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feature/is
...
feature/is
| Author | SHA1 | Date | |
|---|---|---|---|
|
|
972e71a2f1 | ||
| 614b9939b1 | |||
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6dbc2afbf4 | ||
| 6c96f9ac64 |
@@ -26,3 +26,10 @@ MODE=paper
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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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# Telegram Notifications (optional)
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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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@@ -54,6 +54,11 @@ class Settings(BaseSettings):
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S3_BUCKET_NAME: str | None = None
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S3_REGION: str = "us-east-1"
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# Telegram Notifications (optional)
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TELEGRAM_BOT_TOKEN: str | None = None
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TELEGRAM_CHAT_ID: str | None = None
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TELEGRAM_ENABLED: bool = True
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model_config = {"env_file": ".env", "env_file_encoding": "utf-8"}
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@property
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79
src/main.py
79
src/main.py
@@ -10,6 +10,7 @@ import argparse
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import asyncio
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import logging
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import signal
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import sys
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from datetime import UTC, datetime
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from typing import Any
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@@ -23,11 +24,12 @@ from src.context.layer import ContextLayer
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from src.context.store import ContextStore
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from src.core.criticality import CriticalityAssessor
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from src.core.priority_queue import PriorityTaskQueue
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from src.core.risk_manager import CircuitBreakerTripped, RiskManager
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from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected, RiskManager
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from src.db import init_db, log_trade
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from src.logging.decision_logger import DecisionLogger
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from src.logging_config import setup_logging
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from src.markets.schedule import MarketInfo, get_next_market_open, get_open_markets
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from src.notifications.telegram_client import TelegramClient
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logger = logging.getLogger(__name__)
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@@ -62,6 +64,7 @@ async def trading_cycle(
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decision_logger: DecisionLogger,
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context_store: ContextStore,
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criticality_assessor: CriticalityAssessor,
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telegram: TelegramClient,
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market: MarketInfo,
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stock_code: str,
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) -> None:
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@@ -199,11 +202,23 @@ async def trading_cycle(
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order_amount = current_price * quantity
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# 4. Risk check BEFORE order
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try:
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risk.validate_order(
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current_pnl_pct=pnl_pct,
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order_amount=order_amount,
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total_cash=total_cash,
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)
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except FatFingerRejected as exc:
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try:
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await telegram.notify_fat_finger(
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stock_code=stock_code,
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order_amount=exc.order_amount,
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total_cash=exc.total_cash,
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max_pct=exc.max_pct,
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)
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except Exception as notify_exc:
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logger.warning("Fat finger notification failed: %s", notify_exc)
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raise # Re-raise to prevent trade
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# 5. Send order
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if market.is_domestic:
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@@ -223,6 +238,19 @@ async def trading_cycle(
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)
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logger.info("Order result: %s", result.get("msg1", "OK"))
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# 5.5. Notify trade execution
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try:
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await telegram.notify_trade_execution(
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stock_code=stock_code,
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market=market.name,
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action=decision.action,
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quantity=quantity,
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price=current_price,
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confidence=decision.confidence,
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)
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except Exception as exc:
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logger.warning("Telegram notification failed: %s", exc)
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# 6. Log trade
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log_trade(
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conn=db_conn,
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@@ -266,6 +294,13 @@ async def run(settings: Settings) -> None:
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decision_logger = DecisionLogger(db_conn)
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context_store = ContextStore(db_conn)
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# Initialize Telegram notifications
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telegram = TelegramClient(
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bot_token=settings.TELEGRAM_BOT_TOKEN,
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chat_id=settings.TELEGRAM_CHAT_ID,
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enabled=settings.TELEGRAM_ENABLED,
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)
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# Initialize volatility hunter
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volatility_analyzer = VolatilityAnalyzer(min_volume_surge=2.0, min_price_change=1.0)
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market_scanner = MarketScanner(
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@@ -289,6 +324,9 @@ async def run(settings: Settings) -> None:
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# Track last scan time for each market
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last_scan_time: dict[str, float] = {}
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# Track market open/close state for notifications
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_market_states: dict[str, bool] = {} # market_code -> is_open
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shutdown = asyncio.Event()
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def _signal_handler() -> None:
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@@ -302,12 +340,31 @@ async def run(settings: Settings) -> None:
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logger.info("The Ouroboros is alive. Mode: %s", settings.MODE)
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logger.info("Enabled markets: %s", settings.enabled_market_list)
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# Notify system startup
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try:
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await telegram.notify_system_start(settings.MODE, settings.enabled_market_list)
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except Exception as exc:
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logger.warning("System startup notification failed: %s", exc)
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try:
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while not shutdown.is_set():
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# Get currently open markets
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open_markets = get_open_markets(settings.enabled_market_list)
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if not open_markets:
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# Notify market close for any markets that were open
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for market_code, is_open in list(_market_states.items()):
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if is_open:
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try:
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from src.markets.schedule import MARKETS
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market_info = MARKETS.get(market_code)
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if market_info:
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await telegram.notify_market_close(market_info.name, 0.0)
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except Exception as exc:
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logger.warning("Market close notification failed: %s", exc)
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_market_states[market_code] = False
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# No markets open — wait until next market opens
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try:
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next_market, next_open_time = get_next_market_open(
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@@ -333,6 +390,14 @@ async def run(settings: Settings) -> None:
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if shutdown.is_set():
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break
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# Notify market open if it just opened
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if not _market_states.get(market.code, False):
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try:
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await telegram.notify_market_open(market.name)
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except Exception as exc:
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logger.warning("Market open notification failed: %s", exc)
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_market_states[market.code] = True
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# Volatility Hunter: Scan market periodically to update watchlist
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now_timestamp = asyncio.get_event_loop().time()
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last_scan = last_scan_time.get(market.code, 0.0)
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@@ -391,12 +456,22 @@ async def run(settings: Settings) -> None:
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decision_logger,
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context_store,
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criticality_assessor,
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telegram,
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market,
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stock_code,
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)
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break # Success — exit retry loop
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except CircuitBreakerTripped:
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except CircuitBreakerTripped as exc:
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logger.critical("Circuit breaker tripped — shutting down")
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try:
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await telegram.notify_circuit_breaker(
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pnl_pct=exc.pnl_pct,
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threshold=exc.threshold,
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)
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except Exception as notify_exc:
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logger.warning(
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"Circuit breaker notification failed: %s", notify_exc
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)
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raise
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except ConnectionError as exc:
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if attempt < MAX_CONNECTION_RETRIES:
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343
tests/test_main.py
Normal file
343
tests/test_main.py
Normal file
@@ -0,0 +1,343 @@
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"""Tests for main trading loop telegram integration."""
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import asyncio
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from unittest.mock import AsyncMock, MagicMock, patch
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import pytest
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from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
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from src.main import trading_cycle
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class TestTradingCycleTelegramIntegration:
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"""Test telegram notifications in trading_cycle function."""
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@pytest.fixture
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def mock_broker(self) -> MagicMock:
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"""Create mock broker."""
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broker = MagicMock()
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broker.get_orderbook = AsyncMock(
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return_value={
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"output1": {
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"stck_prpr": "50000",
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"frgn_ntby_qty": "100",
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}
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}
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)
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broker.get_balance = AsyncMock(
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return_value={
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"output2": [
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{
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"tot_evlu_amt": "10000000",
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"dnca_tot_amt": "5000000",
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"pchs_amt_smtl_amt": "5000000",
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}
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]
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}
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)
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broker.send_order = AsyncMock(return_value={"msg1": "OK"})
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return broker
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@pytest.fixture
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def mock_overseas_broker(self) -> MagicMock:
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"""Create mock overseas broker."""
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broker = MagicMock()
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return broker
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@pytest.fixture
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def mock_brain(self) -> MagicMock:
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"""Create mock brain that decides to buy."""
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brain = MagicMock()
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decision = MagicMock()
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decision.action = "BUY"
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decision.confidence = 85
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decision.rationale = "Test buy"
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brain.decide = AsyncMock(return_value=decision)
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return brain
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@pytest.fixture
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def mock_risk(self) -> MagicMock:
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"""Create mock risk manager."""
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risk = MagicMock()
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risk.validate_order = MagicMock()
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return risk
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@pytest.fixture
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def mock_db(self) -> MagicMock:
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"""Create mock database connection."""
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return MagicMock()
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@pytest.fixture
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def mock_decision_logger(self) -> MagicMock:
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"""Create mock decision logger."""
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logger = MagicMock()
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logger.log_decision = MagicMock()
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return logger
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@pytest.fixture
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def mock_context_store(self) -> MagicMock:
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"""Create mock context store."""
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store = MagicMock()
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store.get_latest_timeframe = MagicMock(return_value=None)
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return store
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@pytest.fixture
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def mock_criticality_assessor(self) -> MagicMock:
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"""Create mock criticality assessor."""
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assessor = MagicMock()
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assessor.assess_market_conditions = MagicMock(
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return_value=MagicMock(value="NORMAL")
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)
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assessor.get_timeout = MagicMock(return_value=5.0)
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return assessor
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@pytest.fixture
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def mock_telegram(self) -> MagicMock:
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"""Create mock telegram client."""
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telegram = MagicMock()
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telegram.notify_trade_execution = AsyncMock()
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telegram.notify_fat_finger = AsyncMock()
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telegram.notify_circuit_breaker = AsyncMock()
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return telegram
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@pytest.fixture
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def mock_market(self) -> MagicMock:
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"""Create mock market info."""
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market = MagicMock()
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market.name = "Korea"
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market.code = "KR"
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market.exchange_code = "KRX"
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market.is_domestic = True
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return market
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@pytest.mark.asyncio
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async def test_trade_execution_notification_sent(
|
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self,
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mock_broker: MagicMock,
|
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mock_overseas_broker: MagicMock,
|
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mock_brain: MagicMock,
|
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mock_risk: MagicMock,
|
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mock_db: MagicMock,
|
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mock_decision_logger: MagicMock,
|
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mock_context_store: MagicMock,
|
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mock_criticality_assessor: MagicMock,
|
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mock_telegram: MagicMock,
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mock_market: MagicMock,
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) -> None:
|
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"""Test telegram notification sent on trade execution."""
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with patch("src.main.log_trade"):
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await trading_cycle(
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broker=mock_broker,
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overseas_broker=mock_overseas_broker,
|
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brain=mock_brain,
|
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risk=mock_risk,
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db_conn=mock_db,
|
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decision_logger=mock_decision_logger,
|
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context_store=mock_context_store,
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criticality_assessor=mock_criticality_assessor,
|
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telegram=mock_telegram,
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market=mock_market,
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stock_code="005930",
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)
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|
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# Verify notification was sent
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mock_telegram.notify_trade_execution.assert_called_once()
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call_kwargs = mock_telegram.notify_trade_execution.call_args.kwargs
|
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assert call_kwargs["stock_code"] == "005930"
|
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assert call_kwargs["market"] == "Korea"
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assert call_kwargs["action"] == "BUY"
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assert call_kwargs["confidence"] == 85
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|
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@pytest.mark.asyncio
|
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async def test_trade_execution_notification_failure_doesnt_crash(
|
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self,
|
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mock_broker: MagicMock,
|
||||
mock_overseas_broker: MagicMock,
|
||||
mock_brain: MagicMock,
|
||||
mock_risk: MagicMock,
|
||||
mock_db: MagicMock,
|
||||
mock_decision_logger: MagicMock,
|
||||
mock_context_store: MagicMock,
|
||||
mock_criticality_assessor: MagicMock,
|
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mock_telegram: MagicMock,
|
||||
mock_market: MagicMock,
|
||||
) -> None:
|
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"""Test trading continues even if notification fails."""
|
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# Make notification fail
|
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mock_telegram.notify_trade_execution.side_effect = Exception("API error")
|
||||
|
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with patch("src.main.log_trade"):
|
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# Should not raise exception
|
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await trading_cycle(
|
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broker=mock_broker,
|
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overseas_broker=mock_overseas_broker,
|
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brain=mock_brain,
|
||||
risk=mock_risk,
|
||||
db_conn=mock_db,
|
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decision_logger=mock_decision_logger,
|
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context_store=mock_context_store,
|
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criticality_assessor=mock_criticality_assessor,
|
||||
telegram=mock_telegram,
|
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market=mock_market,
|
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stock_code="005930",
|
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)
|
||||
|
||||
# Verify notification was attempted
|
||||
mock_telegram.notify_trade_execution.assert_called_once()
|
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|
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@pytest.mark.asyncio
|
||||
async def test_fat_finger_notification_sent(
|
||||
self,
|
||||
mock_broker: MagicMock,
|
||||
mock_overseas_broker: MagicMock,
|
||||
mock_brain: MagicMock,
|
||||
mock_risk: MagicMock,
|
||||
mock_db: MagicMock,
|
||||
mock_decision_logger: MagicMock,
|
||||
mock_context_store: MagicMock,
|
||||
mock_criticality_assessor: MagicMock,
|
||||
mock_telegram: MagicMock,
|
||||
mock_market: MagicMock,
|
||||
) -> None:
|
||||
"""Test telegram notification sent on fat finger rejection."""
|
||||
# Make risk manager reject the order
|
||||
mock_risk.validate_order.side_effect = FatFingerRejected(
|
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order_amount=2000000,
|
||||
total_cash=5000000,
|
||||
max_pct=30.0,
|
||||
)
|
||||
|
||||
with patch("src.main.log_trade"):
|
||||
with pytest.raises(FatFingerRejected):
|
||||
await trading_cycle(
|
||||
broker=mock_broker,
|
||||
overseas_broker=mock_overseas_broker,
|
||||
brain=mock_brain,
|
||||
risk=mock_risk,
|
||||
db_conn=mock_db,
|
||||
decision_logger=mock_decision_logger,
|
||||
context_store=mock_context_store,
|
||||
criticality_assessor=mock_criticality_assessor,
|
||||
telegram=mock_telegram,
|
||||
market=mock_market,
|
||||
stock_code="005930",
|
||||
)
|
||||
|
||||
# Verify notification was sent
|
||||
mock_telegram.notify_fat_finger.assert_called_once()
|
||||
call_kwargs = mock_telegram.notify_fat_finger.call_args.kwargs
|
||||
assert call_kwargs["stock_code"] == "005930"
|
||||
assert call_kwargs["order_amount"] == 2000000
|
||||
assert call_kwargs["total_cash"] == 5000000
|
||||
assert call_kwargs["max_pct"] == 30.0
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_fat_finger_notification_failure_still_raises(
|
||||
self,
|
||||
mock_broker: MagicMock,
|
||||
mock_overseas_broker: MagicMock,
|
||||
mock_brain: MagicMock,
|
||||
mock_risk: MagicMock,
|
||||
mock_db: MagicMock,
|
||||
mock_decision_logger: MagicMock,
|
||||
mock_context_store: MagicMock,
|
||||
mock_criticality_assessor: MagicMock,
|
||||
mock_telegram: MagicMock,
|
||||
mock_market: MagicMock,
|
||||
) -> None:
|
||||
"""Test fat finger exception still raised even if notification fails."""
|
||||
# Make risk manager reject the order
|
||||
mock_risk.validate_order.side_effect = FatFingerRejected(
|
||||
order_amount=2000000,
|
||||
total_cash=5000000,
|
||||
max_pct=30.0,
|
||||
)
|
||||
# Make notification fail
|
||||
mock_telegram.notify_fat_finger.side_effect = Exception("API error")
|
||||
|
||||
with patch("src.main.log_trade"):
|
||||
with pytest.raises(FatFingerRejected):
|
||||
await trading_cycle(
|
||||
broker=mock_broker,
|
||||
overseas_broker=mock_overseas_broker,
|
||||
brain=mock_brain,
|
||||
risk=mock_risk,
|
||||
db_conn=mock_db,
|
||||
decision_logger=mock_decision_logger,
|
||||
context_store=mock_context_store,
|
||||
criticality_assessor=mock_criticality_assessor,
|
||||
telegram=mock_telegram,
|
||||
market=mock_market,
|
||||
stock_code="005930",
|
||||
)
|
||||
|
||||
# Verify notification was attempted
|
||||
mock_telegram.notify_fat_finger.assert_called_once()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_no_notification_on_hold_decision(
|
||||
self,
|
||||
mock_broker: MagicMock,
|
||||
mock_overseas_broker: MagicMock,
|
||||
mock_brain: MagicMock,
|
||||
mock_risk: MagicMock,
|
||||
mock_db: MagicMock,
|
||||
mock_decision_logger: MagicMock,
|
||||
mock_context_store: MagicMock,
|
||||
mock_criticality_assessor: MagicMock,
|
||||
mock_telegram: MagicMock,
|
||||
mock_market: MagicMock,
|
||||
) -> None:
|
||||
"""Test no trade notification sent when decision is HOLD."""
|
||||
# Change brain decision to HOLD
|
||||
decision = MagicMock()
|
||||
decision.action = "HOLD"
|
||||
decision.confidence = 50
|
||||
decision.rationale = "Insufficient signal"
|
||||
mock_brain.decide = AsyncMock(return_value=decision)
|
||||
|
||||
with patch("src.main.log_trade"):
|
||||
await trading_cycle(
|
||||
broker=mock_broker,
|
||||
overseas_broker=mock_overseas_broker,
|
||||
brain=mock_brain,
|
||||
risk=mock_risk,
|
||||
db_conn=mock_db,
|
||||
decision_logger=mock_decision_logger,
|
||||
context_store=mock_context_store,
|
||||
criticality_assessor=mock_criticality_assessor,
|
||||
telegram=mock_telegram,
|
||||
market=mock_market,
|
||||
stock_code="005930",
|
||||
)
|
||||
|
||||
# Verify no trade notification sent
|
||||
mock_telegram.notify_trade_execution.assert_not_called()
|
||||
|
||||
|
||||
class TestRunFunctionTelegramIntegration:
|
||||
"""Test telegram notifications in run function."""
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_circuit_breaker_notification_sent(self) -> None:
|
||||
"""Test telegram notification sent when circuit breaker trips."""
|
||||
mock_telegram = MagicMock()
|
||||
mock_telegram.notify_circuit_breaker = AsyncMock()
|
||||
|
||||
# Simulate circuit breaker exception
|
||||
exc = CircuitBreakerTripped(pnl_pct=-3.5, threshold=-3.0)
|
||||
|
||||
# Test the notification logic
|
||||
try:
|
||||
await mock_telegram.notify_circuit_breaker(
|
||||
pnl_pct=exc.pnl_pct,
|
||||
threshold=exc.threshold,
|
||||
)
|
||||
except Exception:
|
||||
pass # Ignore errors in notification
|
||||
|
||||
# Verify notification was called
|
||||
mock_telegram.notify_circuit_breaker.assert_called_once_with(
|
||||
pnl_pct=-3.5,
|
||||
threshold=-3.0,
|
||||
)
|
||||
Reference in New Issue
Block a user