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feature/is
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@@ -16,8 +16,9 @@ CONFIDENCE_THRESHOLD=80
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# Database
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DB_PATH=data/trade_logs.db
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# Rate Limiting
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RATE_LIMIT_RPS=10.0
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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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# Trading Mode (paper / live)
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MODE=paper
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31
CLAUDE.md
31
CLAUDE.md
@@ -17,6 +17,34 @@ pytest -v --cov=src
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python -m src.main --mode=paper
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```
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## Telegram Notifications (Optional)
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Get real-time alerts for trades, circuit breakers, and system events via Telegram.
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### Quick Setup
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1. **Create bot**: Message [@BotFather](https://t.me/BotFather) on Telegram → `/newbot`
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2. **Get chat ID**: Message [@userinfobot](https://t.me/userinfobot) → `/start`
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3. **Configure**: Add to `.env`:
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```bash
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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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4. **Test**: Start bot conversation (`/start`), then run the agent
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**Full documentation**: [src/notifications/README.md](src/notifications/README.md)
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### What You'll Get
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- 🟢 Trade execution alerts (BUY/SELL with confidence)
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- 🚨 Circuit breaker trips (automatic trading halt)
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- ⚠️ Fat-finger rejections (oversized orders blocked)
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- ℹ️ Market open/close notifications
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- 📝 System startup/shutdown status
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**Fail-safe**: Notifications never crash the trading system. Missing credentials or API errors are logged but trading continues normally.
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## Documentation
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- **[Workflow Guide](docs/workflow.md)** — Git workflow policy and agent-based development
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@@ -42,11 +70,12 @@ src/
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├── core/ # Risk manager (READ-ONLY)
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├── evolution/ # Self-improvement optimizer
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├── markets/ # Market schedules and timezone handling
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├── notifications/ # Telegram real-time alerts
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├── db.py # SQLite trade logging
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├── main.py # Trading loop orchestrator
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└── config.py # Settings (from .env)
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tests/ # 54 tests across 4 files
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tests/ # 273 tests across 13 files
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docs/ # Extended documentation
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```
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30
README.md
30
README.md
@@ -29,6 +29,7 @@ KIS(한국투자증권) API로 매매하고, Google Gemini로 판단하며, 자
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| 브로커 | `src/broker/kis_api.py` | KIS API 비동기 래퍼 (토큰 갱신, 레이트 리미터, 해시키) |
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| 두뇌 | `src/brain/gemini_client.py` | Gemini 프롬프트 구성 및 JSON 응답 파싱 |
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| 방패 | `src/core/risk_manager.py` | 서킷 브레이커 + 팻 핑거 체크 |
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| 알림 | `src/notifications/telegram_client.py` | 텔레그램 실시간 거래 알림 (선택사항) |
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| 진화 | `src/evolution/optimizer.py` | 실패 패턴 분석 → 새 전략 생성 → 테스트 → PR |
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| DB | `src/db.py` | SQLite 거래 로그 기록 |
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@@ -75,6 +76,34 @@ python -m src.main --mode=paper
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docker compose up -d ouroboros
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```
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## 텔레그램 알림 (선택사항)
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거래 실행, 서킷 브레이커 발동, 시스템 상태 등을 텔레그램으로 실시간 알림 받을 수 있습니다.
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### 빠른 설정
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1. **봇 생성**: 텔레그램에서 [@BotFather](https://t.me/BotFather) 메시지 → `/newbot` 명령
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2. **채팅 ID 확인**: [@userinfobot](https://t.me/userinfobot) 메시지 → `/start` 명령
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3. **환경변수 설정**: `.env` 파일에 추가
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```bash
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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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4. **테스트**: 봇과 대화 시작 (`/start` 전송) 후 에이전트 실행
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**상세 문서**: [src/notifications/README.md](src/notifications/README.md)
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### 알림 종류
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- 🟢 거래 체결 알림 (BUY/SELL + 신뢰도)
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- 🚨 서킷 브레이커 발동 (자동 거래 중단)
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- ⚠️ 팻 핑거 차단 (과도한 주문 차단)
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- ℹ️ 장 시작/종료 알림
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- 📝 시스템 시작/종료 상태
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**안전장치**: 알림 실패해도 거래는 계속 진행됩니다. 텔레그램 API 오류나 설정 누락이 있어도 거래 시스템은 정상 작동합니다.
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## 테스트
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35개 테스트가 TDD 방식으로 구현 전에 먼저 작성되었습니다.
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@@ -111,6 +140,7 @@ The-Ouroboros/
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│ ├── broker/kis_api.py # KIS API 클라이언트
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│ ├── brain/gemini_client.py # Gemini 의사결정 엔진
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│ ├── core/risk_manager.py # 리스크 관리
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│ ├── notifications/telegram_client.py # 텔레그램 알림
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│ ├── evolution/optimizer.py # 전략 진화 엔진
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│ └── strategies/base.py # 전략 베이스 클래스
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├── tests/ # TDD 테스트 스위트
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@@ -51,7 +51,26 @@ Self-evolving AI trading agent for global stock markets via KIS (Korea Investmen
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- **Fat-Finger Protection**: Rejects orders exceeding 30% of available cash
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- Must always be enforced, cannot be disabled
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### 4. Evolution (`src/evolution/optimizer.py`)
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### 4. Notifications (`src/notifications/telegram_client.py`)
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**TelegramClient** — Real-time event notifications via Telegram Bot API
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- Sends alerts for trades, circuit breakers, fat-finger rejections, system events
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- Non-blocking: failures are logged but never crash trading
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- Rate-limited: 1 message/second default to respect Telegram API limits
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- Auto-disabled when credentials missing
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- Gracefully handles API errors, network timeouts, invalid tokens
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**Notification Types:**
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- Trade execution (BUY/SELL with confidence)
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- Circuit breaker trips (critical alert)
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- Fat-finger protection triggers (order rejection)
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- Market open/close events
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- System startup/shutdown status
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**Setup:** See [src/notifications/README.md](../src/notifications/README.md) for bot creation and configuration.
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### 5. Evolution (`src/evolution/optimizer.py`)
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**StrategyOptimizer** — Self-improvement loop
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@@ -115,6 +134,14 @@ Self-evolving AI trading agent for global stock markets via KIS (Korea Investmen
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│
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▼
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┌──────────────────────────────────┐
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│ Notifications: Send Alert │
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│ - Trade execution notification │
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│ - Non-blocking (errors logged) │
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│ - Rate-limited to 1/sec │
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└──────────────────┬────────────────┘
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│
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▼
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┌──────────────────────────────────┐
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│ Database: Log Trade │
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│ - SQLite (data/trades.db) │
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│ - Track: action, confidence, │
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@@ -164,6 +191,11 @@ CONFIDENCE_THRESHOLD=80
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MAX_LOSS_PCT=3.0
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MAX_ORDER_PCT=30.0
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ENABLED_MARKETS=KR,US_NASDAQ # Comma-separated market codes
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# Telegram Notifications (optional)
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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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Tests use in-memory SQLite (`DB_PATH=":memory:"`) and dummy credentials via `tests/conftest.py`.
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@@ -189,3 +221,12 @@ Tests use in-memory SQLite (`DB_PATH=":memory:"`) and dummy credentials via `tes
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- Wait until next market opens
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- Use `get_next_market_open()` to calculate wait time
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- Sleep until market open time
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### Telegram API Errors
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- Log warning but continue trading
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- Missing credentials → auto-disable notifications
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- Network timeout → skip notification, no retry
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- Invalid token → log error, trading unaffected
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- Rate limit exceeded → queued via rate limiter
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**Guarantee**: Notification failures never interrupt trading operations.
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@@ -76,6 +76,10 @@ class MarketScanner:
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if market.is_domestic:
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orderbook = await self.broker.get_orderbook(stock_code)
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else:
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# Rate limiting: Add 200ms delay for overseas API calls
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# to prevent hitting KIS API rate limit (EGW00201)
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await asyncio.sleep(0.2)
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# For overseas, we need to adapt the price data structure
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price_data = await self.overseas_broker.get_overseas_price(
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market.exchange_code, stock_code
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@@ -83,8 +87,8 @@ class MarketScanner:
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# Convert to orderbook-like structure
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orderbook = {
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"output1": {
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"stck_prpr": price_data.get("output", {}).get("last", "0"),
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"acml_vol": price_data.get("output", {}).get("tvol", "0"),
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"stck_prpr": price_data.get("output", {}).get("last", "0") or "0",
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"acml_vol": price_data.get("output", {}).get("tvol", "0") or "0",
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}
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}
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@@ -55,6 +55,7 @@ class KISBroker:
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self._session: aiohttp.ClientSession | None = None
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self._access_token: str | None = None
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self._token_expires_at: float = 0.0
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self._token_lock = asyncio.Lock()
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self._rate_limiter = LeakyBucket(settings.RATE_LIMIT_RPS)
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def _get_session(self) -> aiohttp.ClientSession:
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@@ -80,7 +81,19 @@ class KISBroker:
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# ------------------------------------------------------------------
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async def _ensure_token(self) -> str:
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"""Return a valid access token, refreshing if expired."""
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"""Return a valid access token, refreshing if expired.
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Uses a lock to prevent concurrent token refresh attempts that would
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hit the API's 1-per-minute rate limit (EGW00133).
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"""
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# Fast path: check without lock
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now = asyncio.get_event_loop().time()
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if self._access_token and now < self._token_expires_at:
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return self._access_token
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# Slow path: acquire lock and refresh
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async with self._token_lock:
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# Re-check after acquiring lock (another coroutine may have refreshed)
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now = asyncio.get_event_loop().time()
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if self._access_token and now < self._token_expires_at:
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return self._access_token
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@@ -37,7 +37,8 @@ class Settings(BaseSettings):
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DB_PATH: str = "data/trade_logs.db"
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# Rate Limiting (requests per second for KIS API)
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RATE_LIMIT_RPS: float = 10.0
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# Reduced to 5.0 to avoid EGW00201 "초당 거래건수 초과" errors
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RATE_LIMIT_RPS: float = 5.0
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# Trading mode
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MODE: str = Field(default="paper", pattern="^(paper|live)$")
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55
src/main.py
55
src/main.py
@@ -33,6 +33,35 @@ from src.notifications.telegram_client import TelegramClient
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logger = logging.getLogger(__name__)
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def safe_float(value: str | float | None, default: float = 0.0) -> float:
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"""Convert to float, handling empty strings and None.
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Args:
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value: Value to convert (string, float, or None)
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default: Default value if conversion fails
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Returns:
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Converted float or default value
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Examples:
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>>> safe_float("123.45")
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123.45
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>>> safe_float("")
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0.0
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>>> safe_float(None)
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0.0
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>>> safe_float("invalid", 99.0)
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99.0
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"""
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if value is None or value == "":
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return default
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try:
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return float(value)
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except (ValueError, TypeError):
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return default
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|
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|
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# Target stock codes to monitor per market
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WATCHLISTS = {
|
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"KR": ["005930", "000660", "035420"], # Samsung, SK Hynix, NAVER
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@@ -77,16 +106,16 @@ async def trading_cycle(
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balance_data = await broker.get_balance()
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|
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output2 = balance_data.get("output2", [{}])
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total_eval = float(output2[0].get("tot_evlu_amt", "0")) if output2 else 0
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total_cash = float(
|
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total_eval = safe_float(output2[0].get("tot_evlu_amt", "0")) if output2 else 0
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total_cash = safe_float(
|
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balance_data.get("output2", [{}])[0].get("dnca_tot_amt", "0")
|
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if output2
|
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else "0"
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)
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purchase_total = float(output2[0].get("pchs_amt_smtl_amt", "0")) if output2 else 0
|
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purchase_total = safe_float(output2[0].get("pchs_amt_smtl_amt", "0")) if output2 else 0
|
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|
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current_price = float(orderbook.get("output1", {}).get("stck_prpr", "0"))
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foreigner_net = float(orderbook.get("output1", {}).get("frgn_ntby_qty", "0"))
|
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current_price = safe_float(orderbook.get("output1", {}).get("stck_prpr", "0"))
|
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foreigner_net = safe_float(orderbook.get("output1", {}).get("frgn_ntby_qty", "0"))
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else:
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# Overseas market
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price_data = await overseas_broker.get_overseas_price(
|
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@@ -95,11 +124,19 @@ async def trading_cycle(
|
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balance_data = await overseas_broker.get_overseas_balance(market.exchange_code)
|
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|
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output2 = balance_data.get("output2", [{}])
|
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total_eval = float(output2[0].get("frcr_evlu_tota", "0")) if output2 else 0
|
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total_cash = float(output2[0].get("frcr_dncl_amt_2", "0")) if output2 else 0
|
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purchase_total = float(output2[0].get("frcr_buy_amt_smtl", "0")) if output2 else 0
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# Handle both list and dict response formats
|
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if isinstance(output2, list) and output2:
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||||
balance_info = output2[0]
|
||||
elif isinstance(output2, dict):
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balance_info = output2
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else:
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balance_info = {}
|
||||
|
||||
current_price = float(price_data.get("output", {}).get("last", "0"))
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total_eval = safe_float(balance_info.get("frcr_evlu_tota", "0") or "0")
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total_cash = safe_float(balance_info.get("frcr_dncl_amt_2", "0") or "0")
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purchase_total = safe_float(balance_info.get("frcr_buy_amt_smtl", "0") or "0")
|
||||
|
||||
current_price = safe_float(price_data.get("output", {}).get("last", "0"))
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foreigner_net = 0.0 # Not available for overseas
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||||
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# Calculate daily P&L %
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||||
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@@ -49,6 +49,46 @@ class TestTokenManagement:
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||||
|
||||
await broker.close()
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||||
|
||||
@pytest.mark.asyncio
|
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async def test_concurrent_token_refresh_calls_api_once(self, settings):
|
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"""Multiple concurrent token requests should only call API once."""
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broker = KISBroker(settings)
|
||||
|
||||
# Track how many times the mock API is called
|
||||
call_count = [0]
|
||||
|
||||
def create_mock_resp():
|
||||
call_count[0] += 1
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(
|
||||
return_value={
|
||||
"access_token": "tok_concurrent",
|
||||
"token_type": "Bearer",
|
||||
"expires_in": 86400,
|
||||
}
|
||||
)
|
||||
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||
return mock_resp
|
||||
|
||||
with patch("aiohttp.ClientSession.post", return_value=create_mock_resp()):
|
||||
# Launch 5 concurrent token requests
|
||||
tokens = await asyncio.gather(
|
||||
broker._ensure_token(),
|
||||
broker._ensure_token(),
|
||||
broker._ensure_token(),
|
||||
broker._ensure_token(),
|
||||
broker._ensure_token(),
|
||||
)
|
||||
|
||||
# All should get the same token
|
||||
assert all(t == "tok_concurrent" for t in tokens)
|
||||
# API should be called only once (due to lock)
|
||||
assert call_count[0] == 1
|
||||
|
||||
await broker.close()
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Network Error Handling
|
||||
|
||||
@@ -6,7 +6,43 @@ from unittest.mock import AsyncMock, MagicMock, patch
|
||||
import pytest
|
||||
|
||||
from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
|
||||
from src.main import trading_cycle
|
||||
from src.main import safe_float, trading_cycle
|
||||
|
||||
|
||||
class TestSafeFloat:
|
||||
"""Test safe_float() helper function."""
|
||||
|
||||
def test_converts_valid_string(self):
|
||||
"""Test conversion of valid numeric string."""
|
||||
assert safe_float("123.45") == 123.45
|
||||
assert safe_float("0") == 0.0
|
||||
assert safe_float("-99.9") == -99.9
|
||||
|
||||
def test_handles_empty_string(self):
|
||||
"""Test empty string returns default."""
|
||||
assert safe_float("") == 0.0
|
||||
assert safe_float("", 99.0) == 99.0
|
||||
|
||||
def test_handles_none(self):
|
||||
"""Test None returns default."""
|
||||
assert safe_float(None) == 0.0
|
||||
assert safe_float(None, 42.0) == 42.0
|
||||
|
||||
def test_handles_invalid_string(self):
|
||||
"""Test invalid string returns default."""
|
||||
assert safe_float("invalid") == 0.0
|
||||
assert safe_float("not_a_number", 100.0) == 100.0
|
||||
assert safe_float("12.34.56") == 0.0
|
||||
|
||||
def test_handles_float_input(self):
|
||||
"""Test float input passes through."""
|
||||
assert safe_float(123.45) == 123.45
|
||||
assert safe_float(0.0) == 0.0
|
||||
|
||||
def test_custom_default(self):
|
||||
"""Test custom default value."""
|
||||
assert safe_float("", -1.0) == -1.0
|
||||
assert safe_float(None, 999.0) == 999.0
|
||||
|
||||
|
||||
class TestTradingCycleTelegramIntegration:
|
||||
@@ -341,3 +377,275 @@ class TestRunFunctionTelegramIntegration:
|
||||
pnl_pct=-3.5,
|
||||
threshold=-3.0,
|
||||
)
|
||||
|
||||
|
||||
class TestOverseasBalanceParsing:
|
||||
"""Test overseas balance output2 parsing handles different formats."""
|
||||
|
||||
@pytest.fixture
|
||||
def mock_overseas_broker_with_list(self) -> MagicMock:
|
||||
"""Create mock overseas broker returning list format."""
|
||||
broker = MagicMock()
|
||||
broker.get_overseas_price = AsyncMock(
|
||||
return_value={"output": {"last": "150.50"}}
|
||||
)
|
||||
broker.get_overseas_balance = AsyncMock(
|
||||
return_value={
|
||||
"output2": [
|
||||
{
|
||||
"frcr_evlu_tota": "10000.00",
|
||||
"frcr_dncl_amt_2": "5000.00",
|
||||
"frcr_buy_amt_smtl": "4500.00",
|
||||
}
|
||||
]
|
||||
}
|
||||
)
|
||||
return broker
|
||||
|
||||
@pytest.fixture
|
||||
def mock_overseas_broker_with_dict(self) -> MagicMock:
|
||||
"""Create mock overseas broker returning dict format."""
|
||||
broker = MagicMock()
|
||||
broker.get_overseas_price = AsyncMock(
|
||||
return_value={"output": {"last": "150.50"}}
|
||||
)
|
||||
broker.get_overseas_balance = AsyncMock(
|
||||
return_value={
|
||||
"output2": {
|
||||
"frcr_evlu_tota": "10000.00",
|
||||
"frcr_dncl_amt_2": "5000.00",
|
||||
"frcr_buy_amt_smtl": "4500.00",
|
||||
}
|
||||
}
|
||||
)
|
||||
return broker
|
||||
|
||||
@pytest.fixture
|
||||
def mock_overseas_broker_with_empty(self) -> MagicMock:
|
||||
"""Create mock overseas broker returning empty output2."""
|
||||
broker = MagicMock()
|
||||
broker.get_overseas_price = AsyncMock(
|
||||
return_value={"output": {"last": "150.50"}}
|
||||
)
|
||||
broker.get_overseas_balance = AsyncMock(return_value={"output2": []})
|
||||
return broker
|
||||
|
||||
@pytest.fixture
|
||||
def mock_overseas_broker_with_empty_price(self) -> MagicMock:
|
||||
"""Create mock overseas broker returning empty string for price."""
|
||||
broker = MagicMock()
|
||||
broker.get_overseas_price = AsyncMock(
|
||||
return_value={"output": {"last": ""}} # Empty string
|
||||
)
|
||||
broker.get_overseas_balance = AsyncMock(
|
||||
return_value={
|
||||
"output2": [
|
||||
{
|
||||
"frcr_evlu_tota": "10000.00",
|
||||
"frcr_dncl_amt_2": "5000.00",
|
||||
"frcr_buy_amt_smtl": "4500.00",
|
||||
}
|
||||
]
|
||||
}
|
||||
)
|
||||
return broker
|
||||
|
||||
@pytest.fixture
|
||||
def mock_domestic_broker(self) -> MagicMock:
|
||||
"""Create minimal mock domestic broker."""
|
||||
broker = MagicMock()
|
||||
return broker
|
||||
|
||||
@pytest.fixture
|
||||
def mock_overseas_market(self) -> MagicMock:
|
||||
"""Create mock overseas market info."""
|
||||
market = MagicMock()
|
||||
market.name = "NASDAQ"
|
||||
market.code = "US_NASDAQ"
|
||||
market.exchange_code = "NASD"
|
||||
market.is_domestic = False
|
||||
return market
|
||||
|
||||
@pytest.fixture
|
||||
def mock_brain_hold(self) -> MagicMock:
|
||||
"""Create mock brain that always holds."""
|
||||
brain = MagicMock()
|
||||
decision = MagicMock()
|
||||
decision.action = "HOLD"
|
||||
decision.confidence = 50
|
||||
decision.rationale = "Testing balance parsing"
|
||||
brain.decide = AsyncMock(return_value=decision)
|
||||
return brain
|
||||
|
||||
@pytest.fixture
|
||||
def mock_risk(self) -> MagicMock:
|
||||
"""Create mock risk manager."""
|
||||
return MagicMock()
|
||||
|
||||
@pytest.fixture
|
||||
def mock_db(self) -> MagicMock:
|
||||
"""Create mock database."""
|
||||
return MagicMock()
|
||||
|
||||
@pytest.fixture
|
||||
def mock_decision_logger(self) -> MagicMock:
|
||||
"""Create mock decision logger."""
|
||||
return MagicMock()
|
||||
|
||||
@pytest.fixture
|
||||
def mock_context_store(self) -> MagicMock:
|
||||
"""Create mock context store."""
|
||||
store = MagicMock()
|
||||
store.get_latest_timeframe = MagicMock(return_value=None)
|
||||
return store
|
||||
|
||||
@pytest.fixture
|
||||
def mock_criticality_assessor(self) -> MagicMock:
|
||||
"""Create mock criticality assessor."""
|
||||
assessor = MagicMock()
|
||||
assessor.assess_market_conditions = MagicMock(
|
||||
return_value=MagicMock(value="NORMAL")
|
||||
)
|
||||
assessor.get_timeout = MagicMock(return_value=5.0)
|
||||
return assessor
|
||||
|
||||
@pytest.fixture
|
||||
def mock_telegram(self) -> MagicMock:
|
||||
"""Create mock telegram client."""
|
||||
return MagicMock()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_overseas_balance_list_format(
|
||||
self,
|
||||
mock_domestic_broker: MagicMock,
|
||||
mock_overseas_broker_with_list: MagicMock,
|
||||
mock_brain_hold: MagicMock,
|
||||
mock_risk: MagicMock,
|
||||
mock_db: MagicMock,
|
||||
mock_decision_logger: MagicMock,
|
||||
mock_context_store: MagicMock,
|
||||
mock_criticality_assessor: MagicMock,
|
||||
mock_telegram: MagicMock,
|
||||
mock_overseas_market: MagicMock,
|
||||
) -> None:
|
||||
"""Test overseas balance parsing with list format (output2=[{...}])."""
|
||||
with patch("src.main.log_trade"):
|
||||
# Should not raise KeyError
|
||||
await trading_cycle(
|
||||
broker=mock_domestic_broker,
|
||||
overseas_broker=mock_overseas_broker_with_list,
|
||||
brain=mock_brain_hold,
|
||||
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_overseas_market,
|
||||
stock_code="AAPL",
|
||||
)
|
||||
|
||||
# Verify balance API was called
|
||||
mock_overseas_broker_with_list.get_overseas_balance.assert_called_once()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_overseas_balance_dict_format(
|
||||
self,
|
||||
mock_domestic_broker: MagicMock,
|
||||
mock_overseas_broker_with_dict: MagicMock,
|
||||
mock_brain_hold: MagicMock,
|
||||
mock_risk: MagicMock,
|
||||
mock_db: MagicMock,
|
||||
mock_decision_logger: MagicMock,
|
||||
mock_context_store: MagicMock,
|
||||
mock_criticality_assessor: MagicMock,
|
||||
mock_telegram: MagicMock,
|
||||
mock_overseas_market: MagicMock,
|
||||
) -> None:
|
||||
"""Test overseas balance parsing with dict format (output2={...})."""
|
||||
with patch("src.main.log_trade"):
|
||||
# Should not raise KeyError
|
||||
await trading_cycle(
|
||||
broker=mock_domestic_broker,
|
||||
overseas_broker=mock_overseas_broker_with_dict,
|
||||
brain=mock_brain_hold,
|
||||
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_overseas_market,
|
||||
stock_code="AAPL",
|
||||
)
|
||||
|
||||
# Verify balance API was called
|
||||
mock_overseas_broker_with_dict.get_overseas_balance.assert_called_once()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_overseas_balance_empty_format(
|
||||
self,
|
||||
mock_domestic_broker: MagicMock,
|
||||
mock_overseas_broker_with_empty: MagicMock,
|
||||
mock_brain_hold: MagicMock,
|
||||
mock_risk: MagicMock,
|
||||
mock_db: MagicMock,
|
||||
mock_decision_logger: MagicMock,
|
||||
mock_context_store: MagicMock,
|
||||
mock_criticality_assessor: MagicMock,
|
||||
mock_telegram: MagicMock,
|
||||
mock_overseas_market: MagicMock,
|
||||
) -> None:
|
||||
"""Test overseas balance parsing with empty output2."""
|
||||
with patch("src.main.log_trade"):
|
||||
# Should not raise KeyError, should default to 0
|
||||
await trading_cycle(
|
||||
broker=mock_domestic_broker,
|
||||
overseas_broker=mock_overseas_broker_with_empty,
|
||||
brain=mock_brain_hold,
|
||||
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_overseas_market,
|
||||
stock_code="AAPL",
|
||||
)
|
||||
|
||||
# Verify balance API was called
|
||||
mock_overseas_broker_with_empty.get_overseas_balance.assert_called_once()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_overseas_price_empty_string(
|
||||
self,
|
||||
mock_domestic_broker: MagicMock,
|
||||
mock_overseas_broker_with_empty_price: MagicMock,
|
||||
mock_brain_hold: MagicMock,
|
||||
mock_risk: MagicMock,
|
||||
mock_db: MagicMock,
|
||||
mock_decision_logger: MagicMock,
|
||||
mock_context_store: MagicMock,
|
||||
mock_criticality_assessor: MagicMock,
|
||||
mock_telegram: MagicMock,
|
||||
mock_overseas_market: MagicMock,
|
||||
) -> None:
|
||||
"""Test overseas price parsing with empty string (issue #49)."""
|
||||
with patch("src.main.log_trade"):
|
||||
# Should not raise ValueError, should default to 0.0
|
||||
await trading_cycle(
|
||||
broker=mock_domestic_broker,
|
||||
overseas_broker=mock_overseas_broker_with_empty_price,
|
||||
brain=mock_brain_hold,
|
||||
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_overseas_market,
|
||||
stock_code="AAPL",
|
||||
)
|
||||
|
||||
# Verify price API was called
|
||||
mock_overseas_broker_with_empty_price.get_overseas_price.assert_called_once()
|
||||
|
||||
@@ -338,6 +338,28 @@ class TestMarketScanner:
|
||||
assert metrics.stock_code == "AAPL"
|
||||
assert metrics.current_price == 150.50
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_scan_stock_overseas_empty_price(
|
||||
self,
|
||||
scanner: MarketScanner,
|
||||
mock_overseas_broker: OverseasBroker,
|
||||
context_store: ContextStore,
|
||||
) -> None:
|
||||
"""Test scanning overseas stock with empty price string (issue #49)."""
|
||||
mock_overseas_broker.get_overseas_price.return_value = {
|
||||
"output": {
|
||||
"last": "", # Empty string
|
||||
"tvol": "", # Empty string
|
||||
}
|
||||
}
|
||||
|
||||
market = MARKETS["US_NASDAQ"]
|
||||
metrics = await scanner.scan_stock("AAPL", market)
|
||||
|
||||
assert metrics is not None
|
||||
assert metrics.stock_code == "AAPL"
|
||||
assert metrics.current_price == 0.0 # Should default to 0.0
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_scan_stock_error_handling(
|
||||
self,
|
||||
|
||||
Reference in New Issue
Block a user