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feature/is
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feature/is
| Author | SHA1 | Date | |
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86a47bec7f |
@@ -20,39 +20,6 @@ _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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@@ -231,55 +198,6 @@ 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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@@ -331,23 +249,13 @@ 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": ord_dvsn,
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"ORD_DVSN": "01" if price > 0 else "06", # 01=지정가, 06=시장가
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"ORD_QTY": str(quantity),
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"ORD_QTY": str(quantity),
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"ORD_UNPR": str(ord_price),
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"ORD_UNPR": str(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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@@ -396,46 +304,26 @@ 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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if ranking_type == "volume":
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# TR_ID for volume ranking
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# 거래량순위: FHPST01710000 / /quotations/volume-rank
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tr_id = "FHPST01710000" if ranking_type == "volume" else "FHPST01710100"
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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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@@ -75,6 +75,14 @@ class Settings(BaseSettings):
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# Market selection (comma-separated market codes)
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# Market selection (comma-separated market codes)
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ENABLED_MARKETS: str = "KR,US"
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ENABLED_MARKETS: str = "KR,US"
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# Fallback stock list for KR domestic market when ranking API returns empty
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# (KIS VTS does not return data from volume-rank API).
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# Comma-separated 6-digit stock codes. Override in .env if needed.
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KR_FALLBACK_STOCKS: str = (
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"005930,000660,035420,005380,068270," # 삼성전자,SK하이닉스,NAVER,현대차,셀트리온
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"051910,035720,006400,207940,000270" # LG화학,카카오,삼성SDI,삼성바이오로직스,기아
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)
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# Backup and Disaster Recovery (optional)
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# Backup and Disaster Recovery (optional)
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BACKUP_ENABLED: bool = True
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BACKUP_ENABLED: bool = True
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BACKUP_DIR: str = "data/backups"
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BACKUP_DIR: str = "data/backups"
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@@ -93,16 +101,6 @@ 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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@@ -259,50 +259,6 @@ 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")
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@app.get("/api/scenarios/active")
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def get_active_scenarios(
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def get_active_scenarios(
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market: str = Query("US"),
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market: str = Query("US"),
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@@ -1,10 +1,9 @@
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<!doctype html>
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<!doctype html>
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<html lang="ko">
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<html lang="en">
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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" />
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<meta name="viewport" content="width=device-width, initial-scale=1.0" />
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<title>The Ouroboros Dashboard</title>
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<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>
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<style>
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<style>
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:root {
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:root {
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--bg: #0b1724;
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--bg: #0b1724;
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@@ -12,390 +11,51 @@
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--fg: #e6eef7;
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--fg: #e6eef7;
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--muted: #9fb3c8;
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--muted: #9fb3c8;
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--accent: #3cb371;
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--accent: #3cb371;
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--red: #e05555;
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--border: #28455f;
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}
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}
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* { box-sizing: border-box; margin: 0; padding: 0; }
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body {
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body {
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margin: 0;
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font-family: ui-monospace, SFMono-Regular, Menlo, monospace;
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font-family: ui-monospace, SFMono-Regular, Menlo, monospace;
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background: radial-gradient(circle at top left, #173b58, var(--bg));
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background: radial-gradient(circle at top left, #173b58, var(--bg));
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color: var(--fg);
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color: var(--fg);
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min-height: 100vh;
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font-size: 13px;
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}
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}
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.wrap { max-width: 1100px; margin: 0 auto; padding: 20px 16px; }
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.wrap {
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max-width: 900px;
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/* Header */
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margin: 48px auto;
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header {
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padding: 0 16px;
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display: flex;
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align-items: center;
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justify-content: space-between;
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margin-bottom: 20px;
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padding-bottom: 12px;
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border-bottom: 1px solid var(--border);
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}
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}
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header h1 { font-size: 18px; color: var(--accent); letter-spacing: 0.5px; }
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.header-right { display: flex; align-items: center; gap: 12px; color: var(--muted); font-size: 12px; }
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.refresh-btn {
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background: none; border: 1px solid var(--border); color: var(--muted);
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padding: 4px 10px; border-radius: 6px; cursor: pointer; font-family: inherit;
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font-size: 12px; transition: border-color 0.2s;
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}
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||||||
.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: var(--panel);
|
background: color-mix(in oklab, var(--panel), black 12%);
|
||||||
border: 1px solid var(--border);
|
border: 1px solid #28455f;
|
||||||
border-radius: 10px;
|
border-radius: 12px;
|
||||||
padding: 16px;
|
padding: 20px;
|
||||||
}
|
}
|
||||||
.card-label { color: var(--muted); font-size: 11px; margin-bottom: 6px; text-transform: uppercase; letter-spacing: 0.5px; }
|
h1 {
|
||||||
.card-value { font-size: 22px; font-weight: 700; }
|
margin-top: 0;
|
||||||
.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;
|
|
||||||
}
|
}
|
||||||
.panel-header {
|
code {
|
||||||
display: flex;
|
color: var(--accent);
|
||||||
align-items: center;
|
|
||||||
justify-content: space-between;
|
|
||||||
margin-bottom: 16px;
|
|
||||||
}
|
}
|
||||||
.panel-title { font-size: 13px; color: var(--muted); font-weight: 600; }
|
li {
|
||||||
.chart-container { position: relative; height: 180px; }
|
margin: 6px 0;
|
||||||
.chart-error { color: var(--muted); text-align: center; padding: 40px 0; font-size: 12px; }
|
color: var(--muted);
|
||||||
|
|
||||||
/* 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">
|
||||||
<!-- Header -->
|
<div class="card">
|
||||||
<header>
|
<h1>The Ouroboros Dashboard API</h1>
|
||||||
<h1>🐍 The Ouroboros</h1>
|
<p>Use the following endpoints:</p>
|
||||||
<div class="header-right">
|
<ul>
|
||||||
<span id="last-updated">--</span>
|
<li><code>/api/status</code></li>
|
||||||
<button class="refresh-btn" onclick="refreshAll()">↺ 새로고침</button>
|
<li><code>/api/playbook/{date}?market=KR</code></li>
|
||||||
</div>
|
<li><code>/api/scorecard/{date}?market=KR</code></li>
|
||||||
</header>
|
<li><code>/api/performance?market=all</code></li>
|
||||||
|
<li><code>/api/context/{layer}</code></li>
|
||||||
<!-- Summary cards -->
|
<li><code>/api/decisions?market=KR</code></li>
|
||||||
<div class="cards">
|
<li><code>/api/scenarios/active?market=US</code></li>
|
||||||
<div class="card">
|
</ul>
|
||||||
<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>
|
||||||
|
|||||||
252
src/main.py
252
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 NotificationFilter, TelegramClient, TelegramCommandHandler
|
from src.notifications.telegram_client import 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
|
||||||
@@ -106,82 +106,6 @@ 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,
|
||||||
@@ -189,11 +113,10 @@ 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,
|
|
||||||
) -> int:
|
) -> int:
|
||||||
"""Determine order quantity using volatility-aware position sizing."""
|
"""Determine order quantity using volatility-aware position sizing."""
|
||||||
if action == "SELL":
|
if action != "BUY":
|
||||||
return broker_held_qty
|
return 1
|
||||||
if current_price <= 0 or total_cash <= 0:
|
if current_price <= 0 or total_cash <= 0:
|
||||||
return 0
|
return 0
|
||||||
|
|
||||||
@@ -281,9 +204,7 @@ async def trading_cycle(
|
|||||||
|
|
||||||
# 1. Fetch market data
|
# 1. Fetch market data
|
||||||
if market.is_domestic:
|
if market.is_domestic:
|
||||||
current_price, price_change_pct, foreigner_net = await broker.get_current_price(
|
orderbook = await broker.get_orderbook(stock_code)
|
||||||
stock_code
|
|
||||||
)
|
|
||||||
balance_data = await broker.get_balance()
|
balance_data = await broker.get_balance()
|
||||||
|
|
||||||
output2 = balance_data.get("output2", [{}])
|
output2 = balance_data.get("output2", [{}])
|
||||||
@@ -294,6 +215,10 @@ 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(
|
||||||
@@ -464,10 +389,8 @@ 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(
|
||||||
@@ -485,22 +408,6 @@ 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,
|
||||||
@@ -561,20 +468,12 @@ 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
|
|
||||||
)
|
|
||||||
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,
|
|
||||||
)
|
)
|
||||||
if quantity <= 0:
|
if quantity <= 0:
|
||||||
logger.info(
|
logger.info(
|
||||||
@@ -827,8 +726,15 @@ 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:
|
||||||
current_price, price_change_pct, foreigner_net = (
|
orderbook = await broker.get_orderbook(stock_code)
|
||||||
await broker.get_current_price(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")
|
||||||
)
|
)
|
||||||
else:
|
else:
|
||||||
price_data = await overseas_broker.get_overseas_price(
|
price_data = await overseas_broker.get_overseas_price(
|
||||||
@@ -994,20 +900,12 @@ 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(
|
||||||
@@ -1319,15 +1217,6 @@ 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
|
||||||
@@ -1346,11 +1235,7 @@ 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\n"
|
"/resume - Resume trading"
|
||||||
"/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)
|
||||||
|
|
||||||
@@ -1603,63 +1488,6 @@ 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:
|
||||||
@@ -1683,7 +1511,6 @@ 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)
|
||||||
@@ -1871,7 +1698,14 @@ async def run(settings: Settings) -> None:
|
|||||||
logger.info("Smart Scanner: Scanning %s market", market.name)
|
logger.info("Smart Scanner: Scanning %s market", market.name)
|
||||||
|
|
||||||
fallback_stocks: list[str] | None = None
|
fallback_stocks: list[str] | None = None
|
||||||
if not market.is_domestic:
|
if market.is_domestic:
|
||||||
|
# KIS VTS ranking API often returns empty for domestic.
|
||||||
|
# Use configured fallback so scanner can still run.
|
||||||
|
raw = settings.KR_FALLBACK_STOCKS if settings else ""
|
||||||
|
fallback_stocks = [
|
||||||
|
c.strip() for c in raw.split(",") if c.strip()
|
||||||
|
] or None
|
||||||
|
else:
|
||||||
fallback_stocks = await build_overseas_symbol_universe(
|
fallback_stocks = await build_overseas_symbol_universe(
|
||||||
db_conn=db_conn,
|
db_conn=db_conn,
|
||||||
overseas_broker=overseas_broker,
|
overseas_broker=overseas_broker,
|
||||||
@@ -1974,38 +1808,8 @@ 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)
|
||||||
# Also include currently-held positions so stop-loss /
|
stock_codes = active_stocks.get(market.code, [])
|
||||||
# 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
|
||||||
|
|||||||
@@ -4,9 +4,8 @@ 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, fields
|
from dataclasses import dataclass
|
||||||
from enum import Enum
|
from enum import Enum
|
||||||
from typing import ClassVar
|
|
||||||
|
|
||||||
import aiohttp
|
import aiohttp
|
||||||
|
|
||||||
@@ -59,45 +58,6 @@ 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."""
|
||||||
@@ -119,7 +79,6 @@ 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.
|
||||||
@@ -129,14 +88,12 @@ 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")
|
||||||
@@ -161,26 +118,6 @@ 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.
|
||||||
@@ -256,8 +193,6 @@ 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"
|
||||||
@@ -277,8 +212,6 @@ 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)
|
||||||
@@ -292,8 +225,6 @@ 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 = (
|
||||||
@@ -340,8 +271,6 @@ 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"
|
||||||
@@ -364,8 +293,6 @@ 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 = (
|
||||||
@@ -393,8 +320,6 @@ 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"
|
||||||
@@ -422,8 +347,6 @@ 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"
|
||||||
@@ -443,8 +366,6 @@ 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"
|
||||||
@@ -461,8 +382,6 @@ 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
|
||||||
@@ -484,8 +403,6 @@ 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"
|
||||||
@@ -512,7 +429,6 @@ 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
|
||||||
@@ -521,7 +437,7 @@ class TelegramCommandHandler:
|
|||||||
self, command: str, handler: Callable[[], Awaitable[None]]
|
self, command: str, handler: Callable[[], Awaitable[None]]
|
||||||
) -> None:
|
) -> None:
|
||||||
"""
|
"""
|
||||||
Register a command handler (no arguments).
|
Register a command handler.
|
||||||
|
|
||||||
Args:
|
Args:
|
||||||
command: Command name (without leading slash, e.g., "start")
|
command: Command name (without leading slash, e.g., "start")
|
||||||
@@ -530,19 +446,6 @@ 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:
|
||||||
@@ -663,14 +566,11 @@ 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 (args-aware handlers take priority)
|
# Execute handler
|
||||||
args_handler = self._commands_with_args.get(command_name)
|
handler = self._commands.get(command_name)
|
||||||
if args_handler:
|
if 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 self._commands[command_name]()
|
await handler()
|
||||||
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(
|
||||||
|
|||||||
@@ -46,18 +46,6 @@ class StockCondition(BaseModel):
|
|||||||
|
|
||||||
The ScenarioEngine evaluates all non-None fields as AND conditions.
|
The ScenarioEngine evaluates all non-None fields as AND conditions.
|
||||||
A condition matches only if ALL specified fields are satisfied.
|
A condition matches only if ALL specified fields are satisfied.
|
||||||
|
|
||||||
Technical indicator fields:
|
|
||||||
rsi_below / rsi_above — RSI threshold
|
|
||||||
volume_ratio_above / volume_ratio_below — volume vs previous day
|
|
||||||
price_above / price_below — absolute price level
|
|
||||||
price_change_pct_above / price_change_pct_below — intraday % change
|
|
||||||
|
|
||||||
Position-aware fields (require market_data enrichment from open position):
|
|
||||||
unrealized_pnl_pct_above — matches if unrealized P&L > threshold (e.g. 3.0 → +3%)
|
|
||||||
unrealized_pnl_pct_below — matches if unrealized P&L < threshold (e.g. -2.0 → -2%)
|
|
||||||
holding_days_above — matches if position held for more than N days
|
|
||||||
holding_days_below — matches if position held for fewer than N days
|
|
||||||
"""
|
"""
|
||||||
|
|
||||||
rsi_below: float | None = None
|
rsi_below: float | None = None
|
||||||
@@ -68,10 +56,6 @@ class StockCondition(BaseModel):
|
|||||||
price_below: float | None = None
|
price_below: float | None = None
|
||||||
price_change_pct_above: float | None = None
|
price_change_pct_above: float | None = None
|
||||||
price_change_pct_below: float | None = None
|
price_change_pct_below: float | None = None
|
||||||
unrealized_pnl_pct_above: float | None = None
|
|
||||||
unrealized_pnl_pct_below: float | None = None
|
|
||||||
holding_days_above: int | None = None
|
|
||||||
holding_days_below: int | None = None
|
|
||||||
|
|
||||||
def has_any_condition(self) -> bool:
|
def has_any_condition(self) -> bool:
|
||||||
"""Check if at least one condition field is set."""
|
"""Check if at least one condition field is set."""
|
||||||
@@ -86,10 +70,6 @@ class StockCondition(BaseModel):
|
|||||||
self.price_below,
|
self.price_below,
|
||||||
self.price_change_pct_above,
|
self.price_change_pct_above,
|
||||||
self.price_change_pct_below,
|
self.price_change_pct_below,
|
||||||
self.unrealized_pnl_pct_above,
|
|
||||||
self.unrealized_pnl_pct_below,
|
|
||||||
self.holding_days_above,
|
|
||||||
self.holding_days_below,
|
|
||||||
)
|
)
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|||||||
@@ -294,8 +294,7 @@ class PreMarketPlanner:
|
|||||||
f' "stock_code": "...",\n'
|
f' "stock_code": "...",\n'
|
||||||
f' "scenarios": [\n'
|
f' "scenarios": [\n'
|
||||||
f' {{\n'
|
f' {{\n'
|
||||||
f' "condition": {{"rsi_below": 30, "volume_ratio_above": 2.0,'
|
f' "condition": {{"rsi_below": 30, "volume_ratio_above": 2.0}},\n'
|
||||||
f' "unrealized_pnl_pct_above": 3.0, "holding_days_above": 5}},\n'
|
|
||||||
f' "action": "BUY|SELL|HOLD",\n'
|
f' "action": "BUY|SELL|HOLD",\n'
|
||||||
f' "confidence": 85,\n'
|
f' "confidence": 85,\n'
|
||||||
f' "allocation_pct": 10.0,\n'
|
f' "allocation_pct": 10.0,\n'
|
||||||
@@ -391,10 +390,6 @@ class PreMarketPlanner:
|
|||||||
price_below=cond_data.get("price_below"),
|
price_below=cond_data.get("price_below"),
|
||||||
price_change_pct_above=cond_data.get("price_change_pct_above"),
|
price_change_pct_above=cond_data.get("price_change_pct_above"),
|
||||||
price_change_pct_below=cond_data.get("price_change_pct_below"),
|
price_change_pct_below=cond_data.get("price_change_pct_below"),
|
||||||
unrealized_pnl_pct_above=cond_data.get("unrealized_pnl_pct_above"),
|
|
||||||
unrealized_pnl_pct_below=cond_data.get("unrealized_pnl_pct_below"),
|
|
||||||
holding_days_above=cond_data.get("holding_days_above"),
|
|
||||||
holding_days_below=cond_data.get("holding_days_below"),
|
|
||||||
)
|
)
|
||||||
|
|
||||||
if not condition.has_any_condition():
|
if not condition.has_any_condition():
|
||||||
|
|||||||
@@ -206,37 +206,6 @@ class ScenarioEngine:
|
|||||||
if condition.price_change_pct_below is not None:
|
if condition.price_change_pct_below is not None:
|
||||||
checks.append(price_change_pct is not None and price_change_pct < condition.price_change_pct_below)
|
checks.append(price_change_pct is not None and price_change_pct < condition.price_change_pct_below)
|
||||||
|
|
||||||
# Position-aware conditions
|
|
||||||
unrealized_pnl_pct = self._safe_float(market_data.get("unrealized_pnl_pct"))
|
|
||||||
if condition.unrealized_pnl_pct_above is not None or condition.unrealized_pnl_pct_below is not None:
|
|
||||||
if "unrealized_pnl_pct" not in market_data:
|
|
||||||
self._warn_missing_key("unrealized_pnl_pct")
|
|
||||||
if condition.unrealized_pnl_pct_above is not None:
|
|
||||||
checks.append(
|
|
||||||
unrealized_pnl_pct is not None
|
|
||||||
and unrealized_pnl_pct > condition.unrealized_pnl_pct_above
|
|
||||||
)
|
|
||||||
if condition.unrealized_pnl_pct_below is not None:
|
|
||||||
checks.append(
|
|
||||||
unrealized_pnl_pct is not None
|
|
||||||
and unrealized_pnl_pct < condition.unrealized_pnl_pct_below
|
|
||||||
)
|
|
||||||
|
|
||||||
holding_days = self._safe_float(market_data.get("holding_days"))
|
|
||||||
if condition.holding_days_above is not None or condition.holding_days_below is not None:
|
|
||||||
if "holding_days" not in market_data:
|
|
||||||
self._warn_missing_key("holding_days")
|
|
||||||
if condition.holding_days_above is not None:
|
|
||||||
checks.append(
|
|
||||||
holding_days is not None
|
|
||||||
and holding_days > condition.holding_days_above
|
|
||||||
)
|
|
||||||
if condition.holding_days_below is not None:
|
|
||||||
checks.append(
|
|
||||||
holding_days is not None
|
|
||||||
and holding_days < condition.holding_days_below
|
|
||||||
)
|
|
||||||
|
|
||||||
return len(checks) > 0 and all(checks)
|
return len(checks) > 0 and all(checks)
|
||||||
|
|
||||||
def _evaluate_global_condition(
|
def _evaluate_global_condition(
|
||||||
@@ -297,9 +266,5 @@ class ScenarioEngine:
|
|||||||
details["current_price"] = self._safe_float(market_data.get("current_price"))
|
details["current_price"] = self._safe_float(market_data.get("current_price"))
|
||||||
if condition.price_change_pct_above is not None or condition.price_change_pct_below is not None:
|
if condition.price_change_pct_above is not None or condition.price_change_pct_below is not None:
|
||||||
details["price_change_pct"] = self._safe_float(market_data.get("price_change_pct"))
|
details["price_change_pct"] = self._safe_float(market_data.get("price_change_pct"))
|
||||||
if condition.unrealized_pnl_pct_above is not None or condition.unrealized_pnl_pct_below is not None:
|
|
||||||
details["unrealized_pnl_pct"] = self._safe_float(market_data.get("unrealized_pnl_pct"))
|
|
||||||
if condition.holding_days_above is not None or condition.holding_days_below is not None:
|
|
||||||
details["holding_days"] = self._safe_float(market_data.get("holding_days"))
|
|
||||||
|
|
||||||
return details
|
return details
|
||||||
|
|||||||
@@ -3,7 +3,7 @@
|
|||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
||||||
import asyncio
|
import asyncio
|
||||||
from unittest.mock import AsyncMock, MagicMock, patch
|
from unittest.mock import AsyncMock, patch
|
||||||
|
|
||||||
import pytest
|
import pytest
|
||||||
|
|
||||||
@@ -296,280 +296,3 @@ 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"
|
|
||||||
|
|||||||
@@ -296,23 +296,3 @@ 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
|
|
||||||
|
|||||||
@@ -14,9 +14,6 @@ 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,
|
||||||
@@ -71,141 +68,6 @@ 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
|
|
||||||
|
|
||||||
|
|
||||||
class TestSafeFloat:
|
class TestSafeFloat:
|
||||||
"""Test safe_float() helper function."""
|
"""Test safe_float() helper function."""
|
||||||
|
|
||||||
@@ -249,7 +111,15 @@ class TestTradingCycleTelegramIntegration:
|
|||||||
def mock_broker(self) -> MagicMock:
|
def mock_broker(self) -> MagicMock:
|
||||||
"""Create mock broker."""
|
"""Create mock broker."""
|
||||||
broker = MagicMock()
|
broker = MagicMock()
|
||||||
broker.get_current_price = AsyncMock(return_value=(50000.0, 1.23, 100.0))
|
broker.get_orderbook = AsyncMock(
|
||||||
|
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": [
|
||||||
@@ -953,7 +823,11 @@ 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_current_price = AsyncMock(return_value=(50000.0, 2.50, 100.0))
|
broker.get_orderbook = AsyncMock(
|
||||||
|
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": [
|
||||||
@@ -1375,17 +1249,18 @@ async def test_sell_updates_original_buy_decision_outcome() -> None:
|
|||||||
)
|
)
|
||||||
|
|
||||||
broker = MagicMock()
|
broker = MagicMock()
|
||||||
broker.get_current_price = AsyncMock(return_value=(120.0, 0.0, 0.0))
|
broker.get_orderbook = AsyncMock(
|
||||||
|
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"})
|
||||||
@@ -1466,210 +1341,9 @@ async def test_hold_overridden_to_sell_when_stop_loss_triggered() -> None:
|
|||||||
)
|
)
|
||||||
|
|
||||||
broker = MagicMock()
|
broker = MagicMock()
|
||||||
broker.get_current_price = AsyncMock(return_value=(95.0, -5.0, 0.0))
|
broker.get_orderbook = AsyncMock(
|
||||||
broker.get_balance = AsyncMock(
|
return_value={"output1": {"stck_prpr": "95", "frgn_ntby_qty": "0", "prdy_ctrt": "-5.0"}}
|
||||||
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,
|
|
||||||
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()
|
|
||||||
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(
|
broker.get_balance = AsyncMock(
|
||||||
return_value={
|
return_value={
|
||||||
"output2": [
|
"output2": [
|
||||||
@@ -1683,113 +1357,6 @@ async def test_hold_not_overridden_when_between_stop_loss_and_take_profit() -> N
|
|||||||
)
|
)
|
||||||
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
|
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(
|
scenario = StockScenario(
|
||||||
condition=StockCondition(rsi_below=30),
|
condition=StockCondition(rsi_below=30),
|
||||||
action=ScenarioAction.BUY,
|
action=ScenarioAction.BUY,
|
||||||
@@ -1842,10 +1409,7 @@ async def test_sell_order_uses_broker_balance_qty_not_db() -> None:
|
|||||||
)
|
)
|
||||||
|
|
||||||
broker.send_order.assert_called_once()
|
broker.send_order.assert_called_once()
|
||||||
call_kwargs = broker.send_order.call_args.kwargs
|
assert broker.send_order.call_args.kwargs["order_type"] == "SELL"
|
||||||
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
|
||||||
@@ -2114,3 +1678,43 @@ def test_start_dashboard_server_enabled_starts_thread() -> None:
|
|||||||
assert thread == mock_thread
|
assert thread == mock_thread
|
||||||
mock_thread_cls.assert_called_once()
|
mock_thread_cls.assert_called_once()
|
||||||
mock_thread.start.assert_called_once()
|
mock_thread.start.assert_called_once()
|
||||||
|
|
||||||
|
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
# KR fallback stocks config (issue #153)
|
||||||
|
# ---------------------------------------------------------------------------
|
||||||
|
|
||||||
|
|
||||||
|
class TestKrFallbackStocksConfig:
|
||||||
|
"""Test KR_FALLBACK_STOCKS default value and parsing."""
|
||||||
|
|
||||||
|
def test_default_contains_samsung(self) -> None:
|
||||||
|
settings = Settings(
|
||||||
|
KIS_APP_KEY="k",
|
||||||
|
KIS_APP_SECRET="s",
|
||||||
|
KIS_ACCOUNT_NO="12345678-01",
|
||||||
|
GEMINI_API_KEY="g",
|
||||||
|
)
|
||||||
|
codes = [c.strip() for c in settings.KR_FALLBACK_STOCKS.split(",") if c.strip()]
|
||||||
|
assert "005930" in codes # 삼성전자
|
||||||
|
|
||||||
|
def test_default_has_ten_codes(self) -> None:
|
||||||
|
settings = Settings(
|
||||||
|
KIS_APP_KEY="k",
|
||||||
|
KIS_APP_SECRET="s",
|
||||||
|
KIS_ACCOUNT_NO="12345678-01",
|
||||||
|
GEMINI_API_KEY="g",
|
||||||
|
)
|
||||||
|
codes = [c.strip() for c in settings.KR_FALLBACK_STOCKS.split(",") if c.strip()]
|
||||||
|
assert len(codes) == 10
|
||||||
|
|
||||||
|
def test_env_override(self, monkeypatch: pytest.MonkeyPatch) -> None:
|
||||||
|
monkeypatch.setenv("KR_FALLBACK_STOCKS", "005930,000660")
|
||||||
|
settings = Settings(
|
||||||
|
KIS_APP_KEY="k",
|
||||||
|
KIS_APP_SECRET="s",
|
||||||
|
KIS_ACCOUNT_NO="12345678-01",
|
||||||
|
GEMINI_API_KEY="g",
|
||||||
|
)
|
||||||
|
codes = [c.strip() for c in settings.KR_FALLBACK_STOCKS.split(",") if c.strip()]
|
||||||
|
assert codes == ["005930", "000660"]
|
||||||
|
|||||||
@@ -440,135 +440,3 @@ class TestEvaluate:
|
|||||||
assert result.action == ScenarioAction.BUY
|
assert result.action == ScenarioAction.BUY
|
||||||
assert result.match_details["rsi"] == 25.0
|
assert result.match_details["rsi"] == 25.0
|
||||||
assert isinstance(result.match_details["rsi"], float)
|
assert isinstance(result.match_details["rsi"], float)
|
||||||
|
|
||||||
|
|
||||||
# ---------------------------------------------------------------------------
|
|
||||||
# Position-aware condition tests (#171)
|
|
||||||
# ---------------------------------------------------------------------------
|
|
||||||
|
|
||||||
|
|
||||||
class TestPositionAwareConditions:
|
|
||||||
"""Tests for unrealized_pnl_pct and holding_days condition fields."""
|
|
||||||
|
|
||||||
def test_evaluate_condition_unrealized_pnl_above_matches(
|
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""unrealized_pnl_pct_above should match when P&L exceeds threshold."""
|
|
||||||
condition = StockCondition(unrealized_pnl_pct_above=3.0)
|
|
||||||
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": 5.0}) is True
|
|
||||||
|
|
||||||
def test_evaluate_condition_unrealized_pnl_above_no_match(
|
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""unrealized_pnl_pct_above should NOT match when P&L is below threshold."""
|
|
||||||
condition = StockCondition(unrealized_pnl_pct_above=3.0)
|
|
||||||
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": 2.0}) is False
|
|
||||||
|
|
||||||
def test_evaluate_condition_unrealized_pnl_below_matches(
|
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""unrealized_pnl_pct_below should match when P&L is under threshold."""
|
|
||||||
condition = StockCondition(unrealized_pnl_pct_below=-2.0)
|
|
||||||
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": -3.5}) is True
|
|
||||||
|
|
||||||
def test_evaluate_condition_unrealized_pnl_below_no_match(
|
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""unrealized_pnl_pct_below should NOT match when P&L is above threshold."""
|
|
||||||
condition = StockCondition(unrealized_pnl_pct_below=-2.0)
|
|
||||||
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": -1.0}) is False
|
|
||||||
|
|
||||||
def test_evaluate_condition_holding_days_above_matches(
|
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""holding_days_above should match when position held longer than threshold."""
|
|
||||||
condition = StockCondition(holding_days_above=5)
|
|
||||||
assert engine.evaluate_condition(condition, {"holding_days": 7}) is True
|
|
||||||
|
|
||||||
def test_evaluate_condition_holding_days_above_no_match(
|
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""holding_days_above should NOT match when position held shorter."""
|
|
||||||
condition = StockCondition(holding_days_above=5)
|
|
||||||
assert engine.evaluate_condition(condition, {"holding_days": 3}) is False
|
|
||||||
|
|
||||||
def test_evaluate_condition_holding_days_below_matches(
|
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""holding_days_below should match when position held fewer days."""
|
|
||||||
condition = StockCondition(holding_days_below=3)
|
|
||||||
assert engine.evaluate_condition(condition, {"holding_days": 1}) is True
|
|
||||||
|
|
||||||
def test_evaluate_condition_holding_days_below_no_match(
|
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""holding_days_below should NOT match when held more days."""
|
|
||||||
condition = StockCondition(holding_days_below=3)
|
|
||||||
assert engine.evaluate_condition(condition, {"holding_days": 5}) is False
|
|
||||||
|
|
||||||
def test_combined_pnl_and_holding_days(self, engine: ScenarioEngine) -> None:
|
|
||||||
"""Combined position-aware conditions should AND-evaluate correctly."""
|
|
||||||
condition = StockCondition(
|
|
||||||
unrealized_pnl_pct_above=3.0,
|
|
||||||
holding_days_above=5,
|
|
||||||
)
|
|
||||||
# Both met → match
|
|
||||||
assert engine.evaluate_condition(
|
|
||||||
condition,
|
|
||||||
{"unrealized_pnl_pct": 4.5, "holding_days": 7},
|
|
||||||
) is True
|
|
||||||
# Only pnl met → no match
|
|
||||||
assert engine.evaluate_condition(
|
|
||||||
condition,
|
|
||||||
{"unrealized_pnl_pct": 4.5, "holding_days": 3},
|
|
||||||
) is False
|
|
||||||
|
|
||||||
def test_missing_unrealized_pnl_does_not_match(
|
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""Missing unrealized_pnl_pct key should not match the condition."""
|
|
||||||
condition = StockCondition(unrealized_pnl_pct_above=3.0)
|
|
||||||
assert engine.evaluate_condition(condition, {}) is False
|
|
||||||
|
|
||||||
def test_missing_holding_days_does_not_match(
|
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""Missing holding_days key should not match the condition."""
|
|
||||||
condition = StockCondition(holding_days_above=5)
|
|
||||||
assert engine.evaluate_condition(condition, {}) is False
|
|
||||||
|
|
||||||
def test_match_details_includes_position_fields(
|
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""match_details should include position fields when condition specifies them."""
|
|
||||||
pb = _playbook(
|
|
||||||
scenarios=[
|
|
||||||
StockScenario(
|
|
||||||
condition=StockCondition(unrealized_pnl_pct_above=3.0),
|
|
||||||
action=ScenarioAction.SELL,
|
|
||||||
confidence=90,
|
|
||||||
rationale="Take profit",
|
|
||||||
)
|
|
||||||
]
|
|
||||||
)
|
|
||||||
result = engine.evaluate(
|
|
||||||
pb,
|
|
||||||
"005930",
|
|
||||||
{"unrealized_pnl_pct": 5.0},
|
|
||||||
{},
|
|
||||||
)
|
|
||||||
assert result.action == ScenarioAction.SELL
|
|
||||||
assert "unrealized_pnl_pct" in result.match_details
|
|
||||||
assert result.match_details["unrealized_pnl_pct"] == 5.0
|
|
||||||
|
|
||||||
def test_position_conditions_parse_from_planner(self) -> None:
|
|
||||||
"""StockCondition should accept and store new fields from JSON parsing."""
|
|
||||||
condition = StockCondition(
|
|
||||||
unrealized_pnl_pct_above=3.0,
|
|
||||||
unrealized_pnl_pct_below=None,
|
|
||||||
holding_days_above=5,
|
|
||||||
holding_days_below=None,
|
|
||||||
)
|
|
||||||
assert condition.unrealized_pnl_pct_above == 3.0
|
|
||||||
assert condition.holding_days_above == 5
|
|
||||||
assert condition.has_any_condition() is True
|
|
||||||
|
|||||||
@@ -5,7 +5,7 @@ from unittest.mock import AsyncMock, patch
|
|||||||
import aiohttp
|
import aiohttp
|
||||||
import pytest
|
import pytest
|
||||||
|
|
||||||
from src.notifications.telegram_client import NotificationFilter, NotificationPriority, TelegramClient
|
from src.notifications.telegram_client import NotificationPriority, TelegramClient
|
||||||
|
|
||||||
|
|
||||||
class TestTelegramClientInit:
|
class TestTelegramClientInit:
|
||||||
@@ -481,187 +481,3 @@ 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
|
|
||||||
|
|||||||
@@ -875,91 +875,3 @@ 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