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feature/is
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.env.example
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.env.example
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# ============================================================
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# The Ouroboros — Environment Configuration
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# ============================================================
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# Copy this file to .env and fill in your values.
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# Lines starting with # are comments.
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# ============================================================
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# Korea Investment Securities API
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# ============================================================
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KIS_APP_KEY=your_app_key_here
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KIS_APP_SECRET=your_app_secret_here
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KIS_ACCOUNT_NO=12345678-01
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KIS_BASE_URL=https://openapivts.koreainvestment.com:9443
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# Paper trading (VTS): https://openapivts.koreainvestment.com:29443
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# Live trading: https://openapi.koreainvestment.com:9443
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KIS_BASE_URL=https://openapivts.koreainvestment.com:29443
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# ============================================================
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# Trading Mode
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# ============================================================
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# paper = 모의투자 (safe for testing), live = 실전투자 (real money)
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MODE=paper
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# daily = batch per session, realtime = per-stock continuous scan
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TRADE_MODE=daily
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# Comma-separated market codes: KR, US, JP, HK, CN, VN
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ENABLED_MARKETS=KR,US
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# Simulated USD cash for paper (VTS) overseas trading.
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# VTS overseas balance API often returns 0; this value is used as fallback.
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# Set to 0 to disable fallback (not used in live mode).
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PAPER_OVERSEAS_CASH=50000.0
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# ============================================================
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# Google Gemini
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# ============================================================
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GEMINI_API_KEY=your_gemini_api_key_here
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# Recommended: gemini-2.0-flash-exp or gemini-1.5-pro
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GEMINI_MODEL=gemini-2.0-flash-exp
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GEMINI_MODEL=gemini-pro
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# ============================================================
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# Risk Management
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# ============================================================
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CIRCUIT_BREAKER_PCT=-3.0
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FAT_FINGER_PCT=30.0
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CONFIDENCE_THRESHOLD=80
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# ============================================================
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# Database
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# ============================================================
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DB_PATH=data/trade_logs.db
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# ============================================================
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# Rate Limiting
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# ============================================================
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# KIS API real limit is ~2 RPS. Keep at 2.0 for maximum safety.
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# Increasing this risks EGW00201 "초당 거래건수 초과" errors.
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RATE_LIMIT_RPS=2.0
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# Rate Limiting (requests per second for KIS API)
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# Reduced to 5.0 to avoid "초당 거래건수 초과" errors (EGW00201)
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RATE_LIMIT_RPS=5.0
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# ============================================================
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# External Data APIs (optional)
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# ============================================================
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# Trading Mode (paper / live)
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MODE=paper
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# External Data APIs (optional — for enhanced decision-making)
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# NEWS_API_KEY=your_news_api_key_here
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# NEWS_API_PROVIDER=alphavantage
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# MARKET_DATA_API_KEY=your_market_data_key_here
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# ============================================================
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# Telegram Notifications (optional)
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# ============================================================
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# Get bot token from @BotFather on Telegram
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# Get chat ID from @userinfobot or your chat
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# TELEGRAM_BOT_TOKEN=1234567890:ABCdefGHIjklMNOpqrsTUVwxyz
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# TELEGRAM_CHAT_ID=123456789
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# TELEGRAM_ENABLED=true
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# ============================================================
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# Dashboard (optional)
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# ============================================================
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# DASHBOARD_ENABLED=false
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# DASHBOARD_HOST=127.0.0.1
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# DASHBOARD_PORT=8080
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@@ -94,7 +94,6 @@ Smart Scanner runs in `TRADE_MODE=realtime` only. Daily mode uses static watchli
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- **[Testing](docs/testing.md)** — Test structure, coverage requirements, writing tests
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- **[Agent Policies](docs/agents.md)** — Prime directives, constraints, prohibited actions
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- **[Requirements Log](docs/requirements-log.md)** — User requirements and feedback tracking
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- **[Live Trading Checklist](docs/live-trading-checklist.md)** — 모의→실전 전환 체크리스트
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## Core Principles
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@@ -171,7 +170,7 @@ Markets auto-detected based on timezone and enabled in `ENABLED_MARKETS` env var
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- `src/core/risk_manager.py` is **READ-ONLY** — changes require human approval
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- Circuit breaker at -3.0% P&L — may only be made **stricter**
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- Fat-finger protection: max 30% of cash per order — always enforced
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- Confidence 임계값 (market_outlook별, 낮출 수 없음): BEARISH ≥ 90, NEUTRAL/기본 ≥ 80, BULLISH ≥ 75
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- Confidence < 80 → force HOLD — cannot be weakened
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- All code changes → corresponding tests → coverage ≥ 80%
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## Contributing
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@@ -192,27 +192,6 @@ When `TELEGRAM_COMMANDS_ENABLED=true` (default), the bot accepts these interacti
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Commands are only processed from the authorized `TELEGRAM_CHAT_ID`.
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## KIS API TR_ID 참조 문서
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**TR_ID를 추가하거나 수정할 때 반드시 공식 문서를 먼저 확인할 것.**
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공식 문서: `docs/한국투자증권_오픈API_전체문서_20260221_030000.xlsx`
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> ⚠️ 커뮤니티 블로그, GitHub 예제 등 비공식 자료의 TR_ID는 오래되거나 틀릴 수 있음.
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> 실제로 `VTTT1006U`(미국 매도 — 잘못됨)가 오랫동안 코드에 남아있던 사례가 있음 (Issue #189).
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### 주요 TR_ID 목록
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| 구분 | 모의투자 TR_ID | 실전투자 TR_ID | 시트명 |
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|------|---------------|---------------|--------|
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| 해외주식 매수 (미국) | `VTTT1002U` | `TTTT1002U` | 해외주식 주문 |
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| 해외주식 매도 (미국) | `VTTT1001U` | `TTTT1006U` | 해외주식 주문 |
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새로운 TR_ID가 필요할 때:
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1. 위 xlsx 파일에서 해당 거래 유형의 시트를 찾는다.
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2. 모의투자(`VTTT`) / 실전투자(`TTTT`) 컬럼을 구분하여 정확한 값을 사용한다.
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3. 코드에 출처 주석을 남긴다: `# Source: 한국투자증권_오픈API_전체문서 — '<시트명>' 시트`
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## Environment Setup
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```bash
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@@ -1,131 +0,0 @@
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# 실전 전환 체크리스트
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모의 거래(paper)에서 실전(live)으로 전환하기 전에 아래 항목을 **순서대로** 모두 확인하세요.
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---
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## 1. 사전 조건
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### 1-1. KIS OpenAPI 실전 계좌 준비
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- [ ] 한국투자증권 계좌 개설 완료 (일반 위탁 계좌)
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- [ ] OpenAPI 실전 사용 신청 (KIS 홈페이지 → Open API → 서비스 신청)
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- [ ] 실전용 APP_KEY / APP_SECRET 발급 완료
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- [ ] KIS_ACCOUNT_NO 형식 확인: `XXXXXXXX-XX` (8자리-2자리)
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### 1-2. 리스크 파라미터 검토
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- [ ] `CIRCUIT_BREAKER_PCT` 확인: 기본값 -3.0% (더 엄격하게 조정 권장)
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- [ ] `FAT_FINGER_PCT` 확인: 기본값 30.0% (1회 주문 최대 잔고 대비 %)
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- [ ] `CONFIDENCE_THRESHOLD` 확인: BEARISH ≥ 90, NEUTRAL ≥ 80, BULLISH ≥ 75
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- [ ] 초기 투자금 결정 및 해외 주식 운용 한도 설정
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### 1-3. 시스템 요건
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- [ ] 커버리지 80% 이상 유지 확인: `pytest --cov=src`
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- [ ] 타입 체크 통과: `mypy src/ --strict`
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- [ ] Lint 통과: `ruff check src/ tests/`
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---
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## 2. 환경 설정
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### 2-1. `.env` 파일 수정
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```bash
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# 1. KIS 실전 URL로 변경 (모의: openapivts 포트 29443)
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KIS_BASE_URL=https://openapi.koreainvestment.com:9443
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# 2. 실전 APP_KEY / APP_SECRET으로 교체
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KIS_APP_KEY=<실전_APP_KEY>
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KIS_APP_SECRET=<실전_APP_SECRET>
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KIS_ACCOUNT_NO=<실전_계좌번호>
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# 3. 모드를 live로 변경
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MODE=live
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# 4. PAPER_OVERSEAS_CASH 비활성화 (live 모드에선 무시되지만 명시적으로 0 설정)
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PAPER_OVERSEAS_CASH=0
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```
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> ⚠️ `KIS_BASE_URL` 포트 주의:
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> - **모의(VTS)**: `https://openapivts.koreainvestment.com:29443`
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> - **실전**: `https://openapi.koreainvestment.com:9443`
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### 2-2. TR_ID 자동 분기 확인
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아래 TR_ID는 `MODE` 값에 따라 코드에서 **자동으로 선택**됩니다.
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별도 설정 불필요하나, 문제 발생 시 아래 표를 참조하세요.
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| 구분 | 모의 TR_ID | 실전 TR_ID |
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|------|-----------|-----------|
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| 국내 잔고 조회 | `VTTC8434R` | `TTTC8434R` |
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| 국내 현금 매수 | `VTTC0012U` | `TTTC0012U` |
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| 국내 현금 매도 | `VTTC0011U` | `TTTC0011U` |
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| 해외 잔고 조회 | `VTTS3012R` | `TTTS3012R` |
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| 해외 매수 | `VTTT1002U` | `TTTT1002U` |
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| 해외 매도 | `VTTT1001U` | `TTTT1006U` |
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> **출처**: `docs/한국투자증권_오픈API_전체문서_20260221_030000.xlsx` (공식 문서 기준)
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---
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## 3. 최종 확인
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### 3-1. 실전 시작 전 점검
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- [ ] DB 백업 완료: `data/trade_logs.db` → `data/backups/`
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- [ ] Telegram 알림 설정 확인 (실전에서는 알림이 더욱 중요)
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- [ ] 소액으로 첫 거래 진행 후 TR_ID/계좌 정상 동작 확인
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### 3-2. 실행 명령
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```bash
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# 실전 모드로 실행
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python -m src.main --mode=live
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# 대시보드 함께 실행 (별도 터미널에서 모니터링)
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python -m src.main --mode=live --dashboard
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```
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### 3-3. 실전 시작 직후 확인 사항
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- [ ] 로그에 `MODE=live` 출력 확인
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- [ ] 첫 잔고 조회 성공 (ConnectionError 없음)
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- [ ] Telegram 알림 수신 확인 ("System started")
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- [ ] 첫 주문 후 KIS 앱에서 체결 내역 확인
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---
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## 4. 비상 정지 방법
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### 즉각 정지
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```bash
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# 터미널에서 Ctrl+C (정상 종료 트리거)
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# 또는 Telegram 봇 명령:
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/stop
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```
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### Circuit Breaker 발동 시
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- CB가 발동되면 자동으로 거래 중단 및 Telegram 알림 전송
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- CB 임계값: `CIRCUIT_BREAKER_PCT` (기본 -3.0%)
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- **임계값은 엄격하게만 조정 가능** (더 낮은 음수 값으로만 변경)
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---
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## 5. 롤백 절차
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실전 전환 후 문제 발생 시:
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```bash
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# 1. 즉시 .env에서 MODE=paper로 복원
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# 2. 재시작
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python -m src.main --mode=paper
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# 3. DB에서 최근 거래 확인
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sqlite3 data/trade_logs.db "SELECT * FROM trades ORDER BY id DESC LIMIT 20;"
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```
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---
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## 관련 문서
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- [시스템 아키텍처](architecture.md)
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- [워크플로우 가이드](workflow.md)
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- [재해 복구](disaster_recovery.md)
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- [Agent 제약 조건](agents.md)
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@@ -7,32 +7,6 @@
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---
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## 2026-02-21
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### 거래 상태 확인 중 발견된 버그 (#187)
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- 거래 상태 점검 요청 → SELL 주문(손절/익절)이 Fat Finger에 막혀 전혀 실행 안 됨 발견
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- **#187 (Critical)**: SELL 주문에서 Fat Finger 오탐 — `order_amount/total_cash > 30%`가 SELL에도 적용되어 대형 포지션 매도 불가
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- JELD stop-loss -6.20% → 차단, RXT take-profit +46.13% → 차단
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- 수정: SELL은 `check_circuit_breaker`만 호출, `validate_order`(Fat Finger 포함) 미호출
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---
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## 2026-02-20
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### 지속적 모니터링 및 개선점 도출 (이슈 #178~#182)
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- Dashboard 포함해서 실행하며 간헐적 문제 모니터링 및 개선점 자동 도출 요청
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- 모니터링 결과 발견된 이슈 목록:
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- **#178**: uvicorn 미설치 → dashboard 미작동 + 오해의 소지 있는 시작 로그 → uvicorn 설치 완료
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- **#179 (Critical)**: 잔액 부족 주문 실패 후 매 사이클마다 무한 재시도 (MLECW 20분 이상 반복)
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- **#180**: 다중 인스턴스 실행 시 Telegram 409 충돌
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- **#181**: implied_rsi 공식 포화 문제 (change_rate≥12.5% → RSI=100)
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- **#182 (Critical)**: 보유 종목이 SmartScanner 변동성 필터에 걸려 SELL 신호 미생성 → SELL 체결 0건, 잔고 소진
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- 요구사항: 모니터링 자동화 및 주기적 개선점 리포트 도출
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||||
---
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## 2026-02-05
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### API 효율화
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@@ -292,66 +266,3 @@ Order result: 모의투자 매수주문이 완료 되었습니다. ✓
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```
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**이슈/PR:** #149, #150
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---
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## 2026-02-23
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### 국내주식 지정가 전환 및 미체결 처리 (#232)
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**배경:**
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- 해외주식은 #211에서 지정가로 전환했으나 국내주식은 여전히 `price=0` (시장가)
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- KRX도 지정가 주문 사용 시 동일한 미체결 위험이 존재
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- 지정가 전환 + 미체결 처리를 함께 구현
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**구현 내용:**
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1. `src/broker/kis_api.py`
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- `get_domestic_pending_orders()`: 모의 즉시 `[]`, 실전 `TTTC0084R` GET
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- `cancel_domestic_order()`: 실전 `TTTC0013U` / 모의 `VTTC0013U`, hashkey 필수
|
||||
|
||||
2. `src/main.py`
|
||||
- import `kr_round_down` 추가
|
||||
- `trading_cycle`, `run_daily_session` 국내 주문 `price=0` → 지정가:
|
||||
BUY +0.2% / SELL -0.2%, `kr_round_down` KRX 틱 반올림 적용
|
||||
- `handle_domestic_pending_orders` 함수: BUY→취소+쿨다운, SELL→취소+재주문(-0.4%, 최대1회)
|
||||
- daily/realtime 두 모드에서 domestic pending 체크 호출 추가
|
||||
|
||||
3. 테스트 14개 추가:
|
||||
- `TestGetDomesticPendingOrders` (3), `TestCancelDomesticOrder` (5)
|
||||
- `TestHandleDomesticPendingOrders` (4), `TestDomesticLimitOrderPrice` (2)
|
||||
|
||||
**이슈/PR:** #232, PR #233
|
||||
|
||||
---
|
||||
|
||||
## 2026-02-24
|
||||
|
||||
### 해외잔고 ghost position 수정 — '모의투자 잔고내역이 없습니다' 반복 방지 (#235)
|
||||
|
||||
**배경:**
|
||||
- 모의투자 실행 시 MLECW, KNRX, NBY, SNSE 등 만료/정지된 종목에 대해
|
||||
`모의투자 잔고내역이 없습니다` 오류가 매 사이클 반복됨
|
||||
|
||||
**근본 원인:**
|
||||
1. `ovrs_cblc_qty` (해외잔고수량, 총 보유) vs `ord_psbl_qty` (주문가능수량, 실제 매도 가능)
|
||||
- 기존 코드: `ovrs_cblc_qty` 우선 사용 → 만료 Warrant가 `ovrs_cblc_qty=289456`이지만 실제 `ord_psbl_qty=0`
|
||||
- startup sync / build_overseas_symbol_universe가 이 종목들을 포지션으로 기록
|
||||
2. SELL 실패 시 DB 포지션이 닫히지 않아 다음 사이클에서도 재시도 (무한 반복)
|
||||
|
||||
**구현 내용:**
|
||||
|
||||
1. `src/main.py` — `_extract_held_codes_from_balance`, `_extract_held_qty_from_balance`
|
||||
- 해외 잔고 필드 우선순위 변경: `ord_psbl_qty` → `ovrs_cblc_qty` → `hldg_qty` (fallback 유지)
|
||||
- KIS 공식 문서(VTTS3012R) 기준: `ord_psbl_qty`가 실제 매도 가능 수량
|
||||
|
||||
2. `src/main.py` — `trading_cycle` ghost-close 처리
|
||||
- 해외 SELL이 `잔고내역이 없습니다`로 실패 시 DB 포지션을 `[ghost-close]` SELL로 종료
|
||||
- exchange code 불일치 등 예외 상황에서 무한 반복 방지
|
||||
|
||||
3. 테스트 7개 추가:
|
||||
- `TestExtractHeldQtyFromBalance` 3개: ord_psbl_qty 우선, 0이면 0 반환, fallback
|
||||
- `TestExtractHeldCodesFromBalance` 2개: ord_psbl_qty=0인 종목 제외, fallback
|
||||
- `TestOverseasGhostPositionClose` 2개: ghost-close 로그 확인, 일반 오류 무시
|
||||
|
||||
**이슈/PR:** #235, PR #236
|
||||
|
||||
@@ -23,7 +23,7 @@ if [ -z "${APP_CMD:-}" ]; then
|
||||
|
||||
dashboard_port="${DASHBOARD_PORT:-8080}"
|
||||
|
||||
APP_CMD="DASHBOARD_PORT=$dashboard_port $PYTHON_BIN -m src.main --mode=live --dashboard"
|
||||
APP_CMD="DASHBOARD_PORT=$dashboard_port $PYTHON_BIN -m src.main --mode=paper --dashboard"
|
||||
fi
|
||||
|
||||
mkdir -p "$LOG_DIR"
|
||||
|
||||
@@ -175,7 +175,7 @@ class SmartVolatilityScanner:
|
||||
liquidity_score = volume_rank_bonus.get(stock_code, 0.0)
|
||||
score = min(100.0, volatility_score + liquidity_score)
|
||||
signal = "momentum" if change_rate >= 0 else "oversold"
|
||||
implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 2.0)))
|
||||
implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 4.0)))
|
||||
|
||||
candidates.append(
|
||||
ScanCandidate(
|
||||
@@ -282,7 +282,7 @@ class SmartVolatilityScanner:
|
||||
liquidity_score = volume_rank_bonus.get(stock_code, 0.0)
|
||||
score = min(100.0, volatility_score + liquidity_score)
|
||||
signal = "momentum" if change_rate >= 0 else "oversold"
|
||||
implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 2.0)))
|
||||
implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 4.0)))
|
||||
candidates.append(
|
||||
ScanCandidate(
|
||||
stock_code=stock_code,
|
||||
@@ -338,7 +338,7 @@ class SmartVolatilityScanner:
|
||||
|
||||
score = min(volatility_pct / 10.0, 1.0) * 100.0
|
||||
signal = "momentum" if change_rate >= 0 else "oversold"
|
||||
implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 2.0)))
|
||||
implied_rsi = max(0.0, min(100.0, 50.0 + (change_rate * 4.0)))
|
||||
candidates.append(
|
||||
ScanCandidate(
|
||||
stock_code=stock_code,
|
||||
|
||||
@@ -346,10 +346,8 @@ class GeminiClient:
|
||||
# Validate required fields
|
||||
if not all(k in data for k in ("action", "confidence", "rationale")):
|
||||
logger.warning("Missing fields in Gemini response — defaulting to HOLD")
|
||||
# Preserve raw text in rationale so prompt_override callers (e.g. pre_market_planner)
|
||||
# can extract their own JSON format from decision.rationale (#245)
|
||||
return TradeDecision(
|
||||
action="HOLD", confidence=0, rationale=raw
|
||||
action="HOLD", confidence=0, rationale="Missing required fields"
|
||||
)
|
||||
|
||||
action = str(data["action"]).upper()
|
||||
@@ -441,18 +439,6 @@ class GeminiClient:
|
||||
action="HOLD", confidence=0, rationale=f"API error: {exc}", token_count=token_count
|
||||
)
|
||||
|
||||
# prompt_override callers (e.g. pre_market_planner) expect raw text back,
|
||||
# not a parsed TradeDecision. Skip parse_response to avoid spurious
|
||||
# "Missing fields" warnings and return the raw response directly. (#247)
|
||||
if "prompt_override" in market_data:
|
||||
logger.info(
|
||||
"Gemini raw response received (prompt_override, tokens=%d)", token_count
|
||||
)
|
||||
# Not a trade decision — don't inflate _total_decisions metrics
|
||||
return TradeDecision(
|
||||
action="HOLD", confidence=0, rationale=raw, token_count=token_count
|
||||
)
|
||||
|
||||
decision = self.parse_response(raw)
|
||||
self._total_decisions += 1
|
||||
|
||||
|
||||
@@ -179,8 +179,8 @@ class PromptOptimizer:
|
||||
# Minimal instructions
|
||||
prompt = (
|
||||
f"{market_name} trader. Analyze:\n{data_str}\n\n"
|
||||
'Return JSON: {"action":"BUY"|"SELL"|"HOLD","confidence":<0-100>,"rationale":"<text>"}\n'
|
||||
"Rules: action=BUY/SELL/HOLD, confidence=0-100, rationale=concise. No markdown."
|
||||
'Return JSON: {"act":"BUY"|"SELL"|"HOLD","conf":<0-100>,"reason":"<text>"}\n'
|
||||
"Rules: act=BUY/SELL/HOLD, conf=0-100, reason=concise. No markdown."
|
||||
)
|
||||
else:
|
||||
# Data only (for cached contexts where instructions are known)
|
||||
|
||||
@@ -8,7 +8,7 @@ from __future__ import annotations
|
||||
import asyncio
|
||||
import logging
|
||||
import ssl
|
||||
from typing import Any, cast
|
||||
from typing import Any
|
||||
|
||||
import aiohttp
|
||||
|
||||
@@ -285,10 +285,7 @@ class KISBroker:
|
||||
await self._rate_limiter.acquire()
|
||||
session = self._get_session()
|
||||
|
||||
# TR_ID: 실전 TTTC8434R, 모의 VTTC8434R
|
||||
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '국내주식 잔고조회' 시트
|
||||
tr_id = "TTTC8434R" if self._settings.MODE == "live" else "VTTC8434R"
|
||||
headers = await self._auth_headers(tr_id)
|
||||
headers = await self._auth_headers("VTTC8434R") # 모의투자 잔고조회
|
||||
params = {
|
||||
"CANO": self._account_no,
|
||||
"ACNT_PRDT_CD": self._product_cd,
|
||||
@@ -333,13 +330,7 @@ class KISBroker:
|
||||
await self._rate_limiter.acquire()
|
||||
session = self._get_session()
|
||||
|
||||
# TR_ID: 실전 BUY=TTTC0012U SELL=TTTC0011U, 모의 BUY=VTTC0012U SELL=VTTC0011U
|
||||
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '주식주문(현금)' 시트
|
||||
# ※ TTTC0802U/VTTC0802U는 미수매수(증거금40% 계좌 전용) — 현금주문에 사용 금지
|
||||
if self._settings.MODE == "live":
|
||||
tr_id = "TTTC0012U" if order_type == "BUY" else "TTTC0011U"
|
||||
else:
|
||||
tr_id = "VTTC0012U" if order_type == "BUY" else "VTTC0011U"
|
||||
tr_id = "VTTC0802U" if order_type == "BUY" else "VTTC0801U"
|
||||
|
||||
# KRX requires limit orders to be rounded down to the tick unit.
|
||||
# ORD_DVSN: "00"=지정가, "01"=시장가
|
||||
@@ -430,7 +421,7 @@ class KISBroker:
|
||||
"fid_cond_mrkt_div_code": "J",
|
||||
"fid_cond_scr_div_code": "20170",
|
||||
"fid_input_iscd": "0000",
|
||||
"fid_rank_sort_cls_code": "0",
|
||||
"fid_rank_sort_cls_code": "0000",
|
||||
"fid_input_cnt_1": str(limit),
|
||||
"fid_prc_cls_code": "0",
|
||||
"fid_input_price_1": "0",
|
||||
@@ -466,7 +457,7 @@ class KISBroker:
|
||||
rankings = []
|
||||
for item in data.get("output", [])[:limit]:
|
||||
rankings.append({
|
||||
"stock_code": item.get("stck_shrn_iscd") or item.get("mksc_shrn_iscd", ""),
|
||||
"stock_code": item.get("mksc_shrn_iscd", ""),
|
||||
"name": item.get("hts_kor_isnm", ""),
|
||||
"price": _safe_float(item.get("stck_prpr", "0")),
|
||||
"volume": _safe_float(item.get("acml_vol", "0")),
|
||||
@@ -478,112 +469,6 @@ class KISBroker:
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(f"Network error fetching rankings: {exc}") from exc
|
||||
|
||||
async def get_domestic_pending_orders(self) -> list[dict[str, Any]]:
|
||||
"""Fetch unfilled (pending) domestic limit orders.
|
||||
|
||||
The KIS pending-orders API (TTTC0084R) is unsupported in paper (VTS)
|
||||
mode, so this method returns an empty list immediately when MODE is
|
||||
not "live".
|
||||
|
||||
Returns:
|
||||
List of pending order dicts from the KIS ``output`` field.
|
||||
Each dict includes keys such as ``odno``, ``orgn_odno``,
|
||||
``ord_gno_brno``, ``psbl_qty``, ``sll_buy_dvsn_cd``, ``pdno``.
|
||||
"""
|
||||
if self._settings.MODE != "live":
|
||||
logger.debug(
|
||||
"get_domestic_pending_orders: paper mode — TTTC0084R unsupported, returning []"
|
||||
)
|
||||
return []
|
||||
|
||||
await self._rate_limiter.acquire()
|
||||
session = self._get_session()
|
||||
|
||||
# TR_ID: 실전 TTTC0084R (모의 미지원)
|
||||
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '주식 미체결조회' 시트
|
||||
headers = await self._auth_headers("TTTC0084R")
|
||||
params = {
|
||||
"CANO": self._account_no,
|
||||
"ACNT_PRDT_CD": self._product_cd,
|
||||
"INQR_DVSN_1": "0",
|
||||
"INQR_DVSN_2": "0",
|
||||
"CTX_AREA_FK100": "",
|
||||
"CTX_AREA_NK100": "",
|
||||
}
|
||||
url = f"{self._base_url}/uapi/domestic-stock/v1/trading/inquire-psbl-rvsecncl"
|
||||
|
||||
try:
|
||||
async with session.get(url, headers=headers, params=params) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(
|
||||
f"get_domestic_pending_orders failed ({resp.status}): {text}"
|
||||
)
|
||||
data = await resp.json()
|
||||
return data.get("output", []) or []
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(
|
||||
f"Network error fetching domestic pending orders: {exc}"
|
||||
) from exc
|
||||
|
||||
async def cancel_domestic_order(
|
||||
self,
|
||||
stock_code: str,
|
||||
orgn_odno: str,
|
||||
krx_fwdg_ord_orgno: str,
|
||||
qty: int,
|
||||
) -> dict[str, Any]:
|
||||
"""Cancel an unfilled domestic limit order.
|
||||
|
||||
Args:
|
||||
stock_code: 6-digit domestic stock code (``pdno``).
|
||||
orgn_odno: Original order number from pending-orders response
|
||||
(``orgn_odno`` field).
|
||||
krx_fwdg_ord_orgno: KRX forwarding order branch number from
|
||||
pending-orders response (``ord_gno_brno`` field).
|
||||
qty: Quantity to cancel (use ``psbl_qty`` from pending order).
|
||||
|
||||
Returns:
|
||||
Raw KIS API response dict (check ``rt_cd == "0"`` for success).
|
||||
"""
|
||||
await self._rate_limiter.acquire()
|
||||
session = self._get_session()
|
||||
|
||||
# TR_ID: 실전 TTTC0013U, 모의 VTTC0013U
|
||||
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '주식주문(정정취소)' 시트
|
||||
tr_id = "TTTC0013U" if self._settings.MODE == "live" else "VTTC0013U"
|
||||
|
||||
body = {
|
||||
"CANO": self._account_no,
|
||||
"ACNT_PRDT_CD": self._product_cd,
|
||||
"KRX_FWDG_ORD_ORGNO": krx_fwdg_ord_orgno,
|
||||
"ORGN_ODNO": orgn_odno,
|
||||
"ORD_DVSN": "00",
|
||||
"ORD_QTY": str(qty),
|
||||
"ORD_UNPR": "0",
|
||||
"RVSE_CNCL_DVSN_CD": "02",
|
||||
"QTY_ALL_ORD_YN": "Y",
|
||||
}
|
||||
|
||||
hash_key = await self._get_hash_key(body)
|
||||
headers = await self._auth_headers(tr_id)
|
||||
headers["hashkey"] = hash_key
|
||||
|
||||
url = f"{self._base_url}/uapi/domestic-stock/v1/trading/order-rvsecncl"
|
||||
|
||||
try:
|
||||
async with session.post(url, headers=headers, json=body) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(
|
||||
f"cancel_domestic_order failed ({resp.status}): {text}"
|
||||
)
|
||||
return cast(dict[str, Any], await resp.json())
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(
|
||||
f"Network error cancelling domestic order: {exc}"
|
||||
) from exc
|
||||
|
||||
async def get_daily_prices(
|
||||
self,
|
||||
stock_code: str,
|
||||
|
||||
@@ -29,20 +29,6 @@ _RANKING_EXCHANGE_MAP: dict[str, str] = {
|
||||
# NASD → NAS, NYSE → NYS, AMEX → AMS (confirmed: AMEX returns empty, AMS returns price).
|
||||
_PRICE_EXCHANGE_MAP: dict[str, str] = _RANKING_EXCHANGE_MAP
|
||||
|
||||
# Cancel order TR_IDs per exchange code — (live_tr_id, paper_tr_id).
|
||||
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 주문취소' 시트
|
||||
_CANCEL_TR_ID_MAP: dict[str, tuple[str, str]] = {
|
||||
"NASD": ("TTTT1004U", "VTTT1004U"),
|
||||
"NYSE": ("TTTT1004U", "VTTT1004U"),
|
||||
"AMEX": ("TTTT1004U", "VTTT1004U"),
|
||||
"SEHK": ("TTTS1003U", "VTTS1003U"),
|
||||
"TSE": ("TTTS0309U", "VTTS0309U"),
|
||||
"SHAA": ("TTTS0302U", "VTTS0302U"),
|
||||
"SZAA": ("TTTS0306U", "VTTS0306U"),
|
||||
"HNX": ("TTTS0312U", "VTTS0312U"),
|
||||
"HSX": ("TTTS0312U", "VTTS0312U"),
|
||||
}
|
||||
|
||||
|
||||
class OverseasBroker:
|
||||
"""KIS Overseas Stock API wrapper that reuses KISBroker infrastructure."""
|
||||
@@ -133,7 +119,7 @@ class OverseasBroker:
|
||||
"AUTH": "",
|
||||
"EXCD": ranking_excd,
|
||||
"NDAY": "0",
|
||||
"GUBN": "0", # 0=전체(상승+하락), 1=상승만 — 변동성 스캐너는 전체 필요
|
||||
"GUBN": "1",
|
||||
"VOL_RANG": "0",
|
||||
}
|
||||
|
||||
@@ -189,12 +175,8 @@ class OverseasBroker:
|
||||
await self._broker._rate_limiter.acquire()
|
||||
session = self._broker._get_session()
|
||||
|
||||
# TR_ID: 실전 TTTS3012R, 모의 VTTS3012R
|
||||
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 잔고조회' 시트
|
||||
balance_tr_id = (
|
||||
"TTTS3012R" if self._broker._settings.MODE == "live" else "VTTS3012R"
|
||||
)
|
||||
headers = await self._broker._auth_headers(balance_tr_id)
|
||||
# Virtual trading TR_ID for overseas balance inquiry
|
||||
headers = await self._broker._auth_headers("VTTS3012R")
|
||||
params = {
|
||||
"CANO": self._broker._account_no,
|
||||
"ACNT_PRDT_CD": self._broker._product_cd,
|
||||
@@ -247,12 +229,8 @@ class OverseasBroker:
|
||||
await self._broker._rate_limiter.acquire()
|
||||
session = self._broker._get_session()
|
||||
|
||||
# TR_ID: 실전 BUY=TTTT1002U SELL=TTTT1006U, 모의 BUY=VTTT1002U SELL=VTTT1001U
|
||||
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 주문' 시트
|
||||
if self._broker._settings.MODE == "live":
|
||||
tr_id = "TTTT1002U" if order_type == "BUY" else "TTTT1006U"
|
||||
else:
|
||||
tr_id = "VTTT1002U" if order_type == "BUY" else "VTTT1001U"
|
||||
# Virtual trading TR_IDs for overseas orders
|
||||
tr_id = "VTTT1002U" if order_type == "BUY" else "VTTT1006U"
|
||||
|
||||
body = {
|
||||
"CANO": self._broker._account_no,
|
||||
@@ -306,131 +284,6 @@ class OverseasBroker:
|
||||
f"Network error sending overseas order: {exc}"
|
||||
) from exc
|
||||
|
||||
async def get_overseas_pending_orders(
|
||||
self, exchange_code: str
|
||||
) -> list[dict[str, Any]]:
|
||||
"""Fetch unfilled (pending) overseas orders for a given exchange.
|
||||
|
||||
Args:
|
||||
exchange_code: Exchange code (e.g., "NASD", "SEHK").
|
||||
For US markets, NASD returns all US pending orders (NASD/NYSE/AMEX).
|
||||
|
||||
Returns:
|
||||
List of pending order dicts with fields: odno, pdno, sll_buy_dvsn_cd,
|
||||
ft_ord_qty, nccs_qty, ft_ord_unpr3, ovrs_excg_cd.
|
||||
Always returns [] in paper mode (TTTS3018R is live-only).
|
||||
|
||||
Raises:
|
||||
ConnectionError: On network or API errors (live mode only).
|
||||
"""
|
||||
if self._broker._settings.MODE != "live":
|
||||
logger.debug(
|
||||
"Pending orders API (TTTS3018R) not supported in paper mode; returning []"
|
||||
)
|
||||
return []
|
||||
|
||||
await self._broker._rate_limiter.acquire()
|
||||
session = self._broker._get_session()
|
||||
|
||||
# TTTS3018R: 해외주식 미체결내역조회 (실전 전용)
|
||||
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 미체결조회' 시트
|
||||
headers = await self._broker._auth_headers("TTTS3018R")
|
||||
params = {
|
||||
"CANO": self._broker._account_no,
|
||||
"ACNT_PRDT_CD": self._broker._product_cd,
|
||||
"OVRS_EXCG_CD": exchange_code,
|
||||
"SORT_SQN": "DS",
|
||||
"CTX_AREA_FK200": "",
|
||||
"CTX_AREA_NK200": "",
|
||||
}
|
||||
url = (
|
||||
f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-nccs"
|
||||
)
|
||||
|
||||
try:
|
||||
async with session.get(url, headers=headers, params=params) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(
|
||||
f"get_overseas_pending_orders failed ({resp.status}): {text}"
|
||||
)
|
||||
data = await resp.json()
|
||||
output = data.get("output", [])
|
||||
if isinstance(output, list):
|
||||
return output
|
||||
return []
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(
|
||||
f"Network error fetching pending orders: {exc}"
|
||||
) from exc
|
||||
|
||||
async def cancel_overseas_order(
|
||||
self,
|
||||
exchange_code: str,
|
||||
stock_code: str,
|
||||
odno: str,
|
||||
qty: int,
|
||||
) -> dict[str, Any]:
|
||||
"""Cancel an overseas limit order.
|
||||
|
||||
Args:
|
||||
exchange_code: Exchange code (e.g., "NASD", "SEHK").
|
||||
stock_code: Stock ticker symbol.
|
||||
odno: Original order number to cancel.
|
||||
qty: Unfilled quantity to cancel.
|
||||
|
||||
Returns:
|
||||
API response dict containing rt_cd and msg1.
|
||||
|
||||
Raises:
|
||||
ValueError: If exchange_code has no cancel TR_ID mapping.
|
||||
ConnectionError: On network or API errors.
|
||||
"""
|
||||
tr_ids = _CANCEL_TR_ID_MAP.get(exchange_code)
|
||||
if tr_ids is None:
|
||||
raise ValueError(f"No cancel TR_ID mapping for exchange: {exchange_code}")
|
||||
live_tr_id, paper_tr_id = tr_ids
|
||||
tr_id = live_tr_id if self._broker._settings.MODE == "live" else paper_tr_id
|
||||
|
||||
await self._broker._rate_limiter.acquire()
|
||||
session = self._broker._get_session()
|
||||
|
||||
# RVSE_CNCL_DVSN_CD="02" means cancel (not revision).
|
||||
# OVRS_ORD_UNPR must be "0" for cancellations.
|
||||
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 정정취소주문' 시트
|
||||
body = {
|
||||
"CANO": self._broker._account_no,
|
||||
"ACNT_PRDT_CD": self._broker._product_cd,
|
||||
"OVRS_EXCG_CD": exchange_code,
|
||||
"PDNO": stock_code,
|
||||
"ORGN_ODNO": odno,
|
||||
"RVSE_CNCL_DVSN_CD": "02",
|
||||
"ORD_QTY": str(qty),
|
||||
"OVRS_ORD_UNPR": "0",
|
||||
"ORD_SVR_DVSN_CD": "0",
|
||||
}
|
||||
|
||||
hash_key = await self._broker._get_hash_key(body)
|
||||
headers = await self._broker._auth_headers(tr_id)
|
||||
headers["hashkey"] = hash_key
|
||||
|
||||
url = (
|
||||
f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/order-rvsecncl"
|
||||
)
|
||||
|
||||
try:
|
||||
async with session.post(url, headers=headers, json=body) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(
|
||||
f"cancel_overseas_order failed ({resp.status}): {text}"
|
||||
)
|
||||
return await resp.json()
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(
|
||||
f"Network error cancelling overseas order: {exc}"
|
||||
) from exc
|
||||
|
||||
def _get_currency_code(self, exchange_code: str) -> str:
|
||||
"""
|
||||
Map exchange code to currency code.
|
||||
|
||||
@@ -13,11 +13,11 @@ class Settings(BaseSettings):
|
||||
KIS_APP_KEY: str
|
||||
KIS_APP_SECRET: str
|
||||
KIS_ACCOUNT_NO: str # format: "XXXXXXXX-XX"
|
||||
KIS_BASE_URL: str = "https://openapivts.koreainvestment.com:29443"
|
||||
KIS_BASE_URL: str = "https://openapivts.koreainvestment.com:9443"
|
||||
|
||||
# Google Gemini
|
||||
GEMINI_API_KEY: str
|
||||
GEMINI_MODEL: str = "gemini-2.0-flash"
|
||||
GEMINI_MODEL: str = "gemini-pro"
|
||||
|
||||
# External Data APIs (optional — for data-driven decisions)
|
||||
NEWS_API_KEY: str | None = None
|
||||
|
||||
@@ -3,9 +3,8 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import os
|
||||
import sqlite3
|
||||
from datetime import UTC, datetime, timezone
|
||||
from datetime import UTC, datetime
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
@@ -13,11 +12,10 @@ from fastapi import FastAPI, HTTPException, Query
|
||||
from fastapi.responses import FileResponse
|
||||
|
||||
|
||||
def create_dashboard_app(db_path: str, mode: str = "paper") -> FastAPI:
|
||||
def create_dashboard_app(db_path: str) -> FastAPI:
|
||||
"""Create dashboard FastAPI app bound to a SQLite database path."""
|
||||
app = FastAPI(title="The Ouroboros Dashboard", version="1.0.0")
|
||||
app.state.db_path = db_path
|
||||
app.state.mode = mode
|
||||
|
||||
@app.get("/")
|
||||
def index() -> FileResponse:
|
||||
@@ -81,49 +79,14 @@ def create_dashboard_app(db_path: str, mode: str = "paper") -> FastAPI:
|
||||
total_pnl += market_status[market]["total_pnl"]
|
||||
total_decisions += market_status[market]["decision_count"]
|
||||
|
||||
cb_threshold = float(os.getenv("CIRCUIT_BREAKER_PCT", "-3.0"))
|
||||
pnl_pct_rows = conn.execute(
|
||||
"""
|
||||
SELECT key, value
|
||||
FROM system_metrics
|
||||
WHERE key LIKE 'portfolio_pnl_pct_%'
|
||||
ORDER BY updated_at DESC
|
||||
LIMIT 20
|
||||
"""
|
||||
).fetchall()
|
||||
current_pnl_pct: float | None = None
|
||||
if pnl_pct_rows:
|
||||
values = [
|
||||
json.loads(row["value"]).get("pnl_pct")
|
||||
for row in pnl_pct_rows
|
||||
if json.loads(row["value"]).get("pnl_pct") is not None
|
||||
]
|
||||
if values:
|
||||
current_pnl_pct = round(min(values), 4)
|
||||
|
||||
if current_pnl_pct is None:
|
||||
cb_status = "unknown"
|
||||
elif current_pnl_pct <= cb_threshold:
|
||||
cb_status = "tripped"
|
||||
elif current_pnl_pct <= cb_threshold + 1.0:
|
||||
cb_status = "warning"
|
||||
else:
|
||||
cb_status = "ok"
|
||||
|
||||
return {
|
||||
"date": today,
|
||||
"mode": mode,
|
||||
"markets": market_status,
|
||||
"totals": {
|
||||
"trade_count": total_trades,
|
||||
"total_pnl": round(total_pnl, 2),
|
||||
"decision_count": total_decisions,
|
||||
},
|
||||
"circuit_breaker": {
|
||||
"threshold_pct": cb_threshold,
|
||||
"current_pnl_pct": current_pnl_pct,
|
||||
"status": cb_status,
|
||||
},
|
||||
}
|
||||
|
||||
@app.get("/api/playbook/{date_str}")
|
||||
@@ -378,68 +341,12 @@ def create_dashboard_app(db_path: str, mode: str = "paper") -> FastAPI:
|
||||
)
|
||||
return {"market": market, "date": date_str, "count": len(matches), "matches": matches}
|
||||
|
||||
@app.get("/api/positions")
|
||||
def get_positions() -> dict[str, Any]:
|
||||
"""Return all currently open positions (last trade per symbol is BUY)."""
|
||||
with _connect(db_path) as conn:
|
||||
rows = conn.execute(
|
||||
"""
|
||||
SELECT stock_code, market, exchange_code,
|
||||
price AS entry_price, quantity, timestamp AS entry_time,
|
||||
decision_id
|
||||
FROM (
|
||||
SELECT stock_code, market, exchange_code, price, quantity,
|
||||
timestamp, decision_id, action,
|
||||
ROW_NUMBER() OVER (
|
||||
PARTITION BY stock_code, market
|
||||
ORDER BY timestamp DESC
|
||||
) AS rn
|
||||
FROM trades
|
||||
)
|
||||
WHERE rn = 1 AND action = 'BUY'
|
||||
ORDER BY entry_time DESC
|
||||
"""
|
||||
).fetchall()
|
||||
|
||||
now = datetime.now(timezone.utc)
|
||||
positions = []
|
||||
for row in rows:
|
||||
entry_time_str = row["entry_time"]
|
||||
try:
|
||||
entry_dt = datetime.fromisoformat(entry_time_str.replace("Z", "+00:00"))
|
||||
held_seconds = int((now - entry_dt).total_seconds())
|
||||
held_hours = held_seconds // 3600
|
||||
held_minutes = (held_seconds % 3600) // 60
|
||||
if held_hours >= 1:
|
||||
held_display = f"{held_hours}h {held_minutes}m"
|
||||
else:
|
||||
held_display = f"{held_minutes}m"
|
||||
except (ValueError, TypeError):
|
||||
held_display = "--"
|
||||
|
||||
positions.append(
|
||||
{
|
||||
"stock_code": row["stock_code"],
|
||||
"market": row["market"],
|
||||
"exchange_code": row["exchange_code"],
|
||||
"entry_price": row["entry_price"],
|
||||
"quantity": row["quantity"],
|
||||
"entry_time": entry_time_str,
|
||||
"held": held_display,
|
||||
"decision_id": row["decision_id"],
|
||||
}
|
||||
)
|
||||
|
||||
return {"count": len(positions), "positions": positions}
|
||||
|
||||
return app
|
||||
|
||||
|
||||
def _connect(db_path: str) -> sqlite3.Connection:
|
||||
conn = sqlite3.connect(db_path)
|
||||
conn.row_factory = sqlite3.Row
|
||||
conn.execute("PRAGMA journal_mode=WAL")
|
||||
conn.execute("PRAGMA busy_timeout=8000")
|
||||
return conn
|
||||
|
||||
|
||||
|
||||
@@ -13,7 +13,6 @@
|
||||
--muted: #9fb3c8;
|
||||
--accent: #3cb371;
|
||||
--red: #e05555;
|
||||
--warn: #e8a040;
|
||||
--border: #28455f;
|
||||
}
|
||||
* { box-sizing: border-box; margin: 0; padding: 0; }
|
||||
@@ -43,38 +42,6 @@
|
||||
font-size: 12px; transition: border-color 0.2s;
|
||||
}
|
||||
.refresh-btn:hover { border-color: var(--accent); color: var(--accent); }
|
||||
.mode-badge {
|
||||
padding: 3px 10px; border-radius: 5px; font-size: 12px; font-weight: 700;
|
||||
letter-spacing: 0.5px;
|
||||
}
|
||||
.mode-badge.live {
|
||||
background: rgba(224, 85, 85, 0.15); color: var(--red);
|
||||
border: 1px solid rgba(224, 85, 85, 0.4);
|
||||
animation: pulse-warn 2s ease-in-out infinite;
|
||||
}
|
||||
.mode-badge.paper {
|
||||
background: rgba(232, 160, 64, 0.15); color: var(--warn);
|
||||
border: 1px solid rgba(232, 160, 64, 0.4);
|
||||
}
|
||||
|
||||
/* CB Gauge */
|
||||
.cb-gauge-wrap {
|
||||
display: flex; align-items: center; gap: 8px;
|
||||
font-size: 11px; color: var(--muted);
|
||||
}
|
||||
.cb-dot {
|
||||
width: 8px; height: 8px; border-radius: 50%; flex-shrink: 0;
|
||||
}
|
||||
.cb-dot.ok { background: var(--accent); }
|
||||
.cb-dot.warning { background: var(--warn); animation: pulse-warn 1.2s ease-in-out infinite; }
|
||||
.cb-dot.tripped { background: var(--red); animation: pulse-warn 0.6s ease-in-out infinite; }
|
||||
.cb-dot.unknown { background: var(--border); }
|
||||
@keyframes pulse-warn {
|
||||
0%, 100% { opacity: 1; }
|
||||
50% { opacity: 0.35; }
|
||||
}
|
||||
.cb-bar-wrap { width: 64px; height: 5px; background: rgba(255,255,255,0.08); border-radius: 3px; overflow: hidden; }
|
||||
.cb-bar-fill { height: 100%; border-radius: 3px; transition: width 0.4s, background 0.4s; }
|
||||
|
||||
/* Summary cards */
|
||||
.cards { display: grid; grid-template-columns: repeat(4, 1fr); gap: 12px; margin-bottom: 20px; }
|
||||
@@ -156,80 +123,9 @@
|
||||
.rationale-cell { max-width: 200px; overflow: hidden; text-overflow: ellipsis; color: var(--muted); }
|
||||
.empty-row td { text-align: center; color: var(--muted); padding: 24px; }
|
||||
|
||||
/* Positions panel */
|
||||
.positions-panel {
|
||||
background: var(--panel);
|
||||
border: 1px solid var(--border);
|
||||
border-radius: 10px;
|
||||
padding: 16px;
|
||||
margin-bottom: 20px;
|
||||
}
|
||||
.positions-table { width: 100%; border-collapse: collapse; margin-top: 14px; }
|
||||
.positions-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;
|
||||
}
|
||||
.positions-table td {
|
||||
padding: 8px 8px; border-bottom: 1px solid rgba(40, 69, 95, 0.5);
|
||||
vertical-align: middle; white-space: nowrap;
|
||||
}
|
||||
.positions-table tr:last-child td { border-bottom: none; }
|
||||
.positions-table tr:hover td { background: rgba(255,255,255,0.02); }
|
||||
.pos-empty { color: var(--muted); text-align: center; padding: 20px 0; font-size: 12px; }
|
||||
.pos-count {
|
||||
display: inline-block; background: rgba(60, 179, 113, 0.12);
|
||||
color: var(--accent); font-size: 11px; font-weight: 700;
|
||||
padding: 2px 8px; border-radius: 10px; margin-left: 8px;
|
||||
}
|
||||
|
||||
/* 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); } }
|
||||
|
||||
/* Generic panel */
|
||||
.panel {
|
||||
background: var(--panel);
|
||||
border: 1px solid var(--border);
|
||||
border-radius: 10px;
|
||||
padding: 16px;
|
||||
margin-top: 20px;
|
||||
}
|
||||
|
||||
/* Playbook panel - details/summary accordion */
|
||||
.playbook-panel details { border: 1px solid var(--border); border-radius: 4px; margin-bottom: 6px; }
|
||||
.playbook-panel summary { padding: 8px 12px; cursor: pointer; font-weight: 600; background: var(--bg); color: var(--fg); }
|
||||
.playbook-panel summary:hover { color: var(--accent); }
|
||||
.playbook-panel pre { margin: 0; padding: 12px; background: var(--bg); overflow-x: auto;
|
||||
font-size: 11px; color: #a0c4ff; white-space: pre-wrap; }
|
||||
|
||||
/* Scorecard KPI card grid */
|
||||
.scorecard-grid { display: grid; grid-template-columns: repeat(auto-fill, minmax(140px, 1fr)); gap: 10px; }
|
||||
.kpi-card { background: var(--bg); border: 1px solid var(--border); border-radius: 6px; padding: 12px; text-align: center; }
|
||||
.kpi-card .kpi-label { font-size: 11px; color: var(--muted); margin-bottom: 4px; }
|
||||
.kpi-card .kpi-value { font-size: 20px; font-weight: 700; color: var(--fg); }
|
||||
|
||||
/* Scenarios table */
|
||||
.scenarios-table { width: 100%; border-collapse: collapse; font-size: 13px; }
|
||||
.scenarios-table th { background: var(--bg); padding: 8px; text-align: left; border-bottom: 1px solid var(--border);
|
||||
color: var(--muted); font-size: 11px; font-weight: 600; white-space: nowrap; }
|
||||
.scenarios-table td { padding: 7px 8px; border-bottom: 1px solid rgba(40,69,95,0.5); }
|
||||
.scenarios-table tr:hover td { background: rgba(255,255,255,0.02); }
|
||||
|
||||
/* Context table */
|
||||
.context-table { width: 100%; border-collapse: collapse; font-size: 12px; }
|
||||
.context-table th { background: var(--bg); padding: 8px; text-align: left; border-bottom: 1px solid var(--border);
|
||||
color: var(--muted); font-size: 11px; font-weight: 600; white-space: nowrap; }
|
||||
.context-table td { padding: 6px 8px; border-bottom: 1px solid rgba(40,69,95,0.5); vertical-align: top; }
|
||||
.context-value { max-height: 60px; overflow-y: auto; color: #a0c4ff; word-break: break-all; }
|
||||
|
||||
/* Common panel select controls */
|
||||
.panel-controls { display: flex; gap: 8px; align-items: center; flex-wrap: wrap; }
|
||||
.panel-controls select, .panel-controls input[type="number"] {
|
||||
background: var(--bg); color: var(--fg); border: 1px solid var(--border);
|
||||
border-radius: 4px; padding: 4px 8px; font-size: 13px; font-family: inherit;
|
||||
}
|
||||
.panel-date { color: var(--muted); font-size: 12px; }
|
||||
.empty-msg { color: var(--muted); text-align: center; padding: 20px 0; font-size: 12px; }
|
||||
</style>
|
||||
</head>
|
||||
<body>
|
||||
@@ -238,14 +134,6 @@
|
||||
<header>
|
||||
<h1>🐍 The Ouroboros</h1>
|
||||
<div class="header-right">
|
||||
<span class="mode-badge" id="mode-badge">--</span>
|
||||
<div class="cb-gauge-wrap" id="cb-gauge" title="Circuit Breaker">
|
||||
<span class="cb-dot unknown" id="cb-dot"></span>
|
||||
<span id="cb-label">CB --</span>
|
||||
<div class="cb-bar-wrap">
|
||||
<div class="cb-bar-fill" id="cb-bar" style="width:0%;background:var(--accent)"></div>
|
||||
</div>
|
||||
</div>
|
||||
<span id="last-updated">--</span>
|
||||
<button class="refresh-btn" onclick="refreshAll()">↺ 새로고침</button>
|
||||
</div>
|
||||
@@ -275,30 +163,6 @@
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- Open Positions -->
|
||||
<div class="positions-panel">
|
||||
<div class="panel-header">
|
||||
<span class="panel-title">
|
||||
현재 보유 포지션
|
||||
<span class="pos-count" id="positions-count">0</span>
|
||||
</span>
|
||||
</div>
|
||||
<table class="positions-table">
|
||||
<thead>
|
||||
<tr>
|
||||
<th>종목</th>
|
||||
<th>시장</th>
|
||||
<th>수량</th>
|
||||
<th>진입가</th>
|
||||
<th>보유 시간</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody id="positions-body">
|
||||
<tr><td colspan="5" class="pos-empty"><span class="spinner"></span></td></tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
|
||||
<!-- P&L Chart -->
|
||||
<div class="chart-panel">
|
||||
<div class="panel-header">
|
||||
@@ -342,72 +206,6 @@
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
|
||||
<!-- playbook panel -->
|
||||
<div class="panel playbook-panel">
|
||||
<div class="panel-header">
|
||||
<span class="panel-title">📋 프리마켓 플레이북</span>
|
||||
<div class="panel-controls">
|
||||
<select id="pb-market-select" onchange="fetchPlaybook()">
|
||||
<option value="KR">KR</option>
|
||||
<option value="US_NASDAQ">US_NASDAQ</option>
|
||||
<option value="US_NYSE">US_NYSE</option>
|
||||
</select>
|
||||
<span id="pb-date" class="panel-date"></span>
|
||||
</div>
|
||||
</div>
|
||||
<div id="playbook-content"><p class="empty-msg">데이터 없음</p></div>
|
||||
</div>
|
||||
|
||||
<!-- scorecard panel -->
|
||||
<div class="panel">
|
||||
<div class="panel-header">
|
||||
<span class="panel-title">📊 일간 스코어카드</span>
|
||||
<div class="panel-controls">
|
||||
<select id="sc-market-select" onchange="fetchScorecard()">
|
||||
<option value="KR">KR</option>
|
||||
<option value="US_NASDAQ">US_NASDAQ</option>
|
||||
</select>
|
||||
<span id="sc-date" class="panel-date"></span>
|
||||
</div>
|
||||
</div>
|
||||
<div id="scorecard-grid" class="scorecard-grid"><p class="empty-msg">데이터 없음</p></div>
|
||||
</div>
|
||||
|
||||
<!-- scenarios panel -->
|
||||
<div class="panel">
|
||||
<div class="panel-header">
|
||||
<span class="panel-title">🎯 활성 시나리오 매칭</span>
|
||||
<div class="panel-controls">
|
||||
<select id="scen-market-select" onchange="fetchScenarios()">
|
||||
<option value="KR">KR</option>
|
||||
<option value="US_NASDAQ">US_NASDAQ</option>
|
||||
</select>
|
||||
</div>
|
||||
</div>
|
||||
<div id="scenarios-content"><p class="empty-msg">데이터 없음</p></div>
|
||||
</div>
|
||||
|
||||
<!-- context layer panel -->
|
||||
<div class="panel">
|
||||
<div class="panel-header">
|
||||
<span class="panel-title">🧠 컨텍스트 트리</span>
|
||||
<div class="panel-controls">
|
||||
<select id="ctx-layer-select" onchange="fetchContext()">
|
||||
<option value="L7_REALTIME">L7_REALTIME</option>
|
||||
<option value="L6_DAILY">L6_DAILY</option>
|
||||
<option value="L5_WEEKLY">L5_WEEKLY</option>
|
||||
<option value="L4_MONTHLY">L4_MONTHLY</option>
|
||||
<option value="L3_QUARTERLY">L3_QUARTERLY</option>
|
||||
<option value="L2_YEARLY">L2_YEARLY</option>
|
||||
<option value="L1_LIFETIME">L1_LIFETIME</option>
|
||||
</select>
|
||||
<input id="ctx-limit" type="number" value="20" min="1" max="200"
|
||||
style="width:60px;" onchange="fetchContext()">
|
||||
</div>
|
||||
</div>
|
||||
<div id="context-content"><p class="empty-msg">데이터 없음</p></div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<script>
|
||||
@@ -444,71 +242,6 @@
|
||||
</div>`;
|
||||
}
|
||||
|
||||
function fmtPrice(v, market) {
|
||||
if (v === null || v === undefined) return '--';
|
||||
const n = parseFloat(v);
|
||||
const sym = market === 'KR' ? '₩' : market === 'JP' ? '¥' : market === 'HK' ? 'HK$' : '$';
|
||||
return sym + n.toLocaleString('en-US', { minimumFractionDigits: 0, maximumFractionDigits: 4 });
|
||||
}
|
||||
|
||||
async function fetchPositions() {
|
||||
const tbody = document.getElementById('positions-body');
|
||||
const countEl = document.getElementById('positions-count');
|
||||
try {
|
||||
const r = await fetch('/api/positions');
|
||||
if (!r.ok) throw new Error('fetch failed');
|
||||
const d = await r.json();
|
||||
countEl.textContent = d.count ?? 0;
|
||||
if (!d.positions || d.positions.length === 0) {
|
||||
tbody.innerHTML = '<tr><td colspan="5" class="pos-empty">현재 보유 중인 포지션 없음</td></tr>';
|
||||
return;
|
||||
}
|
||||
tbody.innerHTML = d.positions.map(p => `
|
||||
<tr>
|
||||
<td><strong>${p.stock_code || '--'}</strong></td>
|
||||
<td><span style="color:var(--muted);font-size:11px">${p.market || '--'}</span></td>
|
||||
<td>${p.quantity ?? '--'}</td>
|
||||
<td>${fmtPrice(p.entry_price, p.market)}</td>
|
||||
<td style="color:var(--muted);font-size:11px">${p.held || '--'}</td>
|
||||
</tr>
|
||||
`).join('');
|
||||
} catch {
|
||||
tbody.innerHTML = '<tr><td colspan="5" class="pos-empty">데이터 로드 실패</td></tr>';
|
||||
}
|
||||
}
|
||||
|
||||
function renderCbGauge(cb) {
|
||||
if (!cb) return;
|
||||
const dot = document.getElementById('cb-dot');
|
||||
const label = document.getElementById('cb-label');
|
||||
const bar = document.getElementById('cb-bar');
|
||||
|
||||
const status = cb.status || 'unknown';
|
||||
const threshold = cb.threshold_pct ?? -3.0;
|
||||
const current = cb.current_pnl_pct;
|
||||
|
||||
// dot color
|
||||
dot.className = `cb-dot ${status}`;
|
||||
|
||||
// label
|
||||
if (current !== null && current !== undefined) {
|
||||
const sign = current > 0 ? '+' : '';
|
||||
label.textContent = `CB ${sign}${current.toFixed(2)}%`;
|
||||
} else {
|
||||
label.textContent = 'CB --';
|
||||
}
|
||||
|
||||
// bar: fill = how much of the threshold has been consumed (0%=safe, 100%=tripped)
|
||||
const colorMap = { ok: 'var(--accent)', warning: 'var(--warn)', tripped: 'var(--red)', unknown: 'var(--border)' };
|
||||
bar.style.background = colorMap[status] || 'var(--border)';
|
||||
if (current !== null && current !== undefined && threshold < 0) {
|
||||
const fillPct = Math.min(Math.max((current / threshold) * 100, 0), 100);
|
||||
bar.style.width = `${fillPct}%`;
|
||||
} else {
|
||||
bar.style.width = '0%';
|
||||
}
|
||||
}
|
||||
|
||||
async function fetchStatus() {
|
||||
try {
|
||||
const r = await fetch('/api/status');
|
||||
@@ -525,23 +258,9 @@
|
||||
pnlEl.className = `card-value ${n > 0 ? 'positive' : n < 0 ? 'negative' : 'neutral'}`;
|
||||
}
|
||||
document.getElementById('card-pnl-sub').textContent = `결정 ${t.decision_count ?? 0}건`;
|
||||
renderCbGauge(d.circuit_breaker);
|
||||
renderModeBadge(d.mode);
|
||||
} catch {}
|
||||
}
|
||||
|
||||
function renderModeBadge(mode) {
|
||||
const el = document.getElementById('mode-badge');
|
||||
if (!el) return;
|
||||
if (mode === 'live') {
|
||||
el.textContent = '🔴 실전투자';
|
||||
el.className = 'mode-badge live';
|
||||
} else {
|
||||
el.textContent = '🟡 모의투자';
|
||||
el.className = 'mode-badge paper';
|
||||
}
|
||||
}
|
||||
|
||||
async function fetchPerformance() {
|
||||
try {
|
||||
const r = await fetch('/api/performance?market=all');
|
||||
@@ -659,129 +378,13 @@
|
||||
fetchDecisions(currentMarket);
|
||||
}
|
||||
|
||||
function todayStr() {
|
||||
return new Date().toISOString().slice(0, 10);
|
||||
}
|
||||
|
||||
function esc(s) {
|
||||
return String(s ?? '').replace(/&/g, '&').replace(/</g, '<').replace(/>/g, '>').replace(/"/g, '"');
|
||||
}
|
||||
|
||||
async function fetchJSON(url) {
|
||||
const r = await fetch(url);
|
||||
if (!r.ok) throw new Error(`HTTP ${r.status}`);
|
||||
return r.json();
|
||||
}
|
||||
|
||||
async function fetchPlaybook() {
|
||||
const market = document.getElementById('pb-market-select').value;
|
||||
const date = todayStr();
|
||||
document.getElementById('pb-date').textContent = date;
|
||||
const el = document.getElementById('playbook-content');
|
||||
try {
|
||||
const data = await fetchJSON(`/api/playbook/${date}?market=${market}`);
|
||||
const stocks = data.stock_playbooks ?? [];
|
||||
if (stocks.length === 0) {
|
||||
el.innerHTML = '<p class="empty-msg">오늘 플레이북 없음</p>';
|
||||
return;
|
||||
}
|
||||
el.innerHTML = stocks.map(sp =>
|
||||
`<details><summary>${esc(sp.stock_code ?? '?')} — ${esc(sp.signal ?? '')}</summary>` +
|
||||
`<pre>${esc(JSON.stringify(sp, null, 2))}</pre></details>`
|
||||
).join('');
|
||||
} catch {
|
||||
el.innerHTML = '<p class="empty-msg">플레이북 없음 (오늘 미생성 또는 API 오류)</p>';
|
||||
}
|
||||
}
|
||||
|
||||
async function fetchScorecard() {
|
||||
const market = document.getElementById('sc-market-select').value;
|
||||
const date = todayStr();
|
||||
document.getElementById('sc-date').textContent = date;
|
||||
const el = document.getElementById('scorecard-grid');
|
||||
try {
|
||||
const data = await fetchJSON(`/api/scorecard/${date}?market=${market}`);
|
||||
const sc = data.scorecard ?? {};
|
||||
const entries = Object.entries(sc);
|
||||
if (entries.length === 0) {
|
||||
el.innerHTML = '<p class="empty-msg">스코어카드 없음</p>';
|
||||
return;
|
||||
}
|
||||
el.className = 'scorecard-grid';
|
||||
el.innerHTML = entries.map(([k, v]) => `
|
||||
<div class="kpi-card">
|
||||
<div class="kpi-label">${esc(k)}</div>
|
||||
<div class="kpi-value">${typeof v === 'number' ? v.toFixed(2) : esc(String(v))}</div>
|
||||
</div>`).join('');
|
||||
} catch {
|
||||
el.innerHTML = '<p class="empty-msg">스코어카드 없음 (오늘 미생성 또는 API 오류)</p>';
|
||||
}
|
||||
}
|
||||
|
||||
async function fetchScenarios() {
|
||||
const market = document.getElementById('scen-market-select').value;
|
||||
const date = todayStr();
|
||||
const el = document.getElementById('scenarios-content');
|
||||
try {
|
||||
const data = await fetchJSON(`/api/scenarios/active?market=${market}&date_str=${date}&limit=50`);
|
||||
const matches = data.matches ?? [];
|
||||
if (matches.length === 0) {
|
||||
el.innerHTML = '<p class="empty-msg">활성 시나리오 없음</p>';
|
||||
return;
|
||||
}
|
||||
el.innerHTML = `<table class="scenarios-table">
|
||||
<thead><tr><th>종목</th><th>신호</th><th>신뢰도</th><th>매칭 조건</th></tr></thead>
|
||||
<tbody>${matches.map(m => `
|
||||
<tr>
|
||||
<td>${esc(m.stock_code)}</td>
|
||||
<td>${esc(m.signal ?? '-')}</td>
|
||||
<td>${esc(m.confidence ?? '-')}</td>
|
||||
<td><code style="font-size:11px">${esc(JSON.stringify(m.scenario_match ?? {}))}</code></td>
|
||||
</tr>`).join('')}
|
||||
</tbody></table>`;
|
||||
} catch {
|
||||
el.innerHTML = '<p class="empty-msg">데이터 없음</p>';
|
||||
}
|
||||
}
|
||||
|
||||
async function fetchContext() {
|
||||
const layer = document.getElementById('ctx-layer-select').value;
|
||||
const limit = Math.min(Math.max(parseInt(document.getElementById('ctx-limit').value, 10) || 20, 1), 200);
|
||||
const el = document.getElementById('context-content');
|
||||
try {
|
||||
const data = await fetchJSON(`/api/context/${layer}?limit=${limit}`);
|
||||
const entries = data.entries ?? [];
|
||||
if (entries.length === 0) {
|
||||
el.innerHTML = '<p class="empty-msg">컨텍스트 없음</p>';
|
||||
return;
|
||||
}
|
||||
el.innerHTML = `<table class="context-table">
|
||||
<thead><tr><th>timeframe</th><th>key</th><th>value</th><th>updated</th></tr></thead>
|
||||
<tbody>${entries.map(e => `
|
||||
<tr>
|
||||
<td>${esc(e.timeframe)}</td>
|
||||
<td>${esc(e.key)}</td>
|
||||
<td><div class="context-value">${esc(JSON.stringify(e.value ?? e.raw_value))}</div></td>
|
||||
<td style="font-size:11px;color:var(--muted)">${esc((e.updated_at ?? '').slice(0, 16))}</td>
|
||||
</tr>`).join('')}
|
||||
</tbody></table>`;
|
||||
} catch {
|
||||
el.innerHTML = '<p class="empty-msg">데이터 없음</p>';
|
||||
}
|
||||
}
|
||||
|
||||
async function refreshAll() {
|
||||
document.getElementById('last-updated').textContent = '업데이트 중...';
|
||||
await Promise.all([
|
||||
fetchStatus(),
|
||||
fetchPerformance(),
|
||||
fetchPositions(),
|
||||
fetchPnlHistory(currentDays),
|
||||
fetchDecisions(currentMarket),
|
||||
fetchPlaybook(),
|
||||
fetchScorecard(),
|
||||
fetchScenarios(),
|
||||
fetchContext(),
|
||||
]);
|
||||
const now = new Date();
|
||||
const timeStr = now.toLocaleTimeString('ko-KR', { hour: '2-digit', minute: '2-digit', second: '2-digit', hour12: false });
|
||||
|
||||
40
src/db.py
40
src/db.py
@@ -14,11 +14,6 @@ def init_db(db_path: str) -> sqlite3.Connection:
|
||||
if db_path != ":memory:":
|
||||
Path(db_path).parent.mkdir(parents=True, exist_ok=True)
|
||||
conn = sqlite3.connect(db_path)
|
||||
# Enable WAL mode for concurrent read/write (dashboard + trading loop).
|
||||
# WAL does not apply to in-memory databases.
|
||||
if db_path != ":memory:":
|
||||
conn.execute("PRAGMA journal_mode=WAL")
|
||||
conn.execute("PRAGMA busy_timeout=5000")
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE TABLE IF NOT EXISTS trades (
|
||||
@@ -33,13 +28,12 @@ def init_db(db_path: str) -> sqlite3.Connection:
|
||||
pnl REAL DEFAULT 0.0,
|
||||
market TEXT DEFAULT 'KR',
|
||||
exchange_code TEXT DEFAULT 'KRX',
|
||||
decision_id TEXT,
|
||||
mode TEXT DEFAULT 'paper'
|
||||
decision_id TEXT
|
||||
)
|
||||
"""
|
||||
)
|
||||
|
||||
# Migration: Add columns if they don't exist (backward-compatible schema upgrades)
|
||||
# Migration: Add market and exchange_code columns if they don't exist
|
||||
cursor = conn.execute("PRAGMA table_info(trades)")
|
||||
columns = {row[1] for row in cursor.fetchall()}
|
||||
|
||||
@@ -51,8 +45,6 @@ def init_db(db_path: str) -> sqlite3.Connection:
|
||||
conn.execute("ALTER TABLE trades ADD COLUMN selection_context TEXT")
|
||||
if "decision_id" not in columns:
|
||||
conn.execute("ALTER TABLE trades ADD COLUMN decision_id TEXT")
|
||||
if "mode" not in columns:
|
||||
conn.execute("ALTER TABLE trades ADD COLUMN mode TEXT DEFAULT 'paper'")
|
||||
|
||||
# Context tree tables for multi-layered memory management
|
||||
conn.execute(
|
||||
@@ -139,25 +131,6 @@ def init_db(db_path: str) -> sqlite3.Connection:
|
||||
conn.execute(
|
||||
"CREATE INDEX IF NOT EXISTS idx_decision_logs_confidence ON decision_logs(confidence)"
|
||||
)
|
||||
|
||||
# Index for open-position queries (partition by stock_code, market, ordered by timestamp)
|
||||
conn.execute(
|
||||
"CREATE INDEX IF NOT EXISTS idx_trades_stock_market_ts"
|
||||
" ON trades (stock_code, market, timestamp DESC)"
|
||||
)
|
||||
|
||||
# Lightweight key-value store for trading system runtime metrics (dashboard use only)
|
||||
# Intentionally separate from the AI context tree to preserve separation of concerns.
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE TABLE IF NOT EXISTS system_metrics (
|
||||
key TEXT PRIMARY KEY,
|
||||
value TEXT NOT NULL,
|
||||
updated_at TEXT NOT NULL
|
||||
)
|
||||
"""
|
||||
)
|
||||
|
||||
conn.commit()
|
||||
return conn
|
||||
|
||||
@@ -175,7 +148,6 @@ def log_trade(
|
||||
exchange_code: str = "KRX",
|
||||
selection_context: dict[str, any] | None = None,
|
||||
decision_id: str | None = None,
|
||||
mode: str = "paper",
|
||||
) -> None:
|
||||
"""Insert a trade record into the database.
|
||||
|
||||
@@ -191,8 +163,6 @@ def log_trade(
|
||||
market: Market code
|
||||
exchange_code: Exchange code
|
||||
selection_context: Scanner selection data (RSI, volume_ratio, signal, score)
|
||||
decision_id: Unique decision identifier for audit linking
|
||||
mode: Trading mode ('paper' or 'live') for data separation
|
||||
"""
|
||||
# Serialize selection context to JSON
|
||||
context_json = json.dumps(selection_context) if selection_context else None
|
||||
@@ -201,10 +171,9 @@ def log_trade(
|
||||
"""
|
||||
INSERT INTO trades (
|
||||
timestamp, stock_code, action, confidence, rationale,
|
||||
quantity, price, pnl, market, exchange_code, selection_context, decision_id,
|
||||
mode
|
||||
quantity, price, pnl, market, exchange_code, selection_context, decision_id
|
||||
)
|
||||
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
|
||||
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
|
||||
""",
|
||||
(
|
||||
datetime.now(UTC).isoformat(),
|
||||
@@ -219,7 +188,6 @@ def log_trade(
|
||||
exchange_code,
|
||||
context_json,
|
||||
decision_id,
|
||||
mode,
|
||||
),
|
||||
)
|
||||
conn.commit()
|
||||
|
||||
1145
src/main.py
1145
src/main.py
File diff suppressed because it is too large
Load Diff
@@ -473,48 +473,6 @@ class TelegramClient:
|
||||
NotificationMessage(priority=priority, message=message)
|
||||
)
|
||||
|
||||
async def notify_unfilled_order(
|
||||
self,
|
||||
stock_code: str,
|
||||
market: str,
|
||||
action: str,
|
||||
quantity: int,
|
||||
outcome: str,
|
||||
new_price: float | None = None,
|
||||
) -> None:
|
||||
"""Notify about an unfilled overseas order that was cancelled or resubmitted.
|
||||
|
||||
Args:
|
||||
stock_code: Stock ticker symbol.
|
||||
market: Exchange/market code (e.g., "NASD", "SEHK").
|
||||
action: "BUY" or "SELL".
|
||||
quantity: Unfilled quantity.
|
||||
outcome: "cancelled" or "resubmitted".
|
||||
new_price: New order price if resubmitted (None if only cancelled).
|
||||
"""
|
||||
if not self._filter.trades:
|
||||
return
|
||||
# SELL resubmit is high priority — position liquidation at risk.
|
||||
# BUY cancel is medium priority — only cash is freed.
|
||||
priority = (
|
||||
NotificationPriority.HIGH
|
||||
if action == "SELL"
|
||||
else NotificationPriority.MEDIUM
|
||||
)
|
||||
outcome_emoji = "🔄" if outcome == "resubmitted" else "❌"
|
||||
outcome_label = "재주문" if outcome == "resubmitted" else "취소됨"
|
||||
action_emoji = "🔴" if action == "SELL" else "🟢"
|
||||
lines = [
|
||||
f"<b>{outcome_emoji} 미체결 주문 {outcome_label}</b>",
|
||||
f"Symbol: <code>{stock_code}</code> ({market})",
|
||||
f"Action: {action_emoji} {action}",
|
||||
f"Quantity: {quantity:,} shares",
|
||||
]
|
||||
if new_price is not None:
|
||||
lines.append(f"New Price: {new_price:.4f}")
|
||||
message = "\n".join(lines)
|
||||
await self._send_notification(NotificationMessage(priority=priority, message=message))
|
||||
|
||||
async def notify_error(
|
||||
self, error_type: str, error_msg: str, context: str
|
||||
) -> None:
|
||||
@@ -646,19 +604,9 @@ class TelegramCommandHandler:
|
||||
async with session.post(url, json=payload) as resp:
|
||||
if resp.status != 200:
|
||||
error_text = await resp.text()
|
||||
if resp.status == 409:
|
||||
# Another bot instance is already polling — stop this poller entirely.
|
||||
# Retrying would keep conflicting with the other instance.
|
||||
self._running = False
|
||||
logger.warning(
|
||||
"Telegram conflict (409): another instance is already polling. "
|
||||
"Disabling Telegram commands for this process. "
|
||||
"Ensure only one instance of The Ouroboros is running at a time.",
|
||||
)
|
||||
else:
|
||||
logger.error(
|
||||
"getUpdates API error (status=%d): %s", resp.status, error_text
|
||||
)
|
||||
logger.error(
|
||||
"getUpdates API error (status=%d): %s", resp.status, error_text
|
||||
)
|
||||
return []
|
||||
|
||||
data = await resp.json()
|
||||
|
||||
@@ -46,18 +46,6 @@ class StockCondition(BaseModel):
|
||||
|
||||
The ScenarioEngine evaluates all non-None fields as AND conditions.
|
||||
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
|
||||
@@ -68,10 +56,6 @@ class StockCondition(BaseModel):
|
||||
price_below: float | None = None
|
||||
price_change_pct_above: 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:
|
||||
"""Check if at least one condition field is set."""
|
||||
@@ -86,10 +70,6 @@ class StockCondition(BaseModel):
|
||||
self.price_below,
|
||||
self.price_change_pct_above,
|
||||
self.price_change_pct_below,
|
||||
self.unrealized_pnl_pct_above,
|
||||
self.unrealized_pnl_pct_below,
|
||||
self.holding_days_above,
|
||||
self.holding_days_below,
|
||||
)
|
||||
)
|
||||
|
||||
|
||||
@@ -75,7 +75,6 @@ class PreMarketPlanner:
|
||||
market: str,
|
||||
candidates: list[ScanCandidate],
|
||||
today: date | None = None,
|
||||
current_holdings: list[dict] | None = None,
|
||||
) -> DayPlaybook:
|
||||
"""Generate a DayPlaybook for a market using Gemini.
|
||||
|
||||
@@ -83,10 +82,6 @@ class PreMarketPlanner:
|
||||
market: Market code ("KR" or "US")
|
||||
candidates: Stock candidates from SmartVolatilityScanner
|
||||
today: Override date (defaults to date.today()). Use market-local date.
|
||||
current_holdings: Currently held positions with entry_price and unrealized_pnl_pct.
|
||||
Each dict: {"stock_code": str, "name": str, "qty": int,
|
||||
"entry_price": float, "unrealized_pnl_pct": float,
|
||||
"holding_days": int}
|
||||
|
||||
Returns:
|
||||
DayPlaybook with scenarios. Empty/defensive if no candidates or failure.
|
||||
@@ -111,7 +106,6 @@ class PreMarketPlanner:
|
||||
context_data,
|
||||
self_market_scorecard,
|
||||
cross_market,
|
||||
current_holdings=current_holdings,
|
||||
)
|
||||
|
||||
# 3. Call Gemini
|
||||
@@ -124,8 +118,7 @@ class PreMarketPlanner:
|
||||
|
||||
# 4. Parse response
|
||||
playbook = self._parse_response(
|
||||
decision.rationale, today, market, candidates, cross_market,
|
||||
current_holdings=current_holdings,
|
||||
decision.rationale, today, market, candidates, cross_market
|
||||
)
|
||||
playbook_with_tokens = playbook.model_copy(
|
||||
update={"token_count": decision.token_count}
|
||||
@@ -237,7 +230,6 @@ class PreMarketPlanner:
|
||||
context_data: dict[str, Any],
|
||||
self_market_scorecard: dict[str, Any] | None,
|
||||
cross_market: CrossMarketContext | None,
|
||||
current_holdings: list[dict] | None = None,
|
||||
) -> str:
|
||||
"""Build a structured prompt for Gemini to generate scenario JSON."""
|
||||
max_scenarios = self._settings.MAX_SCENARIOS_PER_STOCK
|
||||
@@ -249,26 +241,6 @@ class PreMarketPlanner:
|
||||
for c in candidates
|
||||
)
|
||||
|
||||
holdings_text = ""
|
||||
if current_holdings:
|
||||
lines = []
|
||||
for h in current_holdings:
|
||||
code = h.get("stock_code", "")
|
||||
name = h.get("name", "")
|
||||
qty = h.get("qty", 0)
|
||||
entry_price = h.get("entry_price", 0.0)
|
||||
pnl_pct = h.get("unrealized_pnl_pct", 0.0)
|
||||
holding_days = h.get("holding_days", 0)
|
||||
lines.append(
|
||||
f" - {code} ({name}): {qty}주 @ {entry_price:,.0f}, "
|
||||
f"미실현손익 {pnl_pct:+.2f}%, 보유 {holding_days}일"
|
||||
)
|
||||
holdings_text = (
|
||||
"\n## Current Holdings (보유 중 — SELL/HOLD 전략 고려 필요)\n"
|
||||
+ "\n".join(lines)
|
||||
+ "\n"
|
||||
)
|
||||
|
||||
cross_market_text = ""
|
||||
if cross_market:
|
||||
cross_market_text = (
|
||||
@@ -301,20 +273,10 @@ class PreMarketPlanner:
|
||||
for key, value in list(layer_data.items())[:5]:
|
||||
context_text += f" - {key}: {value}\n"
|
||||
|
||||
holdings_instruction = ""
|
||||
if current_holdings:
|
||||
holding_codes = [h.get("stock_code", "") for h in current_holdings]
|
||||
holdings_instruction = (
|
||||
f"- Also include SELL/HOLD scenarios for held stocks: "
|
||||
f"{', '.join(holding_codes)} "
|
||||
f"(even if not in candidates list)\n"
|
||||
)
|
||||
|
||||
return (
|
||||
f"You are a pre-market trading strategist for the {market} market.\n"
|
||||
f"Generate structured trading scenarios for today.\n\n"
|
||||
f"## Candidates (from volatility scanner)\n{candidates_text}\n"
|
||||
f"{holdings_text}"
|
||||
f"{self_market_text}"
|
||||
f"{cross_market_text}"
|
||||
f"{context_text}\n"
|
||||
@@ -332,8 +294,7 @@ class PreMarketPlanner:
|
||||
f' "stock_code": "...",\n'
|
||||
f' "scenarios": [\n'
|
||||
f' {{\n'
|
||||
f' "condition": {{"rsi_below": 30, "volume_ratio_above": 2.0,'
|
||||
f' "unrealized_pnl_pct_above": 3.0, "holding_days_above": 5}},\n'
|
||||
f' "condition": {{"rsi_below": 30, "volume_ratio_above": 2.0}},\n'
|
||||
f' "action": "BUY|SELL|HOLD",\n'
|
||||
f' "confidence": 85,\n'
|
||||
f' "allocation_pct": 10.0,\n'
|
||||
@@ -347,8 +308,7 @@ class PreMarketPlanner:
|
||||
f'}}\n\n'
|
||||
f"Rules:\n"
|
||||
f"- Max {max_scenarios} scenarios per stock\n"
|
||||
f"- Candidates list is the primary source for BUY candidates\n"
|
||||
f"{holdings_instruction}"
|
||||
f"- Only use stocks from the candidates list\n"
|
||||
f"- Confidence 0-100 (80+ for actionable trades)\n"
|
||||
f"- stop_loss_pct must be <= 0, take_profit_pct must be >= 0\n"
|
||||
f"- Return ONLY the JSON, no markdown fences or explanation\n"
|
||||
@@ -361,19 +321,12 @@ class PreMarketPlanner:
|
||||
market: str,
|
||||
candidates: list[ScanCandidate],
|
||||
cross_market: CrossMarketContext | None,
|
||||
current_holdings: list[dict] | None = None,
|
||||
) -> DayPlaybook:
|
||||
"""Parse Gemini's JSON response into a validated DayPlaybook."""
|
||||
cleaned = self._extract_json(response_text)
|
||||
data = json.loads(cleaned)
|
||||
|
||||
valid_codes = {c.stock_code for c in candidates}
|
||||
# Holdings are also valid — AI may generate SELL/HOLD scenarios for them
|
||||
if current_holdings:
|
||||
for h in current_holdings:
|
||||
code = h.get("stock_code", "")
|
||||
if code:
|
||||
valid_codes.add(code)
|
||||
|
||||
# Parse market outlook
|
||||
outlook_str = data.get("market_outlook", "neutral")
|
||||
@@ -437,10 +390,6 @@ class PreMarketPlanner:
|
||||
price_below=cond_data.get("price_below"),
|
||||
price_change_pct_above=cond_data.get("price_change_pct_above"),
|
||||
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():
|
||||
|
||||
@@ -206,37 +206,6 @@ class ScenarioEngine:
|
||||
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)
|
||||
|
||||
# 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)
|
||||
|
||||
def _evaluate_global_condition(
|
||||
@@ -297,9 +266,5 @@ class ScenarioEngine:
|
||||
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:
|
||||
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
|
||||
|
||||
@@ -3,11 +3,9 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import sqlite3
|
||||
import sys
|
||||
import tempfile
|
||||
from datetime import UTC, datetime, timedelta
|
||||
from pathlib import Path
|
||||
from unittest.mock import MagicMock, patch
|
||||
|
||||
import pytest
|
||||
|
||||
@@ -365,435 +363,3 @@ class TestHealthMonitor:
|
||||
assert "timestamp" in report
|
||||
assert "checks" in report
|
||||
assert len(report["checks"]) == 3
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# BackupExporter — additional coverage for previously uncovered branches
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def empty_db(tmp_path: Path) -> Path:
|
||||
"""Create a temporary database with NO trade records."""
|
||||
db_path = tmp_path / "empty_trades.db"
|
||||
conn = sqlite3.connect(str(db_path))
|
||||
conn.execute(
|
||||
"""CREATE TABLE trades (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
timestamp TEXT NOT NULL,
|
||||
stock_code TEXT NOT NULL,
|
||||
action TEXT NOT NULL,
|
||||
quantity INTEGER NOT NULL,
|
||||
price REAL NOT NULL,
|
||||
confidence INTEGER NOT NULL,
|
||||
rationale TEXT,
|
||||
pnl REAL DEFAULT 0.0
|
||||
)"""
|
||||
)
|
||||
conn.commit()
|
||||
conn.close()
|
||||
return db_path
|
||||
|
||||
|
||||
class TestBackupExporterAdditional:
|
||||
"""Cover branches missed in the original TestBackupExporter suite."""
|
||||
|
||||
def test_export_all_default_formats(self, temp_db: Path, tmp_path: Path) -> None:
|
||||
"""export_all with formats=None must default to JSON+CSV+Parquet path."""
|
||||
exporter = BackupExporter(str(temp_db))
|
||||
# formats=None triggers the default list assignment (line 62)
|
||||
results = exporter.export_all(tmp_path / "out", formats=None, compress=False)
|
||||
# JSON and CSV must always succeed; Parquet needs pyarrow
|
||||
assert ExportFormat.JSON in results
|
||||
assert ExportFormat.CSV in results
|
||||
|
||||
def test_export_all_logs_error_on_failure(
|
||||
self, temp_db: Path, tmp_path: Path
|
||||
) -> None:
|
||||
"""export_all must log an error and continue when one format fails."""
|
||||
exporter = BackupExporter(str(temp_db))
|
||||
# Patch _export_format to raise on JSON, succeed on CSV
|
||||
original = exporter._export_format
|
||||
|
||||
def failing_export(fmt, *args, **kwargs): # type: ignore[no-untyped-def]
|
||||
if fmt == ExportFormat.JSON:
|
||||
raise RuntimeError("simulated failure")
|
||||
return original(fmt, *args, **kwargs)
|
||||
|
||||
exporter._export_format = failing_export # type: ignore[method-assign]
|
||||
results = exporter.export_all(
|
||||
tmp_path / "out",
|
||||
formats=[ExportFormat.JSON, ExportFormat.CSV],
|
||||
compress=False,
|
||||
)
|
||||
# JSON failed → not in results; CSV succeeded → in results
|
||||
assert ExportFormat.JSON not in results
|
||||
assert ExportFormat.CSV in results
|
||||
|
||||
def test_export_csv_empty_trades_no_compress(
|
||||
self, empty_db: Path, tmp_path: Path
|
||||
) -> None:
|
||||
"""CSV export with no trades and compress=False must write header row only."""
|
||||
exporter = BackupExporter(str(empty_db))
|
||||
results = exporter.export_all(
|
||||
tmp_path / "out",
|
||||
formats=[ExportFormat.CSV],
|
||||
compress=False,
|
||||
)
|
||||
assert ExportFormat.CSV in results
|
||||
out = results[ExportFormat.CSV]
|
||||
assert out.exists()
|
||||
content = out.read_text()
|
||||
assert "timestamp" in content
|
||||
|
||||
def test_export_csv_empty_trades_compressed(
|
||||
self, empty_db: Path, tmp_path: Path
|
||||
) -> None:
|
||||
"""CSV export with no trades and compress=True must write gzipped header."""
|
||||
import gzip
|
||||
|
||||
exporter = BackupExporter(str(empty_db))
|
||||
results = exporter.export_all(
|
||||
tmp_path / "out",
|
||||
formats=[ExportFormat.CSV],
|
||||
compress=True,
|
||||
)
|
||||
assert ExportFormat.CSV in results
|
||||
out = results[ExportFormat.CSV]
|
||||
assert out.suffix == ".gz"
|
||||
with gzip.open(out, "rt", encoding="utf-8") as f:
|
||||
content = f.read()
|
||||
assert "timestamp" in content
|
||||
|
||||
def test_export_csv_with_data_compressed(
|
||||
self, temp_db: Path, tmp_path: Path
|
||||
) -> None:
|
||||
"""CSV export with data and compress=True must write gzipped rows."""
|
||||
import gzip
|
||||
|
||||
exporter = BackupExporter(str(temp_db))
|
||||
results = exporter.export_all(
|
||||
tmp_path / "out",
|
||||
formats=[ExportFormat.CSV],
|
||||
compress=True,
|
||||
)
|
||||
assert ExportFormat.CSV in results
|
||||
out = results[ExportFormat.CSV]
|
||||
with gzip.open(out, "rt", encoding="utf-8") as f:
|
||||
lines = f.readlines()
|
||||
# Header + 3 data rows
|
||||
assert len(lines) == 4
|
||||
|
||||
def test_export_parquet_raises_import_error_without_pyarrow(
|
||||
self, temp_db: Path, tmp_path: Path
|
||||
) -> None:
|
||||
"""Parquet export must raise ImportError when pyarrow is not installed."""
|
||||
exporter = BackupExporter(str(temp_db))
|
||||
with patch.dict(sys.modules, {"pyarrow": None, "pyarrow.parquet": None}):
|
||||
try:
|
||||
import pyarrow # noqa: F401
|
||||
pytest.skip("pyarrow is installed; cannot test ImportError path")
|
||||
except ImportError:
|
||||
pass
|
||||
results = exporter.export_all(
|
||||
tmp_path / "out",
|
||||
formats=[ExportFormat.PARQUET],
|
||||
compress=False,
|
||||
)
|
||||
# Parquet export fails gracefully; result dict should not contain it
|
||||
assert ExportFormat.PARQUET not in results
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# CloudStorage — mocked boto3 tests
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def mock_boto3_module():
|
||||
"""Inject a fake boto3 into sys.modules for the duration of the test."""
|
||||
mock = MagicMock()
|
||||
with patch.dict(sys.modules, {"boto3": mock}):
|
||||
yield mock
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def s3_config():
|
||||
"""Minimal S3Config for tests."""
|
||||
from src.backup.cloud_storage import S3Config
|
||||
|
||||
return S3Config(
|
||||
endpoint_url="http://localhost:9000",
|
||||
access_key="minioadmin",
|
||||
secret_key="minioadmin",
|
||||
bucket_name="test-bucket",
|
||||
region="us-east-1",
|
||||
)
|
||||
|
||||
|
||||
class TestCloudStorage:
|
||||
"""Test CloudStorage using mocked boto3."""
|
||||
|
||||
def test_init_creates_s3_client(self, mock_boto3_module, s3_config) -> None:
|
||||
"""CloudStorage.__init__ must call boto3.client with the correct args."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
storage = CloudStorage(s3_config)
|
||||
mock_boto3_module.client.assert_called_once()
|
||||
call_kwargs = mock_boto3_module.client.call_args[1]
|
||||
assert call_kwargs["aws_access_key_id"] == "minioadmin"
|
||||
assert call_kwargs["aws_secret_access_key"] == "minioadmin"
|
||||
assert storage.config == s3_config
|
||||
|
||||
def test_init_raises_if_boto3_missing(self, s3_config) -> None:
|
||||
"""CloudStorage.__init__ must raise ImportError when boto3 is absent."""
|
||||
with patch.dict(sys.modules, {"boto3": None}): # type: ignore[dict-item]
|
||||
with pytest.raises((ImportError, TypeError)):
|
||||
# Re-import to trigger the try/except inside __init__
|
||||
import importlib
|
||||
|
||||
import src.backup.cloud_storage as m
|
||||
|
||||
importlib.reload(m)
|
||||
m.CloudStorage(s3_config)
|
||||
|
||||
def test_upload_file_success(
|
||||
self, mock_boto3_module, s3_config, tmp_path: Path
|
||||
) -> None:
|
||||
"""upload_file must call client.upload_file and return the object key."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
test_file = tmp_path / "backup.json.gz"
|
||||
test_file.write_bytes(b"data")
|
||||
|
||||
storage = CloudStorage(s3_config)
|
||||
key = storage.upload_file(test_file, object_key="backups/backup.json.gz")
|
||||
|
||||
assert key == "backups/backup.json.gz"
|
||||
storage.client.upload_file.assert_called_once()
|
||||
|
||||
def test_upload_file_default_key(
|
||||
self, mock_boto3_module, s3_config, tmp_path: Path
|
||||
) -> None:
|
||||
"""upload_file without object_key must use the filename as key."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
test_file = tmp_path / "myfile.gz"
|
||||
test_file.write_bytes(b"data")
|
||||
|
||||
storage = CloudStorage(s3_config)
|
||||
key = storage.upload_file(test_file)
|
||||
|
||||
assert key == "myfile.gz"
|
||||
|
||||
def test_upload_file_not_found(
|
||||
self, mock_boto3_module, s3_config, tmp_path: Path
|
||||
) -> None:
|
||||
"""upload_file must raise FileNotFoundError for missing files."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
storage = CloudStorage(s3_config)
|
||||
with pytest.raises(FileNotFoundError):
|
||||
storage.upload_file(tmp_path / "nonexistent.gz")
|
||||
|
||||
def test_upload_file_propagates_client_error(
|
||||
self, mock_boto3_module, s3_config, tmp_path: Path
|
||||
) -> None:
|
||||
"""upload_file must re-raise exceptions from the boto3 client."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
test_file = tmp_path / "backup.gz"
|
||||
test_file.write_bytes(b"data")
|
||||
|
||||
storage = CloudStorage(s3_config)
|
||||
storage.client.upload_file.side_effect = RuntimeError("network error")
|
||||
|
||||
with pytest.raises(RuntimeError, match="network error"):
|
||||
storage.upload_file(test_file)
|
||||
|
||||
def test_download_file_success(
|
||||
self, mock_boto3_module, s3_config, tmp_path: Path
|
||||
) -> None:
|
||||
"""download_file must call client.download_file and return local path."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
storage = CloudStorage(s3_config)
|
||||
dest = tmp_path / "downloads" / "backup.gz"
|
||||
|
||||
result = storage.download_file("backups/backup.gz", dest)
|
||||
|
||||
assert result == dest
|
||||
storage.client.download_file.assert_called_once()
|
||||
|
||||
def test_download_file_propagates_error(
|
||||
self, mock_boto3_module, s3_config, tmp_path: Path
|
||||
) -> None:
|
||||
"""download_file must re-raise exceptions from the boto3 client."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
storage = CloudStorage(s3_config)
|
||||
storage.client.download_file.side_effect = RuntimeError("timeout")
|
||||
|
||||
with pytest.raises(RuntimeError, match="timeout"):
|
||||
storage.download_file("key", tmp_path / "dest.gz")
|
||||
|
||||
def test_list_files_returns_objects(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
"""list_files must return parsed file metadata from S3 response."""
|
||||
from datetime import timezone
|
||||
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
storage = CloudStorage(s3_config)
|
||||
storage.client.list_objects_v2.return_value = {
|
||||
"Contents": [
|
||||
{
|
||||
"Key": "backups/a.gz",
|
||||
"Size": 1024,
|
||||
"LastModified": datetime(2026, 1, 1, tzinfo=timezone.utc),
|
||||
"ETag": '"abc123"',
|
||||
}
|
||||
]
|
||||
}
|
||||
|
||||
files = storage.list_files(prefix="backups/")
|
||||
assert len(files) == 1
|
||||
assert files[0]["key"] == "backups/a.gz"
|
||||
assert files[0]["size_bytes"] == 1024
|
||||
|
||||
def test_list_files_empty_bucket(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
"""list_files must return empty list when bucket has no objects."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
storage = CloudStorage(s3_config)
|
||||
storage.client.list_objects_v2.return_value = {}
|
||||
|
||||
files = storage.list_files()
|
||||
assert files == []
|
||||
|
||||
def test_list_files_propagates_error(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
"""list_files must re-raise exceptions from the boto3 client."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
storage = CloudStorage(s3_config)
|
||||
storage.client.list_objects_v2.side_effect = RuntimeError("auth error")
|
||||
|
||||
with pytest.raises(RuntimeError):
|
||||
storage.list_files()
|
||||
|
||||
def test_delete_file_success(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
"""delete_file must call client.delete_object with the correct key."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
storage = CloudStorage(s3_config)
|
||||
storage.delete_file("backups/old.gz")
|
||||
storage.client.delete_object.assert_called_once_with(
|
||||
Bucket="test-bucket", Key="backups/old.gz"
|
||||
)
|
||||
|
||||
def test_delete_file_propagates_error(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
"""delete_file must re-raise exceptions from the boto3 client."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
storage = CloudStorage(s3_config)
|
||||
storage.client.delete_object.side_effect = RuntimeError("permission denied")
|
||||
|
||||
with pytest.raises(RuntimeError):
|
||||
storage.delete_file("backups/old.gz")
|
||||
|
||||
def test_get_storage_stats_success(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
"""get_storage_stats must aggregate file sizes correctly."""
|
||||
from datetime import timezone
|
||||
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
storage = CloudStorage(s3_config)
|
||||
storage.client.list_objects_v2.return_value = {
|
||||
"Contents": [
|
||||
{
|
||||
"Key": "a.gz",
|
||||
"Size": 1024 * 1024,
|
||||
"LastModified": datetime(2026, 1, 1, tzinfo=timezone.utc),
|
||||
"ETag": '"x"',
|
||||
},
|
||||
{
|
||||
"Key": "b.gz",
|
||||
"Size": 1024 * 1024,
|
||||
"LastModified": datetime(2026, 1, 2, tzinfo=timezone.utc),
|
||||
"ETag": '"y"',
|
||||
},
|
||||
]
|
||||
}
|
||||
|
||||
stats = storage.get_storage_stats()
|
||||
assert stats["total_files"] == 2
|
||||
assert stats["total_size_bytes"] == 2 * 1024 * 1024
|
||||
assert stats["total_size_mb"] == pytest.approx(2.0)
|
||||
|
||||
def test_get_storage_stats_on_error(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
"""get_storage_stats must return error dict without raising on failure."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
storage = CloudStorage(s3_config)
|
||||
storage.client.list_objects_v2.side_effect = RuntimeError("no connection")
|
||||
|
||||
stats = storage.get_storage_stats()
|
||||
assert "error" in stats
|
||||
assert stats["total_files"] == 0
|
||||
|
||||
def test_verify_connection_success(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
"""verify_connection must return True when head_bucket succeeds."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
storage = CloudStorage(s3_config)
|
||||
result = storage.verify_connection()
|
||||
assert result is True
|
||||
|
||||
def test_verify_connection_failure(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
"""verify_connection must return False when head_bucket raises."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
storage = CloudStorage(s3_config)
|
||||
storage.client.head_bucket.side_effect = RuntimeError("no such bucket")
|
||||
|
||||
result = storage.verify_connection()
|
||||
assert result is False
|
||||
|
||||
def test_enable_versioning(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
"""enable_versioning must call put_bucket_versioning."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
storage = CloudStorage(s3_config)
|
||||
storage.enable_versioning()
|
||||
storage.client.put_bucket_versioning.assert_called_once()
|
||||
|
||||
def test_enable_versioning_propagates_error(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
"""enable_versioning must re-raise exceptions from the boto3 client."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
storage = CloudStorage(s3_config)
|
||||
storage.client.put_bucket_versioning.side_effect = RuntimeError("denied")
|
||||
|
||||
with pytest.raises(RuntimeError):
|
||||
storage.enable_versioning()
|
||||
|
||||
@@ -93,21 +93,9 @@ class TestMalformedJsonHandling:
|
||||
|
||||
def test_json_with_missing_fields_returns_hold(self, settings):
|
||||
client = GeminiClient(settings)
|
||||
raw = '{"action": "BUY"}'
|
||||
decision = client.parse_response(raw)
|
||||
decision = client.parse_response('{"action": "BUY"}')
|
||||
assert decision.action == "HOLD"
|
||||
assert decision.confidence == 0
|
||||
# rationale preserves raw so prompt_override callers (e.g. pre_market_planner)
|
||||
# can extract non-TradeDecision JSON from decision.rationale (#245)
|
||||
assert decision.rationale == raw
|
||||
|
||||
def test_non_trade_decision_json_preserves_raw_in_rationale(self, settings):
|
||||
"""Playbook JSON (no action/confidence/rationale) must be preserved for planner."""
|
||||
client = GeminiClient(settings)
|
||||
playbook_json = '{"market_outlook": "neutral", "stocks": []}'
|
||||
decision = client.parse_response(playbook_json)
|
||||
assert decision.action == "HOLD"
|
||||
assert decision.rationale == playbook_json
|
||||
|
||||
def test_json_with_invalid_action_returns_hold(self, settings):
|
||||
client = GeminiClient(settings)
|
||||
@@ -302,10 +290,9 @@ class TestPromptOverride:
|
||||
client = GeminiClient(settings)
|
||||
|
||||
custom_prompt = "You are a playbook generator. Return JSON with scenarios."
|
||||
playbook_json = '{"market_outlook": "neutral", "stocks": []}'
|
||||
|
||||
mock_response = MagicMock()
|
||||
mock_response.text = playbook_json
|
||||
mock_response.text = '{"action": "HOLD", "confidence": 50, "rationale": "test"}'
|
||||
|
||||
with patch.object(
|
||||
client._client.aio.models,
|
||||
@@ -318,7 +305,7 @@ class TestPromptOverride:
|
||||
"current_price": 0,
|
||||
"prompt_override": custom_prompt,
|
||||
}
|
||||
decision = await client.decide(market_data)
|
||||
await client.decide(market_data)
|
||||
|
||||
# Verify the custom prompt was sent, not a built prompt
|
||||
mock_generate.assert_called_once()
|
||||
@@ -326,50 +313,17 @@ class TestPromptOverride:
|
||||
"contents", mock_generate.call_args[0][1] if len(mock_generate.call_args[0]) > 1 else None
|
||||
)
|
||||
assert actual_prompt == custom_prompt
|
||||
# Raw response preserved in rationale without parse_response (#247)
|
||||
assert decision.rationale == playbook_json
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_prompt_override_skips_parse_response(self, settings):
|
||||
"""prompt_override bypasses parse_response — no Missing fields warning, raw preserved."""
|
||||
async def test_prompt_override_skips_optimization(self, settings):
|
||||
"""prompt_override should bypass prompt optimization."""
|
||||
client = GeminiClient(settings)
|
||||
client._enable_optimization = True
|
||||
|
||||
custom_prompt = "Custom playbook prompt"
|
||||
playbook_json = '{"market_outlook": "bullish", "stocks": [{"stock_code": "AAPL"}]}'
|
||||
|
||||
mock_response = MagicMock()
|
||||
mock_response.text = playbook_json
|
||||
|
||||
with patch.object(
|
||||
client._client.aio.models,
|
||||
"generate_content",
|
||||
new_callable=AsyncMock,
|
||||
return_value=mock_response,
|
||||
):
|
||||
with patch.object(client, "parse_response") as mock_parse:
|
||||
market_data = {
|
||||
"stock_code": "PLANNER",
|
||||
"current_price": 0,
|
||||
"prompt_override": custom_prompt,
|
||||
}
|
||||
decision = await client.decide(market_data)
|
||||
|
||||
# parse_response must NOT be called for prompt_override
|
||||
mock_parse.assert_not_called()
|
||||
# Raw playbook JSON preserved in rationale
|
||||
assert decision.rationale == playbook_json
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_prompt_override_takes_priority_over_optimization(self, settings):
|
||||
"""prompt_override must win over enable_optimization=True."""
|
||||
client = GeminiClient(settings)
|
||||
client._enable_optimization = True
|
||||
|
||||
custom_prompt = "Explicit playbook prompt"
|
||||
|
||||
mock_response = MagicMock()
|
||||
mock_response.text = '{"market_outlook": "neutral", "stocks": []}'
|
||||
mock_response.text = '{"action": "HOLD", "confidence": 50, "rationale": "ok"}'
|
||||
|
||||
with patch.object(
|
||||
client._client.aio.models,
|
||||
@@ -387,7 +341,6 @@ class TestPromptOverride:
|
||||
actual_prompt = mock_generate.call_args[1].get(
|
||||
"contents", mock_generate.call_args[0][1] if len(mock_generate.call_args[0]) > 1 else None
|
||||
)
|
||||
# The custom prompt must be used, not the compressed prompt
|
||||
assert actual_prompt == custom_prompt
|
||||
|
||||
@pytest.mark.asyncio
|
||||
|
||||
@@ -354,8 +354,6 @@ class TestFetchMarketRankings:
|
||||
assert "ranking/fluctuation" in url
|
||||
assert headers.get("tr_id") == "FHPST01700000"
|
||||
assert params.get("fid_cond_scr_div_code") == "20170"
|
||||
# 실전 API는 4자리("0000") 거부 — 1자리("0")여야 한다 (#240)
|
||||
assert params.get("fid_rank_sort_cls_code") == "0"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_volume_returns_parsed_rows(self, broker: KISBroker) -> None:
|
||||
@@ -378,27 +376,6 @@ class TestFetchMarketRankings:
|
||||
assert result[0]["price"] == 75000.0
|
||||
assert result[0]["change_rate"] == 2.5
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_fluctuation_parses_stck_shrn_iscd(self, broker: KISBroker) -> None:
|
||||
"""실전 API는 mksc_shrn_iscd 대신 stck_shrn_iscd를 반환한다 (#240)."""
|
||||
items = [
|
||||
{
|
||||
"stck_shrn_iscd": "015260",
|
||||
"hts_kor_isnm": "에이엔피",
|
||||
"stck_prpr": "794",
|
||||
"acml_vol": "4896196",
|
||||
"prdy_ctrt": "29.74",
|
||||
"vol_inrt": "0",
|
||||
}
|
||||
]
|
||||
mock_resp = _make_ranking_mock(items)
|
||||
with patch("aiohttp.ClientSession.get", return_value=mock_resp):
|
||||
result = await broker.fetch_market_rankings(ranking_type="fluctuation")
|
||||
|
||||
assert len(result) == 1
|
||||
assert result[0]["stock_code"] == "015260"
|
||||
assert result[0]["change_rate"] == 29.74
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# KRX tick unit / round-down helpers (issue #157)
|
||||
@@ -595,348 +572,4 @@ class TestSendOrderTickRounding:
|
||||
order_call = mock_post.call_args_list[1]
|
||||
body = order_call[1].get("json", {})
|
||||
assert body["ORD_DVSN"] == "01"
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# TR_ID live/paper branching (issues #201, #202, #203)
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
class TestTRIDBranchingDomestic:
|
||||
"""get_balance and send_order must use correct TR_ID for live vs paper mode."""
|
||||
|
||||
def _make_broker(self, settings, mode: str) -> KISBroker:
|
||||
from src.config import Settings
|
||||
|
||||
s = Settings(
|
||||
KIS_APP_KEY=settings.KIS_APP_KEY,
|
||||
KIS_APP_SECRET=settings.KIS_APP_SECRET,
|
||||
KIS_ACCOUNT_NO=settings.KIS_ACCOUNT_NO,
|
||||
GEMINI_API_KEY=settings.GEMINI_API_KEY,
|
||||
DB_PATH=":memory:",
|
||||
ENABLED_MARKETS="KR",
|
||||
MODE=mode,
|
||||
)
|
||||
b = KISBroker(s)
|
||||
b._access_token = "tok"
|
||||
b._token_expires_at = float("inf")
|
||||
b._rate_limiter.acquire = AsyncMock()
|
||||
return b
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_balance_paper_uses_vttc8434r(self, settings) -> None:
|
||||
broker = self._make_broker(settings, "paper")
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(
|
||||
return_value={"output1": [], "output2": {}}
|
||||
)
|
||||
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:
|
||||
await broker.get_balance()
|
||||
|
||||
headers = mock_get.call_args[1].get("headers", {})
|
||||
assert headers["tr_id"] == "VTTC8434R"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_balance_live_uses_tttc8434r(self, settings) -> None:
|
||||
broker = self._make_broker(settings, "live")
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(
|
||||
return_value={"output1": [], "output2": {}}
|
||||
)
|
||||
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:
|
||||
await broker.get_balance()
|
||||
|
||||
headers = mock_get.call_args[1].get("headers", {})
|
||||
assert headers["tr_id"] == "TTTC8434R"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_send_order_buy_paper_uses_vttc0012u(self, settings) -> None:
|
||||
broker = self._make_broker(settings, "paper")
|
||||
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)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
assert order_headers["tr_id"] == "VTTC0012U"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_send_order_buy_live_uses_tttc0012u(self, settings) -> None:
|
||||
broker = self._make_broker(settings, "live")
|
||||
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)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
assert order_headers["tr_id"] == "TTTC0012U"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_send_order_sell_paper_uses_vttc0011u(self, settings) -> None:
|
||||
broker = self._make_broker(settings, "paper")
|
||||
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)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
assert order_headers["tr_id"] == "VTTC0011U"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_send_order_sell_live_uses_tttc0011u(self, settings) -> None:
|
||||
broker = self._make_broker(settings, "live")
|
||||
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)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
assert order_headers["tr_id"] == "TTTC0011U"
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Domestic Pending Orders (get_domestic_pending_orders)
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
class TestGetDomesticPendingOrders:
|
||||
"""get_domestic_pending_orders must return [] in paper mode and call TTTC0084R in live."""
|
||||
|
||||
def _make_broker(self, settings, mode: str) -> KISBroker:
|
||||
from src.config import Settings
|
||||
|
||||
s = Settings(
|
||||
KIS_APP_KEY=settings.KIS_APP_KEY,
|
||||
KIS_APP_SECRET=settings.KIS_APP_SECRET,
|
||||
KIS_ACCOUNT_NO=settings.KIS_ACCOUNT_NO,
|
||||
GEMINI_API_KEY=settings.GEMINI_API_KEY,
|
||||
DB_PATH=":memory:",
|
||||
ENABLED_MARKETS="KR",
|
||||
MODE=mode,
|
||||
)
|
||||
b = KISBroker(s)
|
||||
b._access_token = "tok"
|
||||
b._token_expires_at = float("inf")
|
||||
b._rate_limiter.acquire = AsyncMock()
|
||||
return b
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_paper_mode_returns_empty(self, settings) -> None:
|
||||
"""Paper mode must return [] immediately without any API call."""
|
||||
broker = self._make_broker(settings, "paper")
|
||||
|
||||
with patch("aiohttp.ClientSession.get") as mock_get:
|
||||
result = await broker.get_domestic_pending_orders()
|
||||
|
||||
assert result == []
|
||||
mock_get.assert_not_called()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_live_mode_calls_tttc0084r_with_correct_params(
|
||||
self, settings
|
||||
) -> None:
|
||||
"""Live mode must call TTTC0084R with INQR_DVSN_1/2 and paging params."""
|
||||
broker = self._make_broker(settings, "live")
|
||||
pending = [{"odno": "001", "pdno": "005930", "psbl_qty": "10"}]
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(return_value={"output": pending})
|
||||
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:
|
||||
result = await broker.get_domestic_pending_orders()
|
||||
|
||||
assert result == pending
|
||||
headers = mock_get.call_args[1].get("headers", {})
|
||||
assert headers["tr_id"] == "TTTC0084R"
|
||||
params = mock_get.call_args[1].get("params", {})
|
||||
assert params["INQR_DVSN_1"] == "0"
|
||||
assert params["INQR_DVSN_2"] == "0"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_live_mode_connection_error(self, settings) -> None:
|
||||
"""Network error must raise ConnectionError."""
|
||||
import aiohttp as _aiohttp
|
||||
|
||||
broker = self._make_broker(settings, "live")
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.get",
|
||||
side_effect=_aiohttp.ClientError("timeout"),
|
||||
):
|
||||
with pytest.raises(ConnectionError):
|
||||
await broker.get_domestic_pending_orders()
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Domestic Order Cancellation (cancel_domestic_order)
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
class TestCancelDomesticOrder:
|
||||
"""cancel_domestic_order must use correct TR_ID and build body correctly."""
|
||||
|
||||
def _make_broker(self, settings, mode: str) -> KISBroker:
|
||||
from src.config import Settings
|
||||
|
||||
s = Settings(
|
||||
KIS_APP_KEY=settings.KIS_APP_KEY,
|
||||
KIS_APP_SECRET=settings.KIS_APP_SECRET,
|
||||
KIS_ACCOUNT_NO=settings.KIS_ACCOUNT_NO,
|
||||
GEMINI_API_KEY=settings.GEMINI_API_KEY,
|
||||
DB_PATH=":memory:",
|
||||
ENABLED_MARKETS="KR",
|
||||
MODE=mode,
|
||||
)
|
||||
b = KISBroker(s)
|
||||
b._access_token = "tok"
|
||||
b._token_expires_at = float("inf")
|
||||
b._rate_limiter.acquire = AsyncMock()
|
||||
return b
|
||||
|
||||
def _make_post_mocks(self, order_payload: dict) -> tuple:
|
||||
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=order_payload)
|
||||
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
return mock_hash, mock_order
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_live_uses_tttc0013u(self, settings) -> None:
|
||||
"""Live mode must use TR_ID TTTC0013U."""
|
||||
broker = self._make_broker(settings, "live")
|
||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
assert order_headers["tr_id"] == "TTTC0013U"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_paper_uses_vttc0013u(self, settings) -> None:
|
||||
"""Paper mode must use TR_ID VTTC0013U."""
|
||||
broker = self._make_broker(settings, "paper")
|
||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
assert order_headers["tr_id"] == "VTTC0013U"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_cancel_sets_rvse_cncl_dvsn_cd_02(self, settings) -> None:
|
||||
"""Body must have RVSE_CNCL_DVSN_CD='02' (취소) and QTY_ALL_ORD_YN='Y'."""
|
||||
broker = self._make_broker(settings, "live")
|
||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
|
||||
|
||||
body = mock_post.call_args_list[1][1].get("json", {})
|
||||
assert body["RVSE_CNCL_DVSN_CD"] == "02"
|
||||
assert body["QTY_ALL_ORD_YN"] == "Y"
|
||||
assert body["ORD_UNPR"] == "0"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_cancel_sets_krx_fwdg_ord_orgno_in_body(self, settings) -> None:
|
||||
"""Body must include KRX_FWDG_ORD_ORGNO and ORGN_ODNO from arguments."""
|
||||
broker = self._make_broker(settings, "live")
|
||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
await broker.cancel_domestic_order("005930", "ORD123", "BRN456", 3)
|
||||
|
||||
body = mock_post.call_args_list[1][1].get("json", {})
|
||||
assert body["KRX_FWDG_ORD_ORGNO"] == "BRN456"
|
||||
assert body["ORGN_ODNO"] == "ORD123"
|
||||
assert body["ORD_QTY"] == "3"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_cancel_sets_hashkey_header(self, settings) -> None:
|
||||
"""Request must include hashkey header (same pattern as send_order)."""
|
||||
broker = self._make_broker(settings, "live")
|
||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 2)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
assert "hashkey" in order_headers
|
||||
assert order_headers["hashkey"] == "h"
|
||||
|
||||
@@ -10,7 +10,6 @@ import pytest
|
||||
from src.context.aggregator import ContextAggregator
|
||||
from src.context.layer import LAYER_CONFIG, ContextLayer
|
||||
from src.context.store import ContextStore
|
||||
from src.context.summarizer import ContextSummarizer
|
||||
from src.db import init_db, log_trade
|
||||
|
||||
|
||||
@@ -371,259 +370,3 @@ class TestLayerMetadata:
|
||||
|
||||
# L1 aggregates from L2
|
||||
assert LAYER_CONFIG[ContextLayer.L1_LEGACY].aggregation_source == ContextLayer.L2_ANNUAL
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# ContextSummarizer tests
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def summarizer(db_conn: sqlite3.Connection) -> ContextSummarizer:
|
||||
"""Provide a ContextSummarizer backed by an in-memory store."""
|
||||
return ContextSummarizer(ContextStore(db_conn))
|
||||
|
||||
|
||||
class TestContextSummarizer:
|
||||
"""Test suite for ContextSummarizer."""
|
||||
|
||||
# ------------------------------------------------------------------
|
||||
# summarize_numeric_values
|
||||
# ------------------------------------------------------------------
|
||||
|
||||
def test_summarize_empty_values(self, summarizer: ContextSummarizer) -> None:
|
||||
"""Empty list must return SummaryStats with count=0 and no other fields."""
|
||||
stats = summarizer.summarize_numeric_values([])
|
||||
assert stats.count == 0
|
||||
assert stats.mean is None
|
||||
assert stats.min is None
|
||||
assert stats.max is None
|
||||
|
||||
def test_summarize_single_value(self, summarizer: ContextSummarizer) -> None:
|
||||
"""Single-element list must return correct stats with std=0 and trend=flat."""
|
||||
stats = summarizer.summarize_numeric_values([42.0])
|
||||
assert stats.count == 1
|
||||
assert stats.mean == 42.0
|
||||
assert stats.std == 0.0
|
||||
assert stats.trend == "flat"
|
||||
|
||||
def test_summarize_upward_trend(self, summarizer: ContextSummarizer) -> None:
|
||||
"""Increasing values must produce trend='up'."""
|
||||
values = [1.0, 2.0, 3.0, 10.0, 20.0, 30.0]
|
||||
stats = summarizer.summarize_numeric_values(values)
|
||||
assert stats.trend == "up"
|
||||
|
||||
def test_summarize_downward_trend(self, summarizer: ContextSummarizer) -> None:
|
||||
"""Decreasing values must produce trend='down'."""
|
||||
values = [30.0, 20.0, 10.0, 3.0, 2.0, 1.0]
|
||||
stats = summarizer.summarize_numeric_values(values)
|
||||
assert stats.trend == "down"
|
||||
|
||||
def test_summarize_flat_trend(self, summarizer: ContextSummarizer) -> None:
|
||||
"""Stable values must produce trend='flat'."""
|
||||
values = [100.0, 100.1, 99.9, 100.0, 100.2, 99.8]
|
||||
stats = summarizer.summarize_numeric_values(values)
|
||||
assert stats.trend == "flat"
|
||||
|
||||
# ------------------------------------------------------------------
|
||||
# summarize_layer
|
||||
# ------------------------------------------------------------------
|
||||
|
||||
def test_summarize_layer_no_data(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""summarize_layer with no data must return the 'No data' sentinel."""
|
||||
result = summarizer.summarize_layer(ContextLayer.L6_DAILY)
|
||||
assert result["count"] == 0
|
||||
assert "No data" in result["summary"]
|
||||
|
||||
def test_summarize_layer_numeric(
|
||||
self, summarizer: ContextSummarizer, db_conn: sqlite3.Connection
|
||||
) -> None:
|
||||
"""summarize_layer must collect numeric values and produce stats."""
|
||||
store = summarizer.store
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "total_pnl", 100.0)
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-02", "total_pnl", 200.0)
|
||||
|
||||
result = summarizer.summarize_layer(ContextLayer.L6_DAILY)
|
||||
assert "total_entries" in result
|
||||
|
||||
def test_summarize_layer_with_dict_values(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""summarize_layer must handle dict values by extracting numeric subkeys."""
|
||||
store = summarizer.store
|
||||
# set_context serialises the value as JSON, so passing a dict works
|
||||
store.set_context(
|
||||
ContextLayer.L6_DAILY, "2026-02-01", "metrics",
|
||||
{"win_rate": 65.0, "label": "good"}
|
||||
)
|
||||
|
||||
result = summarizer.summarize_layer(ContextLayer.L6_DAILY)
|
||||
assert "total_entries" in result
|
||||
# numeric subkey "win_rate" should appear as "metrics.win_rate"
|
||||
assert "metrics.win_rate" in result
|
||||
|
||||
def test_summarize_layer_with_string_values(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""summarize_layer must count string values separately."""
|
||||
store = summarizer.store
|
||||
# set_context stores string values as JSON-encoded strings
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "outlook", "BULLISH")
|
||||
|
||||
result = summarizer.summarize_layer(ContextLayer.L6_DAILY)
|
||||
# String fields contribute a `<key>_count` entry
|
||||
assert "outlook_count" in result
|
||||
|
||||
# ------------------------------------------------------------------
|
||||
# rolling_window_summary
|
||||
# ------------------------------------------------------------------
|
||||
|
||||
def test_rolling_window_summary_basic(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""rolling_window_summary must return the expected structure."""
|
||||
store = summarizer.store
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "pnl", 500.0)
|
||||
|
||||
result = summarizer.rolling_window_summary(ContextLayer.L6_DAILY)
|
||||
assert "window_days" in result
|
||||
assert "recent_data" in result
|
||||
assert "historical_summary" in result
|
||||
|
||||
def test_rolling_window_summary_no_older_data(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""rolling_window_summary with summarize_older=False skips history."""
|
||||
result = summarizer.rolling_window_summary(
|
||||
ContextLayer.L6_DAILY, summarize_older=False
|
||||
)
|
||||
assert result["historical_summary"] == {}
|
||||
|
||||
# ------------------------------------------------------------------
|
||||
# aggregate_to_higher_layer
|
||||
# ------------------------------------------------------------------
|
||||
|
||||
def test_aggregate_to_higher_layer_mean(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""aggregate_to_higher_layer with 'mean' via dict subkeys returns average."""
|
||||
store = summarizer.store
|
||||
# Use different outer keys but same inner metric key so get_all_contexts
|
||||
# returns multiple rows with the target subkey.
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "day1", {"pnl": 100.0})
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "day2", {"pnl": 200.0})
|
||||
|
||||
result = summarizer.aggregate_to_higher_layer(
|
||||
ContextLayer.L6_DAILY, ContextLayer.L5_WEEKLY, "pnl", "mean"
|
||||
)
|
||||
assert result == pytest.approx(150.0)
|
||||
|
||||
def test_aggregate_to_higher_layer_sum(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""aggregate_to_higher_layer with 'sum' must return the total."""
|
||||
store = summarizer.store
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "day1", {"pnl": 100.0})
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "day2", {"pnl": 200.0})
|
||||
|
||||
result = summarizer.aggregate_to_higher_layer(
|
||||
ContextLayer.L6_DAILY, ContextLayer.L5_WEEKLY, "pnl", "sum"
|
||||
)
|
||||
assert result == pytest.approx(300.0)
|
||||
|
||||
def test_aggregate_to_higher_layer_max(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""aggregate_to_higher_layer with 'max' must return the maximum."""
|
||||
store = summarizer.store
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "day1", {"pnl": 100.0})
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "day2", {"pnl": 200.0})
|
||||
|
||||
result = summarizer.aggregate_to_higher_layer(
|
||||
ContextLayer.L6_DAILY, ContextLayer.L5_WEEKLY, "pnl", "max"
|
||||
)
|
||||
assert result == pytest.approx(200.0)
|
||||
|
||||
def test_aggregate_to_higher_layer_min(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""aggregate_to_higher_layer with 'min' must return the minimum."""
|
||||
store = summarizer.store
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "day1", {"pnl": 100.0})
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "day2", {"pnl": 200.0})
|
||||
|
||||
result = summarizer.aggregate_to_higher_layer(
|
||||
ContextLayer.L6_DAILY, ContextLayer.L5_WEEKLY, "pnl", "min"
|
||||
)
|
||||
assert result == pytest.approx(100.0)
|
||||
|
||||
def test_aggregate_to_higher_layer_no_data(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""aggregate_to_higher_layer with no matching key must return None."""
|
||||
result = summarizer.aggregate_to_higher_layer(
|
||||
ContextLayer.L6_DAILY, ContextLayer.L5_WEEKLY, "nonexistent", "mean"
|
||||
)
|
||||
assert result is None
|
||||
|
||||
def test_aggregate_to_higher_layer_unknown_func_defaults_to_mean(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""Unknown aggregation function must fall back to mean."""
|
||||
store = summarizer.store
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "day1", {"pnl": 100.0})
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "day2", {"pnl": 200.0})
|
||||
|
||||
result = summarizer.aggregate_to_higher_layer(
|
||||
ContextLayer.L6_DAILY, ContextLayer.L5_WEEKLY, "pnl", "unknown_func"
|
||||
)
|
||||
assert result == pytest.approx(150.0)
|
||||
|
||||
# ------------------------------------------------------------------
|
||||
# create_compact_summary + format_summary_for_prompt
|
||||
# ------------------------------------------------------------------
|
||||
|
||||
def test_create_compact_summary(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""create_compact_summary must produce a dict keyed by layer value."""
|
||||
store = summarizer.store
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "pnl", 100.0)
|
||||
|
||||
result = summarizer.create_compact_summary([ContextLayer.L6_DAILY])
|
||||
assert ContextLayer.L6_DAILY.value in result
|
||||
|
||||
def test_format_summary_for_prompt_with_numeric_metrics(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""format_summary_for_prompt must render avg/trend fields."""
|
||||
store = summarizer.store
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "pnl", 100.0)
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-02", "pnl", 200.0)
|
||||
|
||||
compact = summarizer.create_compact_summary([ContextLayer.L6_DAILY])
|
||||
text = summarizer.format_summary_for_prompt(compact)
|
||||
assert isinstance(text, str)
|
||||
|
||||
def test_format_summary_for_prompt_skips_empty_layers(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""format_summary_for_prompt must skip layers with no metrics."""
|
||||
summary = {ContextLayer.L6_DAILY.value: {}}
|
||||
text = summarizer.format_summary_for_prompt(summary)
|
||||
assert text == ""
|
||||
|
||||
def test_format_summary_non_dict_value(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""format_summary_for_prompt must render non-dict values as plain text."""
|
||||
summary = {
|
||||
"daily": {
|
||||
"plain_count": 42,
|
||||
}
|
||||
}
|
||||
text = summarizer.format_summary_for_prompt(summary)
|
||||
assert "plain_count" in text
|
||||
assert "42" in text
|
||||
|
||||
@@ -316,136 +316,3 @@ def test_pnl_history_market_filter(tmp_path: Path) -> None:
|
||||
# KR has 1 trade with pnl=2.0
|
||||
assert len(body["labels"]) >= 1
|
||||
assert body["pnl"][0] == 2.0
|
||||
|
||||
|
||||
def test_positions_returns_open_buy(tmp_path: Path) -> None:
|
||||
"""BUY가 마지막 거래인 종목은 포지션으로 반환되어야 한다."""
|
||||
app = _app(tmp_path)
|
||||
get_positions = _endpoint(app, "/api/positions")
|
||||
body = get_positions()
|
||||
# seed_db: 005930은 BUY (오픈), AAPL은 SELL (마지막)
|
||||
assert body["count"] == 1
|
||||
pos = body["positions"][0]
|
||||
assert pos["stock_code"] == "005930"
|
||||
assert pos["market"] == "KR"
|
||||
assert pos["quantity"] == 1
|
||||
assert pos["entry_price"] == 70000
|
||||
|
||||
|
||||
def test_positions_excludes_closed_sell(tmp_path: Path) -> None:
|
||||
"""마지막 거래가 SELL인 종목은 포지션에 나타나지 않아야 한다."""
|
||||
app = _app(tmp_path)
|
||||
get_positions = _endpoint(app, "/api/positions")
|
||||
body = get_positions()
|
||||
codes = [p["stock_code"] for p in body["positions"]]
|
||||
assert "AAPL" not in codes
|
||||
|
||||
|
||||
def test_positions_empty_when_no_trades(tmp_path: Path) -> None:
|
||||
"""거래 내역이 없으면 빈 포지션 목록을 반환해야 한다."""
|
||||
db_path = tmp_path / "empty.db"
|
||||
conn = init_db(str(db_path))
|
||||
conn.close()
|
||||
app = create_dashboard_app(str(db_path))
|
||||
get_positions = _endpoint(app, "/api/positions")
|
||||
body = get_positions()
|
||||
assert body["count"] == 0
|
||||
assert body["positions"] == []
|
||||
|
||||
|
||||
def _seed_cb_context(conn: sqlite3.Connection, pnl_pct: float, market: str = "KR") -> None:
|
||||
import json as _json
|
||||
conn.execute(
|
||||
"INSERT OR REPLACE INTO system_metrics (key, value, updated_at) VALUES (?, ?, ?)",
|
||||
(
|
||||
f"portfolio_pnl_pct_{market}",
|
||||
_json.dumps({"pnl_pct": pnl_pct}),
|
||||
"2026-02-22T10:00:00+00:00",
|
||||
),
|
||||
)
|
||||
conn.commit()
|
||||
|
||||
|
||||
def test_status_circuit_breaker_ok(tmp_path: Path) -> None:
|
||||
"""pnl_pct가 -2.0%보다 높으면 status=ok를 반환해야 한다."""
|
||||
db_path = tmp_path / "cb_ok.db"
|
||||
conn = init_db(str(db_path))
|
||||
_seed_cb_context(conn, -1.0)
|
||||
conn.close()
|
||||
app = create_dashboard_app(str(db_path))
|
||||
get_status = _endpoint(app, "/api/status")
|
||||
body = get_status()
|
||||
cb = body["circuit_breaker"]
|
||||
assert cb["status"] == "ok"
|
||||
assert cb["current_pnl_pct"] == -1.0
|
||||
assert cb["threshold_pct"] == -3.0
|
||||
|
||||
|
||||
def test_status_circuit_breaker_warning(tmp_path: Path) -> None:
|
||||
"""pnl_pct가 -2.0% 이하이면 status=warning을 반환해야 한다."""
|
||||
db_path = tmp_path / "cb_warn.db"
|
||||
conn = init_db(str(db_path))
|
||||
_seed_cb_context(conn, -2.5)
|
||||
conn.close()
|
||||
app = create_dashboard_app(str(db_path))
|
||||
get_status = _endpoint(app, "/api/status")
|
||||
body = get_status()
|
||||
assert body["circuit_breaker"]["status"] == "warning"
|
||||
|
||||
|
||||
def test_status_circuit_breaker_tripped(tmp_path: Path) -> None:
|
||||
"""pnl_pct가 임계값(-3.0%) 이하이면 status=tripped를 반환해야 한다."""
|
||||
db_path = tmp_path / "cb_tripped.db"
|
||||
conn = init_db(str(db_path))
|
||||
_seed_cb_context(conn, -3.5)
|
||||
conn.close()
|
||||
app = create_dashboard_app(str(db_path))
|
||||
get_status = _endpoint(app, "/api/status")
|
||||
body = get_status()
|
||||
assert body["circuit_breaker"]["status"] == "tripped"
|
||||
|
||||
|
||||
def test_status_circuit_breaker_unknown_when_no_data(tmp_path: Path) -> None:
|
||||
"""L7 context에 pnl_pct 데이터가 없으면 status=unknown을 반환해야 한다."""
|
||||
app = _app(tmp_path) # seed_db에는 portfolio_pnl_pct 없음
|
||||
get_status = _endpoint(app, "/api/status")
|
||||
body = get_status()
|
||||
cb = body["circuit_breaker"]
|
||||
assert cb["status"] == "unknown"
|
||||
assert cb["current_pnl_pct"] is None
|
||||
|
||||
|
||||
def test_status_mode_paper(tmp_path: Path) -> None:
|
||||
"""mode=paper로 생성하면 status 응답에 mode=paper가 포함돼야 한다."""
|
||||
db_path = tmp_path / "dashboard_test.db"
|
||||
conn = init_db(str(db_path))
|
||||
_seed_db(conn)
|
||||
conn.close()
|
||||
app = create_dashboard_app(str(db_path), mode="paper")
|
||||
get_status = _endpoint(app, "/api/status")
|
||||
body = get_status()
|
||||
assert body["mode"] == "paper"
|
||||
|
||||
|
||||
def test_status_mode_live(tmp_path: Path) -> None:
|
||||
"""mode=live로 생성하면 status 응답에 mode=live가 포함돼야 한다."""
|
||||
db_path = tmp_path / "dashboard_test.db"
|
||||
conn = init_db(str(db_path))
|
||||
_seed_db(conn)
|
||||
conn.close()
|
||||
app = create_dashboard_app(str(db_path), mode="live")
|
||||
get_status = _endpoint(app, "/api/status")
|
||||
body = get_status()
|
||||
assert body["mode"] == "live"
|
||||
|
||||
|
||||
def test_status_mode_default_paper(tmp_path: Path) -> None:
|
||||
"""mode 파라미터 미전달 시 기본값은 paper여야 한다."""
|
||||
db_path = tmp_path / "dashboard_test.db"
|
||||
conn = init_db(str(db_path))
|
||||
_seed_db(conn)
|
||||
conn.close()
|
||||
app = create_dashboard_app(str(db_path))
|
||||
get_status = _endpoint(app, "/api/status")
|
||||
body = get_status()
|
||||
assert body["mode"] == "paper"
|
||||
|
||||
135
tests/test_db.py
135
tests/test_db.py
@@ -1,8 +1,5 @@
|
||||
"""Tests for database helper functions."""
|
||||
|
||||
import tempfile
|
||||
import os
|
||||
|
||||
from src.db import get_open_position, init_db, log_trade
|
||||
|
||||
|
||||
@@ -61,135 +58,3 @@ def test_get_open_position_returns_none_when_latest_is_sell() -> None:
|
||||
def test_get_open_position_returns_none_when_no_trades() -> None:
|
||||
conn = init_db(":memory:")
|
||||
assert get_open_position(conn, "AAPL", "US_NASDAQ") is None
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# WAL mode tests (issue #210)
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
def test_wal_mode_applied_to_file_db() -> None:
|
||||
"""File-based DB must use WAL journal mode for dashboard concurrent reads."""
|
||||
with tempfile.NamedTemporaryFile(suffix=".db", delete=False) as f:
|
||||
db_path = f.name
|
||||
try:
|
||||
conn = init_db(db_path)
|
||||
cursor = conn.execute("PRAGMA journal_mode")
|
||||
mode = cursor.fetchone()[0]
|
||||
assert mode == "wal", f"Expected WAL mode, got {mode}"
|
||||
conn.close()
|
||||
finally:
|
||||
os.unlink(db_path)
|
||||
# Clean up WAL auxiliary files if they exist
|
||||
for ext in ("-wal", "-shm"):
|
||||
path = db_path + ext
|
||||
if os.path.exists(path):
|
||||
os.unlink(path)
|
||||
|
||||
|
||||
def test_wal_mode_not_applied_to_memory_db() -> None:
|
||||
""":memory: DB must not apply WAL (SQLite does not support WAL for in-memory)."""
|
||||
conn = init_db(":memory:")
|
||||
cursor = conn.execute("PRAGMA journal_mode")
|
||||
mode = cursor.fetchone()[0]
|
||||
# In-memory DBs default to 'memory' journal mode
|
||||
assert mode != "wal", "WAL should not be set on in-memory database"
|
||||
conn.close()
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# mode column tests (issue #212)
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
def test_log_trade_stores_mode_paper() -> None:
|
||||
"""log_trade must persist mode='paper' in the trades table."""
|
||||
conn = init_db(":memory:")
|
||||
log_trade(
|
||||
conn=conn,
|
||||
stock_code="005930",
|
||||
action="BUY",
|
||||
confidence=85,
|
||||
rationale="test",
|
||||
mode="paper",
|
||||
)
|
||||
row = conn.execute("SELECT mode FROM trades ORDER BY id DESC LIMIT 1").fetchone()
|
||||
assert row is not None
|
||||
assert row[0] == "paper"
|
||||
|
||||
|
||||
def test_log_trade_stores_mode_live() -> None:
|
||||
"""log_trade must persist mode='live' in the trades table."""
|
||||
conn = init_db(":memory:")
|
||||
log_trade(
|
||||
conn=conn,
|
||||
stock_code="005930",
|
||||
action="BUY",
|
||||
confidence=85,
|
||||
rationale="test",
|
||||
mode="live",
|
||||
)
|
||||
row = conn.execute("SELECT mode FROM trades ORDER BY id DESC LIMIT 1").fetchone()
|
||||
assert row is not None
|
||||
assert row[0] == "live"
|
||||
|
||||
|
||||
def test_log_trade_default_mode_is_paper() -> None:
|
||||
"""log_trade without explicit mode must default to 'paper'."""
|
||||
conn = init_db(":memory:")
|
||||
log_trade(
|
||||
conn=conn,
|
||||
stock_code="005930",
|
||||
action="HOLD",
|
||||
confidence=50,
|
||||
rationale="test",
|
||||
)
|
||||
row = conn.execute("SELECT mode FROM trades ORDER BY id DESC LIMIT 1").fetchone()
|
||||
assert row is not None
|
||||
assert row[0] == "paper"
|
||||
|
||||
|
||||
def test_mode_column_exists_in_schema() -> None:
|
||||
"""trades table must have a mode column after init_db."""
|
||||
conn = init_db(":memory:")
|
||||
cursor = conn.execute("PRAGMA table_info(trades)")
|
||||
columns = {row[1] for row in cursor.fetchall()}
|
||||
assert "mode" in columns
|
||||
|
||||
|
||||
def test_mode_migration_adds_column_to_existing_db() -> None:
|
||||
"""init_db must add mode column to existing DBs that lack it (migration)."""
|
||||
import sqlite3
|
||||
|
||||
with tempfile.NamedTemporaryFile(suffix=".db", delete=False) as f:
|
||||
db_path = f.name
|
||||
try:
|
||||
# Create DB without mode column (simulate old schema)
|
||||
old_conn = sqlite3.connect(db_path)
|
||||
old_conn.execute(
|
||||
"""CREATE TABLE trades (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
timestamp TEXT NOT NULL,
|
||||
stock_code TEXT NOT NULL,
|
||||
action TEXT NOT NULL,
|
||||
confidence INTEGER NOT NULL,
|
||||
rationale TEXT,
|
||||
quantity INTEGER,
|
||||
price REAL,
|
||||
pnl REAL DEFAULT 0.0,
|
||||
market TEXT DEFAULT 'KR',
|
||||
exchange_code TEXT DEFAULT 'KRX',
|
||||
decision_id TEXT
|
||||
)"""
|
||||
)
|
||||
old_conn.commit()
|
||||
old_conn.close()
|
||||
|
||||
# Run init_db — should add mode column via migration
|
||||
conn = init_db(db_path)
|
||||
cursor = conn.execute("PRAGMA table_info(trades)")
|
||||
columns = {row[1] for row in cursor.fetchall()}
|
||||
assert "mode" in columns
|
||||
conn.close()
|
||||
finally:
|
||||
os.unlink(db_path)
|
||||
|
||||
@@ -1,117 +0,0 @@
|
||||
"""Tests for JSON structured logging configuration."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import logging
|
||||
import sys
|
||||
|
||||
from src.logging_config import JSONFormatter, setup_logging
|
||||
|
||||
|
||||
class TestJSONFormatter:
|
||||
"""Test JSONFormatter output."""
|
||||
|
||||
def test_basic_log_record(self) -> None:
|
||||
"""JSONFormatter must emit valid JSON with required fields."""
|
||||
formatter = JSONFormatter()
|
||||
record = logging.LogRecord(
|
||||
name="test.logger",
|
||||
level=logging.INFO,
|
||||
pathname="",
|
||||
lineno=0,
|
||||
msg="Hello %s",
|
||||
args=("world",),
|
||||
exc_info=None,
|
||||
)
|
||||
output = formatter.format(record)
|
||||
data = json.loads(output)
|
||||
assert data["level"] == "INFO"
|
||||
assert data["logger"] == "test.logger"
|
||||
assert data["message"] == "Hello world"
|
||||
assert "timestamp" in data
|
||||
|
||||
def test_includes_exception_info(self) -> None:
|
||||
"""JSONFormatter must include exception info when present."""
|
||||
formatter = JSONFormatter()
|
||||
try:
|
||||
raise ValueError("test error")
|
||||
except ValueError:
|
||||
exc_info = sys.exc_info()
|
||||
record = logging.LogRecord(
|
||||
name="test",
|
||||
level=logging.ERROR,
|
||||
pathname="",
|
||||
lineno=0,
|
||||
msg="oops",
|
||||
args=(),
|
||||
exc_info=exc_info,
|
||||
)
|
||||
output = formatter.format(record)
|
||||
data = json.loads(output)
|
||||
assert "exception" in data
|
||||
assert "ValueError" in data["exception"]
|
||||
|
||||
def test_extra_trading_fields_included(self) -> None:
|
||||
"""Extra trading fields attached to the record must appear in JSON."""
|
||||
formatter = JSONFormatter()
|
||||
record = logging.LogRecord(
|
||||
name="test",
|
||||
level=logging.INFO,
|
||||
pathname="",
|
||||
lineno=0,
|
||||
msg="trade",
|
||||
args=(),
|
||||
exc_info=None,
|
||||
)
|
||||
record.stock_code = "005930" # type: ignore[attr-defined]
|
||||
record.action = "BUY" # type: ignore[attr-defined]
|
||||
record.confidence = 85 # type: ignore[attr-defined]
|
||||
record.pnl_pct = -1.5 # type: ignore[attr-defined]
|
||||
record.order_amount = 1_000_000 # type: ignore[attr-defined]
|
||||
output = formatter.format(record)
|
||||
data = json.loads(output)
|
||||
assert data["stock_code"] == "005930"
|
||||
assert data["action"] == "BUY"
|
||||
assert data["confidence"] == 85
|
||||
assert data["pnl_pct"] == -1.5
|
||||
assert data["order_amount"] == 1_000_000
|
||||
|
||||
def test_none_extra_fields_excluded(self) -> None:
|
||||
"""Extra fields that are None must not appear in JSON output."""
|
||||
formatter = JSONFormatter()
|
||||
record = logging.LogRecord(
|
||||
name="test",
|
||||
level=logging.INFO,
|
||||
pathname="",
|
||||
lineno=0,
|
||||
msg="no extras",
|
||||
args=(),
|
||||
exc_info=None,
|
||||
)
|
||||
output = formatter.format(record)
|
||||
data = json.loads(output)
|
||||
assert "stock_code" not in data
|
||||
assert "action" not in data
|
||||
assert "confidence" not in data
|
||||
|
||||
|
||||
class TestSetupLogging:
|
||||
"""Test setup_logging function."""
|
||||
|
||||
def test_configures_root_logger(self) -> None:
|
||||
"""setup_logging must attach a JSON handler to the root logger."""
|
||||
setup_logging(level=logging.DEBUG)
|
||||
root = logging.getLogger()
|
||||
json_handlers = [
|
||||
h for h in root.handlers if isinstance(h.formatter, JSONFormatter)
|
||||
]
|
||||
assert len(json_handlers) == 1
|
||||
assert root.level == logging.DEBUG
|
||||
|
||||
def test_avoids_duplicate_handlers(self) -> None:
|
||||
"""Calling setup_logging twice must not add duplicate handlers."""
|
||||
setup_logging()
|
||||
setup_logging()
|
||||
root = logging.getLogger()
|
||||
assert len(root.handlers) == 1
|
||||
3179
tests/test_main.py
3179
tests/test_main.py
File diff suppressed because it is too large
Load Diff
@@ -124,7 +124,7 @@ class TestFetchOverseasRankings:
|
||||
assert "/uapi/overseas-stock/v1/ranking/updown-rate" in url
|
||||
assert params["EXCD"] == "NAS"
|
||||
assert params["NDAY"] == "0"
|
||||
assert params["GUBN"] == "0" # 0=전체(상승+하락), 변동성 스캐너에 필요
|
||||
assert params["GUBN"] == "1"
|
||||
assert params["VOL_RANG"] == "0"
|
||||
|
||||
overseas_broker._broker._auth_headers.assert_called_with("HHDFS76290000")
|
||||
@@ -414,7 +414,7 @@ class TestSendOverseasOrder:
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_sell_limit_order(self, overseas_broker: OverseasBroker) -> None:
|
||||
"""Limit sell order should use VTTT1001U and ORD_DVSN=00."""
|
||||
"""Limit sell order should use VTTT1006U and ORD_DVSN=00."""
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(return_value={"rt_cd": "0"})
|
||||
@@ -428,7 +428,7 @@ class TestSendOverseasOrder:
|
||||
result = await overseas_broker.send_overseas_order("NYSE", "MSFT", "SELL", 5, price=350.0)
|
||||
assert result["rt_cd"] == "0"
|
||||
|
||||
overseas_broker._broker._auth_headers.assert_called_with("VTTT1001U")
|
||||
overseas_broker._broker._auth_headers.assert_called_with("VTTT1006U")
|
||||
|
||||
call_args = mock_session.post.call_args
|
||||
body = call_args[1]["json"]
|
||||
@@ -640,394 +640,4 @@ class TestPaperOverseasCash:
|
||||
GEMINI_API_KEY="g",
|
||||
)
|
||||
assert settings.PAPER_OVERSEAS_CASH == 0.0
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# TR_ID live/paper branching — overseas (issues #201, #203)
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
def _make_overseas_broker_with_mode(mode: str) -> OverseasBroker:
|
||||
s = Settings(
|
||||
KIS_APP_KEY="k",
|
||||
KIS_APP_SECRET="s",
|
||||
KIS_ACCOUNT_NO="12345678-01",
|
||||
GEMINI_API_KEY="g",
|
||||
DB_PATH=":memory:",
|
||||
MODE=mode,
|
||||
)
|
||||
kis = KISBroker(s)
|
||||
kis._access_token = "tok"
|
||||
kis._token_expires_at = float("inf")
|
||||
kis._rate_limiter.acquire = AsyncMock()
|
||||
return OverseasBroker(kis)
|
||||
|
||||
|
||||
class TestOverseasTRIDBranching:
|
||||
"""get_overseas_balance and send_overseas_order must use correct TR_ID."""
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_overseas_balance_paper_uses_vtts3012r(self) -> None:
|
||||
broker = _make_overseas_broker_with_mode("paper")
|
||||
captured: list[str] = []
|
||||
|
||||
async def mock_auth_headers(tr_id: str) -> dict:
|
||||
captured.append(tr_id)
|
||||
return {"tr_id": tr_id, "authorization": "Bearer tok"}
|
||||
|
||||
broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(return_value={"output1": [], "output2": []})
|
||||
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
mock_session = MagicMock()
|
||||
mock_session.get = MagicMock(return_value=mock_resp)
|
||||
broker._broker._get_session = MagicMock(return_value=mock_session)
|
||||
|
||||
await broker.get_overseas_balance("NASD")
|
||||
assert "VTTS3012R" in captured
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_overseas_balance_live_uses_ttts3012r(self) -> None:
|
||||
broker = _make_overseas_broker_with_mode("live")
|
||||
captured: list[str] = []
|
||||
|
||||
async def mock_auth_headers(tr_id: str) -> dict:
|
||||
captured.append(tr_id)
|
||||
return {"tr_id": tr_id, "authorization": "Bearer tok"}
|
||||
|
||||
broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(return_value={"output1": [], "output2": []})
|
||||
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
mock_session = MagicMock()
|
||||
mock_session.get = MagicMock(return_value=mock_resp)
|
||||
broker._broker._get_session = MagicMock(return_value=mock_session)
|
||||
|
||||
await broker.get_overseas_balance("NASD")
|
||||
assert "TTTS3012R" in captured
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_send_overseas_order_buy_paper_uses_vttt1002u(self) -> None:
|
||||
broker = _make_overseas_broker_with_mode("paper")
|
||||
captured: list[str] = []
|
||||
|
||||
async def mock_auth_headers(tr_id: str) -> dict:
|
||||
captured.append(tr_id)
|
||||
return {"tr_id": tr_id, "authorization": "Bearer tok"}
|
||||
|
||||
broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
||||
broker._broker._get_hash_key = AsyncMock(return_value="h") # type: ignore[method-assign]
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
|
||||
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
mock_session = MagicMock()
|
||||
mock_session.post = MagicMock(return_value=mock_resp)
|
||||
broker._broker._get_session = MagicMock(return_value=mock_session)
|
||||
|
||||
await broker.send_overseas_order("NASD", "AAPL", "BUY", 1)
|
||||
assert "VTTT1002U" in captured
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_send_overseas_order_buy_live_uses_tttt1002u(self) -> None:
|
||||
broker = _make_overseas_broker_with_mode("live")
|
||||
captured: list[str] = []
|
||||
|
||||
async def mock_auth_headers(tr_id: str) -> dict:
|
||||
captured.append(tr_id)
|
||||
return {"tr_id": tr_id, "authorization": "Bearer tok"}
|
||||
|
||||
broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
||||
broker._broker._get_hash_key = AsyncMock(return_value="h") # type: ignore[method-assign]
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
|
||||
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
mock_session = MagicMock()
|
||||
mock_session.post = MagicMock(return_value=mock_resp)
|
||||
broker._broker._get_session = MagicMock(return_value=mock_session)
|
||||
|
||||
await broker.send_overseas_order("NASD", "AAPL", "BUY", 1)
|
||||
assert "TTTT1002U" in captured
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_send_overseas_order_sell_paper_uses_vttt1001u(self) -> None:
|
||||
broker = _make_overseas_broker_with_mode("paper")
|
||||
captured: list[str] = []
|
||||
|
||||
async def mock_auth_headers(tr_id: str) -> dict:
|
||||
captured.append(tr_id)
|
||||
return {"tr_id": tr_id, "authorization": "Bearer tok"}
|
||||
|
||||
broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
||||
broker._broker._get_hash_key = AsyncMock(return_value="h") # type: ignore[method-assign]
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
|
||||
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
mock_session = MagicMock()
|
||||
mock_session.post = MagicMock(return_value=mock_resp)
|
||||
broker._broker._get_session = MagicMock(return_value=mock_session)
|
||||
|
||||
await broker.send_overseas_order("NASD", "AAPL", "SELL", 1)
|
||||
assert "VTTT1001U" in captured
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_send_overseas_order_sell_live_uses_tttt1006u(self) -> None:
|
||||
broker = _make_overseas_broker_with_mode("live")
|
||||
captured: list[str] = []
|
||||
|
||||
async def mock_auth_headers(tr_id: str) -> dict:
|
||||
captured.append(tr_id)
|
||||
return {"tr_id": tr_id, "authorization": "Bearer tok"}
|
||||
|
||||
broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
||||
broker._broker._get_hash_key = AsyncMock(return_value="h") # type: ignore[method-assign]
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(return_value={"rt_cd": "0", "msg1": "OK"})
|
||||
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
mock_session = MagicMock()
|
||||
mock_session.post = MagicMock(return_value=mock_resp)
|
||||
broker._broker._get_session = MagicMock(return_value=mock_session)
|
||||
|
||||
await broker.send_overseas_order("NASD", "AAPL", "SELL", 1)
|
||||
assert "TTTT1006U" in captured
|
||||
|
||||
|
||||
class TestGetOverseasPendingOrders:
|
||||
"""Tests for get_overseas_pending_orders method."""
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_paper_mode_returns_empty(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""Paper mode should immediately return [] without any API call."""
|
||||
# Default mock_settings has MODE="paper"
|
||||
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
||||
update={"MODE": "paper"}
|
||||
)
|
||||
mock_session = MagicMock()
|
||||
_setup_broker_mocks(overseas_broker, mock_session)
|
||||
|
||||
result = await overseas_broker.get_overseas_pending_orders("NASD")
|
||||
|
||||
assert result == []
|
||||
mock_session.get.assert_not_called()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_live_mode_calls_ttts3018r_with_correct_params(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""Live mode should call TTTS3018R with OVRS_EXCG_CD and return output list."""
|
||||
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
||||
update={"MODE": "live"}
|
||||
)
|
||||
captured_tr_id: list[str] = []
|
||||
captured_params: list[dict] = []
|
||||
|
||||
async def mock_auth_headers(tr_id: str) -> dict:
|
||||
captured_tr_id.append(tr_id)
|
||||
return {}
|
||||
|
||||
overseas_broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
||||
|
||||
pending_orders = [
|
||||
{"odno": "001", "pdno": "AAPL", "sll_buy_dvsn_cd": "02", "nccs_qty": "5"}
|
||||
]
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(return_value={"output": pending_orders})
|
||||
|
||||
mock_session = MagicMock()
|
||||
|
||||
def _capture_get(url: str, **kwargs: object) -> MagicMock:
|
||||
captured_params.append(kwargs.get("params", {}))
|
||||
return _make_async_cm(mock_resp)
|
||||
|
||||
mock_session.get = MagicMock(side_effect=_capture_get)
|
||||
overseas_broker._broker._rate_limiter.acquire = AsyncMock()
|
||||
overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
|
||||
|
||||
result = await overseas_broker.get_overseas_pending_orders("NASD")
|
||||
|
||||
assert result == pending_orders
|
||||
assert captured_tr_id == ["TTTS3018R"]
|
||||
assert captured_params[0]["OVRS_EXCG_CD"] == "NASD"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_live_mode_connection_error(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""Network error in live mode should raise ConnectionError."""
|
||||
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
||||
update={"MODE": "live"}
|
||||
)
|
||||
cm = MagicMock()
|
||||
cm.__aenter__ = AsyncMock(side_effect=aiohttp.ClientError("timeout"))
|
||||
cm.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
mock_session = MagicMock()
|
||||
mock_session.get = MagicMock(return_value=cm)
|
||||
_setup_broker_mocks(overseas_broker, mock_session)
|
||||
|
||||
with pytest.raises(ConnectionError, match="Network error fetching pending orders"):
|
||||
await overseas_broker.get_overseas_pending_orders("NASD")
|
||||
|
||||
|
||||
class TestCancelOverseasOrder:
|
||||
"""Tests for cancel_overseas_order method."""
|
||||
|
||||
def _setup_cancel_mocks(
|
||||
self, overseas_broker: OverseasBroker, response: dict
|
||||
) -> tuple[list[str], MagicMock]:
|
||||
"""Wire up mocks for a successful cancel call; return captured TR_IDs and session."""
|
||||
captured_tr_ids: list[str] = []
|
||||
|
||||
async def mock_auth_headers(tr_id: str) -> dict:
|
||||
captured_tr_ids.append(tr_id)
|
||||
return {}
|
||||
|
||||
overseas_broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
||||
overseas_broker._broker._get_hash_key = AsyncMock(return_value="hash_val") # type: ignore[method-assign]
|
||||
overseas_broker._broker._rate_limiter.acquire = AsyncMock()
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(return_value=response)
|
||||
|
||||
mock_session = MagicMock()
|
||||
mock_session.post = MagicMock(return_value=_make_async_cm(mock_resp))
|
||||
overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
|
||||
|
||||
return captured_tr_ids, mock_session
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_us_live_uses_tttt1004u(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""US exchange in live mode should use TTTT1004U."""
|
||||
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
||||
update={"MODE": "live"}
|
||||
)
|
||||
captured, _ = self._setup_cancel_mocks(
|
||||
overseas_broker, {"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
|
||||
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD001", 5)
|
||||
|
||||
assert "TTTT1004U" in captured
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_us_paper_uses_vttt1004u(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""US exchange in paper mode should use VTTT1004U."""
|
||||
# Default mock_settings has MODE="paper"
|
||||
captured, _ = self._setup_cancel_mocks(
|
||||
overseas_broker, {"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
|
||||
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD001", 5)
|
||||
|
||||
assert "VTTT1004U" in captured
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_hk_live_uses_ttts1003u(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""SEHK exchange in live mode should use TTTS1003U."""
|
||||
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
||||
update={"MODE": "live"}
|
||||
)
|
||||
captured, _ = self._setup_cancel_mocks(
|
||||
overseas_broker, {"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
|
||||
await overseas_broker.cancel_overseas_order("SEHK", "0700", "ORD002", 10)
|
||||
|
||||
assert "TTTS1003U" in captured
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_cancel_sets_rvse_cncl_dvsn_cd_02(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""Cancel body must include RVSE_CNCL_DVSN_CD='02' and OVRS_ORD_UNPR='0'."""
|
||||
captured_body: list[dict] = []
|
||||
|
||||
async def mock_auth_headers(tr_id: str) -> dict:
|
||||
return {}
|
||||
|
||||
overseas_broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
||||
overseas_broker._broker._get_hash_key = AsyncMock(return_value="h") # type: ignore[method-assign]
|
||||
overseas_broker._broker._rate_limiter.acquire = AsyncMock()
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(return_value={"rt_cd": "0"})
|
||||
|
||||
mock_session = MagicMock()
|
||||
|
||||
def _capture_post(url: str, **kwargs: object) -> MagicMock:
|
||||
captured_body.append(kwargs.get("json", {}))
|
||||
return _make_async_cm(mock_resp)
|
||||
|
||||
mock_session.post = MagicMock(side_effect=_capture_post)
|
||||
overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
|
||||
|
||||
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD003", 3)
|
||||
|
||||
assert captured_body[0]["RVSE_CNCL_DVSN_CD"] == "02"
|
||||
assert captured_body[0]["OVRS_ORD_UNPR"] == "0"
|
||||
assert captured_body[0]["ORGN_ODNO"] == "ORD003"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_cancel_sets_hashkey_header(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""hashkey must be set in the request headers."""
|
||||
captured_headers: list[dict] = []
|
||||
overseas_broker._broker._get_hash_key = AsyncMock(return_value="test_hash") # type: ignore[method-assign]
|
||||
overseas_broker._broker._rate_limiter.acquire = AsyncMock()
|
||||
|
||||
async def mock_auth_headers(tr_id: str) -> dict:
|
||||
return {"tr_id": tr_id}
|
||||
|
||||
overseas_broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(return_value={"rt_cd": "0"})
|
||||
|
||||
mock_session = MagicMock()
|
||||
|
||||
def _capture_post(url: str, **kwargs: object) -> MagicMock:
|
||||
captured_headers.append(dict(kwargs.get("headers", {})))
|
||||
return _make_async_cm(mock_resp)
|
||||
|
||||
mock_session.post = MagicMock(side_effect=_capture_post)
|
||||
overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
|
||||
|
||||
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD004", 2)
|
||||
|
||||
assert captured_headers[0].get("hashkey") == "test_hash"
|
||||
del os.environ["PAPER_OVERSEAS_CASH"]
|
||||
|
||||
@@ -830,171 +830,3 @@ class TestSmartFallbackPlaybook:
|
||||
]
|
||||
assert len(buy_scenarios) == 1
|
||||
assert buy_scenarios[0].condition.volume_ratio_above == 2.0 # VOL_MULTIPLIER default
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Holdings in prompt (#170)
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
class TestHoldingsInPrompt:
|
||||
"""Tests for current_holdings parameter in generate_playbook / _build_prompt."""
|
||||
|
||||
def _make_holdings(self) -> list[dict]:
|
||||
return [
|
||||
{
|
||||
"stock_code": "005930",
|
||||
"name": "Samsung",
|
||||
"qty": 10,
|
||||
"entry_price": 71000.0,
|
||||
"unrealized_pnl_pct": 2.3,
|
||||
"holding_days": 3,
|
||||
}
|
||||
]
|
||||
|
||||
def test_build_prompt_includes_holdings_section(self) -> None:
|
||||
"""Prompt should contain a Current Holdings section when holdings are given."""
|
||||
planner = _make_planner()
|
||||
candidates = [_candidate()]
|
||||
holdings = self._make_holdings()
|
||||
|
||||
prompt = planner._build_prompt(
|
||||
"KR",
|
||||
candidates,
|
||||
context_data={},
|
||||
self_market_scorecard=None,
|
||||
cross_market=None,
|
||||
current_holdings=holdings,
|
||||
)
|
||||
|
||||
assert "## Current Holdings" in prompt
|
||||
assert "005930" in prompt
|
||||
assert "+2.30%" in prompt
|
||||
assert "보유 3일" in prompt
|
||||
|
||||
def test_build_prompt_no_holdings_omits_section(self) -> None:
|
||||
"""Prompt should NOT contain a Current Holdings section when holdings=None."""
|
||||
planner = _make_planner()
|
||||
candidates = [_candidate()]
|
||||
|
||||
prompt = planner._build_prompt(
|
||||
"KR",
|
||||
candidates,
|
||||
context_data={},
|
||||
self_market_scorecard=None,
|
||||
cross_market=None,
|
||||
current_holdings=None,
|
||||
)
|
||||
|
||||
assert "## Current Holdings" not in prompt
|
||||
|
||||
def test_build_prompt_empty_holdings_omits_section(self) -> None:
|
||||
"""Empty list should also omit the holdings section."""
|
||||
planner = _make_planner()
|
||||
candidates = [_candidate()]
|
||||
|
||||
prompt = planner._build_prompt(
|
||||
"KR",
|
||||
candidates,
|
||||
context_data={},
|
||||
self_market_scorecard=None,
|
||||
cross_market=None,
|
||||
current_holdings=[],
|
||||
)
|
||||
|
||||
assert "## Current Holdings" not in prompt
|
||||
|
||||
def test_build_prompt_holdings_instruction_included(self) -> None:
|
||||
"""Prompt should include instruction to generate scenarios for held stocks."""
|
||||
planner = _make_planner()
|
||||
candidates = [_candidate()]
|
||||
holdings = self._make_holdings()
|
||||
|
||||
prompt = planner._build_prompt(
|
||||
"KR",
|
||||
candidates,
|
||||
context_data={},
|
||||
self_market_scorecard=None,
|
||||
cross_market=None,
|
||||
current_holdings=holdings,
|
||||
)
|
||||
|
||||
assert "005930" in prompt
|
||||
assert "SELL/HOLD" in prompt
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_generate_playbook_passes_holdings_to_prompt(self) -> None:
|
||||
"""generate_playbook should pass current_holdings through to the prompt."""
|
||||
planner = _make_planner()
|
||||
candidates = [_candidate()]
|
||||
holdings = self._make_holdings()
|
||||
|
||||
# Capture the actual prompt sent to Gemini
|
||||
captured_prompts: list[str] = []
|
||||
original_decide = planner._gemini.decide
|
||||
|
||||
async def capture_and_call(data: dict) -> TradeDecision:
|
||||
captured_prompts.append(data.get("prompt_override", ""))
|
||||
return await original_decide(data)
|
||||
|
||||
planner._gemini.decide = capture_and_call # type: ignore[method-assign]
|
||||
|
||||
await planner.generate_playbook(
|
||||
"KR", candidates, today=date(2026, 2, 8), current_holdings=holdings
|
||||
)
|
||||
|
||||
assert len(captured_prompts) == 1
|
||||
assert "## Current Holdings" in captured_prompts[0]
|
||||
assert "005930" in captured_prompts[0]
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_holdings_stock_allowed_in_parse_response(self) -> None:
|
||||
"""Holdings stocks not in candidates list should be accepted in the response."""
|
||||
holding_code = "000660" # Not in candidates
|
||||
stocks = [
|
||||
{
|
||||
"stock_code": "005930", # candidate
|
||||
"scenarios": [
|
||||
{
|
||||
"condition": {"rsi_below": 30},
|
||||
"action": "BUY",
|
||||
"confidence": 85,
|
||||
"rationale": "oversold",
|
||||
}
|
||||
],
|
||||
},
|
||||
{
|
||||
"stock_code": holding_code, # holding only
|
||||
"scenarios": [
|
||||
{
|
||||
"condition": {"price_change_pct_below": -2.0},
|
||||
"action": "SELL",
|
||||
"confidence": 90,
|
||||
"rationale": "stop-loss",
|
||||
}
|
||||
],
|
||||
},
|
||||
]
|
||||
planner = _make_planner(gemini_response=_gemini_response_json(stocks=stocks))
|
||||
candidates = [_candidate()] # only 005930
|
||||
holdings = [
|
||||
{
|
||||
"stock_code": holding_code,
|
||||
"name": "SK Hynix",
|
||||
"qty": 5,
|
||||
"entry_price": 180000.0,
|
||||
"unrealized_pnl_pct": -1.5,
|
||||
"holding_days": 7,
|
||||
}
|
||||
]
|
||||
|
||||
pb = await planner.generate_playbook(
|
||||
"KR",
|
||||
candidates,
|
||||
today=date(2026, 2, 8),
|
||||
current_holdings=holdings,
|
||||
)
|
||||
|
||||
codes = [sp.stock_code for sp in pb.stock_playbooks]
|
||||
assert "005930" in codes
|
||||
assert holding_code in codes
|
||||
|
||||
@@ -440,135 +440,3 @@ class TestEvaluate:
|
||||
assert result.action == ScenarioAction.BUY
|
||||
assert result.match_details["rsi"] == 25.0
|
||||
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
|
||||
|
||||
@@ -350,42 +350,6 @@ class TestSmartVolatilityScanner:
|
||||
assert [c.stock_code for c in candidates] == ["ABCD"]
|
||||
|
||||
|
||||
class TestImpliedRSIFormula:
|
||||
"""Test the implied_rsi formula in SmartVolatilityScanner (issue #181)."""
|
||||
|
||||
def test_neutral_change_gives_neutral_rsi(self) -> None:
|
||||
"""0% change → implied_rsi = 50 (neutral)."""
|
||||
# formula: 50 + (change_rate * 2.0)
|
||||
rsi = max(0.0, min(100.0, 50.0 + (0.0 * 2.0)))
|
||||
assert rsi == 50.0
|
||||
|
||||
def test_10pct_change_gives_rsi_70(self) -> None:
|
||||
"""10% upward change → implied_rsi = 70 (momentum signal)."""
|
||||
rsi = max(0.0, min(100.0, 50.0 + (10.0 * 2.0)))
|
||||
assert rsi == 70.0
|
||||
|
||||
def test_minus_10pct_gives_rsi_30(self) -> None:
|
||||
"""-10% change → implied_rsi = 30 (oversold signal)."""
|
||||
rsi = max(0.0, min(100.0, 50.0 + (-10.0 * 2.0)))
|
||||
assert rsi == 30.0
|
||||
|
||||
def test_saturation_at_25pct(self) -> None:
|
||||
"""Saturation occurs at >=25% change (not 12.5% as with old coefficient 4.0)."""
|
||||
rsi_12pct = max(0.0, min(100.0, 50.0 + (12.5 * 2.0)))
|
||||
rsi_25pct = max(0.0, min(100.0, 50.0 + (25.0 * 2.0)))
|
||||
rsi_30pct = max(0.0, min(100.0, 50.0 + (30.0 * 2.0)))
|
||||
# At 12.5% change: RSI = 75 (not 100, unlike old formula)
|
||||
assert rsi_12pct == 75.0
|
||||
# At 25%+ saturation
|
||||
assert rsi_25pct == 100.0
|
||||
assert rsi_30pct == 100.0 # Capped
|
||||
|
||||
def test_negative_saturation(self) -> None:
|
||||
"""Saturation at -25% gives RSI = 0."""
|
||||
rsi = max(0.0, min(100.0, 50.0 + (-25.0 * 2.0)))
|
||||
assert rsi == 0.0
|
||||
|
||||
|
||||
class TestRSICalculation:
|
||||
"""Test RSI calculation in VolatilityAnalyzer."""
|
||||
|
||||
|
||||
@@ -1,32 +0,0 @@
|
||||
"""Tests for BaseStrategy abstract class."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any
|
||||
|
||||
import pytest
|
||||
|
||||
from src.strategies.base import BaseStrategy
|
||||
|
||||
|
||||
class ConcreteStrategy(BaseStrategy):
|
||||
"""Minimal concrete strategy for testing."""
|
||||
|
||||
def evaluate(self, market_data: dict[str, Any]) -> dict[str, Any]:
|
||||
return {"action": "HOLD", "confidence": 50, "rationale": "test"}
|
||||
|
||||
|
||||
def test_base_strategy_cannot_be_instantiated() -> None:
|
||||
"""BaseStrategy cannot be instantiated directly (it's abstract)."""
|
||||
with pytest.raises(TypeError):
|
||||
BaseStrategy() # type: ignore[abstract]
|
||||
|
||||
|
||||
def test_concrete_strategy_evaluate_returns_decision() -> None:
|
||||
"""Concrete subclass must implement evaluate and return a dict."""
|
||||
strategy = ConcreteStrategy()
|
||||
result = strategy.evaluate({"close": [100.0, 101.0]})
|
||||
assert isinstance(result, dict)
|
||||
assert result["action"] == "HOLD"
|
||||
assert result["confidence"] == 50
|
||||
assert "rationale" in result
|
||||
@@ -876,54 +876,6 @@ class TestGetUpdates:
|
||||
|
||||
assert updates == []
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_updates_409_stops_polling(self) -> None:
|
||||
"""409 Conflict response stops the poller (_running = False) and returns empty list."""
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
handler = TelegramCommandHandler(client)
|
||||
handler._running = True # simulate active poller
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 409
|
||||
mock_resp.text = AsyncMock(
|
||||
return_value='{"ok":false,"error_code":409,"description":"Conflict"}'
|
||||
)
|
||||
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
with patch("aiohttp.ClientSession.post", return_value=mock_resp):
|
||||
updates = await handler._get_updates()
|
||||
|
||||
assert updates == []
|
||||
assert handler._running is False # poller stopped
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_poll_loop_exits_after_409(self) -> None:
|
||||
"""_poll_loop exits naturally after _running is set to False by a 409 response."""
|
||||
import asyncio as _asyncio
|
||||
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
handler = TelegramCommandHandler(client)
|
||||
|
||||
call_count = 0
|
||||
|
||||
async def mock_get_updates_409() -> list[dict]:
|
||||
nonlocal call_count
|
||||
call_count += 1
|
||||
# Simulate 409 stopping the poller
|
||||
handler._running = False
|
||||
return []
|
||||
|
||||
handler._get_updates = mock_get_updates_409 # type: ignore[method-assign]
|
||||
|
||||
handler._running = True
|
||||
task = _asyncio.create_task(handler._poll_loop())
|
||||
await _asyncio.wait_for(task, timeout=2.0)
|
||||
|
||||
# _get_updates called exactly once, then loop exited
|
||||
assert call_count == 1
|
||||
assert handler._running is False
|
||||
|
||||
|
||||
class TestCommandWithArgs:
|
||||
"""Test register_command_with_args and argument dispatch."""
|
||||
|
||||
@@ -124,10 +124,6 @@ class TestPromptOptimizer:
|
||||
assert len(prompt) < 300
|
||||
assert "005930" in prompt
|
||||
assert "75000" in prompt
|
||||
# Keys must match parse_response expectations (#242)
|
||||
assert '"action"' in prompt
|
||||
assert '"confidence"' in prompt
|
||||
assert '"rationale"' in prompt
|
||||
|
||||
def test_build_compressed_prompt_no_instructions(self):
|
||||
"""Test compressed prompt without instructions."""
|
||||
|
||||
Reference in New Issue
Block a user