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b1b728f62e
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feature/is
| Author | SHA1 | Date | |
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6ff887c047 | ||
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9d7ca12275 | ||
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ccb00ee77d |
41
src/main.py
41
src/main.py
@@ -477,6 +477,7 @@ async def trading_cycle(
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cycle_start_time = asyncio.get_event_loop().time()
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cycle_start_time = asyncio.get_event_loop().time()
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# 1. Fetch market data
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# 1. Fetch market data
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price_output: dict[str, Any] = {} # Populated for overseas markets; used for fallback metrics
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if market.is_domestic:
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if market.is_domestic:
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current_price, price_change_pct, foreigner_net = await broker.get_current_price(
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current_price, price_change_pct, foreigner_net = await broker.get_current_price(
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stock_code
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stock_code
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@@ -511,7 +512,8 @@ async def trading_cycle(
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purchase_total = safe_float(balance_info.get("frcr_buy_amt_smtl", "0") or "0")
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purchase_total = safe_float(balance_info.get("frcr_buy_amt_smtl", "0") or "0")
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# Resolve current price first (needed for buying power API)
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# Resolve current price first (needed for buying power API)
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current_price = safe_float(price_data.get("output", {}).get("last", "0"))
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price_output = price_data.get("output", {})
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current_price = safe_float(price_output.get("last", "0"))
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if current_price <= 0:
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if current_price <= 0:
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market_candidates_lookup = scan_candidates.get(market.code, {})
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market_candidates_lookup = scan_candidates.get(market.code, {})
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cand_lookup = market_candidates_lookup.get(stock_code)
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cand_lookup = market_candidates_lookup.get(stock_code)
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@@ -523,7 +525,7 @@ async def trading_cycle(
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)
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)
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current_price = cand_lookup.price
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current_price = cand_lookup.price
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foreigner_net = 0.0 # Not available for overseas
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foreigner_net = 0.0 # Not available for overseas
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price_change_pct = safe_float(price_data.get("output", {}).get("rate", "0"))
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price_change_pct = safe_float(price_output.get("rate", "0"))
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# Fetch available foreign currency cash via inquire-psamount (TTTS3007R/VTTS3007R).
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# Fetch available foreign currency cash via inquire-psamount (TTTS3007R/VTTS3007R).
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# TTTS3012R output2 does not include a cash/deposit field — frcr_dncl_amt_2 does not exist.
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# TTTS3012R output2 does not include a cash/deposit field — frcr_dncl_amt_2 does not exist.
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@@ -535,7 +537,7 @@ async def trading_cycle(
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market.exchange_code, stock_code, current_price
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market.exchange_code, stock_code, current_price
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)
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)
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total_cash = safe_float(
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total_cash = safe_float(
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ps_data.get("output", {}).get("ord_psbl_frcr_amt", "0") or "0"
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ps_data.get("output", {}).get("ovrs_ord_psbl_amt", "0") or "0"
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)
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)
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except ConnectionError as exc:
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except ConnectionError as exc:
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logger.warning(
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logger.warning(
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@@ -581,6 +583,28 @@ async def trading_cycle(
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if candidate:
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if candidate:
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market_data["rsi"] = candidate.rsi
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market_data["rsi"] = candidate.rsi
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market_data["volume_ratio"] = candidate.volume_ratio
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market_data["volume_ratio"] = candidate.volume_ratio
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else:
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# Holding stocks not in scanner: derive metrics from price API data already fetched.
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# For overseas stocks, price_output contains high/low/rate from get_overseas_price.
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# For domestic stocks, only price_change_pct is available from get_current_price.
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market_data["rsi"] = max(0.0, min(100.0, 50.0 + price_change_pct * 2.0))
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if price_output and current_price > 0:
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pr_high = safe_float(
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price_output.get("high") or price_output.get("ovrs_hgpr")
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or price_output.get("stck_hgpr")
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)
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pr_low = safe_float(
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price_output.get("low") or price_output.get("ovrs_lwpr")
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or price_output.get("stck_lwpr")
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)
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if pr_high > 0 and pr_low > 0 and pr_high >= pr_low:
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intraday_range_pct = (pr_high - pr_low) / current_price * 100.0
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volatility_pct = max(abs(price_change_pct), intraday_range_pct)
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market_data["volume_ratio"] = max(1.0, volatility_pct / 2.0)
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else:
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market_data["volume_ratio"] = 1.0
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else:
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market_data["volume_ratio"] = 1.0
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# Enrich market_data with holding info for SELL/HOLD scenario conditions
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# Enrich market_data with holding info for SELL/HOLD scenario conditions
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open_pos = get_open_position(db_conn, stock_code, market.code)
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open_pos = get_open_position(db_conn, stock_code, market.code)
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@@ -1499,8 +1523,9 @@ async def run_daily_session(
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active_stocks={},
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active_stocks={},
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)
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)
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if not fallback_stocks:
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if not fallback_stocks:
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logger.warning(
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logger.debug(
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"No dynamic overseas symbol universe for %s; scanner cannot run",
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"No dynamic overseas symbol universe for %s;"
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" scanner will use overseas ranking API",
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market.code,
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market.code,
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)
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)
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try:
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try:
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@@ -1685,7 +1710,7 @@ async def run_daily_session(
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ref_stock["current_price"],
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ref_stock["current_price"],
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)
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)
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total_cash = safe_float(
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total_cash = safe_float(
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ps_data.get("output", {}).get("ord_psbl_frcr_amt", "0") or "0"
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ps_data.get("output", {}).get("ovrs_ord_psbl_amt", "0") or "0"
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)
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)
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except ConnectionError as exc:
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except ConnectionError as exc:
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logger.warning(
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logger.warning(
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@@ -2812,9 +2837,9 @@ async def run(settings: Settings) -> None:
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active_stocks=active_stocks,
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active_stocks=active_stocks,
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)
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)
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if not fallback_stocks:
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if not fallback_stocks:
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logger.warning(
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logger.debug(
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"No dynamic overseas symbol universe for %s;"
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"No dynamic overseas symbol universe for %s;"
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" scanner cannot run",
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" scanner will use overseas ranking API",
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market.code,
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market.code,
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)
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)
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@@ -909,7 +909,7 @@ class TestOverseasBalanceParsing:
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}
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}
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)
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)
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broker.get_overseas_buying_power = AsyncMock(
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broker.get_overseas_buying_power = AsyncMock(
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return_value={"output": {"ord_psbl_frcr_amt": "5000.00"}}
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return_value={"output": {"ovrs_ord_psbl_amt": "5000.00"}}
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)
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)
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return broker
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return broker
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@@ -929,7 +929,7 @@ class TestOverseasBalanceParsing:
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}
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}
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)
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)
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broker.get_overseas_buying_power = AsyncMock(
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broker.get_overseas_buying_power = AsyncMock(
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return_value={"output": {"ord_psbl_frcr_amt": "5000.00"}}
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return_value={"output": {"ovrs_ord_psbl_amt": "5000.00"}}
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)
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)
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return broker
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return broker
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@@ -942,7 +942,7 @@ class TestOverseasBalanceParsing:
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)
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)
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broker.get_overseas_balance = AsyncMock(return_value={"output2": []})
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broker.get_overseas_balance = AsyncMock(return_value={"output2": []})
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broker.get_overseas_buying_power = AsyncMock(
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broker.get_overseas_buying_power = AsyncMock(
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return_value={"output": {"ord_psbl_frcr_amt": "0.00"}}
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return_value={"output": {"ovrs_ord_psbl_amt": "0.00"}}
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)
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)
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return broker
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return broker
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@@ -965,7 +965,7 @@ class TestOverseasBalanceParsing:
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)
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)
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# get_overseas_buying_power not called when price=0, but mock for safety
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# get_overseas_buying_power not called when price=0, but mock for safety
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broker.get_overseas_buying_power = AsyncMock(
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broker.get_overseas_buying_power = AsyncMock(
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return_value={"output": {"ord_psbl_frcr_amt": "5000.00"}}
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return_value={"output": {"ovrs_ord_psbl_amt": "5000.00"}}
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)
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)
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return broker
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return broker
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@@ -1202,7 +1202,7 @@ class TestOverseasBalanceParsing:
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}
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}
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)
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)
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broker.get_overseas_buying_power = AsyncMock(
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broker.get_overseas_buying_power = AsyncMock(
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return_value={"output": {"ord_psbl_frcr_amt": "50000.00"}}
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return_value={"output": {"ovrs_ord_psbl_amt": "50000.00"}}
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)
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)
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broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"})
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broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"})
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return broker
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return broker
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@@ -1309,7 +1309,7 @@ class TestOverseasBalanceParsing:
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}
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}
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)
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)
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overseas_broker.get_overseas_buying_power = AsyncMock(
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overseas_broker.get_overseas_buying_power = AsyncMock(
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return_value={"output": {"ord_psbl_frcr_amt": "50000.00"}}
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return_value={"output": {"ovrs_ord_psbl_amt": "50000.00"}}
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)
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)
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overseas_broker.send_overseas_order = AsyncMock(
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overseas_broker.send_overseas_order = AsyncMock(
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return_value={"rt_cd": "0", "msg1": "OK"}
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return_value={"rt_cd": "0", "msg1": "OK"}
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@@ -1373,7 +1373,7 @@ class TestOverseasBalanceParsing:
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}
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}
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)
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)
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overseas_broker.get_overseas_buying_power = AsyncMock(
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overseas_broker.get_overseas_buying_power = AsyncMock(
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return_value={"output": {"ord_psbl_frcr_amt": "10000"}}
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return_value={"output": {"ovrs_ord_psbl_amt": "10000"}}
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)
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)
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overseas_broker.get_overseas_price = AsyncMock(
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overseas_broker.get_overseas_price = AsyncMock(
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return_value={"output": {"last": "50.1234", "rate": "0"}}
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return_value={"output": {"last": "50.1234", "rate": "0"}}
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@@ -1434,7 +1434,7 @@ class TestOverseasBalanceParsing:
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}
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}
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)
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)
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overseas_broker.get_overseas_buying_power = AsyncMock(
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overseas_broker.get_overseas_buying_power = AsyncMock(
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return_value={"output": {"ord_psbl_frcr_amt": "10000"}}
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return_value={"output": {"ovrs_ord_psbl_amt": "10000"}}
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)
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)
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overseas_broker.get_overseas_price = AsyncMock(
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overseas_broker.get_overseas_price = AsyncMock(
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return_value={"output": {"last": "0.5678", "rate": "0"}}
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return_value={"output": {"last": "0.5678", "rate": "0"}}
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@@ -1668,10 +1668,10 @@ class TestScenarioEngineIntegration:
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scan_candidates={"US": {"005930": us_candidate}}, # Wrong market
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scan_candidates={"US": {"005930": us_candidate}}, # Wrong market
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)
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)
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|
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# Should NOT have rsi/volume_ratio because candidate is under US, not KR
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# Should NOT use US candidate's rsi (=15.0); fallback implied_rsi used instead
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market_data = engine.evaluate.call_args[0][2]
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market_data = engine.evaluate.call_args[0][2]
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assert "rsi" not in market_data
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assert market_data["rsi"] != 15.0 # US candidate's rsi must be ignored
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assert "volume_ratio" not in market_data
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assert market_data["volume_ratio"] == 1.0 # Fallback default
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|
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@pytest.mark.asyncio
|
@pytest.mark.asyncio
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async def test_scenario_engine_called_without_scanner_data(
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async def test_scenario_engine_called_without_scanner_data(
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@@ -1702,13 +1702,70 @@ class TestScenarioEngineIntegration:
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scan_candidates={}, # No scanner data
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scan_candidates={}, # No scanner data
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)
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)
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|
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# Should still work, just without rsi/volume_ratio
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# Holding stocks without scanner data use implied_rsi (from price_change_pct)
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# and volume_ratio=1.0 as fallback, so rsi/volume_ratio are always present.
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engine.evaluate.assert_called_once()
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engine.evaluate.assert_called_once()
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market_data = engine.evaluate.call_args[0][2]
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market_data = engine.evaluate.call_args[0][2]
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assert "rsi" not in market_data
|
assert "rsi" in market_data # Implied RSI from price_change_pct=2.5 → 55.0
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assert "volume_ratio" not in market_data
|
assert market_data["rsi"] == pytest.approx(55.0)
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assert market_data["volume_ratio"] == 1.0
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assert market_data["current_price"] == 50000.0
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assert market_data["current_price"] == 50000.0
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|
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@pytest.mark.asyncio
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|
async def test_holding_overseas_stock_derives_volume_ratio_from_price_api(
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|
self, mock_broker: MagicMock, mock_telegram: MagicMock,
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|
) -> None:
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"""Test overseas holding stocks derive volume_ratio from get_overseas_price high/low."""
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|
engine = MagicMock(spec=ScenarioEngine)
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|
engine.evaluate = MagicMock(return_value=_make_hold_match())
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|
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|
os_market = MagicMock()
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|
os_market.name = "NASDAQ"
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|
os_market.code = "US_NASDAQ"
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|
os_market.exchange_code = "NAS"
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|
os_market.is_domestic = False
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|
os_market.timezone = UTC
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|
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|
os_broker = MagicMock()
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|
# price_change_pct=5.0, high=106, low=94 → intraday_range=12% → volume_ratio=max(1,6)=6
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|
os_broker.get_overseas_price = AsyncMock(return_value={
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|
"output": {"last": "100.0", "rate": "5.0", "high": "106.0", "low": "94.0"}
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|
})
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|
os_broker.get_overseas_balance = AsyncMock(return_value={
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|
"output2": [{"frcr_evlu_tota": "10000", "frcr_buy_amt_smtl": "9000"}]
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|
})
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|
os_broker.get_overseas_buying_power = AsyncMock(return_value={
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|
"output": {"ovrs_ord_psbl_amt": "500"}
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|
})
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|
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|
with patch("src.main.log_trade"):
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|
await trading_cycle(
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|
broker=mock_broker,
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|
overseas_broker=os_broker,
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|
scenario_engine=engine,
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|
playbook=_make_playbook(),
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|
risk=MagicMock(),
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|
db_conn=MagicMock(),
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|
decision_logger=MagicMock(),
|
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|
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
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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=mock_telegram,
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|
market=os_market,
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|
stock_code="NVDA",
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|
scan_candidates={}, # Not in scanner — holding stock
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|
)
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|
|
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|
market_data = engine.evaluate.call_args[0][2]
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|
# rsi: 50.0 + 5.0 * 2.0 = 60.0
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|
assert market_data["rsi"] == pytest.approx(60.0)
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|
# intraday_range = (106-94)/100 * 100 = 12.0%
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|
# volatility_pct = max(abs(5.0), 12.0) = 12.0
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|
# volume_ratio = max(1.0, 12.0 / 2.0) = 6.0
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|
assert market_data["volume_ratio"] == pytest.approx(6.0)
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|
|
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@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_scenario_matched_notification_sent(
|
async def test_scenario_matched_notification_sent(
|
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self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
|
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
|
||||||
@@ -2804,7 +2861,7 @@ class TestBuyCooldown:
|
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"output2": [{"frcr_evlu_tota": "50000", "frcr_buy_amt_smtl": "0"}],
|
"output2": [{"frcr_evlu_tota": "50000", "frcr_buy_amt_smtl": "0"}],
|
||||||
})
|
})
|
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broker.get_overseas_buying_power = AsyncMock(
|
broker.get_overseas_buying_power = AsyncMock(
|
||||||
return_value={"output": {"ord_psbl_frcr_amt": "50000"}}
|
return_value={"output": {"ovrs_ord_psbl_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."}
|
||||||
@@ -2921,7 +2978,7 @@ class TestBuyCooldown:
|
|||||||
"output2": [{"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(
|
overseas_broker.get_overseas_buying_power = AsyncMock(
|
||||||
return_value={"output": {"ord_psbl_frcr_amt": "50000"}}
|
return_value={"output": {"ovrs_ord_psbl_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"}
|
||||||
@@ -3321,7 +3378,7 @@ async def test_buy_suppressed_when_open_position_exists() -> None:
|
|||||||
}
|
}
|
||||||
)
|
)
|
||||||
overseas_broker.get_overseas_buying_power = AsyncMock(
|
overseas_broker.get_overseas_buying_power = AsyncMock(
|
||||||
return_value={"output": {"ord_psbl_frcr_amt": "10000"}}
|
return_value={"output": {"ovrs_ord_psbl_amt": "10000"}}
|
||||||
)
|
)
|
||||||
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "OK"})
|
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "OK"})
|
||||||
|
|
||||||
@@ -3388,7 +3445,7 @@ async def test_buy_proceeds_when_no_open_position() -> None:
|
|||||||
}
|
}
|
||||||
)
|
)
|
||||||
overseas_broker.get_overseas_buying_power = AsyncMock(
|
overseas_broker.get_overseas_buying_power = AsyncMock(
|
||||||
return_value={"output": {"ord_psbl_frcr_amt": "50000"}}
|
return_value={"output": {"ovrs_ord_psbl_amt": "50000"}}
|
||||||
)
|
)
|
||||||
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "OK"})
|
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "OK"})
|
||||||
|
|
||||||
@@ -3497,7 +3554,7 @@ class TestOverseasBrokerIntegration:
|
|||||||
}
|
}
|
||||||
)
|
)
|
||||||
overseas_broker.get_overseas_buying_power = AsyncMock(
|
overseas_broker.get_overseas_buying_power = AsyncMock(
|
||||||
return_value={"output": {"ord_psbl_frcr_amt": "50000.00"}}
|
return_value={"output": {"ovrs_ord_psbl_amt": "50000.00"}}
|
||||||
)
|
)
|
||||||
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"})
|
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"})
|
||||||
|
|
||||||
@@ -3573,7 +3630,7 @@ class TestOverseasBrokerIntegration:
|
|||||||
}
|
}
|
||||||
)
|
)
|
||||||
overseas_broker.get_overseas_buying_power = AsyncMock(
|
overseas_broker.get_overseas_buying_power = AsyncMock(
|
||||||
return_value={"output": {"ord_psbl_frcr_amt": "50000.00"}}
|
return_value={"output": {"ovrs_ord_psbl_amt": "50000.00"}}
|
||||||
)
|
)
|
||||||
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"})
|
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"})
|
||||||
|
|
||||||
@@ -4823,7 +4880,7 @@ class TestOverseasGhostPositionClose:
|
|||||||
)
|
)
|
||||||
ob.get_overseas_balance = AsyncMock(return_value=balance_data)
|
ob.get_overseas_balance = AsyncMock(return_value=balance_data)
|
||||||
ob.get_overseas_buying_power = AsyncMock(
|
ob.get_overseas_buying_power = AsyncMock(
|
||||||
return_value={"output": {"ord_psbl_frcr_amt": "0.00"}}
|
return_value={"output": {"ovrs_ord_psbl_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
|
||||||
|
|||||||
Reference in New Issue
Block a user