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15 Commits
feature/is
...
feature/is
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@@ -20,6 +20,39 @@ _KIS_VTS_HOST = "openapivts.koreainvestment.com"
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logger = logging.getLogger(__name__)
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logger = logging.getLogger(__name__)
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def kr_tick_unit(price: float) -> int:
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"""Return KRX tick size for the given price level.
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KRX price tick rules (domestic stocks):
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price < 2,000 → 1원
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2,000 ≤ price < 5,000 → 5원
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5,000 ≤ price < 20,000 → 10원
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20,000 ≤ price < 50,000 → 50원
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50,000 ≤ price < 200,000 → 100원
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200,000 ≤ price < 500,000 → 500원
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500,000 ≤ price → 1,000원
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"""
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if price < 2_000:
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return 1
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if price < 5_000:
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return 5
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if price < 20_000:
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return 10
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if price < 50_000:
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return 50
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if price < 200_000:
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return 100
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if price < 500_000:
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return 500
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return 1_000
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def kr_round_down(price: float) -> int:
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"""Round *down* price to the nearest KRX tick unit."""
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tick = kr_tick_unit(price)
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return int(price // tick * tick)
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class LeakyBucket:
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class LeakyBucket:
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"""Simple leaky-bucket rate limiter for async code."""
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"""Simple leaky-bucket rate limiter for async code."""
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@@ -198,6 +231,55 @@ class KISBroker:
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except (TimeoutError, aiohttp.ClientError) as exc:
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except (TimeoutError, aiohttp.ClientError) as exc:
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raise ConnectionError(f"Network error fetching orderbook: {exc}") from exc
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raise ConnectionError(f"Network error fetching orderbook: {exc}") from exc
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async def get_current_price(
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self, stock_code: str
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) -> tuple[float, float, float]:
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"""Fetch current price data for a domestic stock.
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Uses the ``inquire-price`` API (FHKST01010100), which works in both
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real and VTS environments and returns the actual last-traded price.
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Returns:
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(current_price, prdy_ctrt, frgn_ntby_qty)
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- current_price: Last traded price in KRW.
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- prdy_ctrt: Day change rate (%).
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- frgn_ntby_qty: Foreigner net buy quantity.
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"""
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await self._rate_limiter.acquire()
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session = self._get_session()
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headers = await self._auth_headers("FHKST01010100")
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params = {
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"FID_COND_MRKT_DIV_CODE": "J",
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"FID_INPUT_ISCD": stock_code,
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}
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url = f"{self._base_url}/uapi/domestic-stock/v1/quotations/inquire-price"
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def _f(val: str | None) -> float:
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try:
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return float(val or "0")
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except ValueError:
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return 0.0
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try:
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async with session.get(url, headers=headers, params=params) as resp:
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if resp.status != 200:
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text = await resp.text()
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raise ConnectionError(
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f"get_current_price failed ({resp.status}): {text}"
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)
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data = await resp.json()
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out = data.get("output", {})
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return (
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_f(out.get("stck_prpr")),
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_f(out.get("prdy_ctrt")),
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_f(out.get("frgn_ntby_qty")),
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)
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except (TimeoutError, aiohttp.ClientError) as exc:
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raise ConnectionError(
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f"Network error fetching current price: {exc}"
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) from exc
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async def get_balance(self) -> dict[str, Any]:
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async def get_balance(self) -> dict[str, Any]:
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"""Fetch current account balance and holdings."""
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"""Fetch current account balance and holdings."""
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await self._rate_limiter.acquire()
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await self._rate_limiter.acquire()
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@@ -249,13 +331,23 @@ class KISBroker:
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session = self._get_session()
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session = self._get_session()
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tr_id = "VTTC0802U" if order_type == "BUY" else "VTTC0801U"
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tr_id = "VTTC0802U" if order_type == "BUY" else "VTTC0801U"
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# KRX requires limit orders to be rounded down to the tick unit.
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# ORD_DVSN: "00"=지정가, "01"=시장가
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if price > 0:
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ord_dvsn = "00" # 지정가
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ord_price = kr_round_down(price)
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else:
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ord_dvsn = "01" # 시장가
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ord_price = 0
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body = {
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body = {
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"CANO": self._account_no,
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"CANO": self._account_no,
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"ACNT_PRDT_CD": self._product_cd,
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"ACNT_PRDT_CD": self._product_cd,
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"PDNO": stock_code,
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"PDNO": stock_code,
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"ORD_DVSN": "01" if price > 0 else "06", # 01=지정가, 06=시장가
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"ORD_DVSN": ord_dvsn,
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"ORD_QTY": str(quantity),
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"ORD_QTY": str(quantity),
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"ORD_UNPR": str(price),
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"ORD_UNPR": str(ord_price),
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}
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}
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hash_key = await self._get_hash_key(body)
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hash_key = await self._get_hash_key(body)
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@@ -304,26 +396,46 @@ class KISBroker:
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await self._rate_limiter.acquire()
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await self._rate_limiter.acquire()
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session = self._get_session()
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session = self._get_session()
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# TR_ID for volume ranking
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if ranking_type == "volume":
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tr_id = "FHPST01710000" if ranking_type == "volume" else "FHPST01710100"
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# 거래량순위: FHPST01710000 / /quotations/volume-rank
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tr_id = "FHPST01710000"
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url = f"{self._base_url}/uapi/domestic-stock/v1/quotations/volume-rank"
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params: dict[str, str] = {
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"FID_COND_MRKT_DIV_CODE": "J",
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"FID_COND_SCR_DIV_CODE": "20171",
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"FID_INPUT_ISCD": "0000",
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"FID_DIV_CLS_CODE": "0",
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"FID_BLNG_CLS_CODE": "0",
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"FID_TRGT_CLS_CODE": "111111111",
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"FID_TRGT_EXLS_CLS_CODE": "0000000000",
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"FID_INPUT_PRICE_1": "0",
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"FID_INPUT_PRICE_2": "0",
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"FID_VOL_CNT": "0",
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"FID_INPUT_DATE_1": "",
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}
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else:
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# 등락률순위: FHPST01700000 / /ranking/fluctuation (소문자 파라미터)
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tr_id = "FHPST01700000"
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url = f"{self._base_url}/uapi/domestic-stock/v1/ranking/fluctuation"
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params = {
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"fid_cond_mrkt_div_code": "J",
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"fid_cond_scr_div_code": "20170",
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"fid_input_iscd": "0000",
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"fid_rank_sort_cls_code": "0000",
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"fid_input_cnt_1": str(limit),
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"fid_prc_cls_code": "0",
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"fid_input_price_1": "0",
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"fid_input_price_2": "0",
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"fid_vol_cnt": "0",
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"fid_trgt_cls_code": "0",
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"fid_trgt_exls_cls_code": "0",
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"fid_div_cls_code": "0",
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"fid_rsfl_rate1": "0",
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"fid_rsfl_rate2": "0",
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}
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headers = await self._auth_headers(tr_id)
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headers = await self._auth_headers(tr_id)
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params = {
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"FID_COND_MRKT_DIV_CODE": "J", # Stock/ETF/ETN
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"FID_COND_SCR_DIV_CODE": "20001", # Volume surge
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"FID_INPUT_ISCD": "0000", # All stocks
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"FID_DIV_CLS_CODE": "0", # All types
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"FID_BLNG_CLS_CODE": "0",
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"FID_TRGT_CLS_CODE": "111111111",
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"FID_TRGT_EXLS_CLS_CODE": "000000",
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"FID_INPUT_PRICE_1": "0",
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"FID_INPUT_PRICE_2": "0",
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"FID_VOL_CNT": "0",
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"FID_INPUT_DATE_1": "",
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}
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url = f"{self._base_url}/uapi/domestic-stock/v1/quotations/volume-rank"
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try:
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try:
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async with session.get(url, headers=headers, params=params) as resp:
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async with session.get(url, headers=headers, params=params) as resp:
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if resp.status != 200:
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if resp.status != 200:
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@@ -93,6 +93,16 @@ class Settings(BaseSettings):
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TELEGRAM_COMMANDS_ENABLED: bool = True
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TELEGRAM_COMMANDS_ENABLED: bool = True
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TELEGRAM_POLLING_INTERVAL: float = 1.0 # seconds
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TELEGRAM_POLLING_INTERVAL: float = 1.0 # seconds
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# Telegram notification type filters (granular control)
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# circuit_breaker is always sent regardless — safety-critical
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TELEGRAM_NOTIFY_TRADES: bool = True # BUY/SELL execution alerts
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TELEGRAM_NOTIFY_MARKET_OPEN_CLOSE: bool = True # Market open/close alerts
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TELEGRAM_NOTIFY_FAT_FINGER: bool = True # Fat-finger rejection alerts
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TELEGRAM_NOTIFY_SYSTEM_EVENTS: bool = True # System start/shutdown alerts
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TELEGRAM_NOTIFY_PLAYBOOK: bool = True # Playbook generated/failed alerts
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TELEGRAM_NOTIFY_SCENARIO_MATCH: bool = True # Scenario matched alerts (most frequent)
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TELEGRAM_NOTIFY_ERRORS: bool = True # Error alerts
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# Overseas ranking API (KIS endpoint/TR_ID may vary by account/product)
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# Overseas ranking API (KIS endpoint/TR_ID may vary by account/product)
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# Override these from .env if your account uses different specs.
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# Override these from .env if your account uses different specs.
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OVERSEAS_RANKING_ENABLED: bool = True
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OVERSEAS_RANKING_ENABLED: bool = True
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@@ -259,6 +259,50 @@ def create_dashboard_app(db_path: str) -> FastAPI:
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)
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)
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return {"market": market, "count": len(decisions), "decisions": decisions}
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return {"market": market, "count": len(decisions), "decisions": decisions}
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@app.get("/api/pnl/history")
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def get_pnl_history(
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days: int = Query(default=30, ge=1, le=365),
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market: str = Query("all"),
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) -> dict[str, Any]:
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"""Return daily P&L history for charting."""
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with _connect(db_path) as conn:
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if market == "all":
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rows = conn.execute(
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"""
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SELECT DATE(timestamp) AS date,
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SUM(pnl) AS daily_pnl,
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COUNT(*) AS trade_count
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FROM trades
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WHERE pnl IS NOT NULL
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AND DATE(timestamp) >= DATE('now', ?)
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GROUP BY DATE(timestamp)
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ORDER BY DATE(timestamp)
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""",
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(f"-{days} days",),
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).fetchall()
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else:
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rows = conn.execute(
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"""
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SELECT DATE(timestamp) AS date,
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SUM(pnl) AS daily_pnl,
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COUNT(*) AS trade_count
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FROM trades
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WHERE pnl IS NOT NULL
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AND market = ?
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AND DATE(timestamp) >= DATE('now', ?)
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GROUP BY DATE(timestamp)
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ORDER BY DATE(timestamp)
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""",
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(market, f"-{days} days"),
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).fetchall()
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return {
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"days": days,
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"market": market,
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"labels": [row["date"] for row in rows],
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"pnl": [round(float(row["daily_pnl"]), 2) for row in rows],
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"trades": [int(row["trade_count"]) for row in rows],
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}
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@app.get("/api/scenarios/active")
|
@app.get("/api/scenarios/active")
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def get_active_scenarios(
|
def get_active_scenarios(
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market: str = Query("US"),
|
market: str = Query("US"),
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@@ -1,9 +1,10 @@
|
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<!doctype html>
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<!doctype html>
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<html lang="en">
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<html lang="ko">
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<head>
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<head>
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<meta charset="UTF-8" />
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<meta charset="UTF-8" />
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||||||
<meta name="viewport" content="width=device-width, initial-scale=1.0" />
|
<meta name="viewport" content="width=device-width, initial-scale=1.0" />
|
||||||
<title>The Ouroboros Dashboard</title>
|
<title>The Ouroboros Dashboard</title>
|
||||||
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<script src="https://cdn.jsdelivr.net/npm/chart.js@4.4.0/dist/chart.umd.min.js"></script>
|
||||||
<style>
|
<style>
|
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:root {
|
:root {
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--bg: #0b1724;
|
--bg: #0b1724;
|
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@@ -11,51 +12,390 @@
|
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--fg: #e6eef7;
|
--fg: #e6eef7;
|
||||||
--muted: #9fb3c8;
|
--muted: #9fb3c8;
|
||||||
--accent: #3cb371;
|
--accent: #3cb371;
|
||||||
|
--red: #e05555;
|
||||||
|
--border: #28455f;
|
||||||
}
|
}
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||||||
|
* { box-sizing: border-box; margin: 0; padding: 0; }
|
||||||
body {
|
body {
|
||||||
margin: 0;
|
|
||||||
font-family: ui-monospace, SFMono-Regular, Menlo, monospace;
|
font-family: ui-monospace, SFMono-Regular, Menlo, monospace;
|
||||||
background: radial-gradient(circle at top left, #173b58, var(--bg));
|
background: radial-gradient(circle at top left, #173b58, var(--bg));
|
||||||
color: var(--fg);
|
color: var(--fg);
|
||||||
|
min-height: 100vh;
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||||||
|
font-size: 13px;
|
||||||
}
|
}
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.wrap {
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.wrap { max-width: 1100px; margin: 0 auto; padding: 20px 16px; }
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max-width: 900px;
|
|
||||||
margin: 48px auto;
|
/* Header */
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||||||
padding: 0 16px;
|
header {
|
||||||
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display: flex;
|
||||||
|
align-items: center;
|
||||||
|
justify-content: space-between;
|
||||||
|
margin-bottom: 20px;
|
||||||
|
padding-bottom: 12px;
|
||||||
|
border-bottom: 1px solid var(--border);
|
||||||
}
|
}
|
||||||
|
header h1 { font-size: 18px; color: var(--accent); letter-spacing: 0.5px; }
|
||||||
|
.header-right { display: flex; align-items: center; gap: 12px; color: var(--muted); font-size: 12px; }
|
||||||
|
.refresh-btn {
|
||||||
|
background: none; border: 1px solid var(--border); color: var(--muted);
|
||||||
|
padding: 4px 10px; border-radius: 6px; cursor: pointer; font-family: inherit;
|
||||||
|
font-size: 12px; transition: border-color 0.2s;
|
||||||
|
}
|
||||||
|
.refresh-btn:hover { border-color: var(--accent); color: var(--accent); }
|
||||||
|
|
||||||
|
/* Summary cards */
|
||||||
|
.cards { display: grid; grid-template-columns: repeat(4, 1fr); gap: 12px; margin-bottom: 20px; }
|
||||||
|
@media (max-width: 700px) { .cards { grid-template-columns: repeat(2, 1fr); } }
|
||||||
.card {
|
.card {
|
||||||
background: color-mix(in oklab, var(--panel), black 12%);
|
background: var(--panel);
|
||||||
border: 1px solid #28455f;
|
border: 1px solid var(--border);
|
||||||
border-radius: 12px;
|
border-radius: 10px;
|
||||||
padding: 20px;
|
padding: 16px;
|
||||||
}
|
}
|
||||||
h1 {
|
.card-label { color: var(--muted); font-size: 11px; margin-bottom: 6px; text-transform: uppercase; letter-spacing: 0.5px; }
|
||||||
margin-top: 0;
|
.card-value { font-size: 22px; font-weight: 700; }
|
||||||
|
.card-sub { color: var(--muted); font-size: 11px; margin-top: 4px; }
|
||||||
|
.positive { color: var(--accent); }
|
||||||
|
.negative { color: var(--red); }
|
||||||
|
.neutral { color: var(--fg); }
|
||||||
|
|
||||||
|
/* Chart panel */
|
||||||
|
.chart-panel {
|
||||||
|
background: var(--panel);
|
||||||
|
border: 1px solid var(--border);
|
||||||
|
border-radius: 10px;
|
||||||
|
padding: 16px;
|
||||||
|
margin-bottom: 20px;
|
||||||
}
|
}
|
||||||
code {
|
.panel-header {
|
||||||
color: var(--accent);
|
display: flex;
|
||||||
|
align-items: center;
|
||||||
|
justify-content: space-between;
|
||||||
|
margin-bottom: 16px;
|
||||||
}
|
}
|
||||||
li {
|
.panel-title { font-size: 13px; color: var(--muted); font-weight: 600; }
|
||||||
margin: 6px 0;
|
.chart-container { position: relative; height: 180px; }
|
||||||
color: var(--muted);
|
.chart-error { color: var(--muted); text-align: center; padding: 40px 0; font-size: 12px; }
|
||||||
|
|
||||||
|
/* Days selector */
|
||||||
|
.days-selector { display: flex; gap: 4px; }
|
||||||
|
.day-btn {
|
||||||
|
background: none; border: 1px solid var(--border); color: var(--muted);
|
||||||
|
padding: 3px 8px; border-radius: 4px; cursor: pointer; font-family: inherit; font-size: 11px;
|
||||||
}
|
}
|
||||||
|
.day-btn.active { border-color: var(--accent); color: var(--accent); background: rgba(60, 179, 113, 0.08); }
|
||||||
|
|
||||||
|
/* Decisions panel */
|
||||||
|
.decisions-panel {
|
||||||
|
background: var(--panel);
|
||||||
|
border: 1px solid var(--border);
|
||||||
|
border-radius: 10px;
|
||||||
|
padding: 16px;
|
||||||
|
}
|
||||||
|
.market-tabs { display: flex; gap: 6px; flex-wrap: wrap; }
|
||||||
|
.tab-btn {
|
||||||
|
background: none; border: 1px solid var(--border); color: var(--muted);
|
||||||
|
padding: 4px 10px; border-radius: 6px; cursor: pointer; font-family: inherit; font-size: 11px;
|
||||||
|
}
|
||||||
|
.tab-btn.active { border-color: var(--accent); color: var(--accent); background: rgba(60, 179, 113, 0.08); }
|
||||||
|
.decisions-table { width: 100%; border-collapse: collapse; margin-top: 14px; }
|
||||||
|
.decisions-table th {
|
||||||
|
text-align: left; color: var(--muted); font-size: 11px; font-weight: 600;
|
||||||
|
padding: 6px 8px; border-bottom: 1px solid var(--border); white-space: nowrap;
|
||||||
|
}
|
||||||
|
.decisions-table td {
|
||||||
|
padding: 8px 8px; border-bottom: 1px solid rgba(40, 69, 95, 0.5);
|
||||||
|
vertical-align: middle; white-space: nowrap;
|
||||||
|
}
|
||||||
|
.decisions-table tr:last-child td { border-bottom: none; }
|
||||||
|
.decisions-table tr:hover td { background: rgba(255,255,255,0.02); }
|
||||||
|
.badge {
|
||||||
|
display: inline-block; padding: 2px 7px; border-radius: 4px;
|
||||||
|
font-size: 11px; font-weight: 700; letter-spacing: 0.5px;
|
||||||
|
}
|
||||||
|
.badge-buy { background: rgba(60, 179, 113, 0.15); color: var(--accent); }
|
||||||
|
.badge-sell { background: rgba(224, 85, 85, 0.15); color: var(--red); }
|
||||||
|
.badge-hold { background: rgba(159, 179, 200, 0.12); color: var(--muted); }
|
||||||
|
.conf-bar-wrap { display: flex; align-items: center; gap: 6px; min-width: 90px; }
|
||||||
|
.conf-bar { flex: 1; height: 6px; background: rgba(255,255,255,0.08); border-radius: 3px; overflow: hidden; }
|
||||||
|
.conf-fill { height: 100%; border-radius: 3px; background: var(--accent); transition: width 0.3s; }
|
||||||
|
.conf-val { color: var(--muted); font-size: 11px; min-width: 26px; text-align: right; }
|
||||||
|
.rationale-cell { max-width: 200px; overflow: hidden; text-overflow: ellipsis; color: var(--muted); }
|
||||||
|
.empty-row td { text-align: center; color: var(--muted); padding: 24px; }
|
||||||
|
|
||||||
|
/* Spinner */
|
||||||
|
.spinner { display: inline-block; width: 12px; height: 12px; border: 2px solid var(--border); border-top-color: var(--accent); border-radius: 50%; animation: spin 0.8s linear infinite; }
|
||||||
|
@keyframes spin { to { transform: rotate(360deg); } }
|
||||||
</style>
|
</style>
|
||||||
</head>
|
</head>
|
||||||
<body>
|
<body>
|
||||||
<div class="wrap">
|
<div class="wrap">
|
||||||
<div class="card">
|
<!-- Header -->
|
||||||
<h1>The Ouroboros Dashboard API</h1>
|
<header>
|
||||||
<p>Use the following endpoints:</p>
|
<h1>🐍 The Ouroboros</h1>
|
||||||
<ul>
|
<div class="header-right">
|
||||||
<li><code>/api/status</code></li>
|
<span id="last-updated">--</span>
|
||||||
<li><code>/api/playbook/{date}?market=KR</code></li>
|
<button class="refresh-btn" onclick="refreshAll()">↺ 새로고침</button>
|
||||||
<li><code>/api/scorecard/{date}?market=KR</code></li>
|
</div>
|
||||||
<li><code>/api/performance?market=all</code></li>
|
</header>
|
||||||
<li><code>/api/context/{layer}</code></li>
|
|
||||||
<li><code>/api/decisions?market=KR</code></li>
|
<!-- Summary cards -->
|
||||||
<li><code>/api/scenarios/active?market=US</code></li>
|
<div class="cards">
|
||||||
</ul>
|
<div class="card">
|
||||||
|
<div class="card-label">오늘 거래</div>
|
||||||
|
<div class="card-value neutral" id="card-trades">--</div>
|
||||||
|
<div class="card-sub" id="card-trades-sub">거래 건수</div>
|
||||||
|
</div>
|
||||||
|
<div class="card">
|
||||||
|
<div class="card-label">오늘 P&L</div>
|
||||||
|
<div class="card-value" id="card-pnl">--</div>
|
||||||
|
<div class="card-sub" id="card-pnl-sub">실현 손익</div>
|
||||||
|
</div>
|
||||||
|
<div class="card">
|
||||||
|
<div class="card-label">승률</div>
|
||||||
|
<div class="card-value neutral" id="card-winrate">--</div>
|
||||||
|
<div class="card-sub">전체 누적</div>
|
||||||
|
</div>
|
||||||
|
<div class="card">
|
||||||
|
<div class="card-label">누적 거래</div>
|
||||||
|
<div class="card-value neutral" id="card-total">--</div>
|
||||||
|
<div class="card-sub">전체 기간</div>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
|
||||||
|
<!-- P&L Chart -->
|
||||||
|
<div class="chart-panel">
|
||||||
|
<div class="panel-header">
|
||||||
|
<span class="panel-title">P&L 추이</span>
|
||||||
|
<div class="days-selector">
|
||||||
|
<button class="day-btn active" data-days="7" onclick="selectDays(this)">7일</button>
|
||||||
|
<button class="day-btn" data-days="30" onclick="selectDays(this)">30일</button>
|
||||||
|
<button class="day-btn" data-days="90" onclick="selectDays(this)">90일</button>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
<div class="chart-container">
|
||||||
|
<canvas id="pnl-chart"></canvas>
|
||||||
|
<div class="chart-error" id="chart-error" style="display:none">데이터 없음</div>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
|
||||||
|
<!-- Decisions log -->
|
||||||
|
<div class="decisions-panel">
|
||||||
|
<div class="panel-header">
|
||||||
|
<span class="panel-title">최근 결정 로그</span>
|
||||||
|
<div class="market-tabs" id="market-tabs">
|
||||||
|
<button class="tab-btn active" data-market="KR" onclick="selectMarket(this)">KR</button>
|
||||||
|
<button class="tab-btn" data-market="US_NASDAQ" onclick="selectMarket(this)">US_NASDAQ</button>
|
||||||
|
<button class="tab-btn" data-market="US_NYSE" onclick="selectMarket(this)">US_NYSE</button>
|
||||||
|
<button class="tab-btn" data-market="JP" onclick="selectMarket(this)">JP</button>
|
||||||
|
<button class="tab-btn" data-market="HK" onclick="selectMarket(this)">HK</button>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
<table class="decisions-table">
|
||||||
|
<thead>
|
||||||
|
<tr>
|
||||||
|
<th>시각</th>
|
||||||
|
<th>종목</th>
|
||||||
|
<th>액션</th>
|
||||||
|
<th>신뢰도</th>
|
||||||
|
<th>사유</th>
|
||||||
|
</tr>
|
||||||
|
</thead>
|
||||||
|
<tbody id="decisions-body">
|
||||||
|
<tr class="empty-row"><td colspan="5"><span class="spinner"></span></td></tr>
|
||||||
|
</tbody>
|
||||||
|
</table>
|
||||||
</div>
|
</div>
|
||||||
</div>
|
</div>
|
||||||
|
|
||||||
|
<script>
|
||||||
|
let pnlChart = null;
|
||||||
|
let currentDays = 7;
|
||||||
|
let currentMarket = 'KR';
|
||||||
|
|
||||||
|
function fmt(dt) {
|
||||||
|
try {
|
||||||
|
const d = new Date(dt);
|
||||||
|
return d.toLocaleTimeString('ko-KR', { hour: '2-digit', minute: '2-digit', hour12: false });
|
||||||
|
} catch { return dt || '--'; }
|
||||||
|
}
|
||||||
|
|
||||||
|
function fmtPnl(v) {
|
||||||
|
if (v === null || v === undefined) return '--';
|
||||||
|
const n = parseFloat(v);
|
||||||
|
const cls = n > 0 ? 'positive' : n < 0 ? 'negative' : 'neutral';
|
||||||
|
const sign = n > 0 ? '+' : '';
|
||||||
|
return `<span class="${cls}">${sign}${n.toFixed(2)}</span>`;
|
||||||
|
}
|
||||||
|
|
||||||
|
function badge(action) {
|
||||||
|
const a = (action || '').toUpperCase();
|
||||||
|
const cls = a === 'BUY' ? 'badge-buy' : a === 'SELL' ? 'badge-sell' : 'badge-hold';
|
||||||
|
return `<span class="badge ${cls}">${a}</span>`;
|
||||||
|
}
|
||||||
|
|
||||||
|
function confBar(conf) {
|
||||||
|
const pct = Math.min(Math.max(conf || 0, 0), 100);
|
||||||
|
return `<div class="conf-bar-wrap">
|
||||||
|
<div class="conf-bar"><div class="conf-fill" style="width:${pct}%"></div></div>
|
||||||
|
<span class="conf-val">${pct}</span>
|
||||||
|
</div>`;
|
||||||
|
}
|
||||||
|
|
||||||
|
async function fetchStatus() {
|
||||||
|
try {
|
||||||
|
const r = await fetch('/api/status');
|
||||||
|
if (!r.ok) return;
|
||||||
|
const d = await r.json();
|
||||||
|
const t = d.totals || {};
|
||||||
|
document.getElementById('card-trades').textContent = t.trade_count ?? '--';
|
||||||
|
const pnlEl = document.getElementById('card-pnl');
|
||||||
|
const pnlV = t.total_pnl;
|
||||||
|
if (pnlV !== undefined) {
|
||||||
|
const n = parseFloat(pnlV);
|
||||||
|
const sign = n > 0 ? '+' : '';
|
||||||
|
pnlEl.textContent = `${sign}${n.toFixed(2)}`;
|
||||||
|
pnlEl.className = `card-value ${n > 0 ? 'positive' : n < 0 ? 'negative' : 'neutral'}`;
|
||||||
|
}
|
||||||
|
document.getElementById('card-pnl-sub').textContent = `결정 ${t.decision_count ?? 0}건`;
|
||||||
|
} catch {}
|
||||||
|
}
|
||||||
|
|
||||||
|
async function fetchPerformance() {
|
||||||
|
try {
|
||||||
|
const r = await fetch('/api/performance?market=all');
|
||||||
|
if (!r.ok) return;
|
||||||
|
const d = await r.json();
|
||||||
|
const c = d.combined || {};
|
||||||
|
document.getElementById('card-winrate').textContent = c.win_rate !== undefined ? `${c.win_rate}%` : '--';
|
||||||
|
document.getElementById('card-total').textContent = c.total_trades ?? '--';
|
||||||
|
} catch {}
|
||||||
|
}
|
||||||
|
|
||||||
|
async function fetchPnlHistory(days) {
|
||||||
|
try {
|
||||||
|
const r = await fetch(`/api/pnl/history?days=${days}`);
|
||||||
|
if (!r.ok) throw new Error('fetch failed');
|
||||||
|
const d = await r.json();
|
||||||
|
renderChart(d);
|
||||||
|
} catch {
|
||||||
|
document.getElementById('chart-error').style.display = 'block';
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
function renderChart(data) {
|
||||||
|
const errEl = document.getElementById('chart-error');
|
||||||
|
if (!data.labels || data.labels.length === 0) {
|
||||||
|
errEl.style.display = 'block';
|
||||||
|
return;
|
||||||
|
}
|
||||||
|
errEl.style.display = 'none';
|
||||||
|
|
||||||
|
const colors = data.pnl.map(v => v >= 0 ? 'rgba(60,179,113,0.75)' : 'rgba(224,85,85,0.75)');
|
||||||
|
const borderColors = data.pnl.map(v => v >= 0 ? '#3cb371' : '#e05555');
|
||||||
|
|
||||||
|
if (pnlChart) { pnlChart.destroy(); pnlChart = null; }
|
||||||
|
const ctx = document.getElementById('pnl-chart').getContext('2d');
|
||||||
|
pnlChart = new Chart(ctx, {
|
||||||
|
type: 'bar',
|
||||||
|
data: {
|
||||||
|
labels: data.labels,
|
||||||
|
datasets: [{
|
||||||
|
label: 'Daily P&L',
|
||||||
|
data: data.pnl,
|
||||||
|
backgroundColor: colors,
|
||||||
|
borderColor: borderColors,
|
||||||
|
borderWidth: 1,
|
||||||
|
borderRadius: 3,
|
||||||
|
}]
|
||||||
|
},
|
||||||
|
options: {
|
||||||
|
responsive: true,
|
||||||
|
maintainAspectRatio: false,
|
||||||
|
plugins: {
|
||||||
|
legend: { display: false },
|
||||||
|
tooltip: {
|
||||||
|
callbacks: {
|
||||||
|
label: ctx => {
|
||||||
|
const v = ctx.parsed.y;
|
||||||
|
const sign = v >= 0 ? '+' : '';
|
||||||
|
const trades = data.trades[ctx.dataIndex];
|
||||||
|
return [`P&L: ${sign}${v.toFixed(2)}`, `거래: ${trades}건`];
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
scales: {
|
||||||
|
x: {
|
||||||
|
ticks: { color: '#9fb3c8', font: { size: 10 }, maxRotation: 0 },
|
||||||
|
grid: { color: 'rgba(40,69,95,0.4)' }
|
||||||
|
},
|
||||||
|
y: {
|
||||||
|
ticks: { color: '#9fb3c8', font: { size: 10 } },
|
||||||
|
grid: { color: 'rgba(40,69,95,0.4)' }
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
});
|
||||||
|
}
|
||||||
|
|
||||||
|
async function fetchDecisions(market) {
|
||||||
|
const tbody = document.getElementById('decisions-body');
|
||||||
|
tbody.innerHTML = '<tr class="empty-row"><td colspan="5"><span class="spinner"></span></td></tr>';
|
||||||
|
try {
|
||||||
|
const r = await fetch(`/api/decisions?market=${market}&limit=50`);
|
||||||
|
if (!r.ok) throw new Error('fetch failed');
|
||||||
|
const d = await r.json();
|
||||||
|
if (!d.decisions || d.decisions.length === 0) {
|
||||||
|
tbody.innerHTML = '<tr class="empty-row"><td colspan="5">결정 로그 없음</td></tr>';
|
||||||
|
return;
|
||||||
|
}
|
||||||
|
tbody.innerHTML = d.decisions.map(dec => `
|
||||||
|
<tr>
|
||||||
|
<td>${fmt(dec.timestamp)}</td>
|
||||||
|
<td>${dec.stock_code || '--'}</td>
|
||||||
|
<td>${badge(dec.action)}</td>
|
||||||
|
<td>${confBar(dec.confidence)}</td>
|
||||||
|
<td class="rationale-cell" title="${(dec.rationale || '').replace(/"/g, '"')}">${dec.rationale || '--'}</td>
|
||||||
|
</tr>
|
||||||
|
`).join('');
|
||||||
|
} catch {
|
||||||
|
tbody.innerHTML = '<tr class="empty-row"><td colspan="5">데이터 로드 실패</td></tr>';
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
function selectDays(btn) {
|
||||||
|
document.querySelectorAll('.day-btn').forEach(b => b.classList.remove('active'));
|
||||||
|
btn.classList.add('active');
|
||||||
|
currentDays = parseInt(btn.dataset.days, 10);
|
||||||
|
fetchPnlHistory(currentDays);
|
||||||
|
}
|
||||||
|
|
||||||
|
function selectMarket(btn) {
|
||||||
|
document.querySelectorAll('.tab-btn').forEach(b => b.classList.remove('active'));
|
||||||
|
btn.classList.add('active');
|
||||||
|
currentMarket = btn.dataset.market;
|
||||||
|
fetchDecisions(currentMarket);
|
||||||
|
}
|
||||||
|
|
||||||
|
async function refreshAll() {
|
||||||
|
document.getElementById('last-updated').textContent = '업데이트 중...';
|
||||||
|
await Promise.all([
|
||||||
|
fetchStatus(),
|
||||||
|
fetchPerformance(),
|
||||||
|
fetchPnlHistory(currentDays),
|
||||||
|
fetchDecisions(currentMarket),
|
||||||
|
]);
|
||||||
|
const now = new Date();
|
||||||
|
const timeStr = now.toLocaleTimeString('ko-KR', { hour: '2-digit', minute: '2-digit', second: '2-digit', hour12: false });
|
||||||
|
document.getElementById('last-updated').textContent = `마지막 업데이트: ${timeStr}`;
|
||||||
|
}
|
||||||
|
|
||||||
|
// Initial load
|
||||||
|
refreshAll();
|
||||||
|
|
||||||
|
// Auto-refresh every 30 seconds
|
||||||
|
setInterval(refreshAll, 30000);
|
||||||
|
</script>
|
||||||
</body>
|
</body>
|
||||||
</html>
|
</html>
|
||||||
|
|||||||
271
src/main.py
271
src/main.py
@@ -41,7 +41,7 @@ from src.evolution.optimizer import EvolutionOptimizer
|
|||||||
from src.logging.decision_logger import DecisionLogger
|
from src.logging.decision_logger import DecisionLogger
|
||||||
from src.logging_config import setup_logging
|
from src.logging_config import setup_logging
|
||||||
from src.markets.schedule import MarketInfo, get_next_market_open, get_open_markets
|
from src.markets.schedule import MarketInfo, get_next_market_open, get_open_markets
|
||||||
from src.notifications.telegram_client import TelegramClient, TelegramCommandHandler
|
from src.notifications.telegram_client import NotificationFilter, TelegramClient, TelegramCommandHandler
|
||||||
from src.strategy.models import DayPlaybook
|
from src.strategy.models import DayPlaybook
|
||||||
from src.strategy.playbook_store import PlaybookStore
|
from src.strategy.playbook_store import PlaybookStore
|
||||||
from src.strategy.pre_market_planner import PreMarketPlanner
|
from src.strategy.pre_market_planner import PreMarketPlanner
|
||||||
@@ -106,6 +106,82 @@ def _extract_symbol_from_holding(item: dict[str, Any]) -> str:
|
|||||||
return ""
|
return ""
|
||||||
|
|
||||||
|
|
||||||
|
def _extract_held_codes_from_balance(
|
||||||
|
balance_data: dict[str, Any],
|
||||||
|
*,
|
||||||
|
is_domestic: bool,
|
||||||
|
) -> list[str]:
|
||||||
|
"""Return stock codes with a positive orderable quantity from a balance response.
|
||||||
|
|
||||||
|
Uses the broker's live output1 as the source of truth so that partial fills
|
||||||
|
and manual external trades are always reflected correctly.
|
||||||
|
"""
|
||||||
|
output1 = balance_data.get("output1", [])
|
||||||
|
if isinstance(output1, dict):
|
||||||
|
output1 = [output1]
|
||||||
|
if not isinstance(output1, list):
|
||||||
|
return []
|
||||||
|
|
||||||
|
codes: list[str] = []
|
||||||
|
for holding in output1:
|
||||||
|
if not isinstance(holding, dict):
|
||||||
|
continue
|
||||||
|
code_key = "pdno" if is_domestic else "ovrs_pdno"
|
||||||
|
code = str(holding.get(code_key, "")).strip().upper()
|
||||||
|
if not code:
|
||||||
|
continue
|
||||||
|
if is_domestic:
|
||||||
|
qty = int(holding.get("ord_psbl_qty") or holding.get("hldg_qty") or 0)
|
||||||
|
else:
|
||||||
|
qty = int(holding.get("ovrs_cblc_qty") or holding.get("hldg_qty") or 0)
|
||||||
|
if qty > 0:
|
||||||
|
codes.append(code)
|
||||||
|
return codes
|
||||||
|
|
||||||
|
|
||||||
|
def _extract_held_qty_from_balance(
|
||||||
|
balance_data: dict[str, Any],
|
||||||
|
stock_code: str,
|
||||||
|
*,
|
||||||
|
is_domestic: bool,
|
||||||
|
) -> int:
|
||||||
|
"""Extract the broker-confirmed orderable quantity for a stock.
|
||||||
|
|
||||||
|
Uses the broker's live balance response (output1) as the source of truth
|
||||||
|
rather than the local DB, because DB records reflect order quantity which
|
||||||
|
may differ from actual fill quantity due to partial fills.
|
||||||
|
|
||||||
|
Domestic fields (VTTC8434R output1):
|
||||||
|
pdno — 종목코드
|
||||||
|
ord_psbl_qty — 주문가능수량 (preferred: excludes unsettled)
|
||||||
|
hldg_qty — 보유수량 (fallback)
|
||||||
|
|
||||||
|
Overseas fields (output1):
|
||||||
|
ovrs_pdno — 종목코드
|
||||||
|
ovrs_cblc_qty — 해외잔고수량 (preferred)
|
||||||
|
hldg_qty — 보유수량 (fallback)
|
||||||
|
"""
|
||||||
|
output1 = balance_data.get("output1", [])
|
||||||
|
if isinstance(output1, dict):
|
||||||
|
output1 = [output1]
|
||||||
|
if not isinstance(output1, list):
|
||||||
|
return 0
|
||||||
|
|
||||||
|
for holding in output1:
|
||||||
|
if not isinstance(holding, dict):
|
||||||
|
continue
|
||||||
|
code_key = "pdno" if is_domestic else "ovrs_pdno"
|
||||||
|
held_code = str(holding.get(code_key, "")).strip().upper()
|
||||||
|
if held_code != stock_code.strip().upper():
|
||||||
|
continue
|
||||||
|
if is_domestic:
|
||||||
|
qty = int(holding.get("ord_psbl_qty") or holding.get("hldg_qty") or 0)
|
||||||
|
else:
|
||||||
|
qty = int(holding.get("ovrs_cblc_qty") or holding.get("hldg_qty") or 0)
|
||||||
|
return qty
|
||||||
|
return 0
|
||||||
|
|
||||||
|
|
||||||
def _determine_order_quantity(
|
def _determine_order_quantity(
|
||||||
*,
|
*,
|
||||||
action: str,
|
action: str,
|
||||||
@@ -113,16 +189,40 @@ def _determine_order_quantity(
|
|||||||
total_cash: float,
|
total_cash: float,
|
||||||
candidate: ScanCandidate | None,
|
candidate: ScanCandidate | None,
|
||||||
settings: Settings | None,
|
settings: Settings | None,
|
||||||
|
broker_held_qty: int = 0,
|
||||||
|
playbook_allocation_pct: float | None = None,
|
||||||
|
scenario_confidence: int = 80,
|
||||||
) -> int:
|
) -> int:
|
||||||
"""Determine order quantity using volatility-aware position sizing."""
|
"""Determine order quantity using volatility-aware position sizing.
|
||||||
if action != "BUY":
|
|
||||||
return 1
|
Priority:
|
||||||
|
1. playbook_allocation_pct (AI-specified) scaled by scenario_confidence
|
||||||
|
2. Fallback: volatility-score-based allocation from scanner candidate
|
||||||
|
"""
|
||||||
|
if action == "SELL":
|
||||||
|
return broker_held_qty
|
||||||
if current_price <= 0 or total_cash <= 0:
|
if current_price <= 0 or total_cash <= 0:
|
||||||
return 0
|
return 0
|
||||||
|
|
||||||
if settings is None or not settings.POSITION_SIZING_ENABLED:
|
if settings is None or not settings.POSITION_SIZING_ENABLED:
|
||||||
return 1
|
return 1
|
||||||
|
|
||||||
|
# Use AI-specified allocation_pct if available
|
||||||
|
if playbook_allocation_pct is not None:
|
||||||
|
# Confidence scaling: confidence 80 → 1.0x, confidence 95 → 1.19x
|
||||||
|
confidence_scale = scenario_confidence / 80.0
|
||||||
|
effective_pct = min(
|
||||||
|
settings.POSITION_MAX_ALLOCATION_PCT,
|
||||||
|
max(
|
||||||
|
settings.POSITION_MIN_ALLOCATION_PCT,
|
||||||
|
playbook_allocation_pct * confidence_scale,
|
||||||
|
),
|
||||||
|
)
|
||||||
|
budget = total_cash * (effective_pct / 100.0)
|
||||||
|
quantity = int(budget // current_price)
|
||||||
|
return max(0, quantity)
|
||||||
|
|
||||||
|
# Fallback: volatility-score-based allocation
|
||||||
target_score = max(1.0, settings.POSITION_VOLATILITY_TARGET_SCORE)
|
target_score = max(1.0, settings.POSITION_VOLATILITY_TARGET_SCORE)
|
||||||
observed_score = candidate.score if candidate else target_score
|
observed_score = candidate.score if candidate else target_score
|
||||||
observed_score = max(1.0, min(100.0, observed_score))
|
observed_score = max(1.0, min(100.0, observed_score))
|
||||||
@@ -204,7 +304,9 @@ async def trading_cycle(
|
|||||||
|
|
||||||
# 1. Fetch market data
|
# 1. Fetch market data
|
||||||
if market.is_domestic:
|
if market.is_domestic:
|
||||||
orderbook = await broker.get_orderbook(stock_code)
|
current_price, price_change_pct, foreigner_net = await broker.get_current_price(
|
||||||
|
stock_code
|
||||||
|
)
|
||||||
balance_data = await broker.get_balance()
|
balance_data = await broker.get_balance()
|
||||||
|
|
||||||
output2 = balance_data.get("output2", [{}])
|
output2 = balance_data.get("output2", [{}])
|
||||||
@@ -215,10 +317,6 @@ async def trading_cycle(
|
|||||||
else "0"
|
else "0"
|
||||||
)
|
)
|
||||||
purchase_total = safe_float(output2[0].get("pchs_amt_smtl_amt", "0")) if output2 else 0
|
purchase_total = safe_float(output2[0].get("pchs_amt_smtl_amt", "0")) if output2 else 0
|
||||||
|
|
||||||
current_price = safe_float(orderbook.get("output1", {}).get("stck_prpr", "0"))
|
|
||||||
foreigner_net = safe_float(orderbook.get("output1", {}).get("frgn_ntby_qty", "0"))
|
|
||||||
price_change_pct = safe_float(orderbook.get("output1", {}).get("prdy_ctrt", "0"))
|
|
||||||
else:
|
else:
|
||||||
# Overseas market
|
# Overseas market
|
||||||
price_data = await overseas_broker.get_overseas_price(
|
price_data = await overseas_broker.get_overseas_price(
|
||||||
@@ -389,8 +487,10 @@ async def trading_cycle(
|
|||||||
if entry_price > 0:
|
if entry_price > 0:
|
||||||
loss_pct = (current_price - entry_price) / entry_price * 100
|
loss_pct = (current_price - entry_price) / entry_price * 100
|
||||||
stop_loss_threshold = -2.0
|
stop_loss_threshold = -2.0
|
||||||
|
take_profit_threshold = 3.0
|
||||||
if stock_playbook and stock_playbook.scenarios:
|
if stock_playbook and stock_playbook.scenarios:
|
||||||
stop_loss_threshold = stock_playbook.scenarios[0].stop_loss_pct
|
stop_loss_threshold = stock_playbook.scenarios[0].stop_loss_pct
|
||||||
|
take_profit_threshold = stock_playbook.scenarios[0].take_profit_pct
|
||||||
|
|
||||||
if loss_pct <= stop_loss_threshold:
|
if loss_pct <= stop_loss_threshold:
|
||||||
decision = TradeDecision(
|
decision = TradeDecision(
|
||||||
@@ -408,6 +508,22 @@ async def trading_cycle(
|
|||||||
loss_pct,
|
loss_pct,
|
||||||
stop_loss_threshold,
|
stop_loss_threshold,
|
||||||
)
|
)
|
||||||
|
elif loss_pct >= take_profit_threshold:
|
||||||
|
decision = TradeDecision(
|
||||||
|
action="SELL",
|
||||||
|
confidence=90,
|
||||||
|
rationale=(
|
||||||
|
f"Take-profit triggered ({loss_pct:.2f}% >= "
|
||||||
|
f"{take_profit_threshold:.2f}%)"
|
||||||
|
),
|
||||||
|
)
|
||||||
|
logger.info(
|
||||||
|
"Take-profit override for %s (%s): %.2f%% >= %.2f%%",
|
||||||
|
stock_code,
|
||||||
|
market.name,
|
||||||
|
loss_pct,
|
||||||
|
take_profit_threshold,
|
||||||
|
)
|
||||||
logger.info(
|
logger.info(
|
||||||
"Decision for %s (%s): %s (confidence=%d)",
|
"Decision for %s (%s): %s (confidence=%d)",
|
||||||
stock_code,
|
stock_code,
|
||||||
@@ -468,12 +584,23 @@ async def trading_cycle(
|
|||||||
trade_price = current_price
|
trade_price = current_price
|
||||||
trade_pnl = 0.0
|
trade_pnl = 0.0
|
||||||
if decision.action in ("BUY", "SELL"):
|
if decision.action in ("BUY", "SELL"):
|
||||||
|
broker_held_qty = (
|
||||||
|
_extract_held_qty_from_balance(
|
||||||
|
balance_data, stock_code, is_domestic=market.is_domestic
|
||||||
|
)
|
||||||
|
if decision.action == "SELL"
|
||||||
|
else 0
|
||||||
|
)
|
||||||
|
matched_scenario = match.matched_scenario
|
||||||
quantity = _determine_order_quantity(
|
quantity = _determine_order_quantity(
|
||||||
action=decision.action,
|
action=decision.action,
|
||||||
current_price=current_price,
|
current_price=current_price,
|
||||||
total_cash=total_cash,
|
total_cash=total_cash,
|
||||||
candidate=candidate,
|
candidate=candidate,
|
||||||
settings=settings,
|
settings=settings,
|
||||||
|
broker_held_qty=broker_held_qty,
|
||||||
|
playbook_allocation_pct=matched_scenario.allocation_pct if matched_scenario else None,
|
||||||
|
scenario_confidence=match.confidence,
|
||||||
)
|
)
|
||||||
if quantity <= 0:
|
if quantity <= 0:
|
||||||
logger.info(
|
logger.info(
|
||||||
@@ -726,15 +853,8 @@ async def run_daily_session(
|
|||||||
for stock_code in watchlist:
|
for stock_code in watchlist:
|
||||||
try:
|
try:
|
||||||
if market.is_domestic:
|
if market.is_domestic:
|
||||||
orderbook = await broker.get_orderbook(stock_code)
|
current_price, price_change_pct, foreigner_net = (
|
||||||
current_price = safe_float(
|
await broker.get_current_price(stock_code)
|
||||||
orderbook.get("output1", {}).get("stck_prpr", "0")
|
|
||||||
)
|
|
||||||
foreigner_net = safe_float(
|
|
||||||
orderbook.get("output1", {}).get("frgn_ntby_qty", "0")
|
|
||||||
)
|
|
||||||
price_change_pct = safe_float(
|
|
||||||
orderbook.get("output1", {}).get("prdy_ctrt", "0")
|
|
||||||
)
|
)
|
||||||
else:
|
else:
|
||||||
price_data = await overseas_broker.get_overseas_price(
|
price_data = await overseas_broker.get_overseas_price(
|
||||||
@@ -900,12 +1020,20 @@ async def run_daily_session(
|
|||||||
trade_pnl = 0.0
|
trade_pnl = 0.0
|
||||||
order_succeeded = True
|
order_succeeded = True
|
||||||
if decision.action in ("BUY", "SELL"):
|
if decision.action in ("BUY", "SELL"):
|
||||||
|
daily_broker_held_qty = (
|
||||||
|
_extract_held_qty_from_balance(
|
||||||
|
balance_data, stock_code, is_domestic=market.is_domestic
|
||||||
|
)
|
||||||
|
if decision.action == "SELL"
|
||||||
|
else 0
|
||||||
|
)
|
||||||
quantity = _determine_order_quantity(
|
quantity = _determine_order_quantity(
|
||||||
action=decision.action,
|
action=decision.action,
|
||||||
current_price=stock_data["current_price"],
|
current_price=stock_data["current_price"],
|
||||||
total_cash=total_cash,
|
total_cash=total_cash,
|
||||||
candidate=candidate_map.get(stock_code),
|
candidate=candidate_map.get(stock_code),
|
||||||
settings=settings,
|
settings=settings,
|
||||||
|
broker_held_qty=daily_broker_held_qty,
|
||||||
)
|
)
|
||||||
if quantity <= 0:
|
if quantity <= 0:
|
||||||
logger.info(
|
logger.info(
|
||||||
@@ -1217,6 +1345,15 @@ async def run(settings: Settings) -> None:
|
|||||||
bot_token=settings.TELEGRAM_BOT_TOKEN,
|
bot_token=settings.TELEGRAM_BOT_TOKEN,
|
||||||
chat_id=settings.TELEGRAM_CHAT_ID,
|
chat_id=settings.TELEGRAM_CHAT_ID,
|
||||||
enabled=settings.TELEGRAM_ENABLED,
|
enabled=settings.TELEGRAM_ENABLED,
|
||||||
|
notification_filter=NotificationFilter(
|
||||||
|
trades=settings.TELEGRAM_NOTIFY_TRADES,
|
||||||
|
market_open_close=settings.TELEGRAM_NOTIFY_MARKET_OPEN_CLOSE,
|
||||||
|
fat_finger=settings.TELEGRAM_NOTIFY_FAT_FINGER,
|
||||||
|
system_events=settings.TELEGRAM_NOTIFY_SYSTEM_EVENTS,
|
||||||
|
playbook=settings.TELEGRAM_NOTIFY_PLAYBOOK,
|
||||||
|
scenario_match=settings.TELEGRAM_NOTIFY_SCENARIO_MATCH,
|
||||||
|
errors=settings.TELEGRAM_NOTIFY_ERRORS,
|
||||||
|
),
|
||||||
)
|
)
|
||||||
|
|
||||||
# Initialize Telegram command handler
|
# Initialize Telegram command handler
|
||||||
@@ -1235,7 +1372,11 @@ async def run(settings: Settings) -> None:
|
|||||||
"/review - Recent scorecards\n"
|
"/review - Recent scorecards\n"
|
||||||
"/dashboard - Dashboard URL/status\n"
|
"/dashboard - Dashboard URL/status\n"
|
||||||
"/stop - Pause trading\n"
|
"/stop - Pause trading\n"
|
||||||
"/resume - Resume trading"
|
"/resume - Resume trading\n"
|
||||||
|
"/notify - Show notification filter status\n"
|
||||||
|
"/notify [key] [on|off] - Toggle notification type\n"
|
||||||
|
" Keys: trades, market, scenario, playbook,\n"
|
||||||
|
" system, fatfinger, errors, all"
|
||||||
)
|
)
|
||||||
await telegram.send_message(message)
|
await telegram.send_message(message)
|
||||||
|
|
||||||
@@ -1488,6 +1629,63 @@ async def run(settings: Settings) -> None:
|
|||||||
"<b>⚠️ Error</b>\n\nFailed to retrieve reviews."
|
"<b>⚠️ Error</b>\n\nFailed to retrieve reviews."
|
||||||
)
|
)
|
||||||
|
|
||||||
|
async def handle_notify(args: list[str]) -> None:
|
||||||
|
"""Handle /notify [key] [on|off] — query or change notification filters."""
|
||||||
|
status = telegram.filter_status()
|
||||||
|
|
||||||
|
# /notify — show current state
|
||||||
|
if not args:
|
||||||
|
lines = ["<b>🔔 알림 필터 현재 상태</b>\n"]
|
||||||
|
for key, enabled in status.items():
|
||||||
|
icon = "✅" if enabled else "❌"
|
||||||
|
lines.append(f"{icon} <code>{key}</code>")
|
||||||
|
lines.append("\n<i>예) /notify scenario off</i>")
|
||||||
|
lines.append("<i>예) /notify all off</i>")
|
||||||
|
await telegram.send_message("\n".join(lines))
|
||||||
|
return
|
||||||
|
|
||||||
|
# /notify [key] — missing on/off
|
||||||
|
if len(args) == 1:
|
||||||
|
key = args[0].lower()
|
||||||
|
if key == "all":
|
||||||
|
lines = ["<b>🔔 알림 필터 현재 상태</b>\n"]
|
||||||
|
for k, enabled in status.items():
|
||||||
|
icon = "✅" if enabled else "❌"
|
||||||
|
lines.append(f"{icon} <code>{k}</code>")
|
||||||
|
await telegram.send_message("\n".join(lines))
|
||||||
|
elif key in status:
|
||||||
|
icon = "✅" if status[key] else "❌"
|
||||||
|
await telegram.send_message(
|
||||||
|
f"<b>🔔 {key}</b>: {icon} {'켜짐' if status[key] else '꺼짐'}\n"
|
||||||
|
f"<i>/notify {key} on 또는 /notify {key} off</i>"
|
||||||
|
)
|
||||||
|
else:
|
||||||
|
valid = ", ".join(list(status.keys()) + ["all"])
|
||||||
|
await telegram.send_message(
|
||||||
|
f"❌ 알 수 없는 키: <code>{key}</code>\n"
|
||||||
|
f"유효한 키: {valid}"
|
||||||
|
)
|
||||||
|
return
|
||||||
|
|
||||||
|
# /notify [key] [on|off]
|
||||||
|
key, toggle = args[0].lower(), args[1].lower()
|
||||||
|
if toggle not in ("on", "off"):
|
||||||
|
await telegram.send_message("❌ on 또는 off 를 입력해 주세요.")
|
||||||
|
return
|
||||||
|
value = toggle == "on"
|
||||||
|
if telegram.set_notification(key, value):
|
||||||
|
icon = "✅" if value else "❌"
|
||||||
|
label = f"전체 알림" if key == "all" else f"<code>{key}</code> 알림"
|
||||||
|
state = "켜짐" if value else "꺼짐"
|
||||||
|
await telegram.send_message(f"{icon} {label} → {state}")
|
||||||
|
logger.info("Notification filter changed via Telegram: %s=%s", key, value)
|
||||||
|
else:
|
||||||
|
valid = ", ".join(list(telegram.filter_status().keys()) + ["all"])
|
||||||
|
await telegram.send_message(
|
||||||
|
f"❌ 알 수 없는 키: <code>{key}</code>\n"
|
||||||
|
f"유효한 키: {valid}"
|
||||||
|
)
|
||||||
|
|
||||||
async def handle_dashboard() -> None:
|
async def handle_dashboard() -> None:
|
||||||
"""Handle /dashboard command - show dashboard URL if enabled."""
|
"""Handle /dashboard command - show dashboard URL if enabled."""
|
||||||
if not settings.DASHBOARD_ENABLED:
|
if not settings.DASHBOARD_ENABLED:
|
||||||
@@ -1511,6 +1709,7 @@ async def run(settings: Settings) -> None:
|
|||||||
command_handler.register_command("scenarios", handle_scenarios)
|
command_handler.register_command("scenarios", handle_scenarios)
|
||||||
command_handler.register_command("review", handle_review)
|
command_handler.register_command("review", handle_review)
|
||||||
command_handler.register_command("dashboard", handle_dashboard)
|
command_handler.register_command("dashboard", handle_dashboard)
|
||||||
|
command_handler.register_command_with_args("notify", handle_notify)
|
||||||
|
|
||||||
# Initialize volatility hunter
|
# Initialize volatility hunter
|
||||||
volatility_analyzer = VolatilityAnalyzer(min_volume_surge=2.0, min_price_change=1.0)
|
volatility_analyzer = VolatilityAnalyzer(min_volume_surge=2.0, min_price_change=1.0)
|
||||||
@@ -1801,8 +2000,38 @@ async def run(settings: Settings) -> None:
|
|||||||
except Exception as exc:
|
except Exception as exc:
|
||||||
logger.error("Smart Scanner failed for %s: %s", market.name, exc)
|
logger.error("Smart Scanner failed for %s: %s", market.name, exc)
|
||||||
|
|
||||||
# Get active stocks from scanner (dynamic, no static fallback)
|
# Get active stocks from scanner (dynamic, no static fallback).
|
||||||
stock_codes = active_stocks.get(market.code, [])
|
# Also include currently-held positions so stop-loss /
|
||||||
|
# take-profit can fire even when a holding drops off the
|
||||||
|
# scanner. Broker balance is the source of truth here —
|
||||||
|
# unlike the local DB it reflects actual fills and any
|
||||||
|
# manual trades done outside the bot.
|
||||||
|
scanner_codes = active_stocks.get(market.code, [])
|
||||||
|
try:
|
||||||
|
if market.is_domestic:
|
||||||
|
held_balance = await broker.get_balance()
|
||||||
|
else:
|
||||||
|
held_balance = await overseas_broker.get_overseas_balance(
|
||||||
|
market.exchange_code
|
||||||
|
)
|
||||||
|
held_codes = _extract_held_codes_from_balance(
|
||||||
|
held_balance, is_domestic=market.is_domestic
|
||||||
|
)
|
||||||
|
except Exception as exc:
|
||||||
|
logger.warning(
|
||||||
|
"Failed to fetch holdings for %s: %s — skipping holdings merge",
|
||||||
|
market.name, exc,
|
||||||
|
)
|
||||||
|
held_codes = []
|
||||||
|
|
||||||
|
stock_codes = list(dict.fromkeys(scanner_codes + held_codes))
|
||||||
|
extra_held = [c for c in held_codes if c not in set(scanner_codes)]
|
||||||
|
if extra_held:
|
||||||
|
logger.info(
|
||||||
|
"Holdings added to loop for %s (not in scanner): %s",
|
||||||
|
market.name, extra_held,
|
||||||
|
)
|
||||||
|
|
||||||
if not stock_codes:
|
if not stock_codes:
|
||||||
logger.debug("No active stocks for market %s", market.code)
|
logger.debug("No active stocks for market %s", market.code)
|
||||||
continue
|
continue
|
||||||
|
|||||||
@@ -4,8 +4,9 @@ import asyncio
|
|||||||
import logging
|
import logging
|
||||||
import time
|
import time
|
||||||
from collections.abc import Awaitable, Callable
|
from collections.abc import Awaitable, Callable
|
||||||
from dataclasses import dataclass
|
from dataclasses import dataclass, fields
|
||||||
from enum import Enum
|
from enum import Enum
|
||||||
|
from typing import ClassVar
|
||||||
|
|
||||||
import aiohttp
|
import aiohttp
|
||||||
|
|
||||||
@@ -58,6 +59,45 @@ class LeakyBucket:
|
|||||||
self._tokens -= 1.0
|
self._tokens -= 1.0
|
||||||
|
|
||||||
|
|
||||||
|
@dataclass
|
||||||
|
class NotificationFilter:
|
||||||
|
"""Granular on/off flags for each notification type.
|
||||||
|
|
||||||
|
circuit_breaker is intentionally omitted — it is always sent regardless.
|
||||||
|
"""
|
||||||
|
|
||||||
|
# Maps user-facing command keys to dataclass field names
|
||||||
|
KEYS: ClassVar[dict[str, str]] = {
|
||||||
|
"trades": "trades",
|
||||||
|
"market": "market_open_close",
|
||||||
|
"fatfinger": "fat_finger",
|
||||||
|
"system": "system_events",
|
||||||
|
"playbook": "playbook",
|
||||||
|
"scenario": "scenario_match",
|
||||||
|
"errors": "errors",
|
||||||
|
}
|
||||||
|
|
||||||
|
trades: bool = True
|
||||||
|
market_open_close: bool = True
|
||||||
|
fat_finger: bool = True
|
||||||
|
system_events: bool = True
|
||||||
|
playbook: bool = True
|
||||||
|
scenario_match: bool = True
|
||||||
|
errors: bool = True
|
||||||
|
|
||||||
|
def set_flag(self, key: str, value: bool) -> bool:
|
||||||
|
"""Set a filter flag by user-facing key. Returns False if key is unknown."""
|
||||||
|
field = self.KEYS.get(key.lower())
|
||||||
|
if field is None:
|
||||||
|
return False
|
||||||
|
setattr(self, field, value)
|
||||||
|
return True
|
||||||
|
|
||||||
|
def as_dict(self) -> dict[str, bool]:
|
||||||
|
"""Return {user_key: current_value} for display."""
|
||||||
|
return {k: getattr(self, field) for k, field in self.KEYS.items()}
|
||||||
|
|
||||||
|
|
||||||
@dataclass
|
@dataclass
|
||||||
class NotificationMessage:
|
class NotificationMessage:
|
||||||
"""Internal notification message structure."""
|
"""Internal notification message structure."""
|
||||||
@@ -79,6 +119,7 @@ class TelegramClient:
|
|||||||
chat_id: str | None = None,
|
chat_id: str | None = None,
|
||||||
enabled: bool = True,
|
enabled: bool = True,
|
||||||
rate_limit: float = DEFAULT_RATE,
|
rate_limit: float = DEFAULT_RATE,
|
||||||
|
notification_filter: NotificationFilter | None = None,
|
||||||
) -> None:
|
) -> None:
|
||||||
"""
|
"""
|
||||||
Initialize Telegram client.
|
Initialize Telegram client.
|
||||||
@@ -88,12 +129,14 @@ class TelegramClient:
|
|||||||
chat_id: Target chat ID (user or group)
|
chat_id: Target chat ID (user or group)
|
||||||
enabled: Enable/disable notifications globally
|
enabled: Enable/disable notifications globally
|
||||||
rate_limit: Maximum messages per second
|
rate_limit: Maximum messages per second
|
||||||
|
notification_filter: Granular per-type on/off flags
|
||||||
"""
|
"""
|
||||||
self._bot_token = bot_token
|
self._bot_token = bot_token
|
||||||
self._chat_id = chat_id
|
self._chat_id = chat_id
|
||||||
self._enabled = enabled
|
self._enabled = enabled
|
||||||
self._rate_limiter = LeakyBucket(rate=rate_limit)
|
self._rate_limiter = LeakyBucket(rate=rate_limit)
|
||||||
self._session: aiohttp.ClientSession | None = None
|
self._session: aiohttp.ClientSession | None = None
|
||||||
|
self._filter = notification_filter if notification_filter is not None else NotificationFilter()
|
||||||
|
|
||||||
if not enabled:
|
if not enabled:
|
||||||
logger.info("Telegram notifications disabled via configuration")
|
logger.info("Telegram notifications disabled via configuration")
|
||||||
@@ -118,6 +161,26 @@ class TelegramClient:
|
|||||||
if self._session is not None and not self._session.closed:
|
if self._session is not None and not self._session.closed:
|
||||||
await self._session.close()
|
await self._session.close()
|
||||||
|
|
||||||
|
def set_notification(self, key: str, value: bool) -> bool:
|
||||||
|
"""Toggle a notification type by user-facing key at runtime.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
key: User-facing key (e.g. "scenario", "market", "all")
|
||||||
|
value: True to enable, False to disable
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
True if key was valid, False if unknown.
|
||||||
|
"""
|
||||||
|
if key == "all":
|
||||||
|
for k in NotificationFilter.KEYS:
|
||||||
|
self._filter.set_flag(k, value)
|
||||||
|
return True
|
||||||
|
return self._filter.set_flag(key, value)
|
||||||
|
|
||||||
|
def filter_status(self) -> dict[str, bool]:
|
||||||
|
"""Return current per-type filter state keyed by user-facing names."""
|
||||||
|
return self._filter.as_dict()
|
||||||
|
|
||||||
async def send_message(self, text: str, parse_mode: str = "HTML") -> bool:
|
async def send_message(self, text: str, parse_mode: str = "HTML") -> bool:
|
||||||
"""
|
"""
|
||||||
Send a generic text message to Telegram.
|
Send a generic text message to Telegram.
|
||||||
@@ -193,6 +256,8 @@ class TelegramClient:
|
|||||||
price: Execution price
|
price: Execution price
|
||||||
confidence: AI confidence level (0-100)
|
confidence: AI confidence level (0-100)
|
||||||
"""
|
"""
|
||||||
|
if not self._filter.trades:
|
||||||
|
return
|
||||||
emoji = "🟢" if action == "BUY" else "🔴"
|
emoji = "🟢" if action == "BUY" else "🔴"
|
||||||
message = (
|
message = (
|
||||||
f"<b>{emoji} {action}</b>\n"
|
f"<b>{emoji} {action}</b>\n"
|
||||||
@@ -212,6 +277,8 @@ class TelegramClient:
|
|||||||
Args:
|
Args:
|
||||||
market_name: Name of the market (e.g., "Korea", "United States")
|
market_name: Name of the market (e.g., "Korea", "United States")
|
||||||
"""
|
"""
|
||||||
|
if not self._filter.market_open_close:
|
||||||
|
return
|
||||||
message = f"<b>Market Open</b>\n{market_name} trading session started"
|
message = f"<b>Market Open</b>\n{market_name} trading session started"
|
||||||
await self._send_notification(
|
await self._send_notification(
|
||||||
NotificationMessage(priority=NotificationPriority.LOW, message=message)
|
NotificationMessage(priority=NotificationPriority.LOW, message=message)
|
||||||
@@ -225,6 +292,8 @@ class TelegramClient:
|
|||||||
market_name: Name of the market
|
market_name: Name of the market
|
||||||
pnl_pct: Final P&L percentage for the session
|
pnl_pct: Final P&L percentage for the session
|
||||||
"""
|
"""
|
||||||
|
if not self._filter.market_open_close:
|
||||||
|
return
|
||||||
pnl_sign = "+" if pnl_pct >= 0 else ""
|
pnl_sign = "+" if pnl_pct >= 0 else ""
|
||||||
pnl_emoji = "📈" if pnl_pct >= 0 else "📉"
|
pnl_emoji = "📈" if pnl_pct >= 0 else "📉"
|
||||||
message = (
|
message = (
|
||||||
@@ -271,6 +340,8 @@ class TelegramClient:
|
|||||||
total_cash: Total available cash
|
total_cash: Total available cash
|
||||||
max_pct: Maximum allowed percentage
|
max_pct: Maximum allowed percentage
|
||||||
"""
|
"""
|
||||||
|
if not self._filter.fat_finger:
|
||||||
|
return
|
||||||
attempted_pct = (order_amount / total_cash) * 100 if total_cash > 0 else 0
|
attempted_pct = (order_amount / total_cash) * 100 if total_cash > 0 else 0
|
||||||
message = (
|
message = (
|
||||||
f"<b>Fat-Finger Protection</b>\n"
|
f"<b>Fat-Finger Protection</b>\n"
|
||||||
@@ -293,6 +364,8 @@ class TelegramClient:
|
|||||||
mode: Trading mode ("paper" or "live")
|
mode: Trading mode ("paper" or "live")
|
||||||
enabled_markets: List of enabled market codes
|
enabled_markets: List of enabled market codes
|
||||||
"""
|
"""
|
||||||
|
if not self._filter.system_events:
|
||||||
|
return
|
||||||
mode_emoji = "📝" if mode == "paper" else "💰"
|
mode_emoji = "📝" if mode == "paper" else "💰"
|
||||||
markets_str = ", ".join(enabled_markets)
|
markets_str = ", ".join(enabled_markets)
|
||||||
message = (
|
message = (
|
||||||
@@ -320,6 +393,8 @@ class TelegramClient:
|
|||||||
scenario_count: Total number of scenarios
|
scenario_count: Total number of scenarios
|
||||||
token_count: Gemini token usage for the playbook
|
token_count: Gemini token usage for the playbook
|
||||||
"""
|
"""
|
||||||
|
if not self._filter.playbook:
|
||||||
|
return
|
||||||
message = (
|
message = (
|
||||||
f"<b>Playbook Generated</b>\n"
|
f"<b>Playbook Generated</b>\n"
|
||||||
f"Market: {market}\n"
|
f"Market: {market}\n"
|
||||||
@@ -347,6 +422,8 @@ class TelegramClient:
|
|||||||
condition_summary: Short summary of the matched condition
|
condition_summary: Short summary of the matched condition
|
||||||
confidence: Scenario confidence (0-100)
|
confidence: Scenario confidence (0-100)
|
||||||
"""
|
"""
|
||||||
|
if not self._filter.scenario_match:
|
||||||
|
return
|
||||||
message = (
|
message = (
|
||||||
f"<b>Scenario Matched</b>\n"
|
f"<b>Scenario Matched</b>\n"
|
||||||
f"Symbol: <code>{stock_code}</code>\n"
|
f"Symbol: <code>{stock_code}</code>\n"
|
||||||
@@ -366,6 +443,8 @@ class TelegramClient:
|
|||||||
market: Market code (e.g., "KR", "US")
|
market: Market code (e.g., "KR", "US")
|
||||||
reason: Failure reason summary
|
reason: Failure reason summary
|
||||||
"""
|
"""
|
||||||
|
if not self._filter.playbook:
|
||||||
|
return
|
||||||
message = (
|
message = (
|
||||||
f"<b>Playbook Failed</b>\n"
|
f"<b>Playbook Failed</b>\n"
|
||||||
f"Market: {market}\n"
|
f"Market: {market}\n"
|
||||||
@@ -382,6 +461,8 @@ class TelegramClient:
|
|||||||
Args:
|
Args:
|
||||||
reason: Reason for shutdown (e.g., "Normal shutdown", "Circuit breaker")
|
reason: Reason for shutdown (e.g., "Normal shutdown", "Circuit breaker")
|
||||||
"""
|
"""
|
||||||
|
if not self._filter.system_events:
|
||||||
|
return
|
||||||
message = f"<b>System Shutdown</b>\n{reason}"
|
message = f"<b>System Shutdown</b>\n{reason}"
|
||||||
priority = (
|
priority = (
|
||||||
NotificationPriority.CRITICAL
|
NotificationPriority.CRITICAL
|
||||||
@@ -403,6 +484,8 @@ class TelegramClient:
|
|||||||
error_msg: Error message
|
error_msg: Error message
|
||||||
context: Error context (e.g., stock code, market)
|
context: Error context (e.g., stock code, market)
|
||||||
"""
|
"""
|
||||||
|
if not self._filter.errors:
|
||||||
|
return
|
||||||
message = (
|
message = (
|
||||||
f"<b>Error: {error_type}</b>\n"
|
f"<b>Error: {error_type}</b>\n"
|
||||||
f"Context: {context}\n"
|
f"Context: {context}\n"
|
||||||
@@ -429,6 +512,7 @@ class TelegramCommandHandler:
|
|||||||
self._client = client
|
self._client = client
|
||||||
self._polling_interval = polling_interval
|
self._polling_interval = polling_interval
|
||||||
self._commands: dict[str, Callable[[], Awaitable[None]]] = {}
|
self._commands: dict[str, Callable[[], Awaitable[None]]] = {}
|
||||||
|
self._commands_with_args: dict[str, Callable[[list[str]], Awaitable[None]]] = {}
|
||||||
self._last_update_id = 0
|
self._last_update_id = 0
|
||||||
self._polling_task: asyncio.Task[None] | None = None
|
self._polling_task: asyncio.Task[None] | None = None
|
||||||
self._running = False
|
self._running = False
|
||||||
@@ -437,7 +521,7 @@ class TelegramCommandHandler:
|
|||||||
self, command: str, handler: Callable[[], Awaitable[None]]
|
self, command: str, handler: Callable[[], Awaitable[None]]
|
||||||
) -> None:
|
) -> None:
|
||||||
"""
|
"""
|
||||||
Register a command handler.
|
Register a command handler (no arguments).
|
||||||
|
|
||||||
Args:
|
Args:
|
||||||
command: Command name (without leading slash, e.g., "start")
|
command: Command name (without leading slash, e.g., "start")
|
||||||
@@ -446,6 +530,19 @@ class TelegramCommandHandler:
|
|||||||
self._commands[command] = handler
|
self._commands[command] = handler
|
||||||
logger.debug("Registered command handler: /%s", command)
|
logger.debug("Registered command handler: /%s", command)
|
||||||
|
|
||||||
|
def register_command_with_args(
|
||||||
|
self, command: str, handler: Callable[[list[str]], Awaitable[None]]
|
||||||
|
) -> None:
|
||||||
|
"""
|
||||||
|
Register a command handler that receives trailing arguments.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
command: Command name (without leading slash, e.g., "notify")
|
||||||
|
handler: Async function receiving list of argument tokens
|
||||||
|
"""
|
||||||
|
self._commands_with_args[command] = handler
|
||||||
|
logger.debug("Registered command handler (with args): /%s", command)
|
||||||
|
|
||||||
async def start_polling(self) -> None:
|
async def start_polling(self) -> None:
|
||||||
"""Start long polling for commands."""
|
"""Start long polling for commands."""
|
||||||
if self._running:
|
if self._running:
|
||||||
@@ -566,11 +663,14 @@ class TelegramCommandHandler:
|
|||||||
# Remove @botname suffix if present (for group chats)
|
# Remove @botname suffix if present (for group chats)
|
||||||
command_name = command_parts[0].split("@")[0]
|
command_name = command_parts[0].split("@")[0]
|
||||||
|
|
||||||
# Execute handler
|
# Execute handler (args-aware handlers take priority)
|
||||||
handler = self._commands.get(command_name)
|
args_handler = self._commands_with_args.get(command_name)
|
||||||
if handler:
|
if args_handler:
|
||||||
|
logger.info("Executing command: /%s %s", command_name, command_parts[1:])
|
||||||
|
await args_handler(command_parts[1:])
|
||||||
|
elif command_name in self._commands:
|
||||||
logger.info("Executing command: /%s", command_name)
|
logger.info("Executing command: /%s", command_name)
|
||||||
await handler()
|
await self._commands[command_name]()
|
||||||
else:
|
else:
|
||||||
logger.debug("Unknown command: /%s", command_name)
|
logger.debug("Unknown command: /%s", command_name)
|
||||||
await self._client.send_message(
|
await self._client.send_message(
|
||||||
|
|||||||
@@ -3,7 +3,7 @@
|
|||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
||||||
import asyncio
|
import asyncio
|
||||||
from unittest.mock import AsyncMock, patch
|
from unittest.mock import AsyncMock, MagicMock, patch
|
||||||
|
|
||||||
import pytest
|
import pytest
|
||||||
|
|
||||||
@@ -296,3 +296,280 @@ class TestHashKey:
|
|||||||
mock_acquire.assert_called_once()
|
mock_acquire.assert_called_once()
|
||||||
|
|
||||||
await broker.close()
|
await broker.close()
|
||||||
|
|
||||||
|
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
# fetch_market_rankings — TR_ID, path, params (issue #155)
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
|
||||||
|
|
||||||
|
def _make_ranking_mock(items: list[dict]) -> AsyncMock:
|
||||||
|
"""Build a mock HTTP response returning ranking items."""
|
||||||
|
mock_resp = AsyncMock()
|
||||||
|
mock_resp.status = 200
|
||||||
|
mock_resp.json = AsyncMock(return_value={"output": items})
|
||||||
|
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||||
|
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
return mock_resp
|
||||||
|
|
||||||
|
|
||||||
|
class TestFetchMarketRankings:
|
||||||
|
"""Verify correct TR_ID, API path, and params per ranking_type (issue #155)."""
|
||||||
|
|
||||||
|
@pytest.fixture
|
||||||
|
def broker(self, settings) -> KISBroker:
|
||||||
|
b = KISBroker(settings)
|
||||||
|
b._access_token = "tok"
|
||||||
|
b._token_expires_at = float("inf")
|
||||||
|
b._rate_limiter.acquire = AsyncMock()
|
||||||
|
return b
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_volume_uses_correct_tr_id_and_path(self, broker: KISBroker) -> None:
|
||||||
|
mock_resp = _make_ranking_mock([])
|
||||||
|
with patch("aiohttp.ClientSession.get", return_value=mock_resp) as mock_get:
|
||||||
|
await broker.fetch_market_rankings(ranking_type="volume")
|
||||||
|
|
||||||
|
call_kwargs = mock_get.call_args
|
||||||
|
url = call_kwargs[0][0] if call_kwargs[0] else call_kwargs[1].get("url", "")
|
||||||
|
headers = call_kwargs[1].get("headers", {})
|
||||||
|
params = call_kwargs[1].get("params", {})
|
||||||
|
|
||||||
|
assert "volume-rank" in url
|
||||||
|
assert headers.get("tr_id") == "FHPST01710000"
|
||||||
|
assert params.get("FID_COND_SCR_DIV_CODE") == "20171"
|
||||||
|
assert params.get("FID_TRGT_EXLS_CLS_CODE") == "0000000000"
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_fluctuation_uses_correct_tr_id_and_path(self, broker: KISBroker) -> None:
|
||||||
|
mock_resp = _make_ranking_mock([])
|
||||||
|
with patch("aiohttp.ClientSession.get", return_value=mock_resp) as mock_get:
|
||||||
|
await broker.fetch_market_rankings(ranking_type="fluctuation")
|
||||||
|
|
||||||
|
call_kwargs = mock_get.call_args
|
||||||
|
url = call_kwargs[0][0] if call_kwargs[0] else call_kwargs[1].get("url", "")
|
||||||
|
headers = call_kwargs[1].get("headers", {})
|
||||||
|
params = call_kwargs[1].get("params", {})
|
||||||
|
|
||||||
|
assert "ranking/fluctuation" in url
|
||||||
|
assert headers.get("tr_id") == "FHPST01700000"
|
||||||
|
assert params.get("fid_cond_scr_div_code") == "20170"
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_volume_returns_parsed_rows(self, broker: KISBroker) -> None:
|
||||||
|
items = [
|
||||||
|
{
|
||||||
|
"mksc_shrn_iscd": "005930",
|
||||||
|
"hts_kor_isnm": "삼성전자",
|
||||||
|
"stck_prpr": "75000",
|
||||||
|
"acml_vol": "10000000",
|
||||||
|
"prdy_ctrt": "2.5",
|
||||||
|
"vol_inrt": "150",
|
||||||
|
}
|
||||||
|
]
|
||||||
|
mock_resp = _make_ranking_mock(items)
|
||||||
|
with patch("aiohttp.ClientSession.get", return_value=mock_resp):
|
||||||
|
result = await broker.fetch_market_rankings(ranking_type="volume")
|
||||||
|
|
||||||
|
assert len(result) == 1
|
||||||
|
assert result[0]["stock_code"] == "005930"
|
||||||
|
assert result[0]["price"] == 75000.0
|
||||||
|
assert result[0]["change_rate"] == 2.5
|
||||||
|
|
||||||
|
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
# KRX tick unit / round-down helpers (issue #157)
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
|
||||||
|
|
||||||
|
from src.broker.kis_api import kr_tick_unit, kr_round_down # noqa: E402
|
||||||
|
|
||||||
|
|
||||||
|
class TestKrTickUnit:
|
||||||
|
"""kr_tick_unit and kr_round_down must implement KRX price tick rules."""
|
||||||
|
|
||||||
|
@pytest.mark.parametrize(
|
||||||
|
"price, expected_tick",
|
||||||
|
[
|
||||||
|
(1999, 1),
|
||||||
|
(2000, 5),
|
||||||
|
(4999, 5),
|
||||||
|
(5000, 10),
|
||||||
|
(19999, 10),
|
||||||
|
(20000, 50),
|
||||||
|
(49999, 50),
|
||||||
|
(50000, 100),
|
||||||
|
(199999, 100),
|
||||||
|
(200000, 500),
|
||||||
|
(499999, 500),
|
||||||
|
(500000, 1000),
|
||||||
|
(1000000, 1000),
|
||||||
|
],
|
||||||
|
)
|
||||||
|
def test_tick_unit_boundaries(self, price: int, expected_tick: int) -> None:
|
||||||
|
assert kr_tick_unit(price) == expected_tick
|
||||||
|
|
||||||
|
@pytest.mark.parametrize(
|
||||||
|
"price, expected_rounded",
|
||||||
|
[
|
||||||
|
(188150, 188100), # 100원 단위, 50원 잔여 → 내림
|
||||||
|
(188100, 188100), # 이미 정렬됨
|
||||||
|
(75050, 75000), # 100원 단위, 50원 잔여 → 내림
|
||||||
|
(49950, 49950), # 50원 단위 정렬됨
|
||||||
|
(49960, 49950), # 50원 단위, 10원 잔여 → 내림
|
||||||
|
(1999, 1999), # 1원 단위 → 그대로
|
||||||
|
(5003, 5000), # 10원 단위, 3원 잔여 → 내림
|
||||||
|
],
|
||||||
|
)
|
||||||
|
def test_round_down_to_tick(self, price: int, expected_rounded: int) -> None:
|
||||||
|
assert kr_round_down(price) == expected_rounded
|
||||||
|
|
||||||
|
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
# get_current_price (issue #157)
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
|
||||||
|
|
||||||
|
class TestGetCurrentPrice:
|
||||||
|
"""get_current_price must use inquire-price API and return (price, change, foreigner)."""
|
||||||
|
|
||||||
|
@pytest.fixture
|
||||||
|
def broker(self, settings) -> KISBroker:
|
||||||
|
b = KISBroker(settings)
|
||||||
|
b._access_token = "tok"
|
||||||
|
b._token_expires_at = float("inf")
|
||||||
|
b._rate_limiter.acquire = AsyncMock()
|
||||||
|
return b
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_returns_correct_fields(self, broker: KISBroker) -> None:
|
||||||
|
mock_resp = AsyncMock()
|
||||||
|
mock_resp.status = 200
|
||||||
|
mock_resp.json = AsyncMock(
|
||||||
|
return_value={
|
||||||
|
"rt_cd": "0",
|
||||||
|
"output": {
|
||||||
|
"stck_prpr": "188600",
|
||||||
|
"prdy_ctrt": "3.97",
|
||||||
|
"frgn_ntby_qty": "12345",
|
||||||
|
},
|
||||||
|
}
|
||||||
|
)
|
||||||
|
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||||
|
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
with patch("aiohttp.ClientSession.get", return_value=mock_resp) as mock_get:
|
||||||
|
price, change_pct, foreigner = await broker.get_current_price("005930")
|
||||||
|
|
||||||
|
assert price == 188600.0
|
||||||
|
assert change_pct == 3.97
|
||||||
|
assert foreigner == 12345.0
|
||||||
|
|
||||||
|
call_kwargs = mock_get.call_args
|
||||||
|
url = call_kwargs[0][0] if call_kwargs[0] else call_kwargs[1].get("url", "")
|
||||||
|
headers = call_kwargs[1].get("headers", {})
|
||||||
|
assert "inquire-price" in url
|
||||||
|
assert headers.get("tr_id") == "FHKST01010100"
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_http_error_raises_connection_error(self, broker: KISBroker) -> None:
|
||||||
|
mock_resp = AsyncMock()
|
||||||
|
mock_resp.status = 500
|
||||||
|
mock_resp.text = AsyncMock(return_value="Internal Server Error")
|
||||||
|
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||||
|
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
with patch("aiohttp.ClientSession.get", return_value=mock_resp):
|
||||||
|
with pytest.raises(ConnectionError, match="get_current_price failed"):
|
||||||
|
await broker.get_current_price("005930")
|
||||||
|
|
||||||
|
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
# send_order tick rounding and ORD_DVSN (issue #157)
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
|
||||||
|
|
||||||
|
class TestSendOrderTickRounding:
|
||||||
|
"""send_order must apply KRX tick rounding and correct ORD_DVSN codes."""
|
||||||
|
|
||||||
|
@pytest.fixture
|
||||||
|
def broker(self, settings) -> KISBroker:
|
||||||
|
b = KISBroker(settings)
|
||||||
|
b._access_token = "tok"
|
||||||
|
b._token_expires_at = float("inf")
|
||||||
|
b._rate_limiter.acquire = AsyncMock()
|
||||||
|
return b
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_limit_order_rounds_down_to_tick(self, broker: KISBroker) -> None:
|
||||||
|
"""Price 188150 (not on 100-won tick) must be rounded to 188100."""
|
||||||
|
mock_hash = AsyncMock()
|
||||||
|
mock_hash.status = 200
|
||||||
|
mock_hash.json = AsyncMock(return_value={"HASH": "h"})
|
||||||
|
mock_hash.__aenter__ = AsyncMock(return_value=mock_hash)
|
||||||
|
mock_hash.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
mock_order = AsyncMock()
|
||||||
|
mock_order.status = 200
|
||||||
|
mock_order.json = AsyncMock(return_value={"rt_cd": "0"})
|
||||||
|
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||||
|
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
with patch(
|
||||||
|
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||||
|
) as mock_post:
|
||||||
|
await broker.send_order("005930", "BUY", 1, price=188150)
|
||||||
|
|
||||||
|
order_call = mock_post.call_args_list[1]
|
||||||
|
body = order_call[1].get("json", {})
|
||||||
|
assert body["ORD_UNPR"] == "188100" # rounded down
|
||||||
|
assert body["ORD_DVSN"] == "00" # 지정가
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_limit_order_ord_dvsn_is_00(self, broker: KISBroker) -> None:
|
||||||
|
"""send_order with price>0 must use ORD_DVSN='00' (지정가)."""
|
||||||
|
mock_hash = AsyncMock()
|
||||||
|
mock_hash.status = 200
|
||||||
|
mock_hash.json = AsyncMock(return_value={"HASH": "h"})
|
||||||
|
mock_hash.__aenter__ = AsyncMock(return_value=mock_hash)
|
||||||
|
mock_hash.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
mock_order = AsyncMock()
|
||||||
|
mock_order.status = 200
|
||||||
|
mock_order.json = AsyncMock(return_value={"rt_cd": "0"})
|
||||||
|
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||||
|
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
with patch(
|
||||||
|
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||||
|
) as mock_post:
|
||||||
|
await broker.send_order("005930", "BUY", 1, price=50000)
|
||||||
|
|
||||||
|
order_call = mock_post.call_args_list[1]
|
||||||
|
body = order_call[1].get("json", {})
|
||||||
|
assert body["ORD_DVSN"] == "00"
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_market_order_ord_dvsn_is_01(self, broker: KISBroker) -> None:
|
||||||
|
"""send_order with price=0 must use ORD_DVSN='01' (시장가)."""
|
||||||
|
mock_hash = AsyncMock()
|
||||||
|
mock_hash.status = 200
|
||||||
|
mock_hash.json = AsyncMock(return_value={"HASH": "h"})
|
||||||
|
mock_hash.__aenter__ = AsyncMock(return_value=mock_hash)
|
||||||
|
mock_hash.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
mock_order = AsyncMock()
|
||||||
|
mock_order.status = 200
|
||||||
|
mock_order.json = AsyncMock(return_value={"rt_cd": "0"})
|
||||||
|
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||||
|
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
with patch(
|
||||||
|
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||||
|
) as mock_post:
|
||||||
|
await broker.send_order("005930", "SELL", 1, price=0)
|
||||||
|
|
||||||
|
order_call = mock_post.call_args_list[1]
|
||||||
|
body = order_call[1].get("json", {})
|
||||||
|
assert body["ORD_DVSN"] == "01"
|
||||||
|
assert body["ORD_UNPR"] == "0"
|
||||||
|
|||||||
@@ -296,3 +296,23 @@ def test_scenarios_active_empty_when_no_matches(tmp_path: Path) -> None:
|
|||||||
get_active_scenarios = _endpoint(app, "/api/scenarios/active")
|
get_active_scenarios = _endpoint(app, "/api/scenarios/active")
|
||||||
body = get_active_scenarios(market="US", date_str="2026-02-14", limit=50)
|
body = get_active_scenarios(market="US", date_str="2026-02-14", limit=50)
|
||||||
assert body["count"] == 0
|
assert body["count"] == 0
|
||||||
|
|
||||||
|
|
||||||
|
def test_pnl_history_all_markets(tmp_path: Path) -> None:
|
||||||
|
app = _app(tmp_path)
|
||||||
|
get_pnl_history = _endpoint(app, "/api/pnl/history")
|
||||||
|
body = get_pnl_history(days=30, market="all")
|
||||||
|
assert body["market"] == "all"
|
||||||
|
assert isinstance(body["labels"], list)
|
||||||
|
assert isinstance(body["pnl"], list)
|
||||||
|
assert len(body["labels"]) == len(body["pnl"])
|
||||||
|
|
||||||
|
|
||||||
|
def test_pnl_history_market_filter(tmp_path: Path) -> None:
|
||||||
|
app = _app(tmp_path)
|
||||||
|
get_pnl_history = _endpoint(app, "/api/pnl/history")
|
||||||
|
body = get_pnl_history(days=30, market="KR")
|
||||||
|
assert body["market"] == "KR"
|
||||||
|
# KR has 1 trade with pnl=2.0
|
||||||
|
assert len(body["labels"]) >= 1
|
||||||
|
assert body["pnl"][0] == 2.0
|
||||||
|
|||||||
@@ -14,6 +14,9 @@ from src.evolution.scorecard import DailyScorecard
|
|||||||
from src.logging.decision_logger import DecisionLogger
|
from src.logging.decision_logger import DecisionLogger
|
||||||
from src.main import (
|
from src.main import (
|
||||||
_apply_dashboard_flag,
|
_apply_dashboard_flag,
|
||||||
|
_determine_order_quantity,
|
||||||
|
_extract_held_codes_from_balance,
|
||||||
|
_extract_held_qty_from_balance,
|
||||||
_handle_market_close,
|
_handle_market_close,
|
||||||
_run_context_scheduler,
|
_run_context_scheduler,
|
||||||
_run_evolution_loop,
|
_run_evolution_loop,
|
||||||
@@ -68,6 +71,219 @@ def _make_sell_match(stock_code: str = "005930") -> ScenarioMatch:
|
|||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
|
class TestExtractHeldQtyFromBalance:
|
||||||
|
"""Tests for _extract_held_qty_from_balance()."""
|
||||||
|
|
||||||
|
def _domestic_balance(self, stock_code: str, ord_psbl_qty: int) -> dict:
|
||||||
|
return {
|
||||||
|
"output1": [{"pdno": stock_code, "ord_psbl_qty": str(ord_psbl_qty)}],
|
||||||
|
"output2": [{"dnca_tot_amt": "1000000"}],
|
||||||
|
}
|
||||||
|
|
||||||
|
def test_domestic_returns_ord_psbl_qty(self) -> None:
|
||||||
|
balance = self._domestic_balance("005930", 7)
|
||||||
|
assert _extract_held_qty_from_balance(balance, "005930", is_domestic=True) == 7
|
||||||
|
|
||||||
|
def test_domestic_fallback_to_hldg_qty(self) -> None:
|
||||||
|
balance = {"output1": [{"pdno": "005930", "hldg_qty": "3"}]}
|
||||||
|
assert _extract_held_qty_from_balance(balance, "005930", is_domestic=True) == 3
|
||||||
|
|
||||||
|
def test_domestic_returns_zero_when_not_found(self) -> None:
|
||||||
|
balance = self._domestic_balance("005930", 5)
|
||||||
|
assert _extract_held_qty_from_balance(balance, "000660", is_domestic=True) == 0
|
||||||
|
|
||||||
|
def test_domestic_returns_zero_when_output1_empty(self) -> None:
|
||||||
|
balance = {"output1": [], "output2": [{}]}
|
||||||
|
assert _extract_held_qty_from_balance(balance, "005930", is_domestic=True) == 0
|
||||||
|
|
||||||
|
def test_overseas_returns_ovrs_cblc_qty(self) -> None:
|
||||||
|
balance = {"output1": [{"ovrs_pdno": "AAPL", "ovrs_cblc_qty": "10"}]}
|
||||||
|
assert _extract_held_qty_from_balance(balance, "AAPL", is_domestic=False) == 10
|
||||||
|
|
||||||
|
def test_overseas_fallback_to_hldg_qty(self) -> None:
|
||||||
|
balance = {"output1": [{"ovrs_pdno": "AAPL", "hldg_qty": "4"}]}
|
||||||
|
assert _extract_held_qty_from_balance(balance, "AAPL", is_domestic=False) == 4
|
||||||
|
|
||||||
|
def test_case_insensitive_match(self) -> None:
|
||||||
|
balance = {"output1": [{"pdno": "005930", "ord_psbl_qty": "2"}]}
|
||||||
|
assert _extract_held_qty_from_balance(balance, "005930", is_domestic=True) == 2
|
||||||
|
|
||||||
|
|
||||||
|
class TestExtractHeldCodesFromBalance:
|
||||||
|
"""Tests for _extract_held_codes_from_balance()."""
|
||||||
|
|
||||||
|
def test_returns_codes_with_positive_qty(self) -> None:
|
||||||
|
balance = {
|
||||||
|
"output1": [
|
||||||
|
{"pdno": "005930", "ord_psbl_qty": "5"},
|
||||||
|
{"pdno": "000660", "ord_psbl_qty": "3"},
|
||||||
|
]
|
||||||
|
}
|
||||||
|
result = _extract_held_codes_from_balance(balance, is_domestic=True)
|
||||||
|
assert set(result) == {"005930", "000660"}
|
||||||
|
|
||||||
|
def test_excludes_zero_qty_holdings(self) -> None:
|
||||||
|
balance = {
|
||||||
|
"output1": [
|
||||||
|
{"pdno": "005930", "ord_psbl_qty": "0"},
|
||||||
|
{"pdno": "000660", "ord_psbl_qty": "2"},
|
||||||
|
]
|
||||||
|
}
|
||||||
|
result = _extract_held_codes_from_balance(balance, is_domestic=True)
|
||||||
|
assert "005930" not in result
|
||||||
|
assert "000660" in result
|
||||||
|
|
||||||
|
def test_returns_empty_when_output1_missing(self) -> None:
|
||||||
|
balance: dict = {}
|
||||||
|
assert _extract_held_codes_from_balance(balance, is_domestic=True) == []
|
||||||
|
|
||||||
|
def test_overseas_uses_ovrs_pdno(self) -> None:
|
||||||
|
balance = {"output1": [{"ovrs_pdno": "AAPL", "ovrs_cblc_qty": "3"}]}
|
||||||
|
result = _extract_held_codes_from_balance(balance, is_domestic=False)
|
||||||
|
assert result == ["AAPL"]
|
||||||
|
|
||||||
|
|
||||||
|
class TestDetermineOrderQuantity:
|
||||||
|
"""Test _determine_order_quantity() — SELL uses broker_held_qty."""
|
||||||
|
|
||||||
|
def test_sell_returns_broker_held_qty(self) -> None:
|
||||||
|
result = _determine_order_quantity(
|
||||||
|
action="SELL",
|
||||||
|
current_price=105.0,
|
||||||
|
total_cash=50000.0,
|
||||||
|
candidate=None,
|
||||||
|
settings=None,
|
||||||
|
broker_held_qty=7,
|
||||||
|
)
|
||||||
|
assert result == 7
|
||||||
|
|
||||||
|
def test_sell_returns_zero_when_broker_qty_zero(self) -> None:
|
||||||
|
result = _determine_order_quantity(
|
||||||
|
action="SELL",
|
||||||
|
current_price=105.0,
|
||||||
|
total_cash=50000.0,
|
||||||
|
candidate=None,
|
||||||
|
settings=None,
|
||||||
|
broker_held_qty=0,
|
||||||
|
)
|
||||||
|
assert result == 0
|
||||||
|
|
||||||
|
def test_buy_without_position_sizing_returns_one(self) -> None:
|
||||||
|
result = _determine_order_quantity(
|
||||||
|
action="BUY",
|
||||||
|
current_price=50000.0,
|
||||||
|
total_cash=1000000.0,
|
||||||
|
candidate=None,
|
||||||
|
settings=None,
|
||||||
|
)
|
||||||
|
assert result == 1
|
||||||
|
|
||||||
|
def test_buy_with_zero_cash_returns_zero(self) -> None:
|
||||||
|
result = _determine_order_quantity(
|
||||||
|
action="BUY",
|
||||||
|
current_price=50000.0,
|
||||||
|
total_cash=0.0,
|
||||||
|
candidate=None,
|
||||||
|
settings=None,
|
||||||
|
)
|
||||||
|
assert result == 0
|
||||||
|
|
||||||
|
def test_buy_with_position_sizing_calculates_correctly(self) -> None:
|
||||||
|
settings = MagicMock(spec=Settings)
|
||||||
|
settings.POSITION_SIZING_ENABLED = True
|
||||||
|
settings.POSITION_VOLATILITY_TARGET_SCORE = 50.0
|
||||||
|
settings.POSITION_BASE_ALLOCATION_PCT = 10.0
|
||||||
|
settings.POSITION_MAX_ALLOCATION_PCT = 30.0
|
||||||
|
settings.POSITION_MIN_ALLOCATION_PCT = 1.0
|
||||||
|
# 1,000,000 * 10% = 100,000 budget // 50,000 price = 2 shares
|
||||||
|
result = _determine_order_quantity(
|
||||||
|
action="BUY",
|
||||||
|
current_price=50000.0,
|
||||||
|
total_cash=1000000.0,
|
||||||
|
candidate=None,
|
||||||
|
settings=settings,
|
||||||
|
)
|
||||||
|
assert result == 2
|
||||||
|
|
||||||
|
def test_determine_order_quantity_uses_playbook_allocation_pct(self) -> None:
|
||||||
|
"""playbook_allocation_pct should take priority over volatility-based sizing."""
|
||||||
|
settings = MagicMock(spec=Settings)
|
||||||
|
settings.POSITION_SIZING_ENABLED = True
|
||||||
|
settings.POSITION_MAX_ALLOCATION_PCT = 30.0
|
||||||
|
settings.POSITION_MIN_ALLOCATION_PCT = 1.0
|
||||||
|
# playbook says 20%, confidence 80 → scale=1.0 → 20%
|
||||||
|
# 1,000,000 * 20% = 200,000 // 50,000 price = 4 shares
|
||||||
|
result = _determine_order_quantity(
|
||||||
|
action="BUY",
|
||||||
|
current_price=50000.0,
|
||||||
|
total_cash=1000000.0,
|
||||||
|
candidate=None,
|
||||||
|
settings=settings,
|
||||||
|
playbook_allocation_pct=20.0,
|
||||||
|
scenario_confidence=80,
|
||||||
|
)
|
||||||
|
assert result == 4
|
||||||
|
|
||||||
|
def test_determine_order_quantity_confidence_scales_allocation(self) -> None:
|
||||||
|
"""Higher confidence should produce a larger allocation (up to max)."""
|
||||||
|
settings = MagicMock(spec=Settings)
|
||||||
|
settings.POSITION_SIZING_ENABLED = True
|
||||||
|
settings.POSITION_MAX_ALLOCATION_PCT = 30.0
|
||||||
|
settings.POSITION_MIN_ALLOCATION_PCT = 1.0
|
||||||
|
# confidence 96 → scale=1.2 → 10% * 1.2 = 12%
|
||||||
|
# 1,000,000 * 12% = 120,000 // 50,000 price = 2 shares
|
||||||
|
result = _determine_order_quantity(
|
||||||
|
action="BUY",
|
||||||
|
current_price=50000.0,
|
||||||
|
total_cash=1000000.0,
|
||||||
|
candidate=None,
|
||||||
|
settings=settings,
|
||||||
|
playbook_allocation_pct=10.0,
|
||||||
|
scenario_confidence=96,
|
||||||
|
)
|
||||||
|
# scale = 96/80 = 1.2 → effective_pct = 12.0
|
||||||
|
# budget = 1_000_000 * 0.12 = 120_000 → qty = 120_000 // 50_000 = 2
|
||||||
|
assert result == 2
|
||||||
|
|
||||||
|
def test_determine_order_quantity_confidence_clamped_to_max(self) -> None:
|
||||||
|
"""Confidence scaling should not exceed POSITION_MAX_ALLOCATION_PCT."""
|
||||||
|
settings = MagicMock(spec=Settings)
|
||||||
|
settings.POSITION_SIZING_ENABLED = True
|
||||||
|
settings.POSITION_MAX_ALLOCATION_PCT = 15.0
|
||||||
|
settings.POSITION_MIN_ALLOCATION_PCT = 1.0
|
||||||
|
# playbook 20% * scale 1.5 = 30% → clamped to 15%
|
||||||
|
# 1,000,000 * 15% = 150,000 // 50,000 price = 3 shares
|
||||||
|
result = _determine_order_quantity(
|
||||||
|
action="BUY",
|
||||||
|
current_price=50000.0,
|
||||||
|
total_cash=1000000.0,
|
||||||
|
candidate=None,
|
||||||
|
settings=settings,
|
||||||
|
playbook_allocation_pct=20.0,
|
||||||
|
scenario_confidence=120, # extreme → scale = 1.5
|
||||||
|
)
|
||||||
|
assert result == 3
|
||||||
|
|
||||||
|
def test_determine_order_quantity_fallback_when_no_playbook(self) -> None:
|
||||||
|
"""Without playbook_allocation_pct, falls back to volatility-based sizing."""
|
||||||
|
settings = MagicMock(spec=Settings)
|
||||||
|
settings.POSITION_SIZING_ENABLED = True
|
||||||
|
settings.POSITION_VOLATILITY_TARGET_SCORE = 50.0
|
||||||
|
settings.POSITION_BASE_ALLOCATION_PCT = 10.0
|
||||||
|
settings.POSITION_MAX_ALLOCATION_PCT = 30.0
|
||||||
|
settings.POSITION_MIN_ALLOCATION_PCT = 1.0
|
||||||
|
# Same as test_buy_with_position_sizing_calculates_correctly (no playbook)
|
||||||
|
result = _determine_order_quantity(
|
||||||
|
action="BUY",
|
||||||
|
current_price=50000.0,
|
||||||
|
total_cash=1000000.0,
|
||||||
|
candidate=None,
|
||||||
|
settings=settings,
|
||||||
|
playbook_allocation_pct=None, # explicit None → fallback
|
||||||
|
)
|
||||||
|
assert result == 2
|
||||||
|
|
||||||
|
|
||||||
class TestSafeFloat:
|
class TestSafeFloat:
|
||||||
"""Test safe_float() helper function."""
|
"""Test safe_float() helper function."""
|
||||||
|
|
||||||
@@ -111,15 +327,7 @@ class TestTradingCycleTelegramIntegration:
|
|||||||
def mock_broker(self) -> MagicMock:
|
def mock_broker(self) -> MagicMock:
|
||||||
"""Create mock broker."""
|
"""Create mock broker."""
|
||||||
broker = MagicMock()
|
broker = MagicMock()
|
||||||
broker.get_orderbook = AsyncMock(
|
broker.get_current_price = AsyncMock(return_value=(50000.0, 1.23, 100.0))
|
||||||
return_value={
|
|
||||||
"output1": {
|
|
||||||
"stck_prpr": "50000",
|
|
||||||
"frgn_ntby_qty": "100",
|
|
||||||
"prdy_ctrt": "1.23",
|
|
||||||
}
|
|
||||||
}
|
|
||||||
)
|
|
||||||
broker.get_balance = AsyncMock(
|
broker.get_balance = AsyncMock(
|
||||||
return_value={
|
return_value={
|
||||||
"output2": [
|
"output2": [
|
||||||
@@ -823,11 +1031,7 @@ class TestScenarioEngineIntegration:
|
|||||||
def mock_broker(self) -> MagicMock:
|
def mock_broker(self) -> MagicMock:
|
||||||
"""Create mock broker with standard domestic data."""
|
"""Create mock broker with standard domestic data."""
|
||||||
broker = MagicMock()
|
broker = MagicMock()
|
||||||
broker.get_orderbook = AsyncMock(
|
broker.get_current_price = AsyncMock(return_value=(50000.0, 2.50, 100.0))
|
||||||
return_value={
|
|
||||||
"output1": {"stck_prpr": "50000", "frgn_ntby_qty": "100", "prdy_ctrt": "2.50"}
|
|
||||||
}
|
|
||||||
)
|
|
||||||
broker.get_balance = AsyncMock(
|
broker.get_balance = AsyncMock(
|
||||||
return_value={
|
return_value={
|
||||||
"output2": [
|
"output2": [
|
||||||
@@ -1249,18 +1453,17 @@ async def test_sell_updates_original_buy_decision_outcome() -> None:
|
|||||||
)
|
)
|
||||||
|
|
||||||
broker = MagicMock()
|
broker = MagicMock()
|
||||||
broker.get_orderbook = AsyncMock(
|
broker.get_current_price = AsyncMock(return_value=(120.0, 0.0, 0.0))
|
||||||
return_value={"output1": {"stck_prpr": "120", "frgn_ntby_qty": "0"}}
|
|
||||||
)
|
|
||||||
broker.get_balance = AsyncMock(
|
broker.get_balance = AsyncMock(
|
||||||
return_value={
|
return_value={
|
||||||
|
"output1": [{"pdno": "005930", "ord_psbl_qty": "1"}],
|
||||||
"output2": [
|
"output2": [
|
||||||
{
|
{
|
||||||
"tot_evlu_amt": "100000",
|
"tot_evlu_amt": "100000",
|
||||||
"dnca_tot_amt": "10000",
|
"dnca_tot_amt": "10000",
|
||||||
"pchs_amt_smtl_amt": "90000",
|
"pchs_amt_smtl_amt": "90000",
|
||||||
}
|
}
|
||||||
]
|
],
|
||||||
}
|
}
|
||||||
)
|
)
|
||||||
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
|
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
|
||||||
@@ -1341,18 +1544,17 @@ async def test_hold_overridden_to_sell_when_stop_loss_triggered() -> None:
|
|||||||
)
|
)
|
||||||
|
|
||||||
broker = MagicMock()
|
broker = MagicMock()
|
||||||
broker.get_orderbook = AsyncMock(
|
broker.get_current_price = AsyncMock(return_value=(95.0, -5.0, 0.0))
|
||||||
return_value={"output1": {"stck_prpr": "95", "frgn_ntby_qty": "0", "prdy_ctrt": "-5.0"}}
|
|
||||||
)
|
|
||||||
broker.get_balance = AsyncMock(
|
broker.get_balance = AsyncMock(
|
||||||
return_value={
|
return_value={
|
||||||
|
"output1": [{"pdno": "005930", "ord_psbl_qty": "1"}],
|
||||||
"output2": [
|
"output2": [
|
||||||
{
|
{
|
||||||
"tot_evlu_amt": "100000",
|
"tot_evlu_amt": "100000",
|
||||||
"dnca_tot_amt": "10000",
|
"dnca_tot_amt": "10000",
|
||||||
"pchs_amt_smtl_amt": "90000",
|
"pchs_amt_smtl_amt": "90000",
|
||||||
}
|
}
|
||||||
]
|
],
|
||||||
}
|
}
|
||||||
)
|
)
|
||||||
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
|
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
|
||||||
@@ -1412,6 +1614,318 @@ async def test_hold_overridden_to_sell_when_stop_loss_triggered() -> None:
|
|||||||
assert broker.send_order.call_args.kwargs["order_type"] == "SELL"
|
assert broker.send_order.call_args.kwargs["order_type"] == "SELL"
|
||||||
|
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_hold_overridden_to_sell_when_take_profit_triggered() -> None:
|
||||||
|
"""HOLD decision should be overridden to SELL when take-profit threshold is reached."""
|
||||||
|
db_conn = init_db(":memory:")
|
||||||
|
decision_logger = DecisionLogger(db_conn)
|
||||||
|
|
||||||
|
buy_decision_id = decision_logger.log_decision(
|
||||||
|
stock_code="005930",
|
||||||
|
market="KR",
|
||||||
|
exchange_code="KRX",
|
||||||
|
action="BUY",
|
||||||
|
confidence=90,
|
||||||
|
rationale="entry",
|
||||||
|
context_snapshot={},
|
||||||
|
input_data={},
|
||||||
|
)
|
||||||
|
log_trade(
|
||||||
|
conn=db_conn,
|
||||||
|
stock_code="005930",
|
||||||
|
action="BUY",
|
||||||
|
confidence=90,
|
||||||
|
rationale="entry",
|
||||||
|
quantity=1,
|
||||||
|
price=100.0,
|
||||||
|
market="KR",
|
||||||
|
exchange_code="KRX",
|
||||||
|
decision_id=buy_decision_id,
|
||||||
|
)
|
||||||
|
|
||||||
|
broker = MagicMock()
|
||||||
|
# Current price 106.0 → +6% gain, above take_profit_pct=3.0
|
||||||
|
broker.get_current_price = AsyncMock(return_value=(106.0, 6.0, 0.0))
|
||||||
|
broker.get_balance = AsyncMock(
|
||||||
|
return_value={
|
||||||
|
"output1": [{"pdno": "005930", "ord_psbl_qty": "1"}],
|
||||||
|
"output2": [
|
||||||
|
{
|
||||||
|
"tot_evlu_amt": "100000",
|
||||||
|
"dnca_tot_amt": "10000",
|
||||||
|
"pchs_amt_smtl_amt": "90000",
|
||||||
|
}
|
||||||
|
],
|
||||||
|
}
|
||||||
|
)
|
||||||
|
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
|
||||||
|
|
||||||
|
scenario = StockScenario(
|
||||||
|
condition=StockCondition(rsi_below=30),
|
||||||
|
action=ScenarioAction.BUY,
|
||||||
|
confidence=88,
|
||||||
|
stop_loss_pct=-2.0,
|
||||||
|
take_profit_pct=3.0,
|
||||||
|
rationale="take profit policy",
|
||||||
|
)
|
||||||
|
playbook = DayPlaybook(
|
||||||
|
date=date(2026, 2, 8),
|
||||||
|
market="KR",
|
||||||
|
stock_playbooks=[
|
||||||
|
{"stock_code": "005930", "stock_name": "Samsung", "scenarios": [scenario]}
|
||||||
|
],
|
||||||
|
)
|
||||||
|
engine = MagicMock(spec=ScenarioEngine)
|
||||||
|
engine.evaluate = MagicMock(return_value=_make_hold_match())
|
||||||
|
|
||||||
|
market = MagicMock()
|
||||||
|
market.name = "Korea"
|
||||||
|
market.code = "KR"
|
||||||
|
market.exchange_code = "KRX"
|
||||||
|
market.is_domestic = True
|
||||||
|
|
||||||
|
telegram = MagicMock()
|
||||||
|
telegram.notify_trade_execution = AsyncMock()
|
||||||
|
telegram.notify_fat_finger = AsyncMock()
|
||||||
|
telegram.notify_circuit_breaker = AsyncMock()
|
||||||
|
telegram.notify_scenario_matched = AsyncMock()
|
||||||
|
|
||||||
|
await trading_cycle(
|
||||||
|
broker=broker,
|
||||||
|
overseas_broker=MagicMock(),
|
||||||
|
scenario_engine=engine,
|
||||||
|
playbook=playbook,
|
||||||
|
risk=MagicMock(),
|
||||||
|
db_conn=db_conn,
|
||||||
|
decision_logger=decision_logger,
|
||||||
|
context_store=MagicMock(
|
||||||
|
get_latest_timeframe=MagicMock(return_value=None),
|
||||||
|
set_context=MagicMock(),
|
||||||
|
),
|
||||||
|
criticality_assessor=MagicMock(
|
||||||
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
||||||
|
get_timeout=MagicMock(return_value=5.0),
|
||||||
|
),
|
||||||
|
telegram=telegram,
|
||||||
|
market=market,
|
||||||
|
stock_code="005930",
|
||||||
|
scan_candidates={},
|
||||||
|
)
|
||||||
|
|
||||||
|
broker.send_order.assert_called_once()
|
||||||
|
assert broker.send_order.call_args.kwargs["order_type"] == "SELL"
|
||||||
|
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_hold_not_overridden_when_between_stop_loss_and_take_profit() -> None:
|
||||||
|
"""HOLD should remain HOLD when P&L is within stop-loss and take-profit bounds."""
|
||||||
|
db_conn = init_db(":memory:")
|
||||||
|
decision_logger = DecisionLogger(db_conn)
|
||||||
|
|
||||||
|
buy_decision_id = decision_logger.log_decision(
|
||||||
|
stock_code="005930",
|
||||||
|
market="KR",
|
||||||
|
exchange_code="KRX",
|
||||||
|
action="BUY",
|
||||||
|
confidence=90,
|
||||||
|
rationale="entry",
|
||||||
|
context_snapshot={},
|
||||||
|
input_data={},
|
||||||
|
)
|
||||||
|
log_trade(
|
||||||
|
conn=db_conn,
|
||||||
|
stock_code="005930",
|
||||||
|
action="BUY",
|
||||||
|
confidence=90,
|
||||||
|
rationale="entry",
|
||||||
|
quantity=1,
|
||||||
|
price=100.0,
|
||||||
|
market="KR",
|
||||||
|
exchange_code="KRX",
|
||||||
|
decision_id=buy_decision_id,
|
||||||
|
)
|
||||||
|
|
||||||
|
broker = MagicMock()
|
||||||
|
# Current price 101.0 → +1% gain, within [-2%, +3%] range
|
||||||
|
broker.get_current_price = AsyncMock(return_value=(101.0, 1.0, 0.0))
|
||||||
|
broker.get_balance = AsyncMock(
|
||||||
|
return_value={
|
||||||
|
"output2": [
|
||||||
|
{
|
||||||
|
"tot_evlu_amt": "100000",
|
||||||
|
"dnca_tot_amt": "10000",
|
||||||
|
"pchs_amt_smtl_amt": "90000",
|
||||||
|
}
|
||||||
|
]
|
||||||
|
}
|
||||||
|
)
|
||||||
|
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
|
||||||
|
|
||||||
|
scenario = StockScenario(
|
||||||
|
condition=StockCondition(rsi_below=30),
|
||||||
|
action=ScenarioAction.BUY,
|
||||||
|
confidence=88,
|
||||||
|
stop_loss_pct=-2.0,
|
||||||
|
take_profit_pct=3.0,
|
||||||
|
rationale="within range policy",
|
||||||
|
)
|
||||||
|
playbook = DayPlaybook(
|
||||||
|
date=date(2026, 2, 8),
|
||||||
|
market="KR",
|
||||||
|
stock_playbooks=[
|
||||||
|
{"stock_code": "005930", "stock_name": "Samsung", "scenarios": [scenario]}
|
||||||
|
],
|
||||||
|
)
|
||||||
|
engine = MagicMock(spec=ScenarioEngine)
|
||||||
|
engine.evaluate = MagicMock(return_value=_make_hold_match())
|
||||||
|
|
||||||
|
market = MagicMock()
|
||||||
|
market.name = "Korea"
|
||||||
|
market.code = "KR"
|
||||||
|
market.exchange_code = "KRX"
|
||||||
|
market.is_domestic = True
|
||||||
|
|
||||||
|
telegram = MagicMock()
|
||||||
|
telegram.notify_trade_execution = AsyncMock()
|
||||||
|
telegram.notify_fat_finger = AsyncMock()
|
||||||
|
telegram.notify_circuit_breaker = AsyncMock()
|
||||||
|
telegram.notify_scenario_matched = AsyncMock()
|
||||||
|
|
||||||
|
await trading_cycle(
|
||||||
|
broker=broker,
|
||||||
|
overseas_broker=MagicMock(),
|
||||||
|
scenario_engine=engine,
|
||||||
|
playbook=playbook,
|
||||||
|
risk=MagicMock(),
|
||||||
|
db_conn=db_conn,
|
||||||
|
decision_logger=decision_logger,
|
||||||
|
context_store=MagicMock(
|
||||||
|
get_latest_timeframe=MagicMock(return_value=None),
|
||||||
|
set_context=MagicMock(),
|
||||||
|
),
|
||||||
|
criticality_assessor=MagicMock(
|
||||||
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
||||||
|
get_timeout=MagicMock(return_value=5.0),
|
||||||
|
),
|
||||||
|
telegram=telegram,
|
||||||
|
market=market,
|
||||||
|
stock_code="005930",
|
||||||
|
scan_candidates={},
|
||||||
|
)
|
||||||
|
|
||||||
|
broker.send_order.assert_not_called()
|
||||||
|
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_sell_order_uses_broker_balance_qty_not_db() -> None:
|
||||||
|
"""SELL quantity must come from broker balance output1, not DB.
|
||||||
|
|
||||||
|
The DB records order quantity which may differ from actual fill quantity.
|
||||||
|
This test verifies that we use the broker-confirmed orderable quantity.
|
||||||
|
"""
|
||||||
|
db_conn = init_db(":memory:")
|
||||||
|
decision_logger = DecisionLogger(db_conn)
|
||||||
|
|
||||||
|
buy_decision_id = decision_logger.log_decision(
|
||||||
|
stock_code="005930",
|
||||||
|
market="KR",
|
||||||
|
exchange_code="KRX",
|
||||||
|
action="BUY",
|
||||||
|
confidence=90,
|
||||||
|
rationale="entry",
|
||||||
|
context_snapshot={},
|
||||||
|
input_data={},
|
||||||
|
)
|
||||||
|
# DB records 10 shares ordered — but only 5 actually filled (partial fill scenario)
|
||||||
|
log_trade(
|
||||||
|
conn=db_conn,
|
||||||
|
stock_code="005930",
|
||||||
|
action="BUY",
|
||||||
|
confidence=90,
|
||||||
|
rationale="entry",
|
||||||
|
quantity=10, # ordered quantity (may differ from fill)
|
||||||
|
price=100.0,
|
||||||
|
market="KR",
|
||||||
|
exchange_code="KRX",
|
||||||
|
decision_id=buy_decision_id,
|
||||||
|
)
|
||||||
|
|
||||||
|
broker = MagicMock()
|
||||||
|
# Stop-loss triggers (price dropped below -2%)
|
||||||
|
broker.get_current_price = AsyncMock(return_value=(95.0, -5.0, 0.0))
|
||||||
|
broker.get_balance = AsyncMock(
|
||||||
|
return_value={
|
||||||
|
# Broker confirms only 5 shares are actually orderable (partial fill)
|
||||||
|
"output1": [{"pdno": "005930", "ord_psbl_qty": "5"}],
|
||||||
|
"output2": [
|
||||||
|
{
|
||||||
|
"tot_evlu_amt": "100000",
|
||||||
|
"dnca_tot_amt": "10000",
|
||||||
|
"pchs_amt_smtl_amt": "90000",
|
||||||
|
}
|
||||||
|
],
|
||||||
|
}
|
||||||
|
)
|
||||||
|
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
|
||||||
|
|
||||||
|
scenario = StockScenario(
|
||||||
|
condition=StockCondition(rsi_below=30),
|
||||||
|
action=ScenarioAction.BUY,
|
||||||
|
confidence=88,
|
||||||
|
stop_loss_pct=-2.0,
|
||||||
|
rationale="stop loss policy",
|
||||||
|
)
|
||||||
|
playbook = DayPlaybook(
|
||||||
|
date=date(2026, 2, 8),
|
||||||
|
market="KR",
|
||||||
|
stock_playbooks=[
|
||||||
|
{"stock_code": "005930", "stock_name": "Samsung", "scenarios": [scenario]}
|
||||||
|
],
|
||||||
|
)
|
||||||
|
engine = MagicMock(spec=ScenarioEngine)
|
||||||
|
engine.evaluate = MagicMock(return_value=_make_hold_match())
|
||||||
|
|
||||||
|
market = MagicMock()
|
||||||
|
market.name = "Korea"
|
||||||
|
market.code = "KR"
|
||||||
|
market.exchange_code = "KRX"
|
||||||
|
market.is_domestic = True
|
||||||
|
|
||||||
|
telegram = MagicMock()
|
||||||
|
telegram.notify_trade_execution = AsyncMock()
|
||||||
|
telegram.notify_fat_finger = AsyncMock()
|
||||||
|
telegram.notify_circuit_breaker = AsyncMock()
|
||||||
|
telegram.notify_scenario_matched = AsyncMock()
|
||||||
|
|
||||||
|
await trading_cycle(
|
||||||
|
broker=broker,
|
||||||
|
overseas_broker=MagicMock(),
|
||||||
|
scenario_engine=engine,
|
||||||
|
playbook=playbook,
|
||||||
|
risk=MagicMock(),
|
||||||
|
db_conn=db_conn,
|
||||||
|
decision_logger=decision_logger,
|
||||||
|
context_store=MagicMock(
|
||||||
|
get_latest_timeframe=MagicMock(return_value=None),
|
||||||
|
set_context=MagicMock(),
|
||||||
|
),
|
||||||
|
criticality_assessor=MagicMock(
|
||||||
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
||||||
|
get_timeout=MagicMock(return_value=5.0),
|
||||||
|
),
|
||||||
|
telegram=telegram,
|
||||||
|
market=market,
|
||||||
|
stock_code="005930",
|
||||||
|
scan_candidates={},
|
||||||
|
)
|
||||||
|
|
||||||
|
broker.send_order.assert_called_once()
|
||||||
|
call_kwargs = broker.send_order.call_args.kwargs
|
||||||
|
assert call_kwargs["order_type"] == "SELL"
|
||||||
|
# Must use broker-confirmed qty (5), NOT DB-recorded ordered qty (10)
|
||||||
|
assert call_kwargs["quantity"] == 5
|
||||||
|
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_handle_market_close_runs_daily_review_flow() -> None:
|
async def test_handle_market_close_runs_daily_review_flow() -> None:
|
||||||
"""Market close should aggregate, create scorecard, lessons, and notify."""
|
"""Market close should aggregate, create scorecard, lessons, and notify."""
|
||||||
|
|||||||
@@ -5,7 +5,7 @@ from unittest.mock import AsyncMock, patch
|
|||||||
import aiohttp
|
import aiohttp
|
||||||
import pytest
|
import pytest
|
||||||
|
|
||||||
from src.notifications.telegram_client import NotificationPriority, TelegramClient
|
from src.notifications.telegram_client import NotificationFilter, NotificationPriority, TelegramClient
|
||||||
|
|
||||||
|
|
||||||
class TestTelegramClientInit:
|
class TestTelegramClientInit:
|
||||||
@@ -481,3 +481,187 @@ class TestClientCleanup:
|
|||||||
|
|
||||||
# Should not raise exception
|
# Should not raise exception
|
||||||
await client.close()
|
await client.close()
|
||||||
|
|
||||||
|
|
||||||
|
class TestNotificationFilter:
|
||||||
|
"""Test granular notification filter behavior."""
|
||||||
|
|
||||||
|
def test_default_filter_allows_all(self) -> None:
|
||||||
|
"""Default NotificationFilter has all flags enabled."""
|
||||||
|
f = NotificationFilter()
|
||||||
|
assert f.trades is True
|
||||||
|
assert f.market_open_close is True
|
||||||
|
assert f.fat_finger is True
|
||||||
|
assert f.system_events is True
|
||||||
|
assert f.playbook is True
|
||||||
|
assert f.scenario_match is True
|
||||||
|
assert f.errors is True
|
||||||
|
|
||||||
|
def test_client_uses_default_filter_when_none_given(self) -> None:
|
||||||
|
"""TelegramClient creates a default NotificationFilter when none provided."""
|
||||||
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
|
assert isinstance(client._filter, NotificationFilter)
|
||||||
|
assert client._filter.scenario_match is True
|
||||||
|
|
||||||
|
def test_client_stores_provided_filter(self) -> None:
|
||||||
|
"""TelegramClient stores a custom NotificationFilter."""
|
||||||
|
nf = NotificationFilter(scenario_match=False, trades=False)
|
||||||
|
client = TelegramClient(
|
||||||
|
bot_token="123:abc", chat_id="456", enabled=True, notification_filter=nf
|
||||||
|
)
|
||||||
|
assert client._filter.scenario_match is False
|
||||||
|
assert client._filter.trades is False
|
||||||
|
assert client._filter.market_open_close is True # default still True
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_scenario_match_filtered_does_not_send(self) -> None:
|
||||||
|
"""notify_scenario_matched skips send when scenario_match=False."""
|
||||||
|
nf = NotificationFilter(scenario_match=False)
|
||||||
|
client = TelegramClient(
|
||||||
|
bot_token="123:abc", chat_id="456", enabled=True, notification_filter=nf
|
||||||
|
)
|
||||||
|
with patch("aiohttp.ClientSession.post") as mock_post:
|
||||||
|
await client.notify_scenario_matched(
|
||||||
|
stock_code="005930", action="BUY", condition_summary="rsi<30", confidence=85.0
|
||||||
|
)
|
||||||
|
mock_post.assert_not_called()
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_trades_filtered_does_not_send(self) -> None:
|
||||||
|
"""notify_trade_execution skips send when trades=False."""
|
||||||
|
nf = NotificationFilter(trades=False)
|
||||||
|
client = TelegramClient(
|
||||||
|
bot_token="123:abc", chat_id="456", enabled=True, notification_filter=nf
|
||||||
|
)
|
||||||
|
with patch("aiohttp.ClientSession.post") as mock_post:
|
||||||
|
await client.notify_trade_execution(
|
||||||
|
stock_code="005930", market="KR", action="BUY",
|
||||||
|
quantity=10, price=70000.0, confidence=85.0
|
||||||
|
)
|
||||||
|
mock_post.assert_not_called()
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_market_open_close_filtered_does_not_send(self) -> None:
|
||||||
|
"""notify_market_open/close skip send when market_open_close=False."""
|
||||||
|
nf = NotificationFilter(market_open_close=False)
|
||||||
|
client = TelegramClient(
|
||||||
|
bot_token="123:abc", chat_id="456", enabled=True, notification_filter=nf
|
||||||
|
)
|
||||||
|
with patch("aiohttp.ClientSession.post") as mock_post:
|
||||||
|
await client.notify_market_open("Korea")
|
||||||
|
await client.notify_market_close("Korea", pnl_pct=1.5)
|
||||||
|
mock_post.assert_not_called()
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_circuit_breaker_always_sends_regardless_of_filter(self) -> None:
|
||||||
|
"""notify_circuit_breaker always sends (no filter flag)."""
|
||||||
|
nf = NotificationFilter(
|
||||||
|
trades=False, market_open_close=False, fat_finger=False,
|
||||||
|
system_events=False, playbook=False, scenario_match=False, errors=False,
|
||||||
|
)
|
||||||
|
client = TelegramClient(
|
||||||
|
bot_token="123:abc", chat_id="456", enabled=True, notification_filter=nf
|
||||||
|
)
|
||||||
|
mock_resp = AsyncMock()
|
||||||
|
mock_resp.status = 200
|
||||||
|
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||||
|
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
with patch("aiohttp.ClientSession.post", return_value=mock_resp) as mock_post:
|
||||||
|
await client.notify_circuit_breaker(pnl_pct=-3.5, threshold=-3.0)
|
||||||
|
assert mock_post.call_count == 1
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_errors_filtered_does_not_send(self) -> None:
|
||||||
|
"""notify_error skips send when errors=False."""
|
||||||
|
nf = NotificationFilter(errors=False)
|
||||||
|
client = TelegramClient(
|
||||||
|
bot_token="123:abc", chat_id="456", enabled=True, notification_filter=nf
|
||||||
|
)
|
||||||
|
with patch("aiohttp.ClientSession.post") as mock_post:
|
||||||
|
await client.notify_error("TestError", "something went wrong", "KR")
|
||||||
|
mock_post.assert_not_called()
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_playbook_filtered_does_not_send(self) -> None:
|
||||||
|
"""notify_playbook_generated/failed skip send when playbook=False."""
|
||||||
|
nf = NotificationFilter(playbook=False)
|
||||||
|
client = TelegramClient(
|
||||||
|
bot_token="123:abc", chat_id="456", enabled=True, notification_filter=nf
|
||||||
|
)
|
||||||
|
with patch("aiohttp.ClientSession.post") as mock_post:
|
||||||
|
await client.notify_playbook_generated("KR", 3, 10, 1200)
|
||||||
|
await client.notify_playbook_failed("KR", "timeout")
|
||||||
|
mock_post.assert_not_called()
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_system_events_filtered_does_not_send(self) -> None:
|
||||||
|
"""notify_system_start/shutdown skip send when system_events=False."""
|
||||||
|
nf = NotificationFilter(system_events=False)
|
||||||
|
client = TelegramClient(
|
||||||
|
bot_token="123:abc", chat_id="456", enabled=True, notification_filter=nf
|
||||||
|
)
|
||||||
|
with patch("aiohttp.ClientSession.post") as mock_post:
|
||||||
|
await client.notify_system_start("paper", ["KR"])
|
||||||
|
await client.notify_system_shutdown("Normal shutdown")
|
||||||
|
mock_post.assert_not_called()
|
||||||
|
|
||||||
|
def test_set_flag_valid_key(self) -> None:
|
||||||
|
"""set_flag returns True and updates field for a known key."""
|
||||||
|
nf = NotificationFilter()
|
||||||
|
assert nf.set_flag("scenario", False) is True
|
||||||
|
assert nf.scenario_match is False
|
||||||
|
|
||||||
|
def test_set_flag_invalid_key(self) -> None:
|
||||||
|
"""set_flag returns False for an unknown key."""
|
||||||
|
nf = NotificationFilter()
|
||||||
|
assert nf.set_flag("unknown_key", False) is False
|
||||||
|
|
||||||
|
def test_as_dict_keys_match_KEYS(self) -> None:
|
||||||
|
"""as_dict() returns every key defined in KEYS."""
|
||||||
|
nf = NotificationFilter()
|
||||||
|
d = nf.as_dict()
|
||||||
|
assert set(d.keys()) == set(NotificationFilter.KEYS.keys())
|
||||||
|
|
||||||
|
def test_set_notification_valid_key(self) -> None:
|
||||||
|
"""TelegramClient.set_notification toggles filter at runtime."""
|
||||||
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
|
assert client._filter.scenario_match is True
|
||||||
|
assert client.set_notification("scenario", False) is True
|
||||||
|
assert client._filter.scenario_match is False
|
||||||
|
|
||||||
|
def test_set_notification_all_off(self) -> None:
|
||||||
|
"""set_notification('all', False) disables every filter flag."""
|
||||||
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
|
assert client.set_notification("all", False) is True
|
||||||
|
for v in client.filter_status().values():
|
||||||
|
assert v is False
|
||||||
|
|
||||||
|
def test_set_notification_all_on(self) -> None:
|
||||||
|
"""set_notification('all', True) enables every filter flag."""
|
||||||
|
client = TelegramClient(
|
||||||
|
bot_token="123:abc", chat_id="456", enabled=True,
|
||||||
|
notification_filter=NotificationFilter(
|
||||||
|
trades=False, market_open_close=False, scenario_match=False,
|
||||||
|
fat_finger=False, system_events=False, playbook=False, errors=False,
|
||||||
|
),
|
||||||
|
)
|
||||||
|
assert client.set_notification("all", True) is True
|
||||||
|
for v in client.filter_status().values():
|
||||||
|
assert v is True
|
||||||
|
|
||||||
|
def test_set_notification_unknown_key(self) -> None:
|
||||||
|
"""set_notification returns False for an unknown key."""
|
||||||
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
|
assert client.set_notification("unknown", False) is False
|
||||||
|
|
||||||
|
def test_filter_status_reflects_current_state(self) -> None:
|
||||||
|
"""filter_status() matches the current NotificationFilter state."""
|
||||||
|
nf = NotificationFilter(trades=False, scenario_match=False)
|
||||||
|
client = TelegramClient(
|
||||||
|
bot_token="123:abc", chat_id="456", enabled=True, notification_filter=nf
|
||||||
|
)
|
||||||
|
status = client.filter_status()
|
||||||
|
assert status["trades"] is False
|
||||||
|
assert status["scenario"] is False
|
||||||
|
assert status["market"] is True
|
||||||
|
|||||||
@@ -875,3 +875,91 @@ class TestGetUpdates:
|
|||||||
updates = await handler._get_updates()
|
updates = await handler._get_updates()
|
||||||
|
|
||||||
assert updates == []
|
assert updates == []
|
||||||
|
|
||||||
|
|
||||||
|
class TestCommandWithArgs:
|
||||||
|
"""Test register_command_with_args and argument dispatch."""
|
||||||
|
|
||||||
|
def test_register_command_with_args_stored(self) -> None:
|
||||||
|
"""register_command_with_args stores handler in _commands_with_args."""
|
||||||
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
|
handler = TelegramCommandHandler(client)
|
||||||
|
|
||||||
|
async def my_handler(args: list[str]) -> None:
|
||||||
|
pass
|
||||||
|
|
||||||
|
handler.register_command_with_args("notify", my_handler)
|
||||||
|
assert "notify" in handler._commands_with_args
|
||||||
|
assert handler._commands_with_args["notify"] is my_handler
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_args_handler_receives_arguments(self) -> None:
|
||||||
|
"""Args handler is called with the trailing tokens."""
|
||||||
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
|
handler = TelegramCommandHandler(client)
|
||||||
|
|
||||||
|
received: list[list[str]] = []
|
||||||
|
|
||||||
|
async def capture(args: list[str]) -> None:
|
||||||
|
received.append(args)
|
||||||
|
|
||||||
|
handler.register_command_with_args("notify", capture)
|
||||||
|
|
||||||
|
update = {
|
||||||
|
"message": {
|
||||||
|
"chat": {"id": "456"},
|
||||||
|
"text": "/notify scenario off",
|
||||||
|
}
|
||||||
|
}
|
||||||
|
await handler._handle_update(update)
|
||||||
|
assert received == [["scenario", "off"]]
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_args_handler_takes_priority_over_no_args_handler(self) -> None:
|
||||||
|
"""When both handlers exist for same command, args handler wins."""
|
||||||
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
|
handler = TelegramCommandHandler(client)
|
||||||
|
|
||||||
|
no_args_called = []
|
||||||
|
args_called = []
|
||||||
|
|
||||||
|
async def no_args_handler() -> None:
|
||||||
|
no_args_called.append(True)
|
||||||
|
|
||||||
|
async def args_handler(args: list[str]) -> None:
|
||||||
|
args_called.append(args)
|
||||||
|
|
||||||
|
handler.register_command("notify", no_args_handler)
|
||||||
|
handler.register_command_with_args("notify", args_handler)
|
||||||
|
|
||||||
|
update = {
|
||||||
|
"message": {
|
||||||
|
"chat": {"id": "456"},
|
||||||
|
"text": "/notify all off",
|
||||||
|
}
|
||||||
|
}
|
||||||
|
await handler._handle_update(update)
|
||||||
|
assert args_called == [["all", "off"]]
|
||||||
|
assert no_args_called == []
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_args_handler_with_no_trailing_args(self) -> None:
|
||||||
|
"""/notify with no args still dispatches to args handler with empty list."""
|
||||||
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
|
handler = TelegramCommandHandler(client)
|
||||||
|
|
||||||
|
received: list[list[str]] = []
|
||||||
|
|
||||||
|
async def capture(args: list[str]) -> None:
|
||||||
|
received.append(args)
|
||||||
|
|
||||||
|
handler.register_command_with_args("notify", capture)
|
||||||
|
|
||||||
|
update = {
|
||||||
|
"message": {
|
||||||
|
"chat": {"id": "456"},
|
||||||
|
"text": "/notify",
|
||||||
|
}
|
||||||
|
}
|
||||||
|
await handler._handle_update(update)
|
||||||
|
assert received == [[]]
|
||||||
|
|||||||
Reference in New Issue
Block a user