,7 +22,7 @@ class ScenarioAction(str, Enum):
|
||||
REDUCE_ALL = "REDUCE_ALL"
|
||||
|
||||
|
||||
class MarketOutlook(str, Enum):
|
||||
class MarketOutlook(StrEnum):
|
||||
"""AI's assessment of market direction."""
|
||||
|
||||
BULLISH = "bullish"
|
||||
@@ -32,7 +32,7 @@ class MarketOutlook(str, Enum):
|
||||
BEARISH = "bearish"
|
||||
|
||||
|
||||
class PlaybookStatus(str, Enum):
|
||||
class PlaybookStatus(StrEnum):
|
||||
"""Lifecycle status of a playbook."""
|
||||
|
||||
PENDING = "pending"
|
||||
|
||||
@@ -6,7 +6,6 @@ Designed for the pre-market strategy system (one playbook per market per day).
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import logging
|
||||
import sqlite3
|
||||
from datetime import date
|
||||
@@ -53,8 +52,10 @@ class PlaybookStore:
|
||||
row_id = cursor.lastrowid or 0
|
||||
logger.info(
|
||||
"Saved playbook for %s/%s (%d stocks, %d scenarios)",
|
||||
playbook.date, playbook.market,
|
||||
playbook.stock_count, playbook.scenario_count,
|
||||
playbook.date,
|
||||
playbook.market,
|
||||
playbook.stock_count,
|
||||
playbook.scenario_count,
|
||||
)
|
||||
return row_id
|
||||
|
||||
|
||||
@@ -6,10 +6,10 @@ State progression is monotonic (promotion-only) except terminal EXITED.
|
||||
from __future__ import annotations
|
||||
|
||||
from dataclasses import dataclass
|
||||
from enum import Enum
|
||||
from enum import StrEnum
|
||||
|
||||
|
||||
class PositionState(str, Enum):
|
||||
class PositionState(StrEnum):
|
||||
HOLDING = "HOLDING"
|
||||
BE_LOCK = "BE_LOCK"
|
||||
ARMED = "ARMED"
|
||||
@@ -40,12 +40,7 @@ def evaluate_exit_first(inp: StateTransitionInput) -> bool:
|
||||
|
||||
EXITED must be evaluated before any promotion.
|
||||
"""
|
||||
return (
|
||||
inp.hard_stop_hit
|
||||
or inp.trailing_stop_hit
|
||||
or inp.model_exit_signal
|
||||
or inp.be_lock_threat
|
||||
)
|
||||
return inp.hard_stop_hit or inp.trailing_stop_hit or inp.model_exit_signal or inp.be_lock_threat
|
||||
|
||||
|
||||
def promote_state(current: PositionState, inp: StateTransitionInput) -> PositionState:
|
||||
|
||||
@@ -124,12 +124,14 @@ class PreMarketPlanner:
|
||||
|
||||
# 4. Parse response
|
||||
playbook = self._parse_response(
|
||||
decision.rationale, today, market, candidates, cross_market,
|
||||
decision.rationale,
|
||||
today,
|
||||
market,
|
||||
candidates,
|
||||
cross_market,
|
||||
current_holdings=current_holdings,
|
||||
)
|
||||
playbook_with_tokens = playbook.model_copy(
|
||||
update={"token_count": decision.token_count}
|
||||
)
|
||||
playbook_with_tokens = playbook.model_copy(update={"token_count": decision.token_count})
|
||||
logger.info(
|
||||
"Generated playbook for %s: %d stocks, %d scenarios, %d tokens",
|
||||
market,
|
||||
@@ -146,7 +148,9 @@ class PreMarketPlanner:
|
||||
return self._empty_playbook(today, market)
|
||||
|
||||
def build_cross_market_context(
|
||||
self, target_market: str, today: date | None = None,
|
||||
self,
|
||||
target_market: str,
|
||||
today: date | None = None,
|
||||
) -> CrossMarketContext | None:
|
||||
"""Build cross-market context from the other market's L6 data.
|
||||
|
||||
@@ -192,7 +196,9 @@ class PreMarketPlanner:
|
||||
)
|
||||
|
||||
def build_self_market_scorecard(
|
||||
self, market: str, today: date | None = None,
|
||||
self,
|
||||
market: str,
|
||||
today: date | None = None,
|
||||
) -> dict[str, Any] | None:
|
||||
"""Build previous-day scorecard for the same market."""
|
||||
if today is None:
|
||||
@@ -320,18 +326,18 @@ class PreMarketPlanner:
|
||||
f"{context_text}\n"
|
||||
f"## Instructions\n"
|
||||
f"Return a JSON object with this exact structure:\n"
|
||||
f'{{\n'
|
||||
f"{{\n"
|
||||
f' "market_outlook": "bullish|neutral_to_bullish|neutral'
|
||||
f'|neutral_to_bearish|bearish",\n'
|
||||
f' "global_rules": [\n'
|
||||
f' {{"condition": "portfolio_pnl_pct < -2.0",'
|
||||
f' "action": "REDUCE_ALL", "rationale": "..."}}\n'
|
||||
f' ],\n'
|
||||
f" ],\n"
|
||||
f' "stocks": [\n'
|
||||
f' {{\n'
|
||||
f" {{\n"
|
||||
f' "stock_code": "...",\n'
|
||||
f' "scenarios": [\n'
|
||||
f' {{\n'
|
||||
f" {{\n"
|
||||
f' "condition": {{"rsi_below": 30, "volume_ratio_above": 2.0,'
|
||||
f' "unrealized_pnl_pct_above": 3.0, "holding_days_above": 5}},\n'
|
||||
f' "action": "BUY|SELL|HOLD",\n'
|
||||
@@ -340,11 +346,11 @@ class PreMarketPlanner:
|
||||
f' "stop_loss_pct": -2.0,\n'
|
||||
f' "take_profit_pct": 3.0,\n'
|
||||
f' "rationale": "..."\n'
|
||||
f' }}\n'
|
||||
f' ]\n'
|
||||
f' }}\n'
|
||||
f' ]\n'
|
||||
f'}}\n\n'
|
||||
f" }}\n"
|
||||
f" ]\n"
|
||||
f" }}\n"
|
||||
f" ]\n"
|
||||
f"}}\n\n"
|
||||
f"Rules:\n"
|
||||
f"- Max {max_scenarios} scenarios per stock\n"
|
||||
f"- Candidates list is the primary source for BUY candidates\n"
|
||||
@@ -575,8 +581,7 @@ class PreMarketPlanner:
|
||||
stop_loss_pct=-3.0,
|
||||
take_profit_pct=5.0,
|
||||
rationale=(
|
||||
f"Rule-based BUY: oversold signal, "
|
||||
f"RSI={c.rsi:.0f} (fallback planner)"
|
||||
f"Rule-based BUY: oversold signal, RSI={c.rsi:.0f} (fallback planner)"
|
||||
),
|
||||
)
|
||||
)
|
||||
|
||||
@@ -107,7 +107,9 @@ class ScenarioEngine:
|
||||
# 2. Find stock playbook
|
||||
stock_pb = playbook.get_stock_playbook(stock_code)
|
||||
if stock_pb is None:
|
||||
logger.debug("No playbook for %s — defaulting to %s", stock_code, playbook.default_action)
|
||||
logger.debug(
|
||||
"No playbook for %s — defaulting to %s", stock_code, playbook.default_action
|
||||
)
|
||||
return ScenarioMatch(
|
||||
stock_code=stock_code,
|
||||
matched_scenario=None,
|
||||
@@ -135,7 +137,9 @@ class ScenarioEngine:
|
||||
)
|
||||
|
||||
# 4. No match — default action
|
||||
logger.debug("No scenario matched for %s — defaulting to %s", stock_code, playbook.default_action)
|
||||
logger.debug(
|
||||
"No scenario matched for %s — defaulting to %s", stock_code, playbook.default_action
|
||||
)
|
||||
return ScenarioMatch(
|
||||
stock_code=stock_code,
|
||||
matched_scenario=None,
|
||||
@@ -198,17 +202,27 @@ class ScenarioEngine:
|
||||
checks.append(price is not None and price < condition.price_below)
|
||||
|
||||
price_change_pct = self._safe_float(market_data.get("price_change_pct"))
|
||||
if condition.price_change_pct_above is not None or condition.price_change_pct_below is not None:
|
||||
if (
|
||||
condition.price_change_pct_above is not None
|
||||
or condition.price_change_pct_below is not None
|
||||
):
|
||||
if "price_change_pct" not in market_data:
|
||||
self._warn_missing_key("price_change_pct")
|
||||
if condition.price_change_pct_above is not None:
|
||||
checks.append(price_change_pct is not None and price_change_pct > condition.price_change_pct_above)
|
||||
checks.append(
|
||||
price_change_pct is not None and price_change_pct > condition.price_change_pct_above
|
||||
)
|
||||
if condition.price_change_pct_below is not None:
|
||||
checks.append(price_change_pct is not None and price_change_pct < condition.price_change_pct_below)
|
||||
checks.append(
|
||||
price_change_pct is not None and price_change_pct < condition.price_change_pct_below
|
||||
)
|
||||
|
||||
# Position-aware conditions
|
||||
unrealized_pnl_pct = self._safe_float(market_data.get("unrealized_pnl_pct"))
|
||||
if condition.unrealized_pnl_pct_above is not None or condition.unrealized_pnl_pct_below is not None:
|
||||
if (
|
||||
condition.unrealized_pnl_pct_above is not None
|
||||
or condition.unrealized_pnl_pct_below is not None
|
||||
):
|
||||
if "unrealized_pnl_pct" not in market_data:
|
||||
self._warn_missing_key("unrealized_pnl_pct")
|
||||
if condition.unrealized_pnl_pct_above is not None:
|
||||
@@ -227,15 +241,9 @@ class ScenarioEngine:
|
||||
if "holding_days" not in market_data:
|
||||
self._warn_missing_key("holding_days")
|
||||
if condition.holding_days_above is not None:
|
||||
checks.append(
|
||||
holding_days is not None
|
||||
and holding_days > condition.holding_days_above
|
||||
)
|
||||
checks.append(holding_days is not None and holding_days > condition.holding_days_above)
|
||||
if condition.holding_days_below is not None:
|
||||
checks.append(
|
||||
holding_days is not None
|
||||
and holding_days < condition.holding_days_below
|
||||
)
|
||||
checks.append(holding_days is not None and holding_days < condition.holding_days_below)
|
||||
|
||||
return len(checks) > 0 and all(checks)
|
||||
|
||||
@@ -295,9 +303,15 @@ class ScenarioEngine:
|
||||
details["volume_ratio"] = self._safe_float(market_data.get("volume_ratio"))
|
||||
if condition.price_above is not None or condition.price_below is not None:
|
||||
details["current_price"] = self._safe_float(market_data.get("current_price"))
|
||||
if condition.price_change_pct_above is not None or condition.price_change_pct_below is not None:
|
||||
if (
|
||||
condition.price_change_pct_above is not None
|
||||
or condition.price_change_pct_below is not None
|
||||
):
|
||||
details["price_change_pct"] = self._safe_float(market_data.get("price_change_pct"))
|
||||
if condition.unrealized_pnl_pct_above is not None or condition.unrealized_pnl_pct_below is not None:
|
||||
if (
|
||||
condition.unrealized_pnl_pct_above is not None
|
||||
or condition.unrealized_pnl_pct_below is not None
|
||||
):
|
||||
details["unrealized_pnl_pct"] = self._safe_float(market_data.get("unrealized_pnl_pct"))
|
||||
if condition.holding_days_above is not None or condition.holding_days_below is not None:
|
||||
details["holding_days"] = self._safe_float(market_data.get("holding_days"))
|
||||
|
||||
@@ -4,8 +4,7 @@ from __future__ import annotations
|
||||
|
||||
import sqlite3
|
||||
import sys
|
||||
import tempfile
|
||||
from datetime import UTC, datetime, timedelta
|
||||
from datetime import UTC, datetime
|
||||
from pathlib import Path
|
||||
from unittest.mock import MagicMock, patch
|
||||
|
||||
@@ -48,7 +47,9 @@ def temp_db(tmp_path: Path) -> Path:
|
||||
|
||||
cursor.executemany(
|
||||
"""
|
||||
INSERT INTO trades (timestamp, stock_code, action, quantity, price, confidence, rationale, pnl)
|
||||
INSERT INTO trades (
|
||||
timestamp, stock_code, action, quantity, price, confidence, rationale, pnl
|
||||
)
|
||||
VALUES (?, ?, ?, ?, ?, ?, ?, ?)
|
||||
""",
|
||||
test_trades,
|
||||
@@ -73,9 +74,7 @@ class TestBackupExporter:
|
||||
exporter = BackupExporter(str(temp_db))
|
||||
output_dir = tmp_path / "exports"
|
||||
|
||||
results = exporter.export_all(
|
||||
output_dir, formats=[ExportFormat.JSON], compress=False
|
||||
)
|
||||
results = exporter.export_all(output_dir, formats=[ExportFormat.JSON], compress=False)
|
||||
|
||||
assert ExportFormat.JSON in results
|
||||
assert results[ExportFormat.JSON].exists()
|
||||
@@ -86,9 +85,7 @@ class TestBackupExporter:
|
||||
exporter = BackupExporter(str(temp_db))
|
||||
output_dir = tmp_path / "exports"
|
||||
|
||||
results = exporter.export_all(
|
||||
output_dir, formats=[ExportFormat.JSON], compress=True
|
||||
)
|
||||
results = exporter.export_all(output_dir, formats=[ExportFormat.JSON], compress=True)
|
||||
|
||||
assert ExportFormat.JSON in results
|
||||
assert results[ExportFormat.JSON].suffix == ".gz"
|
||||
@@ -98,15 +95,13 @@ class TestBackupExporter:
|
||||
exporter = BackupExporter(str(temp_db))
|
||||
output_dir = tmp_path / "exports"
|
||||
|
||||
results = exporter.export_all(
|
||||
output_dir, formats=[ExportFormat.CSV], compress=False
|
||||
)
|
||||
results = exporter.export_all(output_dir, formats=[ExportFormat.CSV], compress=False)
|
||||
|
||||
assert ExportFormat.CSV in results
|
||||
assert results[ExportFormat.CSV].exists()
|
||||
|
||||
# Verify CSV content
|
||||
with open(results[ExportFormat.CSV], "r") as f:
|
||||
with open(results[ExportFormat.CSV]) as f:
|
||||
lines = f.readlines()
|
||||
assert len(lines) == 4 # Header + 3 rows
|
||||
|
||||
@@ -146,7 +141,7 @@ class TestBackupExporter:
|
||||
# Should only have 1 trade (AAPL on Jan 2)
|
||||
import json
|
||||
|
||||
with open(results[ExportFormat.JSON], "r") as f:
|
||||
with open(results[ExportFormat.JSON]) as f:
|
||||
data = json.load(f)
|
||||
assert data["record_count"] == 1
|
||||
assert data["trades"][0]["stock_code"] == "AAPL"
|
||||
@@ -407,9 +402,7 @@ class TestBackupExporterAdditional:
|
||||
assert ExportFormat.JSON in results
|
||||
assert ExportFormat.CSV in results
|
||||
|
||||
def test_export_all_logs_error_on_failure(
|
||||
self, temp_db: Path, tmp_path: Path
|
||||
) -> None:
|
||||
def test_export_all_logs_error_on_failure(self, temp_db: Path, tmp_path: Path) -> None:
|
||||
"""export_all must log an error and continue when one format fails."""
|
||||
exporter = BackupExporter(str(temp_db))
|
||||
# Patch _export_format to raise on JSON, succeed on CSV
|
||||
@@ -430,9 +423,7 @@ class TestBackupExporterAdditional:
|
||||
assert ExportFormat.JSON not in results
|
||||
assert ExportFormat.CSV in results
|
||||
|
||||
def test_export_csv_empty_trades_no_compress(
|
||||
self, empty_db: Path, tmp_path: Path
|
||||
) -> None:
|
||||
def test_export_csv_empty_trades_no_compress(self, empty_db: Path, tmp_path: Path) -> None:
|
||||
"""CSV export with no trades and compress=False must write header row only."""
|
||||
exporter = BackupExporter(str(empty_db))
|
||||
results = exporter.export_all(
|
||||
@@ -446,9 +437,7 @@ class TestBackupExporterAdditional:
|
||||
content = out.read_text()
|
||||
assert "timestamp" in content
|
||||
|
||||
def test_export_csv_empty_trades_compressed(
|
||||
self, empty_db: Path, tmp_path: Path
|
||||
) -> None:
|
||||
def test_export_csv_empty_trades_compressed(self, empty_db: Path, tmp_path: Path) -> None:
|
||||
"""CSV export with no trades and compress=True must write gzipped header."""
|
||||
import gzip
|
||||
|
||||
@@ -465,9 +454,7 @@ class TestBackupExporterAdditional:
|
||||
content = f.read()
|
||||
assert "timestamp" in content
|
||||
|
||||
def test_export_csv_with_data_compressed(
|
||||
self, temp_db: Path, tmp_path: Path
|
||||
) -> None:
|
||||
def test_export_csv_with_data_compressed(self, temp_db: Path, tmp_path: Path) -> None:
|
||||
"""CSV export with data and compress=True must write gzipped rows."""
|
||||
import gzip
|
||||
|
||||
@@ -492,6 +479,7 @@ class TestBackupExporterAdditional:
|
||||
with patch.dict(sys.modules, {"pyarrow": None, "pyarrow.parquet": None}):
|
||||
try:
|
||||
import pyarrow # noqa: F401
|
||||
|
||||
pytest.skip("pyarrow is installed; cannot test ImportError path")
|
||||
except ImportError:
|
||||
pass
|
||||
@@ -557,9 +545,7 @@ class TestCloudStorage:
|
||||
importlib.reload(m)
|
||||
m.CloudStorage(s3_config)
|
||||
|
||||
def test_upload_file_success(
|
||||
self, mock_boto3_module, s3_config, tmp_path: Path
|
||||
) -> None:
|
||||
def test_upload_file_success(self, mock_boto3_module, s3_config, tmp_path: Path) -> None:
|
||||
"""upload_file must call client.upload_file and return the object key."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -572,9 +558,7 @@ class TestCloudStorage:
|
||||
assert key == "backups/backup.json.gz"
|
||||
storage.client.upload_file.assert_called_once()
|
||||
|
||||
def test_upload_file_default_key(
|
||||
self, mock_boto3_module, s3_config, tmp_path: Path
|
||||
) -> None:
|
||||
def test_upload_file_default_key(self, mock_boto3_module, s3_config, tmp_path: Path) -> None:
|
||||
"""upload_file without object_key must use the filename as key."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -586,9 +570,7 @@ class TestCloudStorage:
|
||||
|
||||
assert key == "myfile.gz"
|
||||
|
||||
def test_upload_file_not_found(
|
||||
self, mock_boto3_module, s3_config, tmp_path: Path
|
||||
) -> None:
|
||||
def test_upload_file_not_found(self, mock_boto3_module, s3_config, tmp_path: Path) -> None:
|
||||
"""upload_file must raise FileNotFoundError for missing files."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -611,9 +593,7 @@ class TestCloudStorage:
|
||||
with pytest.raises(RuntimeError, match="network error"):
|
||||
storage.upload_file(test_file)
|
||||
|
||||
def test_download_file_success(
|
||||
self, mock_boto3_module, s3_config, tmp_path: Path
|
||||
) -> None:
|
||||
def test_download_file_success(self, mock_boto3_module, s3_config, tmp_path: Path) -> None:
|
||||
"""download_file must call client.download_file and return local path."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -637,11 +617,8 @@ class TestCloudStorage:
|
||||
with pytest.raises(RuntimeError, match="timeout"):
|
||||
storage.download_file("key", tmp_path / "dest.gz")
|
||||
|
||||
def test_list_files_returns_objects(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
def test_list_files_returns_objects(self, mock_boto3_module, s3_config) -> None:
|
||||
"""list_files must return parsed file metadata from S3 response."""
|
||||
from datetime import timezone
|
||||
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -651,7 +628,7 @@ class TestCloudStorage:
|
||||
{
|
||||
"Key": "backups/a.gz",
|
||||
"Size": 1024,
|
||||
"LastModified": datetime(2026, 1, 1, tzinfo=timezone.utc),
|
||||
"LastModified": datetime(2026, 1, 1, tzinfo=UTC),
|
||||
"ETag": '"abc123"',
|
||||
}
|
||||
]
|
||||
@@ -662,9 +639,7 @@ class TestCloudStorage:
|
||||
assert files[0]["key"] == "backups/a.gz"
|
||||
assert files[0]["size_bytes"] == 1024
|
||||
|
||||
def test_list_files_empty_bucket(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
def test_list_files_empty_bucket(self, mock_boto3_module, s3_config) -> None:
|
||||
"""list_files must return empty list when bucket has no objects."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -674,9 +649,7 @@ class TestCloudStorage:
|
||||
files = storage.list_files()
|
||||
assert files == []
|
||||
|
||||
def test_list_files_propagates_error(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
def test_list_files_propagates_error(self, mock_boto3_module, s3_config) -> None:
|
||||
"""list_files must re-raise exceptions from the boto3 client."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -686,9 +659,7 @@ class TestCloudStorage:
|
||||
with pytest.raises(RuntimeError):
|
||||
storage.list_files()
|
||||
|
||||
def test_delete_file_success(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
def test_delete_file_success(self, mock_boto3_module, s3_config) -> None:
|
||||
"""delete_file must call client.delete_object with the correct key."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -698,9 +669,7 @@ class TestCloudStorage:
|
||||
Bucket="test-bucket", Key="backups/old.gz"
|
||||
)
|
||||
|
||||
def test_delete_file_propagates_error(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
def test_delete_file_propagates_error(self, mock_boto3_module, s3_config) -> None:
|
||||
"""delete_file must re-raise exceptions from the boto3 client."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -710,11 +679,8 @@ class TestCloudStorage:
|
||||
with pytest.raises(RuntimeError):
|
||||
storage.delete_file("backups/old.gz")
|
||||
|
||||
def test_get_storage_stats_success(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
def test_get_storage_stats_success(self, mock_boto3_module, s3_config) -> None:
|
||||
"""get_storage_stats must aggregate file sizes correctly."""
|
||||
from datetime import timezone
|
||||
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -724,13 +690,13 @@ class TestCloudStorage:
|
||||
{
|
||||
"Key": "a.gz",
|
||||
"Size": 1024 * 1024,
|
||||
"LastModified": datetime(2026, 1, 1, tzinfo=timezone.utc),
|
||||
"LastModified": datetime(2026, 1, 1, tzinfo=UTC),
|
||||
"ETag": '"x"',
|
||||
},
|
||||
{
|
||||
"Key": "b.gz",
|
||||
"Size": 1024 * 1024,
|
||||
"LastModified": datetime(2026, 1, 2, tzinfo=timezone.utc),
|
||||
"LastModified": datetime(2026, 1, 2, tzinfo=UTC),
|
||||
"ETag": '"y"',
|
||||
},
|
||||
]
|
||||
@@ -741,9 +707,7 @@ class TestCloudStorage:
|
||||
assert stats["total_size_bytes"] == 2 * 1024 * 1024
|
||||
assert stats["total_size_mb"] == pytest.approx(2.0)
|
||||
|
||||
def test_get_storage_stats_on_error(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
def test_get_storage_stats_on_error(self, mock_boto3_module, s3_config) -> None:
|
||||
"""get_storage_stats must return error dict without raising on failure."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -754,9 +718,7 @@ class TestCloudStorage:
|
||||
assert "error" in stats
|
||||
assert stats["total_files"] == 0
|
||||
|
||||
def test_verify_connection_success(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
def test_verify_connection_success(self, mock_boto3_module, s3_config) -> None:
|
||||
"""verify_connection must return True when head_bucket succeeds."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -764,9 +726,7 @@ class TestCloudStorage:
|
||||
result = storage.verify_connection()
|
||||
assert result is True
|
||||
|
||||
def test_verify_connection_failure(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
def test_verify_connection_failure(self, mock_boto3_module, s3_config) -> None:
|
||||
"""verify_connection must return False when head_bucket raises."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -776,9 +736,7 @@ class TestCloudStorage:
|
||||
result = storage.verify_connection()
|
||||
assert result is False
|
||||
|
||||
def test_enable_versioning(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
def test_enable_versioning(self, mock_boto3_module, s3_config) -> None:
|
||||
"""enable_versioning must call put_bucket_versioning."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -786,9 +744,7 @@ class TestCloudStorage:
|
||||
storage.enable_versioning()
|
||||
storage.client.put_bucket_versioning.assert_called_once()
|
||||
|
||||
def test_enable_versioning_propagates_error(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
def test_enable_versioning_propagates_error(self, mock_boto3_module, s3_config) -> None:
|
||||
"""enable_versioning must re-raise exceptions from the boto3 client."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
|
||||
@@ -323,7 +323,8 @@ class TestPromptOverride:
|
||||
# Verify the custom prompt was sent, not a built prompt
|
||||
mock_generate.assert_called_once()
|
||||
actual_prompt = mock_generate.call_args[1].get(
|
||||
"contents", mock_generate.call_args[0][1] if len(mock_generate.call_args[0]) > 1 else None
|
||||
"contents",
|
||||
mock_generate.call_args[0][1] if len(mock_generate.call_args[0]) > 1 else None,
|
||||
)
|
||||
assert actual_prompt == custom_prompt
|
||||
# Raw response preserved in rationale without parse_response (#247)
|
||||
@@ -385,7 +386,8 @@ class TestPromptOverride:
|
||||
await client.decide(market_data)
|
||||
|
||||
actual_prompt = mock_generate.call_args[1].get(
|
||||
"contents", mock_generate.call_args[0][1] if len(mock_generate.call_args[0]) > 1 else None
|
||||
"contents",
|
||||
mock_generate.call_args[0][1] if len(mock_generate.call_args[0]) > 1 else None,
|
||||
)
|
||||
# The custom prompt must be used, not the compressed prompt
|
||||
assert actual_prompt == custom_prompt
|
||||
@@ -411,7 +413,8 @@ class TestPromptOverride:
|
||||
await client.decide(market_data)
|
||||
|
||||
actual_prompt = mock_generate.call_args[1].get(
|
||||
"contents", mock_generate.call_args[0][1] if len(mock_generate.call_args[0]) > 1 else None
|
||||
"contents",
|
||||
mock_generate.call_args[0][1] if len(mock_generate.call_args[0]) > 1 else None,
|
||||
)
|
||||
# Should contain stock code from build_prompt, not be a custom override
|
||||
assert "005930" in actual_prompt
|
||||
|
||||
@@ -3,7 +3,7 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import asyncio
|
||||
from unittest.mock import AsyncMock, MagicMock, patch
|
||||
from unittest.mock import AsyncMock, patch
|
||||
|
||||
import pytest
|
||||
|
||||
@@ -99,7 +99,10 @@ class TestTokenManagement:
|
||||
mock_resp_403 = AsyncMock()
|
||||
mock_resp_403.status = 403
|
||||
mock_resp_403.text = AsyncMock(
|
||||
return_value='{"error_code":"EGW00133","error_description":"접근토큰 발급 잠시 후 다시 시도하세요(1분당 1회)"}'
|
||||
return_value=(
|
||||
'{"error_code":"EGW00133","error_description":'
|
||||
'"접근토큰 발급 잠시 후 다시 시도하세요(1분당 1회)"}'
|
||||
)
|
||||
)
|
||||
mock_resp_403.__aenter__ = AsyncMock(return_value=mock_resp_403)
|
||||
mock_resp_403.__aexit__ = AsyncMock(return_value=False)
|
||||
@@ -232,9 +235,7 @@ class TestRateLimiter:
|
||||
mock_order_resp.__aenter__ = AsyncMock(return_value=mock_order_resp)
|
||||
mock_order_resp.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash_resp, mock_order_resp]
|
||||
):
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash_resp, mock_order_resp]):
|
||||
with patch.object(
|
||||
broker._rate_limiter, "acquire", new_callable=AsyncMock
|
||||
) as mock_acquire:
|
||||
@@ -405,7 +406,7 @@ class TestFetchMarketRankings:
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
from src.broker.kis_api import kr_tick_unit, kr_round_down # noqa: E402
|
||||
from src.broker.kis_api import kr_round_down, kr_tick_unit # noqa: E402
|
||||
|
||||
|
||||
class TestKrTickUnit:
|
||||
@@ -538,9 +539,7 @@ class TestSendOrderTickRounding:
|
||||
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
await broker.send_order("005930", "BUY", 1, price=188150)
|
||||
|
||||
order_call = mock_post.call_args_list[1]
|
||||
@@ -563,9 +562,7 @@ class TestSendOrderTickRounding:
|
||||
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
await broker.send_order("005930", "BUY", 1, price=50000)
|
||||
|
||||
order_call = mock_post.call_args_list[1]
|
||||
@@ -587,9 +584,7 @@ class TestSendOrderTickRounding:
|
||||
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
await broker.send_order("005930", "SELL", 1, price=0)
|
||||
|
||||
order_call = mock_post.call_args_list[1]
|
||||
@@ -628,9 +623,7 @@ class TestTRIDBranchingDomestic:
|
||||
broker = self._make_broker(settings, "paper")
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(
|
||||
return_value={"output1": [], "output2": {}}
|
||||
)
|
||||
mock_resp.json = AsyncMock(return_value={"output1": [], "output2": {}})
|
||||
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
@@ -645,9 +638,7 @@ class TestTRIDBranchingDomestic:
|
||||
broker = self._make_broker(settings, "live")
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(
|
||||
return_value={"output1": [], "output2": {}}
|
||||
)
|
||||
mock_resp.json = AsyncMock(return_value={"output1": [], "output2": {}})
|
||||
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
@@ -672,9 +663,7 @@ class TestTRIDBranchingDomestic:
|
||||
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
await broker.send_order("005930", "BUY", 1)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
@@ -695,9 +684,7 @@ class TestTRIDBranchingDomestic:
|
||||
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
await broker.send_order("005930", "BUY", 1)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
@@ -718,9 +705,7 @@ class TestTRIDBranchingDomestic:
|
||||
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
await broker.send_order("005930", "SELL", 1)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
@@ -741,9 +726,7 @@ class TestTRIDBranchingDomestic:
|
||||
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
await broker.send_order("005930", "SELL", 1)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
@@ -788,9 +771,7 @@ class TestGetDomesticPendingOrders:
|
||||
mock_get.assert_not_called()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_live_mode_calls_tttc0084r_with_correct_params(
|
||||
self, settings
|
||||
) -> None:
|
||||
async def test_live_mode_calls_tttc0084r_with_correct_params(self, settings) -> None:
|
||||
"""Live mode must call TTTC0084R with INQR_DVSN_1/2 and paging params."""
|
||||
broker = self._make_broker(settings, "live")
|
||||
pending = [{"odno": "001", "pdno": "005930", "psbl_qty": "10"}]
|
||||
@@ -872,9 +853,7 @@ class TestCancelDomesticOrder:
|
||||
broker = self._make_broker(settings, "live")
|
||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
@@ -886,9 +865,7 @@ class TestCancelDomesticOrder:
|
||||
broker = self._make_broker(settings, "paper")
|
||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
@@ -900,9 +877,7 @@ class TestCancelDomesticOrder:
|
||||
broker = self._make_broker(settings, "live")
|
||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
|
||||
|
||||
body = mock_post.call_args_list[1][1].get("json", {})
|
||||
@@ -916,9 +891,7 @@ class TestCancelDomesticOrder:
|
||||
broker = self._make_broker(settings, "live")
|
||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
await broker.cancel_domestic_order("005930", "ORD123", "BRN456", 3)
|
||||
|
||||
body = mock_post.call_args_list[1][1].get("json", {})
|
||||
@@ -932,9 +905,7 @@ class TestCancelDomesticOrder:
|
||||
broker = self._make_broker(settings, "live")
|
||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 2)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
|
||||
@@ -77,9 +77,7 @@ class TestContextStore:
|
||||
# Latest by updated_at, which should be the last one set
|
||||
assert latest == "2026-02-02"
|
||||
|
||||
def test_delete_old_contexts(
|
||||
self, store: ContextStore, db_conn: sqlite3.Connection
|
||||
) -> None:
|
||||
def test_delete_old_contexts(self, store: ContextStore, db_conn: sqlite3.Connection) -> None:
|
||||
"""Test deleting contexts older than a cutoff date."""
|
||||
# Insert contexts with specific old timestamps
|
||||
# (bypassing set_context which uses current time)
|
||||
@@ -170,9 +168,7 @@ class TestContextAggregator:
|
||||
log_trade(db_conn, "035720", "HOLD", 75, "Wait", quantity=0, price=0, pnl=0)
|
||||
|
||||
# Manually set timestamps to the target date
|
||||
db_conn.execute(
|
||||
f"UPDATE trades SET timestamp = '{date}T10:00:00+00:00'"
|
||||
)
|
||||
db_conn.execute(f"UPDATE trades SET timestamp = '{date}T10:00:00+00:00'")
|
||||
db_conn.commit()
|
||||
|
||||
# Aggregate
|
||||
@@ -194,18 +190,10 @@ class TestContextAggregator:
|
||||
week = "2026-W06"
|
||||
|
||||
# Set daily contexts
|
||||
aggregator.store.set_context(
|
||||
ContextLayer.L6_DAILY, "2026-02-02", "total_pnl_KR", 100.0
|
||||
)
|
||||
aggregator.store.set_context(
|
||||
ContextLayer.L6_DAILY, "2026-02-03", "total_pnl_KR", 200.0
|
||||
)
|
||||
aggregator.store.set_context(
|
||||
ContextLayer.L6_DAILY, "2026-02-02", "avg_confidence_KR", 80.0
|
||||
)
|
||||
aggregator.store.set_context(
|
||||
ContextLayer.L6_DAILY, "2026-02-03", "avg_confidence_KR", 85.0
|
||||
)
|
||||
aggregator.store.set_context(ContextLayer.L6_DAILY, "2026-02-02", "total_pnl_KR", 100.0)
|
||||
aggregator.store.set_context(ContextLayer.L6_DAILY, "2026-02-03", "total_pnl_KR", 200.0)
|
||||
aggregator.store.set_context(ContextLayer.L6_DAILY, "2026-02-02", "avg_confidence_KR", 80.0)
|
||||
aggregator.store.set_context(ContextLayer.L6_DAILY, "2026-02-03", "avg_confidence_KR", 85.0)
|
||||
|
||||
# Aggregate
|
||||
aggregator.aggregate_weekly_from_daily(week)
|
||||
@@ -223,15 +211,9 @@ class TestContextAggregator:
|
||||
month = "2026-02"
|
||||
|
||||
# Set weekly contexts
|
||||
aggregator.store.set_context(
|
||||
ContextLayer.L5_WEEKLY, "2026-W05", "weekly_pnl_KR", 100.0
|
||||
)
|
||||
aggregator.store.set_context(
|
||||
ContextLayer.L5_WEEKLY, "2026-W06", "weekly_pnl_KR", 200.0
|
||||
)
|
||||
aggregator.store.set_context(
|
||||
ContextLayer.L5_WEEKLY, "2026-W07", "weekly_pnl_KR", 150.0
|
||||
)
|
||||
aggregator.store.set_context(ContextLayer.L5_WEEKLY, "2026-W05", "weekly_pnl_KR", 100.0)
|
||||
aggregator.store.set_context(ContextLayer.L5_WEEKLY, "2026-W06", "weekly_pnl_KR", 200.0)
|
||||
aggregator.store.set_context(ContextLayer.L5_WEEKLY, "2026-W07", "weekly_pnl_KR", 150.0)
|
||||
|
||||
# Aggregate
|
||||
aggregator.aggregate_monthly_from_weekly(month)
|
||||
@@ -316,6 +298,7 @@ class TestContextAggregator:
|
||||
store = aggregator.store
|
||||
assert store.get_context(ContextLayer.L6_DAILY, date, "total_pnl_KR") == 1000.0
|
||||
from datetime import date as date_cls
|
||||
|
||||
trade_date = date_cls.fromisoformat(date)
|
||||
iso_year, iso_week, _ = trade_date.isocalendar()
|
||||
trade_week = f"{iso_year}-W{iso_week:02d}"
|
||||
@@ -324,7 +307,9 @@ class TestContextAggregator:
|
||||
trade_quarter = f"{trade_date.year}-Q{(trade_date.month - 1) // 3 + 1}"
|
||||
trade_year = str(trade_date.year)
|
||||
assert store.get_context(ContextLayer.L4_MONTHLY, trade_month, "monthly_pnl") == 1000.0
|
||||
assert store.get_context(ContextLayer.L3_QUARTERLY, trade_quarter, "quarterly_pnl") == 1000.0
|
||||
assert (
|
||||
store.get_context(ContextLayer.L3_QUARTERLY, trade_quarter, "quarterly_pnl") == 1000.0
|
||||
)
|
||||
assert store.get_context(ContextLayer.L2_ANNUAL, trade_year, "annual_pnl") == 1000.0
|
||||
|
||||
|
||||
@@ -429,9 +414,7 @@ class TestContextSummarizer:
|
||||
# summarize_layer
|
||||
# ------------------------------------------------------------------
|
||||
|
||||
def test_summarize_layer_no_data(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
def test_summarize_layer_no_data(self, summarizer: ContextSummarizer) -> None:
|
||||
"""summarize_layer with no data must return the 'No data' sentinel."""
|
||||
result = summarizer.summarize_layer(ContextLayer.L6_DAILY)
|
||||
assert result["count"] == 0
|
||||
@@ -448,15 +431,12 @@ class TestContextSummarizer:
|
||||
result = summarizer.summarize_layer(ContextLayer.L6_DAILY)
|
||||
assert "total_entries" in result
|
||||
|
||||
def test_summarize_layer_with_dict_values(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
def test_summarize_layer_with_dict_values(self, summarizer: ContextSummarizer) -> None:
|
||||
"""summarize_layer must handle dict values by extracting numeric subkeys."""
|
||||
store = summarizer.store
|
||||
# set_context serialises the value as JSON, so passing a dict works
|
||||
store.set_context(
|
||||
ContextLayer.L6_DAILY, "2026-02-01", "metrics",
|
||||
{"win_rate": 65.0, "label": "good"}
|
||||
ContextLayer.L6_DAILY, "2026-02-01", "metrics", {"win_rate": 65.0, "label": "good"}
|
||||
)
|
||||
|
||||
result = summarizer.summarize_layer(ContextLayer.L6_DAILY)
|
||||
@@ -464,9 +444,7 @@ class TestContextSummarizer:
|
||||
# numeric subkey "win_rate" should appear as "metrics.win_rate"
|
||||
assert "metrics.win_rate" in result
|
||||
|
||||
def test_summarize_layer_with_string_values(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
def test_summarize_layer_with_string_values(self, summarizer: ContextSummarizer) -> None:
|
||||
"""summarize_layer must count string values separately."""
|
||||
store = summarizer.store
|
||||
# set_context stores string values as JSON-encoded strings
|
||||
@@ -480,9 +458,7 @@ class TestContextSummarizer:
|
||||
# rolling_window_summary
|
||||
# ------------------------------------------------------------------
|
||||
|
||||
def test_rolling_window_summary_basic(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
def test_rolling_window_summary_basic(self, summarizer: ContextSummarizer) -> None:
|
||||
"""rolling_window_summary must return the expected structure."""
|
||||
store = summarizer.store
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "pnl", 500.0)
|
||||
@@ -492,22 +468,16 @@ class TestContextSummarizer:
|
||||
assert "recent_data" in result
|
||||
assert "historical_summary" in result
|
||||
|
||||
def test_rolling_window_summary_no_older_data(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
def test_rolling_window_summary_no_older_data(self, summarizer: ContextSummarizer) -> None:
|
||||
"""rolling_window_summary with summarize_older=False skips history."""
|
||||
result = summarizer.rolling_window_summary(
|
||||
ContextLayer.L6_DAILY, summarize_older=False
|
||||
)
|
||||
result = summarizer.rolling_window_summary(ContextLayer.L6_DAILY, summarize_older=False)
|
||||
assert result["historical_summary"] == {}
|
||||
|
||||
# ------------------------------------------------------------------
|
||||
# aggregate_to_higher_layer
|
||||
# ------------------------------------------------------------------
|
||||
|
||||
def test_aggregate_to_higher_layer_mean(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
def test_aggregate_to_higher_layer_mean(self, summarizer: ContextSummarizer) -> None:
|
||||
"""aggregate_to_higher_layer with 'mean' via dict subkeys returns average."""
|
||||
store = summarizer.store
|
||||
# Use different outer keys but same inner metric key so get_all_contexts
|
||||
@@ -520,9 +490,7 @@ class TestContextSummarizer:
|
||||
)
|
||||
assert result == pytest.approx(150.0)
|
||||
|
||||
def test_aggregate_to_higher_layer_sum(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
def test_aggregate_to_higher_layer_sum(self, summarizer: ContextSummarizer) -> None:
|
||||
"""aggregate_to_higher_layer with 'sum' must return the total."""
|
||||
store = summarizer.store
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "day1", {"pnl": 100.0})
|
||||
@@ -533,9 +501,7 @@ class TestContextSummarizer:
|
||||
)
|
||||
assert result == pytest.approx(300.0)
|
||||
|
||||
def test_aggregate_to_higher_layer_max(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
def test_aggregate_to_higher_layer_max(self, summarizer: ContextSummarizer) -> None:
|
||||
"""aggregate_to_higher_layer with 'max' must return the maximum."""
|
||||
store = summarizer.store
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "day1", {"pnl": 100.0})
|
||||
@@ -546,9 +512,7 @@ class TestContextSummarizer:
|
||||
)
|
||||
assert result == pytest.approx(200.0)
|
||||
|
||||
def test_aggregate_to_higher_layer_min(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
def test_aggregate_to_higher_layer_min(self, summarizer: ContextSummarizer) -> None:
|
||||
"""aggregate_to_higher_layer with 'min' must return the minimum."""
|
||||
store = summarizer.store
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "day1", {"pnl": 100.0})
|
||||
@@ -559,9 +523,7 @@ class TestContextSummarizer:
|
||||
)
|
||||
assert result == pytest.approx(100.0)
|
||||
|
||||
def test_aggregate_to_higher_layer_no_data(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
def test_aggregate_to_higher_layer_no_data(self, summarizer: ContextSummarizer) -> None:
|
||||
"""aggregate_to_higher_layer with no matching key must return None."""
|
||||
result = summarizer.aggregate_to_higher_layer(
|
||||
ContextLayer.L6_DAILY, ContextLayer.L5_WEEKLY, "nonexistent", "mean"
|
||||
@@ -585,9 +547,7 @@ class TestContextSummarizer:
|
||||
# create_compact_summary + format_summary_for_prompt
|
||||
# ------------------------------------------------------------------
|
||||
|
||||
def test_create_compact_summary(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
def test_create_compact_summary(self, summarizer: ContextSummarizer) -> None:
|
||||
"""create_compact_summary must produce a dict keyed by layer value."""
|
||||
store = summarizer.store
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "pnl", 100.0)
|
||||
@@ -615,9 +575,7 @@ class TestContextSummarizer:
|
||||
text = summarizer.format_summary_for_prompt(summary)
|
||||
assert text == ""
|
||||
|
||||
def test_format_summary_non_dict_value(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
def test_format_summary_non_dict_value(self, summarizer: ContextSummarizer) -> None:
|
||||
"""format_summary_for_prompt must render non-dict values as plain text."""
|
||||
summary = {
|
||||
"daily": {
|
||||
|
||||
@@ -4,6 +4,7 @@ from __future__ import annotations
|
||||
|
||||
import json
|
||||
import sqlite3
|
||||
from datetime import UTC, datetime
|
||||
from types import SimpleNamespace
|
||||
from unittest.mock import AsyncMock, MagicMock
|
||||
|
||||
@@ -16,8 +17,6 @@ from src.evolution.daily_review import DailyReviewer
|
||||
from src.evolution.scorecard import DailyScorecard
|
||||
from src.logging.decision_logger import DecisionLogger
|
||||
|
||||
from datetime import UTC, datetime
|
||||
|
||||
TODAY = datetime.now(UTC).strftime("%Y-%m-%d")
|
||||
|
||||
|
||||
@@ -53,7 +52,8 @@ def _log_decision(
|
||||
|
||||
|
||||
def test_generate_scorecard_market_scoped(
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
db_conn: sqlite3.Connection,
|
||||
context_store: ContextStore,
|
||||
) -> None:
|
||||
reviewer = DailyReviewer(db_conn, context_store)
|
||||
logger = DecisionLogger(db_conn)
|
||||
@@ -134,7 +134,8 @@ def test_generate_scorecard_market_scoped(
|
||||
|
||||
|
||||
def test_generate_scorecard_top_winners_and_losers(
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
db_conn: sqlite3.Connection,
|
||||
context_store: ContextStore,
|
||||
) -> None:
|
||||
reviewer = DailyReviewer(db_conn, context_store)
|
||||
logger = DecisionLogger(db_conn)
|
||||
@@ -168,7 +169,8 @@ def test_generate_scorecard_top_winners_and_losers(
|
||||
|
||||
|
||||
def test_generate_scorecard_empty_day(
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
db_conn: sqlite3.Connection,
|
||||
context_store: ContextStore,
|
||||
) -> None:
|
||||
reviewer = DailyReviewer(db_conn, context_store)
|
||||
scorecard = reviewer.generate_scorecard(TODAY, "KR")
|
||||
@@ -184,7 +186,8 @@ def test_generate_scorecard_empty_day(
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_generate_lessons_without_gemini_returns_empty(
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
db_conn: sqlite3.Connection,
|
||||
context_store: ContextStore,
|
||||
) -> None:
|
||||
reviewer = DailyReviewer(db_conn, context_store, gemini_client=None)
|
||||
lessons = await reviewer.generate_lessons(
|
||||
@@ -206,7 +209,8 @@ async def test_generate_lessons_without_gemini_returns_empty(
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_generate_lessons_parses_json_array(
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
db_conn: sqlite3.Connection,
|
||||
context_store: ContextStore,
|
||||
) -> None:
|
||||
mock_gemini = MagicMock()
|
||||
mock_gemini.decide = AsyncMock(
|
||||
@@ -233,7 +237,8 @@ async def test_generate_lessons_parses_json_array(
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_generate_lessons_fallback_to_lines(
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
db_conn: sqlite3.Connection,
|
||||
context_store: ContextStore,
|
||||
) -> None:
|
||||
mock_gemini = MagicMock()
|
||||
mock_gemini.decide = AsyncMock(
|
||||
@@ -260,7 +265,8 @@ async def test_generate_lessons_fallback_to_lines(
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_generate_lessons_handles_gemini_error(
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
db_conn: sqlite3.Connection,
|
||||
context_store: ContextStore,
|
||||
) -> None:
|
||||
mock_gemini = MagicMock()
|
||||
mock_gemini.decide = AsyncMock(side_effect=RuntimeError("boom"))
|
||||
@@ -284,7 +290,8 @@ async def test_generate_lessons_handles_gemini_error(
|
||||
|
||||
|
||||
def test_store_scorecard_in_context(
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
db_conn: sqlite3.Connection,
|
||||
context_store: ContextStore,
|
||||
) -> None:
|
||||
reviewer = DailyReviewer(db_conn, context_store)
|
||||
scorecard = DailyScorecard(
|
||||
@@ -316,7 +323,8 @@ def test_store_scorecard_in_context(
|
||||
|
||||
|
||||
def test_store_scorecard_key_is_market_scoped(
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
db_conn: sqlite3.Connection,
|
||||
context_store: ContextStore,
|
||||
) -> None:
|
||||
reviewer = DailyReviewer(db_conn, context_store)
|
||||
kr = DailyScorecard(
|
||||
@@ -357,7 +365,8 @@ def test_store_scorecard_key_is_market_scoped(
|
||||
|
||||
|
||||
def test_generate_scorecard_handles_invalid_context_snapshot(
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
db_conn: sqlite3.Connection,
|
||||
context_store: ContextStore,
|
||||
) -> None:
|
||||
reviewer = DailyReviewer(db_conn, context_store)
|
||||
db_conn.execute(
|
||||
|
||||
@@ -355,6 +355,7 @@ def test_positions_empty_when_no_trades(tmp_path: Path) -> None:
|
||||
|
||||
def _seed_cb_context(conn: sqlite3.Connection, pnl_pct: float, market: str = "KR") -> None:
|
||||
import json as _json
|
||||
|
||||
conn.execute(
|
||||
"INSERT OR REPLACE INTO system_metrics (key, value, updated_at) VALUES (?, ?, ?)",
|
||||
(
|
||||
|
||||
@@ -79,7 +79,7 @@ class TestNewsAPI:
|
||||
# Mock the fetch to avoid real API call
|
||||
with patch.object(api, "_fetch_news", new_callable=AsyncMock) as mock_fetch:
|
||||
mock_fetch.return_value = None
|
||||
result = await api.get_news_sentiment("AAPL")
|
||||
await api.get_news_sentiment("AAPL")
|
||||
|
||||
# Should have attempted refetch since cache expired
|
||||
mock_fetch.assert_called_once_with("AAPL")
|
||||
@@ -111,9 +111,7 @@ class TestNewsAPI:
|
||||
"source": "Reuters",
|
||||
"time_published": "2026-02-04T10:00:00",
|
||||
"url": "https://example.com/1",
|
||||
"ticker_sentiment": [
|
||||
{"ticker": "AAPL", "ticker_sentiment_score": "0.85"}
|
||||
],
|
||||
"ticker_sentiment": [{"ticker": "AAPL", "ticker_sentiment_score": "0.85"}],
|
||||
"overall_sentiment_score": "0.75",
|
||||
},
|
||||
{
|
||||
@@ -122,9 +120,7 @@ class TestNewsAPI:
|
||||
"source": "Bloomberg",
|
||||
"time_published": "2026-02-04T09:00:00",
|
||||
"url": "https://example.com/2",
|
||||
"ticker_sentiment": [
|
||||
{"ticker": "AAPL", "ticker_sentiment_score": "-0.3"}
|
||||
],
|
||||
"ticker_sentiment": [{"ticker": "AAPL", "ticker_sentiment_score": "-0.3"}],
|
||||
"overall_sentiment_score": "-0.2",
|
||||
},
|
||||
]
|
||||
@@ -661,7 +657,9 @@ class TestGeminiClientWithExternalData:
|
||||
)
|
||||
|
||||
# Mock the Gemini API call
|
||||
with patch.object(client._client.aio.models, "generate_content", new_callable=AsyncMock) as mock_gen:
|
||||
with patch.object(
|
||||
client._client.aio.models, "generate_content", new_callable=AsyncMock
|
||||
) as mock_gen:
|
||||
mock_response = MagicMock()
|
||||
mock_response.text = '{"action": "BUY", "confidence": 85, "rationale": "Good news"}'
|
||||
mock_gen.return_value = mock_response
|
||||
|
||||
@@ -1,7 +1,7 @@
|
||||
"""Tests for database helper functions."""
|
||||
|
||||
import tempfile
|
||||
import os
|
||||
import tempfile
|
||||
|
||||
from src.db import get_latest_buy_trade, get_open_position, init_db, log_trade
|
||||
|
||||
@@ -204,7 +204,8 @@ def test_mode_migration_adds_column_to_existing_db() -> None:
|
||||
assert "strategy_pnl" in columns
|
||||
assert "fx_pnl" in columns
|
||||
migrated = conn.execute(
|
||||
"SELECT pnl, strategy_pnl, fx_pnl, session_id FROM trades WHERE stock_code='AAPL' LIMIT 1"
|
||||
"SELECT pnl, strategy_pnl, fx_pnl, session_id "
|
||||
"FROM trades WHERE stock_code='AAPL' LIMIT 1"
|
||||
).fetchone()
|
||||
assert migrated is not None
|
||||
assert migrated[0] == 123.45
|
||||
@@ -407,9 +408,7 @@ def test_decision_logs_session_id_migration_backfills_unknown() -> None:
|
||||
conn = init_db(db_path)
|
||||
columns = {row[1] for row in conn.execute("PRAGMA table_info(decision_logs)").fetchall()}
|
||||
assert "session_id" in columns
|
||||
row = conn.execute(
|
||||
"SELECT session_id FROM decision_logs WHERE decision_id='d1'"
|
||||
).fetchone()
|
||||
row = conn.execute("SELECT session_id FROM decision_logs WHERE decision_id='d1'").fetchone()
|
||||
assert row is not None
|
||||
assert row[0] == "UNKNOWN"
|
||||
conn.close()
|
||||
|
||||
@@ -49,7 +49,10 @@ def test_log_decision_creates_record(logger: DecisionLogger, db_conn: sqlite3.Co
|
||||
|
||||
# Verify record exists in database
|
||||
cursor = db_conn.execute(
|
||||
"SELECT decision_id, action, confidence, session_id FROM decision_logs WHERE decision_id = ?",
|
||||
(
|
||||
"SELECT decision_id, action, confidence, session_id "
|
||||
"FROM decision_logs WHERE decision_id = ?"
|
||||
),
|
||||
(decision_id,),
|
||||
)
|
||||
row = cursor.fetchone()
|
||||
|
||||
@@ -208,7 +208,9 @@ def test_identify_failure_patterns_empty(optimizer: EvolutionOptimizer) -> None:
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_generate_strategy_creates_file(optimizer: EvolutionOptimizer, tmp_path: Path) -> None:
|
||||
async def test_generate_strategy_creates_file(
|
||||
optimizer: EvolutionOptimizer, tmp_path: Path
|
||||
) -> None:
|
||||
"""Test that generate_strategy creates a strategy file."""
|
||||
failures = [
|
||||
{
|
||||
@@ -234,7 +236,9 @@ async def test_generate_strategy_creates_file(optimizer: EvolutionOptimizer, tmp
|
||||
return {"action": "HOLD", "confidence": 50, "rationale": "Waiting"}
|
||||
"""
|
||||
|
||||
with patch.object(optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)):
|
||||
with patch.object(
|
||||
optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)
|
||||
):
|
||||
with patch("src.evolution.optimizer.STRATEGIES_DIR", tmp_path):
|
||||
strategy_path = await optimizer.generate_strategy(failures)
|
||||
|
||||
@@ -247,7 +251,8 @@ async def test_generate_strategy_creates_file(optimizer: EvolutionOptimizer, tmp
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_generate_strategy_saves_valid_python_code(
|
||||
optimizer: EvolutionOptimizer, tmp_path: Path,
|
||||
optimizer: EvolutionOptimizer,
|
||||
tmp_path: Path,
|
||||
) -> None:
|
||||
"""Test that syntactically valid generated code is saved."""
|
||||
failures = [{"decision_id": "1", "timestamp": "2024-01-15T09:30:00+00:00"}]
|
||||
@@ -255,12 +260,14 @@ async def test_generate_strategy_saves_valid_python_code(
|
||||
mock_response = Mock()
|
||||
mock_response.text = (
|
||||
'price = market_data.get("current_price", 0)\n'
|
||||
'if price > 0:\n'
|
||||
"if price > 0:\n"
|
||||
' return {"action": "BUY", "confidence": 80, "rationale": "Positive price"}\n'
|
||||
'return {"action": "HOLD", "confidence": 50, "rationale": "No signal"}\n'
|
||||
)
|
||||
|
||||
with patch.object(optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)):
|
||||
with patch.object(
|
||||
optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)
|
||||
):
|
||||
with patch("src.evolution.optimizer.STRATEGIES_DIR", tmp_path):
|
||||
strategy_path = await optimizer.generate_strategy(failures)
|
||||
|
||||
@@ -270,7 +277,9 @@ async def test_generate_strategy_saves_valid_python_code(
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_generate_strategy_blocks_invalid_python_code(
|
||||
optimizer: EvolutionOptimizer, tmp_path: Path, caplog: pytest.LogCaptureFixture,
|
||||
optimizer: EvolutionOptimizer,
|
||||
tmp_path: Path,
|
||||
caplog: pytest.LogCaptureFixture,
|
||||
) -> None:
|
||||
"""Test that syntactically invalid generated code is not saved."""
|
||||
failures = [{"decision_id": "1", "timestamp": "2024-01-15T09:30:00+00:00"}]
|
||||
@@ -281,7 +290,9 @@ async def test_generate_strategy_blocks_invalid_python_code(
|
||||
' return {"action": "BUY", "confidence": 80, "rationale": "broken"}\n'
|
||||
)
|
||||
|
||||
with patch.object(optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)):
|
||||
with patch.object(
|
||||
optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)
|
||||
):
|
||||
with patch("src.evolution.optimizer.STRATEGIES_DIR", tmp_path):
|
||||
with caplog.at_level("WARNING"):
|
||||
strategy_path = await optimizer.generate_strategy(failures)
|
||||
@@ -310,6 +321,7 @@ def test_get_performance_summary() -> None:
|
||||
"""Test getting performance summary from trades table."""
|
||||
# Create a temporary database with trades
|
||||
import tempfile
|
||||
|
||||
with tempfile.NamedTemporaryFile(suffix=".db", delete=False) as tmp:
|
||||
tmp_path = tmp.name
|
||||
|
||||
@@ -604,7 +616,9 @@ def test_calculate_improvement_trend_declining(performance_tracker: PerformanceT
|
||||
assert trend["pnl_change"] == -250.0
|
||||
|
||||
|
||||
def test_calculate_improvement_trend_insufficient_data(performance_tracker: PerformanceTracker) -> None:
|
||||
def test_calculate_improvement_trend_insufficient_data(
|
||||
performance_tracker: PerformanceTracker,
|
||||
) -> None:
|
||||
"""Test improvement trend with insufficient data."""
|
||||
metrics = [
|
||||
StrategyMetrics(
|
||||
@@ -718,7 +732,9 @@ async def test_full_evolution_pipeline(optimizer: EvolutionOptimizer, tmp_path:
|
||||
mock_response = Mock()
|
||||
mock_response.text = 'return {"action": "HOLD", "confidence": 50, "rationale": "Test"}'
|
||||
|
||||
with patch.object(optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)):
|
||||
with patch.object(
|
||||
optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)
|
||||
):
|
||||
with patch("src.evolution.optimizer.STRATEGIES_DIR", tmp_path):
|
||||
with patch("subprocess.run") as mock_run:
|
||||
mock_run.return_value = Mock(returncode=0, stdout="", stderr="")
|
||||
|
||||
@@ -103,9 +103,7 @@ class TestSetupLogging:
|
||||
"""setup_logging must attach a JSON handler to the root logger."""
|
||||
setup_logging(level=logging.DEBUG)
|
||||
root = logging.getLogger()
|
||||
json_handlers = [
|
||||
h for h in root.handlers if isinstance(h.formatter, JSONFormatter)
|
||||
]
|
||||
json_handlers = [h for h in root.handlers if isinstance(h.formatter, JSONFormatter)]
|
||||
assert len(json_handlers) == 1
|
||||
assert root.level == logging.DEBUG
|
||||
|
||||
|
||||
@@ -4,45 +4,45 @@ from datetime import UTC, date, datetime
|
||||
from unittest.mock import ANY, AsyncMock, MagicMock, patch
|
||||
|
||||
import pytest
|
||||
import src.main as main_module
|
||||
|
||||
import src.main as main_module
|
||||
from src.config import Settings
|
||||
from src.context.layer import ContextLayer
|
||||
from src.context.scheduler import ScheduleResult
|
||||
from src.core.order_policy import OrderPolicyRejected
|
||||
from src.core.order_policy import OrderPolicyRejected, get_session_info
|
||||
from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
|
||||
from src.db import init_db, log_trade
|
||||
from src.evolution.scorecard import DailyScorecard
|
||||
from src.logging.decision_logger import DecisionLogger
|
||||
from src.main import (
|
||||
KILL_SWITCH,
|
||||
_RUNTIME_EXIT_PEAKS,
|
||||
_RUNTIME_EXIT_STATES,
|
||||
_SESSION_RISK_LAST_BY_MARKET,
|
||||
_SESSION_RISK_OVERRIDES_BY_MARKET,
|
||||
_SESSION_RISK_PROFILES_MAP,
|
||||
_STOPLOSS_REENTRY_COOLDOWN_UNTIL,
|
||||
KILL_SWITCH,
|
||||
_apply_dashboard_flag,
|
||||
_apply_staged_exit_override_for_hold,
|
||||
_compute_kr_atr_value,
|
||||
_estimate_pred_down_prob_from_rsi,
|
||||
_inject_staged_exit_features,
|
||||
_RUNTIME_EXIT_PEAKS,
|
||||
_RUNTIME_EXIT_STATES,
|
||||
_should_force_exit_for_overnight,
|
||||
_should_block_overseas_buy_for_fx_buffer,
|
||||
_trigger_emergency_kill_switch,
|
||||
_apply_dashboard_flag,
|
||||
_compute_kr_dynamic_stop_loss_pct,
|
||||
_determine_order_quantity,
|
||||
_estimate_pred_down_prob_from_rsi,
|
||||
_extract_avg_price_from_balance,
|
||||
_extract_held_codes_from_balance,
|
||||
_extract_held_qty_from_balance,
|
||||
_handle_market_close,
|
||||
_retry_connection,
|
||||
_inject_staged_exit_features,
|
||||
_resolve_market_setting,
|
||||
_resolve_sell_qty_for_pnl,
|
||||
_retry_connection,
|
||||
_run_context_scheduler,
|
||||
_run_evolution_loop,
|
||||
_should_block_overseas_buy_for_fx_buffer,
|
||||
_should_force_exit_for_overnight,
|
||||
_start_dashboard_server,
|
||||
_stoploss_cooldown_minutes,
|
||||
_compute_kr_dynamic_stop_loss_pct,
|
||||
_trigger_emergency_kill_switch,
|
||||
handle_domestic_pending_orders,
|
||||
handle_overseas_pending_orders,
|
||||
process_blackout_recovery_orders,
|
||||
@@ -336,10 +336,7 @@ async def test_inject_staged_exit_features_sets_pred_down_prob_and_atr_for_kr()
|
||||
|
||||
broker = MagicMock()
|
||||
broker.get_daily_prices = AsyncMock(
|
||||
return_value=[
|
||||
{"high": 102.0 + i, "low": 98.0 + i, "close": 100.0 + i}
|
||||
for i in range(40)
|
||||
]
|
||||
return_value=[{"high": 102.0 + i, "low": 98.0 + i, "close": 100.0 + i} for i in range(40)]
|
||||
)
|
||||
|
||||
await _inject_staged_exit_features(
|
||||
@@ -483,9 +480,7 @@ class TestExtractHeldQtyFromBalance:
|
||||
|
||||
def test_overseas_returns_ord_psbl_qty_first(self) -> None:
|
||||
"""ord_psbl_qty (주문가능수량) takes priority over ovrs_cblc_qty."""
|
||||
balance = {
|
||||
"output1": [{"ovrs_pdno": "AAPL", "ord_psbl_qty": "8", "ovrs_cblc_qty": "10"}]
|
||||
}
|
||||
balance = {"output1": [{"ovrs_pdno": "AAPL", "ord_psbl_qty": "8", "ovrs_cblc_qty": "10"}]}
|
||||
assert _extract_held_qty_from_balance(balance, "AAPL", is_domestic=False) == 8
|
||||
|
||||
def test_overseas_fallback_to_ovrs_cblc_qty_when_ord_psbl_qty_absent(self) -> None:
|
||||
@@ -809,9 +804,7 @@ class TestTradingCycleTelegramIntegration:
|
||||
def mock_criticality_assessor(self) -> MagicMock:
|
||||
"""Create mock criticality assessor."""
|
||||
assessor = MagicMock()
|
||||
assessor.assess_market_conditions = MagicMock(
|
||||
return_value=MagicMock(value="NORMAL")
|
||||
)
|
||||
assessor.assess_market_conditions = MagicMock(return_value=MagicMock(value="NORMAL"))
|
||||
assessor.get_timeout = MagicMock(return_value=5.0)
|
||||
return assessor
|
||||
|
||||
@@ -1199,9 +1192,7 @@ class TestOverseasBalanceParsing:
|
||||
def mock_overseas_broker_with_list(self) -> MagicMock:
|
||||
"""Create mock overseas broker returning list format."""
|
||||
broker = MagicMock()
|
||||
broker.get_overseas_price = AsyncMock(
|
||||
return_value={"output": {"last": "150.50"}}
|
||||
)
|
||||
broker.get_overseas_price = AsyncMock(return_value={"output": {"last": "150.50"}})
|
||||
broker.get_overseas_balance = AsyncMock(
|
||||
return_value={
|
||||
"output2": [
|
||||
@@ -1221,9 +1212,7 @@ class TestOverseasBalanceParsing:
|
||||
def mock_overseas_broker_with_dict(self) -> MagicMock:
|
||||
"""Create mock overseas broker returning dict format."""
|
||||
broker = MagicMock()
|
||||
broker.get_overseas_price = AsyncMock(
|
||||
return_value={"output": {"last": "150.50"}}
|
||||
)
|
||||
broker.get_overseas_price = AsyncMock(return_value={"output": {"last": "150.50"}})
|
||||
broker.get_overseas_balance = AsyncMock(
|
||||
return_value={
|
||||
"output2": {
|
||||
@@ -1241,9 +1230,7 @@ class TestOverseasBalanceParsing:
|
||||
def mock_overseas_broker_with_empty(self) -> MagicMock:
|
||||
"""Create mock overseas broker returning empty output2."""
|
||||
broker = MagicMock()
|
||||
broker.get_overseas_price = AsyncMock(
|
||||
return_value={"output": {"last": "150.50"}}
|
||||
)
|
||||
broker.get_overseas_price = AsyncMock(return_value={"output": {"last": "150.50"}})
|
||||
broker.get_overseas_balance = AsyncMock(return_value={"output2": []})
|
||||
broker.get_overseas_buying_power = AsyncMock(
|
||||
return_value={"output": {"ovrs_ord_psbl_amt": "0.00"}}
|
||||
@@ -1327,9 +1314,7 @@ class TestOverseasBalanceParsing:
|
||||
def mock_criticality_assessor(self) -> MagicMock:
|
||||
"""Create mock criticality assessor."""
|
||||
assessor = MagicMock()
|
||||
assessor.assess_market_conditions = MagicMock(
|
||||
return_value=MagicMock(value="NORMAL")
|
||||
)
|
||||
assessor.assess_market_conditions = MagicMock(return_value=MagicMock(value="NORMAL"))
|
||||
assessor.get_timeout = MagicMock(return_value=5.0)
|
||||
return assessor
|
||||
|
||||
@@ -1492,9 +1477,7 @@ class TestOverseasBalanceParsing:
|
||||
def mock_overseas_broker_with_buy_scenario(self) -> MagicMock:
|
||||
"""Create mock overseas broker that returns a valid price for BUY orders."""
|
||||
broker = MagicMock()
|
||||
broker.get_overseas_price = AsyncMock(
|
||||
return_value={"output": {"last": "182.50"}}
|
||||
)
|
||||
broker.get_overseas_price = AsyncMock(return_value={"output": {"last": "182.50"}})
|
||||
broker.get_overseas_balance = AsyncMock(
|
||||
return_value={
|
||||
"output2": [
|
||||
@@ -1615,9 +1598,7 @@ class TestOverseasBalanceParsing:
|
||||
overseas_broker.get_overseas_buying_power = AsyncMock(
|
||||
return_value={"output": {"ovrs_ord_psbl_amt": "50000.00"}}
|
||||
)
|
||||
overseas_broker.send_overseas_order = AsyncMock(
|
||||
return_value={"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
overseas_broker.send_overseas_order = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
|
||||
|
||||
sell_engine = MagicMock(spec=ScenarioEngine)
|
||||
sell_engine.evaluate = MagicMock(return_value=_make_sell_match("AAPL"))
|
||||
@@ -1709,8 +1690,10 @@ class TestOverseasBalanceParsing:
|
||||
)
|
||||
|
||||
overseas_broker.send_overseas_order.assert_called_once()
|
||||
sent_price = overseas_broker.send_overseas_order.call_args[1].get("price") or \
|
||||
overseas_broker.send_overseas_order.call_args[0][4]
|
||||
sent_price = (
|
||||
overseas_broker.send_overseas_order.call_args[1].get("price")
|
||||
or overseas_broker.send_overseas_order.call_args[0][4]
|
||||
)
|
||||
# 50.1234 * 1.002 = 50.2235... rounded to 2 decimals = 50.22
|
||||
assert sent_price == round(50.1234 * 1.002, 2), (
|
||||
f"Expected 2-decimal price {round(50.1234 * 1.002, 2)} but got {sent_price} (#252)"
|
||||
@@ -1753,6 +1736,12 @@ class TestOverseasBalanceParsing:
|
||||
engine = MagicMock(spec=ScenarioEngine)
|
||||
engine.evaluate = MagicMock(return_value=_make_buy_match())
|
||||
|
||||
with patch(
|
||||
"src.main._resolve_market_setting",
|
||||
side_effect=lambda **kwargs: (
|
||||
0.1 if kwargs.get("key") == "US_MIN_PRICE" else kwargs.get("default")
|
||||
),
|
||||
):
|
||||
await trading_cycle(
|
||||
broker=mock_domestic_broker,
|
||||
overseas_broker=overseas_broker,
|
||||
@@ -1770,8 +1759,10 @@ class TestOverseasBalanceParsing:
|
||||
)
|
||||
|
||||
overseas_broker.send_overseas_order.assert_called_once()
|
||||
sent_price = overseas_broker.send_overseas_order.call_args[1].get("price") or \
|
||||
overseas_broker.send_overseas_order.call_args[0][4]
|
||||
sent_price = (
|
||||
overseas_broker.send_overseas_order.call_args[1].get("price")
|
||||
or overseas_broker.send_overseas_order.call_args[0][4]
|
||||
)
|
||||
# 0.5678 * 1.002 = 0.56893... rounded to 4 decimals = 0.5689
|
||||
assert sent_price == round(0.5678 * 1.002, 4), (
|
||||
f"Expected 4-decimal price {round(0.5678 * 1.002, 4)} but got {sent_price} (#252)"
|
||||
@@ -1821,7 +1812,10 @@ class TestScenarioEngineIntegration:
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_scenario_engine_called_with_enriched_market_data(
|
||||
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
|
||||
self,
|
||||
mock_broker: MagicMock,
|
||||
mock_market: MagicMock,
|
||||
mock_telegram: MagicMock,
|
||||
) -> None:
|
||||
"""Test scenario engine receives market_data enriched with scanner metrics."""
|
||||
from src.analysis.smart_scanner import ScanCandidate
|
||||
@@ -1831,9 +1825,14 @@ class TestScenarioEngineIntegration:
|
||||
playbook = _make_playbook()
|
||||
|
||||
candidate = ScanCandidate(
|
||||
stock_code="005930", name="Samsung", price=50000,
|
||||
volume=1000000, volume_ratio=3.5, rsi=25.0,
|
||||
signal="oversold", score=85.0,
|
||||
stock_code="005930",
|
||||
name="Samsung",
|
||||
price=50000,
|
||||
volume=1000000,
|
||||
volume_ratio=3.5,
|
||||
rsi=25.0,
|
||||
signal="oversold",
|
||||
score=85.0,
|
||||
)
|
||||
|
||||
with (
|
||||
@@ -1877,7 +1876,10 @@ class TestScenarioEngineIntegration:
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_trading_cycle_sets_l7_context_keys(
|
||||
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
|
||||
self,
|
||||
mock_broker: MagicMock,
|
||||
mock_market: MagicMock,
|
||||
mock_telegram: MagicMock,
|
||||
) -> None:
|
||||
"""Test L7 context is written with market-scoped keys."""
|
||||
from src.analysis.smart_scanner import ScanCandidate
|
||||
@@ -1888,9 +1890,14 @@ class TestScenarioEngineIntegration:
|
||||
context_store = MagicMock(get_latest_timeframe=MagicMock(return_value=None))
|
||||
|
||||
candidate = ScanCandidate(
|
||||
stock_code="005930", name="Samsung", price=50000,
|
||||
volume=1000000, volume_ratio=3.5, rsi=25.0,
|
||||
signal="oversold", score=85.0,
|
||||
stock_code="005930",
|
||||
name="Samsung",
|
||||
price=50000,
|
||||
volume=1000000,
|
||||
volume_ratio=3.5,
|
||||
rsi=25.0,
|
||||
signal="oversold",
|
||||
score=85.0,
|
||||
)
|
||||
|
||||
with patch("src.main.log_trade"):
|
||||
@@ -1940,7 +1947,10 @@ class TestScenarioEngineIntegration:
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_scan_candidates_market_scoped(
|
||||
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
|
||||
self,
|
||||
mock_broker: MagicMock,
|
||||
mock_market: MagicMock,
|
||||
mock_telegram: MagicMock,
|
||||
) -> None:
|
||||
"""Test scan_candidates uses market-scoped lookup, ignoring other markets."""
|
||||
from src.analysis.smart_scanner import ScanCandidate
|
||||
@@ -1950,9 +1960,14 @@ class TestScenarioEngineIntegration:
|
||||
|
||||
# Candidate stored under US market — should NOT be found for KR market
|
||||
us_candidate = ScanCandidate(
|
||||
stock_code="005930", name="Overlap", price=100,
|
||||
volume=500000, volume_ratio=5.0, rsi=15.0,
|
||||
signal="oversold", score=90.0,
|
||||
stock_code="005930",
|
||||
name="Overlap",
|
||||
price=100,
|
||||
volume=500000,
|
||||
volume_ratio=5.0,
|
||||
rsi=15.0,
|
||||
signal="oversold",
|
||||
score=90.0,
|
||||
)
|
||||
|
||||
with patch("src.main.log_trade"):
|
||||
@@ -1982,7 +1997,10 @@ class TestScenarioEngineIntegration:
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_scenario_engine_called_without_scanner_data(
|
||||
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
|
||||
self,
|
||||
mock_broker: MagicMock,
|
||||
mock_market: MagicMock,
|
||||
mock_telegram: MagicMock,
|
||||
) -> None:
|
||||
"""Test scenario engine works when stock has no scan candidate."""
|
||||
engine = MagicMock(spec=ScenarioEngine)
|
||||
@@ -2020,7 +2038,9 @@ class TestScenarioEngineIntegration:
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_holding_overseas_stock_derives_volume_ratio_from_price_api(
|
||||
self, mock_broker: MagicMock, mock_telegram: MagicMock,
|
||||
self,
|
||||
mock_broker: MagicMock,
|
||||
mock_telegram: MagicMock,
|
||||
) -> None:
|
||||
"""Test overseas holding stocks derive volume_ratio from get_overseas_price high/low."""
|
||||
engine = MagicMock(spec=ScenarioEngine)
|
||||
@@ -2035,15 +2055,17 @@ class TestScenarioEngineIntegration:
|
||||
|
||||
os_broker = MagicMock()
|
||||
# price_change_pct=5.0, high=106, low=94 → intraday_range=12% → volume_ratio=max(1,6)=6
|
||||
os_broker.get_overseas_price = AsyncMock(return_value={
|
||||
os_broker.get_overseas_price = AsyncMock(
|
||||
return_value={
|
||||
"output": {"last": "100.0", "rate": "5.0", "high": "106.0", "low": "94.0"}
|
||||
})
|
||||
os_broker.get_overseas_balance = AsyncMock(return_value={
|
||||
"output2": [{"frcr_evlu_tota": "10000", "frcr_buy_amt_smtl": "9000"}]
|
||||
})
|
||||
os_broker.get_overseas_buying_power = AsyncMock(return_value={
|
||||
"output": {"ovrs_ord_psbl_amt": "500"}
|
||||
})
|
||||
}
|
||||
)
|
||||
os_broker.get_overseas_balance = AsyncMock(
|
||||
return_value={"output2": [{"frcr_evlu_tota": "10000", "frcr_buy_amt_smtl": "9000"}]}
|
||||
)
|
||||
os_broker.get_overseas_buying_power = AsyncMock(
|
||||
return_value={"output": {"ovrs_ord_psbl_amt": "500"}}
|
||||
)
|
||||
|
||||
with patch("src.main.log_trade"):
|
||||
await trading_cycle(
|
||||
@@ -2075,7 +2097,10 @@ class TestScenarioEngineIntegration:
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_scenario_matched_notification_sent(
|
||||
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
|
||||
self,
|
||||
mock_broker: MagicMock,
|
||||
mock_market: MagicMock,
|
||||
mock_telegram: MagicMock,
|
||||
) -> None:
|
||||
"""Test telegram notification sent when a scenario matches."""
|
||||
# Create a match with matched_scenario (not None)
|
||||
@@ -2125,7 +2150,10 @@ class TestScenarioEngineIntegration:
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_no_scenario_matched_notification_on_default_hold(
|
||||
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
|
||||
self,
|
||||
mock_broker: MagicMock,
|
||||
mock_market: MagicMock,
|
||||
mock_telegram: MagicMock,
|
||||
) -> None:
|
||||
"""Test no scenario notification when default HOLD is returned."""
|
||||
engine = MagicMock(spec=ScenarioEngine)
|
||||
@@ -2156,7 +2184,10 @@ class TestScenarioEngineIntegration:
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_decision_logger_receives_scenario_match_details(
|
||||
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
|
||||
self,
|
||||
mock_broker: MagicMock,
|
||||
mock_market: MagicMock,
|
||||
mock_telegram: MagicMock,
|
||||
) -> None:
|
||||
"""Test decision logger context includes scenario match details."""
|
||||
match = ScenarioMatch(
|
||||
@@ -2193,13 +2224,16 @@ class TestScenarioEngineIntegration:
|
||||
|
||||
decision_logger.log_decision.assert_called_once()
|
||||
call_kwargs = decision_logger.log_decision.call_args.kwargs
|
||||
assert call_kwargs["session_id"] == "KRX_REG"
|
||||
assert call_kwargs["session_id"] == get_session_info(mock_market).session_id
|
||||
assert "scenario_match" in call_kwargs["context_snapshot"]
|
||||
assert call_kwargs["context_snapshot"]["scenario_match"]["rsi"] == 45.0
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_reduce_all_does_not_execute_order(
|
||||
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
|
||||
self,
|
||||
mock_broker: MagicMock,
|
||||
mock_market: MagicMock,
|
||||
mock_telegram: MagicMock,
|
||||
) -> None:
|
||||
"""Test REDUCE_ALL action does not trigger order execution."""
|
||||
match = ScenarioMatch(
|
||||
@@ -2340,7 +2374,9 @@ async def test_stoploss_reentry_cooldown_blocks_buy_when_active() -> None:
|
||||
broker.get_balance = AsyncMock(
|
||||
return_value={
|
||||
"output1": [],
|
||||
"output2": [{"tot_evlu_amt": "100000", "dnca_tot_amt": "50000", "pchs_amt_smtl_amt": "50000"}],
|
||||
"output2": [
|
||||
{"tot_evlu_amt": "100000", "dnca_tot_amt": "50000", "pchs_amt_smtl_amt": "50000"}
|
||||
],
|
||||
}
|
||||
)
|
||||
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
|
||||
@@ -2359,7 +2395,9 @@ async def test_stoploss_reentry_cooldown_blocks_buy_when_active() -> None:
|
||||
risk=MagicMock(validate_order=MagicMock(), check_circuit_breaker=MagicMock()),
|
||||
db_conn=db_conn,
|
||||
decision_logger=DecisionLogger(db_conn),
|
||||
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None), set_context=MagicMock()),
|
||||
context_store=MagicMock(
|
||||
get_latest_timeframe=MagicMock(return_value=None), set_context=MagicMock()
|
||||
),
|
||||
criticality_assessor=MagicMock(
|
||||
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
||||
get_timeout=MagicMock(return_value=5.0),
|
||||
@@ -2389,7 +2427,9 @@ async def test_stoploss_reentry_cooldown_allows_buy_after_expiry() -> None:
|
||||
broker.get_balance = AsyncMock(
|
||||
return_value={
|
||||
"output1": [],
|
||||
"output2": [{"tot_evlu_amt": "100000", "dnca_tot_amt": "50000", "pchs_amt_smtl_amt": "50000"}],
|
||||
"output2": [
|
||||
{"tot_evlu_amt": "100000", "dnca_tot_amt": "50000", "pchs_amt_smtl_amt": "50000"}
|
||||
],
|
||||
}
|
||||
)
|
||||
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
|
||||
@@ -2408,7 +2448,9 @@ async def test_stoploss_reentry_cooldown_allows_buy_after_expiry() -> None:
|
||||
risk=MagicMock(validate_order=MagicMock(), check_circuit_breaker=MagicMock()),
|
||||
db_conn=db_conn,
|
||||
decision_logger=DecisionLogger(db_conn),
|
||||
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None), set_context=MagicMock()),
|
||||
context_store=MagicMock(
|
||||
get_latest_timeframe=MagicMock(return_value=None), set_context=MagicMock()
|
||||
),
|
||||
criticality_assessor=MagicMock(
|
||||
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
||||
get_timeout=MagicMock(return_value=5.0),
|
||||
@@ -3419,6 +3461,7 @@ def test_start_dashboard_server_returns_none_when_uvicorn_missing() -> None:
|
||||
DASHBOARD_ENABLED=True,
|
||||
)
|
||||
import builtins
|
||||
|
||||
real_import = builtins.__import__
|
||||
|
||||
def mock_import(name: str, *args: object, **kwargs: object) -> object:
|
||||
@@ -3446,8 +3489,13 @@ class TestBuyCooldown:
|
||||
broker.get_current_price = AsyncMock(return_value=(100.0, 1.0, 0.0))
|
||||
broker.get_balance = AsyncMock(
|
||||
return_value={
|
||||
"output2": [{"tot_evlu_amt": "1000000", "dnca_tot_amt": "500000",
|
||||
"pchs_amt_smtl_amt": "500000"}]
|
||||
"output2": [
|
||||
{
|
||||
"tot_evlu_amt": "1000000",
|
||||
"dnca_tot_amt": "500000",
|
||||
"pchs_amt_smtl_amt": "500000",
|
||||
}
|
||||
]
|
||||
}
|
||||
)
|
||||
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
|
||||
@@ -3475,13 +3523,22 @@ class TestBuyCooldown:
|
||||
def mock_overseas_broker(self) -> MagicMock:
|
||||
broker = MagicMock()
|
||||
broker.get_overseas_price = AsyncMock(
|
||||
return_value={"output": {"last": "1.0", "rate": "0.0",
|
||||
"high": "1.05", "low": "0.95", "tvol": "1000000"}}
|
||||
return_value={
|
||||
"output": {
|
||||
"last": "1.0",
|
||||
"rate": "0.0",
|
||||
"high": "1.05",
|
||||
"low": "0.95",
|
||||
"tvol": "1000000",
|
||||
}
|
||||
}
|
||||
)
|
||||
broker.get_overseas_balance = AsyncMock(return_value={
|
||||
broker.get_overseas_balance = AsyncMock(
|
||||
return_value={
|
||||
"output1": [],
|
||||
"output2": [{"frcr_evlu_tota": "50000", "frcr_buy_amt_smtl": "0"}],
|
||||
})
|
||||
}
|
||||
)
|
||||
broker.get_overseas_buying_power = AsyncMock(
|
||||
return_value={"output": {"ovrs_ord_psbl_amt": "50000"}}
|
||||
)
|
||||
@@ -3501,7 +3558,9 @@ class TestBuyCooldown:
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_cooldown_set_on_insufficient_balance(
|
||||
self, mock_broker: MagicMock, mock_overseas_broker: MagicMock,
|
||||
self,
|
||||
mock_broker: MagicMock,
|
||||
mock_overseas_broker: MagicMock,
|
||||
mock_overseas_market: MagicMock,
|
||||
) -> None:
|
||||
"""BUY cooldown entry is created after 주문가능금액 rejection."""
|
||||
@@ -3509,7 +3568,12 @@ class TestBuyCooldown:
|
||||
engine.evaluate = MagicMock(return_value=self._make_buy_match_overseas("MLECW"))
|
||||
buy_cooldown: dict[str, float] = {}
|
||||
|
||||
with patch("src.main.log_trade"):
|
||||
with patch("src.main.log_trade"), patch(
|
||||
"src.main._resolve_market_setting",
|
||||
side_effect=lambda **kwargs: (
|
||||
0.1 if kwargs.get("key") == "US_MIN_PRICE" else kwargs.get("default")
|
||||
),
|
||||
):
|
||||
await trading_cycle(
|
||||
broker=mock_broker,
|
||||
overseas_broker=mock_overseas_broker,
|
||||
@@ -3540,7 +3604,9 @@ class TestBuyCooldown:
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_cooldown_skips_buy(
|
||||
self, mock_broker: MagicMock, mock_overseas_broker: MagicMock,
|
||||
self,
|
||||
mock_broker: MagicMock,
|
||||
mock_overseas_broker: MagicMock,
|
||||
mock_overseas_market: MagicMock,
|
||||
) -> None:
|
||||
"""BUY is skipped when cooldown is active for the stock."""
|
||||
@@ -3548,10 +3614,9 @@ class TestBuyCooldown:
|
||||
engine.evaluate = MagicMock(return_value=self._make_buy_match_overseas("MLECW"))
|
||||
|
||||
import asyncio
|
||||
|
||||
# Set an active cooldown (expires far in the future)
|
||||
buy_cooldown: dict[str, float] = {
|
||||
"US_NASDAQ:MLECW": asyncio.get_event_loop().time() + 600
|
||||
}
|
||||
buy_cooldown: dict[str, float] = {"US_NASDAQ:MLECW": asyncio.get_event_loop().time() + 600}
|
||||
|
||||
with patch("src.main.log_trade"):
|
||||
await trading_cycle(
|
||||
@@ -3584,7 +3649,9 @@ class TestBuyCooldown:
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_cooldown_not_set_on_other_errors(
|
||||
self, mock_broker: MagicMock, mock_overseas_market: MagicMock,
|
||||
self,
|
||||
mock_broker: MagicMock,
|
||||
mock_overseas_market: MagicMock,
|
||||
) -> None:
|
||||
"""Cooldown is NOT set for non-balance-related rejections."""
|
||||
engine = MagicMock(spec=ScenarioEngine)
|
||||
@@ -3592,13 +3659,22 @@ class TestBuyCooldown:
|
||||
# Different rejection reason
|
||||
overseas_broker = MagicMock()
|
||||
overseas_broker.get_overseas_price = AsyncMock(
|
||||
return_value={"output": {"last": "1.0", "rate": "0.0",
|
||||
"high": "1.05", "low": "0.95", "tvol": "1000000"}}
|
||||
return_value={
|
||||
"output": {
|
||||
"last": "1.0",
|
||||
"rate": "0.0",
|
||||
"high": "1.05",
|
||||
"low": "0.95",
|
||||
"tvol": "1000000",
|
||||
}
|
||||
}
|
||||
)
|
||||
overseas_broker.get_overseas_balance = AsyncMock(return_value={
|
||||
overseas_broker.get_overseas_balance = AsyncMock(
|
||||
return_value={
|
||||
"output1": [],
|
||||
"output2": [{"frcr_evlu_tota": "50000", "frcr_buy_amt_smtl": "0"}],
|
||||
})
|
||||
}
|
||||
)
|
||||
overseas_broker.get_overseas_buying_power = AsyncMock(
|
||||
return_value={"output": {"ovrs_ord_psbl_amt": "50000"}}
|
||||
)
|
||||
@@ -3638,14 +3714,21 @@ class TestBuyCooldown:
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_no_cooldown_param_still_works(
|
||||
self, mock_broker: MagicMock, mock_overseas_broker: MagicMock,
|
||||
self,
|
||||
mock_broker: MagicMock,
|
||||
mock_overseas_broker: MagicMock,
|
||||
mock_overseas_market: MagicMock,
|
||||
) -> None:
|
||||
"""trading_cycle works normally when buy_cooldown is None (default)."""
|
||||
engine = MagicMock(spec=ScenarioEngine)
|
||||
engine.evaluate = MagicMock(return_value=self._make_buy_match_overseas("MLECW"))
|
||||
|
||||
with patch("src.main.log_trade"):
|
||||
with patch("src.main.log_trade"), patch(
|
||||
"src.main._resolve_market_setting",
|
||||
side_effect=lambda **kwargs: (
|
||||
0.1 if kwargs.get("key") == "US_MIN_PRICE" else kwargs.get("default")
|
||||
),
|
||||
):
|
||||
await trading_cycle(
|
||||
broker=mock_broker,
|
||||
overseas_broker=mock_overseas_broker,
|
||||
@@ -3722,6 +3805,7 @@ class TestMarketOutlookConfidenceThreshold:
|
||||
self, confidence: int, stock_code: str = "005930"
|
||||
) -> ScenarioMatch:
|
||||
from src.strategy.models import StockScenario
|
||||
|
||||
scenario = StockScenario(
|
||||
condition=StockCondition(rsi_below=30),
|
||||
action=ScenarioAction.BUY,
|
||||
@@ -3736,10 +3820,9 @@ class TestMarketOutlookConfidenceThreshold:
|
||||
rationale="Test buy",
|
||||
)
|
||||
|
||||
def _make_playbook_with_outlook(
|
||||
self, outlook_str: str, market: str = "KR"
|
||||
) -> DayPlaybook:
|
||||
def _make_playbook_with_outlook(self, outlook_str: str, market: str = "KR") -> DayPlaybook:
|
||||
from src.strategy.models import MarketOutlook
|
||||
|
||||
outlook_map = {
|
||||
"bearish": MarketOutlook.BEARISH,
|
||||
"bullish": MarketOutlook.BULLISH,
|
||||
@@ -3991,7 +4074,15 @@ async def test_buy_suppressed_when_open_position_exists() -> None:
|
||||
|
||||
overseas_broker = MagicMock()
|
||||
overseas_broker.get_overseas_price = AsyncMock(
|
||||
return_value={"output": {"last": "51.0", "rate": "2.0", "high": "52.0", "low": "50.0", "tvol": "1000000"}}
|
||||
return_value={
|
||||
"output": {
|
||||
"last": "51.0",
|
||||
"rate": "2.0",
|
||||
"high": "52.0",
|
||||
"low": "50.0",
|
||||
"tvol": "1000000",
|
||||
}
|
||||
}
|
||||
)
|
||||
overseas_broker.get_overseas_balance = AsyncMock(
|
||||
return_value={
|
||||
@@ -4058,7 +4149,15 @@ async def test_buy_proceeds_when_no_open_position() -> None:
|
||||
|
||||
overseas_broker = MagicMock()
|
||||
overseas_broker.get_overseas_price = AsyncMock(
|
||||
return_value={"output": {"last": "100.0", "rate": "1.0", "high": "101.0", "low": "99.0", "tvol": "500000"}}
|
||||
return_value={
|
||||
"output": {
|
||||
"last": "100.0",
|
||||
"rate": "1.0",
|
||||
"high": "101.0",
|
||||
"low": "99.0",
|
||||
"tvol": "500000",
|
||||
}
|
||||
}
|
||||
)
|
||||
overseas_broker.get_overseas_balance = AsyncMock(
|
||||
return_value={
|
||||
@@ -4160,9 +4259,7 @@ class TestOverseasBrokerIntegration:
|
||||
)
|
||||
|
||||
overseas_broker = MagicMock()
|
||||
overseas_broker.get_overseas_price = AsyncMock(
|
||||
return_value={"output": {"last": "182.50"}}
|
||||
)
|
||||
overseas_broker.get_overseas_price = AsyncMock(return_value={"output": {"last": "182.50"}})
|
||||
# 브로커: 여전히 AAPL 10주 보유 중 (SELL 미체결)
|
||||
overseas_broker.get_overseas_balance = AsyncMock(
|
||||
return_value={
|
||||
@@ -4236,9 +4333,7 @@ class TestOverseasBrokerIntegration:
|
||||
# DB: 레코드 없음 (신규 포지션)
|
||||
|
||||
overseas_broker = MagicMock()
|
||||
overseas_broker.get_overseas_price = AsyncMock(
|
||||
return_value={"output": {"last": "182.50"}}
|
||||
)
|
||||
overseas_broker.get_overseas_price = AsyncMock(return_value={"output": {"last": "182.50"}})
|
||||
# 브로커: AAPL 미보유
|
||||
overseas_broker.get_overseas_balance = AsyncMock(
|
||||
return_value={
|
||||
@@ -4306,9 +4401,7 @@ class TestOverseasBrokerIntegration:
|
||||
db_conn = init_db(":memory:")
|
||||
|
||||
overseas_broker = MagicMock()
|
||||
overseas_broker.get_overseas_price = AsyncMock(
|
||||
return_value={"output": {"last": "182.50"}}
|
||||
)
|
||||
overseas_broker.get_overseas_price = AsyncMock(return_value={"output": {"last": "182.50"}})
|
||||
overseas_broker.get_overseas_balance = AsyncMock(
|
||||
return_value={
|
||||
"output1": [],
|
||||
@@ -4387,6 +4480,7 @@ class TestRetryConnection:
|
||||
@pytest.mark.asyncio
|
||||
async def test_success_on_first_attempt(self) -> None:
|
||||
"""Returns the result immediately when the first call succeeds."""
|
||||
|
||||
async def ok() -> str:
|
||||
return "data"
|
||||
|
||||
@@ -4596,9 +4690,7 @@ class TestDailyCBBaseline:
|
||||
return_value=self._make_domestic_balance(tot_evlu_amt=55000.0)
|
||||
)
|
||||
# Price data for the stock
|
||||
broker.get_current_price = AsyncMock(
|
||||
return_value=(100.0, 1.5, 100.0)
|
||||
)
|
||||
broker.get_current_price = AsyncMock(return_value=(100.0, 1.5, 100.0))
|
||||
|
||||
market = MagicMock()
|
||||
market.name = "KR"
|
||||
@@ -4643,8 +4735,10 @@ class TestDailyCBBaseline:
|
||||
async def _passthrough(fn, *a, label: str = "", **kw): # type: ignore[override]
|
||||
return await fn(*a, **kw)
|
||||
|
||||
with patch("src.main.get_open_markets", return_value=[market]), \
|
||||
patch("src.main._retry_connection", new=_passthrough):
|
||||
with (
|
||||
patch("src.main.get_open_markets", return_value=[market]),
|
||||
patch("src.main._retry_connection", new=_passthrough),
|
||||
):
|
||||
result = await run_daily_session(
|
||||
broker=broker,
|
||||
overseas_broker=MagicMock(),
|
||||
@@ -4720,8 +4814,10 @@ class TestDailyCBBaseline:
|
||||
async def _passthrough(fn, *a, label: str = "", **kw): # type: ignore[override]
|
||||
return await fn(*a, **kw)
|
||||
|
||||
with patch("src.main.get_open_markets", return_value=[market]), \
|
||||
patch("src.main._retry_connection", new=_passthrough):
|
||||
with (
|
||||
patch("src.main.get_open_markets", return_value=[market]),
|
||||
patch("src.main._retry_connection", new=_passthrough),
|
||||
):
|
||||
result = await run_daily_session(
|
||||
broker=broker,
|
||||
overseas_broker=MagicMock(),
|
||||
@@ -4844,8 +4940,10 @@ async def test_run_daily_session_applies_staged_exit_override_on_hold() -> None:
|
||||
async def _passthrough(fn, *a, label: str = "", **kw): # type: ignore[override]
|
||||
return await fn(*a, **kw)
|
||||
|
||||
with patch("src.main.get_open_markets", return_value=[market]), \
|
||||
patch("src.main._retry_connection", new=_passthrough):
|
||||
with (
|
||||
patch("src.main.get_open_markets", return_value=[market]),
|
||||
patch("src.main._retry_connection", new=_passthrough),
|
||||
):
|
||||
await run_daily_session(
|
||||
broker=broker,
|
||||
overseas_broker=MagicMock(),
|
||||
@@ -5032,17 +5130,14 @@ class TestSyncPositionsFromBroker:
|
||||
db_conn = init_db(":memory:")
|
||||
|
||||
broker = MagicMock()
|
||||
broker.get_balance = AsyncMock(
|
||||
return_value=self._domestic_balance("005930", qty=7)
|
||||
)
|
||||
broker.get_balance = AsyncMock(return_value=self._domestic_balance("005930", qty=7))
|
||||
overseas_broker = MagicMock()
|
||||
|
||||
synced = await sync_positions_from_broker(
|
||||
broker, overseas_broker, db_conn, settings
|
||||
)
|
||||
synced = await sync_positions_from_broker(broker, overseas_broker, db_conn, settings)
|
||||
|
||||
assert synced == 1
|
||||
from src.db import get_open_position
|
||||
|
||||
pos = get_open_position(db_conn, "005930", "KR")
|
||||
assert pos is not None
|
||||
assert pos["quantity"] == 7
|
||||
@@ -5066,14 +5161,10 @@ class TestSyncPositionsFromBroker:
|
||||
)
|
||||
|
||||
broker = MagicMock()
|
||||
broker.get_balance = AsyncMock(
|
||||
return_value=self._domestic_balance("005930", qty=5)
|
||||
)
|
||||
broker.get_balance = AsyncMock(return_value=self._domestic_balance("005930", qty=5))
|
||||
overseas_broker = MagicMock()
|
||||
|
||||
synced = await sync_positions_from_broker(
|
||||
broker, overseas_broker, db_conn, settings
|
||||
)
|
||||
synced = await sync_positions_from_broker(broker, overseas_broker, db_conn, settings)
|
||||
|
||||
assert synced == 0
|
||||
|
||||
@@ -5089,12 +5180,11 @@ class TestSyncPositionsFromBroker:
|
||||
return_value=self._overseas_balance("AAPL", qty=10)
|
||||
)
|
||||
|
||||
synced = await sync_positions_from_broker(
|
||||
broker, overseas_broker, db_conn, settings
|
||||
)
|
||||
synced = await sync_positions_from_broker(broker, overseas_broker, db_conn, settings)
|
||||
|
||||
assert synced == 1
|
||||
from src.db import get_open_position
|
||||
|
||||
pos = get_open_position(db_conn, "AAPL", "US_NASDAQ")
|
||||
assert pos is not None
|
||||
assert pos["quantity"] == 10
|
||||
@@ -5106,14 +5196,10 @@ class TestSyncPositionsFromBroker:
|
||||
db_conn = init_db(":memory:")
|
||||
|
||||
broker = MagicMock()
|
||||
broker.get_balance = AsyncMock(
|
||||
return_value={"output1": [], "output2": [{}]}
|
||||
)
|
||||
broker.get_balance = AsyncMock(return_value={"output1": [], "output2": [{}]})
|
||||
overseas_broker = MagicMock()
|
||||
|
||||
synced = await sync_positions_from_broker(
|
||||
broker, overseas_broker, db_conn, settings
|
||||
)
|
||||
synced = await sync_positions_from_broker(broker, overseas_broker, db_conn, settings)
|
||||
|
||||
assert synced == 0
|
||||
|
||||
@@ -5124,14 +5210,10 @@ class TestSyncPositionsFromBroker:
|
||||
db_conn = init_db(":memory:")
|
||||
|
||||
broker = MagicMock()
|
||||
broker.get_balance = AsyncMock(
|
||||
side_effect=ConnectionError("KIS unreachable")
|
||||
)
|
||||
broker.get_balance = AsyncMock(side_effect=ConnectionError("KIS unreachable"))
|
||||
overseas_broker = MagicMock()
|
||||
|
||||
synced = await sync_positions_from_broker(
|
||||
broker, overseas_broker, db_conn, settings
|
||||
)
|
||||
synced = await sync_positions_from_broker(broker, overseas_broker, db_conn, settings)
|
||||
|
||||
assert synced == 0 # Failure treated as no-op
|
||||
|
||||
@@ -5151,9 +5233,7 @@ class TestSyncPositionsFromBroker:
|
||||
return_value={"output1": [], "output2": [{}]}
|
||||
)
|
||||
|
||||
await sync_positions_from_broker(
|
||||
broker, overseas_broker, db_conn, settings
|
||||
)
|
||||
await sync_positions_from_broker(broker, overseas_broker, db_conn, settings)
|
||||
|
||||
# Two distinct exchange codes (NASD, NYSE) → 2 calls
|
||||
assert overseas_broker.get_overseas_balance.call_count == 2
|
||||
@@ -5166,7 +5246,9 @@ class TestSyncPositionsFromBroker:
|
||||
|
||||
balance = {
|
||||
"output1": [{"pdno": "005930", "ord_psbl_qty": "5", "pchs_avg_pric": "68000.0"}],
|
||||
"output2": [{"tot_evlu_amt": "1000000", "dnca_tot_amt": "500000", "pchs_amt_smtl_amt": "500000"}],
|
||||
"output2": [
|
||||
{"tot_evlu_amt": "1000000", "dnca_tot_amt": "500000", "pchs_amt_smtl_amt": "500000"}
|
||||
],
|
||||
}
|
||||
broker = MagicMock()
|
||||
broker.get_balance = AsyncMock(return_value=balance)
|
||||
@@ -5175,6 +5257,7 @@ class TestSyncPositionsFromBroker:
|
||||
await sync_positions_from_broker(broker, overseas_broker, db_conn, settings)
|
||||
|
||||
from src.db import get_open_position
|
||||
|
||||
pos = get_open_position(db_conn, "005930", "KR")
|
||||
assert pos is not None
|
||||
assert pos["price"] == 68000.0
|
||||
@@ -5196,6 +5279,7 @@ class TestSyncPositionsFromBroker:
|
||||
await sync_positions_from_broker(broker, overseas_broker, db_conn, settings)
|
||||
|
||||
from src.db import get_open_position
|
||||
|
||||
pos = get_open_position(db_conn, "AAPL", "US_NASDAQ")
|
||||
assert pos is not None
|
||||
assert pos["price"] == 170.0
|
||||
@@ -5209,7 +5293,9 @@ class TestSyncPositionsFromBroker:
|
||||
# No pchs_avg_pric in output1
|
||||
balance = {
|
||||
"output1": [{"pdno": "005930", "ord_psbl_qty": "5"}],
|
||||
"output2": [{"tot_evlu_amt": "1000000", "dnca_tot_amt": "500000", "pchs_amt_smtl_amt": "500000"}],
|
||||
"output2": [
|
||||
{"tot_evlu_amt": "1000000", "dnca_tot_amt": "500000", "pchs_amt_smtl_amt": "500000"}
|
||||
],
|
||||
}
|
||||
broker = MagicMock()
|
||||
broker.get_balance = AsyncMock(return_value=balance)
|
||||
@@ -5218,6 +5304,7 @@ class TestSyncPositionsFromBroker:
|
||||
await sync_positions_from_broker(broker, overseas_broker, db_conn, settings)
|
||||
|
||||
from src.db import get_open_position
|
||||
|
||||
pos = get_open_position(db_conn, "005930", "KR")
|
||||
assert pos is not None
|
||||
assert pos["price"] == 0.0
|
||||
@@ -5345,12 +5432,8 @@ class TestHandleOverseasPendingOrders:
|
||||
"ovrs_excg_cd": "NASD",
|
||||
}
|
||||
overseas_broker = MagicMock()
|
||||
overseas_broker.get_overseas_pending_orders = AsyncMock(
|
||||
return_value=[pending_order]
|
||||
)
|
||||
overseas_broker.cancel_overseas_order = AsyncMock(
|
||||
return_value={"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
overseas_broker.get_overseas_pending_orders = AsyncMock(return_value=[pending_order])
|
||||
overseas_broker.cancel_overseas_order = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
|
||||
|
||||
sell_resubmit_counts: dict[str, int] = {}
|
||||
buy_cooldown: dict[str, float] = {}
|
||||
@@ -5385,18 +5468,10 @@ class TestHandleOverseasPendingOrders:
|
||||
"ovrs_excg_cd": "NASD",
|
||||
}
|
||||
overseas_broker = MagicMock()
|
||||
overseas_broker.get_overseas_pending_orders = AsyncMock(
|
||||
return_value=[pending_order]
|
||||
)
|
||||
overseas_broker.cancel_overseas_order = AsyncMock(
|
||||
return_value={"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
overseas_broker.get_overseas_price = AsyncMock(
|
||||
return_value={"output": {"last": "200.0"}}
|
||||
)
|
||||
overseas_broker.send_overseas_order = AsyncMock(
|
||||
return_value={"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
overseas_broker.get_overseas_pending_orders = AsyncMock(return_value=[pending_order])
|
||||
overseas_broker.cancel_overseas_order = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
|
||||
overseas_broker.get_overseas_price = AsyncMock(return_value={"output": {"last": "200.0"}})
|
||||
overseas_broker.send_overseas_order = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
|
||||
|
||||
sell_resubmit_counts: dict[str, int] = {}
|
||||
|
||||
@@ -5427,9 +5502,7 @@ class TestHandleOverseasPendingOrders:
|
||||
"ovrs_excg_cd": "NASD",
|
||||
}
|
||||
overseas_broker = MagicMock()
|
||||
overseas_broker.get_overseas_pending_orders = AsyncMock(
|
||||
return_value=[pending_order]
|
||||
)
|
||||
overseas_broker.get_overseas_pending_orders = AsyncMock(return_value=[pending_order])
|
||||
overseas_broker.cancel_overseas_order = AsyncMock(
|
||||
return_value={"rt_cd": "1", "msg1": "Error"} # failure
|
||||
)
|
||||
@@ -5458,12 +5531,8 @@ class TestHandleOverseasPendingOrders:
|
||||
"ovrs_excg_cd": "NASD",
|
||||
}
|
||||
overseas_broker = MagicMock()
|
||||
overseas_broker.get_overseas_pending_orders = AsyncMock(
|
||||
return_value=[pending_order]
|
||||
)
|
||||
overseas_broker.cancel_overseas_order = AsyncMock(
|
||||
return_value={"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
overseas_broker.get_overseas_pending_orders = AsyncMock(return_value=[pending_order])
|
||||
overseas_broker.cancel_overseas_order = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
|
||||
overseas_broker.send_overseas_order = AsyncMock()
|
||||
|
||||
# Already resubmitted once
|
||||
@@ -5536,9 +5605,7 @@ class TestHandleDomesticPendingOrders:
|
||||
}
|
||||
broker = MagicMock()
|
||||
broker.get_domestic_pending_orders = AsyncMock(return_value=[pending_order])
|
||||
broker.cancel_domestic_order = AsyncMock(
|
||||
return_value={"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
broker.cancel_domestic_order = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
|
||||
|
||||
sell_resubmit_counts: dict[str, int] = {}
|
||||
buy_cooldown: dict[str, float] = {}
|
||||
@@ -5577,17 +5644,13 @@ class TestHandleDomesticPendingOrders:
|
||||
}
|
||||
broker = MagicMock()
|
||||
broker.get_domestic_pending_orders = AsyncMock(return_value=[pending_order])
|
||||
broker.cancel_domestic_order = AsyncMock(
|
||||
return_value={"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
broker.cancel_domestic_order = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
|
||||
broker.get_current_price = AsyncMock(return_value=(50000.0, 0.0, 0.0))
|
||||
broker.send_order = AsyncMock(return_value={"rt_cd": "0"})
|
||||
|
||||
sell_resubmit_counts: dict[str, int] = {}
|
||||
|
||||
await handle_domestic_pending_orders(
|
||||
broker, telegram, settings, sell_resubmit_counts
|
||||
)
|
||||
await handle_domestic_pending_orders(broker, telegram, settings, sell_resubmit_counts)
|
||||
|
||||
broker.cancel_domestic_order.assert_called_once()
|
||||
broker.send_order.assert_called_once()
|
||||
@@ -5621,9 +5684,7 @@ class TestHandleDomesticPendingOrders:
|
||||
|
||||
sell_resubmit_counts: dict[str, int] = {}
|
||||
|
||||
await handle_domestic_pending_orders(
|
||||
broker, telegram, settings, sell_resubmit_counts
|
||||
)
|
||||
await handle_domestic_pending_orders(broker, telegram, settings, sell_resubmit_counts)
|
||||
|
||||
broker.send_order.assert_not_called()
|
||||
telegram.notify_unfilled_order.assert_not_called()
|
||||
@@ -5643,17 +5704,13 @@ class TestHandleDomesticPendingOrders:
|
||||
}
|
||||
broker = MagicMock()
|
||||
broker.get_domestic_pending_orders = AsyncMock(return_value=[pending_order])
|
||||
broker.cancel_domestic_order = AsyncMock(
|
||||
return_value={"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
broker.cancel_domestic_order = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
|
||||
broker.send_order = AsyncMock()
|
||||
|
||||
# Already resubmitted once
|
||||
sell_resubmit_counts: dict[str, int] = {"KR:005930": 1}
|
||||
|
||||
await handle_domestic_pending_orders(
|
||||
broker, telegram, settings, sell_resubmit_counts
|
||||
)
|
||||
await handle_domestic_pending_orders(broker, telegram, settings, sell_resubmit_counts)
|
||||
|
||||
broker.cancel_domestic_order.assert_called_once()
|
||||
broker.send_order.assert_not_called()
|
||||
@@ -5867,9 +5924,7 @@ class TestOverseasGhostPositionClose:
|
||||
current_price = 1.5
|
||||
# ord_psbl_qty=5 means the code passes the qty check and a SELL is sent
|
||||
balance_data = {
|
||||
"output1": [
|
||||
{"ovrs_pdno": stock_code, "ord_psbl_qty": "5", "ovrs_cblc_qty": "5"}
|
||||
],
|
||||
"output1": [{"ovrs_pdno": stock_code, "ord_psbl_qty": "5", "ovrs_cblc_qty": "5"}],
|
||||
"output2": [{"tot_evlu_amt": "10000"}],
|
||||
}
|
||||
sell_result = {"rt_cd": "1", "msg1": "모의투자 잔고내역이 없습니다"}
|
||||
@@ -5905,9 +5960,11 @@ class TestOverseasGhostPositionClose:
|
||||
settings.POSITION_SIZING_ENABLED = False
|
||||
settings.PAPER_OVERSEAS_CASH = 0
|
||||
|
||||
with patch("src.main.log_trade") as mock_log_trade, patch(
|
||||
"src.main.get_open_position", return_value=None
|
||||
), patch("src.main.get_latest_buy_trade", return_value=None):
|
||||
with (
|
||||
patch("src.main.log_trade") as mock_log_trade,
|
||||
patch("src.main.get_open_position", return_value=None),
|
||||
patch("src.main.get_latest_buy_trade", return_value=None),
|
||||
):
|
||||
await trading_cycle(
|
||||
broker=domestic_broker,
|
||||
overseas_broker=overseas_broker,
|
||||
@@ -5976,8 +6033,9 @@ class TestOverseasGhostPositionClose:
|
||||
|
||||
db_conn = MagicMock()
|
||||
|
||||
with patch("src.main.log_trade") as mock_log_trade, patch(
|
||||
"src.main.get_open_position", return_value=None
|
||||
with (
|
||||
patch("src.main.log_trade") as mock_log_trade,
|
||||
patch("src.main.get_open_position", return_value=None),
|
||||
):
|
||||
await trading_cycle(
|
||||
broker=domestic_broker,
|
||||
@@ -6168,7 +6226,10 @@ async def test_us_min_price_filter_boundary(price: float, should_block: bool) ->
|
||||
return_value={"output": {"last": str(price), "rate": "0.0"}}
|
||||
)
|
||||
overseas_broker.get_overseas_balance = AsyncMock(
|
||||
return_value={"output1": [], "output2": [{"frcr_evlu_tota": "10000", "frcr_buy_amt_smtl": "0"}]}
|
||||
return_value={
|
||||
"output1": [],
|
||||
"output2": [{"frcr_evlu_tota": "10000", "frcr_buy_amt_smtl": "0"}],
|
||||
}
|
||||
)
|
||||
overseas_broker.get_overseas_buying_power = AsyncMock(
|
||||
return_value={"output": {"ovrs_ord_psbl_amt": "10000"}}
|
||||
|
||||
@@ -173,9 +173,7 @@ class TestGetNextMarketOpen:
|
||||
"""Should find next Monday opening when called on weekend."""
|
||||
# Saturday 2026-02-07 12:00 UTC
|
||||
test_time = datetime(2026, 2, 7, 12, 0, tzinfo=ZoneInfo("UTC"))
|
||||
market, open_time = get_next_market_open(
|
||||
enabled_markets=["KR"], now=test_time
|
||||
)
|
||||
market, open_time = get_next_market_open(enabled_markets=["KR"], now=test_time)
|
||||
assert market.code == "KR"
|
||||
# Monday 2026-02-09 09:00 KST
|
||||
expected = datetime(2026, 2, 9, 9, 0, tzinfo=ZoneInfo("Asia/Seoul"))
|
||||
@@ -185,9 +183,7 @@ class TestGetNextMarketOpen:
|
||||
"""Should find next day opening when called after market close."""
|
||||
# Monday 2026-02-02 16:00 KST (after close)
|
||||
test_time = datetime(2026, 2, 2, 16, 0, tzinfo=ZoneInfo("Asia/Seoul"))
|
||||
market, open_time = get_next_market_open(
|
||||
enabled_markets=["KR"], now=test_time
|
||||
)
|
||||
market, open_time = get_next_market_open(enabled_markets=["KR"], now=test_time)
|
||||
assert market.code == "KR"
|
||||
# Tuesday 2026-02-03 09:00 KST
|
||||
expected = datetime(2026, 2, 3, 9, 0, tzinfo=ZoneInfo("Asia/Seoul"))
|
||||
@@ -197,9 +193,7 @@ class TestGetNextMarketOpen:
|
||||
"""Should find earliest opening market among multiple."""
|
||||
# Saturday 2026-02-07 12:00 UTC
|
||||
test_time = datetime(2026, 2, 7, 12, 0, tzinfo=ZoneInfo("UTC"))
|
||||
market, open_time = get_next_market_open(
|
||||
enabled_markets=["KR", "US_NASDAQ"], now=test_time
|
||||
)
|
||||
market, open_time = get_next_market_open(enabled_markets=["KR", "US_NASDAQ"], now=test_time)
|
||||
# Monday 2026-02-09: KR opens at 09:00 KST = 00:00 UTC
|
||||
# Monday 2026-02-09: US opens at 09:30 EST = 14:30 UTC
|
||||
# KR opens first
|
||||
@@ -214,9 +208,7 @@ class TestGetNextMarketOpen:
|
||||
def test_get_next_market_open_invalid_market(self) -> None:
|
||||
"""Should skip invalid market codes."""
|
||||
test_time = datetime(2026, 2, 7, 12, 0, tzinfo=ZoneInfo("UTC"))
|
||||
market, _ = get_next_market_open(
|
||||
enabled_markets=["INVALID", "KR"], now=test_time
|
||||
)
|
||||
market, _ = get_next_market_open(enabled_markets=["INVALID", "KR"], now=test_time)
|
||||
assert market.code == "KR"
|
||||
|
||||
def test_get_next_market_open_prefers_extended_session(self) -> None:
|
||||
|
||||
@@ -8,7 +8,7 @@ import aiohttp
|
||||
import pytest
|
||||
|
||||
from src.broker.kis_api import KISBroker
|
||||
from src.broker.overseas import OverseasBroker, _PRICE_EXCHANGE_MAP, _RANKING_EXCHANGE_MAP
|
||||
from src.broker.overseas import _PRICE_EXCHANGE_MAP, _RANKING_EXCHANGE_MAP, OverseasBroker
|
||||
from src.config import Settings
|
||||
|
||||
|
||||
@@ -85,25 +85,27 @@ class TestConfigDefaults:
|
||||
assert mock_settings.OVERSEAS_RANKING_VOLUME_TR_ID == "HHDFS76270000"
|
||||
|
||||
def test_fluct_path(self, mock_settings: Settings) -> None:
|
||||
assert mock_settings.OVERSEAS_RANKING_FLUCT_PATH == "/uapi/overseas-stock/v1/ranking/updown-rate"
|
||||
assert (
|
||||
mock_settings.OVERSEAS_RANKING_FLUCT_PATH
|
||||
== "/uapi/overseas-stock/v1/ranking/updown-rate"
|
||||
)
|
||||
|
||||
def test_volume_path(self, mock_settings: Settings) -> None:
|
||||
assert mock_settings.OVERSEAS_RANKING_VOLUME_PATH == "/uapi/overseas-stock/v1/ranking/volume-surge"
|
||||
assert (
|
||||
mock_settings.OVERSEAS_RANKING_VOLUME_PATH
|
||||
== "/uapi/overseas-stock/v1/ranking/volume-surge"
|
||||
)
|
||||
|
||||
|
||||
class TestFetchOverseasRankings:
|
||||
"""Test fetch_overseas_rankings method."""
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_fluctuation_uses_correct_params(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
async def test_fluctuation_uses_correct_params(self, overseas_broker: OverseasBroker) -> None:
|
||||
"""Fluctuation ranking should use HHDFS76290000, updown-rate path, and correct params."""
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(
|
||||
return_value={"output": [{"symb": "AAPL", "name": "Apple"}]}
|
||||
)
|
||||
mock_resp.json = AsyncMock(return_value={"output": [{"symb": "AAPL", "name": "Apple"}]})
|
||||
|
||||
mock_session = MagicMock()
|
||||
mock_session.get = MagicMock(return_value=_make_async_cm(mock_resp))
|
||||
@@ -132,15 +134,11 @@ class TestFetchOverseasRankings:
|
||||
overseas_broker._broker._auth_headers.assert_called_with("HHDFS76290000")
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_volume_uses_correct_params(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
async def test_volume_uses_correct_params(self, overseas_broker: OverseasBroker) -> None:
|
||||
"""Volume ranking should use HHDFS76270000, volume-surge path, and correct params."""
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(
|
||||
return_value={"output": [{"symb": "TSLA", "name": "Tesla"}]}
|
||||
)
|
||||
mock_resp.json = AsyncMock(return_value={"output": [{"symb": "TSLA", "name": "Tesla"}]})
|
||||
|
||||
mock_session = MagicMock()
|
||||
mock_session.get = MagicMock(return_value=_make_async_cm(mock_resp))
|
||||
@@ -169,9 +167,7 @@ class TestFetchOverseasRankings:
|
||||
overseas_broker._broker._auth_headers.assert_called_with("HHDFS76270000")
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_404_returns_empty_list(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
async def test_404_returns_empty_list(self, overseas_broker: OverseasBroker) -> None:
|
||||
"""HTTP 404 should return empty list (fallback) instead of raising."""
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 404
|
||||
@@ -186,9 +182,7 @@ class TestFetchOverseasRankings:
|
||||
assert result == []
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_non_404_error_raises(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
async def test_non_404_error_raises(self, overseas_broker: OverseasBroker) -> None:
|
||||
"""Non-404 HTTP errors should raise ConnectionError."""
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 500
|
||||
@@ -203,9 +197,7 @@ class TestFetchOverseasRankings:
|
||||
await overseas_broker.fetch_overseas_rankings("NASD")
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_empty_response_returns_empty(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
async def test_empty_response_returns_empty(self, overseas_broker: OverseasBroker) -> None:
|
||||
"""Empty output in response should return empty list."""
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -220,18 +212,14 @@ class TestFetchOverseasRankings:
|
||||
assert result == []
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_ranking_disabled_returns_empty(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
async def test_ranking_disabled_returns_empty(self, overseas_broker: OverseasBroker) -> None:
|
||||
"""When OVERSEAS_RANKING_ENABLED=False, should return empty immediately."""
|
||||
overseas_broker._broker._settings.OVERSEAS_RANKING_ENABLED = False
|
||||
result = await overseas_broker.fetch_overseas_rankings("NASD")
|
||||
assert result == []
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_limit_truncates_results(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
async def test_limit_truncates_results(self, overseas_broker: OverseasBroker) -> None:
|
||||
"""Results should be truncated to the specified limit."""
|
||||
rows = [{"symb": f"SYM{i}"} for i in range(20)]
|
||||
mock_resp = AsyncMock()
|
||||
@@ -247,9 +235,7 @@ class TestFetchOverseasRankings:
|
||||
assert len(result) == 5
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_network_error_raises(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
async def test_network_error_raises(self, overseas_broker: OverseasBroker) -> None:
|
||||
"""Network errors should raise ConnectionError."""
|
||||
cm = MagicMock()
|
||||
cm.__aenter__ = AsyncMock(side_effect=aiohttp.ClientError("timeout"))
|
||||
@@ -264,9 +250,7 @@ class TestFetchOverseasRankings:
|
||||
await overseas_broker.fetch_overseas_rankings("NASD")
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_exchange_code_mapping_applied(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
async def test_exchange_code_mapping_applied(self, overseas_broker: OverseasBroker) -> None:
|
||||
"""All major exchanges should use mapped codes in API params."""
|
||||
for original, mapped in [("NASD", "NAS"), ("NYSE", "NYS"), ("AMEX", "AMS")]:
|
||||
mock_resp = AsyncMock()
|
||||
@@ -298,7 +282,9 @@ class TestGetOverseasPrice:
|
||||
mock_session.get = MagicMock(return_value=_make_async_cm(mock_resp))
|
||||
|
||||
_setup_broker_mocks(overseas_broker, mock_session)
|
||||
overseas_broker._broker._auth_headers = AsyncMock(return_value={"authorization": "Bearer t"})
|
||||
overseas_broker._broker._auth_headers = AsyncMock(
|
||||
return_value={"authorization": "Bearer t"}
|
||||
)
|
||||
|
||||
result = await overseas_broker.get_overseas_price("NASD", "AAPL")
|
||||
assert result["output"]["last"] == "150.00"
|
||||
@@ -530,11 +516,14 @@ class TestPriceExchangeMap:
|
||||
def test_price_map_equals_ranking_map(self) -> None:
|
||||
assert _PRICE_EXCHANGE_MAP is _RANKING_EXCHANGE_MAP
|
||||
|
||||
@pytest.mark.parametrize("original,expected", [
|
||||
@pytest.mark.parametrize(
|
||||
"original,expected",
|
||||
[
|
||||
("NASD", "NAS"),
|
||||
("NYSE", "NYS"),
|
||||
("AMEX", "AMS"),
|
||||
])
|
||||
],
|
||||
)
|
||||
def test_us_exchange_code_mapping(self, original: str, expected: str) -> None:
|
||||
assert _PRICE_EXCHANGE_MAP[original] == expected
|
||||
|
||||
@@ -574,9 +563,7 @@ class TestOrderRtCdCheck:
|
||||
return OverseasBroker(broker)
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_success_rt_cd_returns_data(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
async def test_success_rt_cd_returns_data(self, overseas_broker: OverseasBroker) -> None:
|
||||
"""rt_cd='0' → order accepted, data returned."""
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -590,9 +577,7 @@ class TestOrderRtCdCheck:
|
||||
assert result["rt_cd"] == "0"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_error_rt_cd_returns_data_with_msg(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
async def test_error_rt_cd_returns_data_with_msg(self, overseas_broker: OverseasBroker) -> None:
|
||||
"""rt_cd != '0' → order rejected, data still returned (caller checks rt_cd)."""
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -623,6 +608,7 @@ class TestPaperOverseasCash:
|
||||
|
||||
def test_env_override(self) -> None:
|
||||
import os
|
||||
|
||||
os.environ["PAPER_OVERSEAS_CASH"] = "25000"
|
||||
settings = Settings(
|
||||
KIS_APP_KEY="k",
|
||||
@@ -635,6 +621,7 @@ class TestPaperOverseasCash:
|
||||
|
||||
def test_zero_disables_fallback(self) -> None:
|
||||
import os
|
||||
|
||||
os.environ["PAPER_OVERSEAS_CASH"] = "0"
|
||||
settings = Settings(
|
||||
KIS_APP_KEY="k",
|
||||
@@ -822,9 +809,7 @@ class TestGetOverseasPendingOrders:
|
||||
"""Tests for get_overseas_pending_orders method."""
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_paper_mode_returns_empty(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
async def test_paper_mode_returns_empty(self, overseas_broker: OverseasBroker) -> None:
|
||||
"""Paper mode should immediately return [] without any API call."""
|
||||
# Default mock_settings has MODE="paper"
|
||||
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
||||
@@ -855,9 +840,7 @@ class TestGetOverseasPendingOrders:
|
||||
|
||||
overseas_broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
||||
|
||||
pending_orders = [
|
||||
{"odno": "001", "pdno": "AAPL", "sll_buy_dvsn_cd": "02", "nccs_qty": "5"}
|
||||
]
|
||||
pending_orders = [{"odno": "001", "pdno": "AAPL", "sll_buy_dvsn_cd": "02", "nccs_qty": "5"}]
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(return_value={"output": pending_orders})
|
||||
@@ -879,9 +862,7 @@ class TestGetOverseasPendingOrders:
|
||||
assert captured_params[0]["OVRS_EXCG_CD"] == "NASD"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_live_mode_connection_error(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
async def test_live_mode_connection_error(self, overseas_broker: OverseasBroker) -> None:
|
||||
"""Network error in live mode should raise ConnectionError."""
|
||||
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
||||
update={"MODE": "live"}
|
||||
@@ -926,55 +907,41 @@ class TestCancelOverseasOrder:
|
||||
return captured_tr_ids, mock_session
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_us_live_uses_tttt1004u(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
async def test_us_live_uses_tttt1004u(self, overseas_broker: OverseasBroker) -> None:
|
||||
"""US exchange in live mode should use TTTT1004U."""
|
||||
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
||||
update={"MODE": "live"}
|
||||
)
|
||||
captured, _ = self._setup_cancel_mocks(
|
||||
overseas_broker, {"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
captured, _ = self._setup_cancel_mocks(overseas_broker, {"rt_cd": "0", "msg1": "OK"})
|
||||
|
||||
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD001", 5)
|
||||
|
||||
assert "TTTT1004U" in captured
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_us_paper_uses_vttt1004u(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
async def test_us_paper_uses_vttt1004u(self, overseas_broker: OverseasBroker) -> None:
|
||||
"""US exchange in paper mode should use VTTT1004U."""
|
||||
# Default mock_settings has MODE="paper"
|
||||
captured, _ = self._setup_cancel_mocks(
|
||||
overseas_broker, {"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
captured, _ = self._setup_cancel_mocks(overseas_broker, {"rt_cd": "0", "msg1": "OK"})
|
||||
|
||||
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD001", 5)
|
||||
|
||||
assert "VTTT1004U" in captured
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_hk_live_uses_ttts1003u(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
async def test_hk_live_uses_ttts1003u(self, overseas_broker: OverseasBroker) -> None:
|
||||
"""SEHK exchange in live mode should use TTTS1003U."""
|
||||
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
||||
update={"MODE": "live"}
|
||||
)
|
||||
captured, _ = self._setup_cancel_mocks(
|
||||
overseas_broker, {"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
captured, _ = self._setup_cancel_mocks(overseas_broker, {"rt_cd": "0", "msg1": "OK"})
|
||||
|
||||
await overseas_broker.cancel_overseas_order("SEHK", "0700", "ORD002", 10)
|
||||
|
||||
assert "TTTS1003U" in captured
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_cancel_sets_rvse_cncl_dvsn_cd_02(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
async def test_cancel_sets_rvse_cncl_dvsn_cd_02(self, overseas_broker: OverseasBroker) -> None:
|
||||
"""Cancel body must include RVSE_CNCL_DVSN_CD='02' and OVRS_ORD_UNPR='0'."""
|
||||
captured_body: list[dict] = []
|
||||
|
||||
@@ -1005,9 +972,7 @@ class TestCancelOverseasOrder:
|
||||
assert captured_body[0]["ORGN_ODNO"] == "ORD003"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_cancel_sets_hashkey_header(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
async def test_cancel_sets_hashkey_header(self, overseas_broker: OverseasBroker) -> None:
|
||||
"""hashkey must be set in the request headers."""
|
||||
captured_headers: list[dict] = []
|
||||
overseas_broker._broker._get_hash_key = AsyncMock(return_value="test_hash") # type: ignore[method-assign]
|
||||
|
||||
@@ -78,9 +78,7 @@ def _gemini_response_json(
|
||||
"rationale": "Near circuit breaker",
|
||||
}
|
||||
]
|
||||
return json.dumps(
|
||||
{"market_outlook": outlook, "global_rules": global_rules, "stocks": stocks}
|
||||
)
|
||||
return json.dumps({"market_outlook": outlook, "global_rules": global_rules, "stocks": stocks})
|
||||
|
||||
|
||||
def _make_planner(
|
||||
@@ -564,8 +562,12 @@ class TestBuildPrompt:
|
||||
def test_prompt_contains_cross_market(self) -> None:
|
||||
planner = _make_planner()
|
||||
cross = CrossMarketContext(
|
||||
market="US", date="2026-02-07", total_pnl=1.5,
|
||||
win_rate=60, index_change_pct=0.8, lessons=["Cut losses early"],
|
||||
market="US",
|
||||
date="2026-02-07",
|
||||
total_pnl=1.5,
|
||||
win_rate=60,
|
||||
index_change_pct=0.8,
|
||||
lessons=["Cut losses early"],
|
||||
)
|
||||
|
||||
prompt = planner._build_prompt("KR", [_candidate()], {}, None, cross)
|
||||
@@ -683,9 +685,7 @@ class TestSmartFallbackPlaybook:
|
||||
)
|
||||
|
||||
def test_momentum_candidate_gets_buy_on_volume(self) -> None:
|
||||
candidates = [
|
||||
_candidate(code="CHOW", signal="momentum", volume_ratio=13.64, rsi=100.0)
|
||||
]
|
||||
candidates = [_candidate(code="CHOW", signal="momentum", volume_ratio=13.64, rsi=100.0)]
|
||||
settings = self._make_settings()
|
||||
|
||||
pb = PreMarketPlanner._smart_fallback_playbook(
|
||||
@@ -707,9 +707,7 @@ class TestSmartFallbackPlaybook:
|
||||
assert sell_sc.condition.price_change_pct_below == -3.0
|
||||
|
||||
def test_oversold_candidate_gets_buy_on_rsi(self) -> None:
|
||||
candidates = [
|
||||
_candidate(code="005930", signal="oversold", rsi=22.0, volume_ratio=3.5)
|
||||
]
|
||||
candidates = [_candidate(code="005930", signal="oversold", rsi=22.0, volume_ratio=3.5)]
|
||||
settings = self._make_settings()
|
||||
|
||||
pb = PreMarketPlanner._smart_fallback_playbook(
|
||||
@@ -776,9 +774,7 @@ class TestSmartFallbackPlaybook:
|
||||
def test_empty_candidates_returns_empty_playbook(self) -> None:
|
||||
settings = self._make_settings()
|
||||
|
||||
pb = PreMarketPlanner._smart_fallback_playbook(
|
||||
date(2026, 2, 17), "US_AMEX", [], settings
|
||||
)
|
||||
pb = PreMarketPlanner._smart_fallback_playbook(date(2026, 2, 17), "US_AMEX", [], settings)
|
||||
|
||||
assert pb.stock_count == 0
|
||||
|
||||
@@ -814,19 +810,14 @@ class TestSmartFallbackPlaybook:
|
||||
planner = _make_planner()
|
||||
planner._gemini.decide = AsyncMock(side_effect=ConnectionError("429 quota exceeded"))
|
||||
# momentum candidate
|
||||
candidates = [
|
||||
_candidate(code="CHOW", signal="momentum", volume_ratio=13.64, rsi=100.0)
|
||||
]
|
||||
candidates = [_candidate(code="CHOW", signal="momentum", volume_ratio=13.64, rsi=100.0)]
|
||||
|
||||
pb = await planner.generate_playbook(
|
||||
"US_AMEX", candidates, today=date(2026, 2, 18)
|
||||
)
|
||||
pb = await planner.generate_playbook("US_AMEX", candidates, today=date(2026, 2, 18))
|
||||
|
||||
# Should NOT be all-SELL defensive; should have BUY for momentum
|
||||
assert pb.stock_count == 1
|
||||
buy_scenarios = [
|
||||
s for s in pb.stock_playbooks[0].scenarios
|
||||
if s.action == ScenarioAction.BUY
|
||||
s for s in pb.stock_playbooks[0].scenarios if s.action == ScenarioAction.BUY
|
||||
]
|
||||
assert len(buy_scenarios) == 1
|
||||
assert buy_scenarios[0].condition.volume_ratio_above == 2.0 # VOL_MULTIPLIER default
|
||||
|
||||
@@ -14,7 +14,7 @@ from src.strategy.models import (
|
||||
StockPlaybook,
|
||||
StockScenario,
|
||||
)
|
||||
from src.strategy.scenario_engine import ScenarioEngine, ScenarioMatch
|
||||
from src.strategy.scenario_engine import ScenarioEngine
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
@@ -162,8 +162,10 @@ class TestEvaluateCondition:
|
||||
def test_mixed_invalid_types_no_exception(self, engine: ScenarioEngine) -> None:
|
||||
"""Various invalid types should not raise exceptions."""
|
||||
cond = StockCondition(
|
||||
rsi_below=30.0, volume_ratio_above=2.0,
|
||||
price_above=100, price_change_pct_below=-1.0,
|
||||
rsi_below=30.0,
|
||||
volume_ratio_above=2.0,
|
||||
price_above=100,
|
||||
price_change_pct_below=-1.0,
|
||||
)
|
||||
data = {
|
||||
"rsi": [25], # list
|
||||
@@ -356,9 +358,7 @@ class TestEvaluate:
|
||||
|
||||
def test_match_details_populated(self, engine: ScenarioEngine) -> None:
|
||||
pb = _playbook(scenarios=[_scenario(rsi_below=30.0, volume_ratio_above=2.0)])
|
||||
result = engine.evaluate(
|
||||
pb, "005930", {"rsi": 25.0, "volume_ratio": 3.0}, {}
|
||||
)
|
||||
result = engine.evaluate(pb, "005930", {"rsi": 25.0, "volume_ratio": 3.0}, {})
|
||||
assert result.match_details.get("rsi") == 25.0
|
||||
assert result.match_details.get("volume_ratio") == 3.0
|
||||
|
||||
@@ -381,7 +381,9 @@ class TestEvaluate:
|
||||
),
|
||||
StockPlaybook(
|
||||
stock_code="MSFT",
|
||||
scenarios=[_scenario(rsi_above=75.0, action=ScenarioAction.SELL, confidence=80)],
|
||||
scenarios=[
|
||||
_scenario(rsi_above=75.0, action=ScenarioAction.SELL, confidence=80)
|
||||
],
|
||||
),
|
||||
],
|
||||
)
|
||||
@@ -450,58 +452,42 @@ class TestEvaluate:
|
||||
class TestPositionAwareConditions:
|
||||
"""Tests for unrealized_pnl_pct and holding_days condition fields."""
|
||||
|
||||
def test_evaluate_condition_unrealized_pnl_above_matches(
|
||||
self, engine: ScenarioEngine
|
||||
) -> None:
|
||||
def test_evaluate_condition_unrealized_pnl_above_matches(self, engine: ScenarioEngine) -> None:
|
||||
"""unrealized_pnl_pct_above should match when P&L exceeds threshold."""
|
||||
condition = StockCondition(unrealized_pnl_pct_above=3.0)
|
||||
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": 5.0}) is True
|
||||
|
||||
def test_evaluate_condition_unrealized_pnl_above_no_match(
|
||||
self, engine: ScenarioEngine
|
||||
) -> None:
|
||||
def test_evaluate_condition_unrealized_pnl_above_no_match(self, engine: ScenarioEngine) -> None:
|
||||
"""unrealized_pnl_pct_above should NOT match when P&L is below threshold."""
|
||||
condition = StockCondition(unrealized_pnl_pct_above=3.0)
|
||||
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": 2.0}) is False
|
||||
|
||||
def test_evaluate_condition_unrealized_pnl_below_matches(
|
||||
self, engine: ScenarioEngine
|
||||
) -> None:
|
||||
def test_evaluate_condition_unrealized_pnl_below_matches(self, engine: ScenarioEngine) -> None:
|
||||
"""unrealized_pnl_pct_below should match when P&L is under threshold."""
|
||||
condition = StockCondition(unrealized_pnl_pct_below=-2.0)
|
||||
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": -3.5}) is True
|
||||
|
||||
def test_evaluate_condition_unrealized_pnl_below_no_match(
|
||||
self, engine: ScenarioEngine
|
||||
) -> None:
|
||||
def test_evaluate_condition_unrealized_pnl_below_no_match(self, engine: ScenarioEngine) -> None:
|
||||
"""unrealized_pnl_pct_below should NOT match when P&L is above threshold."""
|
||||
condition = StockCondition(unrealized_pnl_pct_below=-2.0)
|
||||
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": -1.0}) is False
|
||||
|
||||
def test_evaluate_condition_holding_days_above_matches(
|
||||
self, engine: ScenarioEngine
|
||||
) -> None:
|
||||
def test_evaluate_condition_holding_days_above_matches(self, engine: ScenarioEngine) -> None:
|
||||
"""holding_days_above should match when position held longer than threshold."""
|
||||
condition = StockCondition(holding_days_above=5)
|
||||
assert engine.evaluate_condition(condition, {"holding_days": 7}) is True
|
||||
|
||||
def test_evaluate_condition_holding_days_above_no_match(
|
||||
self, engine: ScenarioEngine
|
||||
) -> None:
|
||||
def test_evaluate_condition_holding_days_above_no_match(self, engine: ScenarioEngine) -> None:
|
||||
"""holding_days_above should NOT match when position held shorter."""
|
||||
condition = StockCondition(holding_days_above=5)
|
||||
assert engine.evaluate_condition(condition, {"holding_days": 3}) is False
|
||||
|
||||
def test_evaluate_condition_holding_days_below_matches(
|
||||
self, engine: ScenarioEngine
|
||||
) -> None:
|
||||
def test_evaluate_condition_holding_days_below_matches(self, engine: ScenarioEngine) -> None:
|
||||
"""holding_days_below should match when position held fewer days."""
|
||||
condition = StockCondition(holding_days_below=3)
|
||||
assert engine.evaluate_condition(condition, {"holding_days": 1}) is True
|
||||
|
||||
def test_evaluate_condition_holding_days_below_no_match(
|
||||
self, engine: ScenarioEngine
|
||||
) -> None:
|
||||
def test_evaluate_condition_holding_days_below_no_match(self, engine: ScenarioEngine) -> None:
|
||||
"""holding_days_below should NOT match when held more days."""
|
||||
condition = StockCondition(holding_days_below=3)
|
||||
assert engine.evaluate_condition(condition, {"holding_days": 5}) is False
|
||||
@@ -513,33 +499,33 @@ class TestPositionAwareConditions:
|
||||
holding_days_above=5,
|
||||
)
|
||||
# Both met → match
|
||||
assert engine.evaluate_condition(
|
||||
assert (
|
||||
engine.evaluate_condition(
|
||||
condition,
|
||||
{"unrealized_pnl_pct": 4.5, "holding_days": 7},
|
||||
) is True
|
||||
)
|
||||
is True
|
||||
)
|
||||
# Only pnl met → no match
|
||||
assert engine.evaluate_condition(
|
||||
assert (
|
||||
engine.evaluate_condition(
|
||||
condition,
|
||||
{"unrealized_pnl_pct": 4.5, "holding_days": 3},
|
||||
) is False
|
||||
)
|
||||
is False
|
||||
)
|
||||
|
||||
def test_missing_unrealized_pnl_does_not_match(
|
||||
self, engine: ScenarioEngine
|
||||
) -> None:
|
||||
def test_missing_unrealized_pnl_does_not_match(self, engine: ScenarioEngine) -> None:
|
||||
"""Missing unrealized_pnl_pct key should not match the condition."""
|
||||
condition = StockCondition(unrealized_pnl_pct_above=3.0)
|
||||
assert engine.evaluate_condition(condition, {}) is False
|
||||
|
||||
def test_missing_holding_days_does_not_match(
|
||||
self, engine: ScenarioEngine
|
||||
) -> None:
|
||||
def test_missing_holding_days_does_not_match(self, engine: ScenarioEngine) -> None:
|
||||
"""Missing holding_days key should not match the condition."""
|
||||
condition = StockCondition(holding_days_above=5)
|
||||
assert engine.evaluate_condition(condition, {}) is False
|
||||
|
||||
def test_match_details_includes_position_fields(
|
||||
self, engine: ScenarioEngine
|
||||
) -> None:
|
||||
def test_match_details_includes_position_fields(self, engine: ScenarioEngine) -> None:
|
||||
"""match_details should include position fields when condition specifies them."""
|
||||
pb = _playbook(
|
||||
scenarios=[
|
||||
|
||||
@@ -2,9 +2,10 @@
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import pytest
|
||||
from unittest.mock import AsyncMock, MagicMock
|
||||
|
||||
import pytest
|
||||
|
||||
from src.analysis.smart_scanner import ScanCandidate, SmartVolatilityScanner
|
||||
from src.analysis.volatility import VolatilityAnalyzer
|
||||
from src.broker.kis_api import KISBroker
|
||||
@@ -200,9 +201,7 @@ class TestSmartVolatilityScanner:
|
||||
assert len(candidates) <= scanner.top_n
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_stock_codes(
|
||||
self, scanner: SmartVolatilityScanner
|
||||
) -> None:
|
||||
async def test_get_stock_codes(self, scanner: SmartVolatilityScanner) -> None:
|
||||
"""Test extraction of stock codes from candidates."""
|
||||
candidates = [
|
||||
ScanCandidate(
|
||||
|
||||
@@ -19,7 +19,6 @@ from src.strategy.models import (
|
||||
StockScenario,
|
||||
)
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# StockCondition
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
@@ -5,7 +5,11 @@ from unittest.mock import AsyncMock, patch
|
||||
import aiohttp
|
||||
import pytest
|
||||
|
||||
from src.notifications.telegram_client import NotificationFilter, NotificationPriority, TelegramClient
|
||||
from src.notifications.telegram_client import (
|
||||
NotificationFilter,
|
||||
NotificationPriority,
|
||||
TelegramClient,
|
||||
)
|
||||
|
||||
|
||||
class TestTelegramClientInit:
|
||||
@@ -13,9 +17,7 @@ class TestTelegramClientInit:
|
||||
|
||||
def test_disabled_via_flag(self) -> None:
|
||||
"""Client disabled via enabled=False flag."""
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=False
|
||||
)
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=False)
|
||||
assert client._enabled is False
|
||||
|
||||
def test_disabled_missing_token(self) -> None:
|
||||
@@ -30,9 +32,7 @@ class TestTelegramClientInit:
|
||||
|
||||
def test_enabled_with_credentials(self) -> None:
|
||||
"""Client enabled when credentials provided."""
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
assert client._enabled is True
|
||||
|
||||
|
||||
@@ -42,9 +42,7 @@ class TestNotificationSending:
|
||||
@pytest.mark.asyncio
|
||||
async def test_send_message_success(self) -> None:
|
||||
"""send_message returns True on successful send."""
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -76,9 +74,7 @@ class TestNotificationSending:
|
||||
@pytest.mark.asyncio
|
||||
async def test_send_message_api_error(self) -> None:
|
||||
"""send_message returns False on API error."""
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 400
|
||||
@@ -93,9 +89,7 @@ class TestNotificationSending:
|
||||
@pytest.mark.asyncio
|
||||
async def test_send_message_with_markdown(self) -> None:
|
||||
"""send_message supports different parse modes."""
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -128,9 +122,7 @@ class TestNotificationSending:
|
||||
@pytest.mark.asyncio
|
||||
async def test_trade_execution_format(self) -> None:
|
||||
"""Trade notification has correct format."""
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -163,9 +155,7 @@ class TestNotificationSending:
|
||||
@pytest.mark.asyncio
|
||||
async def test_playbook_generated_format(self) -> None:
|
||||
"""Playbook generated notification has expected fields."""
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -190,9 +180,7 @@ class TestNotificationSending:
|
||||
@pytest.mark.asyncio
|
||||
async def test_scenario_matched_format(self) -> None:
|
||||
"""Scenario matched notification has expected fields."""
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -217,9 +205,7 @@ class TestNotificationSending:
|
||||
@pytest.mark.asyncio
|
||||
async def test_playbook_failed_format(self) -> None:
|
||||
"""Playbook failed notification has expected fields."""
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -240,9 +226,7 @@ class TestNotificationSending:
|
||||
@pytest.mark.asyncio
|
||||
async def test_circuit_breaker_priority(self) -> None:
|
||||
"""Circuit breaker uses CRITICAL priority."""
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -260,9 +244,7 @@ class TestNotificationSending:
|
||||
@pytest.mark.asyncio
|
||||
async def test_api_error_handling(self) -> None:
|
||||
"""API errors logged but don't crash."""
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 400
|
||||
@@ -277,25 +259,19 @@ class TestNotificationSending:
|
||||
@pytest.mark.asyncio
|
||||
async def test_timeout_handling(self) -> None:
|
||||
"""Timeouts logged but don't crash."""
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post",
|
||||
side_effect=aiohttp.ClientError("Connection timeout"),
|
||||
):
|
||||
# Should not raise exception
|
||||
await client.notify_error(
|
||||
error_type="Test Error", error_msg="Test", context="test"
|
||||
)
|
||||
await client.notify_error(error_type="Test Error", error_msg="Test", context="test")
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_session_management(self) -> None:
|
||||
"""Session created and reused correctly."""
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
|
||||
# Session should be None initially
|
||||
assert client._session is None
|
||||
@@ -324,9 +300,7 @@ class TestRateLimiting:
|
||||
"""Rate limiter delays rapid requests."""
|
||||
import time
|
||||
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True, rate_limit=2.0
|
||||
)
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True, rate_limit=2.0)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -353,9 +327,7 @@ class TestMessagePriorities:
|
||||
@pytest.mark.asyncio
|
||||
async def test_low_priority_uses_info_emoji(self) -> None:
|
||||
"""LOW priority uses ℹ️ emoji."""
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -371,9 +343,7 @@ class TestMessagePriorities:
|
||||
@pytest.mark.asyncio
|
||||
async def test_critical_priority_uses_alarm_emoji(self) -> None:
|
||||
"""CRITICAL priority uses 🚨 emoji."""
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -389,9 +359,7 @@ class TestMessagePriorities:
|
||||
@pytest.mark.asyncio
|
||||
async def test_playbook_generated_priority(self) -> None:
|
||||
"""Playbook generated uses MEDIUM priority emoji."""
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -412,9 +380,7 @@ class TestMessagePriorities:
|
||||
@pytest.mark.asyncio
|
||||
async def test_playbook_failed_priority(self) -> None:
|
||||
"""Playbook failed uses HIGH priority emoji."""
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -433,9 +399,7 @@ class TestMessagePriorities:
|
||||
@pytest.mark.asyncio
|
||||
async def test_scenario_matched_priority(self) -> None:
|
||||
"""Scenario matched uses HIGH priority emoji."""
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -460,9 +424,7 @@ class TestClientCleanup:
|
||||
@pytest.mark.asyncio
|
||||
async def test_close_closes_session(self) -> None:
|
||||
"""close() closes the HTTP session."""
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
|
||||
mock_session = AsyncMock()
|
||||
mock_session.closed = False
|
||||
@@ -475,9 +437,7 @@ class TestClientCleanup:
|
||||
@pytest.mark.asyncio
|
||||
async def test_close_handles_no_session(self) -> None:
|
||||
"""close() handles None session gracefully."""
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
|
||||
# Should not raise exception
|
||||
await client.close()
|
||||
@@ -535,8 +495,12 @@ class TestNotificationFilter:
|
||||
)
|
||||
with patch("aiohttp.ClientSession.post") as mock_post:
|
||||
await client.notify_trade_execution(
|
||||
stock_code="005930", market="KR", action="BUY",
|
||||
quantity=10, price=70000.0, confidence=85.0
|
||||
stock_code="005930",
|
||||
market="KR",
|
||||
action="BUY",
|
||||
quantity=10,
|
||||
price=70000.0,
|
||||
confidence=85.0,
|
||||
)
|
||||
mock_post.assert_not_called()
|
||||
|
||||
@@ -556,8 +520,13 @@ class TestNotificationFilter:
|
||||
async def test_circuit_breaker_always_sends_regardless_of_filter(self) -> None:
|
||||
"""notify_circuit_breaker always sends (no filter flag)."""
|
||||
nf = NotificationFilter(
|
||||
trades=False, market_open_close=False, fat_finger=False,
|
||||
system_events=False, playbook=False, scenario_match=False, errors=False,
|
||||
trades=False,
|
||||
market_open_close=False,
|
||||
fat_finger=False,
|
||||
system_events=False,
|
||||
playbook=False,
|
||||
scenario_match=False,
|
||||
errors=False,
|
||||
)
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True, notification_filter=nf
|
||||
@@ -617,7 +586,7 @@ class TestNotificationFilter:
|
||||
nf = NotificationFilter()
|
||||
assert nf.set_flag("unknown_key", False) is False
|
||||
|
||||
def test_as_dict_keys_match_KEYS(self) -> None:
|
||||
def test_as_dict_keys_match_keys(self) -> None:
|
||||
"""as_dict() returns every key defined in KEYS."""
|
||||
nf = NotificationFilter()
|
||||
d = nf.as_dict()
|
||||
@@ -640,10 +609,17 @@ class TestNotificationFilter:
|
||||
def test_set_notification_all_on(self) -> None:
|
||||
"""set_notification('all', True) enables every filter flag."""
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True,
|
||||
bot_token="123:abc",
|
||||
chat_id="456",
|
||||
enabled=True,
|
||||
notification_filter=NotificationFilter(
|
||||
trades=False, market_open_close=False, scenario_match=False,
|
||||
fat_finger=False, system_events=False, playbook=False, errors=False,
|
||||
trades=False,
|
||||
market_open_close=False,
|
||||
scenario_match=False,
|
||||
fat_finger=False,
|
||||
system_events=False,
|
||||
playbook=False,
|
||||
errors=False,
|
||||
),
|
||||
)
|
||||
assert client.set_notification("all", True) is True
|
||||
|
||||
@@ -357,8 +357,7 @@ class TestTradingControlCommands:
|
||||
|
||||
pause_event.set()
|
||||
await client.send_message(
|
||||
"<b>▶️ Trading Resumed</b>\n\n"
|
||||
"Trading operations have been restarted."
|
||||
"<b>▶️ Trading Resumed</b>\n\nTrading operations have been restarted."
|
||||
)
|
||||
|
||||
handler.register_command("resume", mock_resume)
|
||||
@@ -526,9 +525,7 @@ class TestStatusCommands:
|
||||
|
||||
async def mock_status_error() -> None:
|
||||
"""Mock /status handler with error."""
|
||||
await client.send_message(
|
||||
"<b>⚠️ Error</b>\n\nFailed to retrieve trading status."
|
||||
)
|
||||
await client.send_message("<b>⚠️ Error</b>\n\nFailed to retrieve trading status.")
|
||||
|
||||
handler.register_command("status", mock_status_error)
|
||||
|
||||
@@ -603,10 +600,7 @@ class TestStatusCommands:
|
||||
|
||||
async def mock_positions_empty() -> None:
|
||||
"""Mock /positions handler with no positions."""
|
||||
message = (
|
||||
"<b>💼 Account Summary</b>\n\n"
|
||||
"No balance information available."
|
||||
)
|
||||
message = "<b>💼 Account Summary</b>\n\nNo balance information available."
|
||||
await client.send_message(message)
|
||||
|
||||
handler.register_command("positions", mock_positions_empty)
|
||||
@@ -639,9 +633,7 @@ class TestStatusCommands:
|
||||
|
||||
async def mock_positions_error() -> None:
|
||||
"""Mock /positions handler with error."""
|
||||
await client.send_message(
|
||||
"<b>⚠️ Error</b>\n\nFailed to retrieve positions."
|
||||
)
|
||||
await client.send_message("<b>⚠️ Error</b>\n\nFailed to retrieve positions.")
|
||||
|
||||
handler.register_command("positions", mock_positions_error)
|
||||
|
||||
|
||||
@@ -70,7 +70,9 @@ def test_load_changed_files_with_range_uses_git_diff(monkeypatch) -> None:
|
||||
assert check is True
|
||||
assert capture_output is True
|
||||
assert text is True
|
||||
return SimpleNamespace(stdout="docs/ouroboros/85_loss_recovery_action_plan.md\nsrc/main.py\n")
|
||||
return SimpleNamespace(
|
||||
stdout="docs/ouroboros/85_loss_recovery_action_plan.md\nsrc/main.py\n"
|
||||
)
|
||||
|
||||
monkeypatch.setattr(module.subprocess, "run", fake_run)
|
||||
changed = module.load_changed_files(["abc...def"], errors)
|
||||
|
||||
@@ -80,9 +80,7 @@ class TestVolatilityAnalyzer:
|
||||
# ATR should be roughly the average true range
|
||||
assert 3.0 <= atr <= 6.0
|
||||
|
||||
def test_calculate_atr_insufficient_data(
|
||||
self, volatility_analyzer: VolatilityAnalyzer
|
||||
) -> None:
|
||||
def test_calculate_atr_insufficient_data(self, volatility_analyzer: VolatilityAnalyzer) -> None:
|
||||
"""Test ATR with insufficient data returns 0."""
|
||||
high_prices = [110.0, 112.0]
|
||||
low_prices = [105.0, 107.0]
|
||||
@@ -120,17 +118,13 @@ class TestVolatilityAnalyzer:
|
||||
surge = volatility_analyzer.calculate_volume_surge(1000.0, 0.0)
|
||||
assert surge == 1.0
|
||||
|
||||
def test_calculate_pv_divergence_bullish(
|
||||
self, volatility_analyzer: VolatilityAnalyzer
|
||||
) -> None:
|
||||
def test_calculate_pv_divergence_bullish(self, volatility_analyzer: VolatilityAnalyzer) -> None:
|
||||
"""Test bullish price-volume divergence."""
|
||||
# Price up + Volume up = bullish
|
||||
divergence = volatility_analyzer.calculate_pv_divergence(5.0, 2.0)
|
||||
assert divergence > 0.0
|
||||
|
||||
def test_calculate_pv_divergence_bearish(
|
||||
self, volatility_analyzer: VolatilityAnalyzer
|
||||
) -> None:
|
||||
def test_calculate_pv_divergence_bearish(self, volatility_analyzer: VolatilityAnalyzer) -> None:
|
||||
"""Test bearish price-volume divergence."""
|
||||
# Price up + Volume down = bearish divergence
|
||||
divergence = volatility_analyzer.calculate_pv_divergence(5.0, 0.5)
|
||||
@@ -144,9 +138,7 @@ class TestVolatilityAnalyzer:
|
||||
divergence = volatility_analyzer.calculate_pv_divergence(-5.0, 2.0)
|
||||
assert divergence < 0.0
|
||||
|
||||
def test_calculate_momentum_score(
|
||||
self, volatility_analyzer: VolatilityAnalyzer
|
||||
) -> None:
|
||||
def test_calculate_momentum_score(self, volatility_analyzer: VolatilityAnalyzer) -> None:
|
||||
"""Test momentum score calculation."""
|
||||
score = volatility_analyzer.calculate_momentum_score(
|
||||
price_change_1m=5.0,
|
||||
@@ -500,9 +492,7 @@ class TestMarketScanner:
|
||||
# Should keep all current stocks since they're all in top movers
|
||||
assert set(updated) == set(current_watchlist)
|
||||
|
||||
def test_get_updated_watchlist_max_replacements(
|
||||
self, scanner: MarketScanner
|
||||
) -> None:
|
||||
def test_get_updated_watchlist_max_replacements(self, scanner: MarketScanner) -> None:
|
||||
"""Test that max_replacements limit is respected."""
|
||||
current_watchlist = ["000660", "035420", "005490"]
|
||||
|
||||
@@ -556,8 +546,6 @@ class TestMarketScanner:
|
||||
active_count = 0
|
||||
peak_count = 0
|
||||
|
||||
original_scan = scanner.scan_stock
|
||||
|
||||
async def tracking_scan(code: str, market: Any) -> VolatilityMetrics:
|
||||
nonlocal active_count, peak_count
|
||||
active_count += 1
|
||||
|
||||
Reference in New Issue
Block a user