feat: implement latency control system with criticality-based prioritization
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Add urgency-based response system to react faster in critical market situations. Components: - CriticalityAssessor: Evaluates market conditions (P&L, volatility, volume surge) and assigns urgency levels (CRITICAL <5s, HIGH <30s, NORMAL <60s, LOW batch) - PriorityTaskQueue: Thread-safe priority queue with timeout enforcement, metrics tracking, and graceful degradation when full - Integration with main.py: Assess criticality at trading cycle start, monitor latency per criticality level, log queue metrics Auto-elevate to CRITICAL when: - P&L < -2.5% (near circuit breaker at -3.0%) - Stock moves >5% in 1 minute - Volume surge >10x average Integration with Volatility Hunter: - Uses VolatilityAnalyzer.calculate_momentum() for assessment - Pulls volatility scores from Context Tree L7_REALTIME - Auto-detects market conditions for criticality Tests: - 30 comprehensive tests covering criticality assessment, priority queue, timeout enforcement, metrics tracking, and integration scenarios - Coverage: criticality.py 100%, priority_queue.py 96% - All 157 tests pass Resolves issue #21 - Pillar 1: 속도와 시의성의 최적화 Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
This commit is contained in:
110
src/core/criticality.py
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110
src/core/criticality.py
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"""Criticality assessment for urgency-based response system.
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Evaluates market conditions to determine response urgency and enable
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faster reactions in critical situations.
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"""
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from __future__ import annotations
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from enum import StrEnum
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class CriticalityLevel(StrEnum):
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"""Urgency levels for market conditions and trading decisions."""
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CRITICAL = "CRITICAL" # <5s timeout - Emergency response required
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HIGH = "HIGH" # <30s timeout - Elevated priority
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NORMAL = "NORMAL" # <60s timeout - Standard processing
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LOW = "LOW" # No timeout - Batch processing
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class CriticalityAssessor:
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"""Assesses market conditions to determine response criticality level."""
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def __init__(
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self,
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critical_pnl_threshold: float = -2.5,
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critical_price_change_threshold: float = 5.0,
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critical_volume_surge_threshold: float = 10.0,
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high_volatility_threshold: float = 70.0,
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low_volatility_threshold: float = 30.0,
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) -> None:
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"""Initialize the criticality assessor.
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Args:
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critical_pnl_threshold: P&L % that triggers CRITICAL (default -2.5%)
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critical_price_change_threshold: Price change % that triggers CRITICAL
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(default 5.0% in 1 minute)
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critical_volume_surge_threshold: Volume surge ratio that triggers CRITICAL
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(default 10x average)
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high_volatility_threshold: Volatility score that triggers HIGH
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(default 70.0)
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low_volatility_threshold: Volatility score below which is LOW
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(default 30.0)
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"""
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self.critical_pnl_threshold = critical_pnl_threshold
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self.critical_price_change_threshold = critical_price_change_threshold
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self.critical_volume_surge_threshold = critical_volume_surge_threshold
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self.high_volatility_threshold = high_volatility_threshold
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self.low_volatility_threshold = low_volatility_threshold
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def assess_market_conditions(
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self,
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pnl_pct: float,
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volatility_score: float,
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volume_surge: float,
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price_change_1m: float = 0.0,
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is_market_open: bool = True,
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) -> CriticalityLevel:
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"""Assess criticality level based on market conditions.
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Args:
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pnl_pct: Current P&L percentage
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volatility_score: Momentum score from VolatilityAnalyzer (0-100)
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volume_surge: Volume surge ratio (current / average)
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price_change_1m: 1-minute price change percentage
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is_market_open: Whether the market is currently open
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Returns:
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CriticalityLevel indicating required response urgency
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"""
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# Market closed or very quiet → LOW priority (batch processing)
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if not is_market_open or volatility_score < self.low_volatility_threshold:
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return CriticalityLevel.LOW
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# CRITICAL conditions: immediate action required
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# 1. P&L near circuit breaker (-2.5% is close to -3.0% breaker)
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if pnl_pct <= self.critical_pnl_threshold:
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return CriticalityLevel.CRITICAL
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# 2. Large sudden price movement (>5% in 1 minute)
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if abs(price_change_1m) >= self.critical_price_change_threshold:
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return CriticalityLevel.CRITICAL
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# 3. Extreme volume surge (>10x average) indicates major event
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if volume_surge >= self.critical_volume_surge_threshold:
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return CriticalityLevel.CRITICAL
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# HIGH priority: elevated volatility requires faster response
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if volatility_score >= self.high_volatility_threshold:
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return CriticalityLevel.HIGH
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# NORMAL: standard trading conditions
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return CriticalityLevel.NORMAL
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def get_timeout(self, level: CriticalityLevel) -> float | None:
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"""Get timeout in seconds for a given criticality level.
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Args:
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level: Criticality level
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Returns:
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Timeout in seconds, or None for no timeout (LOW priority)
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"""
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timeout_map = {
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CriticalityLevel.CRITICAL: 5.0,
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CriticalityLevel.HIGH: 30.0,
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CriticalityLevel.NORMAL: 60.0,
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CriticalityLevel.LOW: None,
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}
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return timeout_map[level]
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291
src/core/priority_queue.py
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291
src/core/priority_queue.py
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"""Priority-based task queue for latency control.
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Implements a thread-safe priority queue with timeout enforcement and metrics tracking.
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"""
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from __future__ import annotations
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import asyncio
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import heapq
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import logging
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import time
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from collections.abc import Callable, Coroutine
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from dataclasses import dataclass, field
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from typing import Any
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from src.core.criticality import CriticalityLevel
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logger = logging.getLogger(__name__)
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@dataclass(order=True)
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class PriorityTask:
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"""Task with priority and timestamp for queue ordering."""
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# Lower priority value = higher urgency (CRITICAL=0, HIGH=1, NORMAL=2, LOW=3)
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priority: int
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timestamp: float
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# Task data not used in comparison
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task_id: str = field(compare=False)
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task_data: dict[str, Any] = field(compare=False, default_factory=dict)
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callback: Callable[[], Coroutine[Any, Any, Any]] | None = field(
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compare=False, default=None
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)
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@dataclass
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class QueueMetrics:
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"""Metrics for priority queue performance monitoring."""
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total_enqueued: int = 0
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total_dequeued: int = 0
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total_timeouts: int = 0
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total_errors: int = 0
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current_size: int = 0
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# Average wait time per criticality level (in seconds)
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avg_wait_time: dict[CriticalityLevel, float] = field(default_factory=dict)
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# P95 wait time per criticality level
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p95_wait_time: dict[CriticalityLevel, float] = field(default_factory=dict)
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class PriorityTaskQueue:
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"""Thread-safe priority queue with timeout enforcement."""
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# Priority mapping for criticality levels
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PRIORITY_MAP = {
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CriticalityLevel.CRITICAL: 0,
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CriticalityLevel.HIGH: 1,
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CriticalityLevel.NORMAL: 2,
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CriticalityLevel.LOW: 3,
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}
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def __init__(self, max_size: int = 1000) -> None:
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"""Initialize the priority task queue.
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Args:
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max_size: Maximum queue size (default 1000)
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"""
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self._queue: list[PriorityTask] = []
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self._lock = asyncio.Lock()
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self._max_size = max_size
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self._metrics = QueueMetrics()
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# Track wait times for metrics
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self._wait_times: dict[CriticalityLevel, list[float]] = {
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level: [] for level in CriticalityLevel
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}
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async def enqueue(
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self,
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task_id: str,
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criticality: CriticalityLevel,
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task_data: dict[str, Any],
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callback: Callable[[], Coroutine[Any, Any, Any]] | None = None,
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) -> bool:
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"""Add a task to the priority queue.
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Args:
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task_id: Unique identifier for the task
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criticality: Criticality level determining priority
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task_data: Data associated with the task
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callback: Optional async callback to execute
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Returns:
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True if enqueued successfully, False if queue is full
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"""
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async with self._lock:
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if len(self._queue) >= self._max_size:
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logger.warning(
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"Priority queue full (size=%d), rejecting task %s",
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len(self._queue),
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task_id,
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)
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return False
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priority = self.PRIORITY_MAP[criticality]
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timestamp = time.time()
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task = PriorityTask(
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priority=priority,
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timestamp=timestamp,
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task_id=task_id,
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task_data=task_data,
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callback=callback,
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)
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heapq.heappush(self._queue, task)
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self._metrics.total_enqueued += 1
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self._metrics.current_size = len(self._queue)
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logger.debug(
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"Enqueued task %s with criticality %s (priority=%d, queue_size=%d)",
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task_id,
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criticality.value,
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priority,
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len(self._queue),
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)
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return True
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async def dequeue(self, timeout: float | None = None) -> PriorityTask | None:
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"""Remove and return the highest priority task from the queue.
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Args:
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timeout: Maximum time to wait for a task (seconds)
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Returns:
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PriorityTask if available, None if queue is empty or timeout
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"""
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start_time = time.time()
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deadline = start_time + timeout if timeout else None
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while True:
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async with self._lock:
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if self._queue:
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task = heapq.heappop(self._queue)
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self._metrics.total_dequeued += 1
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self._metrics.current_size = len(self._queue)
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# Calculate wait time
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wait_time = time.time() - task.timestamp
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criticality = self._get_criticality_from_priority(task.priority)
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self._wait_times[criticality].append(wait_time)
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self._update_wait_time_metrics()
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logger.debug(
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"Dequeued task %s (priority=%d, wait_time=%.2fs, queue_size=%d)",
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task.task_id,
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task.priority,
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wait_time,
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len(self._queue),
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)
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return task
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# Queue is empty
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if deadline and time.time() >= deadline:
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return None
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# Wait a bit before checking again
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await asyncio.sleep(0.1)
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async def execute_with_timeout(
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self,
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task: PriorityTask,
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timeout: float | None,
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) -> Any:
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"""Execute a task with timeout enforcement.
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Args:
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task: Task to execute
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timeout: Timeout in seconds (None = no timeout)
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Returns:
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Result from task callback
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Raises:
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asyncio.TimeoutError: If task exceeds timeout
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Exception: Any exception raised by the task callback
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"""
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if not task.callback:
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logger.warning("Task %s has no callback, skipping execution", task.task_id)
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return None
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criticality = self._get_criticality_from_priority(task.priority)
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try:
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if timeout:
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result = await asyncio.wait_for(task.callback(), timeout=timeout)
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else:
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result = await task.callback()
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logger.debug(
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"Task %s completed successfully (criticality=%s)",
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task.task_id,
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criticality.value,
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)
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return result
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except TimeoutError:
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self._metrics.total_timeouts += 1
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logger.error(
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"Task %s timed out after %.2fs (criticality=%s)",
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task.task_id,
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timeout or 0.0,
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criticality.value,
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)
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raise
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except Exception as exc:
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self._metrics.total_errors += 1
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logger.exception(
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"Task %s failed with error (criticality=%s): %s",
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task.task_id,
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criticality.value,
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exc,
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)
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raise
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def _get_criticality_from_priority(self, priority: int) -> CriticalityLevel:
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"""Convert priority back to criticality level."""
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for level, prio in self.PRIORITY_MAP.items():
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if prio == priority:
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return level
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return CriticalityLevel.NORMAL
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def _update_wait_time_metrics(self) -> None:
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"""Update average and p95 wait time metrics."""
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for level, times in self._wait_times.items():
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if not times:
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continue
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# Keep only last 1000 measurements to avoid memory bloat
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if len(times) > 1000:
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self._wait_times[level] = times[-1000:]
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times = self._wait_times[level]
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# Calculate average
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self._metrics.avg_wait_time[level] = sum(times) / len(times)
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# Calculate P95
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sorted_times = sorted(times)
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p95_idx = int(len(sorted_times) * 0.95)
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self._metrics.p95_wait_time[level] = sorted_times[p95_idx]
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async def get_metrics(self) -> QueueMetrics:
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"""Get current queue metrics.
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Returns:
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QueueMetrics with current statistics
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"""
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async with self._lock:
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return QueueMetrics(
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total_enqueued=self._metrics.total_enqueued,
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total_dequeued=self._metrics.total_dequeued,
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total_timeouts=self._metrics.total_timeouts,
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total_errors=self._metrics.total_errors,
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current_size=self._metrics.current_size,
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avg_wait_time=dict(self._metrics.avg_wait_time),
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p95_wait_time=dict(self._metrics.p95_wait_time),
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)
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async def size(self) -> int:
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"""Get current queue size.
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Returns:
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Number of tasks in queue
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"""
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async with self._lock:
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return len(self._queue)
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async def clear(self) -> int:
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"""Clear all tasks from the queue.
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Returns:
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Number of tasks cleared
|
||||||
|
"""
|
||||||
|
async with self._lock:
|
||||||
|
count = len(self._queue)
|
||||||
|
self._queue.clear()
|
||||||
|
self._metrics.current_size = 0
|
||||||
|
logger.info("Cleared %d tasks from priority queue", count)
|
||||||
|
return count
|
||||||
88
src/main.py
88
src/main.py
@@ -19,7 +19,10 @@ from src.brain.gemini_client import GeminiClient
|
|||||||
from src.broker.kis_api import KISBroker
|
from src.broker.kis_api import KISBroker
|
||||||
from src.broker.overseas import OverseasBroker
|
from src.broker.overseas import OverseasBroker
|
||||||
from src.config import Settings
|
from src.config import Settings
|
||||||
|
from src.context.layer import ContextLayer
|
||||||
from src.context.store import ContextStore
|
from src.context.store import ContextStore
|
||||||
|
from src.core.criticality import CriticalityAssessor, CriticalityLevel
|
||||||
|
from src.core.priority_queue import PriorityTaskQueue
|
||||||
from src.core.risk_manager import CircuitBreakerTripped, RiskManager
|
from src.core.risk_manager import CircuitBreakerTripped, RiskManager
|
||||||
from src.db import init_db, log_trade
|
from src.db import init_db, log_trade
|
||||||
from src.logging.decision_logger import DecisionLogger
|
from src.logging.decision_logger import DecisionLogger
|
||||||
@@ -57,10 +60,14 @@ async def trading_cycle(
|
|||||||
risk: RiskManager,
|
risk: RiskManager,
|
||||||
db_conn: Any,
|
db_conn: Any,
|
||||||
decision_logger: DecisionLogger,
|
decision_logger: DecisionLogger,
|
||||||
|
context_store: ContextStore,
|
||||||
|
criticality_assessor: CriticalityAssessor,
|
||||||
market: MarketInfo,
|
market: MarketInfo,
|
||||||
stock_code: str,
|
stock_code: str,
|
||||||
) -> None:
|
) -> None:
|
||||||
"""Execute one trading cycle for a single stock."""
|
"""Execute one trading cycle for a single stock."""
|
||||||
|
cycle_start_time = asyncio.get_event_loop().time()
|
||||||
|
|
||||||
# 1. Fetch market data
|
# 1. Fetch market data
|
||||||
if market.is_domestic:
|
if market.is_domestic:
|
||||||
orderbook = await broker.get_orderbook(stock_code)
|
orderbook = await broker.get_orderbook(stock_code)
|
||||||
@@ -106,6 +113,42 @@ async def trading_cycle(
|
|||||||
"foreigner_net": foreigner_net,
|
"foreigner_net": foreigner_net,
|
||||||
}
|
}
|
||||||
|
|
||||||
|
# 1.5. Get volatility metrics from context store (L7_REALTIME)
|
||||||
|
latest_timeframe = context_store.get_latest_timeframe(ContextLayer.L7_REALTIME)
|
||||||
|
volatility_score = 50.0 # Default normal volatility
|
||||||
|
volume_surge = 1.0
|
||||||
|
price_change_1m = 0.0
|
||||||
|
|
||||||
|
if latest_timeframe:
|
||||||
|
volatility_data = context_store.get_context(
|
||||||
|
ContextLayer.L7_REALTIME,
|
||||||
|
latest_timeframe,
|
||||||
|
f"volatility_{stock_code}",
|
||||||
|
)
|
||||||
|
if volatility_data:
|
||||||
|
volatility_score = volatility_data.get("momentum_score", 50.0)
|
||||||
|
volume_surge = volatility_data.get("volume_surge", 1.0)
|
||||||
|
price_change_1m = volatility_data.get("price_change_1m", 0.0)
|
||||||
|
|
||||||
|
# 1.6. Assess criticality based on market conditions
|
||||||
|
criticality = criticality_assessor.assess_market_conditions(
|
||||||
|
pnl_pct=pnl_pct,
|
||||||
|
volatility_score=volatility_score,
|
||||||
|
volume_surge=volume_surge,
|
||||||
|
price_change_1m=price_change_1m,
|
||||||
|
is_market_open=True,
|
||||||
|
)
|
||||||
|
|
||||||
|
logger.info(
|
||||||
|
"Criticality for %s (%s): %s (pnl=%.2f%%, volatility=%.1f, volume_surge=%.1fx)",
|
||||||
|
stock_code,
|
||||||
|
market.name,
|
||||||
|
criticality.value,
|
||||||
|
pnl_pct,
|
||||||
|
volatility_score,
|
||||||
|
volume_surge,
|
||||||
|
)
|
||||||
|
|
||||||
# 2. Ask the brain for a decision
|
# 2. Ask the brain for a decision
|
||||||
decision = await brain.decide(market_data)
|
decision = await brain.decide(market_data)
|
||||||
logger.info(
|
logger.info(
|
||||||
@@ -191,6 +234,27 @@ async def trading_cycle(
|
|||||||
exchange_code=market.exchange_code,
|
exchange_code=market.exchange_code,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
# 7. Latency monitoring
|
||||||
|
cycle_end_time = asyncio.get_event_loop().time()
|
||||||
|
cycle_latency = cycle_end_time - cycle_start_time
|
||||||
|
timeout = criticality_assessor.get_timeout(criticality)
|
||||||
|
|
||||||
|
if timeout and cycle_latency > timeout:
|
||||||
|
logger.warning(
|
||||||
|
"Trading cycle exceeded timeout for %s (criticality=%s, latency=%.2fs, timeout=%.2fs)",
|
||||||
|
stock_code,
|
||||||
|
criticality.value,
|
||||||
|
cycle_latency,
|
||||||
|
timeout,
|
||||||
|
)
|
||||||
|
else:
|
||||||
|
logger.debug(
|
||||||
|
"Trading cycle completed within timeout for %s (criticality=%s, latency=%.2fs)",
|
||||||
|
stock_code,
|
||||||
|
criticality.value,
|
||||||
|
cycle_latency,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
async def run(settings: Settings) -> None:
|
async def run(settings: Settings) -> None:
|
||||||
"""Main async loop — iterate over open markets on a timer."""
|
"""Main async loop — iterate over open markets on a timer."""
|
||||||
@@ -212,6 +276,16 @@ async def run(settings: Settings) -> None:
|
|||||||
top_n=5,
|
top_n=5,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
# Initialize latency control system
|
||||||
|
criticality_assessor = CriticalityAssessor(
|
||||||
|
critical_pnl_threshold=-2.5, # Near circuit breaker at -3.0%
|
||||||
|
critical_price_change_threshold=5.0, # 5% in 1 minute
|
||||||
|
critical_volume_surge_threshold=10.0, # 10x average
|
||||||
|
high_volatility_threshold=70.0,
|
||||||
|
low_volatility_threshold=30.0,
|
||||||
|
)
|
||||||
|
priority_queue = PriorityTaskQueue(max_size=1000)
|
||||||
|
|
||||||
# Track last scan time for each market
|
# Track last scan time for each market
|
||||||
last_scan_time: dict[str, float] = {}
|
last_scan_time: dict[str, float] = {}
|
||||||
|
|
||||||
@@ -315,6 +389,8 @@ async def run(settings: Settings) -> None:
|
|||||||
risk,
|
risk,
|
||||||
db_conn,
|
db_conn,
|
||||||
decision_logger,
|
decision_logger,
|
||||||
|
context_store,
|
||||||
|
criticality_assessor,
|
||||||
market,
|
market,
|
||||||
stock_code,
|
stock_code,
|
||||||
)
|
)
|
||||||
@@ -343,6 +419,18 @@ async def run(settings: Settings) -> None:
|
|||||||
logger.exception("Unexpected error for %s: %s", stock_code, exc)
|
logger.exception("Unexpected error for %s: %s", stock_code, exc)
|
||||||
break # Don't retry on unexpected errors
|
break # Don't retry on unexpected errors
|
||||||
|
|
||||||
|
# Log priority queue metrics periodically
|
||||||
|
metrics = await priority_queue.get_metrics()
|
||||||
|
if metrics.total_enqueued > 0:
|
||||||
|
logger.info(
|
||||||
|
"Priority queue metrics: enqueued=%d, dequeued=%d, size=%d, timeouts=%d, errors=%d",
|
||||||
|
metrics.total_enqueued,
|
||||||
|
metrics.total_dequeued,
|
||||||
|
metrics.current_size,
|
||||||
|
metrics.total_timeouts,
|
||||||
|
metrics.total_errors,
|
||||||
|
)
|
||||||
|
|
||||||
# Wait for next cycle or shutdown
|
# Wait for next cycle or shutdown
|
||||||
try:
|
try:
|
||||||
await asyncio.wait_for(shutdown.wait(), timeout=TRADE_INTERVAL_SECONDS)
|
await asyncio.wait_for(shutdown.wait(), timeout=TRADE_INTERVAL_SECONDS)
|
||||||
|
|||||||
558
tests/test_latency_control.py
Normal file
558
tests/test_latency_control.py
Normal file
@@ -0,0 +1,558 @@
|
|||||||
|
"""Tests for latency control system (criticality assessment and priority queue)."""
|
||||||
|
|
||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
import asyncio
|
||||||
|
|
||||||
|
import pytest
|
||||||
|
|
||||||
|
from src.core.criticality import CriticalityAssessor, CriticalityLevel
|
||||||
|
from src.core.priority_queue import PriorityTask, PriorityTaskQueue
|
||||||
|
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
# CriticalityAssessor Tests
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
|
||||||
|
|
||||||
|
class TestCriticalityAssessor:
|
||||||
|
"""Test suite for criticality assessment logic."""
|
||||||
|
|
||||||
|
def test_market_closed_returns_low(self) -> None:
|
||||||
|
"""Market closed should return LOW priority."""
|
||||||
|
assessor = CriticalityAssessor()
|
||||||
|
level = assessor.assess_market_conditions(
|
||||||
|
pnl_pct=0.0,
|
||||||
|
volatility_score=50.0,
|
||||||
|
volume_surge=1.0,
|
||||||
|
is_market_open=False,
|
||||||
|
)
|
||||||
|
assert level == CriticalityLevel.LOW
|
||||||
|
|
||||||
|
def test_very_low_volatility_returns_low(self) -> None:
|
||||||
|
"""Very low volatility should return LOW priority."""
|
||||||
|
assessor = CriticalityAssessor()
|
||||||
|
level = assessor.assess_market_conditions(
|
||||||
|
pnl_pct=0.0,
|
||||||
|
volatility_score=20.0, # Below 30.0 threshold
|
||||||
|
volume_surge=1.0,
|
||||||
|
is_market_open=True,
|
||||||
|
)
|
||||||
|
assert level == CriticalityLevel.LOW
|
||||||
|
|
||||||
|
def test_critical_pnl_threshold_triggered(self) -> None:
|
||||||
|
"""P&L below -2.5% should trigger CRITICAL."""
|
||||||
|
assessor = CriticalityAssessor()
|
||||||
|
level = assessor.assess_market_conditions(
|
||||||
|
pnl_pct=-2.6, # Below -2.5% threshold
|
||||||
|
volatility_score=50.0,
|
||||||
|
volume_surge=1.0,
|
||||||
|
is_market_open=True,
|
||||||
|
)
|
||||||
|
assert level == CriticalityLevel.CRITICAL
|
||||||
|
|
||||||
|
def test_critical_pnl_at_circuit_breaker_proximity(self) -> None:
|
||||||
|
"""P&L at exactly -2.5% (near -3.0% breaker) should be CRITICAL."""
|
||||||
|
assessor = CriticalityAssessor()
|
||||||
|
level = assessor.assess_market_conditions(
|
||||||
|
pnl_pct=-2.5,
|
||||||
|
volatility_score=50.0,
|
||||||
|
volume_surge=1.0,
|
||||||
|
is_market_open=True,
|
||||||
|
)
|
||||||
|
assert level == CriticalityLevel.CRITICAL
|
||||||
|
|
||||||
|
def test_critical_price_change_positive(self) -> None:
|
||||||
|
"""Large positive price change (>5%) should trigger CRITICAL."""
|
||||||
|
assessor = CriticalityAssessor()
|
||||||
|
level = assessor.assess_market_conditions(
|
||||||
|
pnl_pct=0.0,
|
||||||
|
volatility_score=50.0,
|
||||||
|
volume_surge=1.0,
|
||||||
|
price_change_1m=5.5, # Above 5.0% threshold
|
||||||
|
is_market_open=True,
|
||||||
|
)
|
||||||
|
assert level == CriticalityLevel.CRITICAL
|
||||||
|
|
||||||
|
def test_critical_price_change_negative(self) -> None:
|
||||||
|
"""Large negative price change (<-5%) should trigger CRITICAL."""
|
||||||
|
assessor = CriticalityAssessor()
|
||||||
|
level = assessor.assess_market_conditions(
|
||||||
|
pnl_pct=0.0,
|
||||||
|
volatility_score=50.0,
|
||||||
|
volume_surge=1.0,
|
||||||
|
price_change_1m=-6.0, # Below -5.0% threshold
|
||||||
|
is_market_open=True,
|
||||||
|
)
|
||||||
|
assert level == CriticalityLevel.CRITICAL
|
||||||
|
|
||||||
|
def test_critical_volume_surge(self) -> None:
|
||||||
|
"""Extreme volume surge (>10x) should trigger CRITICAL."""
|
||||||
|
assessor = CriticalityAssessor()
|
||||||
|
level = assessor.assess_market_conditions(
|
||||||
|
pnl_pct=0.0,
|
||||||
|
volatility_score=50.0,
|
||||||
|
volume_surge=12.0, # Above 10.0x threshold
|
||||||
|
is_market_open=True,
|
||||||
|
)
|
||||||
|
assert level == CriticalityLevel.CRITICAL
|
||||||
|
|
||||||
|
def test_high_volatility_returns_high(self) -> None:
|
||||||
|
"""High volatility score should return HIGH priority."""
|
||||||
|
assessor = CriticalityAssessor()
|
||||||
|
level = assessor.assess_market_conditions(
|
||||||
|
pnl_pct=0.0,
|
||||||
|
volatility_score=75.0, # Above 70.0 threshold
|
||||||
|
volume_surge=1.0,
|
||||||
|
is_market_open=True,
|
||||||
|
)
|
||||||
|
assert level == CriticalityLevel.HIGH
|
||||||
|
|
||||||
|
def test_normal_conditions_return_normal(self) -> None:
|
||||||
|
"""Normal market conditions should return NORMAL priority."""
|
||||||
|
assessor = CriticalityAssessor()
|
||||||
|
level = assessor.assess_market_conditions(
|
||||||
|
pnl_pct=0.5,
|
||||||
|
volatility_score=50.0, # Between 30-70
|
||||||
|
volume_surge=1.5,
|
||||||
|
price_change_1m=1.0,
|
||||||
|
is_market_open=True,
|
||||||
|
)
|
||||||
|
assert level == CriticalityLevel.NORMAL
|
||||||
|
|
||||||
|
def test_custom_thresholds(self) -> None:
|
||||||
|
"""Custom thresholds should be respected."""
|
||||||
|
assessor = CriticalityAssessor(
|
||||||
|
critical_pnl_threshold=-1.0,
|
||||||
|
critical_price_change_threshold=3.0,
|
||||||
|
critical_volume_surge_threshold=5.0,
|
||||||
|
high_volatility_threshold=60.0,
|
||||||
|
low_volatility_threshold=20.0,
|
||||||
|
)
|
||||||
|
|
||||||
|
# Test custom P&L threshold
|
||||||
|
level = assessor.assess_market_conditions(
|
||||||
|
pnl_pct=-1.1,
|
||||||
|
volatility_score=50.0,
|
||||||
|
volume_surge=1.0,
|
||||||
|
is_market_open=True,
|
||||||
|
)
|
||||||
|
assert level == CriticalityLevel.CRITICAL
|
||||||
|
|
||||||
|
# Test custom price change threshold
|
||||||
|
level = assessor.assess_market_conditions(
|
||||||
|
pnl_pct=0.0,
|
||||||
|
volatility_score=50.0,
|
||||||
|
volume_surge=1.0,
|
||||||
|
price_change_1m=3.5,
|
||||||
|
is_market_open=True,
|
||||||
|
)
|
||||||
|
assert level == CriticalityLevel.CRITICAL
|
||||||
|
|
||||||
|
def test_get_timeout_returns_correct_values(self) -> None:
|
||||||
|
"""Timeout values should match specification."""
|
||||||
|
assessor = CriticalityAssessor()
|
||||||
|
|
||||||
|
assert assessor.get_timeout(CriticalityLevel.CRITICAL) == 5.0
|
||||||
|
assert assessor.get_timeout(CriticalityLevel.HIGH) == 30.0
|
||||||
|
assert assessor.get_timeout(CriticalityLevel.NORMAL) == 60.0
|
||||||
|
assert assessor.get_timeout(CriticalityLevel.LOW) is None
|
||||||
|
|
||||||
|
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
# PriorityTaskQueue Tests
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
|
||||||
|
|
||||||
|
class TestPriorityTaskQueue:
|
||||||
|
"""Test suite for priority queue implementation."""
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_enqueue_task(self) -> None:
|
||||||
|
"""Tasks should be enqueued successfully."""
|
||||||
|
queue = PriorityTaskQueue()
|
||||||
|
|
||||||
|
success = await queue.enqueue(
|
||||||
|
task_id="test-1",
|
||||||
|
criticality=CriticalityLevel.NORMAL,
|
||||||
|
task_data={"action": "test"},
|
||||||
|
)
|
||||||
|
|
||||||
|
assert success is True
|
||||||
|
assert await queue.size() == 1
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_enqueue_rejects_when_full(self) -> None:
|
||||||
|
"""Queue should reject tasks when full."""
|
||||||
|
queue = PriorityTaskQueue(max_size=2)
|
||||||
|
|
||||||
|
# Fill the queue
|
||||||
|
await queue.enqueue("task-1", CriticalityLevel.NORMAL, {})
|
||||||
|
await queue.enqueue("task-2", CriticalityLevel.NORMAL, {})
|
||||||
|
|
||||||
|
# Third task should be rejected
|
||||||
|
success = await queue.enqueue("task-3", CriticalityLevel.NORMAL, {})
|
||||||
|
assert success is False
|
||||||
|
assert await queue.size() == 2
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_dequeue_returns_highest_priority(self) -> None:
|
||||||
|
"""Dequeue should return highest priority task first."""
|
||||||
|
queue = PriorityTaskQueue()
|
||||||
|
|
||||||
|
# Enqueue tasks in reverse priority order
|
||||||
|
await queue.enqueue("low", CriticalityLevel.LOW, {"priority": 3})
|
||||||
|
await queue.enqueue("normal", CriticalityLevel.NORMAL, {"priority": 2})
|
||||||
|
await queue.enqueue("high", CriticalityLevel.HIGH, {"priority": 1})
|
||||||
|
await queue.enqueue("critical", CriticalityLevel.CRITICAL, {"priority": 0})
|
||||||
|
|
||||||
|
# Dequeue should return CRITICAL first
|
||||||
|
task = await queue.dequeue(timeout=1.0)
|
||||||
|
assert task is not None
|
||||||
|
assert task.task_id == "critical"
|
||||||
|
assert task.priority == 0
|
||||||
|
|
||||||
|
# Then HIGH
|
||||||
|
task = await queue.dequeue(timeout=1.0)
|
||||||
|
assert task is not None
|
||||||
|
assert task.task_id == "high"
|
||||||
|
assert task.priority == 1
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_dequeue_fifo_within_same_priority(self) -> None:
|
||||||
|
"""Tasks with same priority should be FIFO."""
|
||||||
|
queue = PriorityTaskQueue()
|
||||||
|
|
||||||
|
# Enqueue multiple tasks with same priority
|
||||||
|
await queue.enqueue("task-1", CriticalityLevel.NORMAL, {})
|
||||||
|
await asyncio.sleep(0.01) # Small delay to ensure different timestamps
|
||||||
|
await queue.enqueue("task-2", CriticalityLevel.NORMAL, {})
|
||||||
|
await asyncio.sleep(0.01)
|
||||||
|
await queue.enqueue("task-3", CriticalityLevel.NORMAL, {})
|
||||||
|
|
||||||
|
# Should dequeue in FIFO order
|
||||||
|
task1 = await queue.dequeue(timeout=1.0)
|
||||||
|
task2 = await queue.dequeue(timeout=1.0)
|
||||||
|
task3 = await queue.dequeue(timeout=1.0)
|
||||||
|
|
||||||
|
assert task1 is not None and task1.task_id == "task-1"
|
||||||
|
assert task2 is not None and task2.task_id == "task-2"
|
||||||
|
assert task3 is not None and task3.task_id == "task-3"
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_dequeue_returns_none_when_empty(self) -> None:
|
||||||
|
"""Dequeue should return None when queue is empty after timeout."""
|
||||||
|
queue = PriorityTaskQueue()
|
||||||
|
|
||||||
|
task = await queue.dequeue(timeout=0.1)
|
||||||
|
assert task is None
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_execute_with_timeout_success(self) -> None:
|
||||||
|
"""Task execution should succeed within timeout."""
|
||||||
|
queue = PriorityTaskQueue()
|
||||||
|
|
||||||
|
# Create a simple async callback
|
||||||
|
async def test_callback() -> str:
|
||||||
|
await asyncio.sleep(0.01)
|
||||||
|
return "success"
|
||||||
|
|
||||||
|
task = PriorityTask(
|
||||||
|
priority=0,
|
||||||
|
timestamp=0.0,
|
||||||
|
task_id="test",
|
||||||
|
task_data={},
|
||||||
|
callback=test_callback,
|
||||||
|
)
|
||||||
|
|
||||||
|
result = await queue.execute_with_timeout(task, timeout=1.0)
|
||||||
|
assert result == "success"
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_execute_with_timeout_raises_timeout_error(self) -> None:
|
||||||
|
"""Task execution should raise TimeoutError if exceeds timeout."""
|
||||||
|
queue = PriorityTaskQueue()
|
||||||
|
|
||||||
|
# Create a slow async callback
|
||||||
|
async def slow_callback() -> str:
|
||||||
|
await asyncio.sleep(1.0)
|
||||||
|
return "too slow"
|
||||||
|
|
||||||
|
task = PriorityTask(
|
||||||
|
priority=0,
|
||||||
|
timestamp=0.0,
|
||||||
|
task_id="test",
|
||||||
|
task_data={},
|
||||||
|
callback=slow_callback,
|
||||||
|
)
|
||||||
|
|
||||||
|
with pytest.raises(asyncio.TimeoutError):
|
||||||
|
await queue.execute_with_timeout(task, timeout=0.1)
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_execute_with_timeout_propagates_exceptions(self) -> None:
|
||||||
|
"""Task execution should propagate exceptions from callback."""
|
||||||
|
queue = PriorityTaskQueue()
|
||||||
|
|
||||||
|
# Create a failing async callback
|
||||||
|
async def failing_callback() -> None:
|
||||||
|
raise ValueError("Test error")
|
||||||
|
|
||||||
|
task = PriorityTask(
|
||||||
|
priority=0,
|
||||||
|
timestamp=0.0,
|
||||||
|
task_id="test",
|
||||||
|
task_data={},
|
||||||
|
callback=failing_callback,
|
||||||
|
)
|
||||||
|
|
||||||
|
with pytest.raises(ValueError, match="Test error"):
|
||||||
|
await queue.execute_with_timeout(task, timeout=1.0)
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_execute_without_timeout(self) -> None:
|
||||||
|
"""Task execution should work without timeout (LOW priority)."""
|
||||||
|
queue = PriorityTaskQueue()
|
||||||
|
|
||||||
|
async def test_callback() -> str:
|
||||||
|
await asyncio.sleep(0.01)
|
||||||
|
return "success"
|
||||||
|
|
||||||
|
task = PriorityTask(
|
||||||
|
priority=3,
|
||||||
|
timestamp=0.0,
|
||||||
|
task_id="test",
|
||||||
|
task_data={},
|
||||||
|
callback=test_callback,
|
||||||
|
)
|
||||||
|
|
||||||
|
result = await queue.execute_with_timeout(task, timeout=None)
|
||||||
|
assert result == "success"
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_get_metrics(self) -> None:
|
||||||
|
"""Queue should track metrics correctly."""
|
||||||
|
queue = PriorityTaskQueue()
|
||||||
|
|
||||||
|
# Enqueue and dequeue some tasks
|
||||||
|
await queue.enqueue("task-1", CriticalityLevel.CRITICAL, {})
|
||||||
|
await queue.enqueue("task-2", CriticalityLevel.HIGH, {})
|
||||||
|
await queue.enqueue("task-3", CriticalityLevel.NORMAL, {})
|
||||||
|
|
||||||
|
await queue.dequeue(timeout=1.0)
|
||||||
|
await queue.dequeue(timeout=1.0)
|
||||||
|
|
||||||
|
metrics = await queue.get_metrics()
|
||||||
|
|
||||||
|
assert metrics.total_enqueued == 3
|
||||||
|
assert metrics.total_dequeued == 2
|
||||||
|
assert metrics.current_size == 1
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_wait_time_metrics(self) -> None:
|
||||||
|
"""Queue should track wait times per criticality level."""
|
||||||
|
queue = PriorityTaskQueue()
|
||||||
|
|
||||||
|
# Enqueue tasks with different criticality
|
||||||
|
await queue.enqueue("critical-1", CriticalityLevel.CRITICAL, {})
|
||||||
|
await asyncio.sleep(0.05) # Add some wait time
|
||||||
|
|
||||||
|
await queue.dequeue(timeout=1.0)
|
||||||
|
|
||||||
|
metrics = await queue.get_metrics()
|
||||||
|
|
||||||
|
# Should have wait time metrics for CRITICAL
|
||||||
|
assert CriticalityLevel.CRITICAL in metrics.avg_wait_time
|
||||||
|
assert metrics.avg_wait_time[CriticalityLevel.CRITICAL] > 0.0
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_clear_queue(self) -> None:
|
||||||
|
"""Clear should remove all tasks from queue."""
|
||||||
|
queue = PriorityTaskQueue()
|
||||||
|
|
||||||
|
await queue.enqueue("task-1", CriticalityLevel.NORMAL, {})
|
||||||
|
await queue.enqueue("task-2", CriticalityLevel.NORMAL, {})
|
||||||
|
await queue.enqueue("task-3", CriticalityLevel.NORMAL, {})
|
||||||
|
|
||||||
|
cleared = await queue.clear()
|
||||||
|
|
||||||
|
assert cleared == 3
|
||||||
|
assert await queue.size() == 0
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_concurrent_enqueue_dequeue(self) -> None:
|
||||||
|
"""Queue should handle concurrent operations safely."""
|
||||||
|
queue = PriorityTaskQueue()
|
||||||
|
|
||||||
|
# Concurrent enqueue operations
|
||||||
|
async def enqueue_tasks() -> None:
|
||||||
|
for i in range(10):
|
||||||
|
await queue.enqueue(
|
||||||
|
f"task-{i}",
|
||||||
|
CriticalityLevel.NORMAL,
|
||||||
|
{"index": i},
|
||||||
|
)
|
||||||
|
|
||||||
|
# Concurrent dequeue operations
|
||||||
|
async def dequeue_tasks() -> list[str]:
|
||||||
|
tasks = []
|
||||||
|
for _ in range(10):
|
||||||
|
task = await queue.dequeue(timeout=1.0)
|
||||||
|
if task:
|
||||||
|
tasks.append(task.task_id)
|
||||||
|
await asyncio.sleep(0.01)
|
||||||
|
return tasks
|
||||||
|
|
||||||
|
# Run both concurrently
|
||||||
|
enqueue_task = asyncio.create_task(enqueue_tasks())
|
||||||
|
dequeue_task = asyncio.create_task(dequeue_tasks())
|
||||||
|
|
||||||
|
await enqueue_task
|
||||||
|
dequeued_ids = await dequeue_task
|
||||||
|
|
||||||
|
# All tasks should be processed
|
||||||
|
assert len(dequeued_ids) == 10
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_timeout_metric_tracking(self) -> None:
|
||||||
|
"""Queue should track timeout occurrences."""
|
||||||
|
queue = PriorityTaskQueue()
|
||||||
|
|
||||||
|
async def slow_callback() -> str:
|
||||||
|
await asyncio.sleep(1.0)
|
||||||
|
return "too slow"
|
||||||
|
|
||||||
|
task = PriorityTask(
|
||||||
|
priority=0,
|
||||||
|
timestamp=0.0,
|
||||||
|
task_id="test",
|
||||||
|
task_data={},
|
||||||
|
callback=slow_callback,
|
||||||
|
)
|
||||||
|
|
||||||
|
try:
|
||||||
|
await queue.execute_with_timeout(task, timeout=0.1)
|
||||||
|
except TimeoutError:
|
||||||
|
pass
|
||||||
|
|
||||||
|
metrics = await queue.get_metrics()
|
||||||
|
assert metrics.total_timeouts == 1
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_error_metric_tracking(self) -> None:
|
||||||
|
"""Queue should track execution errors."""
|
||||||
|
queue = PriorityTaskQueue()
|
||||||
|
|
||||||
|
async def failing_callback() -> None:
|
||||||
|
raise ValueError("Test error")
|
||||||
|
|
||||||
|
task = PriorityTask(
|
||||||
|
priority=0,
|
||||||
|
timestamp=0.0,
|
||||||
|
task_id="test",
|
||||||
|
task_data={},
|
||||||
|
callback=failing_callback,
|
||||||
|
)
|
||||||
|
|
||||||
|
try:
|
||||||
|
await queue.execute_with_timeout(task, timeout=1.0)
|
||||||
|
except ValueError:
|
||||||
|
pass
|
||||||
|
|
||||||
|
metrics = await queue.get_metrics()
|
||||||
|
assert metrics.total_errors == 1
|
||||||
|
|
||||||
|
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
# Integration Tests
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
|
||||||
|
|
||||||
|
class TestLatencyControlIntegration:
|
||||||
|
"""Integration tests for criticality assessment and priority queue."""
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_critical_task_bypass_queue(self) -> None:
|
||||||
|
"""CRITICAL tasks should bypass lower priority tasks."""
|
||||||
|
queue = PriorityTaskQueue()
|
||||||
|
|
||||||
|
# Add normal priority tasks
|
||||||
|
await queue.enqueue("normal-1", CriticalityLevel.NORMAL, {})
|
||||||
|
await queue.enqueue("normal-2", CriticalityLevel.NORMAL, {})
|
||||||
|
|
||||||
|
# Add critical task (should jump to front)
|
||||||
|
await queue.enqueue("critical", CriticalityLevel.CRITICAL, {})
|
||||||
|
|
||||||
|
# Dequeue should return critical first
|
||||||
|
task = await queue.dequeue(timeout=1.0)
|
||||||
|
assert task is not None
|
||||||
|
assert task.task_id == "critical"
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_timeout_enforcement_by_criticality(self) -> None:
|
||||||
|
"""Timeout enforcement should match criticality level."""
|
||||||
|
assessor = CriticalityAssessor()
|
||||||
|
|
||||||
|
# CRITICAL should have 5s timeout
|
||||||
|
critical_timeout = assessor.get_timeout(CriticalityLevel.CRITICAL)
|
||||||
|
assert critical_timeout == 5.0
|
||||||
|
|
||||||
|
# HIGH should have 30s timeout
|
||||||
|
high_timeout = assessor.get_timeout(CriticalityLevel.HIGH)
|
||||||
|
assert high_timeout == 30.0
|
||||||
|
|
||||||
|
# NORMAL should have 60s timeout
|
||||||
|
normal_timeout = assessor.get_timeout(CriticalityLevel.NORMAL)
|
||||||
|
assert normal_timeout == 60.0
|
||||||
|
|
||||||
|
# LOW should have no timeout
|
||||||
|
low_timeout = assessor.get_timeout(CriticalityLevel.LOW)
|
||||||
|
assert low_timeout is None
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_fast_path_execution_for_critical(self) -> None:
|
||||||
|
"""CRITICAL tasks should complete quickly."""
|
||||||
|
queue = PriorityTaskQueue()
|
||||||
|
|
||||||
|
# Create a fast callback simulating fast-path execution
|
||||||
|
async def fast_path_callback() -> str:
|
||||||
|
# Simulate simplified decision flow
|
||||||
|
await asyncio.sleep(0.01) # Very fast execution
|
||||||
|
return "fast_path_complete"
|
||||||
|
|
||||||
|
task = PriorityTask(
|
||||||
|
priority=0, # CRITICAL
|
||||||
|
timestamp=0.0,
|
||||||
|
task_id="critical-fast",
|
||||||
|
task_data={},
|
||||||
|
callback=fast_path_callback,
|
||||||
|
)
|
||||||
|
|
||||||
|
import time
|
||||||
|
|
||||||
|
start = time.time()
|
||||||
|
result = await queue.execute_with_timeout(task, timeout=5.0)
|
||||||
|
elapsed = time.time() - start
|
||||||
|
|
||||||
|
assert result == "fast_path_complete"
|
||||||
|
assert elapsed < 5.0 # Should complete well under CRITICAL timeout
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_graceful_degradation_when_queue_full(self) -> None:
|
||||||
|
"""System should gracefully handle full queue."""
|
||||||
|
queue = PriorityTaskQueue(max_size=2)
|
||||||
|
|
||||||
|
# Fill the queue
|
||||||
|
await queue.enqueue("task-1", CriticalityLevel.NORMAL, {})
|
||||||
|
await queue.enqueue("task-2", CriticalityLevel.NORMAL, {})
|
||||||
|
|
||||||
|
# Try to add more tasks
|
||||||
|
success = await queue.enqueue("task-3", CriticalityLevel.NORMAL, {})
|
||||||
|
assert success is False
|
||||||
|
|
||||||
|
# Queue should still function
|
||||||
|
task = await queue.dequeue(timeout=1.0)
|
||||||
|
assert task is not None
|
||||||
|
|
||||||
|
# Now we can add another task
|
||||||
|
success = await queue.enqueue("task-4", CriticalityLevel.NORMAL, {})
|
||||||
|
assert success is True
|
||||||
Reference in New Issue
Block a user