test: add session-boundary risk reload e2e regressions (#376)

2026-03-02 03:23:58 +09:00
parent 16ddc22d14
commit 928e60877c
3 changed files with 225 additions and 6 deletions
--- a/docs/ouroboros/01_requirements_registry.md
+++ b/docs/ouroboros/01_requirements_registry.md
@@ -1,6 +1,6 @@
 <!--
 Doc-ID: DOC-REQ-001
-Version: 1.0.6
+Version: 1.0.7
 Status: active
 Owner: strategy
 Updated: 2026-03-02
--- a/docs/ouroboros/80_implementation_audit.md
+++ b/docs/ouroboros/80_implementation_audit.md
@@ -43,7 +43,7 @@ Updated: 2026-03-02
 | REQ-ID | 요구사항 | 상태 | 비고 |
 |--------|----------|------|------|
 | REQ-V3-001 | 모든 신호/주문/로그에 session_id 포함 | ⚠️ 부분 | 큐 intent에 `session_id` 누락 (`#375`) |
-| REQ-V3-002 | 세션 전환 훅 + 리스크 파라미터 재로딩 | ⚠️ 부분 | 구현 존재, 세션 경계 E2E 회귀 보강 필요 (`#376`) |
+| REQ-V3-002 | 세션 전환 훅 + 리스크 파라미터 재로딩 | ✅ 완료 | 세션 경계 E2E 회귀(override 적용/해제 + 재로딩 실패 폴백) 보강 (`#376`) |
 | REQ-V3-003 | 블랙아웃 윈도우 정책 | ✅ 완료 | `src/core/blackout_manager.py` |
 | REQ-V3-004 | 블랙아웃 큐 + 복구 시 재검증 | ⚠️ 부분 | 큐 포화는 oldest-drop 정책으로 정합화 (`#371`), 재검증 강화는 `#328` 추적 |
 | REQ-V3-005 | 저유동 세션 시장가 금지 | ✅ 완료 | `src/core/order_policy.py` |
@@ -80,13 +80,13 @@ Updated: 2026-03-02
 - **해소**: #326 머지 — `log_trade()` 호출 시 런타임 `session_id` 명시적 전달
 - **요구사항**: REQ-V3-001

-### GAP-3: 세션 전환 시 리스크 파라미터 재로딩 없음 → ⚠️ 부분 해소 (#327)
+### GAP-3: 세션 전환 시 리스크 파라미터 재로딩 없음 → ✅ 해소 (#327, #376)

 - **위치**: `src/main.py`, `src/config.py`
 - **해소 내용**: #327 머지 — `SESSION_RISK_PROFILES_JSON` 기반 세션별 파라미터 재로딩 메커니즘 구현
  - `SESSION_RISK_RELOAD_ENABLED=true` 시 세션 경계에서 파라미터 재로딩
  - 재로딩 실패 시 기존 파라미터 유지 (안전 폴백)
- **잔여 갭**: 세션 경계 실시간 전환 E2E 통합 테스트 보강 필요 (`test_main.py`에 설정 오버라이드/폴백 단위 테스트는 존재)
+- **해소**: 세션 경계 E2E 회귀 테스트를 추가해 override 적용/해제, 재로딩 실패 시 폴백 유지를 검증함 (`#376`)
 - **요구사항**: REQ-V3-002

 ### GAP-4: 블랙아웃 복구 DB 기록 + 재검증 → ⚠️ 부분 해소 (#324, #328, #371)
@@ -394,8 +394,7 @@ Phase 3 (중기): v3 세션 최적화

 ### 테스트 미존재 (잔여)

- ❌ 세션 전환 훅 콜백 (GAP-3 잔여)
- ❌ 세션 경계 리스크 파라미터 재로딩 단위 테스트 (GAP-3 잔여)
+- ✅ 세션 전환 훅 콜백/세션 경계 리스크 재로딩 E2E 회귀 (`#376`)
 - ❌ 실거래 경로 ↔ v2 상태기계 통합 테스트 (피처 공급 포함)
 - ❌ FX PnL 운영 활성화 검증 (GAP-6)

--- a/tests/test_main.py
+++ b/tests/test_main.py
@@ -1,6 +1,7 @@
 """Tests for main trading loop integration."""

 from datetime import UTC, date, datetime
+from typing import Any
 from unittest.mock import ANY, AsyncMock, MagicMock, patch

 import pytest
@@ -6378,6 +6379,225 @@ async def test_us_min_price_filter_not_applied_to_kr_market() -> None:
    broker.send_order.assert_called_once()


+@pytest.mark.asyncio
+async def test_session_boundary_reloads_us_min_price_override_in_trading_cycle() -> None:
+    db_conn = init_db(":memory:")
+    decision_logger = DecisionLogger(db_conn)
+
+    broker = MagicMock()
+    broker.get_balance = AsyncMock(return_value={"output1": [], "output2": [{}]})
+
+    overseas_broker = MagicMock()
+    overseas_broker.get_overseas_price = AsyncMock(
+        return_value={"output": {"last": "7.0", "rate": "0.0"}}
+    )
+    overseas_broker.get_overseas_balance = AsyncMock(
+        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"}}
+    )
+    overseas_broker.send_overseas_order = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
+
+    market = MagicMock()
+    market.name = "NASDAQ"
+    market.code = "US_NASDAQ"
+    market.exchange_code = "NASD"
+    market.is_domestic = False
+
+    telegram = MagicMock()
+    telegram.notify_trade_execution = AsyncMock()
+    telegram.notify_fat_finger = AsyncMock()
+    telegram.notify_circuit_breaker = AsyncMock()
+    telegram.notify_scenario_matched = AsyncMock()
+
+    settings = Settings(
+        KIS_APP_KEY="k",
+        KIS_APP_SECRET="s",
+        KIS_ACCOUNT_NO="12345678-01",
+        GEMINI_API_KEY="g",
+        MODE="paper",
+        PAPER_OVERSEAS_CASH=50000.0,
+        US_MIN_PRICE=5.0,
+        USD_BUFFER_MIN=1000.0,
+        SESSION_RISK_RELOAD_ENABLED=True,
+        SESSION_RISK_PROFILES_JSON=(
+            '{"US_PRE": {"US_MIN_PRICE": 8.0}, "US_DAY": {"US_MIN_PRICE": 5.0}}'
+        ),
+    )
+
+    current_session = {"id": "US_PRE"}
+
+    def _session_info(_: Any) -> MagicMock:
+        return MagicMock(session_id=current_session["id"])
+
+    with (
+        patch("src.main.get_open_position", return_value=None),
+        patch("src.main.get_session_info", side_effect=_session_info),
+    ):
+        await trading_cycle(
+            broker=broker,
+            overseas_broker=overseas_broker,
+            scenario_engine=MagicMock(evaluate=MagicMock(return_value=_make_buy_match("AAPL"))),
+            playbook=_make_playbook("US_NASDAQ"),
+            risk=MagicMock(validate_order=MagicMock(), check_circuit_breaker=MagicMock()),
+            db_conn=db_conn,
+            decision_logger=decision_logger,
+            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=telegram,
+            market=market,
+            stock_code="AAPL",
+            scan_candidates={},
+            settings=settings,
+        )
+        assert overseas_broker.send_overseas_order.call_count == 0
+
+        current_session["id"] = "US_DAY"
+        await trading_cycle(
+            broker=broker,
+            overseas_broker=overseas_broker,
+            scenario_engine=MagicMock(evaluate=MagicMock(return_value=_make_buy_match("AAPL"))),
+            playbook=_make_playbook("US_NASDAQ"),
+            risk=MagicMock(validate_order=MagicMock(), check_circuit_breaker=MagicMock()),
+            db_conn=db_conn,
+            decision_logger=decision_logger,
+            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=telegram,
+            market=market,
+            stock_code="AAPL",
+            scan_candidates={},
+            settings=settings,
+        )
+
+    assert overseas_broker.send_overseas_order.call_count == 1
+
+
+@pytest.mark.asyncio
+async def test_session_boundary_falls_back_when_profile_reload_fails() -> None:
+    db_conn = init_db(":memory:")
+    decision_logger = DecisionLogger(db_conn)
+
+    broker = MagicMock()
+    broker.get_balance = AsyncMock(return_value={"output1": [], "output2": [{}]})
+
+    overseas_broker = MagicMock()
+    overseas_broker.get_overseas_price = AsyncMock(
+        return_value={"output": {"last": "7.0", "rate": "0.0"}}
+    )
+    overseas_broker.get_overseas_balance = AsyncMock(
+        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"}}
+    )
+    overseas_broker.send_overseas_order = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
+
+    market = MagicMock()
+    market.name = "NASDAQ"
+    market.code = "US_NASDAQ"
+    market.exchange_code = "NASD"
+    market.is_domestic = False
+
+    telegram = MagicMock()
+    telegram.notify_trade_execution = AsyncMock()
+    telegram.notify_fat_finger = AsyncMock()
+    telegram.notify_circuit_breaker = AsyncMock()
+    telegram.notify_scenario_matched = AsyncMock()
+
+    settings = Settings(
+        KIS_APP_KEY="k",
+        KIS_APP_SECRET="s",
+        KIS_ACCOUNT_NO="12345678-01",
+        GEMINI_API_KEY="g",
+        MODE="paper",
+        PAPER_OVERSEAS_CASH=50000.0,
+        US_MIN_PRICE=5.0,
+        USD_BUFFER_MIN=1000.0,
+        SESSION_RISK_RELOAD_ENABLED=True,
+        SESSION_RISK_PROFILES_JSON='{"US_PRE": {"US_MIN_PRICE": 8.0}}',
+    )
+
+    current_session = {"id": "US_PRE"}
+
+    def _session_info(_: Any) -> MagicMock:
+        return MagicMock(session_id=current_session["id"])
+
+    with (
+        patch("src.main.get_open_position", return_value=None),
+        patch("src.main.get_session_info", side_effect=_session_info),
+    ):
+        await trading_cycle(
+            broker=broker,
+            overseas_broker=overseas_broker,
+            scenario_engine=MagicMock(evaluate=MagicMock(return_value=_make_buy_match("AAPL"))),
+            playbook=_make_playbook("US_NASDAQ"),
+            risk=MagicMock(validate_order=MagicMock(), check_circuit_breaker=MagicMock()),
+            db_conn=db_conn,
+            decision_logger=decision_logger,
+            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=telegram,
+            market=market,
+            stock_code="AAPL",
+            scan_candidates={},
+            settings=settings,
+        )
+        assert overseas_broker.send_overseas_order.call_count == 0
+
+        settings.SESSION_RISK_PROFILES_JSON = "{invalid-json"
+        current_session["id"] = "US_DAY"
+        await trading_cycle(
+            broker=broker,
+            overseas_broker=overseas_broker,
+            scenario_engine=MagicMock(evaluate=MagicMock(return_value=_make_buy_match("AAPL"))),
+            playbook=_make_playbook("US_NASDAQ"),
+            risk=MagicMock(validate_order=MagicMock(), check_circuit_breaker=MagicMock()),
+            db_conn=db_conn,
+            decision_logger=decision_logger,
+            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=telegram,
+            market=market,
+            stock_code="AAPL",
+            scan_candidates={},
+            settings=settings,
+        )
+
+    assert overseas_broker.send_overseas_order.call_count == 1
+
+
 def test_overnight_policy_prioritizes_killswitch_over_exception() -> None:
    market = MagicMock()
    with patch("src.main.get_session_info", return_value=MagicMock(session_id="US_AFTER")):