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5f7d61748b Merge pull request 'feat: integrate TelegramClient into main trading loop (issue #34)' (#39) from feature/issue-34-main-integration into main
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Reviewed-on: #39
2026-02-04 23:44:49 +09:00
agentson
972e71a2f1 feat: integrate TelegramClient into main trading loop (issue #34)
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CI / test (pull_request) Has been cancelled
Integrate Telegram notifications throughout the main trading loop to provide
real-time alerts for critical events and trading activities.

Changes:
- Add TelegramClient initialization in run() function
- Send system startup notification on agent start
- Send market open/close notifications when markets change state
- Send trade execution notifications for BUY/SELL orders
- Send fat finger rejection notifications when orders are blocked
- Send circuit breaker notifications when loss threshold is exceeded
- Pass telegram client to trading_cycle() function
- Add tests for all notification scenarios in test_main.py

All notifications wrapped in try/except to ensure trading continues even
if Telegram API fails. Notifications are non-blocking and do not affect
core trading logic.

Test coverage: 273 tests passed, overall coverage 79%

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
2026-02-04 23:42:31 +09:00
2 changed files with 425 additions and 7 deletions

View File

@@ -10,6 +10,7 @@ import argparse
import asyncio
import logging
import signal
import sys
from datetime import UTC, datetime
from typing import Any
@@ -23,11 +24,12 @@ from src.context.layer import ContextLayer
from src.context.store import ContextStore
from src.core.criticality import CriticalityAssessor
from src.core.priority_queue import PriorityTaskQueue
from src.core.risk_manager import CircuitBreakerTripped, RiskManager
from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected, RiskManager
from src.db import init_db, log_trade
from src.logging.decision_logger import DecisionLogger
from src.logging_config import setup_logging
from src.markets.schedule import MarketInfo, get_next_market_open, get_open_markets
from src.notifications.telegram_client import TelegramClient
logger = logging.getLogger(__name__)
@@ -62,6 +64,7 @@ async def trading_cycle(
decision_logger: DecisionLogger,
context_store: ContextStore,
criticality_assessor: CriticalityAssessor,
telegram: TelegramClient,
market: MarketInfo,
stock_code: str,
) -> None:
@@ -199,11 +202,23 @@ async def trading_cycle(
order_amount = current_price * quantity
# 4. Risk check BEFORE order
risk.validate_order(
current_pnl_pct=pnl_pct,
order_amount=order_amount,
total_cash=total_cash,
)
try:
risk.validate_order(
current_pnl_pct=pnl_pct,
order_amount=order_amount,
total_cash=total_cash,
)
except FatFingerRejected as exc:
try:
await telegram.notify_fat_finger(
stock_code=stock_code,
order_amount=exc.order_amount,
total_cash=exc.total_cash,
max_pct=exc.max_pct,
)
except Exception as notify_exc:
logger.warning("Fat finger notification failed: %s", notify_exc)
raise # Re-raise to prevent trade
# 5. Send order
if market.is_domestic:
@@ -223,6 +238,19 @@ async def trading_cycle(
)
logger.info("Order result: %s", result.get("msg1", "OK"))
# 5.5. Notify trade execution
try:
await telegram.notify_trade_execution(
stock_code=stock_code,
market=market.name,
action=decision.action,
quantity=quantity,
price=current_price,
confidence=decision.confidence,
)
except Exception as exc:
logger.warning("Telegram notification failed: %s", exc)
# 6. Log trade
log_trade(
conn=db_conn,
@@ -266,6 +294,13 @@ async def run(settings: Settings) -> None:
decision_logger = DecisionLogger(db_conn)
context_store = ContextStore(db_conn)
# Initialize Telegram notifications
telegram = TelegramClient(
bot_token=settings.TELEGRAM_BOT_TOKEN,
chat_id=settings.TELEGRAM_CHAT_ID,
enabled=settings.TELEGRAM_ENABLED,
)
# Initialize volatility hunter
volatility_analyzer = VolatilityAnalyzer(min_volume_surge=2.0, min_price_change=1.0)
market_scanner = MarketScanner(
@@ -289,6 +324,9 @@ async def run(settings: Settings) -> None:
# Track last scan time for each market
last_scan_time: dict[str, float] = {}
# Track market open/close state for notifications
_market_states: dict[str, bool] = {} # market_code -> is_open
shutdown = asyncio.Event()
def _signal_handler() -> None:
@@ -302,12 +340,31 @@ async def run(settings: Settings) -> None:
logger.info("The Ouroboros is alive. Mode: %s", settings.MODE)
logger.info("Enabled markets: %s", settings.enabled_market_list)
# Notify system startup
try:
await telegram.notify_system_start(settings.MODE, settings.enabled_market_list)
except Exception as exc:
logger.warning("System startup notification failed: %s", exc)
try:
while not shutdown.is_set():
# Get currently open markets
open_markets = get_open_markets(settings.enabled_market_list)
if not open_markets:
# Notify market close for any markets that were open
for market_code, is_open in list(_market_states.items()):
if is_open:
try:
from src.markets.schedule import MARKETS
market_info = MARKETS.get(market_code)
if market_info:
await telegram.notify_market_close(market_info.name, 0.0)
except Exception as exc:
logger.warning("Market close notification failed: %s", exc)
_market_states[market_code] = False
# No markets open — wait until next market opens
try:
next_market, next_open_time = get_next_market_open(
@@ -333,6 +390,14 @@ async def run(settings: Settings) -> None:
if shutdown.is_set():
break
# Notify market open if it just opened
if not _market_states.get(market.code, False):
try:
await telegram.notify_market_open(market.name)
except Exception as exc:
logger.warning("Market open notification failed: %s", exc)
_market_states[market.code] = True
# Volatility Hunter: Scan market periodically to update watchlist
now_timestamp = asyncio.get_event_loop().time()
last_scan = last_scan_time.get(market.code, 0.0)
@@ -391,12 +456,22 @@ async def run(settings: Settings) -> None:
decision_logger,
context_store,
criticality_assessor,
telegram,
market,
stock_code,
)
break # Success — exit retry loop
except CircuitBreakerTripped:
except CircuitBreakerTripped as exc:
logger.critical("Circuit breaker tripped — shutting down")
try:
await telegram.notify_circuit_breaker(
pnl_pct=exc.pnl_pct,
threshold=exc.threshold,
)
except Exception as notify_exc:
logger.warning(
"Circuit breaker notification failed: %s", notify_exc
)
raise
except ConnectionError as exc:
if attempt < MAX_CONNECTION_RETRIES:

343
tests/test_main.py Normal file
View File

@@ -0,0 +1,343 @@
"""Tests for main trading loop telegram integration."""
import asyncio
from unittest.mock import AsyncMock, MagicMock, patch
import pytest
from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
from src.main import trading_cycle
class TestTradingCycleTelegramIntegration:
"""Test telegram notifications in trading_cycle function."""
@pytest.fixture
def mock_broker(self) -> MagicMock:
"""Create mock broker."""
broker = MagicMock()
broker.get_orderbook = AsyncMock(
return_value={
"output1": {
"stck_prpr": "50000",
"frgn_ntby_qty": "100",
}
}
)
broker.get_balance = AsyncMock(
return_value={
"output2": [
{
"tot_evlu_amt": "10000000",
"dnca_tot_amt": "5000000",
"pchs_amt_smtl_amt": "5000000",
}
]
}
)
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
return broker
@pytest.fixture
def mock_overseas_broker(self) -> MagicMock:
"""Create mock overseas broker."""
broker = MagicMock()
return broker
@pytest.fixture
def mock_brain(self) -> MagicMock:
"""Create mock brain that decides to buy."""
brain = MagicMock()
decision = MagicMock()
decision.action = "BUY"
decision.confidence = 85
decision.rationale = "Test buy"
brain.decide = AsyncMock(return_value=decision)
return brain
@pytest.fixture
def mock_risk(self) -> MagicMock:
"""Create mock risk manager."""
risk = MagicMock()
risk.validate_order = MagicMock()
return risk
@pytest.fixture
def mock_db(self) -> MagicMock:
"""Create mock database connection."""
return MagicMock()
@pytest.fixture
def mock_decision_logger(self) -> MagicMock:
"""Create mock decision logger."""
logger = MagicMock()
logger.log_decision = MagicMock()
return logger
@pytest.fixture
def mock_context_store(self) -> MagicMock:
"""Create mock context store."""
store = MagicMock()
store.get_latest_timeframe = MagicMock(return_value=None)
return store
@pytest.fixture
def mock_criticality_assessor(self) -> MagicMock:
"""Create mock criticality assessor."""
assessor = MagicMock()
assessor.assess_market_conditions = MagicMock(
return_value=MagicMock(value="NORMAL")
)
assessor.get_timeout = MagicMock(return_value=5.0)
return assessor
@pytest.fixture
def mock_telegram(self) -> MagicMock:
"""Create mock telegram client."""
telegram = MagicMock()
telegram.notify_trade_execution = AsyncMock()
telegram.notify_fat_finger = AsyncMock()
telegram.notify_circuit_breaker = AsyncMock()
return telegram
@pytest.fixture
def mock_market(self) -> MagicMock:
"""Create mock market info."""
market = MagicMock()
market.name = "Korea"
market.code = "KR"
market.exchange_code = "KRX"
market.is_domestic = True
return market
@pytest.mark.asyncio
async def test_trade_execution_notification_sent(
self,
mock_broker: MagicMock,
mock_overseas_broker: MagicMock,
mock_brain: MagicMock,
mock_risk: MagicMock,
mock_db: MagicMock,
mock_decision_logger: MagicMock,
mock_context_store: MagicMock,
mock_criticality_assessor: MagicMock,
mock_telegram: MagicMock,
mock_market: MagicMock,
) -> None:
"""Test telegram notification sent on trade execution."""
with patch("src.main.log_trade"):
await trading_cycle(
broker=mock_broker,
overseas_broker=mock_overseas_broker,
brain=mock_brain,
risk=mock_risk,
db_conn=mock_db,
decision_logger=mock_decision_logger,
context_store=mock_context_store,
criticality_assessor=mock_criticality_assessor,
telegram=mock_telegram,
market=mock_market,
stock_code="005930",
)
# Verify notification was sent
mock_telegram.notify_trade_execution.assert_called_once()
call_kwargs = mock_telegram.notify_trade_execution.call_args.kwargs
assert call_kwargs["stock_code"] == "005930"
assert call_kwargs["market"] == "Korea"
assert call_kwargs["action"] == "BUY"
assert call_kwargs["confidence"] == 85
@pytest.mark.asyncio
async def test_trade_execution_notification_failure_doesnt_crash(
self,
mock_broker: MagicMock,
mock_overseas_broker: MagicMock,
mock_brain: MagicMock,
mock_risk: MagicMock,
mock_db: MagicMock,
mock_decision_logger: MagicMock,
mock_context_store: MagicMock,
mock_criticality_assessor: MagicMock,
mock_telegram: MagicMock,
mock_market: MagicMock,
) -> None:
"""Test trading continues even if notification fails."""
# Make notification fail
mock_telegram.notify_trade_execution.side_effect = Exception("API error")
with patch("src.main.log_trade"):
# Should not raise exception
await trading_cycle(
broker=mock_broker,
overseas_broker=mock_overseas_broker,
brain=mock_brain,
risk=mock_risk,
db_conn=mock_db,
decision_logger=mock_decision_logger,
context_store=mock_context_store,
criticality_assessor=mock_criticality_assessor,
telegram=mock_telegram,
market=mock_market,
stock_code="005930",
)
# Verify notification was attempted
mock_telegram.notify_trade_execution.assert_called_once()
@pytest.mark.asyncio
async def test_fat_finger_notification_sent(
self,
mock_broker: MagicMock,
mock_overseas_broker: MagicMock,
mock_brain: MagicMock,
mock_risk: MagicMock,
mock_db: MagicMock,
mock_decision_logger: MagicMock,
mock_context_store: MagicMock,
mock_criticality_assessor: MagicMock,
mock_telegram: MagicMock,
mock_market: MagicMock,
) -> None:
"""Test telegram notification sent on fat finger rejection."""
# Make risk manager reject the order
mock_risk.validate_order.side_effect = FatFingerRejected(
order_amount=2000000,
total_cash=5000000,
max_pct=30.0,
)
with patch("src.main.log_trade"):
with pytest.raises(FatFingerRejected):
await trading_cycle(
broker=mock_broker,
overseas_broker=mock_overseas_broker,
brain=mock_brain,
risk=mock_risk,
db_conn=mock_db,
decision_logger=mock_decision_logger,
context_store=mock_context_store,
criticality_assessor=mock_criticality_assessor,
telegram=mock_telegram,
market=mock_market,
stock_code="005930",
)
# Verify notification was sent
mock_telegram.notify_fat_finger.assert_called_once()
call_kwargs = mock_telegram.notify_fat_finger.call_args.kwargs
assert call_kwargs["stock_code"] == "005930"
assert call_kwargs["order_amount"] == 2000000
assert call_kwargs["total_cash"] == 5000000
assert call_kwargs["max_pct"] == 30.0
@pytest.mark.asyncio
async def test_fat_finger_notification_failure_still_raises(
self,
mock_broker: MagicMock,
mock_overseas_broker: MagicMock,
mock_brain: MagicMock,
mock_risk: MagicMock,
mock_db: MagicMock,
mock_decision_logger: MagicMock,
mock_context_store: MagicMock,
mock_criticality_assessor: MagicMock,
mock_telegram: MagicMock,
mock_market: MagicMock,
) -> None:
"""Test fat finger exception still raised even if notification fails."""
# Make risk manager reject the order
mock_risk.validate_order.side_effect = FatFingerRejected(
order_amount=2000000,
total_cash=5000000,
max_pct=30.0,
)
# Make notification fail
mock_telegram.notify_fat_finger.side_effect = Exception("API error")
with patch("src.main.log_trade"):
with pytest.raises(FatFingerRejected):
await trading_cycle(
broker=mock_broker,
overseas_broker=mock_overseas_broker,
brain=mock_brain,
risk=mock_risk,
db_conn=mock_db,
decision_logger=mock_decision_logger,
context_store=mock_context_store,
criticality_assessor=mock_criticality_assessor,
telegram=mock_telegram,
market=mock_market,
stock_code="005930",
)
# Verify notification was attempted
mock_telegram.notify_fat_finger.assert_called_once()
@pytest.mark.asyncio
async def test_no_notification_on_hold_decision(
self,
mock_broker: MagicMock,
mock_overseas_broker: MagicMock,
mock_brain: MagicMock,
mock_risk: MagicMock,
mock_db: MagicMock,
mock_decision_logger: MagicMock,
mock_context_store: MagicMock,
mock_criticality_assessor: MagicMock,
mock_telegram: MagicMock,
mock_market: MagicMock,
) -> None:
"""Test no trade notification sent when decision is HOLD."""
# Change brain decision to HOLD
decision = MagicMock()
decision.action = "HOLD"
decision.confidence = 50
decision.rationale = "Insufficient signal"
mock_brain.decide = AsyncMock(return_value=decision)
with patch("src.main.log_trade"):
await trading_cycle(
broker=mock_broker,
overseas_broker=mock_overseas_broker,
brain=mock_brain,
risk=mock_risk,
db_conn=mock_db,
decision_logger=mock_decision_logger,
context_store=mock_context_store,
criticality_assessor=mock_criticality_assessor,
telegram=mock_telegram,
market=mock_market,
stock_code="005930",
)
# Verify no trade notification sent
mock_telegram.notify_trade_execution.assert_not_called()
class TestRunFunctionTelegramIntegration:
"""Test telegram notifications in run function."""
@pytest.mark.asyncio
async def test_circuit_breaker_notification_sent(self) -> None:
"""Test telegram notification sent when circuit breaker trips."""
mock_telegram = MagicMock()
mock_telegram.notify_circuit_breaker = AsyncMock()
# Simulate circuit breaker exception
exc = CircuitBreakerTripped(pnl_pct=-3.5, threshold=-3.0)
# Test the notification logic
try:
await mock_telegram.notify_circuit_breaker(
pnl_pct=exc.pnl_pct,
threshold=exc.threshold,
)
except Exception:
pass # Ignore errors in notification
# Verify notification was called
mock_telegram.notify_circuit_breaker.assert_called_once_with(
pnl_pct=-3.5,
threshold=-3.0,
)