feat: add session-aware order policy guard for low-liquidity market-order rejection (#279)
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@@ -8,6 +8,7 @@ import pytest
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from src.config import Settings
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from src.context.layer import ContextLayer
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from src.context.scheduler import ScheduleResult
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from src.core.order_policy import OrderPolicyRejected
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from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
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from src.db import init_db, log_trade
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from src.evolution.scorecard import DailyScorecard
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@@ -5116,3 +5117,75 @@ async def test_kill_switch_block_skips_actionable_order_execution() -> None:
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KILL_SWITCH.clear_block()
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broker.send_order.assert_not_called()
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@pytest.mark.asyncio
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async def test_order_policy_rejection_skips_order_execution() -> None:
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"""Order policy rejection must prevent order submission."""
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db_conn = init_db(":memory:")
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decision_logger = DecisionLogger(db_conn)
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broker = MagicMock()
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broker.get_current_price = AsyncMock(return_value=(100.0, 0.5, 0.0))
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broker.get_balance = AsyncMock(
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return_value={
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"output1": [],
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"output2": [
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{
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"tot_evlu_amt": "100000",
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"dnca_tot_amt": "50000",
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"pchs_amt_smtl_amt": "50000",
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}
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],
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}
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)
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broker.send_order = AsyncMock(return_value={"msg1": "OK"})
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market = MagicMock()
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market.name = "Korea"
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market.code = "KR"
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market.exchange_code = "KRX"
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market.is_domestic = True
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telegram = MagicMock()
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telegram.notify_trade_execution = AsyncMock()
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telegram.notify_fat_finger = AsyncMock()
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telegram.notify_circuit_breaker = AsyncMock()
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telegram.notify_scenario_matched = AsyncMock()
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settings = MagicMock()
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settings.POSITION_SIZING_ENABLED = False
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settings.CONFIDENCE_THRESHOLD = 80
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with patch(
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"src.main.validate_order_policy",
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side_effect=OrderPolicyRejected(
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"rejected",
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session_id="NXT_AFTER",
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market_code="KR",
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),
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):
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await trading_cycle(
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broker=broker,
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overseas_broker=MagicMock(),
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scenario_engine=MagicMock(evaluate=MagicMock(return_value=_make_buy_match())),
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playbook=_make_playbook(),
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risk=MagicMock(),
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db_conn=db_conn,
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decision_logger=decision_logger,
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context_store=MagicMock(
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get_latest_timeframe=MagicMock(return_value=None),
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set_context=MagicMock(),
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),
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criticality_assessor=MagicMock(
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assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
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get_timeout=MagicMock(return_value=5.0),
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),
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telegram=telegram,
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market=market,
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stock_code="005930",
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scan_candidates={},
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settings=settings,
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)
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broker.send_order.assert_not_called()
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