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Author SHA1 Message Date
agentson
1adb85926d fix: use actual held quantity for SELL orders instead of hardcoded 1 (#164)
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_determine_order_quantity()에서 SELL 시 항상 1을 반환하던 버그 수정.
DB에서 실제 보유 수량을 조회해 전량 청산이 가능하도록 변경.

- _determine_order_quantity에 open_position 파라미터 추가
- SELL 시 open_position["quantity"] 반환, 포지션 없으면 0 반환
- trading_cycle 및 run_daily_session 호출 지점 모두 수정
- _determine_order_quantity 임포트 및 유닛 테스트 클래스 추가 (6개)
- SELL 실제 수량 사용 통합 테스트 추가 (quantity=5 검증)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-20 03:03:50 +09:00
ff5ff736d8 Merge pull request 'feat: granular Telegram notification filters via .env (#161)' (#162) from feature/issue-161-telegram-notification-filters into main
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Reviewed-on: #162
2026-02-20 02:33:56 +09:00
agentson
4a59d7e66d feat: /notify command for runtime notification filter control (#161)
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Add /notify Telegram command for adjusting notification filters at runtime
without restarting the service:

  /notify                  → show current filter state
  /notify scenario off     → disable scenario match alerts
  /notify market off       → disable market open/close alerts
  /notify all off          → disable all (circuit_breaker always on)
  /notify trades on        → re-enable trade execution alerts

Changes:
- NotificationFilter: add KEYS class var, set_flag(), as_dict()
- TelegramClient: add set_notification(), filter_status()
- TelegramCommandHandler: add register_command_with_args() + args dispatch
- main.py: handle_notify() handler + register /notify command + /help update
- Tests: 12 new tests (set_flag, set_notification, register_command_with_args)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-20 02:33:03 +09:00
agentson
8dd625bfd1 feat: granular Telegram notification filters via .env (#161)
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Add NotificationFilter dataclass to TelegramClient allowing per-type
on/off control via .env variables. circuit_breaker always sends regardless.

New .env options (all default true):
- TELEGRAM_NOTIFY_TRADES
- TELEGRAM_NOTIFY_MARKET_OPEN_CLOSE
- TELEGRAM_NOTIFY_FAT_FINGER
- TELEGRAM_NOTIFY_SYSTEM_EVENTS
- TELEGRAM_NOTIFY_PLAYBOOK
- TELEGRAM_NOTIFY_SCENARIO_MATCH  (most frequent — set false to reduce noise)
- TELEGRAM_NOTIFY_ERRORS

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-20 02:26:28 +09:00
b50977aa76 Merge pull request 'feat: improve dashboard UI with P&L chart and decisions log (#159)' (#160) from feature/issue-159-dashboard-ui-improvement into main
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Reviewed-on: #160
2026-02-20 02:20:12 +09:00
agentson
fbcd016e1a feat: improve dashboard UI with P&L chart and decisions log (#159)
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- Add /api/pnl/history endpoint to app.py for daily P&L history charting
- Rewrite index.html as full SPA with Chart.js bar chart, summary cards,
  and decisions log table with market filter tabs and 30s auto-refresh
- Add test_pnl_history_all_markets and test_pnl_history_market_filter tests

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-20 02:15:34 +09:00
ce5773ba45 Merge pull request 'fix: domestic current price fetching and KRX tick unit rounding (#157)' (#158) from feature/issue-157-fix-domestic-price-and-tick into main
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Reviewed-on: #158
2026-02-19 16:25:59 +09:00
agentson
7834b89f10 fix: domestic current price fetching and KRX tick unit rounding (#157)
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**Problem 1 — Current price always 0**
get_orderbook() used inquire-asking-price-exp-ccn which has no stck_prpr
in output1 (only askp/bidp data). This caused every domestic BUY to be
skipped with "no affordable quantity (cash=..., price=0.00)".

**Problem 2 — KRX tick unit error on limit orders**
Limit order prices were passed unrounded, triggering 호가단위 오류 in VTS.
Also ORD_DVSN was wrongly set to "01" (시장가) for limit orders.

**Fix**
- Add kr_tick_unit(price) and kr_round_down(price) module-level helpers
  implementing KRX 7-tier price tick rules (1/5/10/50/100/500/1000원).
- Add get_current_price(stock_code) → (price, change_pct, foreigner_net)
  using FHKST01010100 / inquire-price API (works in VTS, returns correct
  stck_prpr, prdy_ctrt, frgn_ntby_qty).
- Fix send_order() ORD_DVSN: "00"=지정가, "01"=시장가 (was "01"/"06").
- Apply kr_round_down() to limit order price inside send_order().
- Replace both get_orderbook() calls in main.py with get_current_price().
- Update all 4 test_main.py mock sites to use get_current_price AsyncMock.

**Tests added** (25 new tests, all 646 pass)
- TestKrTickUnit: 13 parametrized boundary cases + 7 round-down cases
- TestGetCurrentPrice: correct fields, correct API path/TR_ID, HTTP error
- TestSendOrderTickRounding: tick rounding, ORD_DVSN 00/01

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-19 12:40:55 +09:00
e0d6c9f81d Merge pull request 'fix: correct TR_ID, path, and params for fetch_market_rankings (#155)' (#156) from feature/issue-155-fix-ranking-api into main
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Reviewed-on: #156
2026-02-19 11:00:50 +09:00
11 changed files with 1400 additions and 76 deletions

View File

@@ -20,6 +20,39 @@ _KIS_VTS_HOST = "openapivts.koreainvestment.com"
logger = logging.getLogger(__name__)
def kr_tick_unit(price: float) -> int:
"""Return KRX tick size for the given price level.
KRX price tick rules (domestic stocks):
price < 2,000 → 1원
2,000 ≤ price < 5,000 → 5원
5,000 ≤ price < 20,000 → 10원
20,000 ≤ price < 50,000 → 50원
50,000 ≤ price < 200,000 → 100원
200,000 ≤ price < 500,000 → 500원
500,000 ≤ price → 1,000원
"""
if price < 2_000:
return 1
if price < 5_000:
return 5
if price < 20_000:
return 10
if price < 50_000:
return 50
if price < 200_000:
return 100
if price < 500_000:
return 500
return 1_000
def kr_round_down(price: float) -> int:
"""Round *down* price to the nearest KRX tick unit."""
tick = kr_tick_unit(price)
return int(price // tick * tick)
class LeakyBucket:
"""Simple leaky-bucket rate limiter for async code."""
@@ -198,6 +231,55 @@ class KISBroker:
except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(f"Network error fetching orderbook: {exc}") from exc
async def get_current_price(
self, stock_code: str
) -> tuple[float, float, float]:
"""Fetch current price data for a domestic stock.
Uses the ``inquire-price`` API (FHKST01010100), which works in both
real and VTS environments and returns the actual last-traded price.
Returns:
(current_price, prdy_ctrt, frgn_ntby_qty)
- current_price: Last traded price in KRW.
- prdy_ctrt: Day change rate (%).
- frgn_ntby_qty: Foreigner net buy quantity.
"""
await self._rate_limiter.acquire()
session = self._get_session()
headers = await self._auth_headers("FHKST01010100")
params = {
"FID_COND_MRKT_DIV_CODE": "J",
"FID_INPUT_ISCD": stock_code,
}
url = f"{self._base_url}/uapi/domestic-stock/v1/quotations/inquire-price"
def _f(val: str | None) -> float:
try:
return float(val or "0")
except ValueError:
return 0.0
try:
async with session.get(url, headers=headers, params=params) as resp:
if resp.status != 200:
text = await resp.text()
raise ConnectionError(
f"get_current_price failed ({resp.status}): {text}"
)
data = await resp.json()
out = data.get("output", {})
return (
_f(out.get("stck_prpr")),
_f(out.get("prdy_ctrt")),
_f(out.get("frgn_ntby_qty")),
)
except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(
f"Network error fetching current price: {exc}"
) from exc
async def get_balance(self) -> dict[str, Any]:
"""Fetch current account balance and holdings."""
await self._rate_limiter.acquire()
@@ -249,13 +331,23 @@ class KISBroker:
session = self._get_session()
tr_id = "VTTC0802U" if order_type == "BUY" else "VTTC0801U"
# KRX requires limit orders to be rounded down to the tick unit.
# ORD_DVSN: "00"=지정가, "01"=시장가
if price > 0:
ord_dvsn = "00" # 지정가
ord_price = kr_round_down(price)
else:
ord_dvsn = "01" # 시장가
ord_price = 0
body = {
"CANO": self._account_no,
"ACNT_PRDT_CD": self._product_cd,
"PDNO": stock_code,
"ORD_DVSN": "01" if price > 0 else "06", # 01=지정가, 06=시장가
"ORD_DVSN": ord_dvsn,
"ORD_QTY": str(quantity),
"ORD_UNPR": str(price),
"ORD_UNPR": str(ord_price),
}
hash_key = await self._get_hash_key(body)

View File

@@ -93,6 +93,16 @@ class Settings(BaseSettings):
TELEGRAM_COMMANDS_ENABLED: bool = True
TELEGRAM_POLLING_INTERVAL: float = 1.0 # seconds
# Telegram notification type filters (granular control)
# circuit_breaker is always sent regardless — safety-critical
TELEGRAM_NOTIFY_TRADES: bool = True # BUY/SELL execution alerts
TELEGRAM_NOTIFY_MARKET_OPEN_CLOSE: bool = True # Market open/close alerts
TELEGRAM_NOTIFY_FAT_FINGER: bool = True # Fat-finger rejection alerts
TELEGRAM_NOTIFY_SYSTEM_EVENTS: bool = True # System start/shutdown alerts
TELEGRAM_NOTIFY_PLAYBOOK: bool = True # Playbook generated/failed alerts
TELEGRAM_NOTIFY_SCENARIO_MATCH: bool = True # Scenario matched alerts (most frequent)
TELEGRAM_NOTIFY_ERRORS: bool = True # Error alerts
# Overseas ranking API (KIS endpoint/TR_ID may vary by account/product)
# Override these from .env if your account uses different specs.
OVERSEAS_RANKING_ENABLED: bool = True

View File

@@ -259,6 +259,50 @@ def create_dashboard_app(db_path: str) -> FastAPI:
)
return {"market": market, "count": len(decisions), "decisions": decisions}
@app.get("/api/pnl/history")
def get_pnl_history(
days: int = Query(default=30, ge=1, le=365),
market: str = Query("all"),
) -> dict[str, Any]:
"""Return daily P&L history for charting."""
with _connect(db_path) as conn:
if market == "all":
rows = conn.execute(
"""
SELECT DATE(timestamp) AS date,
SUM(pnl) AS daily_pnl,
COUNT(*) AS trade_count
FROM trades
WHERE pnl IS NOT NULL
AND DATE(timestamp) >= DATE('now', ?)
GROUP BY DATE(timestamp)
ORDER BY DATE(timestamp)
""",
(f"-{days} days",),
).fetchall()
else:
rows = conn.execute(
"""
SELECT DATE(timestamp) AS date,
SUM(pnl) AS daily_pnl,
COUNT(*) AS trade_count
FROM trades
WHERE pnl IS NOT NULL
AND market = ?
AND DATE(timestamp) >= DATE('now', ?)
GROUP BY DATE(timestamp)
ORDER BY DATE(timestamp)
""",
(market, f"-{days} days"),
).fetchall()
return {
"days": days,
"market": market,
"labels": [row["date"] for row in rows],
"pnl": [round(float(row["daily_pnl"]), 2) for row in rows],
"trades": [int(row["trade_count"]) for row in rows],
}
@app.get("/api/scenarios/active")
def get_active_scenarios(
market: str = Query("US"),

View File

@@ -1,9 +1,10 @@
<!doctype html>
<html lang="en">
<html lang="ko">
<head>
<meta charset="UTF-8" />
<meta name="viewport" content="width=device-width, initial-scale=1.0" />
<title>The Ouroboros Dashboard</title>
<script src="https://cdn.jsdelivr.net/npm/chart.js@4.4.0/dist/chart.umd.min.js"></script>
<style>
:root {
--bg: #0b1724;
@@ -11,51 +12,390 @@
--fg: #e6eef7;
--muted: #9fb3c8;
--accent: #3cb371;
--red: #e05555;
--border: #28455f;
}
* { box-sizing: border-box; margin: 0; padding: 0; }
body {
margin: 0;
font-family: ui-monospace, SFMono-Regular, Menlo, monospace;
background: radial-gradient(circle at top left, #173b58, var(--bg));
color: var(--fg);
min-height: 100vh;
font-size: 13px;
}
.wrap {
max-width: 900px;
margin: 48px auto;
padding: 0 16px;
.wrap { max-width: 1100px; margin: 0 auto; padding: 20px 16px; }
/* Header */
header {
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 {
background: color-mix(in oklab, var(--panel), black 12%);
border: 1px solid #28455f;
border-radius: 12px;
padding: 20px;
background: var(--panel);
border: 1px solid var(--border);
border-radius: 10px;
padding: 16px;
}
h1 {
margin-top: 0;
.card-label { color: var(--muted); font-size: 11px; margin-bottom: 6px; text-transform: uppercase; letter-spacing: 0.5px; }
.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 {
color: var(--accent);
.panel-header {
display: flex;
align-items: center;
justify-content: space-between;
margin-bottom: 16px;
}
li {
margin: 6px 0;
color: var(--muted);
.panel-title { font-size: 13px; color: var(--muted); font-weight: 600; }
.chart-container { position: relative; height: 180px; }
.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>
</head>
<body>
<div class="wrap">
<div class="card">
<h1>The Ouroboros Dashboard API</h1>
<p>Use the following endpoints:</p>
<ul>
<li><code>/api/status</code></li>
<li><code>/api/playbook/{date}?market=KR</code></li>
<li><code>/api/scorecard/{date}?market=KR</code></li>
<li><code>/api/performance?market=all</code></li>
<li><code>/api/context/{layer}</code></li>
<li><code>/api/decisions?market=KR</code></li>
<li><code>/api/scenarios/active?market=US</code></li>
</ul>
<!-- Header -->
<header>
<h1>&#x1F40D; The Ouroboros</h1>
<div class="header-right">
<span id="last-updated">--</span>
<button class="refresh-btn" onclick="refreshAll()">&#x21BA; 새로고침</button>
</div>
</header>
<!-- Summary cards -->
<div class="cards">
<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&amp;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&amp;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>
<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 ${t.decision_count ?? 0}`;
} catch {}
}
async function fetchPerformance() {
try {
const r = await fetch('/api/performance?market=all');
if (!r.ok) return;
const d = await r.json();
const c = d.combined || {};
document.getElementById('card-winrate').textContent = c.win_rate !== undefined ? `${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: ${trades}`];
}
}
}
},
scales: {
x: {
ticks: { color: '#9fb3c8', font: { size: 10 }, maxRotation: 0 },
grid: { color: 'rgba(40,69,95,0.4)' }
},
y: {
ticks: { color: '#9fb3c8', font: { size: 10 } },
grid: { color: 'rgba(40,69,95,0.4)' }
}
}
}
});
}
async function fetchDecisions(market) {
const tbody = document.getElementById('decisions-body');
tbody.innerHTML = '<tr class="empty-row"><td colspan="5"><span class="spinner"></span></td></tr>';
try {
const r = await fetch(`/api/decisions?market=${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="${(dec.rationale || '').replace(/"/g, '&quot;')}">${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>
</html>

View File

@@ -41,7 +41,7 @@ from src.evolution.optimizer import EvolutionOptimizer
from src.logging.decision_logger import DecisionLogger
from src.logging_config import setup_logging
from src.markets.schedule import MarketInfo, get_next_market_open, get_open_markets
from src.notifications.telegram_client import TelegramClient, TelegramCommandHandler
from src.notifications.telegram_client import NotificationFilter, TelegramClient, TelegramCommandHandler
from src.strategy.models import DayPlaybook
from src.strategy.playbook_store import PlaybookStore
from src.strategy.pre_market_planner import PreMarketPlanner
@@ -113,10 +113,13 @@ def _determine_order_quantity(
total_cash: float,
candidate: ScanCandidate | None,
settings: Settings | None,
open_position: dict[str, Any] | None = None,
) -> int:
"""Determine order quantity using volatility-aware position sizing."""
if action != "BUY":
return 1
if action == "SELL":
if open_position is None:
return 0
return int(open_position.get("quantity") or 0)
if current_price <= 0 or total_cash <= 0:
return 0
@@ -204,7 +207,9 @@ async def trading_cycle(
# 1. Fetch market data
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()
output2 = balance_data.get("output2", [{}])
@@ -215,10 +220,6 @@ async def trading_cycle(
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:
# Overseas market
price_data = await overseas_broker.get_overseas_price(
@@ -468,12 +469,18 @@ async def trading_cycle(
trade_price = current_price
trade_pnl = 0.0
if decision.action in ("BUY", "SELL"):
sell_position = (
get_open_position(db_conn, stock_code, market.code)
if decision.action == "SELL"
else None
)
quantity = _determine_order_quantity(
action=decision.action,
current_price=current_price,
total_cash=total_cash,
candidate=candidate,
settings=settings,
open_position=sell_position,
)
if quantity <= 0:
logger.info(
@@ -726,15 +733,8 @@ async def run_daily_session(
for stock_code in watchlist:
try:
if market.is_domestic:
orderbook = await broker.get_orderbook(stock_code)
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")
current_price, price_change_pct, foreigner_net = (
await broker.get_current_price(stock_code)
)
else:
price_data = await overseas_broker.get_overseas_price(
@@ -900,12 +900,18 @@ async def run_daily_session(
trade_pnl = 0.0
order_succeeded = True
if decision.action in ("BUY", "SELL"):
daily_sell_position = (
get_open_position(db_conn, stock_code, market.code)
if decision.action == "SELL"
else None
)
quantity = _determine_order_quantity(
action=decision.action,
current_price=stock_data["current_price"],
total_cash=total_cash,
candidate=candidate_map.get(stock_code),
settings=settings,
open_position=daily_sell_position,
)
if quantity <= 0:
logger.info(
@@ -1217,6 +1223,15 @@ async def run(settings: Settings) -> None:
bot_token=settings.TELEGRAM_BOT_TOKEN,
chat_id=settings.TELEGRAM_CHAT_ID,
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
@@ -1235,7 +1250,11 @@ async def run(settings: Settings) -> None:
"/review - Recent scorecards\n"
"/dashboard - Dashboard URL/status\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)
@@ -1488,6 +1507,63 @@ async def run(settings: Settings) -> None:
"<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:
"""Handle /dashboard command - show dashboard URL if enabled."""
if not settings.DASHBOARD_ENABLED:
@@ -1511,6 +1587,7 @@ async def run(settings: Settings) -> None:
command_handler.register_command("scenarios", handle_scenarios)
command_handler.register_command("review", handle_review)
command_handler.register_command("dashboard", handle_dashboard)
command_handler.register_command_with_args("notify", handle_notify)
# Initialize volatility hunter
volatility_analyzer = VolatilityAnalyzer(min_volume_surge=2.0, min_price_change=1.0)

View File

@@ -4,8 +4,9 @@ import asyncio
import logging
import time
from collections.abc import Awaitable, Callable
from dataclasses import dataclass
from dataclasses import dataclass, fields
from enum import Enum
from typing import ClassVar
import aiohttp
@@ -58,6 +59,45 @@ class LeakyBucket:
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
class NotificationMessage:
"""Internal notification message structure."""
@@ -79,6 +119,7 @@ class TelegramClient:
chat_id: str | None = None,
enabled: bool = True,
rate_limit: float = DEFAULT_RATE,
notification_filter: NotificationFilter | None = None,
) -> None:
"""
Initialize Telegram client.
@@ -88,12 +129,14 @@ class TelegramClient:
chat_id: Target chat ID (user or group)
enabled: Enable/disable notifications globally
rate_limit: Maximum messages per second
notification_filter: Granular per-type on/off flags
"""
self._bot_token = bot_token
self._chat_id = chat_id
self._enabled = enabled
self._rate_limiter = LeakyBucket(rate=rate_limit)
self._session: aiohttp.ClientSession | None = None
self._filter = notification_filter if notification_filter is not None else NotificationFilter()
if not enabled:
logger.info("Telegram notifications disabled via configuration")
@@ -118,6 +161,26 @@ class TelegramClient:
if self._session is not None and not self._session.closed:
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:
"""
Send a generic text message to Telegram.
@@ -193,6 +256,8 @@ class TelegramClient:
price: Execution price
confidence: AI confidence level (0-100)
"""
if not self._filter.trades:
return
emoji = "🟢" if action == "BUY" else "🔴"
message = (
f"<b>{emoji} {action}</b>\n"
@@ -212,6 +277,8 @@ class TelegramClient:
Args:
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"
await self._send_notification(
NotificationMessage(priority=NotificationPriority.LOW, message=message)
@@ -225,6 +292,8 @@ class TelegramClient:
market_name: Name of the market
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_emoji = "📈" if pnl_pct >= 0 else "📉"
message = (
@@ -271,6 +340,8 @@ class TelegramClient:
total_cash: Total available cash
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
message = (
f"<b>Fat-Finger Protection</b>\n"
@@ -293,6 +364,8 @@ class TelegramClient:
mode: Trading mode ("paper" or "live")
enabled_markets: List of enabled market codes
"""
if not self._filter.system_events:
return
mode_emoji = "📝" if mode == "paper" else "💰"
markets_str = ", ".join(enabled_markets)
message = (
@@ -320,6 +393,8 @@ class TelegramClient:
scenario_count: Total number of scenarios
token_count: Gemini token usage for the playbook
"""
if not self._filter.playbook:
return
message = (
f"<b>Playbook Generated</b>\n"
f"Market: {market}\n"
@@ -347,6 +422,8 @@ class TelegramClient:
condition_summary: Short summary of the matched condition
confidence: Scenario confidence (0-100)
"""
if not self._filter.scenario_match:
return
message = (
f"<b>Scenario Matched</b>\n"
f"Symbol: <code>{stock_code}</code>\n"
@@ -366,6 +443,8 @@ class TelegramClient:
market: Market code (e.g., "KR", "US")
reason: Failure reason summary
"""
if not self._filter.playbook:
return
message = (
f"<b>Playbook Failed</b>\n"
f"Market: {market}\n"
@@ -382,6 +461,8 @@ class TelegramClient:
Args:
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}"
priority = (
NotificationPriority.CRITICAL
@@ -403,6 +484,8 @@ class TelegramClient:
error_msg: Error message
context: Error context (e.g., stock code, market)
"""
if not self._filter.errors:
return
message = (
f"<b>Error: {error_type}</b>\n"
f"Context: {context}\n"
@@ -429,6 +512,7 @@ class TelegramCommandHandler:
self._client = client
self._polling_interval = polling_interval
self._commands: dict[str, Callable[[], Awaitable[None]]] = {}
self._commands_with_args: dict[str, Callable[[list[str]], Awaitable[None]]] = {}
self._last_update_id = 0
self._polling_task: asyncio.Task[None] | None = None
self._running = False
@@ -437,7 +521,7 @@ class TelegramCommandHandler:
self, command: str, handler: Callable[[], Awaitable[None]]
) -> None:
"""
Register a command handler.
Register a command handler (no arguments).
Args:
command: Command name (without leading slash, e.g., "start")
@@ -446,6 +530,19 @@ class TelegramCommandHandler:
self._commands[command] = handler
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:
"""Start long polling for commands."""
if self._running:
@@ -566,11 +663,14 @@ class TelegramCommandHandler:
# Remove @botname suffix if present (for group chats)
command_name = command_parts[0].split("@")[0]
# Execute handler
handler = self._commands.get(command_name)
if handler:
# Execute handler (args-aware handlers take priority)
args_handler = self._commands_with_args.get(command_name)
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)
await handler()
await self._commands[command_name]()
else:
logger.debug("Unknown command: /%s", command_name)
await self._client.send_message(

View File

@@ -375,3 +375,201 @@ class TestFetchMarketRankings:
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"

View File

@@ -296,3 +296,23 @@ def test_scenarios_active_empty_when_no_matches(tmp_path: Path) -> None:
get_active_scenarios = _endpoint(app, "/api/scenarios/active")
body = get_active_scenarios(market="US", date_str="2026-02-14", limit=50)
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

View File

@@ -14,6 +14,7 @@ from src.evolution.scorecard import DailyScorecard
from src.logging.decision_logger import DecisionLogger
from src.main import (
_apply_dashboard_flag,
_determine_order_quantity,
_handle_market_close,
_run_context_scheduler,
_run_evolution_loop,
@@ -68,6 +69,90 @@ def _make_sell_match(stock_code: str = "005930") -> ScenarioMatch:
)
class TestDetermineOrderQuantity:
"""Test _determine_order_quantity() helper function."""
def test_sell_returns_position_quantity(self) -> None:
"""SELL action should return actual held quantity from open_position."""
open_pos = {"decision_id": "abc", "price": 100.0, "quantity": 7}
result = _determine_order_quantity(
action="SELL",
current_price=105.0,
total_cash=50000.0,
candidate=None,
settings=None,
open_position=open_pos,
)
assert result == 7
def test_sell_without_position_returns_zero(self) -> None:
"""SELL with no open_position should return 0 (no shares to sell)."""
result = _determine_order_quantity(
action="SELL",
current_price=105.0,
total_cash=50000.0,
candidate=None,
settings=None,
open_position=None,
)
assert result == 0
def test_sell_with_zero_quantity_returns_zero(self) -> None:
"""SELL with position quantity=0 should return 0."""
open_pos = {"decision_id": "abc", "price": 100.0, "quantity": 0}
result = _determine_order_quantity(
action="SELL",
current_price=105.0,
total_cash=50000.0,
candidate=None,
settings=None,
open_position=open_pos,
)
assert result == 0
def test_buy_without_position_sizing_returns_one(self) -> None:
"""BUY with no settings should return 1 (default)."""
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:
"""BUY with no cash should return 0."""
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:
"""BUY with position sizing should calculate quantity from budget."""
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
# total_cash=1,000,000 * 10% = 100,000 budget
# 100,000 // 50,000 = 2 shares
result = _determine_order_quantity(
action="BUY",
current_price=50000.0,
total_cash=1000000.0,
candidate=None,
settings=settings,
)
assert result == 2
class TestSafeFloat:
"""Test safe_float() helper function."""
@@ -111,15 +196,7 @@ class TestTradingCycleTelegramIntegration:
def mock_broker(self) -> MagicMock:
"""Create mock broker."""
broker = MagicMock()
broker.get_orderbook = AsyncMock(
return_value={
"output1": {
"stck_prpr": "50000",
"frgn_ntby_qty": "100",
"prdy_ctrt": "1.23",
}
}
)
broker.get_current_price = AsyncMock(return_value=(50000.0, 1.23, 100.0))
broker.get_balance = AsyncMock(
return_value={
"output2": [
@@ -823,11 +900,7 @@ class TestScenarioEngineIntegration:
def mock_broker(self) -> MagicMock:
"""Create mock broker with standard domestic data."""
broker = MagicMock()
broker.get_orderbook = AsyncMock(
return_value={
"output1": {"stck_prpr": "50000", "frgn_ntby_qty": "100", "prdy_ctrt": "2.50"}
}
)
broker.get_current_price = AsyncMock(return_value=(50000.0, 2.50, 100.0))
broker.get_balance = AsyncMock(
return_value={
"output2": [
@@ -1249,9 +1322,7 @@ async def test_sell_updates_original_buy_decision_outcome() -> None:
)
broker = MagicMock()
broker.get_orderbook = AsyncMock(
return_value={"output1": {"stck_prpr": "120", "frgn_ntby_qty": "0"}}
)
broker.get_current_price = AsyncMock(return_value=(120.0, 0.0, 0.0))
broker.get_balance = AsyncMock(
return_value={
"output2": [
@@ -1341,9 +1412,7 @@ async def test_hold_overridden_to_sell_when_stop_loss_triggered() -> None:
)
broker = MagicMock()
broker.get_orderbook = AsyncMock(
return_value={"output1": {"stck_prpr": "95", "frgn_ntby_qty": "0", "prdy_ctrt": "-5.0"}}
)
broker.get_current_price = AsyncMock(return_value=(95.0, -5.0, 0.0))
broker.get_balance = AsyncMock(
return_value={
"output2": [
@@ -1412,6 +1481,108 @@ async def test_hold_overridden_to_sell_when_stop_loss_triggered() -> None:
assert broker.send_order.call_args.kwargs["order_type"] == "SELL"
@pytest.mark.asyncio
async def test_sell_order_uses_actual_held_quantity() -> None:
"""SELL order should use the actual quantity held, not hardcoded 1."""
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={},
)
# Bought 5 shares at 100.0
log_trade(
conn=db_conn,
stock_code="005930",
action="BUY",
confidence=90,
rationale="entry",
quantity=5,
price=100.0,
market="KR",
exchange_code="KRX",
decision_id=buy_decision_id,
)
broker = MagicMock()
broker.get_current_price = AsyncMock(return_value=(95.0, -5.0, 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,
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"
assert call_kwargs["quantity"] == 5 # actual held quantity, not 1
@pytest.mark.asyncio
async def test_handle_market_close_runs_daily_review_flow() -> None:
"""Market close should aggregate, create scorecard, lessons, and notify."""

View File

@@ -5,7 +5,7 @@ from unittest.mock import AsyncMock, patch
import aiohttp
import pytest
from src.notifications.telegram_client import NotificationPriority, TelegramClient
from src.notifications.telegram_client import NotificationFilter, NotificationPriority, TelegramClient
class TestTelegramClientInit:
@@ -481,3 +481,187 @@ class TestClientCleanup:
# Should not raise exception
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

View File

@@ -875,3 +875,91 @@ class TestGetUpdates:
updates = await handler._get_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 == [[]]