feat: add session-aware order policy guard for low-liquidity market-order rejection (#279)

tests/test_order_policy.py

@@ -0,0 +1,40 @@
+from datetime import UTC, datetime
+
+import pytest
+
+from src.core.order_policy import OrderPolicyRejected, classify_session_id, validate_order_policy
+from src.markets.schedule import MARKETS
+
+
+def test_classify_kr_nxt_after() -> None:
+    # 2026-02-26 16:00 KST == 07:00 UTC
+    now = datetime(2026, 2, 26, 7, 0, tzinfo=UTC)
+    assert classify_session_id(MARKETS["KR"], now) == "NXT_AFTER"
+
+
+def test_classify_us_pre() -> None:
+    # 2026-02-26 19:00 KST == 10:00 UTC
+    now = datetime(2026, 2, 26, 10, 0, tzinfo=UTC)
+    assert classify_session_id(MARKETS["US_NASDAQ"], now) == "US_PRE"
+
+
+def test_reject_market_order_in_low_liquidity_session() -> None:
+    now = datetime(2026, 2, 26, 10, 0, tzinfo=UTC)  # 19:00 KST -> US_PRE
+    with pytest.raises(OrderPolicyRejected):
+        validate_order_policy(
+            market=MARKETS["US_NASDAQ"],
+            order_type="BUY",
+            price=0.0,
+            now=now,
+        )
+
+
+def test_allow_limit_order_in_low_liquidity_session() -> None:
+    now = datetime(2026, 2, 26, 10, 0, tzinfo=UTC)  # 19:00 KST -> US_PRE
+    info = validate_order_policy(
+        market=MARKETS["US_NASDAQ"],
+        order_type="BUY",
+        price=100.0,
+        now=now,
+    )
+    assert info.session_id == "US_PRE"