test: add stop-loss reentry cooldown behavioral coverage (#319)
This commit is contained in:
@@ -15,6 +15,7 @@ from src.evolution.scorecard import DailyScorecard
|
|||||||
from src.logging.decision_logger import DecisionLogger
|
from src.logging.decision_logger import DecisionLogger
|
||||||
from src.main import (
|
from src.main import (
|
||||||
KILL_SWITCH,
|
KILL_SWITCH,
|
||||||
|
_STOPLOSS_REENTRY_COOLDOWN_UNTIL,
|
||||||
_RUNTIME_EXIT_PEAKS,
|
_RUNTIME_EXIT_PEAKS,
|
||||||
_RUNTIME_EXIT_STATES,
|
_RUNTIME_EXIT_STATES,
|
||||||
_should_force_exit_for_overnight,
|
_should_force_exit_for_overnight,
|
||||||
@@ -92,10 +93,12 @@ def _reset_kill_switch_state() -> None:
|
|||||||
KILL_SWITCH.clear_block()
|
KILL_SWITCH.clear_block()
|
||||||
_RUNTIME_EXIT_STATES.clear()
|
_RUNTIME_EXIT_STATES.clear()
|
||||||
_RUNTIME_EXIT_PEAKS.clear()
|
_RUNTIME_EXIT_PEAKS.clear()
|
||||||
|
_STOPLOSS_REENTRY_COOLDOWN_UNTIL.clear()
|
||||||
yield
|
yield
|
||||||
KILL_SWITCH.clear_block()
|
KILL_SWITCH.clear_block()
|
||||||
_RUNTIME_EXIT_STATES.clear()
|
_RUNTIME_EXIT_STATES.clear()
|
||||||
_RUNTIME_EXIT_PEAKS.clear()
|
_RUNTIME_EXIT_PEAKS.clear()
|
||||||
|
_STOPLOSS_REENTRY_COOLDOWN_UNTIL.clear()
|
||||||
|
|
||||||
|
|
||||||
class TestExtractAvgPriceFromBalance:
|
class TestExtractAvgPriceFromBalance:
|
||||||
@@ -2040,6 +2043,105 @@ async def test_sell_updates_original_buy_decision_outcome() -> None:
|
|||||||
assert updated_buy is not None
|
assert updated_buy is not None
|
||||||
assert updated_buy.outcome_pnl == 20.0
|
assert updated_buy.outcome_pnl == 20.0
|
||||||
assert updated_buy.outcome_accuracy == 1
|
assert updated_buy.outcome_accuracy == 1
|
||||||
|
assert "KR:005930" not in _STOPLOSS_REENTRY_COOLDOWN_UNTIL
|
||||||
|
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_stoploss_reentry_cooldown_blocks_buy_when_active() -> None:
|
||||||
|
_STOPLOSS_REENTRY_COOLDOWN_UNTIL["KR:005930"] = datetime.now(UTC).timestamp() + 300
|
||||||
|
db_conn = init_db(":memory:")
|
||||||
|
|
||||||
|
broker = MagicMock()
|
||||||
|
broker.get_current_price = AsyncMock(return_value=(100.0, 0.0, 0.0))
|
||||||
|
broker.get_balance = AsyncMock(
|
||||||
|
return_value={
|
||||||
|
"output1": [],
|
||||||
|
"output2": [{"tot_evlu_amt": "100000", "dnca_tot_amt": "50000", "pchs_amt_smtl_amt": "50000"}],
|
||||||
|
}
|
||||||
|
)
|
||||||
|
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
|
||||||
|
|
||||||
|
market = MagicMock()
|
||||||
|
market.name = "Korea"
|
||||||
|
market.code = "KR"
|
||||||
|
market.exchange_code = "KRX"
|
||||||
|
market.is_domestic = True
|
||||||
|
|
||||||
|
await trading_cycle(
|
||||||
|
broker=broker,
|
||||||
|
overseas_broker=MagicMock(),
|
||||||
|
scenario_engine=MagicMock(evaluate=MagicMock(return_value=_make_buy_match("005930"))),
|
||||||
|
playbook=_make_playbook(),
|
||||||
|
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()),
|
||||||
|
criticality_assessor=MagicMock(
|
||||||
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
||||||
|
get_timeout=MagicMock(return_value=5.0),
|
||||||
|
),
|
||||||
|
telegram=MagicMock(
|
||||||
|
notify_trade_execution=AsyncMock(),
|
||||||
|
notify_fat_finger=AsyncMock(),
|
||||||
|
notify_circuit_breaker=AsyncMock(),
|
||||||
|
notify_scenario_matched=AsyncMock(),
|
||||||
|
),
|
||||||
|
market=market,
|
||||||
|
stock_code="005930",
|
||||||
|
scan_candidates={},
|
||||||
|
settings=MagicMock(POSITION_SIZING_ENABLED=False, CONFIDENCE_THRESHOLD=80, MODE="paper"),
|
||||||
|
)
|
||||||
|
|
||||||
|
broker.send_order.assert_not_called()
|
||||||
|
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_stoploss_reentry_cooldown_allows_buy_after_expiry() -> None:
|
||||||
|
_STOPLOSS_REENTRY_COOLDOWN_UNTIL["KR:005930"] = datetime.now(UTC).timestamp() - 10
|
||||||
|
db_conn = init_db(":memory:")
|
||||||
|
|
||||||
|
broker = MagicMock()
|
||||||
|
broker.get_current_price = AsyncMock(return_value=(100.0, 0.0, 0.0))
|
||||||
|
broker.get_balance = AsyncMock(
|
||||||
|
return_value={
|
||||||
|
"output1": [],
|
||||||
|
"output2": [{"tot_evlu_amt": "100000", "dnca_tot_amt": "50000", "pchs_amt_smtl_amt": "50000"}],
|
||||||
|
}
|
||||||
|
)
|
||||||
|
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
|
||||||
|
|
||||||
|
market = MagicMock()
|
||||||
|
market.name = "Korea"
|
||||||
|
market.code = "KR"
|
||||||
|
market.exchange_code = "KRX"
|
||||||
|
market.is_domestic = True
|
||||||
|
|
||||||
|
await trading_cycle(
|
||||||
|
broker=broker,
|
||||||
|
overseas_broker=MagicMock(),
|
||||||
|
scenario_engine=MagicMock(evaluate=MagicMock(return_value=_make_buy_match("005930"))),
|
||||||
|
playbook=_make_playbook(),
|
||||||
|
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()),
|
||||||
|
criticality_assessor=MagicMock(
|
||||||
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
||||||
|
get_timeout=MagicMock(return_value=5.0),
|
||||||
|
),
|
||||||
|
telegram=MagicMock(
|
||||||
|
notify_trade_execution=AsyncMock(),
|
||||||
|
notify_fat_finger=AsyncMock(),
|
||||||
|
notify_circuit_breaker=AsyncMock(),
|
||||||
|
notify_scenario_matched=AsyncMock(),
|
||||||
|
),
|
||||||
|
market=market,
|
||||||
|
stock_code="005930",
|
||||||
|
scan_candidates={},
|
||||||
|
settings=MagicMock(POSITION_SIZING_ENABLED=False, CONFIDENCE_THRESHOLD=80, MODE="paper"),
|
||||||
|
)
|
||||||
|
|
||||||
|
broker.send_order.assert_called_once()
|
||||||
|
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
|
|||||||
Reference in New Issue
Block a user