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Author SHA1 Message Date
agentson
9d7ca12275 fix: 홀딩 종목 volume_ratio를 price API high/low 실데이터로 계산 (#267)
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candidate 없는 해외 홀딩 종목(NVDA 등)에 대해 이미 호출된
get_overseas_price 응답의 high/low를 활용하여 scanner와 동일한 방식으로
volume_ratio 계산:

  intraday_range_pct = (high - low) / price * 100
  volume_ratio = max(1.0, volatility_pct / 2.0)

high/low 미제공 시(국내 종목, API 미응답) 기존 기본값 1.0 유지.
implied_rsi는 이미 실API price_change_pct(rate 필드) 기반.

tests/test_main.py: 해외 홀딩 종목 volume_ratio 계산 검증 테스트 추가

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-26 01:45:22 +09:00
agentson
ccb00ee77d fix: 로그 WARNING 2종 수정 - scanner 오해 메시지 및 홀딩 종목 rsi 누락 (#267)
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1. WARNING → DEBUG: fallback_stocks 없어도 overseas ranking API로 scanner
   정상 동작하므로 오해를 주는 WARNING 레벨을 DEBUG로 낮춤 (2곳)

2. 홀딩 종목 market_data 보강: scanner를 통하지 않은 종목(NVDA 등)에
   price_change_pct 기반 implied_rsi와 volume_ratio=1.0 기본값 설정,
   scenario_engine 조건 평가 완전화

3. test_main.py: 새로운 동작에 맞게 관련 테스트 2개 업데이트

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-26 01:39:45 +09:00
b1b728f62e Merge pull request 'fix: 해외 cash=0.00 및 get_open_position HOLD 필터링 수정 (#264, #265)' (#266) from feature/issue-264-265-overseas-cash-and-open-position into main
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Reviewed-on: #266
2026-02-26 01:30:37 +09:00
agentson
df12be1305 fix: 해외 cash=0.00 및 get_open_position HOLD 필터링 수정 (#264, #265)
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## 변경사항

### #264 — 해외 매수가능금액 조회 API 교체 (frcr_dncl_amt_2 → inquire-psamount)
- TTTS3012R (해외주식 잔고) output2에 frcr_dncl_amt_2 필드가 존재하지 않아
  총 가용 현금이 항상 0.00으로 산출되는 문제 수정
- OverseasBroker에 get_overseas_buying_power() 메서드 추가
  (TR_ID: 실전 TTTS3007R / 모의 VTTS3007R, ord_psbl_frcr_amt 반환)
- main.py trading_cycle() 및 daily cycle 모두 수정
- 출처: 한국투자증권 오픈API 전체문서 (20260221) — 해외주식 매수가능금액조회 시트

### #265 — get_open_position() HOLD 레코드 필터링 추가
- HOLD 결정도 trades 테이블에 저장되어 BUY 이후 HOLD 기록 시
  최신 레코드가 HOLD → get_open_position이 None 반환하는 문제 수정
- 쿼리에 AND action IN ('BUY', 'SELL') 필터 추가
- HOLD 레코드를 제외하고 마지막 BUY/SELL 기록만 확인

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-26 01:29:46 +09:00
6a6d3bd631 Merge pull request 'fix: market_data에 unrealized_pnl_pct/holding_days 추가하여 SELL 시나리오 정상화 (#259)' (#263) from feature/issue-259-market-data-pnl-holding-days into main
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Reviewed-on: #263
2026-02-26 00:23:55 +09:00
agentson
7aa5fedc12 fix: market_data에 unrealized_pnl_pct/holding_days 추가하여 SELL 시나리오 정상화 (#259)
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trading_cycle()의 market_data에 보유 포지션 정보가 없어
Condition requires 'unrealized_pnl_pct' but key missing from market_data 경고 발생.
보유 종목(NVDA 등)의 take-profit/stop-loss 시나리오가 평가 불가하여 HOLD(confidence=0) 고착.

- get_open_position()에 timestamp 컬럼 추가
- market_data 구성 시 open_position 조회 후 아래 키 추가:
  - unrealized_pnl_pct: (current_price - entry_price) / entry_price * 100
  - holding_days: 매수일로부터 경과 일수

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-26 00:23:28 +09:00
agentson
3e777a5ab8 fix: mock_settings에 MODE='paper' 명시하여 paper 모드 테스트 실패 수정 (#261)
mock_settings fixture에 MODE 미지정 시 .env의 MODE=live가 적용되어
paper TR_ID를 검증하는 테스트 3개가 실패.

- test_buy_market_order: VTTT1002U 기대 → TTTT1002U 실제
- test_sell_limit_order: VTTT1001U 기대 → TTTT1006U 실제
- test_us_paper_uses_vttt1004u: VTTT1004U 기대 → TTTT1004U 실제

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-26 00:23:01 +09:00
4 changed files with 280 additions and 61 deletions

View File

@@ -222,6 +222,59 @@ class OverseasBroker:
f"Network error fetching overseas balance: {exc}" f"Network error fetching overseas balance: {exc}"
) from exc ) from exc
async def get_overseas_buying_power(
self,
exchange_code: str,
stock_code: str,
price: float,
) -> dict[str, Any]:
"""
Fetch overseas buying power for a specific stock and price.
Args:
exchange_code: Exchange code (e.g., "NASD", "NYSE")
stock_code: Stock ticker symbol
price: Current stock price (used for quantity calculation)
Returns:
API response; key field: output.ord_psbl_frcr_amt (주문가능외화금액)
Raises:
ConnectionError: On network or API errors
"""
await self._broker._rate_limiter.acquire()
session = self._broker._get_session()
# TR_ID: 실전 TTTS3007R, 모의 VTTS3007R
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 매수가능금액조회' 시트
ps_tr_id = (
"TTTS3007R" if self._broker._settings.MODE == "live" else "VTTS3007R"
)
headers = await self._broker._auth_headers(ps_tr_id)
params = {
"CANO": self._broker._account_no,
"ACNT_PRDT_CD": self._broker._product_cd,
"OVRS_EXCG_CD": exchange_code,
"OVRS_ORD_UNPR": f"{price:.2f}",
"ITEM_CD": stock_code,
}
url = (
f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-psamount"
)
try:
async with session.get(url, headers=headers, params=params) as resp:
if resp.status != 200:
text = await resp.text()
raise ConnectionError(
f"get_overseas_buying_power failed ({resp.status}): {text}"
)
return await resp.json()
except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(
f"Network error fetching overseas buying power: {exc}"
) from exc
async def send_overseas_order( async def send_overseas_order(
self, self,
exchange_code: str, exchange_code: str,

View File

@@ -254,10 +254,11 @@ def get_open_position(
"""Return open position if latest trade is BUY, else None.""" """Return open position if latest trade is BUY, else None."""
cursor = conn.execute( cursor = conn.execute(
""" """
SELECT action, decision_id, price, quantity SELECT action, decision_id, price, quantity, timestamp
FROM trades FROM trades
WHERE stock_code = ? WHERE stock_code = ?
AND market = ? AND market = ?
AND action IN ('BUY', 'SELL')
ORDER BY timestamp DESC ORDER BY timestamp DESC
LIMIT 1 LIMIT 1
""", """,
@@ -266,7 +267,7 @@ def get_open_position(
row = cursor.fetchone() row = cursor.fetchone()
if not row or row[0] != "BUY": if not row or row[0] != "BUY":
return None return None
return {"decision_id": row[1], "price": row[2], "quantity": row[3]} return {"decision_id": row[1], "price": row[2], "quantity": row[3], "timestamp": row[4]}
def get_recent_symbols( def get_recent_symbols(

View File

@@ -477,6 +477,7 @@ async def trading_cycle(
cycle_start_time = asyncio.get_event_loop().time() cycle_start_time = asyncio.get_event_loop().time()
# 1. Fetch market data # 1. Fetch market data
price_output: dict[str, Any] = {} # Populated for overseas markets; used for fallback metrics
if market.is_domestic: if market.is_domestic:
current_price, price_change_pct, foreigner_net = await broker.get_current_price( current_price, price_change_pct, foreigner_net = await broker.get_current_price(
stock_code stock_code
@@ -508,9 +509,44 @@ async def trading_cycle(
balance_info = {} balance_info = {}
total_eval = safe_float(balance_info.get("frcr_evlu_tota", "0") or "0") total_eval = safe_float(balance_info.get("frcr_evlu_tota", "0") or "0")
total_cash = safe_float(balance_info.get("frcr_dncl_amt_2", "0") or "0")
purchase_total = safe_float(balance_info.get("frcr_buy_amt_smtl", "0") or "0") purchase_total = safe_float(balance_info.get("frcr_buy_amt_smtl", "0") or "0")
# Resolve current price first (needed for buying power API)
price_output = price_data.get("output", {})
current_price = safe_float(price_output.get("last", "0"))
if current_price <= 0:
market_candidates_lookup = scan_candidates.get(market.code, {})
cand_lookup = market_candidates_lookup.get(stock_code)
if cand_lookup and cand_lookup.price > 0:
logger.debug(
"Price API returned 0 for %s; using scanner candidate price %.4f",
stock_code,
cand_lookup.price,
)
current_price = cand_lookup.price
foreigner_net = 0.0 # Not available for overseas
price_change_pct = safe_float(price_output.get("rate", "0"))
# Fetch available foreign currency cash via inquire-psamount (TTTS3007R/VTTS3007R).
# TTTS3012R output2 does not include a cash/deposit field — frcr_dncl_amt_2 does not exist.
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 매수가능금액조회' 시트
total_cash = 0.0
if current_price > 0:
try:
ps_data = await overseas_broker.get_overseas_buying_power(
market.exchange_code, stock_code, current_price
)
total_cash = safe_float(
ps_data.get("output", {}).get("ord_psbl_frcr_amt", "0") or "0"
)
except ConnectionError as exc:
logger.warning(
"Could not fetch overseas buying power for %s/%s: %s",
market.exchange_code,
stock_code,
exc,
)
# Paper mode fallback: VTS overseas balance API often fails for many accounts. # Paper mode fallback: VTS overseas balance API often fails for many accounts.
# Only activate in paper mode — live mode must use real balance from KIS. # Only activate in paper mode — live mode must use real balance from KIS.
if ( if (
@@ -526,34 +562,6 @@ async def trading_cycle(
) )
total_cash = settings.PAPER_OVERSEAS_CASH total_cash = settings.PAPER_OVERSEAS_CASH
current_price = safe_float(price_data.get("output", {}).get("last", "0"))
# Fallback: if price API returns 0, use scanner candidate price
if current_price <= 0:
market_candidates_lookup = scan_candidates.get(market.code, {})
cand_lookup = market_candidates_lookup.get(stock_code)
if cand_lookup and cand_lookup.price > 0:
logger.debug(
"Price API returned 0 for %s; using scanner candidate price %.4f",
stock_code,
cand_lookup.price,
)
current_price = cand_lookup.price
foreigner_net = 0.0 # Not available for overseas
price_change_pct = safe_float(price_data.get("output", {}).get("rate", "0"))
# Price API may return 0/empty for certain VTS exchange codes.
# Fall back to the scanner candidate's price so order sizing still works.
if current_price <= 0:
market_candidates_lookup = scan_candidates.get(market.code, {})
cand_lookup = market_candidates_lookup.get(stock_code)
if cand_lookup and cand_lookup.price > 0:
current_price = cand_lookup.price
logger.debug(
"Price API returned 0 for %s; using scanner price %.4f",
stock_code,
current_price,
)
# Calculate daily P&L % # Calculate daily P&L %
pnl_pct = ( pnl_pct = (
((total_eval - purchase_total) / purchase_total * 100) ((total_eval - purchase_total) / purchase_total * 100)
@@ -575,6 +583,44 @@ async def trading_cycle(
if candidate: if candidate:
market_data["rsi"] = candidate.rsi market_data["rsi"] = candidate.rsi
market_data["volume_ratio"] = candidate.volume_ratio market_data["volume_ratio"] = candidate.volume_ratio
else:
# Holding stocks not in scanner: derive metrics from price API data already fetched.
# For overseas stocks, price_output contains high/low/rate from get_overseas_price.
# For domestic stocks, only price_change_pct is available from get_current_price.
market_data["rsi"] = max(0.0, min(100.0, 50.0 + price_change_pct * 2.0))
if price_output and current_price > 0:
pr_high = safe_float(
price_output.get("high") or price_output.get("ovrs_hgpr")
or price_output.get("stck_hgpr")
)
pr_low = safe_float(
price_output.get("low") or price_output.get("ovrs_lwpr")
or price_output.get("stck_lwpr")
)
if pr_high > 0 and pr_low > 0 and pr_high >= pr_low:
intraday_range_pct = (pr_high - pr_low) / current_price * 100.0
volatility_pct = max(abs(price_change_pct), intraday_range_pct)
market_data["volume_ratio"] = max(1.0, volatility_pct / 2.0)
else:
market_data["volume_ratio"] = 1.0
else:
market_data["volume_ratio"] = 1.0
# Enrich market_data with holding info for SELL/HOLD scenario conditions
open_pos = get_open_position(db_conn, stock_code, market.code)
if open_pos and current_price > 0:
entry_price = safe_float(open_pos.get("price"), 0.0)
if entry_price > 0:
market_data["unrealized_pnl_pct"] = (
(current_price - entry_price) / entry_price * 100
)
entry_ts = open_pos.get("timestamp")
if entry_ts:
try:
entry_date = datetime.fromisoformat(entry_ts).date()
market_data["holding_days"] = (datetime.now(UTC).date() - entry_date).days
except (ValueError, TypeError):
pass
# 1.3. Record L7 real-time context (market-scoped keys) # 1.3. Record L7 real-time context (market-scoped keys)
timeframe = datetime.now(UTC).isoformat() timeframe = datetime.now(UTC).isoformat()
@@ -1477,8 +1523,9 @@ async def run_daily_session(
active_stocks={}, active_stocks={},
) )
if not fallback_stocks: if not fallback_stocks:
logger.warning( logger.debug(
"No dynamic overseas symbol universe for %s; scanner cannot run", "No dynamic overseas symbol universe for %s;"
" scanner will use overseas ranking API",
market.code, market.code,
) )
try: try:
@@ -1643,10 +1690,35 @@ async def run_daily_session(
balance_info = {} balance_info = {}
total_eval = safe_float(balance_info.get("frcr_evlu_tota", "0") or "0") total_eval = safe_float(balance_info.get("frcr_evlu_tota", "0") or "0")
total_cash = safe_float(balance_info.get("frcr_dncl_amt_2", "0") or "0")
purchase_total = safe_float( purchase_total = safe_float(
balance_info.get("frcr_buy_amt_smtl", "0") or "0" balance_info.get("frcr_buy_amt_smtl", "0") or "0"
) )
# Fetch available foreign currency cash via inquire-psamount (TTTS3007R/VTTS3007R).
# TTTS3012R output2 does not include a cash/deposit field — frcr_dncl_amt_2 does not exist.
# Use the first stock with a valid price as the reference for the buying power query.
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 매수가능금액조회' 시트
total_cash = 0.0
ref_stock = next(
(s for s in stocks_data if s.get("current_price", 0) > 0), None
)
if ref_stock:
try:
ps_data = await overseas_broker.get_overseas_buying_power(
market.exchange_code,
ref_stock["stock_code"],
ref_stock["current_price"],
)
total_cash = safe_float(
ps_data.get("output", {}).get("ord_psbl_frcr_amt", "0") or "0"
)
except ConnectionError as exc:
logger.warning(
"Could not fetch overseas buying power for %s: %s",
market.exchange_code,
exc,
)
# Paper mode fallback: VTS overseas balance API often fails for many accounts. # Paper mode fallback: VTS overseas balance API often fails for many accounts.
# Only activate in paper mode — live mode must use real balance from KIS. # Only activate in paper mode — live mode must use real balance from KIS.
if ( if (
@@ -2765,9 +2837,9 @@ async def run(settings: Settings) -> None:
active_stocks=active_stocks, active_stocks=active_stocks,
) )
if not fallback_stocks: if not fallback_stocks:
logger.warning( logger.debug(
"No dynamic overseas symbol universe for %s;" "No dynamic overseas symbol universe for %s;"
" scanner cannot run", " scanner will use overseas ranking API",
market.code, market.code,
) )

View File

@@ -903,12 +903,14 @@ class TestOverseasBalanceParsing:
"output2": [ "output2": [
{ {
"frcr_evlu_tota": "10000.00", "frcr_evlu_tota": "10000.00",
"frcr_dncl_amt_2": "5000.00",
"frcr_buy_amt_smtl": "4500.00", "frcr_buy_amt_smtl": "4500.00",
} }
] ]
} }
) )
broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "5000.00"}}
)
return broker return broker
@pytest.fixture @pytest.fixture
@@ -922,11 +924,13 @@ class TestOverseasBalanceParsing:
return_value={ return_value={
"output2": { "output2": {
"frcr_evlu_tota": "10000.00", "frcr_evlu_tota": "10000.00",
"frcr_dncl_amt_2": "5000.00",
"frcr_buy_amt_smtl": "4500.00", "frcr_buy_amt_smtl": "4500.00",
} }
} }
) )
broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "5000.00"}}
)
return broker return broker
@pytest.fixture @pytest.fixture
@@ -937,6 +941,9 @@ class TestOverseasBalanceParsing:
return_value={"output": {"last": "150.50"}} return_value={"output": {"last": "150.50"}}
) )
broker.get_overseas_balance = AsyncMock(return_value={"output2": []}) broker.get_overseas_balance = AsyncMock(return_value={"output2": []})
broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "0.00"}}
)
return broker return broker
@pytest.fixture @pytest.fixture
@@ -951,12 +958,15 @@ class TestOverseasBalanceParsing:
"output2": [ "output2": [
{ {
"frcr_evlu_tota": "10000.00", "frcr_evlu_tota": "10000.00",
"frcr_dncl_amt_2": "5000.00",
"frcr_buy_amt_smtl": "4500.00", "frcr_buy_amt_smtl": "4500.00",
} }
] ]
} }
) )
# get_overseas_buying_power not called when price=0, but mock for safety
broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "5000.00"}}
)
return broker return broker
@pytest.fixture @pytest.fixture
@@ -1186,12 +1196,14 @@ class TestOverseasBalanceParsing:
"output2": [ "output2": [
{ {
"frcr_evlu_tota": "100000.00", "frcr_evlu_tota": "100000.00",
"frcr_dncl_amt_2": "50000.00",
"frcr_buy_amt_smtl": "50000.00", "frcr_buy_amt_smtl": "50000.00",
} }
] ]
} }
) )
broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "50000.00"}}
)
broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"}) broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"})
return broker return broker
@@ -1291,12 +1303,14 @@ class TestOverseasBalanceParsing:
"output2": [ "output2": [
{ {
"frcr_evlu_tota": "100000.00", "frcr_evlu_tota": "100000.00",
"frcr_dncl_amt_2": "50000.00",
"frcr_buy_amt_smtl": "50000.00", "frcr_buy_amt_smtl": "50000.00",
} }
], ],
} }
) )
overseas_broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "50000.00"}}
)
overseas_broker.send_overseas_order = AsyncMock( overseas_broker.send_overseas_order = AsyncMock(
return_value={"rt_cd": "0", "msg1": "OK"} return_value={"rt_cd": "0", "msg1": "OK"}
) )
@@ -1355,9 +1369,12 @@ class TestOverseasBalanceParsing:
overseas_broker.get_overseas_balance = AsyncMock( overseas_broker.get_overseas_balance = AsyncMock(
return_value={ return_value={
"output1": [], "output1": [],
"output2": [{"frcr_evlu_tota": "0", "frcr_dncl_amt_2": "10000", "frcr_buy_amt_smtl": "0"}], "output2": [{"frcr_evlu_tota": "0", "frcr_buy_amt_smtl": "0"}],
} }
) )
overseas_broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "10000"}}
)
overseas_broker.get_overseas_price = AsyncMock( overseas_broker.get_overseas_price = AsyncMock(
return_value={"output": {"last": "50.1234", "rate": "0"}} return_value={"output": {"last": "50.1234", "rate": "0"}}
) )
@@ -1413,9 +1430,12 @@ class TestOverseasBalanceParsing:
overseas_broker.get_overseas_balance = AsyncMock( overseas_broker.get_overseas_balance = AsyncMock(
return_value={ return_value={
"output1": [], "output1": [],
"output2": [{"frcr_evlu_tota": "0", "frcr_dncl_amt_2": "10000", "frcr_buy_amt_smtl": "0"}], "output2": [{"frcr_evlu_tota": "0", "frcr_buy_amt_smtl": "0"}],
} }
) )
overseas_broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "10000"}}
)
overseas_broker.get_overseas_price = AsyncMock( overseas_broker.get_overseas_price = AsyncMock(
return_value={"output": {"last": "0.5678", "rate": "0"}} return_value={"output": {"last": "0.5678", "rate": "0"}}
) )
@@ -1648,10 +1668,10 @@ class TestScenarioEngineIntegration:
scan_candidates={"US": {"005930": us_candidate}}, # Wrong market scan_candidates={"US": {"005930": us_candidate}}, # Wrong market
) )
# Should NOT have rsi/volume_ratio because candidate is under US, not KR # Should NOT use US candidate's rsi (=15.0); fallback implied_rsi used instead
market_data = engine.evaluate.call_args[0][2] market_data = engine.evaluate.call_args[0][2]
assert "rsi" not in market_data assert market_data["rsi"] != 15.0 # US candidate's rsi must be ignored
assert "volume_ratio" not in market_data assert market_data["volume_ratio"] == 1.0 # Fallback default
@pytest.mark.asyncio @pytest.mark.asyncio
async def test_scenario_engine_called_without_scanner_data( async def test_scenario_engine_called_without_scanner_data(
@@ -1682,13 +1702,70 @@ class TestScenarioEngineIntegration:
scan_candidates={}, # No scanner data scan_candidates={}, # No scanner data
) )
# Should still work, just without rsi/volume_ratio # Holding stocks without scanner data use implied_rsi (from price_change_pct)
# and volume_ratio=1.0 as fallback, so rsi/volume_ratio are always present.
engine.evaluate.assert_called_once() engine.evaluate.assert_called_once()
market_data = engine.evaluate.call_args[0][2] market_data = engine.evaluate.call_args[0][2]
assert "rsi" not in market_data assert "rsi" in market_data # Implied RSI from price_change_pct=2.5 → 55.0
assert "volume_ratio" not in market_data assert market_data["rsi"] == pytest.approx(55.0)
assert market_data["volume_ratio"] == 1.0
assert market_data["current_price"] == 50000.0 assert market_data["current_price"] == 50000.0
@pytest.mark.asyncio
async def test_holding_overseas_stock_derives_volume_ratio_from_price_api(
self, mock_broker: MagicMock, mock_telegram: MagicMock,
) -> None:
"""Test overseas holding stocks derive volume_ratio from get_overseas_price high/low."""
engine = MagicMock(spec=ScenarioEngine)
engine.evaluate = MagicMock(return_value=_make_hold_match())
os_market = MagicMock()
os_market.name = "NASDAQ"
os_market.code = "US_NASDAQ"
os_market.exchange_code = "NAS"
os_market.is_domestic = False
os_market.timezone = UTC
os_broker = MagicMock()
# price_change_pct=5.0, high=106, low=94 → intraday_range=12% → volume_ratio=max(1,6)=6
os_broker.get_overseas_price = AsyncMock(return_value={
"output": {"last": "100.0", "rate": "5.0", "high": "106.0", "low": "94.0"}
})
os_broker.get_overseas_balance = AsyncMock(return_value={
"output2": [{"frcr_evlu_tota": "10000", "frcr_buy_amt_smtl": "9000"}]
})
os_broker.get_overseas_buying_power = AsyncMock(return_value={
"output": {"ord_psbl_frcr_amt": "500"}
})
with patch("src.main.log_trade"):
await trading_cycle(
broker=mock_broker,
overseas_broker=os_broker,
scenario_engine=engine,
playbook=_make_playbook(),
risk=MagicMock(),
db_conn=MagicMock(),
decision_logger=MagicMock(),
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
criticality_assessor=MagicMock(
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
get_timeout=MagicMock(return_value=5.0),
),
telegram=mock_telegram,
market=os_market,
stock_code="NVDA",
scan_candidates={}, # Not in scanner — holding stock
)
market_data = engine.evaluate.call_args[0][2]
# rsi: 50.0 + 5.0 * 2.0 = 60.0
assert market_data["rsi"] == pytest.approx(60.0)
# intraday_range = (106-94)/100 * 100 = 12.0%
# volatility_pct = max(abs(5.0), 12.0) = 12.0
# volume_ratio = max(1.0, 12.0 / 2.0) = 6.0
assert market_data["volume_ratio"] == pytest.approx(6.0)
@pytest.mark.asyncio @pytest.mark.asyncio
async def test_scenario_matched_notification_sent( async def test_scenario_matched_notification_sent(
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock, self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
@@ -2781,9 +2858,11 @@ class TestBuyCooldown:
) )
broker.get_overseas_balance = AsyncMock(return_value={ broker.get_overseas_balance = AsyncMock(return_value={
"output1": [], "output1": [],
"output2": [{"frcr_dncl_amt_2": "50000", "frcr_evlu_tota": "50000", "output2": [{"frcr_evlu_tota": "50000", "frcr_buy_amt_smtl": "0"}],
"frcr_buy_amt_smtl": "0"}],
}) })
broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "50000"}}
)
broker.send_overseas_order = AsyncMock( broker.send_overseas_order = AsyncMock(
return_value={"rt_cd": "1", "msg1": "모의투자 주문가능금액이 부족합니다."} return_value={"rt_cd": "1", "msg1": "모의투자 주문가능금액이 부족합니다."}
) )
@@ -2896,9 +2975,11 @@ class TestBuyCooldown:
) )
overseas_broker.get_overseas_balance = AsyncMock(return_value={ overseas_broker.get_overseas_balance = AsyncMock(return_value={
"output1": [], "output1": [],
"output2": [{"frcr_dncl_amt_2": "50000", "frcr_evlu_tota": "50000", "output2": [{"frcr_evlu_tota": "50000", "frcr_buy_amt_smtl": "0"}],
"frcr_buy_amt_smtl": "0"}],
}) })
overseas_broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "50000"}}
)
overseas_broker.send_overseas_order = AsyncMock( overseas_broker.send_overseas_order = AsyncMock(
return_value={"rt_cd": "1", "msg1": "기타 오류 메시지"} return_value={"rt_cd": "1", "msg1": "기타 오류 메시지"}
) )
@@ -3293,9 +3374,12 @@ async def test_buy_suppressed_when_open_position_exists() -> None:
overseas_broker.get_overseas_balance = AsyncMock( overseas_broker.get_overseas_balance = AsyncMock(
return_value={ return_value={
"output1": [], "output1": [],
"output2": [{"frcr_dncl_amt_2": "10000", "frcr_evlu_tota": "10000", "frcr_buy_amt_smtl": "0"}], "output2": [{"frcr_evlu_tota": "10000", "frcr_buy_amt_smtl": "0"}],
} }
) )
overseas_broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "10000"}}
)
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "OK"}) overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "OK"})
engine = MagicMock(spec=ScenarioEngine) engine = MagicMock(spec=ScenarioEngine)
@@ -3357,9 +3441,12 @@ async def test_buy_proceeds_when_no_open_position() -> None:
overseas_broker.get_overseas_balance = AsyncMock( overseas_broker.get_overseas_balance = AsyncMock(
return_value={ return_value={
"output1": [], "output1": [],
"output2": [{"frcr_dncl_amt_2": "50000", "frcr_evlu_tota": "50000", "frcr_buy_amt_smtl": "0"}], "output2": [{"frcr_evlu_tota": "50000", "frcr_buy_amt_smtl": "0"}],
} }
) )
overseas_broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "50000"}}
)
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "OK"}) overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "OK"})
engine = MagicMock(spec=ScenarioEngine) engine = MagicMock(spec=ScenarioEngine)
@@ -3460,13 +3547,15 @@ class TestOverseasBrokerIntegration:
"output1": [{"ovrs_pdno": "AAPL", "ovrs_cblc_qty": "10"}], "output1": [{"ovrs_pdno": "AAPL", "ovrs_cblc_qty": "10"}],
"output2": [ "output2": [
{ {
"frcr_dncl_amt_2": "50000.00",
"frcr_evlu_tota": "60000.00", "frcr_evlu_tota": "60000.00",
"frcr_buy_amt_smtl": "50000.00", "frcr_buy_amt_smtl": "50000.00",
} }
], ],
} }
) )
overseas_broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "50000.00"}}
)
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"}) overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"})
engine = MagicMock(spec=ScenarioEngine) engine = MagicMock(spec=ScenarioEngine)
@@ -3534,13 +3623,15 @@ class TestOverseasBrokerIntegration:
"output1": [], "output1": [],
"output2": [ "output2": [
{ {
"frcr_dncl_amt_2": "50000.00",
"frcr_evlu_tota": "50000.00", "frcr_evlu_tota": "50000.00",
"frcr_buy_amt_smtl": "0.00", "frcr_buy_amt_smtl": "0.00",
} }
], ],
} }
) )
overseas_broker.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "50000.00"}}
)
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"}) overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"})
engine = MagicMock(spec=ScenarioEngine) engine = MagicMock(spec=ScenarioEngine)
@@ -3963,7 +4054,6 @@ class TestSyncPositionsFromBroker:
"output2": [ "output2": [
{ {
"frcr_evlu_tota": "50000", "frcr_evlu_tota": "50000",
"frcr_dncl_amt_2": "10000",
"frcr_buy_amt_smtl": "40000", "frcr_buy_amt_smtl": "40000",
} }
], ],
@@ -4131,7 +4221,7 @@ class TestSyncPositionsFromBroker:
balance = { balance = {
"output1": [{"ovrs_pdno": "AAPL", "ovrs_cblc_qty": "10", "pchs_avg_pric": "170.0"}], "output1": [{"ovrs_pdno": "AAPL", "ovrs_cblc_qty": "10", "pchs_avg_pric": "170.0"}],
"output2": [{"frcr_evlu_tota": "50000", "frcr_dncl_amt_2": "10000", "frcr_buy_amt_smtl": "40000"}], "output2": [{"frcr_evlu_tota": "50000", "frcr_buy_amt_smtl": "40000"}],
} }
broker = MagicMock() broker = MagicMock()
overseas_broker = MagicMock() overseas_broker = MagicMock()
@@ -4789,6 +4879,9 @@ class TestOverseasGhostPositionClose:
return_value={"output": {"last": str(current_price), "rate": "0.0"}} return_value={"output": {"last": str(current_price), "rate": "0.0"}}
) )
ob.get_overseas_balance = AsyncMock(return_value=balance_data) ob.get_overseas_balance = AsyncMock(return_value=balance_data)
ob.get_overseas_buying_power = AsyncMock(
return_value={"output": {"ord_psbl_frcr_amt": "0.00"}}
)
ob.send_overseas_order = AsyncMock(return_value=sell_result) ob.send_overseas_order = AsyncMock(return_value=sell_result)
return ob return ob
@@ -4811,7 +4904,7 @@ class TestOverseasGhostPositionClose:
"output1": [ "output1": [
{"ovrs_pdno": stock_code, "ord_psbl_qty": "5", "ovrs_cblc_qty": "5"} {"ovrs_pdno": stock_code, "ord_psbl_qty": "5", "ovrs_cblc_qty": "5"}
], ],
"output2": [{"tot_evlu_amt": "10000", "frcr_dncl_amt_2": "10000"}], "output2": [{"tot_evlu_amt": "10000"}],
} }
sell_result = {"rt_cd": "1", "msg1": "모의투자 잔고내역이 없습니다"} sell_result = {"rt_cd": "1", "msg1": "모의투자 잔고내역이 없습니다"}
@@ -4887,7 +4980,7 @@ class TestOverseasGhostPositionClose:
current_price = 250.0 current_price = 250.0
balance_data = { balance_data = {
"output1": [{"ovrs_pdno": stock_code, "ord_psbl_qty": "5", "ovrs_cblc_qty": "5"}], "output1": [{"ovrs_pdno": stock_code, "ord_psbl_qty": "5", "ovrs_cblc_qty": "5"}],
"output2": [{"tot_evlu_amt": "100000", "frcr_dncl_amt_2": "100000"}], "output2": [{"tot_evlu_amt": "100000"}],
} }
sell_result = {"rt_cd": "1", "msg1": "일시적 오류가 발생했습니다"} sell_result = {"rt_cd": "1", "msg1": "일시적 오류가 발생했습니다"}