Compare commits
17 Commits
feature/is
...
feature/v3
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@@ -47,6 +47,13 @@
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|||||||
- 모니터링 로그 경로:
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- 모니터링 로그 경로:
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||||||
- 이상 징후/이슈 링크:
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- 이상 징후/이슈 링크:
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## READ-ONLY Approval (Required when touching READ-ONLY files)
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||||||
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- Touched READ-ONLY files:
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- Human approval:
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- Test suite 1:
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- Test suite 2:
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|
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## Approval Gate
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## Approval Gate
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||||||
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- [ ] Static Verifier approval comment linked
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- [ ] Static Verifier approval comment linked
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||||||
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@@ -25,7 +25,7 @@ jobs:
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run: pip install ".[dev]"
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run: pip install ".[dev]"
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- name: Session handover gate
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- name: Session handover gate
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run: python3 scripts/session_handover_check.py --strict
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run: python3 scripts/session_handover_check.py --strict --ci
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|
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- name: Validate governance assets
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- name: Validate governance assets
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env:
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env:
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2
.github/workflows/ci.yml
vendored
2
.github/workflows/ci.yml
vendored
@@ -22,7 +22,7 @@ jobs:
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|||||||
run: pip install ".[dev]"
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run: pip install ".[dev]"
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|
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- name: Session handover gate
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- name: Session handover gate
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run: python3 scripts/session_handover_check.py --strict
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run: python3 scripts/session_handover_check.py --strict --ci
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|
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- name: Validate governance assets
|
- name: Validate governance assets
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env:
|
env:
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@@ -1,9 +1,9 @@
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<!--
|
<!--
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Doc-ID: DOC-REQ-001
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Doc-ID: DOC-REQ-001
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Version: 1.0.0
|
Version: 1.0.1
|
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Status: active
|
Status: active
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||||||
Owner: strategy
|
Owner: strategy
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||||||
Updated: 2026-02-26
|
Updated: 2026-03-01
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||||||
-->
|
-->
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|
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# 요구사항 원장 (Single Source of Truth)
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# 요구사항 원장 (Single Source of Truth)
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@@ -37,3 +37,4 @@ Updated: 2026-02-26
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- `REQ-OPS-001`: 타임존은 모든 시간 필드에 명시(KST/UTC)되어야 한다.
|
- `REQ-OPS-001`: 타임존은 모든 시간 필드에 명시(KST/UTC)되어야 한다.
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||||||
- `REQ-OPS-002`: 문서의 수치 정책은 원장에서만 변경한다.
|
- `REQ-OPS-002`: 문서의 수치 정책은 원장에서만 변경한다.
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||||||
- `REQ-OPS-003`: 구현 태스크는 반드시 테스트 태스크를 동반한다.
|
- `REQ-OPS-003`: 구현 태스크는 반드시 테스트 태스크를 동반한다.
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|
- `REQ-OPS-004`: 원본 계획 문서(`v2`, `v3`)는 `docs/ouroboros/source/` 경로를 단일 기준으로 사용한다.
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@@ -51,6 +51,7 @@ Updated: 2026-02-26
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- `TASK-OPS-001` (`REQ-OPS-001`): 시간 필드/로그 스키마의 타임존 표기 강제 규칙 구현
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- `TASK-OPS-001` (`REQ-OPS-001`): 시간 필드/로그 스키마의 타임존 표기 강제 규칙 구현
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- `TASK-OPS-002` (`REQ-OPS-002`): 정책 수치 변경 시 `01_requirements_registry.md` 선수정 CI 체크 추가
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- `TASK-OPS-002` (`REQ-OPS-002`): 정책 수치 변경 시 `01_requirements_registry.md` 선수정 CI 체크 추가
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- `TASK-OPS-003` (`REQ-OPS-003`): `TASK-*` 없는 `REQ-*` 또는 `TEST-*` 없는 `REQ-*`를 차단하는 문서 검증 게이트 유지
|
- `TASK-OPS-003` (`REQ-OPS-003`): `TASK-*` 없는 `REQ-*` 또는 `TEST-*` 없는 `REQ-*`를 차단하는 문서 검증 게이트 유지
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|
- `TASK-OPS-004` (`REQ-OPS-004`): v2/v3 원본 계획 문서 위치를 `docs/ouroboros/source/`로 표준화하고 링크 일관성 검증
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|
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## 커밋 규칙
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## 커밋 규칙
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@@ -29,6 +29,7 @@ Updated: 2026-02-26
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- `TEST-ACC-007` (`REQ-OPS-001`): 시간 관련 필드는 타임존(KST/UTC)이 누락되면 검증 실패한다.
|
- `TEST-ACC-007` (`REQ-OPS-001`): 시간 관련 필드는 타임존(KST/UTC)이 누락되면 검증 실패한다.
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- `TEST-ACC-008` (`REQ-OPS-002`): 정책 수치 변경이 원장 미반영이면 검증 실패한다.
|
- `TEST-ACC-008` (`REQ-OPS-002`): 정책 수치 변경이 원장 미반영이면 검증 실패한다.
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- `TEST-ACC-009` (`REQ-OPS-003`): `REQ-*`가 `TASK-*`/`TEST-*` 매핑 없이 존재하면 검증 실패한다.
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- `TEST-ACC-009` (`REQ-OPS-003`): `REQ-*`가 `TASK-*`/`TEST-*` 매핑 없이 존재하면 검증 실패한다.
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- `TEST-ACC-019` (`REQ-OPS-004`): v2/v3 원본 계획 문서 링크는 `docs/ouroboros/source/` 경로 기준으로만 통과한다.
|
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|
|
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## 테스트 계층
|
## 테스트 계층
|
||||||
|
|
||||||
|
|||||||
@@ -1,14 +1,14 @@
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|||||||
<!--
|
<!--
|
||||||
Doc-ID: DOC-ROOT-001
|
Doc-ID: DOC-ROOT-001
|
||||||
Version: 1.0.0
|
Version: 1.0.1
|
||||||
Status: active
|
Status: active
|
||||||
Owner: strategy
|
Owner: strategy
|
||||||
Updated: 2026-02-26
|
Updated: 2026-03-01
|
||||||
-->
|
-->
|
||||||
|
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# The Ouroboros 실행 문서 허브
|
# The Ouroboros 실행 문서 허브
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||||||
|
|
||||||
이 폴더는 `ouroboros_plan_v2.txt`, `ouroboros_plan_v3.txt`를 구현 가능한 작업 지시서 수준으로 분해한 문서 허브다.
|
이 폴더는 `source/ouroboros_plan_v2.txt`, `source/ouroboros_plan_v3.txt`를 구현 가능한 작업 지시서 수준으로 분해한 문서 허브다.
|
||||||
|
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## 읽기 순서 (Routing)
|
## 읽기 순서 (Routing)
|
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|
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@@ -40,5 +40,5 @@ python3 scripts/validate_ouroboros_docs.py
|
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|
|
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## 원본 계획 문서
|
## 원본 계획 문서
|
||||||
|
|
||||||
- [v2](/home/agentson/repos/The-Ouroboros/ouroboros_plan_v2.txt)
|
- [v2](./source/ouroboros_plan_v2.txt)
|
||||||
- [v3](/home/agentson/repos/The-Ouroboros/ouroboros_plan_v3.txt)
|
- [v3](./source/ouroboros_plan_v3.txt)
|
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|
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@@ -66,6 +66,7 @@ def _check_handover_entry(
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*,
|
*,
|
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branch: str,
|
branch: str,
|
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strict: bool,
|
strict: bool,
|
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|
ci_mode: bool,
|
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errors: list[str],
|
errors: list[str],
|
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) -> None:
|
) -> None:
|
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if not HANDOVER_LOG.exists():
|
if not HANDOVER_LOG.exists():
|
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@@ -88,6 +89,10 @@ def _check_handover_entry(
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errors.append(f"latest handover entry missing token: {token}")
|
errors.append(f"latest handover entry missing token: {token}")
|
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|
|
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if strict:
|
if strict:
|
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|
if "- next_ticket: #TBD" in latest:
|
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|
errors.append("latest handover entry must not use placeholder next_ticket (#TBD)")
|
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|
|
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|
if strict and not ci_mode:
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today_utc = datetime.now(UTC).date().isoformat()
|
today_utc = datetime.now(UTC).date().isoformat()
|
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if today_utc not in latest:
|
if today_utc not in latest:
|
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errors.append(
|
errors.append(
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||||||
@@ -99,8 +104,6 @@ def _check_handover_entry(
|
|||||||
"latest handover entry must target current branch "
|
"latest handover entry must target current branch "
|
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f"({branch_token})"
|
f"({branch_token})"
|
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)
|
)
|
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if "- next_ticket: #TBD" in latest:
|
|
||||||
errors.append("latest handover entry must not use placeholder next_ticket (#TBD)")
|
|
||||||
if "merged_to_feature_branch=no" in latest:
|
if "merged_to_feature_branch=no" in latest:
|
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errors.append(
|
errors.append(
|
||||||
"process gate indicates not merged; implementation must stay blocked "
|
"process gate indicates not merged; implementation must stay blocked "
|
||||||
@@ -117,6 +120,14 @@ def main() -> int:
|
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action="store_true",
|
action="store_true",
|
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help="Enforce today-date and current-branch match on latest handover entry.",
|
help="Enforce today-date and current-branch match on latest handover entry.",
|
||||||
)
|
)
|
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|
parser.add_argument(
|
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|
"--ci",
|
||||||
|
action="store_true",
|
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|
help=(
|
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|
"CI mode: keep structural/token checks and placeholder guard, "
|
||||||
|
"but skip strict today-date/current-branch/merge-gate checks."
|
||||||
|
),
|
||||||
|
)
|
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args = parser.parse_args()
|
args = parser.parse_args()
|
||||||
|
|
||||||
errors: list[str] = []
|
errors: list[str] = []
|
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@@ -125,10 +136,15 @@ def main() -> int:
|
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branch = _current_branch()
|
branch = _current_branch()
|
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if not branch:
|
if not branch:
|
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errors.append("cannot resolve current git branch")
|
errors.append("cannot resolve current git branch")
|
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elif branch in {"main", "master"}:
|
elif not args.ci and branch in {"main", "master"}:
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errors.append(f"working branch must not be {branch}")
|
errors.append(f"working branch must not be {branch}")
|
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|
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_check_handover_entry(branch=branch, strict=args.strict, errors=errors)
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_check_handover_entry(
|
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|
branch=branch,
|
||||||
|
strict=args.strict,
|
||||||
|
ci_mode=args.ci,
|
||||||
|
errors=errors,
|
||||||
|
)
|
||||||
|
|
||||||
if errors:
|
if errors:
|
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print("[FAIL] session handover check failed")
|
print("[FAIL] session handover check failed")
|
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|
|||||||
@@ -3,10 +3,10 @@
|
|||||||
|
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
||||||
import subprocess
|
|
||||||
import sys
|
|
||||||
import os
|
import os
|
||||||
import re
|
import re
|
||||||
|
import subprocess
|
||||||
|
import sys
|
||||||
from pathlib import Path
|
from pathlib import Path
|
||||||
|
|
||||||
REQUIREMENTS_REGISTRY = "docs/ouroboros/01_requirements_registry.md"
|
REQUIREMENTS_REGISTRY = "docs/ouroboros/01_requirements_registry.md"
|
||||||
@@ -15,6 +15,8 @@ TASK_DEF_LINE = re.compile(r"^-\s+`(?P<task_id>TASK-[A-Z0-9-]+-\d{3})`(?P<body>.
|
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REQ_ID_IN_LINE = re.compile(r"\bREQ-[A-Z0-9-]+-\d{3}\b")
|
REQ_ID_IN_LINE = re.compile(r"\bREQ-[A-Z0-9-]+-\d{3}\b")
|
||||||
TASK_ID_IN_TEXT = re.compile(r"\bTASK-[A-Z0-9-]+-\d{3}\b")
|
TASK_ID_IN_TEXT = re.compile(r"\bTASK-[A-Z0-9-]+-\d{3}\b")
|
||||||
TEST_ID_IN_TEXT = re.compile(r"\bTEST-[A-Z0-9-]+-\d{3}\b")
|
TEST_ID_IN_TEXT = re.compile(r"\bTEST-[A-Z0-9-]+-\d{3}\b")
|
||||||
|
READ_ONLY_FILES = {"src/core/risk_manager.py"}
|
||||||
|
PLACEHOLDER_VALUES = {"", "tbd", "n/a", "na", "none", "<link>", "<required>"}
|
||||||
|
|
||||||
|
|
||||||
def must_contain(path: Path, required: list[str], errors: list[str]) -> None:
|
def must_contain(path: Path, required: list[str], errors: list[str]) -> None:
|
||||||
@@ -118,6 +120,55 @@ def validate_pr_traceability(warnings: list[str]) -> None:
|
|||||||
warnings.append("PR text missing TEST-ID reference")
|
warnings.append("PR text missing TEST-ID reference")
|
||||||
|
|
||||||
|
|
||||||
|
def _parse_pr_evidence_line(text: str, field: str) -> str | None:
|
||||||
|
pattern = re.compile(rf"^\s*-\s*{re.escape(field)}:\s*(?P<value>.+?)\s*$", re.MULTILINE)
|
||||||
|
match = pattern.search(text)
|
||||||
|
if not match:
|
||||||
|
return None
|
||||||
|
return match.group("value").strip()
|
||||||
|
|
||||||
|
|
||||||
|
def _is_placeholder(value: str | None) -> bool:
|
||||||
|
if value is None:
|
||||||
|
return True
|
||||||
|
normalized = value.strip().lower()
|
||||||
|
return normalized in PLACEHOLDER_VALUES
|
||||||
|
|
||||||
|
|
||||||
|
def validate_read_only_approval(
|
||||||
|
changed_files: list[str], errors: list[str], warnings: list[str]
|
||||||
|
) -> None:
|
||||||
|
changed_set = set(changed_files)
|
||||||
|
touched = sorted(path for path in READ_ONLY_FILES if path in changed_set)
|
||||||
|
if not touched:
|
||||||
|
return
|
||||||
|
|
||||||
|
body = os.getenv("GOVERNANCE_PR_BODY", "").strip()
|
||||||
|
if not body:
|
||||||
|
warnings.append(
|
||||||
|
"READ-ONLY file changed but PR body is unavailable; approval evidence check skipped"
|
||||||
|
)
|
||||||
|
return
|
||||||
|
|
||||||
|
if "READ-ONLY Approval" not in body:
|
||||||
|
errors.append("READ-ONLY file changed without 'READ-ONLY Approval' section in PR body")
|
||||||
|
return
|
||||||
|
|
||||||
|
touched_field = _parse_pr_evidence_line(body, "Touched READ-ONLY files")
|
||||||
|
human_approval = _parse_pr_evidence_line(body, "Human approval")
|
||||||
|
test_suite_1 = _parse_pr_evidence_line(body, "Test suite 1")
|
||||||
|
test_suite_2 = _parse_pr_evidence_line(body, "Test suite 2")
|
||||||
|
|
||||||
|
if _is_placeholder(touched_field):
|
||||||
|
errors.append("READ-ONLY Approval section missing 'Touched READ-ONLY files' evidence")
|
||||||
|
if _is_placeholder(human_approval):
|
||||||
|
errors.append("READ-ONLY Approval section missing 'Human approval' evidence")
|
||||||
|
if _is_placeholder(test_suite_1):
|
||||||
|
errors.append("READ-ONLY Approval section missing 'Test suite 1' evidence")
|
||||||
|
if _is_placeholder(test_suite_2):
|
||||||
|
errors.append("READ-ONLY Approval section missing 'Test suite 2' evidence")
|
||||||
|
|
||||||
|
|
||||||
def main() -> int:
|
def main() -> int:
|
||||||
errors: list[str] = []
|
errors: list[str] = []
|
||||||
warnings: list[str] = []
|
warnings: list[str] = []
|
||||||
@@ -141,6 +192,11 @@ def main() -> int:
|
|||||||
"gh",
|
"gh",
|
||||||
"Session Handover Gate",
|
"Session Handover Gate",
|
||||||
"session_handover_check.py --strict",
|
"session_handover_check.py --strict",
|
||||||
|
"READ-ONLY Approval",
|
||||||
|
"Touched READ-ONLY files",
|
||||||
|
"Human approval",
|
||||||
|
"Test suite 1",
|
||||||
|
"Test suite 2",
|
||||||
],
|
],
|
||||||
errors,
|
errors,
|
||||||
)
|
)
|
||||||
@@ -187,6 +243,7 @@ def main() -> int:
|
|||||||
validate_registry_sync(changed_files, errors)
|
validate_registry_sync(changed_files, errors)
|
||||||
validate_task_req_mapping(errors)
|
validate_task_req_mapping(errors)
|
||||||
validate_pr_traceability(warnings)
|
validate_pr_traceability(warnings)
|
||||||
|
validate_read_only_approval(changed_files, errors, warnings)
|
||||||
|
|
||||||
if errors:
|
if errors:
|
||||||
print("[FAIL] governance asset validation failed")
|
print("[FAIL] governance asset validation failed")
|
||||||
|
|||||||
@@ -19,9 +19,20 @@ META_PATTERN = re.compile(
|
|||||||
re.MULTILINE,
|
re.MULTILINE,
|
||||||
)
|
)
|
||||||
ID_PATTERN = re.compile(r"\b(?:REQ|RULE|TASK|TEST|DOC)-[A-Z0-9-]+-\d{3}\b")
|
ID_PATTERN = re.compile(r"\b(?:REQ|RULE|TASK|TEST|DOC)-[A-Z0-9-]+-\d{3}\b")
|
||||||
DEF_PATTERN = re.compile(r"^-\s+`(?P<id>(?:REQ|RULE|TASK|TEST|DOC)-[A-Z0-9-]+-\d{3})`", re.MULTILINE)
|
DEF_PATTERN = re.compile(
|
||||||
|
r"^-\s+`(?P<id>(?:REQ|RULE|TASK|TEST|DOC)-[A-Z0-9-]+-\d{3})`",
|
||||||
|
re.MULTILINE,
|
||||||
|
)
|
||||||
LINK_PATTERN = re.compile(r"\[[^\]]+\]\((?P<link>[^)]+)\)")
|
LINK_PATTERN = re.compile(r"\[[^\]]+\]\((?P<link>[^)]+)\)")
|
||||||
LINE_DEF_PATTERN = re.compile(r"^-\s+`(?P<id>(?:REQ|RULE|TASK|TEST|DOC)-[A-Z0-9-]+-\d{3})`.*$", re.MULTILINE)
|
LINE_DEF_PATTERN = re.compile(
|
||||||
|
r"^-\s+`(?P<id>(?:REQ|RULE|TASK|TEST|DOC)-[A-Z0-9-]+-\d{3})`.*$",
|
||||||
|
re.MULTILINE,
|
||||||
|
)
|
||||||
|
PLAN_LINK_PATTERN = re.compile(r"ouroboros_plan_v(?P<version>[23])\.txt$")
|
||||||
|
ALLOWED_PLAN_TARGETS = {
|
||||||
|
"2": (DOC_DIR / "source" / "ouroboros_plan_v2.txt").resolve(),
|
||||||
|
"3": (DOC_DIR / "source" / "ouroboros_plan_v3.txt").resolve(),
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
def iter_docs() -> list[Path]:
|
def iter_docs() -> list[Path]:
|
||||||
@@ -40,15 +51,47 @@ def validate_metadata(path: Path, text: str, errors: list[str], doc_ids: dict[st
|
|||||||
doc_ids[doc_id] = path
|
doc_ids[doc_id] = path
|
||||||
|
|
||||||
|
|
||||||
|
def validate_plan_source_link(path: Path, link: str, errors: list[str]) -> bool:
|
||||||
|
normalized = link.strip()
|
||||||
|
# Ignore in-page anchors and parse the filesystem part for validation.
|
||||||
|
link_path = normalized.split("#", 1)[0].strip()
|
||||||
|
if not link_path:
|
||||||
|
return False
|
||||||
|
match = PLAN_LINK_PATTERN.search(link_path)
|
||||||
|
if not match:
|
||||||
|
return False
|
||||||
|
|
||||||
|
version = match.group("version")
|
||||||
|
expected_target = ALLOWED_PLAN_TARGETS[version]
|
||||||
|
if link_path.startswith("/"):
|
||||||
|
errors.append(
|
||||||
|
f"{path}: invalid plan link path -> {link} "
|
||||||
|
f"(use ./source/ouroboros_plan_v{version}.txt)"
|
||||||
|
)
|
||||||
|
return True
|
||||||
|
|
||||||
|
resolved_target = (path.parent / link_path).resolve()
|
||||||
|
if resolved_target != expected_target:
|
||||||
|
errors.append(
|
||||||
|
f"{path}: invalid plan link path -> {link} "
|
||||||
|
f"(must resolve to docs/ouroboros/source/ouroboros_plan_v{version}.txt)"
|
||||||
|
)
|
||||||
|
return True
|
||||||
|
return False
|
||||||
|
|
||||||
|
|
||||||
def validate_links(path: Path, text: str, errors: list[str]) -> None:
|
def validate_links(path: Path, text: str, errors: list[str]) -> None:
|
||||||
for m in LINK_PATTERN.finditer(text):
|
for m in LINK_PATTERN.finditer(text):
|
||||||
link = m.group("link").strip()
|
link = m.group("link").strip()
|
||||||
if not link or link.startswith("http") or link.startswith("#"):
|
if not link or link.startswith("http") or link.startswith("#"):
|
||||||
continue
|
continue
|
||||||
if link.startswith("/"):
|
if validate_plan_source_link(path, link, errors):
|
||||||
target = Path(link)
|
continue
|
||||||
|
link_path = link.split("#", 1)[0].strip()
|
||||||
|
if link_path.startswith("/"):
|
||||||
|
target = Path(link_path)
|
||||||
else:
|
else:
|
||||||
target = (path.parent / link).resolve()
|
target = (path.parent / link_path).resolve()
|
||||||
if not target.exists():
|
if not target.exists():
|
||||||
errors.append(f"{path}: broken link -> {link}")
|
errors.append(f"{path}: broken link -> {link}")
|
||||||
|
|
||||||
@@ -61,7 +104,9 @@ def collect_ids(path: Path, text: str, defs: dict[str, Path], refs: dict[str, se
|
|||||||
refs.setdefault(idv, set()).add(path)
|
refs.setdefault(idv, set()).add(path)
|
||||||
|
|
||||||
|
|
||||||
def collect_req_traceability(text: str, req_to_task: dict[str, set[str]], req_to_test: dict[str, set[str]]) -> None:
|
def collect_req_traceability(
|
||||||
|
text: str, req_to_task: dict[str, set[str]], req_to_test: dict[str, set[str]]
|
||||||
|
) -> None:
|
||||||
for m in LINE_DEF_PATTERN.finditer(text):
|
for m in LINE_DEF_PATTERN.finditer(text):
|
||||||
line = m.group(0)
|
line = m.group(0)
|
||||||
item_id = m.group("id")
|
item_id = m.group("id")
|
||||||
|
|||||||
@@ -2,8 +2,8 @@
|
|||||||
|
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
||||||
from dataclasses import dataclass
|
|
||||||
import math
|
import math
|
||||||
|
from dataclasses import dataclass
|
||||||
|
|
||||||
|
|
||||||
@dataclass(frozen=True)
|
@dataclass(frozen=True)
|
||||||
|
|||||||
@@ -2,12 +2,11 @@
|
|||||||
|
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
||||||
from dataclasses import dataclass
|
|
||||||
import math
|
import math
|
||||||
|
from dataclasses import dataclass
|
||||||
from random import Random
|
from random import Random
|
||||||
from typing import Literal
|
from typing import Literal
|
||||||
|
|
||||||
|
|
||||||
OrderSide = Literal["BUY", "SELL"]
|
OrderSide = Literal["BUY", "SELL"]
|
||||||
|
|
||||||
|
|
||||||
@@ -77,7 +76,9 @@ class BacktestExecutionModel:
|
|||||||
reason="execution_failure",
|
reason="execution_failure",
|
||||||
)
|
)
|
||||||
|
|
||||||
slip_mult = 1.0 + (slippage_bps / 10000.0 if request.side == "BUY" else -slippage_bps / 10000.0)
|
slip_mult = 1.0 + (
|
||||||
|
slippage_bps / 10000.0 if request.side == "BUY" else -slippage_bps / 10000.0
|
||||||
|
)
|
||||||
exec_price = request.reference_price * slip_mult
|
exec_price = request.reference_price * slip_mult
|
||||||
|
|
||||||
if self._rng.random() < partial_rate:
|
if self._rng.random() < partial_rate:
|
||||||
|
|||||||
@@ -10,8 +10,7 @@ from collections.abc import Sequence
|
|||||||
from dataclasses import dataclass
|
from dataclasses import dataclass
|
||||||
from datetime import datetime
|
from datetime import datetime
|
||||||
from statistics import mean
|
from statistics import mean
|
||||||
from typing import Literal
|
from typing import Literal, cast
|
||||||
from typing import cast
|
|
||||||
|
|
||||||
from src.analysis.backtest_cost_guard import BacktestCostModel, validate_backtest_cost_model
|
from src.analysis.backtest_cost_guard import BacktestCostModel, validate_backtest_cost_model
|
||||||
from src.analysis.triple_barrier import TripleBarrierSpec, label_with_triple_barrier
|
from src.analysis.triple_barrier import TripleBarrierSpec, label_with_triple_barrier
|
||||||
|
|||||||
@@ -104,6 +104,7 @@ class MarketScanner:
|
|||||||
|
|
||||||
# Store in L7 real-time layer
|
# Store in L7 real-time layer
|
||||||
from datetime import UTC, datetime
|
from datetime import UTC, datetime
|
||||||
|
|
||||||
timeframe = datetime.now(UTC).isoformat()
|
timeframe = datetime.now(UTC).isoformat()
|
||||||
self.context_store.set_context(
|
self.context_store.set_context(
|
||||||
ContextLayer.L7_REALTIME,
|
ContextLayer.L7_REALTIME,
|
||||||
@@ -158,12 +159,8 @@ class MarketScanner:
|
|||||||
top_movers = valid_metrics[: self.top_n]
|
top_movers = valid_metrics[: self.top_n]
|
||||||
|
|
||||||
# Detect breakouts and breakdowns
|
# Detect breakouts and breakdowns
|
||||||
breakouts = [
|
breakouts = [m.stock_code for m in valid_metrics if self.analyzer.is_breakout(m)]
|
||||||
m.stock_code for m in valid_metrics if self.analyzer.is_breakout(m)
|
breakdowns = [m.stock_code for m in valid_metrics if self.analyzer.is_breakdown(m)]
|
||||||
]
|
|
||||||
breakdowns = [
|
|
||||||
m.stock_code for m in valid_metrics if self.analyzer.is_breakdown(m)
|
|
||||||
]
|
|
||||||
|
|
||||||
logger.info(
|
logger.info(
|
||||||
"%s scan complete: %d scanned, top momentum=%.1f, %d breakouts, %d breakdowns",
|
"%s scan complete: %d scanned, top momentum=%.1f, %d breakouts, %d breakdowns",
|
||||||
@@ -228,10 +225,9 @@ class MarketScanner:
|
|||||||
|
|
||||||
# If we removed too many, backfill from current watchlist
|
# If we removed too many, backfill from current watchlist
|
||||||
if len(updated) < len(current_watchlist):
|
if len(updated) < len(current_watchlist):
|
||||||
backfill = [
|
backfill = [code for code in current_watchlist if code not in updated][
|
||||||
code for code in current_watchlist
|
: len(current_watchlist) - len(updated)
|
||||||
if code not in updated
|
]
|
||||||
][: len(current_watchlist) - len(updated)]
|
|
||||||
updated.extend(backfill)
|
updated.extend(backfill)
|
||||||
|
|
||||||
logger.info(
|
logger.info(
|
||||||
|
|||||||
@@ -158,7 +158,12 @@ class SmartVolatilityScanner:
|
|||||||
price = latest_close
|
price = latest_close
|
||||||
latest_high = _safe_float(latest.get("high"))
|
latest_high = _safe_float(latest.get("high"))
|
||||||
latest_low = _safe_float(latest.get("low"))
|
latest_low = _safe_float(latest.get("low"))
|
||||||
if latest_close > 0 and latest_high > 0 and latest_low > 0 and latest_high >= latest_low:
|
if (
|
||||||
|
latest_close > 0
|
||||||
|
and latest_high > 0
|
||||||
|
and latest_low > 0
|
||||||
|
and latest_high >= latest_low
|
||||||
|
):
|
||||||
intraday_range_pct = (latest_high - latest_low) / latest_close * 100.0
|
intraday_range_pct = (latest_high - latest_low) / latest_close * 100.0
|
||||||
if volume <= 0:
|
if volume <= 0:
|
||||||
volume = _safe_float(latest.get("volume"))
|
volume = _safe_float(latest.get("volume"))
|
||||||
@@ -234,9 +239,7 @@ class SmartVolatilityScanner:
|
|||||||
limit=50,
|
limit=50,
|
||||||
)
|
)
|
||||||
except Exception as exc:
|
except Exception as exc:
|
||||||
logger.warning(
|
logger.warning("Overseas fluctuation ranking failed for %s: %s", market.code, exc)
|
||||||
"Overseas fluctuation ranking failed for %s: %s", market.code, exc
|
|
||||||
)
|
|
||||||
fluct_rows = []
|
fluct_rows = []
|
||||||
|
|
||||||
if not fluct_rows:
|
if not fluct_rows:
|
||||||
@@ -250,9 +253,7 @@ class SmartVolatilityScanner:
|
|||||||
limit=50,
|
limit=50,
|
||||||
)
|
)
|
||||||
except Exception as exc:
|
except Exception as exc:
|
||||||
logger.warning(
|
logger.warning("Overseas volume ranking failed for %s: %s", market.code, exc)
|
||||||
"Overseas volume ranking failed for %s: %s", market.code, exc
|
|
||||||
)
|
|
||||||
volume_rows = []
|
volume_rows = []
|
||||||
|
|
||||||
for idx, row in enumerate(volume_rows):
|
for idx, row in enumerate(volume_rows):
|
||||||
@@ -433,16 +434,10 @@ def _extract_intraday_range_pct(row: dict[str, Any], price: float) -> float:
|
|||||||
if price <= 0:
|
if price <= 0:
|
||||||
return 0.0
|
return 0.0
|
||||||
high = _safe_float(
|
high = _safe_float(
|
||||||
row.get("high")
|
row.get("high") or row.get("ovrs_hgpr") or row.get("stck_hgpr") or row.get("day_hgpr")
|
||||||
or row.get("ovrs_hgpr")
|
|
||||||
or row.get("stck_hgpr")
|
|
||||||
or row.get("day_hgpr")
|
|
||||||
)
|
)
|
||||||
low = _safe_float(
|
low = _safe_float(
|
||||||
row.get("low")
|
row.get("low") or row.get("ovrs_lwpr") or row.get("stck_lwpr") or row.get("day_lwpr")
|
||||||
or row.get("ovrs_lwpr")
|
|
||||||
or row.get("stck_lwpr")
|
|
||||||
or row.get("day_lwpr")
|
|
||||||
)
|
)
|
||||||
if high <= 0 or low <= 0 or high < low:
|
if high <= 0 or low <= 0 or high < low:
|
||||||
return 0.0
|
return 0.0
|
||||||
|
|||||||
@@ -6,10 +6,10 @@ Implements first-touch labeling with upper/lower/time barriers.
|
|||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
||||||
import warnings
|
import warnings
|
||||||
|
from collections.abc import Sequence
|
||||||
from dataclasses import dataclass
|
from dataclasses import dataclass
|
||||||
from datetime import datetime, timedelta
|
from datetime import datetime, timedelta
|
||||||
from typing import Literal, Sequence
|
from typing import Literal
|
||||||
|
|
||||||
|
|
||||||
TieBreakMode = Literal["stop_first", "take_first"]
|
TieBreakMode = Literal["stop_first", "take_first"]
|
||||||
|
|
||||||
@@ -92,7 +92,10 @@ def label_with_triple_barrier(
|
|||||||
else:
|
else:
|
||||||
assert spec.max_holding_bars is not None
|
assert spec.max_holding_bars is not None
|
||||||
warnings.warn(
|
warnings.warn(
|
||||||
"TripleBarrierSpec.max_holding_bars is deprecated; use max_holding_minutes with timestamps instead.",
|
(
|
||||||
|
"TripleBarrierSpec.max_holding_bars is deprecated; "
|
||||||
|
"use max_holding_minutes with timestamps instead."
|
||||||
|
),
|
||||||
DeprecationWarning,
|
DeprecationWarning,
|
||||||
stacklevel=2,
|
stacklevel=2,
|
||||||
)
|
)
|
||||||
|
|||||||
@@ -92,9 +92,7 @@ class VolatilityAnalyzer:
|
|||||||
recent_tr = true_ranges[-period:]
|
recent_tr = true_ranges[-period:]
|
||||||
return sum(recent_tr) / len(recent_tr)
|
return sum(recent_tr) / len(recent_tr)
|
||||||
|
|
||||||
def calculate_price_change(
|
def calculate_price_change(self, current_price: float, past_price: float) -> float:
|
||||||
self, current_price: float, past_price: float
|
|
||||||
) -> float:
|
|
||||||
"""Calculate price change percentage.
|
"""Calculate price change percentage.
|
||||||
|
|
||||||
Args:
|
Args:
|
||||||
@@ -108,9 +106,7 @@ class VolatilityAnalyzer:
|
|||||||
return 0.0
|
return 0.0
|
||||||
return ((current_price - past_price) / past_price) * 100
|
return ((current_price - past_price) / past_price) * 100
|
||||||
|
|
||||||
def calculate_volume_surge(
|
def calculate_volume_surge(self, current_volume: float, avg_volume: float) -> float:
|
||||||
self, current_volume: float, avg_volume: float
|
|
||||||
) -> float:
|
|
||||||
"""Calculate volume surge ratio.
|
"""Calculate volume surge ratio.
|
||||||
|
|
||||||
Args:
|
Args:
|
||||||
@@ -240,11 +236,7 @@ class VolatilityAnalyzer:
|
|||||||
Momentum score (0-100)
|
Momentum score (0-100)
|
||||||
"""
|
"""
|
||||||
# Weight recent changes more heavily
|
# Weight recent changes more heavily
|
||||||
weighted_change = (
|
weighted_change = price_change_1m * 0.4 + price_change_5m * 0.3 + price_change_15m * 0.2
|
||||||
price_change_1m * 0.4 +
|
|
||||||
price_change_5m * 0.3 +
|
|
||||||
price_change_15m * 0.2
|
|
||||||
)
|
|
||||||
|
|
||||||
# Volume contribution (normalized to 0-10 scale)
|
# Volume contribution (normalized to 0-10 scale)
|
||||||
volume_contribution = min(10.0, (volume_surge - 1.0) * 5.0)
|
volume_contribution = min(10.0, (volume_surge - 1.0) * 5.0)
|
||||||
@@ -301,17 +293,11 @@ class VolatilityAnalyzer:
|
|||||||
|
|
||||||
if len(close_prices) > 0:
|
if len(close_prices) > 0:
|
||||||
if len(close_prices) >= 1:
|
if len(close_prices) >= 1:
|
||||||
price_change_1m = self.calculate_price_change(
|
price_change_1m = self.calculate_price_change(current_price, close_prices[-1])
|
||||||
current_price, close_prices[-1]
|
|
||||||
)
|
|
||||||
if len(close_prices) >= 5:
|
if len(close_prices) >= 5:
|
||||||
price_change_5m = self.calculate_price_change(
|
price_change_5m = self.calculate_price_change(current_price, close_prices[-5])
|
||||||
current_price, close_prices[-5]
|
|
||||||
)
|
|
||||||
if len(close_prices) >= 15:
|
if len(close_prices) >= 15:
|
||||||
price_change_15m = self.calculate_price_change(
|
price_change_15m = self.calculate_price_change(current_price, close_prices[-15])
|
||||||
current_price, close_prices[-15]
|
|
||||||
)
|
|
||||||
|
|
||||||
# Calculate volume surge
|
# Calculate volume surge
|
||||||
avg_volume = sum(volumes) / len(volumes) if volumes else current_volume
|
avg_volume = sum(volumes) / len(volumes) if volumes else current_volume
|
||||||
|
|||||||
@@ -7,9 +7,9 @@ This module provides:
|
|||||||
- Health monitoring and alerts
|
- Health monitoring and alerts
|
||||||
"""
|
"""
|
||||||
|
|
||||||
from src.backup.exporter import BackupExporter, ExportFormat
|
|
||||||
from src.backup.scheduler import BackupScheduler, BackupPolicy
|
|
||||||
from src.backup.cloud_storage import CloudStorage, S3Config
|
from src.backup.cloud_storage import CloudStorage, S3Config
|
||||||
|
from src.backup.exporter import BackupExporter, ExportFormat
|
||||||
|
from src.backup.scheduler import BackupPolicy, BackupScheduler
|
||||||
|
|
||||||
__all__ = [
|
__all__ = [
|
||||||
"BackupExporter",
|
"BackupExporter",
|
||||||
|
|||||||
@@ -94,7 +94,9 @@ class CloudStorage:
|
|||||||
if metadata:
|
if metadata:
|
||||||
extra_args["Metadata"] = metadata
|
extra_args["Metadata"] = metadata
|
||||||
|
|
||||||
logger.info("Uploading %s to s3://%s/%s", file_path.name, self.config.bucket_name, object_key)
|
logger.info(
|
||||||
|
"Uploading %s to s3://%s/%s", file_path.name, self.config.bucket_name, object_key
|
||||||
|
)
|
||||||
|
|
||||||
try:
|
try:
|
||||||
self.client.upload_file(
|
self.client.upload_file(
|
||||||
|
|||||||
@@ -14,14 +14,14 @@ import json
|
|||||||
import logging
|
import logging
|
||||||
import sqlite3
|
import sqlite3
|
||||||
from datetime import UTC, datetime
|
from datetime import UTC, datetime
|
||||||
from enum import Enum
|
from enum import StrEnum
|
||||||
from pathlib import Path
|
from pathlib import Path
|
||||||
from typing import Any
|
from typing import Any
|
||||||
|
|
||||||
logger = logging.getLogger(__name__)
|
logger = logging.getLogger(__name__)
|
||||||
|
|
||||||
|
|
||||||
class ExportFormat(str, Enum):
|
class ExportFormat(StrEnum):
|
||||||
"""Supported export formats."""
|
"""Supported export formats."""
|
||||||
|
|
||||||
JSON = "json"
|
JSON = "json"
|
||||||
@@ -103,15 +103,11 @@ class BackupExporter:
|
|||||||
elif fmt == ExportFormat.CSV:
|
elif fmt == ExportFormat.CSV:
|
||||||
return self._export_csv(output_dir, timestamp, compress, incremental_since)
|
return self._export_csv(output_dir, timestamp, compress, incremental_since)
|
||||||
elif fmt == ExportFormat.PARQUET:
|
elif fmt == ExportFormat.PARQUET:
|
||||||
return self._export_parquet(
|
return self._export_parquet(output_dir, timestamp, compress, incremental_since)
|
||||||
output_dir, timestamp, compress, incremental_since
|
|
||||||
)
|
|
||||||
else:
|
else:
|
||||||
raise ValueError(f"Unsupported format: {fmt}")
|
raise ValueError(f"Unsupported format: {fmt}")
|
||||||
|
|
||||||
def _get_trades(
|
def _get_trades(self, incremental_since: datetime | None = None) -> list[dict[str, Any]]:
|
||||||
self, incremental_since: datetime | None = None
|
|
||||||
) -> list[dict[str, Any]]:
|
|
||||||
"""Fetch trades from database.
|
"""Fetch trades from database.
|
||||||
|
|
||||||
Args:
|
Args:
|
||||||
@@ -164,9 +160,7 @@ class BackupExporter:
|
|||||||
|
|
||||||
data = {
|
data = {
|
||||||
"export_timestamp": datetime.now(UTC).isoformat(),
|
"export_timestamp": datetime.now(UTC).isoformat(),
|
||||||
"incremental_since": (
|
"incremental_since": (incremental_since.isoformat() if incremental_since else None),
|
||||||
incremental_since.isoformat() if incremental_since else None
|
|
||||||
),
|
|
||||||
"record_count": len(trades),
|
"record_count": len(trades),
|
||||||
"trades": trades,
|
"trades": trades,
|
||||||
}
|
}
|
||||||
@@ -284,8 +278,7 @@ class BackupExporter:
|
|||||||
import pyarrow.parquet as pq
|
import pyarrow.parquet as pq
|
||||||
except ImportError:
|
except ImportError:
|
||||||
raise ImportError(
|
raise ImportError(
|
||||||
"pyarrow is required for Parquet export. "
|
"pyarrow is required for Parquet export. Install with: pip install pyarrow"
|
||||||
"Install with: pip install pyarrow"
|
|
||||||
)
|
)
|
||||||
|
|
||||||
# Convert to pyarrow table
|
# Convert to pyarrow table
|
||||||
|
|||||||
@@ -14,14 +14,14 @@ import shutil
|
|||||||
import sqlite3
|
import sqlite3
|
||||||
from dataclasses import dataclass
|
from dataclasses import dataclass
|
||||||
from datetime import UTC, datetime, timedelta
|
from datetime import UTC, datetime, timedelta
|
||||||
from enum import Enum
|
from enum import StrEnum
|
||||||
from pathlib import Path
|
from pathlib import Path
|
||||||
from typing import Any
|
from typing import Any
|
||||||
|
|
||||||
logger = logging.getLogger(__name__)
|
logger = logging.getLogger(__name__)
|
||||||
|
|
||||||
|
|
||||||
class HealthStatus(str, Enum):
|
class HealthStatus(StrEnum):
|
||||||
"""Health check status."""
|
"""Health check status."""
|
||||||
|
|
||||||
HEALTHY = "healthy"
|
HEALTHY = "healthy"
|
||||||
@@ -137,9 +137,13 @@ class HealthMonitor:
|
|||||||
used_percent = (stat.used / stat.total) * 100
|
used_percent = (stat.used / stat.total) * 100
|
||||||
|
|
||||||
if stat.free < self.min_disk_space_bytes:
|
if stat.free < self.min_disk_space_bytes:
|
||||||
|
min_disk_gb = self.min_disk_space_bytes / 1024 / 1024 / 1024
|
||||||
return HealthCheckResult(
|
return HealthCheckResult(
|
||||||
status=HealthStatus.UNHEALTHY,
|
status=HealthStatus.UNHEALTHY,
|
||||||
message=f"Low disk space: {free_gb:.2f} GB free (minimum: {self.min_disk_space_bytes / 1024 / 1024 / 1024:.2f} GB)",
|
message=(
|
||||||
|
f"Low disk space: {free_gb:.2f} GB free "
|
||||||
|
f"(minimum: {min_disk_gb:.2f} GB)"
|
||||||
|
),
|
||||||
details={
|
details={
|
||||||
"free_gb": free_gb,
|
"free_gb": free_gb,
|
||||||
"total_gb": total_gb,
|
"total_gb": total_gb,
|
||||||
|
|||||||
@@ -12,14 +12,14 @@ import logging
|
|||||||
import shutil
|
import shutil
|
||||||
from dataclasses import dataclass
|
from dataclasses import dataclass
|
||||||
from datetime import UTC, datetime, timedelta
|
from datetime import UTC, datetime, timedelta
|
||||||
from enum import Enum
|
from enum import StrEnum
|
||||||
from pathlib import Path
|
from pathlib import Path
|
||||||
from typing import Any
|
from typing import Any
|
||||||
|
|
||||||
logger = logging.getLogger(__name__)
|
logger = logging.getLogger(__name__)
|
||||||
|
|
||||||
|
|
||||||
class BackupPolicy(str, Enum):
|
class BackupPolicy(StrEnum):
|
||||||
"""Backup retention policies."""
|
"""Backup retention policies."""
|
||||||
|
|
||||||
DAILY = "daily"
|
DAILY = "daily"
|
||||||
@@ -69,9 +69,7 @@ class BackupScheduler:
|
|||||||
for d in [self.daily_dir, self.weekly_dir, self.monthly_dir]:
|
for d in [self.daily_dir, self.weekly_dir, self.monthly_dir]:
|
||||||
d.mkdir(parents=True, exist_ok=True)
|
d.mkdir(parents=True, exist_ok=True)
|
||||||
|
|
||||||
def create_backup(
|
def create_backup(self, policy: BackupPolicy, verify: bool = True) -> BackupMetadata:
|
||||||
self, policy: BackupPolicy, verify: bool = True
|
|
||||||
) -> BackupMetadata:
|
|
||||||
"""Create a database backup.
|
"""Create a database backup.
|
||||||
|
|
||||||
Args:
|
Args:
|
||||||
@@ -229,9 +227,7 @@ class BackupScheduler:
|
|||||||
|
|
||||||
return removed
|
return removed
|
||||||
|
|
||||||
def list_backups(
|
def list_backups(self, policy: BackupPolicy | None = None) -> list[BackupMetadata]:
|
||||||
self, policy: BackupPolicy | None = None
|
|
||||||
) -> list[BackupMetadata]:
|
|
||||||
"""List available backups.
|
"""List available backups.
|
||||||
|
|
||||||
Args:
|
Args:
|
||||||
|
|||||||
@@ -13,8 +13,8 @@ import hashlib
|
|||||||
import json
|
import json
|
||||||
import logging
|
import logging
|
||||||
import time
|
import time
|
||||||
from dataclasses import dataclass, field
|
from dataclasses import dataclass
|
||||||
from typing import Any, TYPE_CHECKING
|
from typing import TYPE_CHECKING, Any
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from src.brain.gemini_client import TradeDecision
|
from src.brain.gemini_client import TradeDecision
|
||||||
@@ -26,7 +26,7 @@ logger = logging.getLogger(__name__)
|
|||||||
class CacheEntry:
|
class CacheEntry:
|
||||||
"""Cached decision with metadata."""
|
"""Cached decision with metadata."""
|
||||||
|
|
||||||
decision: "TradeDecision"
|
decision: TradeDecision
|
||||||
cached_at: float # Unix timestamp
|
cached_at: float # Unix timestamp
|
||||||
hit_count: int = 0
|
hit_count: int = 0
|
||||||
market_data_hash: str = ""
|
market_data_hash: str = ""
|
||||||
@@ -239,9 +239,7 @@ class DecisionCache:
|
|||||||
"""
|
"""
|
||||||
current_time = time.time()
|
current_time = time.time()
|
||||||
expired_keys = [
|
expired_keys = [
|
||||||
k
|
k for k, v in self._cache.items() if current_time - v.cached_at > self.ttl_seconds
|
||||||
for k, v in self._cache.items()
|
|
||||||
if current_time - v.cached_at > self.ttl_seconds
|
|
||||||
]
|
]
|
||||||
|
|
||||||
count = len(expired_keys)
|
count = len(expired_keys)
|
||||||
|
|||||||
@@ -11,14 +11,14 @@ from __future__ import annotations
|
|||||||
|
|
||||||
from dataclasses import dataclass
|
from dataclasses import dataclass
|
||||||
from datetime import UTC, datetime
|
from datetime import UTC, datetime
|
||||||
from enum import Enum
|
from enum import StrEnum
|
||||||
from typing import Any
|
from typing import Any
|
||||||
|
|
||||||
from src.context.layer import ContextLayer
|
from src.context.layer import ContextLayer
|
||||||
from src.context.store import ContextStore
|
from src.context.store import ContextStore
|
||||||
|
|
||||||
|
|
||||||
class DecisionType(str, Enum):
|
class DecisionType(StrEnum):
|
||||||
"""Type of trading decision being made."""
|
"""Type of trading decision being made."""
|
||||||
|
|
||||||
NORMAL = "normal" # Regular trade decision
|
NORMAL = "normal" # Regular trade decision
|
||||||
@@ -183,9 +183,7 @@ class ContextSelector:
|
|||||||
ContextLayer.L1_LEGACY,
|
ContextLayer.L1_LEGACY,
|
||||||
]
|
]
|
||||||
|
|
||||||
scores = {
|
scores = {layer: self.score_layer_relevance(layer, decision_type) for layer in all_layers}
|
||||||
layer: self.score_layer_relevance(layer, decision_type) for layer in all_layers
|
|
||||||
}
|
|
||||||
|
|
||||||
# Filter by minimum score
|
# Filter by minimum score
|
||||||
selected_layers = [layer for layer, score in scores.items() if score >= min_score]
|
selected_layers = [layer for layer, score in scores.items() if score >= min_score]
|
||||||
|
|||||||
@@ -25,12 +25,12 @@ from typing import Any
|
|||||||
|
|
||||||
from google import genai
|
from google import genai
|
||||||
|
|
||||||
from src.config import Settings
|
|
||||||
from src.data.news_api import NewsAPI, NewsSentiment
|
|
||||||
from src.data.economic_calendar import EconomicCalendar
|
|
||||||
from src.data.market_data import MarketData
|
|
||||||
from src.brain.cache import DecisionCache
|
from src.brain.cache import DecisionCache
|
||||||
from src.brain.prompt_optimizer import PromptOptimizer
|
from src.brain.prompt_optimizer import PromptOptimizer
|
||||||
|
from src.config import Settings
|
||||||
|
from src.data.economic_calendar import EconomicCalendar
|
||||||
|
from src.data.market_data import MarketData
|
||||||
|
from src.data.news_api import NewsAPI, NewsSentiment
|
||||||
|
|
||||||
logger = logging.getLogger(__name__)
|
logger = logging.getLogger(__name__)
|
||||||
|
|
||||||
@@ -159,16 +159,12 @@ class GeminiClient:
|
|||||||
return ""
|
return ""
|
||||||
|
|
||||||
# Check for upcoming high-impact events
|
# Check for upcoming high-impact events
|
||||||
upcoming = self._economic_calendar.get_upcoming_events(
|
upcoming = self._economic_calendar.get_upcoming_events(days_ahead=7, min_impact="HIGH")
|
||||||
days_ahead=7, min_impact="HIGH"
|
|
||||||
)
|
|
||||||
|
|
||||||
if upcoming.high_impact_count == 0:
|
if upcoming.high_impact_count == 0:
|
||||||
return ""
|
return ""
|
||||||
|
|
||||||
lines = [
|
lines = [f"Upcoming High-Impact Events: {upcoming.high_impact_count} in next 7 days"]
|
||||||
f"Upcoming High-Impact Events: {upcoming.high_impact_count} in next 7 days"
|
|
||||||
]
|
|
||||||
|
|
||||||
if upcoming.next_major_event is not None:
|
if upcoming.next_major_event is not None:
|
||||||
event = upcoming.next_major_event
|
event = upcoming.next_major_event
|
||||||
@@ -180,9 +176,7 @@ class GeminiClient:
|
|||||||
# Check for earnings
|
# Check for earnings
|
||||||
earnings_date = self._economic_calendar.get_earnings_date(stock_code)
|
earnings_date = self._economic_calendar.get_earnings_date(stock_code)
|
||||||
if earnings_date is not None:
|
if earnings_date is not None:
|
||||||
lines.append(
|
lines.append(f" Earnings: {stock_code} on {earnings_date.strftime('%Y-%m-%d')}")
|
||||||
f" Earnings: {stock_code} on {earnings_date.strftime('%Y-%m-%d')}"
|
|
||||||
)
|
|
||||||
|
|
||||||
return "\n".join(lines)
|
return "\n".join(lines)
|
||||||
|
|
||||||
@@ -235,9 +229,7 @@ class GeminiClient:
|
|||||||
|
|
||||||
# Add foreigner net if non-zero
|
# Add foreigner net if non-zero
|
||||||
if market_data.get("foreigner_net", 0) != 0:
|
if market_data.get("foreigner_net", 0) != 0:
|
||||||
market_info_lines.append(
|
market_info_lines.append(f"Foreigner Net Buy/Sell: {market_data['foreigner_net']}")
|
||||||
f"Foreigner Net Buy/Sell: {market_data['foreigner_net']}"
|
|
||||||
)
|
|
||||||
|
|
||||||
market_info = "\n".join(market_info_lines)
|
market_info = "\n".join(market_info_lines)
|
||||||
|
|
||||||
@@ -249,8 +241,7 @@ class GeminiClient:
|
|||||||
market_info += f"\n\n{external_context}"
|
market_info += f"\n\n{external_context}"
|
||||||
|
|
||||||
json_format = (
|
json_format = (
|
||||||
'{"action": "BUY"|"SELL"|"HOLD", '
|
'{"action": "BUY"|"SELL"|"HOLD", "confidence": <int 0-100>, "rationale": "<string>"}'
|
||||||
'"confidence": <int 0-100>, "rationale": "<string>"}'
|
|
||||||
)
|
)
|
||||||
return (
|
return (
|
||||||
f"You are a professional {market_name} trading analyst.\n"
|
f"You are a professional {market_name} trading analyst.\n"
|
||||||
@@ -289,15 +280,12 @@ class GeminiClient:
|
|||||||
|
|
||||||
# Add foreigner net if non-zero
|
# Add foreigner net if non-zero
|
||||||
if market_data.get("foreigner_net", 0) != 0:
|
if market_data.get("foreigner_net", 0) != 0:
|
||||||
market_info_lines.append(
|
market_info_lines.append(f"Foreigner Net Buy/Sell: {market_data['foreigner_net']}")
|
||||||
f"Foreigner Net Buy/Sell: {market_data['foreigner_net']}"
|
|
||||||
)
|
|
||||||
|
|
||||||
market_info = "\n".join(market_info_lines)
|
market_info = "\n".join(market_info_lines)
|
||||||
|
|
||||||
json_format = (
|
json_format = (
|
||||||
'{"action": "BUY"|"SELL"|"HOLD", '
|
'{"action": "BUY"|"SELL"|"HOLD", "confidence": <int 0-100>, "rationale": "<string>"}'
|
||||||
'"confidence": <int 0-100>, "rationale": "<string>"}'
|
|
||||||
)
|
)
|
||||||
return (
|
return (
|
||||||
f"You are a professional {market_name} trading analyst.\n"
|
f"You are a professional {market_name} trading analyst.\n"
|
||||||
@@ -339,25 +327,19 @@ class GeminiClient:
|
|||||||
data = json.loads(cleaned)
|
data = json.loads(cleaned)
|
||||||
except json.JSONDecodeError:
|
except json.JSONDecodeError:
|
||||||
logger.warning("Malformed JSON from Gemini — defaulting to HOLD")
|
logger.warning("Malformed JSON from Gemini — defaulting to HOLD")
|
||||||
return TradeDecision(
|
return TradeDecision(action="HOLD", confidence=0, rationale="Malformed JSON response")
|
||||||
action="HOLD", confidence=0, rationale="Malformed JSON response"
|
|
||||||
)
|
|
||||||
|
|
||||||
# Validate required fields
|
# Validate required fields
|
||||||
if not all(k in data for k in ("action", "confidence", "rationale")):
|
if not all(k in data for k in ("action", "confidence", "rationale")):
|
||||||
logger.warning("Missing fields in Gemini response — defaulting to HOLD")
|
logger.warning("Missing fields in Gemini response — defaulting to HOLD")
|
||||||
# Preserve raw text in rationale so prompt_override callers (e.g. pre_market_planner)
|
# Preserve raw text in rationale so prompt_override callers (e.g. pre_market_planner)
|
||||||
# can extract their own JSON format from decision.rationale (#245)
|
# can extract their own JSON format from decision.rationale (#245)
|
||||||
return TradeDecision(
|
return TradeDecision(action="HOLD", confidence=0, rationale=raw)
|
||||||
action="HOLD", confidence=0, rationale=raw
|
|
||||||
)
|
|
||||||
|
|
||||||
action = str(data["action"]).upper()
|
action = str(data["action"]).upper()
|
||||||
if action not in VALID_ACTIONS:
|
if action not in VALID_ACTIONS:
|
||||||
logger.warning("Invalid action '%s' from Gemini — defaulting to HOLD", action)
|
logger.warning("Invalid action '%s' from Gemini — defaulting to HOLD", action)
|
||||||
return TradeDecision(
|
return TradeDecision(action="HOLD", confidence=0, rationale=f"Invalid action: {action}")
|
||||||
action="HOLD", confidence=0, rationale=f"Invalid action: {action}"
|
|
||||||
)
|
|
||||||
|
|
||||||
confidence = int(data["confidence"])
|
confidence = int(data["confidence"])
|
||||||
rationale = str(data["rationale"])
|
rationale = str(data["rationale"])
|
||||||
@@ -445,9 +427,7 @@ class GeminiClient:
|
|||||||
# not a parsed TradeDecision. Skip parse_response to avoid spurious
|
# not a parsed TradeDecision. Skip parse_response to avoid spurious
|
||||||
# "Missing fields" warnings and return the raw response directly. (#247)
|
# "Missing fields" warnings and return the raw response directly. (#247)
|
||||||
if "prompt_override" in market_data:
|
if "prompt_override" in market_data:
|
||||||
logger.info(
|
logger.info("Gemini raw response received (prompt_override, tokens=%d)", token_count)
|
||||||
"Gemini raw response received (prompt_override, tokens=%d)", token_count
|
|
||||||
)
|
|
||||||
# Not a trade decision — don't inflate _total_decisions metrics
|
# Not a trade decision — don't inflate _total_decisions metrics
|
||||||
return TradeDecision(
|
return TradeDecision(
|
||||||
action="HOLD", confidence=0, rationale=raw, token_count=token_count
|
action="HOLD", confidence=0, rationale=raw, token_count=token_count
|
||||||
@@ -546,9 +526,7 @@ class GeminiClient:
|
|||||||
# Batch Decision Making (for daily trading mode)
|
# Batch Decision Making (for daily trading mode)
|
||||||
# ------------------------------------------------------------------
|
# ------------------------------------------------------------------
|
||||||
|
|
||||||
async def decide_batch(
|
async def decide_batch(self, stocks_data: list[dict[str, Any]]) -> dict[str, TradeDecision]:
|
||||||
self, stocks_data: list[dict[str, Any]]
|
|
||||||
) -> dict[str, TradeDecision]:
|
|
||||||
"""Make decisions for multiple stocks in a single API call.
|
"""Make decisions for multiple stocks in a single API call.
|
||||||
|
|
||||||
This is designed for daily trading mode to minimize API usage
|
This is designed for daily trading mode to minimize API usage
|
||||||
|
|||||||
@@ -179,7 +179,8 @@ class PromptOptimizer:
|
|||||||
# Minimal instructions
|
# Minimal instructions
|
||||||
prompt = (
|
prompt = (
|
||||||
f"{market_name} trader. Analyze:\n{data_str}\n\n"
|
f"{market_name} trader. Analyze:\n{data_str}\n\n"
|
||||||
'Return JSON: {"action":"BUY"|"SELL"|"HOLD","confidence":<0-100>,"rationale":"<text>"}\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."
|
"Rules: action=BUY/SELL/HOLD, confidence=0-100, rationale=concise. No markdown."
|
||||||
)
|
)
|
||||||
else:
|
else:
|
||||||
|
|||||||
@@ -58,7 +58,7 @@ class LeakyBucket:
|
|||||||
|
|
||||||
def __init__(self, rate: float) -> None:
|
def __init__(self, rate: float) -> None:
|
||||||
"""Args:
|
"""Args:
|
||||||
rate: Maximum requests per second.
|
rate: Maximum requests per second.
|
||||||
"""
|
"""
|
||||||
self._rate = rate
|
self._rate = rate
|
||||||
self._interval = 1.0 / rate
|
self._interval = 1.0 / rate
|
||||||
@@ -103,7 +103,8 @@ class KISBroker:
|
|||||||
ssl_ctx.verify_mode = ssl.CERT_NONE
|
ssl_ctx.verify_mode = ssl.CERT_NONE
|
||||||
connector = aiohttp.TCPConnector(ssl=ssl_ctx)
|
connector = aiohttp.TCPConnector(ssl=ssl_ctx)
|
||||||
self._session = aiohttp.ClientSession(
|
self._session = aiohttp.ClientSession(
|
||||||
timeout=timeout, connector=connector,
|
timeout=timeout,
|
||||||
|
connector=connector,
|
||||||
)
|
)
|
||||||
return self._session
|
return self._session
|
||||||
|
|
||||||
@@ -224,16 +225,12 @@ class KISBroker:
|
|||||||
async with session.get(url, headers=headers, params=params) as resp:
|
async with session.get(url, headers=headers, params=params) as resp:
|
||||||
if resp.status != 200:
|
if resp.status != 200:
|
||||||
text = await resp.text()
|
text = await resp.text()
|
||||||
raise ConnectionError(
|
raise ConnectionError(f"get_orderbook failed ({resp.status}): {text}")
|
||||||
f"get_orderbook failed ({resp.status}): {text}"
|
|
||||||
)
|
|
||||||
return await resp.json()
|
return await resp.json()
|
||||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||||
raise ConnectionError(f"Network error fetching orderbook: {exc}") from exc
|
raise ConnectionError(f"Network error fetching orderbook: {exc}") from exc
|
||||||
|
|
||||||
async def get_current_price(
|
async def get_current_price(self, stock_code: str) -> tuple[float, float, float]:
|
||||||
self, stock_code: str
|
|
||||||
) -> tuple[float, float, float]:
|
|
||||||
"""Fetch current price data for a domestic stock.
|
"""Fetch current price data for a domestic stock.
|
||||||
|
|
||||||
Uses the ``inquire-price`` API (FHKST01010100), which works in both
|
Uses the ``inquire-price`` API (FHKST01010100), which works in both
|
||||||
@@ -265,9 +262,7 @@ class KISBroker:
|
|||||||
async with session.get(url, headers=headers, params=params) as resp:
|
async with session.get(url, headers=headers, params=params) as resp:
|
||||||
if resp.status != 200:
|
if resp.status != 200:
|
||||||
text = await resp.text()
|
text = await resp.text()
|
||||||
raise ConnectionError(
|
raise ConnectionError(f"get_current_price failed ({resp.status}): {text}")
|
||||||
f"get_current_price failed ({resp.status}): {text}"
|
|
||||||
)
|
|
||||||
data = await resp.json()
|
data = await resp.json()
|
||||||
out = data.get("output", {})
|
out = data.get("output", {})
|
||||||
return (
|
return (
|
||||||
@@ -276,9 +271,7 @@ class KISBroker:
|
|||||||
_f(out.get("frgn_ntby_qty")),
|
_f(out.get("frgn_ntby_qty")),
|
||||||
)
|
)
|
||||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||||
raise ConnectionError(
|
raise ConnectionError(f"Network error fetching current price: {exc}") from exc
|
||||||
f"Network error fetching current price: {exc}"
|
|
||||||
) from exc
|
|
||||||
|
|
||||||
async def get_balance(self) -> dict[str, Any]:
|
async def get_balance(self) -> dict[str, Any]:
|
||||||
"""Fetch current account balance and holdings."""
|
"""Fetch current account balance and holdings."""
|
||||||
@@ -308,9 +301,7 @@ class KISBroker:
|
|||||||
async with session.get(url, headers=headers, params=params) as resp:
|
async with session.get(url, headers=headers, params=params) as resp:
|
||||||
if resp.status != 200:
|
if resp.status != 200:
|
||||||
text = await resp.text()
|
text = await resp.text()
|
||||||
raise ConnectionError(
|
raise ConnectionError(f"get_balance failed ({resp.status}): {text}")
|
||||||
f"get_balance failed ({resp.status}): {text}"
|
|
||||||
)
|
|
||||||
return await resp.json()
|
return await resp.json()
|
||||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||||
raise ConnectionError(f"Network error fetching balance: {exc}") from exc
|
raise ConnectionError(f"Network error fetching balance: {exc}") from exc
|
||||||
@@ -369,9 +360,7 @@ class KISBroker:
|
|||||||
async with session.post(url, headers=headers, json=body) as resp:
|
async with session.post(url, headers=headers, json=body) as resp:
|
||||||
if resp.status != 200:
|
if resp.status != 200:
|
||||||
text = await resp.text()
|
text = await resp.text()
|
||||||
raise ConnectionError(
|
raise ConnectionError(f"send_order failed ({resp.status}): {text}")
|
||||||
f"send_order failed ({resp.status}): {text}"
|
|
||||||
)
|
|
||||||
data = await resp.json()
|
data = await resp.json()
|
||||||
logger.info(
|
logger.info(
|
||||||
"Order submitted",
|
"Order submitted",
|
||||||
@@ -449,9 +438,7 @@ class KISBroker:
|
|||||||
async with session.get(url, headers=headers, params=params) as resp:
|
async with session.get(url, headers=headers, params=params) as resp:
|
||||||
if resp.status != 200:
|
if resp.status != 200:
|
||||||
text = await resp.text()
|
text = await resp.text()
|
||||||
raise ConnectionError(
|
raise ConnectionError(f"fetch_market_rankings failed ({resp.status}): {text}")
|
||||||
f"fetch_market_rankings failed ({resp.status}): {text}"
|
|
||||||
)
|
|
||||||
data = await resp.json()
|
data = await resp.json()
|
||||||
|
|
||||||
# Parse response - output is a list of ranked stocks
|
# Parse response - output is a list of ranked stocks
|
||||||
@@ -465,14 +452,16 @@ class KISBroker:
|
|||||||
|
|
||||||
rankings = []
|
rankings = []
|
||||||
for item in data.get("output", [])[:limit]:
|
for item in data.get("output", [])[:limit]:
|
||||||
rankings.append({
|
rankings.append(
|
||||||
"stock_code": item.get("stck_shrn_iscd") or item.get("mksc_shrn_iscd", ""),
|
{
|
||||||
"name": item.get("hts_kor_isnm", ""),
|
"stock_code": item.get("stck_shrn_iscd") or item.get("mksc_shrn_iscd", ""),
|
||||||
"price": _safe_float(item.get("stck_prpr", "0")),
|
"name": item.get("hts_kor_isnm", ""),
|
||||||
"volume": _safe_float(item.get("acml_vol", "0")),
|
"price": _safe_float(item.get("stck_prpr", "0")),
|
||||||
"change_rate": _safe_float(item.get("prdy_ctrt", "0")),
|
"volume": _safe_float(item.get("acml_vol", "0")),
|
||||||
"volume_increase_rate": _safe_float(item.get("vol_inrt", "0")),
|
"change_rate": _safe_float(item.get("prdy_ctrt", "0")),
|
||||||
})
|
"volume_increase_rate": _safe_float(item.get("vol_inrt", "0")),
|
||||||
|
}
|
||||||
|
)
|
||||||
return rankings
|
return rankings
|
||||||
|
|
||||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||||
@@ -522,9 +511,7 @@ class KISBroker:
|
|||||||
data = await resp.json()
|
data = await resp.json()
|
||||||
return data.get("output", []) or []
|
return data.get("output", []) or []
|
||||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||||
raise ConnectionError(
|
raise ConnectionError(f"Network error fetching domestic pending orders: {exc}") from exc
|
||||||
f"Network error fetching domestic pending orders: {exc}"
|
|
||||||
) from exc
|
|
||||||
|
|
||||||
async def cancel_domestic_order(
|
async def cancel_domestic_order(
|
||||||
self,
|
self,
|
||||||
@@ -575,14 +562,10 @@ class KISBroker:
|
|||||||
async with session.post(url, headers=headers, json=body) as resp:
|
async with session.post(url, headers=headers, json=body) as resp:
|
||||||
if resp.status != 200:
|
if resp.status != 200:
|
||||||
text = await resp.text()
|
text = await resp.text()
|
||||||
raise ConnectionError(
|
raise ConnectionError(f"cancel_domestic_order failed ({resp.status}): {text}")
|
||||||
f"cancel_domestic_order failed ({resp.status}): {text}"
|
|
||||||
)
|
|
||||||
return cast(dict[str, Any], await resp.json())
|
return cast(dict[str, Any], await resp.json())
|
||||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||||
raise ConnectionError(
|
raise ConnectionError(f"Network error cancelling domestic order: {exc}") from exc
|
||||||
f"Network error cancelling domestic order: {exc}"
|
|
||||||
) from exc
|
|
||||||
|
|
||||||
async def get_daily_prices(
|
async def get_daily_prices(
|
||||||
self,
|
self,
|
||||||
@@ -609,6 +592,7 @@ class KISBroker:
|
|||||||
|
|
||||||
# Calculate date range (today and N days ago)
|
# Calculate date range (today and N days ago)
|
||||||
from datetime import datetime, timedelta
|
from datetime import datetime, timedelta
|
||||||
|
|
||||||
end_date = datetime.now().strftime("%Y%m%d")
|
end_date = datetime.now().strftime("%Y%m%d")
|
||||||
start_date = (datetime.now() - timedelta(days=days + 10)).strftime("%Y%m%d")
|
start_date = (datetime.now() - timedelta(days=days + 10)).strftime("%Y%m%d")
|
||||||
|
|
||||||
@@ -627,9 +611,7 @@ class KISBroker:
|
|||||||
async with session.get(url, headers=headers, params=params) as resp:
|
async with session.get(url, headers=headers, params=params) as resp:
|
||||||
if resp.status != 200:
|
if resp.status != 200:
|
||||||
text = await resp.text()
|
text = await resp.text()
|
||||||
raise ConnectionError(
|
raise ConnectionError(f"get_daily_prices failed ({resp.status}): {text}")
|
||||||
f"get_daily_prices failed ({resp.status}): {text}"
|
|
||||||
)
|
|
||||||
data = await resp.json()
|
data = await resp.json()
|
||||||
|
|
||||||
# Parse response
|
# Parse response
|
||||||
@@ -643,14 +625,16 @@ class KISBroker:
|
|||||||
|
|
||||||
prices = []
|
prices = []
|
||||||
for item in data.get("output2", []):
|
for item in data.get("output2", []):
|
||||||
prices.append({
|
prices.append(
|
||||||
"date": item.get("stck_bsop_date", ""),
|
{
|
||||||
"open": _safe_float(item.get("stck_oprc", "0")),
|
"date": item.get("stck_bsop_date", ""),
|
||||||
"high": _safe_float(item.get("stck_hgpr", "0")),
|
"open": _safe_float(item.get("stck_oprc", "0")),
|
||||||
"low": _safe_float(item.get("stck_lwpr", "0")),
|
"high": _safe_float(item.get("stck_hgpr", "0")),
|
||||||
"close": _safe_float(item.get("stck_clpr", "0")),
|
"low": _safe_float(item.get("stck_lwpr", "0")),
|
||||||
"volume": _safe_float(item.get("acml_vol", "0")),
|
"close": _safe_float(item.get("stck_clpr", "0")),
|
||||||
})
|
"volume": _safe_float(item.get("acml_vol", "0")),
|
||||||
|
}
|
||||||
|
)
|
||||||
|
|
||||||
# Sort oldest to newest (KIS returns newest first)
|
# Sort oldest to newest (KIS returns newest first)
|
||||||
prices.reverse()
|
prices.reverse()
|
||||||
|
|||||||
@@ -36,11 +36,11 @@ _CANCEL_TR_ID_MAP: dict[str, tuple[str, str]] = {
|
|||||||
"NYSE": ("TTTT1004U", "VTTT1004U"),
|
"NYSE": ("TTTT1004U", "VTTT1004U"),
|
||||||
"AMEX": ("TTTT1004U", "VTTT1004U"),
|
"AMEX": ("TTTT1004U", "VTTT1004U"),
|
||||||
"SEHK": ("TTTS1003U", "VTTS1003U"),
|
"SEHK": ("TTTS1003U", "VTTS1003U"),
|
||||||
"TSE": ("TTTS0309U", "VTTS0309U"),
|
"TSE": ("TTTS0309U", "VTTS0309U"),
|
||||||
"SHAA": ("TTTS0302U", "VTTS0302U"),
|
"SHAA": ("TTTS0302U", "VTTS0302U"),
|
||||||
"SZAA": ("TTTS0306U", "VTTS0306U"),
|
"SZAA": ("TTTS0306U", "VTTS0306U"),
|
||||||
"HNX": ("TTTS0312U", "VTTS0312U"),
|
"HNX": ("TTTS0312U", "VTTS0312U"),
|
||||||
"HSX": ("TTTS0312U", "VTTS0312U"),
|
"HSX": ("TTTS0312U", "VTTS0312U"),
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
@@ -56,9 +56,7 @@ class OverseasBroker:
|
|||||||
"""
|
"""
|
||||||
self._broker = kis_broker
|
self._broker = kis_broker
|
||||||
|
|
||||||
async def get_overseas_price(
|
async def get_overseas_price(self, exchange_code: str, stock_code: str) -> dict[str, Any]:
|
||||||
self, exchange_code: str, stock_code: str
|
|
||||||
) -> dict[str, Any]:
|
|
||||||
"""
|
"""
|
||||||
Fetch overseas stock price.
|
Fetch overseas stock price.
|
||||||
|
|
||||||
@@ -89,14 +87,10 @@ class OverseasBroker:
|
|||||||
async with session.get(url, headers=headers, params=params) as resp:
|
async with session.get(url, headers=headers, params=params) as resp:
|
||||||
if resp.status != 200:
|
if resp.status != 200:
|
||||||
text = await resp.text()
|
text = await resp.text()
|
||||||
raise ConnectionError(
|
raise ConnectionError(f"get_overseas_price failed ({resp.status}): {text}")
|
||||||
f"get_overseas_price failed ({resp.status}): {text}"
|
|
||||||
)
|
|
||||||
return await resp.json()
|
return await resp.json()
|
||||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||||
raise ConnectionError(
|
raise ConnectionError(f"Network error fetching overseas price: {exc}") from exc
|
||||||
f"Network error fetching overseas price: {exc}"
|
|
||||||
) from exc
|
|
||||||
|
|
||||||
async def fetch_overseas_rankings(
|
async def fetch_overseas_rankings(
|
||||||
self,
|
self,
|
||||||
@@ -154,9 +148,7 @@ class OverseasBroker:
|
|||||||
ranking_type,
|
ranking_type,
|
||||||
)
|
)
|
||||||
return []
|
return []
|
||||||
raise ConnectionError(
|
raise ConnectionError(f"fetch_overseas_rankings failed ({resp.status}): {text}")
|
||||||
f"fetch_overseas_rankings failed ({resp.status}): {text}"
|
|
||||||
)
|
|
||||||
|
|
||||||
data = await resp.json()
|
data = await resp.json()
|
||||||
rows = self._extract_ranking_rows(data)
|
rows = self._extract_ranking_rows(data)
|
||||||
@@ -171,9 +163,7 @@ class OverseasBroker:
|
|||||||
)
|
)
|
||||||
return []
|
return []
|
||||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||||
raise ConnectionError(
|
raise ConnectionError(f"Network error fetching overseas rankings: {exc}") from exc
|
||||||
f"Network error fetching overseas rankings: {exc}"
|
|
||||||
) from exc
|
|
||||||
|
|
||||||
async def get_overseas_balance(self, exchange_code: str) -> dict[str, Any]:
|
async def get_overseas_balance(self, exchange_code: str) -> dict[str, Any]:
|
||||||
"""
|
"""
|
||||||
@@ -193,9 +183,7 @@ class OverseasBroker:
|
|||||||
|
|
||||||
# TR_ID: 실전 TTTS3012R, 모의 VTTS3012R
|
# TR_ID: 실전 TTTS3012R, 모의 VTTS3012R
|
||||||
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 잔고조회' 시트
|
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 잔고조회' 시트
|
||||||
balance_tr_id = (
|
balance_tr_id = "TTTS3012R" if self._broker._settings.MODE == "live" else "VTTS3012R"
|
||||||
"TTTS3012R" if self._broker._settings.MODE == "live" else "VTTS3012R"
|
|
||||||
)
|
|
||||||
headers = await self._broker._auth_headers(balance_tr_id)
|
headers = await self._broker._auth_headers(balance_tr_id)
|
||||||
params = {
|
params = {
|
||||||
"CANO": self._broker._account_no,
|
"CANO": self._broker._account_no,
|
||||||
@@ -205,22 +193,16 @@ class OverseasBroker:
|
|||||||
"CTX_AREA_FK200": "",
|
"CTX_AREA_FK200": "",
|
||||||
"CTX_AREA_NK200": "",
|
"CTX_AREA_NK200": "",
|
||||||
}
|
}
|
||||||
url = (
|
url = f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-balance"
|
||||||
f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-balance"
|
|
||||||
)
|
|
||||||
|
|
||||||
try:
|
try:
|
||||||
async with session.get(url, headers=headers, params=params) as resp:
|
async with session.get(url, headers=headers, params=params) as resp:
|
||||||
if resp.status != 200:
|
if resp.status != 200:
|
||||||
text = await resp.text()
|
text = await resp.text()
|
||||||
raise ConnectionError(
|
raise ConnectionError(f"get_overseas_balance failed ({resp.status}): {text}")
|
||||||
f"get_overseas_balance failed ({resp.status}): {text}"
|
|
||||||
)
|
|
||||||
return await resp.json()
|
return await resp.json()
|
||||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||||
raise ConnectionError(
|
raise ConnectionError(f"Network error fetching overseas balance: {exc}") from exc
|
||||||
f"Network error fetching overseas balance: {exc}"
|
|
||||||
) from exc
|
|
||||||
|
|
||||||
async def get_overseas_buying_power(
|
async def get_overseas_buying_power(
|
||||||
self,
|
self,
|
||||||
@@ -247,9 +229,7 @@ class OverseasBroker:
|
|||||||
|
|
||||||
# TR_ID: 실전 TTTS3007R, 모의 VTTS3007R
|
# TR_ID: 실전 TTTS3007R, 모의 VTTS3007R
|
||||||
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 매수가능금액조회' 시트
|
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 매수가능금액조회' 시트
|
||||||
ps_tr_id = (
|
ps_tr_id = "TTTS3007R" if self._broker._settings.MODE == "live" else "VTTS3007R"
|
||||||
"TTTS3007R" if self._broker._settings.MODE == "live" else "VTTS3007R"
|
|
||||||
)
|
|
||||||
headers = await self._broker._auth_headers(ps_tr_id)
|
headers = await self._broker._auth_headers(ps_tr_id)
|
||||||
params = {
|
params = {
|
||||||
"CANO": self._broker._account_no,
|
"CANO": self._broker._account_no,
|
||||||
@@ -258,9 +238,7 @@ class OverseasBroker:
|
|||||||
"OVRS_ORD_UNPR": f"{price:.2f}",
|
"OVRS_ORD_UNPR": f"{price:.2f}",
|
||||||
"ITEM_CD": stock_code,
|
"ITEM_CD": stock_code,
|
||||||
}
|
}
|
||||||
url = (
|
url = f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-psamount"
|
||||||
f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-psamount"
|
|
||||||
)
|
|
||||||
|
|
||||||
try:
|
try:
|
||||||
async with session.get(url, headers=headers, params=params) as resp:
|
async with session.get(url, headers=headers, params=params) as resp:
|
||||||
@@ -271,9 +249,7 @@ class OverseasBroker:
|
|||||||
)
|
)
|
||||||
return await resp.json()
|
return await resp.json()
|
||||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||||
raise ConnectionError(
|
raise ConnectionError(f"Network error fetching overseas buying power: {exc}") from exc
|
||||||
f"Network error fetching overseas buying power: {exc}"
|
|
||||||
) from exc
|
|
||||||
|
|
||||||
async def send_overseas_order(
|
async def send_overseas_order(
|
||||||
self,
|
self,
|
||||||
@@ -330,9 +306,7 @@ class OverseasBroker:
|
|||||||
async with session.post(url, headers=headers, json=body) as resp:
|
async with session.post(url, headers=headers, json=body) as resp:
|
||||||
if resp.status != 200:
|
if resp.status != 200:
|
||||||
text = await resp.text()
|
text = await resp.text()
|
||||||
raise ConnectionError(
|
raise ConnectionError(f"send_overseas_order failed ({resp.status}): {text}")
|
||||||
f"send_overseas_order failed ({resp.status}): {text}"
|
|
||||||
)
|
|
||||||
data = await resp.json()
|
data = await resp.json()
|
||||||
rt_cd = data.get("rt_cd", "")
|
rt_cd = data.get("rt_cd", "")
|
||||||
msg1 = data.get("msg1", "")
|
msg1 = data.get("msg1", "")
|
||||||
@@ -357,13 +331,9 @@ class OverseasBroker:
|
|||||||
)
|
)
|
||||||
return data
|
return data
|
||||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||||
raise ConnectionError(
|
raise ConnectionError(f"Network error sending overseas order: {exc}") from exc
|
||||||
f"Network error sending overseas order: {exc}"
|
|
||||||
) from exc
|
|
||||||
|
|
||||||
async def get_overseas_pending_orders(
|
async def get_overseas_pending_orders(self, exchange_code: str) -> list[dict[str, Any]]:
|
||||||
self, exchange_code: str
|
|
||||||
) -> list[dict[str, Any]]:
|
|
||||||
"""Fetch unfilled (pending) overseas orders for a given exchange.
|
"""Fetch unfilled (pending) overseas orders for a given exchange.
|
||||||
|
|
||||||
Args:
|
Args:
|
||||||
@@ -379,9 +349,7 @@ class OverseasBroker:
|
|||||||
ConnectionError: On network or API errors (live mode only).
|
ConnectionError: On network or API errors (live mode only).
|
||||||
"""
|
"""
|
||||||
if self._broker._settings.MODE != "live":
|
if self._broker._settings.MODE != "live":
|
||||||
logger.debug(
|
logger.debug("Pending orders API (TTTS3018R) not supported in paper mode; returning []")
|
||||||
"Pending orders API (TTTS3018R) not supported in paper mode; returning []"
|
|
||||||
)
|
|
||||||
return []
|
return []
|
||||||
|
|
||||||
await self._broker._rate_limiter.acquire()
|
await self._broker._rate_limiter.acquire()
|
||||||
@@ -398,9 +366,7 @@ class OverseasBroker:
|
|||||||
"CTX_AREA_FK200": "",
|
"CTX_AREA_FK200": "",
|
||||||
"CTX_AREA_NK200": "",
|
"CTX_AREA_NK200": "",
|
||||||
}
|
}
|
||||||
url = (
|
url = f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-nccs"
|
||||||
f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-nccs"
|
|
||||||
)
|
|
||||||
|
|
||||||
try:
|
try:
|
||||||
async with session.get(url, headers=headers, params=params) as resp:
|
async with session.get(url, headers=headers, params=params) as resp:
|
||||||
@@ -415,9 +381,7 @@ class OverseasBroker:
|
|||||||
return output
|
return output
|
||||||
return []
|
return []
|
||||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||||
raise ConnectionError(
|
raise ConnectionError(f"Network error fetching pending orders: {exc}") from exc
|
||||||
f"Network error fetching pending orders: {exc}"
|
|
||||||
) from exc
|
|
||||||
|
|
||||||
async def cancel_overseas_order(
|
async def cancel_overseas_order(
|
||||||
self,
|
self,
|
||||||
@@ -469,22 +433,16 @@ class OverseasBroker:
|
|||||||
headers = await self._broker._auth_headers(tr_id)
|
headers = await self._broker._auth_headers(tr_id)
|
||||||
headers["hashkey"] = hash_key
|
headers["hashkey"] = hash_key
|
||||||
|
|
||||||
url = (
|
url = f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/order-rvsecncl"
|
||||||
f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/order-rvsecncl"
|
|
||||||
)
|
|
||||||
|
|
||||||
try:
|
try:
|
||||||
async with session.post(url, headers=headers, json=body) as resp:
|
async with session.post(url, headers=headers, json=body) as resp:
|
||||||
if resp.status != 200:
|
if resp.status != 200:
|
||||||
text = await resp.text()
|
text = await resp.text()
|
||||||
raise ConnectionError(
|
raise ConnectionError(f"cancel_overseas_order failed ({resp.status}): {text}")
|
||||||
f"cancel_overseas_order failed ({resp.status}): {text}"
|
|
||||||
)
|
|
||||||
return await resp.json()
|
return await resp.json()
|
||||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||||
raise ConnectionError(
|
raise ConnectionError(f"Network error cancelling overseas order: {exc}") from exc
|
||||||
f"Network error cancelling overseas order: {exc}"
|
|
||||||
) from exc
|
|
||||||
|
|
||||||
def _get_currency_code(self, exchange_code: str) -> str:
|
def _get_currency_code(self, exchange_code: str) -> str:
|
||||||
"""
|
"""
|
||||||
|
|||||||
@@ -111,25 +111,21 @@ class Settings(BaseSettings):
|
|||||||
|
|
||||||
# Telegram notification type filters (granular control)
|
# Telegram notification type filters (granular control)
|
||||||
# circuit_breaker is always sent regardless — safety-critical
|
# circuit_breaker is always sent regardless — safety-critical
|
||||||
TELEGRAM_NOTIFY_TRADES: bool = True # BUY/SELL execution alerts
|
TELEGRAM_NOTIFY_TRADES: bool = True # BUY/SELL execution alerts
|
||||||
TELEGRAM_NOTIFY_MARKET_OPEN_CLOSE: bool = True # Market open/close alerts
|
TELEGRAM_NOTIFY_MARKET_OPEN_CLOSE: bool = True # Market open/close alerts
|
||||||
TELEGRAM_NOTIFY_FAT_FINGER: bool = True # Fat-finger rejection alerts
|
TELEGRAM_NOTIFY_FAT_FINGER: bool = True # Fat-finger rejection alerts
|
||||||
TELEGRAM_NOTIFY_SYSTEM_EVENTS: bool = True # System start/shutdown alerts
|
TELEGRAM_NOTIFY_SYSTEM_EVENTS: bool = True # System start/shutdown alerts
|
||||||
TELEGRAM_NOTIFY_PLAYBOOK: bool = True # Playbook generated/failed alerts
|
TELEGRAM_NOTIFY_PLAYBOOK: bool = True # Playbook generated/failed alerts
|
||||||
TELEGRAM_NOTIFY_SCENARIO_MATCH: bool = True # Scenario matched alerts (most frequent)
|
TELEGRAM_NOTIFY_SCENARIO_MATCH: bool = True # Scenario matched alerts (most frequent)
|
||||||
TELEGRAM_NOTIFY_ERRORS: bool = True # Error alerts
|
TELEGRAM_NOTIFY_ERRORS: bool = True # Error alerts
|
||||||
|
|
||||||
# Overseas ranking API (KIS endpoint/TR_ID may vary by account/product)
|
# Overseas ranking API (KIS endpoint/TR_ID may vary by account/product)
|
||||||
# Override these from .env if your account uses different specs.
|
# Override these from .env if your account uses different specs.
|
||||||
OVERSEAS_RANKING_ENABLED: bool = True
|
OVERSEAS_RANKING_ENABLED: bool = True
|
||||||
OVERSEAS_RANKING_FLUCT_TR_ID: str = "HHDFS76290000"
|
OVERSEAS_RANKING_FLUCT_TR_ID: str = "HHDFS76290000"
|
||||||
OVERSEAS_RANKING_VOLUME_TR_ID: str = "HHDFS76270000"
|
OVERSEAS_RANKING_VOLUME_TR_ID: str = "HHDFS76270000"
|
||||||
OVERSEAS_RANKING_FLUCT_PATH: str = (
|
OVERSEAS_RANKING_FLUCT_PATH: str = "/uapi/overseas-stock/v1/ranking/updown-rate"
|
||||||
"/uapi/overseas-stock/v1/ranking/updown-rate"
|
OVERSEAS_RANKING_VOLUME_PATH: str = "/uapi/overseas-stock/v1/ranking/volume-surge"
|
||||||
)
|
|
||||||
OVERSEAS_RANKING_VOLUME_PATH: str = (
|
|
||||||
"/uapi/overseas-stock/v1/ranking/volume-surge"
|
|
||||||
)
|
|
||||||
|
|
||||||
# Dashboard (optional)
|
# Dashboard (optional)
|
||||||
DASHBOARD_ENABLED: bool = False
|
DASHBOARD_ENABLED: bool = False
|
||||||
|
|||||||
@@ -222,9 +222,7 @@ class ContextAggregator:
|
|||||||
|
|
||||||
total_pnl = 0.0
|
total_pnl = 0.0
|
||||||
for month in months:
|
for month in months:
|
||||||
monthly_pnl = self.store.get_context(
|
monthly_pnl = self.store.get_context(ContextLayer.L4_MONTHLY, month, "monthly_pnl")
|
||||||
ContextLayer.L4_MONTHLY, month, "monthly_pnl"
|
|
||||||
)
|
|
||||||
if monthly_pnl is not None:
|
if monthly_pnl is not None:
|
||||||
total_pnl += monthly_pnl
|
total_pnl += monthly_pnl
|
||||||
|
|
||||||
@@ -251,9 +249,7 @@ class ContextAggregator:
|
|||||||
if quarterly_pnl is not None:
|
if quarterly_pnl is not None:
|
||||||
total_pnl += quarterly_pnl
|
total_pnl += quarterly_pnl
|
||||||
|
|
||||||
self.store.set_context(
|
self.store.set_context(ContextLayer.L2_ANNUAL, year, "annual_pnl", round(total_pnl, 2))
|
||||||
ContextLayer.L2_ANNUAL, year, "annual_pnl", round(total_pnl, 2)
|
|
||||||
)
|
|
||||||
|
|
||||||
def aggregate_legacy_from_annual(self) -> None:
|
def aggregate_legacy_from_annual(self) -> None:
|
||||||
"""Aggregate L1 (legacy) context from all L2 (annual) data."""
|
"""Aggregate L1 (legacy) context from all L2 (annual) data."""
|
||||||
@@ -280,9 +276,7 @@ class ContextAggregator:
|
|||||||
self.store.set_context(
|
self.store.set_context(
|
||||||
ContextLayer.L1_LEGACY, "LEGACY", "total_pnl", round(total_pnl, 2)
|
ContextLayer.L1_LEGACY, "LEGACY", "total_pnl", round(total_pnl, 2)
|
||||||
)
|
)
|
||||||
self.store.set_context(
|
self.store.set_context(ContextLayer.L1_LEGACY, "LEGACY", "years_traded", years_traded)
|
||||||
ContextLayer.L1_LEGACY, "LEGACY", "years_traded", years_traded
|
|
||||||
)
|
|
||||||
self.store.set_context(
|
self.store.set_context(
|
||||||
ContextLayer.L1_LEGACY,
|
ContextLayer.L1_LEGACY,
|
||||||
"LEGACY",
|
"LEGACY",
|
||||||
|
|||||||
@@ -3,10 +3,10 @@
|
|||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
||||||
from dataclasses import dataclass
|
from dataclasses import dataclass
|
||||||
from enum import Enum
|
from enum import StrEnum
|
||||||
|
|
||||||
|
|
||||||
class ContextLayer(str, Enum):
|
class ContextLayer(StrEnum):
|
||||||
"""7-tier context hierarchy from real-time to generational."""
|
"""7-tier context hierarchy from real-time to generational."""
|
||||||
|
|
||||||
L1_LEGACY = "L1_LEGACY" # Cumulative/generational wisdom
|
L1_LEGACY = "L1_LEGACY" # Cumulative/generational wisdom
|
||||||
|
|||||||
@@ -9,7 +9,7 @@ This module summarizes old context data instead of including raw details:
|
|||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
||||||
from dataclasses import dataclass
|
from dataclasses import dataclass
|
||||||
from datetime import UTC, datetime, timedelta
|
from datetime import UTC, datetime
|
||||||
from typing import Any
|
from typing import Any
|
||||||
|
|
||||||
from src.context.layer import ContextLayer
|
from src.context.layer import ContextLayer
|
||||||
|
|||||||
@@ -11,8 +11,9 @@ Order is fixed:
|
|||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
||||||
import inspect
|
import inspect
|
||||||
|
from collections.abc import Awaitable, Callable
|
||||||
from dataclasses import dataclass, field
|
from dataclasses import dataclass, field
|
||||||
from typing import Any, Awaitable, Callable
|
from typing import Any
|
||||||
|
|
||||||
StepCallable = Callable[[], Any | Awaitable[Any]]
|
StepCallable = Callable[[], Any | Awaitable[Any]]
|
||||||
|
|
||||||
|
|||||||
@@ -15,7 +15,7 @@ from src.markets.schedule import MarketInfo
|
|||||||
_LOW_LIQUIDITY_SESSIONS = {"NXT_AFTER", "US_PRE", "US_DAY", "US_AFTER"}
|
_LOW_LIQUIDITY_SESSIONS = {"NXT_AFTER", "US_PRE", "US_DAY", "US_AFTER"}
|
||||||
|
|
||||||
|
|
||||||
class OrderPolicyRejected(Exception):
|
class OrderPolicyRejectedError(Exception):
|
||||||
"""Raised when an order violates session policy."""
|
"""Raised when an order violates session policy."""
|
||||||
|
|
||||||
def __init__(self, message: str, *, session_id: str, market_code: str) -> None:
|
def __init__(self, message: str, *, session_id: str, market_code: str) -> None:
|
||||||
@@ -61,7 +61,9 @@ def classify_session_id(market: MarketInfo, now: datetime | None = None) -> str:
|
|||||||
|
|
||||||
def get_session_info(market: MarketInfo, now: datetime | None = None) -> SessionInfo:
|
def get_session_info(market: MarketInfo, now: datetime | None = None) -> SessionInfo:
|
||||||
session_id = classify_session_id(market, now)
|
session_id = classify_session_id(market, now)
|
||||||
return SessionInfo(session_id=session_id, is_low_liquidity=session_id in _LOW_LIQUIDITY_SESSIONS)
|
return SessionInfo(
|
||||||
|
session_id=session_id, is_low_liquidity=session_id in _LOW_LIQUIDITY_SESSIONS
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
def validate_order_policy(
|
def validate_order_policy(
|
||||||
@@ -76,7 +78,7 @@ def validate_order_policy(
|
|||||||
|
|
||||||
is_market_order = price <= 0
|
is_market_order = price <= 0
|
||||||
if info.is_low_liquidity and is_market_order:
|
if info.is_low_liquidity and is_market_order:
|
||||||
raise OrderPolicyRejected(
|
raise OrderPolicyRejectedError(
|
||||||
f"Market order is forbidden in low-liquidity session ({info.session_id})",
|
f"Market order is forbidden in low-liquidity session ({info.session_id})",
|
||||||
session_id=info.session_id,
|
session_id=info.session_id,
|
||||||
market_code=market.code,
|
market_code=market.code,
|
||||||
@@ -84,10 +86,14 @@ def validate_order_policy(
|
|||||||
|
|
||||||
# Guard against accidental unsupported actions.
|
# Guard against accidental unsupported actions.
|
||||||
if order_type not in {"BUY", "SELL"}:
|
if order_type not in {"BUY", "SELL"}:
|
||||||
raise OrderPolicyRejected(
|
raise OrderPolicyRejectedError(
|
||||||
f"Unsupported order_type={order_type}",
|
f"Unsupported order_type={order_type}",
|
||||||
session_id=info.session_id,
|
session_id=info.session_id,
|
||||||
market_code=market.code,
|
market_code=market.code,
|
||||||
)
|
)
|
||||||
|
|
||||||
return info
|
return info
|
||||||
|
|
||||||
|
|
||||||
|
# Backward compatibility alias
|
||||||
|
OrderPolicyRejected = OrderPolicyRejectedError
|
||||||
|
|||||||
@@ -28,9 +28,7 @@ class PriorityTask:
|
|||||||
# Task data not used in comparison
|
# Task data not used in comparison
|
||||||
task_id: str = field(compare=False)
|
task_id: str = field(compare=False)
|
||||||
task_data: dict[str, Any] = field(compare=False, default_factory=dict)
|
task_data: dict[str, Any] = field(compare=False, default_factory=dict)
|
||||||
callback: Callable[[], Coroutine[Any, Any, Any]] | None = field(
|
callback: Callable[[], Coroutine[Any, Any, Any]] | None = field(compare=False, default=None)
|
||||||
compare=False, default=None
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
@dataclass
|
@dataclass
|
||||||
|
|||||||
@@ -25,7 +25,7 @@ class CircuitBreakerTripped(SystemExit):
|
|||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
class FatFingerRejected(Exception):
|
class FatFingerRejectedError(Exception):
|
||||||
"""Raised when an order exceeds the maximum allowed proportion of cash."""
|
"""Raised when an order exceeds the maximum allowed proportion of cash."""
|
||||||
|
|
||||||
def __init__(self, order_amount: float, total_cash: float, max_pct: float) -> None:
|
def __init__(self, order_amount: float, total_cash: float, max_pct: float) -> None:
|
||||||
@@ -61,7 +61,7 @@ class RiskManager:
|
|||||||
def check_fat_finger(self, order_amount: float, total_cash: float) -> None:
|
def check_fat_finger(self, order_amount: float, total_cash: float) -> None:
|
||||||
"""Reject orders that exceed the maximum proportion of available cash."""
|
"""Reject orders that exceed the maximum proportion of available cash."""
|
||||||
if total_cash <= 0:
|
if total_cash <= 0:
|
||||||
raise FatFingerRejected(order_amount, total_cash, self._ff_max_pct)
|
raise FatFingerRejectedError(order_amount, total_cash, self._ff_max_pct)
|
||||||
|
|
||||||
ratio_pct = (order_amount / total_cash) * 100
|
ratio_pct = (order_amount / total_cash) * 100
|
||||||
if ratio_pct > self._ff_max_pct:
|
if ratio_pct > self._ff_max_pct:
|
||||||
@@ -69,7 +69,7 @@ class RiskManager:
|
|||||||
"Fat finger check failed",
|
"Fat finger check failed",
|
||||||
extra={"order_amount": order_amount},
|
extra={"order_amount": order_amount},
|
||||||
)
|
)
|
||||||
raise FatFingerRejected(order_amount, total_cash, self._ff_max_pct)
|
raise FatFingerRejectedError(order_amount, total_cash, self._ff_max_pct)
|
||||||
|
|
||||||
def validate_order(
|
def validate_order(
|
||||||
self,
|
self,
|
||||||
@@ -81,3 +81,7 @@ class RiskManager:
|
|||||||
self.check_circuit_breaker(current_pnl_pct)
|
self.check_circuit_breaker(current_pnl_pct)
|
||||||
self.check_fat_finger(order_amount, total_cash)
|
self.check_fat_finger(order_amount, total_cash)
|
||||||
logger.info("Order passed risk validation")
|
logger.info("Order passed risk validation")
|
||||||
|
|
||||||
|
|
||||||
|
# Backward compatibility alias
|
||||||
|
FatFingerRejected = FatFingerRejectedError
|
||||||
|
|||||||
@@ -5,7 +5,7 @@ from __future__ import annotations
|
|||||||
import json
|
import json
|
||||||
import os
|
import os
|
||||||
import sqlite3
|
import sqlite3
|
||||||
from datetime import UTC, datetime, timezone
|
from datetime import UTC, datetime
|
||||||
from pathlib import Path
|
from pathlib import Path
|
||||||
from typing import Any
|
from typing import Any
|
||||||
|
|
||||||
@@ -188,10 +188,7 @@ def create_dashboard_app(db_path: str, mode: str = "paper") -> FastAPI:
|
|||||||
return {
|
return {
|
||||||
"market": "all",
|
"market": "all",
|
||||||
"combined": combined,
|
"combined": combined,
|
||||||
"by_market": [
|
"by_market": [_row_to_performance(row) for row in by_market_rows],
|
||||||
_row_to_performance(row)
|
|
||||||
for row in by_market_rows
|
|
||||||
],
|
|
||||||
}
|
}
|
||||||
|
|
||||||
row = conn.execute(
|
row = conn.execute(
|
||||||
@@ -401,7 +398,7 @@ def create_dashboard_app(db_path: str, mode: str = "paper") -> FastAPI:
|
|||||||
"""
|
"""
|
||||||
).fetchall()
|
).fetchall()
|
||||||
|
|
||||||
now = datetime.now(timezone.utc)
|
now = datetime.now(UTC)
|
||||||
positions = []
|
positions = []
|
||||||
for row in rows:
|
for row in rows:
|
||||||
entry_time_str = row["entry_time"]
|
entry_time_str = row["entry_time"]
|
||||||
|
|||||||
@@ -9,7 +9,6 @@ from __future__ import annotations
|
|||||||
import logging
|
import logging
|
||||||
from dataclasses import dataclass
|
from dataclasses import dataclass
|
||||||
from datetime import datetime, timedelta
|
from datetime import datetime, timedelta
|
||||||
from typing import Any
|
|
||||||
|
|
||||||
logger = logging.getLogger(__name__)
|
logger = logging.getLogger(__name__)
|
||||||
|
|
||||||
|
|||||||
11
src/db.py
11
src/db.py
@@ -123,8 +123,7 @@ def init_db(db_path: str) -> sqlite3.Connection:
|
|||||||
"""
|
"""
|
||||||
)
|
)
|
||||||
decision_columns = {
|
decision_columns = {
|
||||||
row[1]
|
row[1] for row in conn.execute("PRAGMA table_info(decision_logs)").fetchall()
|
||||||
for row in conn.execute("PRAGMA table_info(decision_logs)").fetchall()
|
|
||||||
}
|
}
|
||||||
if "session_id" not in decision_columns:
|
if "session_id" not in decision_columns:
|
||||||
conn.execute("ALTER TABLE decision_logs ADD COLUMN session_id TEXT DEFAULT 'UNKNOWN'")
|
conn.execute("ALTER TABLE decision_logs ADD COLUMN session_id TEXT DEFAULT 'UNKNOWN'")
|
||||||
@@ -185,9 +184,7 @@ def init_db(db_path: str) -> sqlite3.Connection:
|
|||||||
conn.execute(
|
conn.execute(
|
||||||
"CREATE INDEX IF NOT EXISTS idx_decision_logs_timestamp ON decision_logs(timestamp)"
|
"CREATE INDEX IF NOT EXISTS idx_decision_logs_timestamp ON decision_logs(timestamp)"
|
||||||
)
|
)
|
||||||
conn.execute(
|
conn.execute("CREATE INDEX IF NOT EXISTS idx_decision_logs_reviewed ON decision_logs(reviewed)")
|
||||||
"CREATE INDEX IF NOT EXISTS idx_decision_logs_reviewed ON decision_logs(reviewed)"
|
|
||||||
)
|
|
||||||
conn.execute(
|
conn.execute(
|
||||||
"CREATE INDEX IF NOT EXISTS idx_decision_logs_confidence ON decision_logs(confidence)"
|
"CREATE INDEX IF NOT EXISTS idx_decision_logs_confidence ON decision_logs(confidence)"
|
||||||
)
|
)
|
||||||
@@ -381,9 +378,7 @@ def get_open_position(
|
|||||||
return {"decision_id": row[1], "price": row[2], "quantity": row[3], "timestamp": row[4]}
|
return {"decision_id": row[1], "price": row[2], "quantity": row[3], "timestamp": row[4]}
|
||||||
|
|
||||||
|
|
||||||
def get_recent_symbols(
|
def get_recent_symbols(conn: sqlite3.Connection, market: str, limit: int = 30) -> list[str]:
|
||||||
conn: sqlite3.Connection, market: str, limit: int = 30
|
|
||||||
) -> list[str]:
|
|
||||||
"""Return recent unique symbols for a market, newest first."""
|
"""Return recent unique symbols for a market, newest first."""
|
||||||
cursor = conn.execute(
|
cursor = conn.execute(
|
||||||
"""
|
"""
|
||||||
|
|||||||
@@ -90,9 +90,7 @@ class ABTester:
|
|||||||
sharpe_ratio = None
|
sharpe_ratio = None
|
||||||
if len(pnls) > 1:
|
if len(pnls) > 1:
|
||||||
mean_return = avg_pnl
|
mean_return = avg_pnl
|
||||||
std_return = (
|
std_return = (sum((p - mean_return) ** 2 for p in pnls) / (len(pnls) - 1)) ** 0.5
|
||||||
sum((p - mean_return) ** 2 for p in pnls) / (len(pnls) - 1)
|
|
||||||
) ** 0.5
|
|
||||||
if std_return > 0:
|
if std_return > 0:
|
||||||
sharpe_ratio = mean_return / std_return
|
sharpe_ratio = mean_return / std_return
|
||||||
|
|
||||||
@@ -198,8 +196,7 @@ class ABTester:
|
|||||||
|
|
||||||
if meets_criteria:
|
if meets_criteria:
|
||||||
logger.info(
|
logger.info(
|
||||||
"Strategy '%s' meets deployment criteria: "
|
"Strategy '%s' meets deployment criteria: win_rate=%.2f%%, trades=%d, avg_pnl=%.2f",
|
||||||
"win_rate=%.2f%%, trades=%d, avg_pnl=%.2f",
|
|
||||||
result.winner,
|
result.winner,
|
||||||
winning_perf.win_rate,
|
winning_perf.win_rate,
|
||||||
winning_perf.total_trades,
|
winning_perf.total_trades,
|
||||||
|
|||||||
@@ -60,9 +60,7 @@ class DailyReviewer:
|
|||||||
if isinstance(scenario_match, dict) and scenario_match:
|
if isinstance(scenario_match, dict) and scenario_match:
|
||||||
matched += 1
|
matched += 1
|
||||||
scenario_match_rate = (
|
scenario_match_rate = (
|
||||||
round((matched / total_decisions) * 100, 2)
|
round((matched / total_decisions) * 100, 2) if total_decisions else 0.0
|
||||||
if total_decisions
|
|
||||||
else 0.0
|
|
||||||
)
|
)
|
||||||
|
|
||||||
trade_stats = self._conn.execute(
|
trade_stats = self._conn.execute(
|
||||||
|
|||||||
@@ -80,26 +80,26 @@ class EvolutionOptimizer:
|
|||||||
# Convert to dict format for analysis
|
# Convert to dict format for analysis
|
||||||
failures = []
|
failures = []
|
||||||
for decision in losing_decisions:
|
for decision in losing_decisions:
|
||||||
failures.append({
|
failures.append(
|
||||||
"decision_id": decision.decision_id,
|
{
|
||||||
"timestamp": decision.timestamp,
|
"decision_id": decision.decision_id,
|
||||||
"stock_code": decision.stock_code,
|
"timestamp": decision.timestamp,
|
||||||
"market": decision.market,
|
"stock_code": decision.stock_code,
|
||||||
"exchange_code": decision.exchange_code,
|
"market": decision.market,
|
||||||
"action": decision.action,
|
"exchange_code": decision.exchange_code,
|
||||||
"confidence": decision.confidence,
|
"action": decision.action,
|
||||||
"rationale": decision.rationale,
|
"confidence": decision.confidence,
|
||||||
"outcome_pnl": decision.outcome_pnl,
|
"rationale": decision.rationale,
|
||||||
"outcome_accuracy": decision.outcome_accuracy,
|
"outcome_pnl": decision.outcome_pnl,
|
||||||
"context_snapshot": decision.context_snapshot,
|
"outcome_accuracy": decision.outcome_accuracy,
|
||||||
"input_data": decision.input_data,
|
"context_snapshot": decision.context_snapshot,
|
||||||
})
|
"input_data": decision.input_data,
|
||||||
|
}
|
||||||
|
)
|
||||||
|
|
||||||
return failures
|
return failures
|
||||||
|
|
||||||
def identify_failure_patterns(
|
def identify_failure_patterns(self, failures: list[dict[str, Any]]) -> dict[str, Any]:
|
||||||
self, failures: list[dict[str, Any]]
|
|
||||||
) -> dict[str, Any]:
|
|
||||||
"""Identify patterns in losing decisions.
|
"""Identify patterns in losing decisions.
|
||||||
|
|
||||||
Analyzes:
|
Analyzes:
|
||||||
@@ -143,12 +143,8 @@ class EvolutionOptimizer:
|
|||||||
total_confidence += failure.get("confidence", 0)
|
total_confidence += failure.get("confidence", 0)
|
||||||
total_loss += failure.get("outcome_pnl", 0.0)
|
total_loss += failure.get("outcome_pnl", 0.0)
|
||||||
|
|
||||||
patterns["avg_confidence"] = (
|
patterns["avg_confidence"] = round(total_confidence / len(failures), 2) if failures else 0.0
|
||||||
round(total_confidence / len(failures), 2) if failures else 0.0
|
patterns["avg_loss"] = round(total_loss / len(failures), 2) if failures else 0.0
|
||||||
)
|
|
||||||
patterns["avg_loss"] = (
|
|
||||||
round(total_loss / len(failures), 2) if failures else 0.0
|
|
||||||
)
|
|
||||||
|
|
||||||
# Convert Counters to regular dicts for JSON serialization
|
# Convert Counters to regular dicts for JSON serialization
|
||||||
patterns["markets"] = dict(patterns["markets"])
|
patterns["markets"] = dict(patterns["markets"])
|
||||||
@@ -197,7 +193,8 @@ class EvolutionOptimizer:
|
|||||||
|
|
||||||
prompt = (
|
prompt = (
|
||||||
"You are a quantitative trading strategy developer.\n"
|
"You are a quantitative trading strategy developer.\n"
|
||||||
"Analyze these failed trades and their patterns, then generate an improved strategy.\n\n"
|
"Analyze these failed trades and their patterns, "
|
||||||
|
"then generate an improved strategy.\n\n"
|
||||||
f"Failure Patterns:\n{json.dumps(patterns, indent=2)}\n\n"
|
f"Failure Patterns:\n{json.dumps(patterns, indent=2)}\n\n"
|
||||||
f"Sample Failed Trades (first 5):\n"
|
f"Sample Failed Trades (first 5):\n"
|
||||||
f"{json.dumps(failures[:5], indent=2, default=str)}\n\n"
|
f"{json.dumps(failures[:5], indent=2, default=str)}\n\n"
|
||||||
@@ -214,7 +211,8 @@ class EvolutionOptimizer:
|
|||||||
|
|
||||||
try:
|
try:
|
||||||
response = await self._client.aio.models.generate_content(
|
response = await self._client.aio.models.generate_content(
|
||||||
model=self._model_name, contents=prompt,
|
model=self._model_name,
|
||||||
|
contents=prompt,
|
||||||
)
|
)
|
||||||
body = response.text.strip()
|
body = response.text.strip()
|
||||||
except Exception as exc:
|
except Exception as exc:
|
||||||
@@ -280,9 +278,7 @@ class EvolutionOptimizer:
|
|||||||
logger.info("Strategy validation PASSED")
|
logger.info("Strategy validation PASSED")
|
||||||
return True
|
return True
|
||||||
else:
|
else:
|
||||||
logger.warning(
|
logger.warning("Strategy validation FAILED:\n%s", result.stdout + result.stderr)
|
||||||
"Strategy validation FAILED:\n%s", result.stdout + result.stderr
|
|
||||||
)
|
|
||||||
# Clean up failing strategy
|
# Clean up failing strategy
|
||||||
strategy_path.unlink(missing_ok=True)
|
strategy_path.unlink(missing_ok=True)
|
||||||
return False
|
return False
|
||||||
|
|||||||
@@ -187,9 +187,7 @@ class PerformanceTracker:
|
|||||||
|
|
||||||
return metrics
|
return metrics
|
||||||
|
|
||||||
def calculate_improvement_trend(
|
def calculate_improvement_trend(self, metrics_history: list[StrategyMetrics]) -> dict[str, Any]:
|
||||||
self, metrics_history: list[StrategyMetrics]
|
|
||||||
) -> dict[str, Any]:
|
|
||||||
"""Calculate improvement trend from historical metrics.
|
"""Calculate improvement trend from historical metrics.
|
||||||
|
|
||||||
Args:
|
Args:
|
||||||
@@ -229,9 +227,7 @@ class PerformanceTracker:
|
|||||||
"period_count": len(metrics_history),
|
"period_count": len(metrics_history),
|
||||||
}
|
}
|
||||||
|
|
||||||
def generate_dashboard(
|
def generate_dashboard(self, strategy_name: str | None = None) -> PerformanceDashboard:
|
||||||
self, strategy_name: str | None = None
|
|
||||||
) -> PerformanceDashboard:
|
|
||||||
"""Generate a comprehensive performance dashboard.
|
"""Generate a comprehensive performance dashboard.
|
||||||
|
|
||||||
Args:
|
Args:
|
||||||
@@ -260,9 +256,7 @@ class PerformanceTracker:
|
|||||||
improvement_trend=improvement_trend,
|
improvement_trend=improvement_trend,
|
||||||
)
|
)
|
||||||
|
|
||||||
def export_dashboard_json(
|
def export_dashboard_json(self, dashboard: PerformanceDashboard) -> str:
|
||||||
self, dashboard: PerformanceDashboard
|
|
||||||
) -> str:
|
|
||||||
"""Export dashboard as JSON string.
|
"""Export dashboard as JSON string.
|
||||||
|
|
||||||
Args:
|
Args:
|
||||||
|
|||||||
@@ -140,9 +140,7 @@ class DecisionLogger:
|
|||||||
)
|
)
|
||||||
self.conn.commit()
|
self.conn.commit()
|
||||||
|
|
||||||
def update_outcome(
|
def update_outcome(self, decision_id: str, pnl: float, accuracy: int) -> None:
|
||||||
self, decision_id: str, pnl: float, accuracy: int
|
|
||||||
) -> None:
|
|
||||||
"""Update the outcome of a decision after trade execution.
|
"""Update the outcome of a decision after trade execution.
|
||||||
|
|
||||||
Args:
|
Args:
|
||||||
|
|||||||
332
src/main.py
332
src/main.py
@@ -26,12 +26,12 @@ from src.context.aggregator import ContextAggregator
|
|||||||
from src.context.layer import ContextLayer
|
from src.context.layer import ContextLayer
|
||||||
from src.context.scheduler import ContextScheduler
|
from src.context.scheduler import ContextScheduler
|
||||||
from src.context.store import ContextStore
|
from src.context.store import ContextStore
|
||||||
from src.core.criticality import CriticalityAssessor
|
|
||||||
from src.core.blackout_manager import (
|
from src.core.blackout_manager import (
|
||||||
BlackoutOrderManager,
|
BlackoutOrderManager,
|
||||||
QueuedOrderIntent,
|
QueuedOrderIntent,
|
||||||
parse_blackout_windows_kst,
|
parse_blackout_windows_kst,
|
||||||
)
|
)
|
||||||
|
from src.core.criticality import CriticalityAssessor
|
||||||
from src.core.kill_switch import KillSwitchOrchestrator
|
from src.core.kill_switch import KillSwitchOrchestrator
|
||||||
from src.core.order_policy import (
|
from src.core.order_policy import (
|
||||||
OrderPolicyRejected,
|
OrderPolicyRejected,
|
||||||
@@ -52,12 +52,16 @@ from src.evolution.optimizer import EvolutionOptimizer
|
|||||||
from src.logging.decision_logger import DecisionLogger
|
from src.logging.decision_logger import DecisionLogger
|
||||||
from src.logging_config import setup_logging
|
from src.logging_config import setup_logging
|
||||||
from src.markets.schedule import MARKETS, MarketInfo, get_next_market_open, get_open_markets
|
from src.markets.schedule import MARKETS, MarketInfo, get_next_market_open, get_open_markets
|
||||||
from src.notifications.telegram_client import NotificationFilter, TelegramClient, TelegramCommandHandler
|
from src.notifications.telegram_client import (
|
||||||
from src.strategy.models import DayPlaybook, MarketOutlook
|
NotificationFilter,
|
||||||
|
TelegramClient,
|
||||||
|
TelegramCommandHandler,
|
||||||
|
)
|
||||||
from src.strategy.exit_rules import ExitRuleConfig, ExitRuleInput, evaluate_exit
|
from src.strategy.exit_rules import ExitRuleConfig, ExitRuleInput, evaluate_exit
|
||||||
|
from src.strategy.models import DayPlaybook, MarketOutlook
|
||||||
from src.strategy.playbook_store import PlaybookStore
|
from src.strategy.playbook_store import PlaybookStore
|
||||||
from src.strategy.pre_market_planner import PreMarketPlanner
|
|
||||||
from src.strategy.position_state_machine import PositionState
|
from src.strategy.position_state_machine import PositionState
|
||||||
|
from src.strategy.pre_market_planner import PreMarketPlanner
|
||||||
from src.strategy.scenario_engine import ScenarioEngine
|
from src.strategy.scenario_engine import ScenarioEngine
|
||||||
|
|
||||||
logger = logging.getLogger(__name__)
|
logger = logging.getLogger(__name__)
|
||||||
@@ -350,9 +354,7 @@ async def _inject_staged_exit_features(
|
|||||||
return
|
return
|
||||||
|
|
||||||
if "pred_down_prob" not in market_data:
|
if "pred_down_prob" not in market_data:
|
||||||
market_data["pred_down_prob"] = _estimate_pred_down_prob_from_rsi(
|
market_data["pred_down_prob"] = _estimate_pred_down_prob_from_rsi(market_data.get("rsi"))
|
||||||
market_data.get("rsi")
|
|
||||||
)
|
|
||||||
|
|
||||||
existing_atr = safe_float(market_data.get("atr_value"), 0.0)
|
existing_atr = safe_float(market_data.get("atr_value"), 0.0)
|
||||||
if existing_atr > 0:
|
if existing_atr > 0:
|
||||||
@@ -389,7 +391,7 @@ async def _retry_connection(coro_factory: Any, *args: Any, label: str = "", **kw
|
|||||||
return await coro_factory(*args, **kwargs)
|
return await coro_factory(*args, **kwargs)
|
||||||
except ConnectionError as exc:
|
except ConnectionError as exc:
|
||||||
if attempt < MAX_CONNECTION_RETRIES:
|
if attempt < MAX_CONNECTION_RETRIES:
|
||||||
wait_secs = 2 ** attempt
|
wait_secs = 2**attempt
|
||||||
logger.warning(
|
logger.warning(
|
||||||
"Connection error %s (attempt %d/%d), retrying in %ds: %s",
|
"Connection error %s (attempt %d/%d), retrying in %ds: %s",
|
||||||
label,
|
label,
|
||||||
@@ -413,7 +415,7 @@ async def sync_positions_from_broker(
|
|||||||
broker: Any,
|
broker: Any,
|
||||||
overseas_broker: Any,
|
overseas_broker: Any,
|
||||||
db_conn: Any,
|
db_conn: Any,
|
||||||
settings: "Settings",
|
settings: Settings,
|
||||||
) -> int:
|
) -> int:
|
||||||
"""Sync open positions from the live broker into the local DB at startup.
|
"""Sync open positions from the live broker into the local DB at startup.
|
||||||
|
|
||||||
@@ -441,9 +443,7 @@ async def sync_positions_from_broker(
|
|||||||
if market.exchange_code in seen_exchange_codes:
|
if market.exchange_code in seen_exchange_codes:
|
||||||
continue
|
continue
|
||||||
seen_exchange_codes.add(market.exchange_code)
|
seen_exchange_codes.add(market.exchange_code)
|
||||||
balance_data = await overseas_broker.get_overseas_balance(
|
balance_data = await overseas_broker.get_overseas_balance(market.exchange_code)
|
||||||
market.exchange_code
|
|
||||||
)
|
|
||||||
log_market = market_code # e.g. "US_NASDAQ"
|
log_market = market_code # e.g. "US_NASDAQ"
|
||||||
except ConnectionError as exc:
|
except ConnectionError as exc:
|
||||||
logger.warning(
|
logger.warning(
|
||||||
@@ -453,9 +453,7 @@ async def sync_positions_from_broker(
|
|||||||
)
|
)
|
||||||
continue
|
continue
|
||||||
|
|
||||||
held_codes = _extract_held_codes_from_balance(
|
held_codes = _extract_held_codes_from_balance(balance_data, is_domestic=market.is_domestic)
|
||||||
balance_data, is_domestic=market.is_domestic
|
|
||||||
)
|
|
||||||
for stock_code in held_codes:
|
for stock_code in held_codes:
|
||||||
if get_open_position(db_conn, stock_code, log_market):
|
if get_open_position(db_conn, stock_code, log_market):
|
||||||
continue # already tracked
|
continue # already tracked
|
||||||
@@ -487,9 +485,7 @@ async def sync_positions_from_broker(
|
|||||||
synced += 1
|
synced += 1
|
||||||
|
|
||||||
if synced:
|
if synced:
|
||||||
logger.info(
|
logger.info("Startup sync complete: %d position(s) synced from broker", synced)
|
||||||
"Startup sync complete: %d position(s) synced from broker", synced
|
|
||||||
)
|
|
||||||
else:
|
else:
|
||||||
logger.info("Startup sync: no new positions to sync from broker")
|
logger.info("Startup sync: no new positions to sync from broker")
|
||||||
return synced
|
return synced
|
||||||
@@ -859,15 +855,9 @@ def _apply_staged_exit_override_for_hold(
|
|||||||
|
|
||||||
pnl_pct = (current_price - entry_price) / entry_price * 100.0
|
pnl_pct = (current_price - entry_price) / entry_price * 100.0
|
||||||
if exit_eval.reason == "hard_stop":
|
if exit_eval.reason == "hard_stop":
|
||||||
rationale = (
|
rationale = f"Stop-loss triggered ({pnl_pct:.2f}% <= {stop_loss_threshold:.2f}%)"
|
||||||
f"Stop-loss triggered ({pnl_pct:.2f}% <= "
|
|
||||||
f"{stop_loss_threshold:.2f}%)"
|
|
||||||
)
|
|
||||||
elif exit_eval.reason == "arm_take_profit":
|
elif exit_eval.reason == "arm_take_profit":
|
||||||
rationale = (
|
rationale = f"Take-profit triggered ({pnl_pct:.2f}% >= {arm_pct:.2f}%)"
|
||||||
f"Take-profit triggered ({pnl_pct:.2f}% >= "
|
|
||||||
f"{arm_pct:.2f}%)"
|
|
||||||
)
|
|
||||||
elif exit_eval.reason == "atr_trailing_stop":
|
elif exit_eval.reason == "atr_trailing_stop":
|
||||||
rationale = "ATR trailing-stop triggered"
|
rationale = "ATR trailing-stop triggered"
|
||||||
elif exit_eval.reason == "be_lock_threat":
|
elif exit_eval.reason == "be_lock_threat":
|
||||||
@@ -978,7 +968,10 @@ def _maybe_queue_order_intent(
|
|||||||
)
|
)
|
||||||
if queued:
|
if queued:
|
||||||
logger.warning(
|
logger.warning(
|
||||||
"Blackout active: queued order intent %s %s (%s) qty=%d price=%.4f source=%s pending=%d",
|
(
|
||||||
|
"Blackout active: queued order intent %s %s (%s) "
|
||||||
|
"qty=%d price=%.4f source=%s pending=%d"
|
||||||
|
),
|
||||||
order_type,
|
order_type,
|
||||||
stock_code,
|
stock_code,
|
||||||
market.code,
|
market.code,
|
||||||
@@ -1071,7 +1064,10 @@ async def process_blackout_recovery_orders(
|
|||||||
)
|
)
|
||||||
if queued_price <= 0 or current_price <= 0:
|
if queued_price <= 0 or current_price <= 0:
|
||||||
logger.info(
|
logger.info(
|
||||||
"Drop queued intent by price revalidation (invalid price): %s %s (%s) queued=%.4f current=%.4f",
|
(
|
||||||
|
"Drop queued intent by price revalidation (invalid price): "
|
||||||
|
"%s %s (%s) queued=%.4f current=%.4f"
|
||||||
|
),
|
||||||
intent.order_type,
|
intent.order_type,
|
||||||
intent.stock_code,
|
intent.stock_code,
|
||||||
market.code,
|
market.code,
|
||||||
@@ -1082,7 +1078,10 @@ async def process_blackout_recovery_orders(
|
|||||||
drift_pct = abs(current_price - queued_price) / queued_price * 100.0
|
drift_pct = abs(current_price - queued_price) / queued_price * 100.0
|
||||||
if drift_pct > max_drift_pct:
|
if drift_pct > max_drift_pct:
|
||||||
logger.info(
|
logger.info(
|
||||||
"Drop queued intent by price revalidation: %s %s (%s) queued=%.4f current=%.4f drift=%.2f%% max=%.2f%%",
|
(
|
||||||
|
"Drop queued intent by price revalidation: %s %s (%s) "
|
||||||
|
"queued=%.4f current=%.4f drift=%.2f%% max=%.2f%%"
|
||||||
|
),
|
||||||
intent.order_type,
|
intent.order_type,
|
||||||
intent.stock_code,
|
intent.stock_code,
|
||||||
market.code,
|
market.code,
|
||||||
@@ -1375,24 +1374,18 @@ async def trading_cycle(
|
|||||||
# 1. Fetch market data
|
# 1. Fetch market data
|
||||||
price_output: dict[str, Any] = {} # Populated for overseas markets; used for fallback metrics
|
price_output: dict[str, Any] = {} # Populated for overseas markets; used for fallback metrics
|
||||||
if market.is_domestic:
|
if market.is_domestic:
|
||||||
current_price, price_change_pct, foreigner_net = await broker.get_current_price(
|
current_price, price_change_pct, foreigner_net = await broker.get_current_price(stock_code)
|
||||||
stock_code
|
|
||||||
)
|
|
||||||
balance_data = await broker.get_balance()
|
balance_data = await broker.get_balance()
|
||||||
|
|
||||||
output2 = balance_data.get("output2", [{}])
|
output2 = balance_data.get("output2", [{}])
|
||||||
total_eval = safe_float(output2[0].get("tot_evlu_amt", "0")) if output2 else 0
|
total_eval = safe_float(output2[0].get("tot_evlu_amt", "0")) if output2 else 0
|
||||||
total_cash = safe_float(
|
total_cash = safe_float(
|
||||||
balance_data.get("output2", [{}])[0].get("dnca_tot_amt", "0")
|
balance_data.get("output2", [{}])[0].get("dnca_tot_amt", "0") if output2 else "0"
|
||||||
if output2
|
|
||||||
else "0"
|
|
||||||
)
|
)
|
||||||
purchase_total = safe_float(output2[0].get("pchs_amt_smtl_amt", "0")) if output2 else 0
|
purchase_total = safe_float(output2[0].get("pchs_amt_smtl_amt", "0")) if output2 else 0
|
||||||
else:
|
else:
|
||||||
# Overseas market
|
# Overseas market
|
||||||
price_data = await overseas_broker.get_overseas_price(
|
price_data = await overseas_broker.get_overseas_price(market.exchange_code, stock_code)
|
||||||
market.exchange_code, stock_code
|
|
||||||
)
|
|
||||||
balance_data = await overseas_broker.get_overseas_balance(market.exchange_code)
|
balance_data = await overseas_broker.get_overseas_balance(market.exchange_code)
|
||||||
|
|
||||||
output2 = balance_data.get("output2", [{}])
|
output2 = balance_data.get("output2", [{}])
|
||||||
@@ -1459,11 +1452,7 @@ async def trading_cycle(
|
|||||||
total_cash = settings.PAPER_OVERSEAS_CASH
|
total_cash = settings.PAPER_OVERSEAS_CASH
|
||||||
|
|
||||||
# Calculate daily P&L %
|
# Calculate daily P&L %
|
||||||
pnl_pct = (
|
pnl_pct = ((total_eval - purchase_total) / purchase_total * 100) if purchase_total > 0 else 0.0
|
||||||
((total_eval - purchase_total) / purchase_total * 100)
|
|
||||||
if purchase_total > 0
|
|
||||||
else 0.0
|
|
||||||
)
|
|
||||||
|
|
||||||
market_data: dict[str, Any] = {
|
market_data: dict[str, Any] = {
|
||||||
"stock_code": stock_code,
|
"stock_code": stock_code,
|
||||||
@@ -1491,11 +1480,13 @@ async def trading_cycle(
|
|||||||
market_data["rsi"] = max(0.0, min(100.0, 50.0 + price_change_pct * 2.0))
|
market_data["rsi"] = max(0.0, min(100.0, 50.0 + price_change_pct * 2.0))
|
||||||
if price_output and current_price > 0:
|
if price_output and current_price > 0:
|
||||||
pr_high = safe_float(
|
pr_high = safe_float(
|
||||||
price_output.get("high") or price_output.get("ovrs_hgpr")
|
price_output.get("high")
|
||||||
|
or price_output.get("ovrs_hgpr")
|
||||||
or price_output.get("stck_hgpr")
|
or price_output.get("stck_hgpr")
|
||||||
)
|
)
|
||||||
pr_low = safe_float(
|
pr_low = safe_float(
|
||||||
price_output.get("low") or price_output.get("ovrs_lwpr")
|
price_output.get("low")
|
||||||
|
or price_output.get("ovrs_lwpr")
|
||||||
or price_output.get("stck_lwpr")
|
or price_output.get("stck_lwpr")
|
||||||
)
|
)
|
||||||
if pr_high > 0 and pr_low > 0 and pr_high >= pr_low:
|
if pr_high > 0 and pr_low > 0 and pr_high >= pr_low:
|
||||||
@@ -1512,9 +1503,7 @@ async def trading_cycle(
|
|||||||
if open_pos and current_price > 0:
|
if open_pos and current_price > 0:
|
||||||
entry_price = safe_float(open_pos.get("price"), 0.0)
|
entry_price = safe_float(open_pos.get("price"), 0.0)
|
||||||
if entry_price > 0:
|
if entry_price > 0:
|
||||||
market_data["unrealized_pnl_pct"] = (
|
market_data["unrealized_pnl_pct"] = (current_price - entry_price) / entry_price * 100
|
||||||
(current_price - entry_price) / entry_price * 100
|
|
||||||
)
|
|
||||||
entry_ts = open_pos.get("timestamp")
|
entry_ts = open_pos.get("timestamp")
|
||||||
if entry_ts:
|
if entry_ts:
|
||||||
try:
|
try:
|
||||||
@@ -1745,16 +1734,19 @@ async def trading_cycle(
|
|||||||
stock_playbook=stock_playbook,
|
stock_playbook=stock_playbook,
|
||||||
settings=settings,
|
settings=settings,
|
||||||
)
|
)
|
||||||
if open_position and decision.action == "HOLD" and _should_force_exit_for_overnight(
|
if (
|
||||||
|
open_position
|
||||||
|
and decision.action == "HOLD"
|
||||||
|
and _should_force_exit_for_overnight(
|
||||||
market=market,
|
market=market,
|
||||||
settings=settings,
|
settings=settings,
|
||||||
|
)
|
||||||
):
|
):
|
||||||
decision = TradeDecision(
|
decision = TradeDecision(
|
||||||
action="SELL",
|
action="SELL",
|
||||||
confidence=max(decision.confidence, 85),
|
confidence=max(decision.confidence, 85),
|
||||||
rationale=(
|
rationale=(
|
||||||
"Forced exit by overnight policy"
|
"Forced exit by overnight policy (session close window / kill switch priority)"
|
||||||
" (session close window / kill switch priority)"
|
|
||||||
),
|
),
|
||||||
)
|
)
|
||||||
logger.info(
|
logger.info(
|
||||||
@@ -1834,9 +1826,7 @@ async def trading_cycle(
|
|||||||
return
|
return
|
||||||
|
|
||||||
broker_held_qty = (
|
broker_held_qty = (
|
||||||
_extract_held_qty_from_balance(
|
_extract_held_qty_from_balance(balance_data, stock_code, is_domestic=market.is_domestic)
|
||||||
balance_data, stock_code, is_domestic=market.is_domestic
|
|
||||||
)
|
|
||||||
if decision.action == "SELL"
|
if decision.action == "SELL"
|
||||||
else 0
|
else 0
|
||||||
)
|
)
|
||||||
@@ -1871,7 +1861,10 @@ async def trading_cycle(
|
|||||||
)
|
)
|
||||||
if fx_blocked:
|
if fx_blocked:
|
||||||
logger.warning(
|
logger.warning(
|
||||||
"Skip BUY %s (%s): FX buffer guard (remaining=%.2f, required=%.2f, cash=%.2f, order=%.2f)",
|
(
|
||||||
|
"Skip BUY %s (%s): FX buffer guard "
|
||||||
|
"(remaining=%.2f, required=%.2f, cash=%.2f, order=%.2f)"
|
||||||
|
),
|
||||||
stock_code,
|
stock_code,
|
||||||
market.name,
|
market.name,
|
||||||
remaining_cash,
|
remaining_cash,
|
||||||
@@ -2068,8 +2061,7 @@ async def trading_cycle(
|
|||||||
action="SELL",
|
action="SELL",
|
||||||
confidence=0,
|
confidence=0,
|
||||||
rationale=(
|
rationale=(
|
||||||
"[ghost-close] Broker reported no balance;"
|
"[ghost-close] Broker reported no balance; position closed without fill"
|
||||||
" position closed without fill"
|
|
||||||
),
|
),
|
||||||
quantity=0,
|
quantity=0,
|
||||||
price=0.0,
|
price=0.0,
|
||||||
@@ -2275,17 +2267,13 @@ async def handle_domestic_pending_orders(
|
|||||||
outcome="cancelled",
|
outcome="cancelled",
|
||||||
)
|
)
|
||||||
except Exception as notify_exc:
|
except Exception as notify_exc:
|
||||||
logger.warning(
|
logger.warning("notify_unfilled_order failed: %s", notify_exc)
|
||||||
"notify_unfilled_order failed: %s", notify_exc
|
|
||||||
)
|
|
||||||
else:
|
else:
|
||||||
# First unfilled SELL → resubmit at last * 0.996 (-0.4%).
|
# First unfilled SELL → resubmit at last * 0.996 (-0.4%).
|
||||||
try:
|
try:
|
||||||
last_price, _, _ = await broker.get_current_price(stock_code)
|
last_price, _, _ = await broker.get_current_price(stock_code)
|
||||||
if last_price <= 0:
|
if last_price <= 0:
|
||||||
raise ValueError(
|
raise ValueError(f"Invalid price ({last_price}) for {stock_code}")
|
||||||
f"Invalid price ({last_price}) for {stock_code}"
|
|
||||||
)
|
|
||||||
new_price = kr_round_down(last_price * 0.996)
|
new_price = kr_round_down(last_price * 0.996)
|
||||||
validate_order_policy(
|
validate_order_policy(
|
||||||
market=MARKETS["KR"],
|
market=MARKETS["KR"],
|
||||||
@@ -2298,9 +2286,7 @@ async def handle_domestic_pending_orders(
|
|||||||
quantity=psbl_qty,
|
quantity=psbl_qty,
|
||||||
price=new_price,
|
price=new_price,
|
||||||
)
|
)
|
||||||
sell_resubmit_counts[key] = (
|
sell_resubmit_counts[key] = sell_resubmit_counts.get(key, 0) + 1
|
||||||
sell_resubmit_counts.get(key, 0) + 1
|
|
||||||
)
|
|
||||||
try:
|
try:
|
||||||
await telegram.notify_unfilled_order(
|
await telegram.notify_unfilled_order(
|
||||||
stock_code=stock_code,
|
stock_code=stock_code,
|
||||||
@@ -2311,9 +2297,7 @@ async def handle_domestic_pending_orders(
|
|||||||
new_price=float(new_price),
|
new_price=float(new_price),
|
||||||
)
|
)
|
||||||
except Exception as notify_exc:
|
except Exception as notify_exc:
|
||||||
logger.warning(
|
logger.warning("notify_unfilled_order failed: %s", notify_exc)
|
||||||
"notify_unfilled_order failed: %s", notify_exc
|
|
||||||
)
|
|
||||||
except Exception as exc:
|
except Exception as exc:
|
||||||
logger.error(
|
logger.error(
|
||||||
"SELL resubmit failed for KR %s: %s",
|
"SELL resubmit failed for KR %s: %s",
|
||||||
@@ -2381,9 +2365,7 @@ async def handle_overseas_pending_orders(
|
|||||||
try:
|
try:
|
||||||
orders = await overseas_broker.get_overseas_pending_orders(exchange_code)
|
orders = await overseas_broker.get_overseas_pending_orders(exchange_code)
|
||||||
except Exception as exc:
|
except Exception as exc:
|
||||||
logger.warning(
|
logger.warning("Failed to fetch pending orders for %s: %s", exchange_code, exc)
|
||||||
"Failed to fetch pending orders for %s: %s", exchange_code, exc
|
|
||||||
)
|
|
||||||
continue
|
continue
|
||||||
|
|
||||||
for order in orders:
|
for order in orders:
|
||||||
@@ -2448,26 +2430,21 @@ async def handle_overseas_pending_orders(
|
|||||||
outcome="cancelled",
|
outcome="cancelled",
|
||||||
)
|
)
|
||||||
except Exception as notify_exc:
|
except Exception as notify_exc:
|
||||||
logger.warning(
|
logger.warning("notify_unfilled_order failed: %s", notify_exc)
|
||||||
"notify_unfilled_order failed: %s", notify_exc
|
|
||||||
)
|
|
||||||
else:
|
else:
|
||||||
# First unfilled SELL → resubmit at last * 0.996 (-0.4%).
|
# First unfilled SELL → resubmit at last * 0.996 (-0.4%).
|
||||||
try:
|
try:
|
||||||
price_data = await overseas_broker.get_overseas_price(
|
price_data = await overseas_broker.get_overseas_price(
|
||||||
order_exchange, stock_code
|
order_exchange, stock_code
|
||||||
)
|
)
|
||||||
last_price = float(
|
last_price = float(price_data.get("output", {}).get("last", "0") or "0")
|
||||||
price_data.get("output", {}).get("last", "0") or "0"
|
|
||||||
)
|
|
||||||
if last_price <= 0:
|
if last_price <= 0:
|
||||||
raise ValueError(
|
raise ValueError(f"Invalid price ({last_price}) for {stock_code}")
|
||||||
f"Invalid price ({last_price}) for {stock_code}"
|
|
||||||
)
|
|
||||||
new_price = round(last_price * 0.996, 4)
|
new_price = round(last_price * 0.996, 4)
|
||||||
market_info = next(
|
market_info = next(
|
||||||
(
|
(
|
||||||
m for m in MARKETS.values()
|
m
|
||||||
|
for m in MARKETS.values()
|
||||||
if m.exchange_code == order_exchange and not m.is_domestic
|
if m.exchange_code == order_exchange and not m.is_domestic
|
||||||
),
|
),
|
||||||
None,
|
None,
|
||||||
@@ -2485,9 +2462,7 @@ async def handle_overseas_pending_orders(
|
|||||||
quantity=nccs_qty,
|
quantity=nccs_qty,
|
||||||
price=new_price,
|
price=new_price,
|
||||||
)
|
)
|
||||||
sell_resubmit_counts[key] = (
|
sell_resubmit_counts[key] = sell_resubmit_counts.get(key, 0) + 1
|
||||||
sell_resubmit_counts.get(key, 0) + 1
|
|
||||||
)
|
|
||||||
try:
|
try:
|
||||||
await telegram.notify_unfilled_order(
|
await telegram.notify_unfilled_order(
|
||||||
stock_code=stock_code,
|
stock_code=stock_code,
|
||||||
@@ -2498,9 +2473,7 @@ async def handle_overseas_pending_orders(
|
|||||||
new_price=new_price,
|
new_price=new_price,
|
||||||
)
|
)
|
||||||
except Exception as notify_exc:
|
except Exception as notify_exc:
|
||||||
logger.warning(
|
logger.warning("notify_unfilled_order failed: %s", notify_exc)
|
||||||
"notify_unfilled_order failed: %s", notify_exc
|
|
||||||
)
|
|
||||||
except Exception as exc:
|
except Exception as exc:
|
||||||
logger.error(
|
logger.error(
|
||||||
"SELL resubmit failed for %s %s: %s",
|
"SELL resubmit failed for %s %s: %s",
|
||||||
@@ -2659,13 +2632,16 @@ async def run_daily_session(
|
|||||||
logger.warning("Playbook notification failed: %s", exc)
|
logger.warning("Playbook notification failed: %s", exc)
|
||||||
logger.info(
|
logger.info(
|
||||||
"Generated playbook for %s: %d stocks, %d scenarios",
|
"Generated playbook for %s: %d stocks, %d scenarios",
|
||||||
market.code, playbook.stock_count, playbook.scenario_count,
|
market.code,
|
||||||
|
playbook.stock_count,
|
||||||
|
playbook.scenario_count,
|
||||||
)
|
)
|
||||||
except Exception as exc:
|
except Exception as exc:
|
||||||
logger.error("Playbook generation failed for %s: %s", market.code, exc)
|
logger.error("Playbook generation failed for %s: %s", market.code, exc)
|
||||||
try:
|
try:
|
||||||
await telegram.notify_playbook_failed(
|
await telegram.notify_playbook_failed(
|
||||||
market=market.code, reason=str(exc)[:200],
|
market=market.code,
|
||||||
|
reason=str(exc)[:200],
|
||||||
)
|
)
|
||||||
except Exception as notify_exc:
|
except Exception as notify_exc:
|
||||||
logger.warning("Playbook failed notification error: %s", notify_exc)
|
logger.warning("Playbook failed notification error: %s", notify_exc)
|
||||||
@@ -2676,12 +2652,10 @@ async def run_daily_session(
|
|||||||
for stock_code in watchlist:
|
for stock_code in watchlist:
|
||||||
try:
|
try:
|
||||||
if market.is_domestic:
|
if market.is_domestic:
|
||||||
current_price, price_change_pct, foreigner_net = (
|
current_price, price_change_pct, foreigner_net = await _retry_connection(
|
||||||
await _retry_connection(
|
broker.get_current_price,
|
||||||
broker.get_current_price,
|
stock_code,
|
||||||
stock_code,
|
label=stock_code,
|
||||||
label=stock_code,
|
|
||||||
)
|
|
||||||
)
|
)
|
||||||
else:
|
else:
|
||||||
price_data = await _retry_connection(
|
price_data = await _retry_connection(
|
||||||
@@ -2690,9 +2664,7 @@ async def run_daily_session(
|
|||||||
stock_code,
|
stock_code,
|
||||||
label=f"{stock_code}@{market.exchange_code}",
|
label=f"{stock_code}@{market.exchange_code}",
|
||||||
)
|
)
|
||||||
current_price = safe_float(
|
current_price = safe_float(price_data.get("output", {}).get("last", "0"))
|
||||||
price_data.get("output", {}).get("last", "0")
|
|
||||||
)
|
|
||||||
# Fallback: if price API returns 0, use scanner candidate price
|
# Fallback: if price API returns 0, use scanner candidate price
|
||||||
if current_price <= 0:
|
if current_price <= 0:
|
||||||
cand_lookup = candidate_map.get(stock_code)
|
cand_lookup = candidate_map.get(stock_code)
|
||||||
@@ -2704,9 +2676,7 @@ async def run_daily_session(
|
|||||||
)
|
)
|
||||||
current_price = cand_lookup.price
|
current_price = cand_lookup.price
|
||||||
foreigner_net = 0.0
|
foreigner_net = 0.0
|
||||||
price_change_pct = safe_float(
|
price_change_pct = safe_float(price_data.get("output", {}).get("rate", "0"))
|
||||||
price_data.get("output", {}).get("rate", "0")
|
|
||||||
)
|
|
||||||
# Fall back to scanner candidate price if API returns 0.
|
# Fall back to scanner candidate price if API returns 0.
|
||||||
if current_price <= 0:
|
if current_price <= 0:
|
||||||
cand_lookup = candidate_map.get(stock_code)
|
cand_lookup = candidate_map.get(stock_code)
|
||||||
@@ -2769,15 +2739,9 @@ async def run_daily_session(
|
|||||||
|
|
||||||
if market.is_domestic:
|
if market.is_domestic:
|
||||||
output2 = balance_data.get("output2", [{}])
|
output2 = balance_data.get("output2", [{}])
|
||||||
total_eval = safe_float(
|
total_eval = safe_float(output2[0].get("tot_evlu_amt", "0")) if output2 else 0
|
||||||
output2[0].get("tot_evlu_amt", "0")
|
total_cash = safe_float(output2[0].get("dnca_tot_amt", "0")) if output2 else 0
|
||||||
) if output2 else 0
|
purchase_total = safe_float(output2[0].get("pchs_amt_smtl_amt", "0")) if output2 else 0
|
||||||
total_cash = safe_float(
|
|
||||||
output2[0].get("dnca_tot_amt", "0")
|
|
||||||
) if output2 else 0
|
|
||||||
purchase_total = safe_float(
|
|
||||||
output2[0].get("pchs_amt_smtl_amt", "0")
|
|
||||||
) if output2 else 0
|
|
||||||
else:
|
else:
|
||||||
output2 = balance_data.get("output2", [{}])
|
output2 = balance_data.get("output2", [{}])
|
||||||
if isinstance(output2, list) and output2:
|
if isinstance(output2, list) and output2:
|
||||||
@@ -2788,18 +2752,15 @@ async def run_daily_session(
|
|||||||
balance_info = {}
|
balance_info = {}
|
||||||
|
|
||||||
total_eval = safe_float(balance_info.get("frcr_evlu_tota", "0") or "0")
|
total_eval = safe_float(balance_info.get("frcr_evlu_tota", "0") or "0")
|
||||||
purchase_total = safe_float(
|
purchase_total = safe_float(balance_info.get("frcr_buy_amt_smtl", "0") or "0")
|
||||||
balance_info.get("frcr_buy_amt_smtl", "0") or "0"
|
|
||||||
)
|
|
||||||
|
|
||||||
# Fetch available foreign currency cash via inquire-psamount (TTTS3007R/VTTS3007R).
|
# Fetch available foreign currency cash via inquire-psamount (TTTS3007R/VTTS3007R).
|
||||||
# TTTS3012R output2 does not include a cash/deposit field — frcr_dncl_amt_2 does not exist.
|
# TTTS3012R output2 does not include a cash/deposit field.
|
||||||
|
# frcr_dncl_amt_2 does not exist.
|
||||||
# Use the first stock with a valid price as the reference for the buying power query.
|
# Use the first stock with a valid price as the reference for the buying power query.
|
||||||
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 매수가능금액조회' 시트
|
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 매수가능금액조회' 시트
|
||||||
total_cash = 0.0
|
total_cash = 0.0
|
||||||
ref_stock = next(
|
ref_stock = next((s for s in stocks_data if s.get("current_price", 0) > 0), None)
|
||||||
(s for s in stocks_data if s.get("current_price", 0) > 0), None
|
|
||||||
)
|
|
||||||
if ref_stock:
|
if ref_stock:
|
||||||
try:
|
try:
|
||||||
ps_data = await overseas_broker.get_overseas_buying_power(
|
ps_data = await overseas_broker.get_overseas_buying_power(
|
||||||
@@ -2819,11 +2780,7 @@ async def run_daily_session(
|
|||||||
|
|
||||||
# Paper mode fallback: VTS overseas balance API often fails for many accounts.
|
# Paper mode fallback: VTS overseas balance API often fails for many accounts.
|
||||||
# Only activate in paper mode — live mode must use real balance from KIS.
|
# Only activate in paper mode — live mode must use real balance from KIS.
|
||||||
if (
|
if total_cash <= 0 and settings.MODE == "paper" and settings.PAPER_OVERSEAS_CASH > 0:
|
||||||
total_cash <= 0
|
|
||||||
and settings.MODE == "paper"
|
|
||||||
and settings.PAPER_OVERSEAS_CASH > 0
|
|
||||||
):
|
|
||||||
total_cash = settings.PAPER_OVERSEAS_CASH
|
total_cash = settings.PAPER_OVERSEAS_CASH
|
||||||
|
|
||||||
# Capture the day's opening portfolio value on the first market processed
|
# Capture the day's opening portfolio value on the first market processed
|
||||||
@@ -2856,13 +2813,17 @@ async def run_daily_session(
|
|||||||
# Evaluate scenarios for each stock (local, no API calls)
|
# Evaluate scenarios for each stock (local, no API calls)
|
||||||
logger.info(
|
logger.info(
|
||||||
"Evaluating %d stocks against playbook for %s",
|
"Evaluating %d stocks against playbook for %s",
|
||||||
len(stocks_data), market.name,
|
len(stocks_data),
|
||||||
|
market.name,
|
||||||
)
|
)
|
||||||
for stock_data in stocks_data:
|
for stock_data in stocks_data:
|
||||||
stock_code = stock_data["stock_code"]
|
stock_code = stock_data["stock_code"]
|
||||||
stock_playbook = playbook.get_stock_playbook(stock_code)
|
stock_playbook = playbook.get_stock_playbook(stock_code)
|
||||||
match = scenario_engine.evaluate(
|
match = scenario_engine.evaluate(
|
||||||
playbook, stock_code, stock_data, portfolio_data,
|
playbook,
|
||||||
|
stock_code,
|
||||||
|
stock_data,
|
||||||
|
portfolio_data,
|
||||||
)
|
)
|
||||||
decision = TradeDecision(
|
decision = TradeDecision(
|
||||||
action=match.action.value,
|
action=match.action.value,
|
||||||
@@ -2969,9 +2930,13 @@ async def run_daily_session(
|
|||||||
stock_playbook=stock_playbook,
|
stock_playbook=stock_playbook,
|
||||||
settings=settings,
|
settings=settings,
|
||||||
)
|
)
|
||||||
if daily_open and decision.action == "HOLD" and _should_force_exit_for_overnight(
|
if (
|
||||||
market=market,
|
daily_open
|
||||||
settings=settings,
|
and decision.action == "HOLD"
|
||||||
|
and _should_force_exit_for_overnight(
|
||||||
|
market=market,
|
||||||
|
settings=settings,
|
||||||
|
)
|
||||||
):
|
):
|
||||||
decision = TradeDecision(
|
decision = TradeDecision(
|
||||||
action="SELL",
|
action="SELL",
|
||||||
@@ -3063,16 +3028,21 @@ async def run_daily_session(
|
|||||||
)
|
)
|
||||||
continue
|
continue
|
||||||
order_amount = stock_data["current_price"] * quantity
|
order_amount = stock_data["current_price"] * quantity
|
||||||
fx_blocked, remaining_cash, required_buffer = _should_block_overseas_buy_for_fx_buffer(
|
fx_blocked, remaining_cash, required_buffer = (
|
||||||
market=market,
|
_should_block_overseas_buy_for_fx_buffer(
|
||||||
action=decision.action,
|
market=market,
|
||||||
total_cash=total_cash,
|
action=decision.action,
|
||||||
order_amount=order_amount,
|
total_cash=total_cash,
|
||||||
settings=settings,
|
order_amount=order_amount,
|
||||||
|
settings=settings,
|
||||||
|
)
|
||||||
)
|
)
|
||||||
if fx_blocked:
|
if fx_blocked:
|
||||||
logger.warning(
|
logger.warning(
|
||||||
"Skip BUY %s (%s): FX buffer guard (remaining=%.2f, required=%.2f, cash=%.2f, order=%.2f)",
|
(
|
||||||
|
"Skip BUY %s (%s): FX buffer guard "
|
||||||
|
"(remaining=%.2f, required=%.2f, cash=%.2f, order=%.2f)"
|
||||||
|
),
|
||||||
stock_code,
|
stock_code,
|
||||||
market.name,
|
market.name,
|
||||||
remaining_cash,
|
remaining_cash,
|
||||||
@@ -3090,7 +3060,10 @@ async def run_daily_session(
|
|||||||
if now < daily_cooldown_until:
|
if now < daily_cooldown_until:
|
||||||
remaining = int(daily_cooldown_until - now)
|
remaining = int(daily_cooldown_until - now)
|
||||||
logger.info(
|
logger.info(
|
||||||
"Skip BUY %s (%s): insufficient-balance cooldown active (%ds remaining)",
|
(
|
||||||
|
"Skip BUY %s (%s): insufficient-balance cooldown active "
|
||||||
|
"(%ds remaining)"
|
||||||
|
),
|
||||||
stock_code,
|
stock_code,
|
||||||
market.name,
|
market.name,
|
||||||
remaining,
|
remaining,
|
||||||
@@ -3149,13 +3122,9 @@ async def run_daily_session(
|
|||||||
# Use limit orders (지정가) for domestic stocks.
|
# Use limit orders (지정가) for domestic stocks.
|
||||||
# KRX tick rounding applied via kr_round_down.
|
# KRX tick rounding applied via kr_round_down.
|
||||||
if decision.action == "BUY":
|
if decision.action == "BUY":
|
||||||
order_price = kr_round_down(
|
order_price = kr_round_down(stock_data["current_price"] * 1.002)
|
||||||
stock_data["current_price"] * 1.002
|
|
||||||
)
|
|
||||||
else:
|
else:
|
||||||
order_price = kr_round_down(
|
order_price = kr_round_down(stock_data["current_price"] * 0.998)
|
||||||
stock_data["current_price"] * 0.998
|
|
||||||
)
|
|
||||||
try:
|
try:
|
||||||
validate_order_policy(
|
validate_order_policy(
|
||||||
market=market,
|
market=market,
|
||||||
@@ -3260,9 +3229,7 @@ async def run_daily_session(
|
|||||||
except Exception as exc:
|
except Exception as exc:
|
||||||
logger.warning("Telegram notification failed: %s", exc)
|
logger.warning("Telegram notification failed: %s", exc)
|
||||||
except Exception as exc:
|
except Exception as exc:
|
||||||
logger.error(
|
logger.error("Order execution failed for %s: %s", stock_code, exc)
|
||||||
"Order execution failed for %s: %s", stock_code, exc
|
|
||||||
)
|
|
||||||
continue
|
continue
|
||||||
|
|
||||||
if decision.action == "SELL" and order_succeeded:
|
if decision.action == "SELL" and order_succeeded:
|
||||||
@@ -3286,7 +3253,9 @@ async def run_daily_session(
|
|||||||
accuracy=1 if trade_pnl > 0 else 0,
|
accuracy=1 if trade_pnl > 0 else 0,
|
||||||
)
|
)
|
||||||
if trade_pnl < 0:
|
if trade_pnl < 0:
|
||||||
cooldown_key = _stoploss_cooldown_key(market=market, stock_code=stock_code)
|
cooldown_key = _stoploss_cooldown_key(
|
||||||
|
market=market, stock_code=stock_code
|
||||||
|
)
|
||||||
cooldown_minutes = _stoploss_cooldown_minutes(
|
cooldown_minutes = _stoploss_cooldown_minutes(
|
||||||
settings,
|
settings,
|
||||||
market=market,
|
market=market,
|
||||||
@@ -3369,7 +3338,8 @@ async def _handle_market_close(
|
|||||||
|
|
||||||
|
|
||||||
def _run_context_scheduler(
|
def _run_context_scheduler(
|
||||||
scheduler: ContextScheduler, now: datetime | None = None,
|
scheduler: ContextScheduler,
|
||||||
|
now: datetime | None = None,
|
||||||
) -> None:
|
) -> None:
|
||||||
"""Run periodic context scheduler tasks and log when anything executes."""
|
"""Run periodic context scheduler tasks and log when anything executes."""
|
||||||
result = scheduler.run_if_due(now=now)
|
result = scheduler.run_if_due(now=now)
|
||||||
@@ -3438,6 +3408,7 @@ def _start_dashboard_server(settings: Settings) -> threading.Thread | None:
|
|||||||
# reported synchronously (avoids the misleading "started" → "failed" log pair).
|
# reported synchronously (avoids the misleading "started" → "failed" log pair).
|
||||||
try:
|
try:
|
||||||
import uvicorn # noqa: F401
|
import uvicorn # noqa: F401
|
||||||
|
|
||||||
from src.dashboard import create_dashboard_app # noqa: F401
|
from src.dashboard import create_dashboard_app # noqa: F401
|
||||||
except ImportError as exc:
|
except ImportError as exc:
|
||||||
logger.warning("Dashboard server unavailable (missing dependency): %s", exc)
|
logger.warning("Dashboard server unavailable (missing dependency): %s", exc)
|
||||||
@@ -3446,6 +3417,7 @@ def _start_dashboard_server(settings: Settings) -> threading.Thread | None:
|
|||||||
def _serve() -> None:
|
def _serve() -> None:
|
||||||
try:
|
try:
|
||||||
import uvicorn
|
import uvicorn
|
||||||
|
|
||||||
from src.dashboard import create_dashboard_app
|
from src.dashboard import create_dashboard_app
|
||||||
|
|
||||||
app = create_dashboard_app(settings.DB_PATH, mode=settings.MODE)
|
app = create_dashboard_app(settings.DB_PATH, mode=settings.MODE)
|
||||||
@@ -3586,8 +3558,7 @@ async def run(settings: Settings) -> None:
|
|||||||
pause_trading.set()
|
pause_trading.set()
|
||||||
logger.info("Trading resumed via Telegram command")
|
logger.info("Trading resumed via Telegram command")
|
||||||
await telegram.send_message(
|
await telegram.send_message(
|
||||||
"<b>▶️ Trading Resumed</b>\n\n"
|
"<b>▶️ Trading Resumed</b>\n\nTrading operations have been restarted."
|
||||||
"Trading operations have been restarted."
|
|
||||||
)
|
)
|
||||||
|
|
||||||
async def handle_status() -> None:
|
async def handle_status() -> None:
|
||||||
@@ -3630,9 +3601,7 @@ async def run(settings: Settings) -> None:
|
|||||||
|
|
||||||
except Exception as exc:
|
except Exception as exc:
|
||||||
logger.error("Error in /status handler: %s", exc)
|
logger.error("Error in /status handler: %s", exc)
|
||||||
await telegram.send_message(
|
await telegram.send_message("<b>⚠️ Error</b>\n\nFailed to retrieve trading status.")
|
||||||
"<b>⚠️ Error</b>\n\nFailed to retrieve trading status."
|
|
||||||
)
|
|
||||||
|
|
||||||
async def handle_positions() -> None:
|
async def handle_positions() -> None:
|
||||||
"""Handle /positions command - show account summary."""
|
"""Handle /positions command - show account summary."""
|
||||||
@@ -3643,8 +3612,7 @@ async def run(settings: Settings) -> None:
|
|||||||
|
|
||||||
if not output2:
|
if not output2:
|
||||||
await telegram.send_message(
|
await telegram.send_message(
|
||||||
"<b>💼 Account Summary</b>\n\n"
|
"<b>💼 Account Summary</b>\n\nNo balance information available."
|
||||||
"No balance information available."
|
|
||||||
)
|
)
|
||||||
return
|
return
|
||||||
|
|
||||||
@@ -3673,9 +3641,7 @@ async def run(settings: Settings) -> None:
|
|||||||
|
|
||||||
except Exception as exc:
|
except Exception as exc:
|
||||||
logger.error("Error in /positions handler: %s", exc)
|
logger.error("Error in /positions handler: %s", exc)
|
||||||
await telegram.send_message(
|
await telegram.send_message("<b>⚠️ Error</b>\n\nFailed to retrieve positions.")
|
||||||
"<b>⚠️ Error</b>\n\nFailed to retrieve positions."
|
|
||||||
)
|
|
||||||
|
|
||||||
async def handle_report() -> None:
|
async def handle_report() -> None:
|
||||||
"""Handle /report command - show daily summary metrics."""
|
"""Handle /report command - show daily summary metrics."""
|
||||||
@@ -3719,9 +3685,7 @@ async def run(settings: Settings) -> None:
|
|||||||
)
|
)
|
||||||
except Exception as exc:
|
except Exception as exc:
|
||||||
logger.error("Error in /report handler: %s", exc)
|
logger.error("Error in /report handler: %s", exc)
|
||||||
await telegram.send_message(
|
await telegram.send_message("<b>⚠️ Error</b>\n\nFailed to generate daily report.")
|
||||||
"<b>⚠️ Error</b>\n\nFailed to generate daily report."
|
|
||||||
)
|
|
||||||
|
|
||||||
async def handle_scenarios() -> None:
|
async def handle_scenarios() -> None:
|
||||||
"""Handle /scenarios command - show today's playbook scenarios."""
|
"""Handle /scenarios command - show today's playbook scenarios."""
|
||||||
@@ -3770,9 +3734,7 @@ async def run(settings: Settings) -> None:
|
|||||||
await telegram.send_message("\n".join(lines).strip())
|
await telegram.send_message("\n".join(lines).strip())
|
||||||
except Exception as exc:
|
except Exception as exc:
|
||||||
logger.error("Error in /scenarios handler: %s", exc)
|
logger.error("Error in /scenarios handler: %s", exc)
|
||||||
await telegram.send_message(
|
await telegram.send_message("<b>⚠️ Error</b>\n\nFailed to retrieve scenarios.")
|
||||||
"<b>⚠️ Error</b>\n\nFailed to retrieve scenarios."
|
|
||||||
)
|
|
||||||
|
|
||||||
async def handle_review() -> None:
|
async def handle_review() -> None:
|
||||||
"""Handle /review command - show recent scorecards."""
|
"""Handle /review command - show recent scorecards."""
|
||||||
@@ -3788,9 +3750,7 @@ async def run(settings: Settings) -> None:
|
|||||||
).fetchall()
|
).fetchall()
|
||||||
|
|
||||||
if not rows:
|
if not rows:
|
||||||
await telegram.send_message(
|
await telegram.send_message("<b>📝 Recent Reviews</b>\n\nNo scorecards available.")
|
||||||
"<b>📝 Recent Reviews</b>\n\nNo scorecards available."
|
|
||||||
)
|
|
||||||
return
|
return
|
||||||
|
|
||||||
lines = ["<b>📝 Recent Reviews</b>", ""]
|
lines = ["<b>📝 Recent Reviews</b>", ""]
|
||||||
@@ -3808,9 +3768,7 @@ async def run(settings: Settings) -> None:
|
|||||||
await telegram.send_message("\n".join(lines))
|
await telegram.send_message("\n".join(lines))
|
||||||
except Exception as exc:
|
except Exception as exc:
|
||||||
logger.error("Error in /review handler: %s", exc)
|
logger.error("Error in /review handler: %s", exc)
|
||||||
await telegram.send_message(
|
await telegram.send_message("<b>⚠️ Error</b>\n\nFailed to retrieve reviews.")
|
||||||
"<b>⚠️ Error</b>\n\nFailed to retrieve reviews."
|
|
||||||
)
|
|
||||||
|
|
||||||
async def handle_notify(args: list[str]) -> None:
|
async def handle_notify(args: list[str]) -> None:
|
||||||
"""Handle /notify [key] [on|off] — query or change notification filters."""
|
"""Handle /notify [key] [on|off] — query or change notification filters."""
|
||||||
@@ -3845,8 +3803,7 @@ async def run(settings: Settings) -> None:
|
|||||||
else:
|
else:
|
||||||
valid = ", ".join(list(status.keys()) + ["all"])
|
valid = ", ".join(list(status.keys()) + ["all"])
|
||||||
await telegram.send_message(
|
await telegram.send_message(
|
||||||
f"❌ 알 수 없는 키: <code>{key}</code>\n"
|
f"❌ 알 수 없는 키: <code>{key}</code>\n유효한 키: {valid}"
|
||||||
f"유효한 키: {valid}"
|
|
||||||
)
|
)
|
||||||
return
|
return
|
||||||
|
|
||||||
@@ -3858,30 +3815,22 @@ async def run(settings: Settings) -> None:
|
|||||||
value = toggle == "on"
|
value = toggle == "on"
|
||||||
if telegram.set_notification(key, value):
|
if telegram.set_notification(key, value):
|
||||||
icon = "✅" if value else "❌"
|
icon = "✅" if value else "❌"
|
||||||
label = f"전체 알림" if key == "all" else f"<code>{key}</code> 알림"
|
label = "전체 알림" if key == "all" else f"<code>{key}</code> 알림"
|
||||||
state = "켜짐" if value else "꺼짐"
|
state = "켜짐" if value else "꺼짐"
|
||||||
await telegram.send_message(f"{icon} {label} → {state}")
|
await telegram.send_message(f"{icon} {label} → {state}")
|
||||||
logger.info("Notification filter changed via Telegram: %s=%s", key, value)
|
logger.info("Notification filter changed via Telegram: %s=%s", key, value)
|
||||||
else:
|
else:
|
||||||
valid = ", ".join(list(telegram.filter_status().keys()) + ["all"])
|
valid = ", ".join(list(telegram.filter_status().keys()) + ["all"])
|
||||||
await telegram.send_message(
|
await telegram.send_message(f"❌ 알 수 없는 키: <code>{key}</code>\n유효한 키: {valid}")
|
||||||
f"❌ 알 수 없는 키: <code>{key}</code>\n"
|
|
||||||
f"유효한 키: {valid}"
|
|
||||||
)
|
|
||||||
|
|
||||||
async def handle_dashboard() -> None:
|
async def handle_dashboard() -> None:
|
||||||
"""Handle /dashboard command - show dashboard URL if enabled."""
|
"""Handle /dashboard command - show dashboard URL if enabled."""
|
||||||
if not settings.DASHBOARD_ENABLED:
|
if not settings.DASHBOARD_ENABLED:
|
||||||
await telegram.send_message(
|
await telegram.send_message("<b>🖥️ Dashboard</b>\n\nDashboard is not enabled.")
|
||||||
"<b>🖥️ Dashboard</b>\n\nDashboard is not enabled."
|
|
||||||
)
|
|
||||||
return
|
return
|
||||||
|
|
||||||
url = f"http://{settings.DASHBOARD_HOST}:{settings.DASHBOARD_PORT}"
|
url = f"http://{settings.DASHBOARD_HOST}:{settings.DASHBOARD_PORT}"
|
||||||
await telegram.send_message(
|
await telegram.send_message(f"<b>🖥️ Dashboard</b>\n\n<b>URL:</b> {url}")
|
||||||
"<b>🖥️ Dashboard</b>\n\n"
|
|
||||||
f"<b>URL:</b> {url}"
|
|
||||||
)
|
|
||||||
|
|
||||||
command_handler.register_command("help", handle_help)
|
command_handler.register_command("help", handle_help)
|
||||||
command_handler.register_command("stop", handle_stop)
|
command_handler.register_command("stop", handle_stop)
|
||||||
@@ -4182,9 +4131,7 @@ async def run(settings: Settings) -> None:
|
|||||||
)
|
)
|
||||||
|
|
||||||
# Store candidates per market for selection context logging
|
# Store candidates per market for selection context logging
|
||||||
scan_candidates[market.code] = {
|
scan_candidates[market.code] = {c.stock_code: c for c in candidates}
|
||||||
c.stock_code: c for c in candidates
|
|
||||||
}
|
|
||||||
|
|
||||||
logger.info(
|
logger.info(
|
||||||
"Smart Scanner: Found %d candidates for %s: %s",
|
"Smart Scanner: Found %d candidates for %s: %s",
|
||||||
@@ -4194,9 +4141,7 @@ async def run(settings: Settings) -> None:
|
|||||||
)
|
)
|
||||||
|
|
||||||
# Get market-local date for playbook keying
|
# Get market-local date for playbook keying
|
||||||
market_today = datetime.now(
|
market_today = datetime.now(market.timezone).date()
|
||||||
market.timezone
|
|
||||||
).date()
|
|
||||||
|
|
||||||
# Load or generate playbook (1 Gemini call per market per day)
|
# Load or generate playbook (1 Gemini call per market per day)
|
||||||
if market.code not in playbooks:
|
if market.code not in playbooks:
|
||||||
@@ -4234,7 +4179,8 @@ async def run(settings: Settings) -> None:
|
|||||||
except Exception as exc:
|
except Exception as exc:
|
||||||
logger.error(
|
logger.error(
|
||||||
"Playbook generation failed for %s: %s",
|
"Playbook generation failed for %s: %s",
|
||||||
market.code, exc,
|
market.code,
|
||||||
|
exc,
|
||||||
)
|
)
|
||||||
try:
|
try:
|
||||||
await telegram.notify_playbook_failed(
|
await telegram.notify_playbook_failed(
|
||||||
@@ -4279,7 +4225,8 @@ async def run(settings: Settings) -> None:
|
|||||||
except Exception as exc:
|
except Exception as exc:
|
||||||
logger.warning(
|
logger.warning(
|
||||||
"Failed to fetch holdings for %s: %s — skipping holdings merge",
|
"Failed to fetch holdings for %s: %s — skipping holdings merge",
|
||||||
market.name, exc,
|
market.name,
|
||||||
|
exc,
|
||||||
)
|
)
|
||||||
held_codes = []
|
held_codes = []
|
||||||
|
|
||||||
@@ -4288,7 +4235,8 @@ async def run(settings: Settings) -> None:
|
|||||||
if extra_held:
|
if extra_held:
|
||||||
logger.info(
|
logger.info(
|
||||||
"Holdings added to loop for %s (not in scanner): %s",
|
"Holdings added to loop for %s (not in scanner): %s",
|
||||||
market.name, extra_held,
|
market.name,
|
||||||
|
extra_held,
|
||||||
)
|
)
|
||||||
|
|
||||||
if not stock_codes:
|
if not stock_codes:
|
||||||
|
|||||||
@@ -211,9 +211,7 @@ def get_open_markets(
|
|||||||
return is_market_open(market, now)
|
return is_market_open(market, now)
|
||||||
|
|
||||||
open_markets = [
|
open_markets = [
|
||||||
MARKETS[code]
|
MARKETS[code] for code in enabled_markets if code in MARKETS and is_available(MARKETS[code])
|
||||||
for code in enabled_markets
|
|
||||||
if code in MARKETS and is_available(MARKETS[code])
|
|
||||||
]
|
]
|
||||||
|
|
||||||
return sorted(open_markets, key=lambda m: m.code)
|
return sorted(open_markets, key=lambda m: m.code)
|
||||||
@@ -282,9 +280,7 @@ def get_next_market_open(
|
|||||||
# Calculate next open time for this market
|
# Calculate next open time for this market
|
||||||
for days_ahead in range(7): # Check next 7 days
|
for days_ahead in range(7): # Check next 7 days
|
||||||
check_date = market_now.date() + timedelta(days=days_ahead)
|
check_date = market_now.date() + timedelta(days=days_ahead)
|
||||||
check_datetime = datetime.combine(
|
check_datetime = datetime.combine(check_date, market.open_time, tzinfo=market.timezone)
|
||||||
check_date, market.open_time, tzinfo=market.timezone
|
|
||||||
)
|
|
||||||
|
|
||||||
# Skip weekends
|
# Skip weekends
|
||||||
if check_datetime.weekday() >= 5:
|
if check_datetime.weekday() >= 5:
|
||||||
|
|||||||
@@ -4,7 +4,7 @@ import asyncio
|
|||||||
import logging
|
import logging
|
||||||
import time
|
import time
|
||||||
from collections.abc import Awaitable, Callable
|
from collections.abc import Awaitable, Callable
|
||||||
from dataclasses import dataclass, fields
|
from dataclasses import dataclass
|
||||||
from enum import Enum
|
from enum import Enum
|
||||||
from typing import ClassVar
|
from typing import ClassVar
|
||||||
|
|
||||||
@@ -136,14 +136,14 @@ class TelegramClient:
|
|||||||
self._enabled = enabled
|
self._enabled = enabled
|
||||||
self._rate_limiter = LeakyBucket(rate=rate_limit)
|
self._rate_limiter = LeakyBucket(rate=rate_limit)
|
||||||
self._session: aiohttp.ClientSession | None = None
|
self._session: aiohttp.ClientSession | None = None
|
||||||
self._filter = notification_filter if notification_filter is not None else NotificationFilter()
|
self._filter = (
|
||||||
|
notification_filter if notification_filter is not None else NotificationFilter()
|
||||||
|
)
|
||||||
|
|
||||||
if not enabled:
|
if not enabled:
|
||||||
logger.info("Telegram notifications disabled via configuration")
|
logger.info("Telegram notifications disabled via configuration")
|
||||||
elif bot_token is None or chat_id is None:
|
elif bot_token is None or chat_id is None:
|
||||||
logger.warning(
|
logger.warning("Telegram notifications disabled (missing bot_token or chat_id)")
|
||||||
"Telegram notifications disabled (missing bot_token or chat_id)"
|
|
||||||
)
|
|
||||||
self._enabled = False
|
self._enabled = False
|
||||||
else:
|
else:
|
||||||
logger.info("Telegram notifications enabled for chat_id=%s", chat_id)
|
logger.info("Telegram notifications enabled for chat_id=%s", chat_id)
|
||||||
@@ -209,14 +209,12 @@ class TelegramClient:
|
|||||||
async with session.post(url, json=payload) as resp:
|
async with session.post(url, json=payload) as resp:
|
||||||
if resp.status != 200:
|
if resp.status != 200:
|
||||||
error_text = await resp.text()
|
error_text = await resp.text()
|
||||||
logger.error(
|
logger.error("Telegram API error (status=%d): %s", resp.status, error_text)
|
||||||
"Telegram API error (status=%d): %s", resp.status, error_text
|
|
||||||
)
|
|
||||||
return False
|
return False
|
||||||
logger.debug("Telegram message sent: %s", text[:50])
|
logger.debug("Telegram message sent: %s", text[:50])
|
||||||
return True
|
return True
|
||||||
|
|
||||||
except asyncio.TimeoutError:
|
except TimeoutError:
|
||||||
logger.error("Telegram message timeout")
|
logger.error("Telegram message timeout")
|
||||||
return False
|
return False
|
||||||
except aiohttp.ClientError as exc:
|
except aiohttp.ClientError as exc:
|
||||||
@@ -305,9 +303,7 @@ class TelegramClient:
|
|||||||
NotificationMessage(priority=NotificationPriority.LOW, message=message)
|
NotificationMessage(priority=NotificationPriority.LOW, message=message)
|
||||||
)
|
)
|
||||||
|
|
||||||
async def notify_circuit_breaker(
|
async def notify_circuit_breaker(self, pnl_pct: float, threshold: float) -> None:
|
||||||
self, pnl_pct: float, threshold: float
|
|
||||||
) -> None:
|
|
||||||
"""
|
"""
|
||||||
Notify circuit breaker activation.
|
Notify circuit breaker activation.
|
||||||
|
|
||||||
@@ -354,9 +350,7 @@ class TelegramClient:
|
|||||||
NotificationMessage(priority=NotificationPriority.HIGH, message=message)
|
NotificationMessage(priority=NotificationPriority.HIGH, message=message)
|
||||||
)
|
)
|
||||||
|
|
||||||
async def notify_system_start(
|
async def notify_system_start(self, mode: str, enabled_markets: list[str]) -> None:
|
||||||
self, mode: str, enabled_markets: list[str]
|
|
||||||
) -> None:
|
|
||||||
"""
|
"""
|
||||||
Notify system startup.
|
Notify system startup.
|
||||||
|
|
||||||
@@ -369,9 +363,7 @@ class TelegramClient:
|
|||||||
mode_emoji = "📝" if mode == "paper" else "💰"
|
mode_emoji = "📝" if mode == "paper" else "💰"
|
||||||
markets_str = ", ".join(enabled_markets)
|
markets_str = ", ".join(enabled_markets)
|
||||||
message = (
|
message = (
|
||||||
f"<b>{mode_emoji} System Started</b>\n"
|
f"<b>{mode_emoji} System Started</b>\nMode: {mode.upper()}\nMarkets: {markets_str}"
|
||||||
f"Mode: {mode.upper()}\n"
|
|
||||||
f"Markets: {markets_str}"
|
|
||||||
)
|
)
|
||||||
await self._send_notification(
|
await self._send_notification(
|
||||||
NotificationMessage(priority=NotificationPriority.MEDIUM, message=message)
|
NotificationMessage(priority=NotificationPriority.MEDIUM, message=message)
|
||||||
@@ -445,11 +437,7 @@ class TelegramClient:
|
|||||||
"""
|
"""
|
||||||
if not self._filter.playbook:
|
if not self._filter.playbook:
|
||||||
return
|
return
|
||||||
message = (
|
message = f"<b>Playbook Failed</b>\nMarket: {market}\nReason: {reason[:200]}"
|
||||||
f"<b>Playbook Failed</b>\n"
|
|
||||||
f"Market: {market}\n"
|
|
||||||
f"Reason: {reason[:200]}"
|
|
||||||
)
|
|
||||||
await self._send_notification(
|
await self._send_notification(
|
||||||
NotificationMessage(priority=NotificationPriority.HIGH, message=message)
|
NotificationMessage(priority=NotificationPriority.HIGH, message=message)
|
||||||
)
|
)
|
||||||
@@ -469,9 +457,7 @@ class TelegramClient:
|
|||||||
if "circuit breaker" in reason.lower()
|
if "circuit breaker" in reason.lower()
|
||||||
else NotificationPriority.MEDIUM
|
else NotificationPriority.MEDIUM
|
||||||
)
|
)
|
||||||
await self._send_notification(
|
await self._send_notification(NotificationMessage(priority=priority, message=message))
|
||||||
NotificationMessage(priority=priority, message=message)
|
|
||||||
)
|
|
||||||
|
|
||||||
async def notify_unfilled_order(
|
async def notify_unfilled_order(
|
||||||
self,
|
self,
|
||||||
@@ -496,11 +482,7 @@ class TelegramClient:
|
|||||||
return
|
return
|
||||||
# SELL resubmit is high priority — position liquidation at risk.
|
# SELL resubmit is high priority — position liquidation at risk.
|
||||||
# BUY cancel is medium priority — only cash is freed.
|
# BUY cancel is medium priority — only cash is freed.
|
||||||
priority = (
|
priority = NotificationPriority.HIGH if action == "SELL" else NotificationPriority.MEDIUM
|
||||||
NotificationPriority.HIGH
|
|
||||||
if action == "SELL"
|
|
||||||
else NotificationPriority.MEDIUM
|
|
||||||
)
|
|
||||||
outcome_emoji = "🔄" if outcome == "resubmitted" else "❌"
|
outcome_emoji = "🔄" if outcome == "resubmitted" else "❌"
|
||||||
outcome_label = "재주문" if outcome == "resubmitted" else "취소됨"
|
outcome_label = "재주문" if outcome == "resubmitted" else "취소됨"
|
||||||
action_emoji = "🔴" if action == "SELL" else "🟢"
|
action_emoji = "🔴" if action == "SELL" else "🟢"
|
||||||
@@ -515,9 +497,7 @@ class TelegramClient:
|
|||||||
message = "\n".join(lines)
|
message = "\n".join(lines)
|
||||||
await self._send_notification(NotificationMessage(priority=priority, message=message))
|
await self._send_notification(NotificationMessage(priority=priority, message=message))
|
||||||
|
|
||||||
async def notify_error(
|
async def notify_error(self, error_type: str, error_msg: str, context: str) -> None:
|
||||||
self, error_type: str, error_msg: str, context: str
|
|
||||||
) -> None:
|
|
||||||
"""
|
"""
|
||||||
Notify system error.
|
Notify system error.
|
||||||
|
|
||||||
@@ -541,9 +521,7 @@ class TelegramClient:
|
|||||||
class TelegramCommandHandler:
|
class TelegramCommandHandler:
|
||||||
"""Handles incoming Telegram commands via long polling."""
|
"""Handles incoming Telegram commands via long polling."""
|
||||||
|
|
||||||
def __init__(
|
def __init__(self, client: TelegramClient, polling_interval: float = 1.0) -> None:
|
||||||
self, client: TelegramClient, polling_interval: float = 1.0
|
|
||||||
) -> None:
|
|
||||||
"""
|
"""
|
||||||
Initialize command handler.
|
Initialize command handler.
|
||||||
|
|
||||||
@@ -559,9 +537,7 @@ class TelegramCommandHandler:
|
|||||||
self._polling_task: asyncio.Task[None] | None = None
|
self._polling_task: asyncio.Task[None] | None = None
|
||||||
self._running = False
|
self._running = False
|
||||||
|
|
||||||
def register_command(
|
def register_command(self, command: str, handler: Callable[[], Awaitable[None]]) -> None:
|
||||||
self, command: str, handler: Callable[[], Awaitable[None]]
|
|
||||||
) -> None:
|
|
||||||
"""
|
"""
|
||||||
Register a command handler (no arguments).
|
Register a command handler (no arguments).
|
||||||
|
|
||||||
@@ -672,7 +648,7 @@ class TelegramCommandHandler:
|
|||||||
|
|
||||||
return updates
|
return updates
|
||||||
|
|
||||||
except asyncio.TimeoutError:
|
except TimeoutError:
|
||||||
logger.debug("getUpdates timeout (normal)")
|
logger.debug("getUpdates timeout (normal)")
|
||||||
return []
|
return []
|
||||||
except aiohttp.ClientError as exc:
|
except aiohttp.ClientError as exc:
|
||||||
@@ -697,9 +673,7 @@ class TelegramCommandHandler:
|
|||||||
# Verify chat_id matches configured chat
|
# Verify chat_id matches configured chat
|
||||||
chat_id = str(message.get("chat", {}).get("id", ""))
|
chat_id = str(message.get("chat", {}).get("id", ""))
|
||||||
if chat_id != self._client._chat_id:
|
if chat_id != self._client._chat_id:
|
||||||
logger.warning(
|
logger.warning("Ignoring command from unauthorized chat_id: %s", chat_id)
|
||||||
"Ignoring command from unauthorized chat_id: %s", chat_id
|
|
||||||
)
|
|
||||||
return
|
return
|
||||||
|
|
||||||
# Extract command text
|
# Extract command text
|
||||||
|
|||||||
@@ -8,12 +8,12 @@ Defines the data contracts for the proactive strategy system:
|
|||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
||||||
from datetime import UTC, date, datetime
|
from datetime import UTC, date, datetime
|
||||||
from enum import Enum
|
from enum import StrEnum
|
||||||
|
|
||||||
from pydantic import BaseModel, Field, field_validator
|
from pydantic import BaseModel, Field, field_validator
|
||||||
|
|
||||||
|
|
||||||
class ScenarioAction(str, Enum):
|
class ScenarioAction(StrEnum):
|
||||||
"""Actions that can be taken by scenarios."""
|
"""Actions that can be taken by scenarios."""
|
||||||
|
|
||||||
BUY = "BUY"
|
BUY = "BUY"
|
||||||
@@ -22,7 +22,7 @@ class ScenarioAction(str, Enum):
|
|||||||
REDUCE_ALL = "REDUCE_ALL"
|
REDUCE_ALL = "REDUCE_ALL"
|
||||||
|
|
||||||
|
|
||||||
class MarketOutlook(str, Enum):
|
class MarketOutlook(StrEnum):
|
||||||
"""AI's assessment of market direction."""
|
"""AI's assessment of market direction."""
|
||||||
|
|
||||||
BULLISH = "bullish"
|
BULLISH = "bullish"
|
||||||
@@ -32,7 +32,7 @@ class MarketOutlook(str, Enum):
|
|||||||
BEARISH = "bearish"
|
BEARISH = "bearish"
|
||||||
|
|
||||||
|
|
||||||
class PlaybookStatus(str, Enum):
|
class PlaybookStatus(StrEnum):
|
||||||
"""Lifecycle status of a playbook."""
|
"""Lifecycle status of a playbook."""
|
||||||
|
|
||||||
PENDING = "pending"
|
PENDING = "pending"
|
||||||
|
|||||||
@@ -6,7 +6,6 @@ Designed for the pre-market strategy system (one playbook per market per day).
|
|||||||
|
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
||||||
import json
|
|
||||||
import logging
|
import logging
|
||||||
import sqlite3
|
import sqlite3
|
||||||
from datetime import date
|
from datetime import date
|
||||||
@@ -53,8 +52,10 @@ class PlaybookStore:
|
|||||||
row_id = cursor.lastrowid or 0
|
row_id = cursor.lastrowid or 0
|
||||||
logger.info(
|
logger.info(
|
||||||
"Saved playbook for %s/%s (%d stocks, %d scenarios)",
|
"Saved playbook for %s/%s (%d stocks, %d scenarios)",
|
||||||
playbook.date, playbook.market,
|
playbook.date,
|
||||||
playbook.stock_count, playbook.scenario_count,
|
playbook.market,
|
||||||
|
playbook.stock_count,
|
||||||
|
playbook.scenario_count,
|
||||||
)
|
)
|
||||||
return row_id
|
return row_id
|
||||||
|
|
||||||
|
|||||||
@@ -6,10 +6,10 @@ State progression is monotonic (promotion-only) except terminal EXITED.
|
|||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
||||||
from dataclasses import dataclass
|
from dataclasses import dataclass
|
||||||
from enum import Enum
|
from enum import StrEnum
|
||||||
|
|
||||||
|
|
||||||
class PositionState(str, Enum):
|
class PositionState(StrEnum):
|
||||||
HOLDING = "HOLDING"
|
HOLDING = "HOLDING"
|
||||||
BE_LOCK = "BE_LOCK"
|
BE_LOCK = "BE_LOCK"
|
||||||
ARMED = "ARMED"
|
ARMED = "ARMED"
|
||||||
@@ -40,12 +40,7 @@ def evaluate_exit_first(inp: StateTransitionInput) -> bool:
|
|||||||
|
|
||||||
EXITED must be evaluated before any promotion.
|
EXITED must be evaluated before any promotion.
|
||||||
"""
|
"""
|
||||||
return (
|
return inp.hard_stop_hit or inp.trailing_stop_hit or inp.model_exit_signal or inp.be_lock_threat
|
||||||
inp.hard_stop_hit
|
|
||||||
or inp.trailing_stop_hit
|
|
||||||
or inp.model_exit_signal
|
|
||||||
or inp.be_lock_threat
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
def promote_state(current: PositionState, inp: StateTransitionInput) -> PositionState:
|
def promote_state(current: PositionState, inp: StateTransitionInput) -> PositionState:
|
||||||
|
|||||||
@@ -124,12 +124,14 @@ class PreMarketPlanner:
|
|||||||
|
|
||||||
# 4. Parse response
|
# 4. Parse response
|
||||||
playbook = self._parse_response(
|
playbook = self._parse_response(
|
||||||
decision.rationale, today, market, candidates, cross_market,
|
decision.rationale,
|
||||||
|
today,
|
||||||
|
market,
|
||||||
|
candidates,
|
||||||
|
cross_market,
|
||||||
current_holdings=current_holdings,
|
current_holdings=current_holdings,
|
||||||
)
|
)
|
||||||
playbook_with_tokens = playbook.model_copy(
|
playbook_with_tokens = playbook.model_copy(update={"token_count": decision.token_count})
|
||||||
update={"token_count": decision.token_count}
|
|
||||||
)
|
|
||||||
logger.info(
|
logger.info(
|
||||||
"Generated playbook for %s: %d stocks, %d scenarios, %d tokens",
|
"Generated playbook for %s: %d stocks, %d scenarios, %d tokens",
|
||||||
market,
|
market,
|
||||||
@@ -146,7 +148,9 @@ class PreMarketPlanner:
|
|||||||
return self._empty_playbook(today, market)
|
return self._empty_playbook(today, market)
|
||||||
|
|
||||||
def build_cross_market_context(
|
def build_cross_market_context(
|
||||||
self, target_market: str, today: date | None = None,
|
self,
|
||||||
|
target_market: str,
|
||||||
|
today: date | None = None,
|
||||||
) -> CrossMarketContext | None:
|
) -> CrossMarketContext | None:
|
||||||
"""Build cross-market context from the other market's L6 data.
|
"""Build cross-market context from the other market's L6 data.
|
||||||
|
|
||||||
@@ -192,7 +196,9 @@ class PreMarketPlanner:
|
|||||||
)
|
)
|
||||||
|
|
||||||
def build_self_market_scorecard(
|
def build_self_market_scorecard(
|
||||||
self, market: str, today: date | None = None,
|
self,
|
||||||
|
market: str,
|
||||||
|
today: date | None = None,
|
||||||
) -> dict[str, Any] | None:
|
) -> dict[str, Any] | None:
|
||||||
"""Build previous-day scorecard for the same market."""
|
"""Build previous-day scorecard for the same market."""
|
||||||
if today is None:
|
if today is None:
|
||||||
@@ -320,18 +326,18 @@ class PreMarketPlanner:
|
|||||||
f"{context_text}\n"
|
f"{context_text}\n"
|
||||||
f"## Instructions\n"
|
f"## Instructions\n"
|
||||||
f"Return a JSON object with this exact structure:\n"
|
f"Return a JSON object with this exact structure:\n"
|
||||||
f'{{\n'
|
f"{{\n"
|
||||||
f' "market_outlook": "bullish|neutral_to_bullish|neutral'
|
f' "market_outlook": "bullish|neutral_to_bullish|neutral'
|
||||||
f'|neutral_to_bearish|bearish",\n'
|
f'|neutral_to_bearish|bearish",\n'
|
||||||
f' "global_rules": [\n'
|
f' "global_rules": [\n'
|
||||||
f' {{"condition": "portfolio_pnl_pct < -2.0",'
|
f' {{"condition": "portfolio_pnl_pct < -2.0",'
|
||||||
f' "action": "REDUCE_ALL", "rationale": "..."}}\n'
|
f' "action": "REDUCE_ALL", "rationale": "..."}}\n'
|
||||||
f' ],\n'
|
f" ],\n"
|
||||||
f' "stocks": [\n'
|
f' "stocks": [\n'
|
||||||
f' {{\n'
|
f" {{\n"
|
||||||
f' "stock_code": "...",\n'
|
f' "stock_code": "...",\n'
|
||||||
f' "scenarios": [\n'
|
f' "scenarios": [\n'
|
||||||
f' {{\n'
|
f" {{\n"
|
||||||
f' "condition": {{"rsi_below": 30, "volume_ratio_above": 2.0,'
|
f' "condition": {{"rsi_below": 30, "volume_ratio_above": 2.0,'
|
||||||
f' "unrealized_pnl_pct_above": 3.0, "holding_days_above": 5}},\n'
|
f' "unrealized_pnl_pct_above": 3.0, "holding_days_above": 5}},\n'
|
||||||
f' "action": "BUY|SELL|HOLD",\n'
|
f' "action": "BUY|SELL|HOLD",\n'
|
||||||
@@ -340,11 +346,11 @@ class PreMarketPlanner:
|
|||||||
f' "stop_loss_pct": -2.0,\n'
|
f' "stop_loss_pct": -2.0,\n'
|
||||||
f' "take_profit_pct": 3.0,\n'
|
f' "take_profit_pct": 3.0,\n'
|
||||||
f' "rationale": "..."\n'
|
f' "rationale": "..."\n'
|
||||||
f' }}\n'
|
f" }}\n"
|
||||||
f' ]\n'
|
f" ]\n"
|
||||||
f' }}\n'
|
f" }}\n"
|
||||||
f' ]\n'
|
f" ]\n"
|
||||||
f'}}\n\n'
|
f"}}\n\n"
|
||||||
f"Rules:\n"
|
f"Rules:\n"
|
||||||
f"- Max {max_scenarios} scenarios per stock\n"
|
f"- Max {max_scenarios} scenarios per stock\n"
|
||||||
f"- Candidates list is the primary source for BUY candidates\n"
|
f"- Candidates list is the primary source for BUY candidates\n"
|
||||||
@@ -575,8 +581,7 @@ class PreMarketPlanner:
|
|||||||
stop_loss_pct=-3.0,
|
stop_loss_pct=-3.0,
|
||||||
take_profit_pct=5.0,
|
take_profit_pct=5.0,
|
||||||
rationale=(
|
rationale=(
|
||||||
f"Rule-based BUY: oversold signal, "
|
f"Rule-based BUY: oversold signal, RSI={c.rsi:.0f} (fallback planner)"
|
||||||
f"RSI={c.rsi:.0f} (fallback planner)"
|
|
||||||
),
|
),
|
||||||
)
|
)
|
||||||
)
|
)
|
||||||
|
|||||||
@@ -107,7 +107,9 @@ class ScenarioEngine:
|
|||||||
# 2. Find stock playbook
|
# 2. Find stock playbook
|
||||||
stock_pb = playbook.get_stock_playbook(stock_code)
|
stock_pb = playbook.get_stock_playbook(stock_code)
|
||||||
if stock_pb is None:
|
if stock_pb is None:
|
||||||
logger.debug("No playbook for %s — defaulting to %s", stock_code, playbook.default_action)
|
logger.debug(
|
||||||
|
"No playbook for %s — defaulting to %s", stock_code, playbook.default_action
|
||||||
|
)
|
||||||
return ScenarioMatch(
|
return ScenarioMatch(
|
||||||
stock_code=stock_code,
|
stock_code=stock_code,
|
||||||
matched_scenario=None,
|
matched_scenario=None,
|
||||||
@@ -135,7 +137,9 @@ class ScenarioEngine:
|
|||||||
)
|
)
|
||||||
|
|
||||||
# 4. No match — default action
|
# 4. No match — default action
|
||||||
logger.debug("No scenario matched for %s — defaulting to %s", stock_code, playbook.default_action)
|
logger.debug(
|
||||||
|
"No scenario matched for %s — defaulting to %s", stock_code, playbook.default_action
|
||||||
|
)
|
||||||
return ScenarioMatch(
|
return ScenarioMatch(
|
||||||
stock_code=stock_code,
|
stock_code=stock_code,
|
||||||
matched_scenario=None,
|
matched_scenario=None,
|
||||||
@@ -198,17 +202,27 @@ class ScenarioEngine:
|
|||||||
checks.append(price is not None and price < condition.price_below)
|
checks.append(price is not None and price < condition.price_below)
|
||||||
|
|
||||||
price_change_pct = self._safe_float(market_data.get("price_change_pct"))
|
price_change_pct = self._safe_float(market_data.get("price_change_pct"))
|
||||||
if condition.price_change_pct_above is not None or condition.price_change_pct_below is not None:
|
if (
|
||||||
|
condition.price_change_pct_above is not None
|
||||||
|
or condition.price_change_pct_below is not None
|
||||||
|
):
|
||||||
if "price_change_pct" not in market_data:
|
if "price_change_pct" not in market_data:
|
||||||
self._warn_missing_key("price_change_pct")
|
self._warn_missing_key("price_change_pct")
|
||||||
if condition.price_change_pct_above is not None:
|
if condition.price_change_pct_above is not None:
|
||||||
checks.append(price_change_pct is not None and price_change_pct > condition.price_change_pct_above)
|
checks.append(
|
||||||
|
price_change_pct is not None and price_change_pct > condition.price_change_pct_above
|
||||||
|
)
|
||||||
if condition.price_change_pct_below is not None:
|
if condition.price_change_pct_below is not None:
|
||||||
checks.append(price_change_pct is not None and price_change_pct < condition.price_change_pct_below)
|
checks.append(
|
||||||
|
price_change_pct is not None and price_change_pct < condition.price_change_pct_below
|
||||||
|
)
|
||||||
|
|
||||||
# Position-aware conditions
|
# Position-aware conditions
|
||||||
unrealized_pnl_pct = self._safe_float(market_data.get("unrealized_pnl_pct"))
|
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 (
|
||||||
|
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:
|
if "unrealized_pnl_pct" not in market_data:
|
||||||
self._warn_missing_key("unrealized_pnl_pct")
|
self._warn_missing_key("unrealized_pnl_pct")
|
||||||
if condition.unrealized_pnl_pct_above is not None:
|
if condition.unrealized_pnl_pct_above is not None:
|
||||||
@@ -227,15 +241,9 @@ class ScenarioEngine:
|
|||||||
if "holding_days" not in market_data:
|
if "holding_days" not in market_data:
|
||||||
self._warn_missing_key("holding_days")
|
self._warn_missing_key("holding_days")
|
||||||
if condition.holding_days_above is not None:
|
if condition.holding_days_above is not None:
|
||||||
checks.append(
|
checks.append(holding_days is not None and holding_days > condition.holding_days_above)
|
||||||
holding_days is not None
|
|
||||||
and holding_days > condition.holding_days_above
|
|
||||||
)
|
|
||||||
if condition.holding_days_below is not None:
|
if condition.holding_days_below is not None:
|
||||||
checks.append(
|
checks.append(holding_days is not None and holding_days < condition.holding_days_below)
|
||||||
holding_days is not None
|
|
||||||
and holding_days < condition.holding_days_below
|
|
||||||
)
|
|
||||||
|
|
||||||
return len(checks) > 0 and all(checks)
|
return len(checks) > 0 and all(checks)
|
||||||
|
|
||||||
@@ -295,9 +303,15 @@ class ScenarioEngine:
|
|||||||
details["volume_ratio"] = self._safe_float(market_data.get("volume_ratio"))
|
details["volume_ratio"] = self._safe_float(market_data.get("volume_ratio"))
|
||||||
if condition.price_above is not None or condition.price_below is not None:
|
if condition.price_above is not None or condition.price_below is not None:
|
||||||
details["current_price"] = self._safe_float(market_data.get("current_price"))
|
details["current_price"] = self._safe_float(market_data.get("current_price"))
|
||||||
if condition.price_change_pct_above is not None or condition.price_change_pct_below is not None:
|
if (
|
||||||
|
condition.price_change_pct_above is not None
|
||||||
|
or condition.price_change_pct_below is not None
|
||||||
|
):
|
||||||
details["price_change_pct"] = self._safe_float(market_data.get("price_change_pct"))
|
details["price_change_pct"] = self._safe_float(market_data.get("price_change_pct"))
|
||||||
if condition.unrealized_pnl_pct_above is not None or condition.unrealized_pnl_pct_below is not None:
|
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"))
|
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:
|
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"))
|
details["holding_days"] = self._safe_float(market_data.get("holding_days"))
|
||||||
|
|||||||
@@ -4,8 +4,7 @@ from __future__ import annotations
|
|||||||
|
|
||||||
import sqlite3
|
import sqlite3
|
||||||
import sys
|
import sys
|
||||||
import tempfile
|
from datetime import UTC, datetime
|
||||||
from datetime import UTC, datetime, timedelta
|
|
||||||
from pathlib import Path
|
from pathlib import Path
|
||||||
from unittest.mock import MagicMock, patch
|
from unittest.mock import MagicMock, patch
|
||||||
|
|
||||||
@@ -48,7 +47,9 @@ def temp_db(tmp_path: Path) -> Path:
|
|||||||
|
|
||||||
cursor.executemany(
|
cursor.executemany(
|
||||||
"""
|
"""
|
||||||
INSERT INTO trades (timestamp, stock_code, action, quantity, price, confidence, rationale, pnl)
|
INSERT INTO trades (
|
||||||
|
timestamp, stock_code, action, quantity, price, confidence, rationale, pnl
|
||||||
|
)
|
||||||
VALUES (?, ?, ?, ?, ?, ?, ?, ?)
|
VALUES (?, ?, ?, ?, ?, ?, ?, ?)
|
||||||
""",
|
""",
|
||||||
test_trades,
|
test_trades,
|
||||||
@@ -73,9 +74,7 @@ class TestBackupExporter:
|
|||||||
exporter = BackupExporter(str(temp_db))
|
exporter = BackupExporter(str(temp_db))
|
||||||
output_dir = tmp_path / "exports"
|
output_dir = tmp_path / "exports"
|
||||||
|
|
||||||
results = exporter.export_all(
|
results = exporter.export_all(output_dir, formats=[ExportFormat.JSON], compress=False)
|
||||||
output_dir, formats=[ExportFormat.JSON], compress=False
|
|
||||||
)
|
|
||||||
|
|
||||||
assert ExportFormat.JSON in results
|
assert ExportFormat.JSON in results
|
||||||
assert results[ExportFormat.JSON].exists()
|
assert results[ExportFormat.JSON].exists()
|
||||||
@@ -86,9 +85,7 @@ class TestBackupExporter:
|
|||||||
exporter = BackupExporter(str(temp_db))
|
exporter = BackupExporter(str(temp_db))
|
||||||
output_dir = tmp_path / "exports"
|
output_dir = tmp_path / "exports"
|
||||||
|
|
||||||
results = exporter.export_all(
|
results = exporter.export_all(output_dir, formats=[ExportFormat.JSON], compress=True)
|
||||||
output_dir, formats=[ExportFormat.JSON], compress=True
|
|
||||||
)
|
|
||||||
|
|
||||||
assert ExportFormat.JSON in results
|
assert ExportFormat.JSON in results
|
||||||
assert results[ExportFormat.JSON].suffix == ".gz"
|
assert results[ExportFormat.JSON].suffix == ".gz"
|
||||||
@@ -98,15 +95,13 @@ class TestBackupExporter:
|
|||||||
exporter = BackupExporter(str(temp_db))
|
exporter = BackupExporter(str(temp_db))
|
||||||
output_dir = tmp_path / "exports"
|
output_dir = tmp_path / "exports"
|
||||||
|
|
||||||
results = exporter.export_all(
|
results = exporter.export_all(output_dir, formats=[ExportFormat.CSV], compress=False)
|
||||||
output_dir, formats=[ExportFormat.CSV], compress=False
|
|
||||||
)
|
|
||||||
|
|
||||||
assert ExportFormat.CSV in results
|
assert ExportFormat.CSV in results
|
||||||
assert results[ExportFormat.CSV].exists()
|
assert results[ExportFormat.CSV].exists()
|
||||||
|
|
||||||
# Verify CSV content
|
# Verify CSV content
|
||||||
with open(results[ExportFormat.CSV], "r") as f:
|
with open(results[ExportFormat.CSV]) as f:
|
||||||
lines = f.readlines()
|
lines = f.readlines()
|
||||||
assert len(lines) == 4 # Header + 3 rows
|
assert len(lines) == 4 # Header + 3 rows
|
||||||
|
|
||||||
@@ -146,7 +141,7 @@ class TestBackupExporter:
|
|||||||
# Should only have 1 trade (AAPL on Jan 2)
|
# Should only have 1 trade (AAPL on Jan 2)
|
||||||
import json
|
import json
|
||||||
|
|
||||||
with open(results[ExportFormat.JSON], "r") as f:
|
with open(results[ExportFormat.JSON]) as f:
|
||||||
data = json.load(f)
|
data = json.load(f)
|
||||||
assert data["record_count"] == 1
|
assert data["record_count"] == 1
|
||||||
assert data["trades"][0]["stock_code"] == "AAPL"
|
assert data["trades"][0]["stock_code"] == "AAPL"
|
||||||
@@ -407,9 +402,7 @@ class TestBackupExporterAdditional:
|
|||||||
assert ExportFormat.JSON in results
|
assert ExportFormat.JSON in results
|
||||||
assert ExportFormat.CSV in results
|
assert ExportFormat.CSV in results
|
||||||
|
|
||||||
def test_export_all_logs_error_on_failure(
|
def test_export_all_logs_error_on_failure(self, temp_db: Path, tmp_path: Path) -> None:
|
||||||
self, temp_db: Path, tmp_path: Path
|
|
||||||
) -> None:
|
|
||||||
"""export_all must log an error and continue when one format fails."""
|
"""export_all must log an error and continue when one format fails."""
|
||||||
exporter = BackupExporter(str(temp_db))
|
exporter = BackupExporter(str(temp_db))
|
||||||
# Patch _export_format to raise on JSON, succeed on CSV
|
# Patch _export_format to raise on JSON, succeed on CSV
|
||||||
@@ -430,9 +423,7 @@ class TestBackupExporterAdditional:
|
|||||||
assert ExportFormat.JSON not in results
|
assert ExportFormat.JSON not in results
|
||||||
assert ExportFormat.CSV in results
|
assert ExportFormat.CSV in results
|
||||||
|
|
||||||
def test_export_csv_empty_trades_no_compress(
|
def test_export_csv_empty_trades_no_compress(self, empty_db: Path, tmp_path: Path) -> None:
|
||||||
self, empty_db: Path, tmp_path: Path
|
|
||||||
) -> None:
|
|
||||||
"""CSV export with no trades and compress=False must write header row only."""
|
"""CSV export with no trades and compress=False must write header row only."""
|
||||||
exporter = BackupExporter(str(empty_db))
|
exporter = BackupExporter(str(empty_db))
|
||||||
results = exporter.export_all(
|
results = exporter.export_all(
|
||||||
@@ -446,9 +437,7 @@ class TestBackupExporterAdditional:
|
|||||||
content = out.read_text()
|
content = out.read_text()
|
||||||
assert "timestamp" in content
|
assert "timestamp" in content
|
||||||
|
|
||||||
def test_export_csv_empty_trades_compressed(
|
def test_export_csv_empty_trades_compressed(self, empty_db: Path, tmp_path: Path) -> None:
|
||||||
self, empty_db: Path, tmp_path: Path
|
|
||||||
) -> None:
|
|
||||||
"""CSV export with no trades and compress=True must write gzipped header."""
|
"""CSV export with no trades and compress=True must write gzipped header."""
|
||||||
import gzip
|
import gzip
|
||||||
|
|
||||||
@@ -465,9 +454,7 @@ class TestBackupExporterAdditional:
|
|||||||
content = f.read()
|
content = f.read()
|
||||||
assert "timestamp" in content
|
assert "timestamp" in content
|
||||||
|
|
||||||
def test_export_csv_with_data_compressed(
|
def test_export_csv_with_data_compressed(self, temp_db: Path, tmp_path: Path) -> None:
|
||||||
self, temp_db: Path, tmp_path: Path
|
|
||||||
) -> None:
|
|
||||||
"""CSV export with data and compress=True must write gzipped rows."""
|
"""CSV export with data and compress=True must write gzipped rows."""
|
||||||
import gzip
|
import gzip
|
||||||
|
|
||||||
@@ -492,6 +479,7 @@ class TestBackupExporterAdditional:
|
|||||||
with patch.dict(sys.modules, {"pyarrow": None, "pyarrow.parquet": None}):
|
with patch.dict(sys.modules, {"pyarrow": None, "pyarrow.parquet": None}):
|
||||||
try:
|
try:
|
||||||
import pyarrow # noqa: F401
|
import pyarrow # noqa: F401
|
||||||
|
|
||||||
pytest.skip("pyarrow is installed; cannot test ImportError path")
|
pytest.skip("pyarrow is installed; cannot test ImportError path")
|
||||||
except ImportError:
|
except ImportError:
|
||||||
pass
|
pass
|
||||||
@@ -557,9 +545,7 @@ class TestCloudStorage:
|
|||||||
importlib.reload(m)
|
importlib.reload(m)
|
||||||
m.CloudStorage(s3_config)
|
m.CloudStorage(s3_config)
|
||||||
|
|
||||||
def test_upload_file_success(
|
def test_upload_file_success(self, mock_boto3_module, s3_config, tmp_path: Path) -> None:
|
||||||
self, mock_boto3_module, s3_config, tmp_path: Path
|
|
||||||
) -> None:
|
|
||||||
"""upload_file must call client.upload_file and return the object key."""
|
"""upload_file must call client.upload_file and return the object key."""
|
||||||
from src.backup.cloud_storage import CloudStorage
|
from src.backup.cloud_storage import CloudStorage
|
||||||
|
|
||||||
@@ -572,9 +558,7 @@ class TestCloudStorage:
|
|||||||
assert key == "backups/backup.json.gz"
|
assert key == "backups/backup.json.gz"
|
||||||
storage.client.upload_file.assert_called_once()
|
storage.client.upload_file.assert_called_once()
|
||||||
|
|
||||||
def test_upload_file_default_key(
|
def test_upload_file_default_key(self, mock_boto3_module, s3_config, tmp_path: Path) -> None:
|
||||||
self, mock_boto3_module, s3_config, tmp_path: Path
|
|
||||||
) -> None:
|
|
||||||
"""upload_file without object_key must use the filename as key."""
|
"""upload_file without object_key must use the filename as key."""
|
||||||
from src.backup.cloud_storage import CloudStorage
|
from src.backup.cloud_storage import CloudStorage
|
||||||
|
|
||||||
@@ -586,9 +570,7 @@ class TestCloudStorage:
|
|||||||
|
|
||||||
assert key == "myfile.gz"
|
assert key == "myfile.gz"
|
||||||
|
|
||||||
def test_upload_file_not_found(
|
def test_upload_file_not_found(self, mock_boto3_module, s3_config, tmp_path: Path) -> None:
|
||||||
self, mock_boto3_module, s3_config, tmp_path: Path
|
|
||||||
) -> None:
|
|
||||||
"""upload_file must raise FileNotFoundError for missing files."""
|
"""upload_file must raise FileNotFoundError for missing files."""
|
||||||
from src.backup.cloud_storage import CloudStorage
|
from src.backup.cloud_storage import CloudStorage
|
||||||
|
|
||||||
@@ -611,9 +593,7 @@ class TestCloudStorage:
|
|||||||
with pytest.raises(RuntimeError, match="network error"):
|
with pytest.raises(RuntimeError, match="network error"):
|
||||||
storage.upload_file(test_file)
|
storage.upload_file(test_file)
|
||||||
|
|
||||||
def test_download_file_success(
|
def test_download_file_success(self, mock_boto3_module, s3_config, tmp_path: Path) -> None:
|
||||||
self, mock_boto3_module, s3_config, tmp_path: Path
|
|
||||||
) -> None:
|
|
||||||
"""download_file must call client.download_file and return local path."""
|
"""download_file must call client.download_file and return local path."""
|
||||||
from src.backup.cloud_storage import CloudStorage
|
from src.backup.cloud_storage import CloudStorage
|
||||||
|
|
||||||
@@ -637,11 +617,8 @@ class TestCloudStorage:
|
|||||||
with pytest.raises(RuntimeError, match="timeout"):
|
with pytest.raises(RuntimeError, match="timeout"):
|
||||||
storage.download_file("key", tmp_path / "dest.gz")
|
storage.download_file("key", tmp_path / "dest.gz")
|
||||||
|
|
||||||
def test_list_files_returns_objects(
|
def test_list_files_returns_objects(self, mock_boto3_module, s3_config) -> None:
|
||||||
self, mock_boto3_module, s3_config
|
|
||||||
) -> None:
|
|
||||||
"""list_files must return parsed file metadata from S3 response."""
|
"""list_files must return parsed file metadata from S3 response."""
|
||||||
from datetime import timezone
|
|
||||||
|
|
||||||
from src.backup.cloud_storage import CloudStorage
|
from src.backup.cloud_storage import CloudStorage
|
||||||
|
|
||||||
@@ -651,7 +628,7 @@ class TestCloudStorage:
|
|||||||
{
|
{
|
||||||
"Key": "backups/a.gz",
|
"Key": "backups/a.gz",
|
||||||
"Size": 1024,
|
"Size": 1024,
|
||||||
"LastModified": datetime(2026, 1, 1, tzinfo=timezone.utc),
|
"LastModified": datetime(2026, 1, 1, tzinfo=UTC),
|
||||||
"ETag": '"abc123"',
|
"ETag": '"abc123"',
|
||||||
}
|
}
|
||||||
]
|
]
|
||||||
@@ -662,9 +639,7 @@ class TestCloudStorage:
|
|||||||
assert files[0]["key"] == "backups/a.gz"
|
assert files[0]["key"] == "backups/a.gz"
|
||||||
assert files[0]["size_bytes"] == 1024
|
assert files[0]["size_bytes"] == 1024
|
||||||
|
|
||||||
def test_list_files_empty_bucket(
|
def test_list_files_empty_bucket(self, mock_boto3_module, s3_config) -> None:
|
||||||
self, mock_boto3_module, s3_config
|
|
||||||
) -> None:
|
|
||||||
"""list_files must return empty list when bucket has no objects."""
|
"""list_files must return empty list when bucket has no objects."""
|
||||||
from src.backup.cloud_storage import CloudStorage
|
from src.backup.cloud_storage import CloudStorage
|
||||||
|
|
||||||
@@ -674,9 +649,7 @@ class TestCloudStorage:
|
|||||||
files = storage.list_files()
|
files = storage.list_files()
|
||||||
assert files == []
|
assert files == []
|
||||||
|
|
||||||
def test_list_files_propagates_error(
|
def test_list_files_propagates_error(self, mock_boto3_module, s3_config) -> None:
|
||||||
self, mock_boto3_module, s3_config
|
|
||||||
) -> None:
|
|
||||||
"""list_files must re-raise exceptions from the boto3 client."""
|
"""list_files must re-raise exceptions from the boto3 client."""
|
||||||
from src.backup.cloud_storage import CloudStorage
|
from src.backup.cloud_storage import CloudStorage
|
||||||
|
|
||||||
@@ -686,9 +659,7 @@ class TestCloudStorage:
|
|||||||
with pytest.raises(RuntimeError):
|
with pytest.raises(RuntimeError):
|
||||||
storage.list_files()
|
storage.list_files()
|
||||||
|
|
||||||
def test_delete_file_success(
|
def test_delete_file_success(self, mock_boto3_module, s3_config) -> None:
|
||||||
self, mock_boto3_module, s3_config
|
|
||||||
) -> None:
|
|
||||||
"""delete_file must call client.delete_object with the correct key."""
|
"""delete_file must call client.delete_object with the correct key."""
|
||||||
from src.backup.cloud_storage import CloudStorage
|
from src.backup.cloud_storage import CloudStorage
|
||||||
|
|
||||||
@@ -698,9 +669,7 @@ class TestCloudStorage:
|
|||||||
Bucket="test-bucket", Key="backups/old.gz"
|
Bucket="test-bucket", Key="backups/old.gz"
|
||||||
)
|
)
|
||||||
|
|
||||||
def test_delete_file_propagates_error(
|
def test_delete_file_propagates_error(self, mock_boto3_module, s3_config) -> None:
|
||||||
self, mock_boto3_module, s3_config
|
|
||||||
) -> None:
|
|
||||||
"""delete_file must re-raise exceptions from the boto3 client."""
|
"""delete_file must re-raise exceptions from the boto3 client."""
|
||||||
from src.backup.cloud_storage import CloudStorage
|
from src.backup.cloud_storage import CloudStorage
|
||||||
|
|
||||||
@@ -710,11 +679,8 @@ class TestCloudStorage:
|
|||||||
with pytest.raises(RuntimeError):
|
with pytest.raises(RuntimeError):
|
||||||
storage.delete_file("backups/old.gz")
|
storage.delete_file("backups/old.gz")
|
||||||
|
|
||||||
def test_get_storage_stats_success(
|
def test_get_storage_stats_success(self, mock_boto3_module, s3_config) -> None:
|
||||||
self, mock_boto3_module, s3_config
|
|
||||||
) -> None:
|
|
||||||
"""get_storage_stats must aggregate file sizes correctly."""
|
"""get_storage_stats must aggregate file sizes correctly."""
|
||||||
from datetime import timezone
|
|
||||||
|
|
||||||
from src.backup.cloud_storage import CloudStorage
|
from src.backup.cloud_storage import CloudStorage
|
||||||
|
|
||||||
@@ -724,13 +690,13 @@ class TestCloudStorage:
|
|||||||
{
|
{
|
||||||
"Key": "a.gz",
|
"Key": "a.gz",
|
||||||
"Size": 1024 * 1024,
|
"Size": 1024 * 1024,
|
||||||
"LastModified": datetime(2026, 1, 1, tzinfo=timezone.utc),
|
"LastModified": datetime(2026, 1, 1, tzinfo=UTC),
|
||||||
"ETag": '"x"',
|
"ETag": '"x"',
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"Key": "b.gz",
|
"Key": "b.gz",
|
||||||
"Size": 1024 * 1024,
|
"Size": 1024 * 1024,
|
||||||
"LastModified": datetime(2026, 1, 2, tzinfo=timezone.utc),
|
"LastModified": datetime(2026, 1, 2, tzinfo=UTC),
|
||||||
"ETag": '"y"',
|
"ETag": '"y"',
|
||||||
},
|
},
|
||||||
]
|
]
|
||||||
@@ -741,9 +707,7 @@ class TestCloudStorage:
|
|||||||
assert stats["total_size_bytes"] == 2 * 1024 * 1024
|
assert stats["total_size_bytes"] == 2 * 1024 * 1024
|
||||||
assert stats["total_size_mb"] == pytest.approx(2.0)
|
assert stats["total_size_mb"] == pytest.approx(2.0)
|
||||||
|
|
||||||
def test_get_storage_stats_on_error(
|
def test_get_storage_stats_on_error(self, mock_boto3_module, s3_config) -> None:
|
||||||
self, mock_boto3_module, s3_config
|
|
||||||
) -> None:
|
|
||||||
"""get_storage_stats must return error dict without raising on failure."""
|
"""get_storage_stats must return error dict without raising on failure."""
|
||||||
from src.backup.cloud_storage import CloudStorage
|
from src.backup.cloud_storage import CloudStorage
|
||||||
|
|
||||||
@@ -754,9 +718,7 @@ class TestCloudStorage:
|
|||||||
assert "error" in stats
|
assert "error" in stats
|
||||||
assert stats["total_files"] == 0
|
assert stats["total_files"] == 0
|
||||||
|
|
||||||
def test_verify_connection_success(
|
def test_verify_connection_success(self, mock_boto3_module, s3_config) -> None:
|
||||||
self, mock_boto3_module, s3_config
|
|
||||||
) -> None:
|
|
||||||
"""verify_connection must return True when head_bucket succeeds."""
|
"""verify_connection must return True when head_bucket succeeds."""
|
||||||
from src.backup.cloud_storage import CloudStorage
|
from src.backup.cloud_storage import CloudStorage
|
||||||
|
|
||||||
@@ -764,9 +726,7 @@ class TestCloudStorage:
|
|||||||
result = storage.verify_connection()
|
result = storage.verify_connection()
|
||||||
assert result is True
|
assert result is True
|
||||||
|
|
||||||
def test_verify_connection_failure(
|
def test_verify_connection_failure(self, mock_boto3_module, s3_config) -> None:
|
||||||
self, mock_boto3_module, s3_config
|
|
||||||
) -> None:
|
|
||||||
"""verify_connection must return False when head_bucket raises."""
|
"""verify_connection must return False when head_bucket raises."""
|
||||||
from src.backup.cloud_storage import CloudStorage
|
from src.backup.cloud_storage import CloudStorage
|
||||||
|
|
||||||
@@ -776,9 +736,7 @@ class TestCloudStorage:
|
|||||||
result = storage.verify_connection()
|
result = storage.verify_connection()
|
||||||
assert result is False
|
assert result is False
|
||||||
|
|
||||||
def test_enable_versioning(
|
def test_enable_versioning(self, mock_boto3_module, s3_config) -> None:
|
||||||
self, mock_boto3_module, s3_config
|
|
||||||
) -> None:
|
|
||||||
"""enable_versioning must call put_bucket_versioning."""
|
"""enable_versioning must call put_bucket_versioning."""
|
||||||
from src.backup.cloud_storage import CloudStorage
|
from src.backup.cloud_storage import CloudStorage
|
||||||
|
|
||||||
@@ -786,9 +744,7 @@ class TestCloudStorage:
|
|||||||
storage.enable_versioning()
|
storage.enable_versioning()
|
||||||
storage.client.put_bucket_versioning.assert_called_once()
|
storage.client.put_bucket_versioning.assert_called_once()
|
||||||
|
|
||||||
def test_enable_versioning_propagates_error(
|
def test_enable_versioning_propagates_error(self, mock_boto3_module, s3_config) -> None:
|
||||||
self, mock_boto3_module, s3_config
|
|
||||||
) -> None:
|
|
||||||
"""enable_versioning must re-raise exceptions from the boto3 client."""
|
"""enable_versioning must re-raise exceptions from the boto3 client."""
|
||||||
from src.backup.cloud_storage import CloudStorage
|
from src.backup.cloud_storage import CloudStorage
|
||||||
|
|
||||||
|
|||||||
@@ -323,7 +323,8 @@ class TestPromptOverride:
|
|||||||
# Verify the custom prompt was sent, not a built prompt
|
# Verify the custom prompt was sent, not a built prompt
|
||||||
mock_generate.assert_called_once()
|
mock_generate.assert_called_once()
|
||||||
actual_prompt = mock_generate.call_args[1].get(
|
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
|
"contents",
|
||||||
|
mock_generate.call_args[0][1] if len(mock_generate.call_args[0]) > 1 else None,
|
||||||
)
|
)
|
||||||
assert actual_prompt == custom_prompt
|
assert actual_prompt == custom_prompt
|
||||||
# Raw response preserved in rationale without parse_response (#247)
|
# Raw response preserved in rationale without parse_response (#247)
|
||||||
@@ -385,7 +386,8 @@ class TestPromptOverride:
|
|||||||
await client.decide(market_data)
|
await client.decide(market_data)
|
||||||
|
|
||||||
actual_prompt = mock_generate.call_args[1].get(
|
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
|
"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
|
# The custom prompt must be used, not the compressed prompt
|
||||||
assert actual_prompt == custom_prompt
|
assert actual_prompt == custom_prompt
|
||||||
@@ -411,7 +413,8 @@ class TestPromptOverride:
|
|||||||
await client.decide(market_data)
|
await client.decide(market_data)
|
||||||
|
|
||||||
actual_prompt = mock_generate.call_args[1].get(
|
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
|
"contents",
|
||||||
|
mock_generate.call_args[0][1] if len(mock_generate.call_args[0]) > 1 else None,
|
||||||
)
|
)
|
||||||
# Should contain stock code from build_prompt, not be a custom override
|
# Should contain stock code from build_prompt, not be a custom override
|
||||||
assert "005930" in actual_prompt
|
assert "005930" in actual_prompt
|
||||||
|
|||||||
@@ -3,7 +3,7 @@
|
|||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
||||||
import asyncio
|
import asyncio
|
||||||
from unittest.mock import AsyncMock, MagicMock, patch
|
from unittest.mock import AsyncMock, patch
|
||||||
|
|
||||||
import pytest
|
import pytest
|
||||||
|
|
||||||
@@ -99,7 +99,10 @@ class TestTokenManagement:
|
|||||||
mock_resp_403 = AsyncMock()
|
mock_resp_403 = AsyncMock()
|
||||||
mock_resp_403.status = 403
|
mock_resp_403.status = 403
|
||||||
mock_resp_403.text = AsyncMock(
|
mock_resp_403.text = AsyncMock(
|
||||||
return_value='{"error_code":"EGW00133","error_description":"접근토큰 발급 잠시 후 다시 시도하세요(1분당 1회)"}'
|
return_value=(
|
||||||
|
'{"error_code":"EGW00133","error_description":'
|
||||||
|
'"접근토큰 발급 잠시 후 다시 시도하세요(1분당 1회)"}'
|
||||||
|
)
|
||||||
)
|
)
|
||||||
mock_resp_403.__aenter__ = AsyncMock(return_value=mock_resp_403)
|
mock_resp_403.__aenter__ = AsyncMock(return_value=mock_resp_403)
|
||||||
mock_resp_403.__aexit__ = AsyncMock(return_value=False)
|
mock_resp_403.__aexit__ = AsyncMock(return_value=False)
|
||||||
@@ -232,9 +235,7 @@ class TestRateLimiter:
|
|||||||
mock_order_resp.__aenter__ = AsyncMock(return_value=mock_order_resp)
|
mock_order_resp.__aenter__ = AsyncMock(return_value=mock_order_resp)
|
||||||
mock_order_resp.__aexit__ = AsyncMock(return_value=False)
|
mock_order_resp.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
with patch(
|
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash_resp, mock_order_resp]):
|
||||||
"aiohttp.ClientSession.post", side_effect=[mock_hash_resp, mock_order_resp]
|
|
||||||
):
|
|
||||||
with patch.object(
|
with patch.object(
|
||||||
broker._rate_limiter, "acquire", new_callable=AsyncMock
|
broker._rate_limiter, "acquire", new_callable=AsyncMock
|
||||||
) as mock_acquire:
|
) as mock_acquire:
|
||||||
@@ -405,7 +406,7 @@ class TestFetchMarketRankings:
|
|||||||
# ---------------------------------------------------------------------------
|
# ---------------------------------------------------------------------------
|
||||||
|
|
||||||
|
|
||||||
from src.broker.kis_api import kr_tick_unit, kr_round_down # noqa: E402
|
from src.broker.kis_api import kr_round_down, kr_tick_unit # noqa: E402
|
||||||
|
|
||||||
|
|
||||||
class TestKrTickUnit:
|
class TestKrTickUnit:
|
||||||
@@ -435,13 +436,13 @@ class TestKrTickUnit:
|
|||||||
@pytest.mark.parametrize(
|
@pytest.mark.parametrize(
|
||||||
"price, expected_rounded",
|
"price, expected_rounded",
|
||||||
[
|
[
|
||||||
(188150, 188100), # 100원 단위, 50원 잔여 → 내림
|
(188150, 188100), # 100원 단위, 50원 잔여 → 내림
|
||||||
(188100, 188100), # 이미 정렬됨
|
(188100, 188100), # 이미 정렬됨
|
||||||
(75050, 75000), # 100원 단위, 50원 잔여 → 내림
|
(75050, 75000), # 100원 단위, 50원 잔여 → 내림
|
||||||
(49950, 49950), # 50원 단위 정렬됨
|
(49950, 49950), # 50원 단위 정렬됨
|
||||||
(49960, 49950), # 50원 단위, 10원 잔여 → 내림
|
(49960, 49950), # 50원 단위, 10원 잔여 → 내림
|
||||||
(1999, 1999), # 1원 단위 → 그대로
|
(1999, 1999), # 1원 단위 → 그대로
|
||||||
(5003, 5000), # 10원 단위, 3원 잔여 → 내림
|
(5003, 5000), # 10원 단위, 3원 잔여 → 내림
|
||||||
],
|
],
|
||||||
)
|
)
|
||||||
def test_round_down_to_tick(self, price: int, expected_rounded: int) -> None:
|
def test_round_down_to_tick(self, price: int, expected_rounded: int) -> None:
|
||||||
@@ -538,15 +539,13 @@ class TestSendOrderTickRounding:
|
|||||||
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||||
mock_order.__aexit__ = AsyncMock(return_value=False)
|
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
with patch(
|
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
|
||||||
) as mock_post:
|
|
||||||
await broker.send_order("005930", "BUY", 1, price=188150)
|
await broker.send_order("005930", "BUY", 1, price=188150)
|
||||||
|
|
||||||
order_call = mock_post.call_args_list[1]
|
order_call = mock_post.call_args_list[1]
|
||||||
body = order_call[1].get("json", {})
|
body = order_call[1].get("json", {})
|
||||||
assert body["ORD_UNPR"] == "188100" # rounded down
|
assert body["ORD_UNPR"] == "188100" # rounded down
|
||||||
assert body["ORD_DVSN"] == "00" # 지정가
|
assert body["ORD_DVSN"] == "00" # 지정가
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_limit_order_ord_dvsn_is_00(self, broker: KISBroker) -> None:
|
async def test_limit_order_ord_dvsn_is_00(self, broker: KISBroker) -> None:
|
||||||
@@ -563,9 +562,7 @@ class TestSendOrderTickRounding:
|
|||||||
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||||
mock_order.__aexit__ = AsyncMock(return_value=False)
|
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
with patch(
|
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
|
||||||
) as mock_post:
|
|
||||||
await broker.send_order("005930", "BUY", 1, price=50000)
|
await broker.send_order("005930", "BUY", 1, price=50000)
|
||||||
|
|
||||||
order_call = mock_post.call_args_list[1]
|
order_call = mock_post.call_args_list[1]
|
||||||
@@ -587,9 +584,7 @@ class TestSendOrderTickRounding:
|
|||||||
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||||
mock_order.__aexit__ = AsyncMock(return_value=False)
|
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
with patch(
|
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
|
||||||
) as mock_post:
|
|
||||||
await broker.send_order("005930", "SELL", 1, price=0)
|
await broker.send_order("005930", "SELL", 1, price=0)
|
||||||
|
|
||||||
order_call = mock_post.call_args_list[1]
|
order_call = mock_post.call_args_list[1]
|
||||||
@@ -628,9 +623,7 @@ class TestTRIDBranchingDomestic:
|
|||||||
broker = self._make_broker(settings, "paper")
|
broker = self._make_broker(settings, "paper")
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 200
|
mock_resp.status = 200
|
||||||
mock_resp.json = AsyncMock(
|
mock_resp.json = AsyncMock(return_value={"output1": [], "output2": {}})
|
||||||
return_value={"output1": [], "output2": {}}
|
|
||||||
)
|
|
||||||
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||||
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
@@ -645,9 +638,7 @@ class TestTRIDBranchingDomestic:
|
|||||||
broker = self._make_broker(settings, "live")
|
broker = self._make_broker(settings, "live")
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 200
|
mock_resp.status = 200
|
||||||
mock_resp.json = AsyncMock(
|
mock_resp.json = AsyncMock(return_value={"output1": [], "output2": {}})
|
||||||
return_value={"output1": [], "output2": {}}
|
|
||||||
)
|
|
||||||
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||||
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
@@ -672,9 +663,7 @@ class TestTRIDBranchingDomestic:
|
|||||||
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||||
mock_order.__aexit__ = AsyncMock(return_value=False)
|
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
with patch(
|
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
|
||||||
) as mock_post:
|
|
||||||
await broker.send_order("005930", "BUY", 1)
|
await broker.send_order("005930", "BUY", 1)
|
||||||
|
|
||||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||||
@@ -695,9 +684,7 @@ class TestTRIDBranchingDomestic:
|
|||||||
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||||
mock_order.__aexit__ = AsyncMock(return_value=False)
|
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
with patch(
|
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
|
||||||
) as mock_post:
|
|
||||||
await broker.send_order("005930", "BUY", 1)
|
await broker.send_order("005930", "BUY", 1)
|
||||||
|
|
||||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||||
@@ -718,9 +705,7 @@ class TestTRIDBranchingDomestic:
|
|||||||
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||||
mock_order.__aexit__ = AsyncMock(return_value=False)
|
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
with patch(
|
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
|
||||||
) as mock_post:
|
|
||||||
await broker.send_order("005930", "SELL", 1)
|
await broker.send_order("005930", "SELL", 1)
|
||||||
|
|
||||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||||
@@ -741,9 +726,7 @@ class TestTRIDBranchingDomestic:
|
|||||||
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||||
mock_order.__aexit__ = AsyncMock(return_value=False)
|
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
with patch(
|
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
|
||||||
) as mock_post:
|
|
||||||
await broker.send_order("005930", "SELL", 1)
|
await broker.send_order("005930", "SELL", 1)
|
||||||
|
|
||||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||||
@@ -788,9 +771,7 @@ class TestGetDomesticPendingOrders:
|
|||||||
mock_get.assert_not_called()
|
mock_get.assert_not_called()
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_live_mode_calls_tttc0084r_with_correct_params(
|
async def test_live_mode_calls_tttc0084r_with_correct_params(self, settings) -> None:
|
||||||
self, settings
|
|
||||||
) -> None:
|
|
||||||
"""Live mode must call TTTC0084R with INQR_DVSN_1/2 and paging params."""
|
"""Live mode must call TTTC0084R with INQR_DVSN_1/2 and paging params."""
|
||||||
broker = self._make_broker(settings, "live")
|
broker = self._make_broker(settings, "live")
|
||||||
pending = [{"odno": "001", "pdno": "005930", "psbl_qty": "10"}]
|
pending = [{"odno": "001", "pdno": "005930", "psbl_qty": "10"}]
|
||||||
@@ -872,9 +853,7 @@ class TestCancelDomesticOrder:
|
|||||||
broker = self._make_broker(settings, "live")
|
broker = self._make_broker(settings, "live")
|
||||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||||
|
|
||||||
with patch(
|
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
|
||||||
) as mock_post:
|
|
||||||
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
|
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
|
||||||
|
|
||||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||||
@@ -886,9 +865,7 @@ class TestCancelDomesticOrder:
|
|||||||
broker = self._make_broker(settings, "paper")
|
broker = self._make_broker(settings, "paper")
|
||||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||||
|
|
||||||
with patch(
|
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
|
||||||
) as mock_post:
|
|
||||||
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
|
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
|
||||||
|
|
||||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||||
@@ -900,9 +877,7 @@ class TestCancelDomesticOrder:
|
|||||||
broker = self._make_broker(settings, "live")
|
broker = self._make_broker(settings, "live")
|
||||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||||
|
|
||||||
with patch(
|
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
|
||||||
) as mock_post:
|
|
||||||
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
|
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
|
||||||
|
|
||||||
body = mock_post.call_args_list[1][1].get("json", {})
|
body = mock_post.call_args_list[1][1].get("json", {})
|
||||||
@@ -916,9 +891,7 @@ class TestCancelDomesticOrder:
|
|||||||
broker = self._make_broker(settings, "live")
|
broker = self._make_broker(settings, "live")
|
||||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||||
|
|
||||||
with patch(
|
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
|
||||||
) as mock_post:
|
|
||||||
await broker.cancel_domestic_order("005930", "ORD123", "BRN456", 3)
|
await broker.cancel_domestic_order("005930", "ORD123", "BRN456", 3)
|
||||||
|
|
||||||
body = mock_post.call_args_list[1][1].get("json", {})
|
body = mock_post.call_args_list[1][1].get("json", {})
|
||||||
@@ -932,9 +905,7 @@ class TestCancelDomesticOrder:
|
|||||||
broker = self._make_broker(settings, "live")
|
broker = self._make_broker(settings, "live")
|
||||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||||
|
|
||||||
with patch(
|
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
|
||||||
) as mock_post:
|
|
||||||
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 2)
|
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 2)
|
||||||
|
|
||||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||||
|
|||||||
@@ -77,9 +77,7 @@ class TestContextStore:
|
|||||||
# Latest by updated_at, which should be the last one set
|
# Latest by updated_at, which should be the last one set
|
||||||
assert latest == "2026-02-02"
|
assert latest == "2026-02-02"
|
||||||
|
|
||||||
def test_delete_old_contexts(
|
def test_delete_old_contexts(self, store: ContextStore, db_conn: sqlite3.Connection) -> None:
|
||||||
self, store: ContextStore, db_conn: sqlite3.Connection
|
|
||||||
) -> None:
|
|
||||||
"""Test deleting contexts older than a cutoff date."""
|
"""Test deleting contexts older than a cutoff date."""
|
||||||
# Insert contexts with specific old timestamps
|
# Insert contexts with specific old timestamps
|
||||||
# (bypassing set_context which uses current time)
|
# (bypassing set_context which uses current time)
|
||||||
@@ -170,9 +168,7 @@ class TestContextAggregator:
|
|||||||
log_trade(db_conn, "035720", "HOLD", 75, "Wait", quantity=0, price=0, pnl=0)
|
log_trade(db_conn, "035720", "HOLD", 75, "Wait", quantity=0, price=0, pnl=0)
|
||||||
|
|
||||||
# Manually set timestamps to the target date
|
# Manually set timestamps to the target date
|
||||||
db_conn.execute(
|
db_conn.execute(f"UPDATE trades SET timestamp = '{date}T10:00:00+00:00'")
|
||||||
f"UPDATE trades SET timestamp = '{date}T10:00:00+00:00'"
|
|
||||||
)
|
|
||||||
db_conn.commit()
|
db_conn.commit()
|
||||||
|
|
||||||
# Aggregate
|
# Aggregate
|
||||||
@@ -194,18 +190,10 @@ class TestContextAggregator:
|
|||||||
week = "2026-W06"
|
week = "2026-W06"
|
||||||
|
|
||||||
# Set daily contexts
|
# Set daily contexts
|
||||||
aggregator.store.set_context(
|
aggregator.store.set_context(ContextLayer.L6_DAILY, "2026-02-02", "total_pnl_KR", 100.0)
|
||||||
ContextLayer.L6_DAILY, "2026-02-02", "total_pnl_KR", 100.0
|
aggregator.store.set_context(ContextLayer.L6_DAILY, "2026-02-03", "total_pnl_KR", 200.0)
|
||||||
)
|
aggregator.store.set_context(ContextLayer.L6_DAILY, "2026-02-02", "avg_confidence_KR", 80.0)
|
||||||
aggregator.store.set_context(
|
aggregator.store.set_context(ContextLayer.L6_DAILY, "2026-02-03", "avg_confidence_KR", 85.0)
|
||||||
ContextLayer.L6_DAILY, "2026-02-03", "total_pnl_KR", 200.0
|
|
||||||
)
|
|
||||||
aggregator.store.set_context(
|
|
||||||
ContextLayer.L6_DAILY, "2026-02-02", "avg_confidence_KR", 80.0
|
|
||||||
)
|
|
||||||
aggregator.store.set_context(
|
|
||||||
ContextLayer.L6_DAILY, "2026-02-03", "avg_confidence_KR", 85.0
|
|
||||||
)
|
|
||||||
|
|
||||||
# Aggregate
|
# Aggregate
|
||||||
aggregator.aggregate_weekly_from_daily(week)
|
aggregator.aggregate_weekly_from_daily(week)
|
||||||
@@ -223,15 +211,9 @@ class TestContextAggregator:
|
|||||||
month = "2026-02"
|
month = "2026-02"
|
||||||
|
|
||||||
# Set weekly contexts
|
# Set weekly contexts
|
||||||
aggregator.store.set_context(
|
aggregator.store.set_context(ContextLayer.L5_WEEKLY, "2026-W05", "weekly_pnl_KR", 100.0)
|
||||||
ContextLayer.L5_WEEKLY, "2026-W05", "weekly_pnl_KR", 100.0
|
aggregator.store.set_context(ContextLayer.L5_WEEKLY, "2026-W06", "weekly_pnl_KR", 200.0)
|
||||||
)
|
aggregator.store.set_context(ContextLayer.L5_WEEKLY, "2026-W07", "weekly_pnl_KR", 150.0)
|
||||||
aggregator.store.set_context(
|
|
||||||
ContextLayer.L5_WEEKLY, "2026-W06", "weekly_pnl_KR", 200.0
|
|
||||||
)
|
|
||||||
aggregator.store.set_context(
|
|
||||||
ContextLayer.L5_WEEKLY, "2026-W07", "weekly_pnl_KR", 150.0
|
|
||||||
)
|
|
||||||
|
|
||||||
# Aggregate
|
# Aggregate
|
||||||
aggregator.aggregate_monthly_from_weekly(month)
|
aggregator.aggregate_monthly_from_weekly(month)
|
||||||
@@ -316,6 +298,7 @@ class TestContextAggregator:
|
|||||||
store = aggregator.store
|
store = aggregator.store
|
||||||
assert store.get_context(ContextLayer.L6_DAILY, date, "total_pnl_KR") == 1000.0
|
assert store.get_context(ContextLayer.L6_DAILY, date, "total_pnl_KR") == 1000.0
|
||||||
from datetime import date as date_cls
|
from datetime import date as date_cls
|
||||||
|
|
||||||
trade_date = date_cls.fromisoformat(date)
|
trade_date = date_cls.fromisoformat(date)
|
||||||
iso_year, iso_week, _ = trade_date.isocalendar()
|
iso_year, iso_week, _ = trade_date.isocalendar()
|
||||||
trade_week = f"{iso_year}-W{iso_week:02d}"
|
trade_week = f"{iso_year}-W{iso_week:02d}"
|
||||||
@@ -324,7 +307,9 @@ class TestContextAggregator:
|
|||||||
trade_quarter = f"{trade_date.year}-Q{(trade_date.month - 1) // 3 + 1}"
|
trade_quarter = f"{trade_date.year}-Q{(trade_date.month - 1) // 3 + 1}"
|
||||||
trade_year = str(trade_date.year)
|
trade_year = str(trade_date.year)
|
||||||
assert store.get_context(ContextLayer.L4_MONTHLY, trade_month, "monthly_pnl") == 1000.0
|
assert store.get_context(ContextLayer.L4_MONTHLY, trade_month, "monthly_pnl") == 1000.0
|
||||||
assert store.get_context(ContextLayer.L3_QUARTERLY, trade_quarter, "quarterly_pnl") == 1000.0
|
assert (
|
||||||
|
store.get_context(ContextLayer.L3_QUARTERLY, trade_quarter, "quarterly_pnl") == 1000.0
|
||||||
|
)
|
||||||
assert store.get_context(ContextLayer.L2_ANNUAL, trade_year, "annual_pnl") == 1000.0
|
assert store.get_context(ContextLayer.L2_ANNUAL, trade_year, "annual_pnl") == 1000.0
|
||||||
|
|
||||||
|
|
||||||
@@ -429,9 +414,7 @@ class TestContextSummarizer:
|
|||||||
# summarize_layer
|
# summarize_layer
|
||||||
# ------------------------------------------------------------------
|
# ------------------------------------------------------------------
|
||||||
|
|
||||||
def test_summarize_layer_no_data(
|
def test_summarize_layer_no_data(self, summarizer: ContextSummarizer) -> None:
|
||||||
self, summarizer: ContextSummarizer
|
|
||||||
) -> None:
|
|
||||||
"""summarize_layer with no data must return the 'No data' sentinel."""
|
"""summarize_layer with no data must return the 'No data' sentinel."""
|
||||||
result = summarizer.summarize_layer(ContextLayer.L6_DAILY)
|
result = summarizer.summarize_layer(ContextLayer.L6_DAILY)
|
||||||
assert result["count"] == 0
|
assert result["count"] == 0
|
||||||
@@ -448,15 +431,12 @@ class TestContextSummarizer:
|
|||||||
result = summarizer.summarize_layer(ContextLayer.L6_DAILY)
|
result = summarizer.summarize_layer(ContextLayer.L6_DAILY)
|
||||||
assert "total_entries" in result
|
assert "total_entries" in result
|
||||||
|
|
||||||
def test_summarize_layer_with_dict_values(
|
def test_summarize_layer_with_dict_values(self, summarizer: ContextSummarizer) -> None:
|
||||||
self, summarizer: ContextSummarizer
|
|
||||||
) -> None:
|
|
||||||
"""summarize_layer must handle dict values by extracting numeric subkeys."""
|
"""summarize_layer must handle dict values by extracting numeric subkeys."""
|
||||||
store = summarizer.store
|
store = summarizer.store
|
||||||
# set_context serialises the value as JSON, so passing a dict works
|
# set_context serialises the value as JSON, so passing a dict works
|
||||||
store.set_context(
|
store.set_context(
|
||||||
ContextLayer.L6_DAILY, "2026-02-01", "metrics",
|
ContextLayer.L6_DAILY, "2026-02-01", "metrics", {"win_rate": 65.0, "label": "good"}
|
||||||
{"win_rate": 65.0, "label": "good"}
|
|
||||||
)
|
)
|
||||||
|
|
||||||
result = summarizer.summarize_layer(ContextLayer.L6_DAILY)
|
result = summarizer.summarize_layer(ContextLayer.L6_DAILY)
|
||||||
@@ -464,9 +444,7 @@ class TestContextSummarizer:
|
|||||||
# numeric subkey "win_rate" should appear as "metrics.win_rate"
|
# numeric subkey "win_rate" should appear as "metrics.win_rate"
|
||||||
assert "metrics.win_rate" in result
|
assert "metrics.win_rate" in result
|
||||||
|
|
||||||
def test_summarize_layer_with_string_values(
|
def test_summarize_layer_with_string_values(self, summarizer: ContextSummarizer) -> None:
|
||||||
self, summarizer: ContextSummarizer
|
|
||||||
) -> None:
|
|
||||||
"""summarize_layer must count string values separately."""
|
"""summarize_layer must count string values separately."""
|
||||||
store = summarizer.store
|
store = summarizer.store
|
||||||
# set_context stores string values as JSON-encoded strings
|
# set_context stores string values as JSON-encoded strings
|
||||||
@@ -480,9 +458,7 @@ class TestContextSummarizer:
|
|||||||
# rolling_window_summary
|
# rolling_window_summary
|
||||||
# ------------------------------------------------------------------
|
# ------------------------------------------------------------------
|
||||||
|
|
||||||
def test_rolling_window_summary_basic(
|
def test_rolling_window_summary_basic(self, summarizer: ContextSummarizer) -> None:
|
||||||
self, summarizer: ContextSummarizer
|
|
||||||
) -> None:
|
|
||||||
"""rolling_window_summary must return the expected structure."""
|
"""rolling_window_summary must return the expected structure."""
|
||||||
store = summarizer.store
|
store = summarizer.store
|
||||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "pnl", 500.0)
|
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "pnl", 500.0)
|
||||||
@@ -492,22 +468,16 @@ class TestContextSummarizer:
|
|||||||
assert "recent_data" in result
|
assert "recent_data" in result
|
||||||
assert "historical_summary" in result
|
assert "historical_summary" in result
|
||||||
|
|
||||||
def test_rolling_window_summary_no_older_data(
|
def test_rolling_window_summary_no_older_data(self, summarizer: ContextSummarizer) -> None:
|
||||||
self, summarizer: ContextSummarizer
|
|
||||||
) -> None:
|
|
||||||
"""rolling_window_summary with summarize_older=False skips history."""
|
"""rolling_window_summary with summarize_older=False skips history."""
|
||||||
result = summarizer.rolling_window_summary(
|
result = summarizer.rolling_window_summary(ContextLayer.L6_DAILY, summarize_older=False)
|
||||||
ContextLayer.L6_DAILY, summarize_older=False
|
|
||||||
)
|
|
||||||
assert result["historical_summary"] == {}
|
assert result["historical_summary"] == {}
|
||||||
|
|
||||||
# ------------------------------------------------------------------
|
# ------------------------------------------------------------------
|
||||||
# aggregate_to_higher_layer
|
# aggregate_to_higher_layer
|
||||||
# ------------------------------------------------------------------
|
# ------------------------------------------------------------------
|
||||||
|
|
||||||
def test_aggregate_to_higher_layer_mean(
|
def test_aggregate_to_higher_layer_mean(self, summarizer: ContextSummarizer) -> None:
|
||||||
self, summarizer: ContextSummarizer
|
|
||||||
) -> None:
|
|
||||||
"""aggregate_to_higher_layer with 'mean' via dict subkeys returns average."""
|
"""aggregate_to_higher_layer with 'mean' via dict subkeys returns average."""
|
||||||
store = summarizer.store
|
store = summarizer.store
|
||||||
# Use different outer keys but same inner metric key so get_all_contexts
|
# Use different outer keys but same inner metric key so get_all_contexts
|
||||||
@@ -520,9 +490,7 @@ class TestContextSummarizer:
|
|||||||
)
|
)
|
||||||
assert result == pytest.approx(150.0)
|
assert result == pytest.approx(150.0)
|
||||||
|
|
||||||
def test_aggregate_to_higher_layer_sum(
|
def test_aggregate_to_higher_layer_sum(self, summarizer: ContextSummarizer) -> None:
|
||||||
self, summarizer: ContextSummarizer
|
|
||||||
) -> None:
|
|
||||||
"""aggregate_to_higher_layer with 'sum' must return the total."""
|
"""aggregate_to_higher_layer with 'sum' must return the total."""
|
||||||
store = summarizer.store
|
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", "day1", {"pnl": 100.0})
|
||||||
@@ -533,9 +501,7 @@ class TestContextSummarizer:
|
|||||||
)
|
)
|
||||||
assert result == pytest.approx(300.0)
|
assert result == pytest.approx(300.0)
|
||||||
|
|
||||||
def test_aggregate_to_higher_layer_max(
|
def test_aggregate_to_higher_layer_max(self, summarizer: ContextSummarizer) -> None:
|
||||||
self, summarizer: ContextSummarizer
|
|
||||||
) -> None:
|
|
||||||
"""aggregate_to_higher_layer with 'max' must return the maximum."""
|
"""aggregate_to_higher_layer with 'max' must return the maximum."""
|
||||||
store = summarizer.store
|
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", "day1", {"pnl": 100.0})
|
||||||
@@ -546,9 +512,7 @@ class TestContextSummarizer:
|
|||||||
)
|
)
|
||||||
assert result == pytest.approx(200.0)
|
assert result == pytest.approx(200.0)
|
||||||
|
|
||||||
def test_aggregate_to_higher_layer_min(
|
def test_aggregate_to_higher_layer_min(self, summarizer: ContextSummarizer) -> None:
|
||||||
self, summarizer: ContextSummarizer
|
|
||||||
) -> None:
|
|
||||||
"""aggregate_to_higher_layer with 'min' must return the minimum."""
|
"""aggregate_to_higher_layer with 'min' must return the minimum."""
|
||||||
store = summarizer.store
|
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", "day1", {"pnl": 100.0})
|
||||||
@@ -559,9 +523,7 @@ class TestContextSummarizer:
|
|||||||
)
|
)
|
||||||
assert result == pytest.approx(100.0)
|
assert result == pytest.approx(100.0)
|
||||||
|
|
||||||
def test_aggregate_to_higher_layer_no_data(
|
def test_aggregate_to_higher_layer_no_data(self, summarizer: ContextSummarizer) -> None:
|
||||||
self, summarizer: ContextSummarizer
|
|
||||||
) -> None:
|
|
||||||
"""aggregate_to_higher_layer with no matching key must return None."""
|
"""aggregate_to_higher_layer with no matching key must return None."""
|
||||||
result = summarizer.aggregate_to_higher_layer(
|
result = summarizer.aggregate_to_higher_layer(
|
||||||
ContextLayer.L6_DAILY, ContextLayer.L5_WEEKLY, "nonexistent", "mean"
|
ContextLayer.L6_DAILY, ContextLayer.L5_WEEKLY, "nonexistent", "mean"
|
||||||
@@ -585,9 +547,7 @@ class TestContextSummarizer:
|
|||||||
# create_compact_summary + format_summary_for_prompt
|
# create_compact_summary + format_summary_for_prompt
|
||||||
# ------------------------------------------------------------------
|
# ------------------------------------------------------------------
|
||||||
|
|
||||||
def test_create_compact_summary(
|
def test_create_compact_summary(self, summarizer: ContextSummarizer) -> None:
|
||||||
self, summarizer: ContextSummarizer
|
|
||||||
) -> None:
|
|
||||||
"""create_compact_summary must produce a dict keyed by layer value."""
|
"""create_compact_summary must produce a dict keyed by layer value."""
|
||||||
store = summarizer.store
|
store = summarizer.store
|
||||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "pnl", 100.0)
|
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "pnl", 100.0)
|
||||||
@@ -615,9 +575,7 @@ class TestContextSummarizer:
|
|||||||
text = summarizer.format_summary_for_prompt(summary)
|
text = summarizer.format_summary_for_prompt(summary)
|
||||||
assert text == ""
|
assert text == ""
|
||||||
|
|
||||||
def test_format_summary_non_dict_value(
|
def test_format_summary_non_dict_value(self, summarizer: ContextSummarizer) -> None:
|
||||||
self, summarizer: ContextSummarizer
|
|
||||||
) -> None:
|
|
||||||
"""format_summary_for_prompt must render non-dict values as plain text."""
|
"""format_summary_for_prompt must render non-dict values as plain text."""
|
||||||
summary = {
|
summary = {
|
||||||
"daily": {
|
"daily": {
|
||||||
|
|||||||
@@ -4,6 +4,7 @@ from __future__ import annotations
|
|||||||
|
|
||||||
import json
|
import json
|
||||||
import sqlite3
|
import sqlite3
|
||||||
|
from datetime import UTC, datetime
|
||||||
from types import SimpleNamespace
|
from types import SimpleNamespace
|
||||||
from unittest.mock import AsyncMock, MagicMock
|
from unittest.mock import AsyncMock, MagicMock
|
||||||
|
|
||||||
@@ -16,8 +17,6 @@ from src.evolution.daily_review import DailyReviewer
|
|||||||
from src.evolution.scorecard import DailyScorecard
|
from src.evolution.scorecard import DailyScorecard
|
||||||
from src.logging.decision_logger import DecisionLogger
|
from src.logging.decision_logger import DecisionLogger
|
||||||
|
|
||||||
from datetime import UTC, datetime
|
|
||||||
|
|
||||||
TODAY = datetime.now(UTC).strftime("%Y-%m-%d")
|
TODAY = datetime.now(UTC).strftime("%Y-%m-%d")
|
||||||
|
|
||||||
|
|
||||||
@@ -53,7 +52,8 @@ def _log_decision(
|
|||||||
|
|
||||||
|
|
||||||
def test_generate_scorecard_market_scoped(
|
def test_generate_scorecard_market_scoped(
|
||||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
db_conn: sqlite3.Connection,
|
||||||
|
context_store: ContextStore,
|
||||||
) -> None:
|
) -> None:
|
||||||
reviewer = DailyReviewer(db_conn, context_store)
|
reviewer = DailyReviewer(db_conn, context_store)
|
||||||
logger = DecisionLogger(db_conn)
|
logger = DecisionLogger(db_conn)
|
||||||
@@ -134,7 +134,8 @@ def test_generate_scorecard_market_scoped(
|
|||||||
|
|
||||||
|
|
||||||
def test_generate_scorecard_top_winners_and_losers(
|
def test_generate_scorecard_top_winners_and_losers(
|
||||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
db_conn: sqlite3.Connection,
|
||||||
|
context_store: ContextStore,
|
||||||
) -> None:
|
) -> None:
|
||||||
reviewer = DailyReviewer(db_conn, context_store)
|
reviewer = DailyReviewer(db_conn, context_store)
|
||||||
logger = DecisionLogger(db_conn)
|
logger = DecisionLogger(db_conn)
|
||||||
@@ -168,7 +169,8 @@ def test_generate_scorecard_top_winners_and_losers(
|
|||||||
|
|
||||||
|
|
||||||
def test_generate_scorecard_empty_day(
|
def test_generate_scorecard_empty_day(
|
||||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
db_conn: sqlite3.Connection,
|
||||||
|
context_store: ContextStore,
|
||||||
) -> None:
|
) -> None:
|
||||||
reviewer = DailyReviewer(db_conn, context_store)
|
reviewer = DailyReviewer(db_conn, context_store)
|
||||||
scorecard = reviewer.generate_scorecard(TODAY, "KR")
|
scorecard = reviewer.generate_scorecard(TODAY, "KR")
|
||||||
@@ -184,7 +186,8 @@ def test_generate_scorecard_empty_day(
|
|||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_generate_lessons_without_gemini_returns_empty(
|
async def test_generate_lessons_without_gemini_returns_empty(
|
||||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
db_conn: sqlite3.Connection,
|
||||||
|
context_store: ContextStore,
|
||||||
) -> None:
|
) -> None:
|
||||||
reviewer = DailyReviewer(db_conn, context_store, gemini_client=None)
|
reviewer = DailyReviewer(db_conn, context_store, gemini_client=None)
|
||||||
lessons = await reviewer.generate_lessons(
|
lessons = await reviewer.generate_lessons(
|
||||||
@@ -206,7 +209,8 @@ async def test_generate_lessons_without_gemini_returns_empty(
|
|||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_generate_lessons_parses_json_array(
|
async def test_generate_lessons_parses_json_array(
|
||||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
db_conn: sqlite3.Connection,
|
||||||
|
context_store: ContextStore,
|
||||||
) -> None:
|
) -> None:
|
||||||
mock_gemini = MagicMock()
|
mock_gemini = MagicMock()
|
||||||
mock_gemini.decide = AsyncMock(
|
mock_gemini.decide = AsyncMock(
|
||||||
@@ -233,7 +237,8 @@ async def test_generate_lessons_parses_json_array(
|
|||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_generate_lessons_fallback_to_lines(
|
async def test_generate_lessons_fallback_to_lines(
|
||||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
db_conn: sqlite3.Connection,
|
||||||
|
context_store: ContextStore,
|
||||||
) -> None:
|
) -> None:
|
||||||
mock_gemini = MagicMock()
|
mock_gemini = MagicMock()
|
||||||
mock_gemini.decide = AsyncMock(
|
mock_gemini.decide = AsyncMock(
|
||||||
@@ -260,7 +265,8 @@ async def test_generate_lessons_fallback_to_lines(
|
|||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_generate_lessons_handles_gemini_error(
|
async def test_generate_lessons_handles_gemini_error(
|
||||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
db_conn: sqlite3.Connection,
|
||||||
|
context_store: ContextStore,
|
||||||
) -> None:
|
) -> None:
|
||||||
mock_gemini = MagicMock()
|
mock_gemini = MagicMock()
|
||||||
mock_gemini.decide = AsyncMock(side_effect=RuntimeError("boom"))
|
mock_gemini.decide = AsyncMock(side_effect=RuntimeError("boom"))
|
||||||
@@ -284,7 +290,8 @@ async def test_generate_lessons_handles_gemini_error(
|
|||||||
|
|
||||||
|
|
||||||
def test_store_scorecard_in_context(
|
def test_store_scorecard_in_context(
|
||||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
db_conn: sqlite3.Connection,
|
||||||
|
context_store: ContextStore,
|
||||||
) -> None:
|
) -> None:
|
||||||
reviewer = DailyReviewer(db_conn, context_store)
|
reviewer = DailyReviewer(db_conn, context_store)
|
||||||
scorecard = DailyScorecard(
|
scorecard = DailyScorecard(
|
||||||
@@ -316,7 +323,8 @@ def test_store_scorecard_in_context(
|
|||||||
|
|
||||||
|
|
||||||
def test_store_scorecard_key_is_market_scoped(
|
def test_store_scorecard_key_is_market_scoped(
|
||||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
db_conn: sqlite3.Connection,
|
||||||
|
context_store: ContextStore,
|
||||||
) -> None:
|
) -> None:
|
||||||
reviewer = DailyReviewer(db_conn, context_store)
|
reviewer = DailyReviewer(db_conn, context_store)
|
||||||
kr = DailyScorecard(
|
kr = DailyScorecard(
|
||||||
@@ -357,7 +365,8 @@ def test_store_scorecard_key_is_market_scoped(
|
|||||||
|
|
||||||
|
|
||||||
def test_generate_scorecard_handles_invalid_context_snapshot(
|
def test_generate_scorecard_handles_invalid_context_snapshot(
|
||||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
db_conn: sqlite3.Connection,
|
||||||
|
context_store: ContextStore,
|
||||||
) -> None:
|
) -> None:
|
||||||
reviewer = DailyReviewer(db_conn, context_store)
|
reviewer = DailyReviewer(db_conn, context_store)
|
||||||
db_conn.execute(
|
db_conn.execute(
|
||||||
|
|||||||
@@ -355,6 +355,7 @@ def test_positions_empty_when_no_trades(tmp_path: Path) -> None:
|
|||||||
|
|
||||||
def _seed_cb_context(conn: sqlite3.Connection, pnl_pct: float, market: str = "KR") -> None:
|
def _seed_cb_context(conn: sqlite3.Connection, pnl_pct: float, market: str = "KR") -> None:
|
||||||
import json as _json
|
import json as _json
|
||||||
|
|
||||||
conn.execute(
|
conn.execute(
|
||||||
"INSERT OR REPLACE INTO system_metrics (key, value, updated_at) VALUES (?, ?, ?)",
|
"INSERT OR REPLACE INTO system_metrics (key, value, updated_at) VALUES (?, ?, ?)",
|
||||||
(
|
(
|
||||||
|
|||||||
@@ -79,7 +79,7 @@ class TestNewsAPI:
|
|||||||
# Mock the fetch to avoid real API call
|
# Mock the fetch to avoid real API call
|
||||||
with patch.object(api, "_fetch_news", new_callable=AsyncMock) as mock_fetch:
|
with patch.object(api, "_fetch_news", new_callable=AsyncMock) as mock_fetch:
|
||||||
mock_fetch.return_value = None
|
mock_fetch.return_value = None
|
||||||
result = await api.get_news_sentiment("AAPL")
|
await api.get_news_sentiment("AAPL")
|
||||||
|
|
||||||
# Should have attempted refetch since cache expired
|
# Should have attempted refetch since cache expired
|
||||||
mock_fetch.assert_called_once_with("AAPL")
|
mock_fetch.assert_called_once_with("AAPL")
|
||||||
@@ -111,9 +111,7 @@ class TestNewsAPI:
|
|||||||
"source": "Reuters",
|
"source": "Reuters",
|
||||||
"time_published": "2026-02-04T10:00:00",
|
"time_published": "2026-02-04T10:00:00",
|
||||||
"url": "https://example.com/1",
|
"url": "https://example.com/1",
|
||||||
"ticker_sentiment": [
|
"ticker_sentiment": [{"ticker": "AAPL", "ticker_sentiment_score": "0.85"}],
|
||||||
{"ticker": "AAPL", "ticker_sentiment_score": "0.85"}
|
|
||||||
],
|
|
||||||
"overall_sentiment_score": "0.75",
|
"overall_sentiment_score": "0.75",
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -122,9 +120,7 @@ class TestNewsAPI:
|
|||||||
"source": "Bloomberg",
|
"source": "Bloomberg",
|
||||||
"time_published": "2026-02-04T09:00:00",
|
"time_published": "2026-02-04T09:00:00",
|
||||||
"url": "https://example.com/2",
|
"url": "https://example.com/2",
|
||||||
"ticker_sentiment": [
|
"ticker_sentiment": [{"ticker": "AAPL", "ticker_sentiment_score": "-0.3"}],
|
||||||
{"ticker": "AAPL", "ticker_sentiment_score": "-0.3"}
|
|
||||||
],
|
|
||||||
"overall_sentiment_score": "-0.2",
|
"overall_sentiment_score": "-0.2",
|
||||||
},
|
},
|
||||||
]
|
]
|
||||||
@@ -661,7 +657,9 @@ class TestGeminiClientWithExternalData:
|
|||||||
)
|
)
|
||||||
|
|
||||||
# Mock the Gemini API call
|
# Mock the Gemini API call
|
||||||
with patch.object(client._client.aio.models, "generate_content", new_callable=AsyncMock) as mock_gen:
|
with patch.object(
|
||||||
|
client._client.aio.models, "generate_content", new_callable=AsyncMock
|
||||||
|
) as mock_gen:
|
||||||
mock_response = MagicMock()
|
mock_response = MagicMock()
|
||||||
mock_response.text = '{"action": "BUY", "confidence": 85, "rationale": "Good news"}'
|
mock_response.text = '{"action": "BUY", "confidence": 85, "rationale": "Good news"}'
|
||||||
mock_gen.return_value = mock_response
|
mock_gen.return_value = mock_response
|
||||||
|
|||||||
@@ -1,7 +1,7 @@
|
|||||||
"""Tests for database helper functions."""
|
"""Tests for database helper functions."""
|
||||||
|
|
||||||
import tempfile
|
|
||||||
import os
|
import os
|
||||||
|
import tempfile
|
||||||
|
|
||||||
from src.db import get_latest_buy_trade, get_open_position, init_db, log_trade
|
from src.db import get_latest_buy_trade, get_open_position, init_db, log_trade
|
||||||
|
|
||||||
@@ -204,7 +204,8 @@ def test_mode_migration_adds_column_to_existing_db() -> None:
|
|||||||
assert "strategy_pnl" in columns
|
assert "strategy_pnl" in columns
|
||||||
assert "fx_pnl" in columns
|
assert "fx_pnl" in columns
|
||||||
migrated = conn.execute(
|
migrated = conn.execute(
|
||||||
"SELECT pnl, strategy_pnl, fx_pnl, session_id FROM trades WHERE stock_code='AAPL' LIMIT 1"
|
"SELECT pnl, strategy_pnl, fx_pnl, session_id "
|
||||||
|
"FROM trades WHERE stock_code='AAPL' LIMIT 1"
|
||||||
).fetchone()
|
).fetchone()
|
||||||
assert migrated is not None
|
assert migrated is not None
|
||||||
assert migrated[0] == 123.45
|
assert migrated[0] == 123.45
|
||||||
@@ -407,9 +408,7 @@ def test_decision_logs_session_id_migration_backfills_unknown() -> None:
|
|||||||
conn = init_db(db_path)
|
conn = init_db(db_path)
|
||||||
columns = {row[1] for row in conn.execute("PRAGMA table_info(decision_logs)").fetchall()}
|
columns = {row[1] for row in conn.execute("PRAGMA table_info(decision_logs)").fetchall()}
|
||||||
assert "session_id" in columns
|
assert "session_id" in columns
|
||||||
row = conn.execute(
|
row = conn.execute("SELECT session_id FROM decision_logs WHERE decision_id='d1'").fetchone()
|
||||||
"SELECT session_id FROM decision_logs WHERE decision_id='d1'"
|
|
||||||
).fetchone()
|
|
||||||
assert row is not None
|
assert row is not None
|
||||||
assert row[0] == "UNKNOWN"
|
assert row[0] == "UNKNOWN"
|
||||||
conn.close()
|
conn.close()
|
||||||
|
|||||||
@@ -49,7 +49,10 @@ def test_log_decision_creates_record(logger: DecisionLogger, db_conn: sqlite3.Co
|
|||||||
|
|
||||||
# Verify record exists in database
|
# Verify record exists in database
|
||||||
cursor = db_conn.execute(
|
cursor = db_conn.execute(
|
||||||
"SELECT decision_id, action, confidence, session_id FROM decision_logs WHERE decision_id = ?",
|
(
|
||||||
|
"SELECT decision_id, action, confidence, session_id "
|
||||||
|
"FROM decision_logs WHERE decision_id = ?"
|
||||||
|
),
|
||||||
(decision_id,),
|
(decision_id,),
|
||||||
)
|
)
|
||||||
row = cursor.fetchone()
|
row = cursor.fetchone()
|
||||||
|
|||||||
@@ -208,7 +208,9 @@ def test_identify_failure_patterns_empty(optimizer: EvolutionOptimizer) -> None:
|
|||||||
|
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_generate_strategy_creates_file(optimizer: EvolutionOptimizer, tmp_path: Path) -> None:
|
async def test_generate_strategy_creates_file(
|
||||||
|
optimizer: EvolutionOptimizer, tmp_path: Path
|
||||||
|
) -> None:
|
||||||
"""Test that generate_strategy creates a strategy file."""
|
"""Test that generate_strategy creates a strategy file."""
|
||||||
failures = [
|
failures = [
|
||||||
{
|
{
|
||||||
@@ -234,7 +236,9 @@ async def test_generate_strategy_creates_file(optimizer: EvolutionOptimizer, tmp
|
|||||||
return {"action": "HOLD", "confidence": 50, "rationale": "Waiting"}
|
return {"action": "HOLD", "confidence": 50, "rationale": "Waiting"}
|
||||||
"""
|
"""
|
||||||
|
|
||||||
with patch.object(optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)):
|
with patch.object(
|
||||||
|
optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)
|
||||||
|
):
|
||||||
with patch("src.evolution.optimizer.STRATEGIES_DIR", tmp_path):
|
with patch("src.evolution.optimizer.STRATEGIES_DIR", tmp_path):
|
||||||
strategy_path = await optimizer.generate_strategy(failures)
|
strategy_path = await optimizer.generate_strategy(failures)
|
||||||
|
|
||||||
@@ -247,7 +251,8 @@ async def test_generate_strategy_creates_file(optimizer: EvolutionOptimizer, tmp
|
|||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_generate_strategy_saves_valid_python_code(
|
async def test_generate_strategy_saves_valid_python_code(
|
||||||
optimizer: EvolutionOptimizer, tmp_path: Path,
|
optimizer: EvolutionOptimizer,
|
||||||
|
tmp_path: Path,
|
||||||
) -> None:
|
) -> None:
|
||||||
"""Test that syntactically valid generated code is saved."""
|
"""Test that syntactically valid generated code is saved."""
|
||||||
failures = [{"decision_id": "1", "timestamp": "2024-01-15T09:30:00+00:00"}]
|
failures = [{"decision_id": "1", "timestamp": "2024-01-15T09:30:00+00:00"}]
|
||||||
@@ -255,12 +260,14 @@ async def test_generate_strategy_saves_valid_python_code(
|
|||||||
mock_response = Mock()
|
mock_response = Mock()
|
||||||
mock_response.text = (
|
mock_response.text = (
|
||||||
'price = market_data.get("current_price", 0)\n'
|
'price = market_data.get("current_price", 0)\n'
|
||||||
'if price > 0:\n'
|
"if price > 0:\n"
|
||||||
' return {"action": "BUY", "confidence": 80, "rationale": "Positive price"}\n'
|
' return {"action": "BUY", "confidence": 80, "rationale": "Positive price"}\n'
|
||||||
'return {"action": "HOLD", "confidence": 50, "rationale": "No signal"}\n'
|
'return {"action": "HOLD", "confidence": 50, "rationale": "No signal"}\n'
|
||||||
)
|
)
|
||||||
|
|
||||||
with patch.object(optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)):
|
with patch.object(
|
||||||
|
optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)
|
||||||
|
):
|
||||||
with patch("src.evolution.optimizer.STRATEGIES_DIR", tmp_path):
|
with patch("src.evolution.optimizer.STRATEGIES_DIR", tmp_path):
|
||||||
strategy_path = await optimizer.generate_strategy(failures)
|
strategy_path = await optimizer.generate_strategy(failures)
|
||||||
|
|
||||||
@@ -270,7 +277,9 @@ async def test_generate_strategy_saves_valid_python_code(
|
|||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_generate_strategy_blocks_invalid_python_code(
|
async def test_generate_strategy_blocks_invalid_python_code(
|
||||||
optimizer: EvolutionOptimizer, tmp_path: Path, caplog: pytest.LogCaptureFixture,
|
optimizer: EvolutionOptimizer,
|
||||||
|
tmp_path: Path,
|
||||||
|
caplog: pytest.LogCaptureFixture,
|
||||||
) -> None:
|
) -> None:
|
||||||
"""Test that syntactically invalid generated code is not saved."""
|
"""Test that syntactically invalid generated code is not saved."""
|
||||||
failures = [{"decision_id": "1", "timestamp": "2024-01-15T09:30:00+00:00"}]
|
failures = [{"decision_id": "1", "timestamp": "2024-01-15T09:30:00+00:00"}]
|
||||||
@@ -281,7 +290,9 @@ async def test_generate_strategy_blocks_invalid_python_code(
|
|||||||
' return {"action": "BUY", "confidence": 80, "rationale": "broken"}\n'
|
' return {"action": "BUY", "confidence": 80, "rationale": "broken"}\n'
|
||||||
)
|
)
|
||||||
|
|
||||||
with patch.object(optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)):
|
with patch.object(
|
||||||
|
optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)
|
||||||
|
):
|
||||||
with patch("src.evolution.optimizer.STRATEGIES_DIR", tmp_path):
|
with patch("src.evolution.optimizer.STRATEGIES_DIR", tmp_path):
|
||||||
with caplog.at_level("WARNING"):
|
with caplog.at_level("WARNING"):
|
||||||
strategy_path = await optimizer.generate_strategy(failures)
|
strategy_path = await optimizer.generate_strategy(failures)
|
||||||
@@ -310,6 +321,7 @@ def test_get_performance_summary() -> None:
|
|||||||
"""Test getting performance summary from trades table."""
|
"""Test getting performance summary from trades table."""
|
||||||
# Create a temporary database with trades
|
# Create a temporary database with trades
|
||||||
import tempfile
|
import tempfile
|
||||||
|
|
||||||
with tempfile.NamedTemporaryFile(suffix=".db", delete=False) as tmp:
|
with tempfile.NamedTemporaryFile(suffix=".db", delete=False) as tmp:
|
||||||
tmp_path = tmp.name
|
tmp_path = tmp.name
|
||||||
|
|
||||||
@@ -604,7 +616,9 @@ def test_calculate_improvement_trend_declining(performance_tracker: PerformanceT
|
|||||||
assert trend["pnl_change"] == -250.0
|
assert trend["pnl_change"] == -250.0
|
||||||
|
|
||||||
|
|
||||||
def test_calculate_improvement_trend_insufficient_data(performance_tracker: PerformanceTracker) -> None:
|
def test_calculate_improvement_trend_insufficient_data(
|
||||||
|
performance_tracker: PerformanceTracker,
|
||||||
|
) -> None:
|
||||||
"""Test improvement trend with insufficient data."""
|
"""Test improvement trend with insufficient data."""
|
||||||
metrics = [
|
metrics = [
|
||||||
StrategyMetrics(
|
StrategyMetrics(
|
||||||
@@ -718,7 +732,9 @@ async def test_full_evolution_pipeline(optimizer: EvolutionOptimizer, tmp_path:
|
|||||||
mock_response = Mock()
|
mock_response = Mock()
|
||||||
mock_response.text = 'return {"action": "HOLD", "confidence": 50, "rationale": "Test"}'
|
mock_response.text = 'return {"action": "HOLD", "confidence": 50, "rationale": "Test"}'
|
||||||
|
|
||||||
with patch.object(optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)):
|
with patch.object(
|
||||||
|
optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)
|
||||||
|
):
|
||||||
with patch("src.evolution.optimizer.STRATEGIES_DIR", tmp_path):
|
with patch("src.evolution.optimizer.STRATEGIES_DIR", tmp_path):
|
||||||
with patch("subprocess.run") as mock_run:
|
with patch("subprocess.run") as mock_run:
|
||||||
mock_run.return_value = Mock(returncode=0, stdout="", stderr="")
|
mock_run.return_value = Mock(returncode=0, stdout="", stderr="")
|
||||||
|
|||||||
@@ -103,9 +103,7 @@ class TestSetupLogging:
|
|||||||
"""setup_logging must attach a JSON handler to the root logger."""
|
"""setup_logging must attach a JSON handler to the root logger."""
|
||||||
setup_logging(level=logging.DEBUG)
|
setup_logging(level=logging.DEBUG)
|
||||||
root = logging.getLogger()
|
root = logging.getLogger()
|
||||||
json_handlers = [
|
json_handlers = [h for h in root.handlers if isinstance(h.formatter, JSONFormatter)]
|
||||||
h for h in root.handlers if isinstance(h.formatter, JSONFormatter)
|
|
||||||
]
|
|
||||||
assert len(json_handlers) == 1
|
assert len(json_handlers) == 1
|
||||||
assert root.level == logging.DEBUG
|
assert root.level == logging.DEBUG
|
||||||
|
|
||||||
|
|||||||
File diff suppressed because it is too large
Load Diff
@@ -173,9 +173,7 @@ class TestGetNextMarketOpen:
|
|||||||
"""Should find next Monday opening when called on weekend."""
|
"""Should find next Monday opening when called on weekend."""
|
||||||
# Saturday 2026-02-07 12:00 UTC
|
# Saturday 2026-02-07 12:00 UTC
|
||||||
test_time = datetime(2026, 2, 7, 12, 0, tzinfo=ZoneInfo("UTC"))
|
test_time = datetime(2026, 2, 7, 12, 0, tzinfo=ZoneInfo("UTC"))
|
||||||
market, open_time = get_next_market_open(
|
market, open_time = get_next_market_open(enabled_markets=["KR"], now=test_time)
|
||||||
enabled_markets=["KR"], now=test_time
|
|
||||||
)
|
|
||||||
assert market.code == "KR"
|
assert market.code == "KR"
|
||||||
# Monday 2026-02-09 09:00 KST
|
# Monday 2026-02-09 09:00 KST
|
||||||
expected = datetime(2026, 2, 9, 9, 0, tzinfo=ZoneInfo("Asia/Seoul"))
|
expected = datetime(2026, 2, 9, 9, 0, tzinfo=ZoneInfo("Asia/Seoul"))
|
||||||
@@ -185,9 +183,7 @@ class TestGetNextMarketOpen:
|
|||||||
"""Should find next day opening when called after market close."""
|
"""Should find next day opening when called after market close."""
|
||||||
# Monday 2026-02-02 16:00 KST (after close)
|
# Monday 2026-02-02 16:00 KST (after close)
|
||||||
test_time = datetime(2026, 2, 2, 16, 0, tzinfo=ZoneInfo("Asia/Seoul"))
|
test_time = datetime(2026, 2, 2, 16, 0, tzinfo=ZoneInfo("Asia/Seoul"))
|
||||||
market, open_time = get_next_market_open(
|
market, open_time = get_next_market_open(enabled_markets=["KR"], now=test_time)
|
||||||
enabled_markets=["KR"], now=test_time
|
|
||||||
)
|
|
||||||
assert market.code == "KR"
|
assert market.code == "KR"
|
||||||
# Tuesday 2026-02-03 09:00 KST
|
# Tuesday 2026-02-03 09:00 KST
|
||||||
expected = datetime(2026, 2, 3, 9, 0, tzinfo=ZoneInfo("Asia/Seoul"))
|
expected = datetime(2026, 2, 3, 9, 0, tzinfo=ZoneInfo("Asia/Seoul"))
|
||||||
@@ -197,9 +193,7 @@ class TestGetNextMarketOpen:
|
|||||||
"""Should find earliest opening market among multiple."""
|
"""Should find earliest opening market among multiple."""
|
||||||
# Saturday 2026-02-07 12:00 UTC
|
# Saturday 2026-02-07 12:00 UTC
|
||||||
test_time = datetime(2026, 2, 7, 12, 0, tzinfo=ZoneInfo("UTC"))
|
test_time = datetime(2026, 2, 7, 12, 0, tzinfo=ZoneInfo("UTC"))
|
||||||
market, open_time = get_next_market_open(
|
market, open_time = get_next_market_open(enabled_markets=["KR", "US_NASDAQ"], now=test_time)
|
||||||
enabled_markets=["KR", "US_NASDAQ"], now=test_time
|
|
||||||
)
|
|
||||||
# Monday 2026-02-09: KR opens at 09:00 KST = 00:00 UTC
|
# Monday 2026-02-09: KR opens at 09:00 KST = 00:00 UTC
|
||||||
# Monday 2026-02-09: US opens at 09:30 EST = 14:30 UTC
|
# Monday 2026-02-09: US opens at 09:30 EST = 14:30 UTC
|
||||||
# KR opens first
|
# KR opens first
|
||||||
@@ -214,9 +208,7 @@ class TestGetNextMarketOpen:
|
|||||||
def test_get_next_market_open_invalid_market(self) -> None:
|
def test_get_next_market_open_invalid_market(self) -> None:
|
||||||
"""Should skip invalid market codes."""
|
"""Should skip invalid market codes."""
|
||||||
test_time = datetime(2026, 2, 7, 12, 0, tzinfo=ZoneInfo("UTC"))
|
test_time = datetime(2026, 2, 7, 12, 0, tzinfo=ZoneInfo("UTC"))
|
||||||
market, _ = get_next_market_open(
|
market, _ = get_next_market_open(enabled_markets=["INVALID", "KR"], now=test_time)
|
||||||
enabled_markets=["INVALID", "KR"], now=test_time
|
|
||||||
)
|
|
||||||
assert market.code == "KR"
|
assert market.code == "KR"
|
||||||
|
|
||||||
def test_get_next_market_open_prefers_extended_session(self) -> None:
|
def test_get_next_market_open_prefers_extended_session(self) -> None:
|
||||||
|
|||||||
@@ -8,7 +8,7 @@ import aiohttp
|
|||||||
import pytest
|
import pytest
|
||||||
|
|
||||||
from src.broker.kis_api import KISBroker
|
from src.broker.kis_api import KISBroker
|
||||||
from src.broker.overseas import OverseasBroker, _PRICE_EXCHANGE_MAP, _RANKING_EXCHANGE_MAP
|
from src.broker.overseas import _PRICE_EXCHANGE_MAP, _RANKING_EXCHANGE_MAP, OverseasBroker
|
||||||
from src.config import Settings
|
from src.config import Settings
|
||||||
|
|
||||||
|
|
||||||
@@ -85,25 +85,27 @@ class TestConfigDefaults:
|
|||||||
assert mock_settings.OVERSEAS_RANKING_VOLUME_TR_ID == "HHDFS76270000"
|
assert mock_settings.OVERSEAS_RANKING_VOLUME_TR_ID == "HHDFS76270000"
|
||||||
|
|
||||||
def test_fluct_path(self, mock_settings: Settings) -> None:
|
def test_fluct_path(self, mock_settings: Settings) -> None:
|
||||||
assert mock_settings.OVERSEAS_RANKING_FLUCT_PATH == "/uapi/overseas-stock/v1/ranking/updown-rate"
|
assert (
|
||||||
|
mock_settings.OVERSEAS_RANKING_FLUCT_PATH
|
||||||
|
== "/uapi/overseas-stock/v1/ranking/updown-rate"
|
||||||
|
)
|
||||||
|
|
||||||
def test_volume_path(self, mock_settings: Settings) -> None:
|
def test_volume_path(self, mock_settings: Settings) -> None:
|
||||||
assert mock_settings.OVERSEAS_RANKING_VOLUME_PATH == "/uapi/overseas-stock/v1/ranking/volume-surge"
|
assert (
|
||||||
|
mock_settings.OVERSEAS_RANKING_VOLUME_PATH
|
||||||
|
== "/uapi/overseas-stock/v1/ranking/volume-surge"
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
class TestFetchOverseasRankings:
|
class TestFetchOverseasRankings:
|
||||||
"""Test fetch_overseas_rankings method."""
|
"""Test fetch_overseas_rankings method."""
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_fluctuation_uses_correct_params(
|
async def test_fluctuation_uses_correct_params(self, overseas_broker: OverseasBroker) -> None:
|
||||||
self, overseas_broker: OverseasBroker
|
|
||||||
) -> None:
|
|
||||||
"""Fluctuation ranking should use HHDFS76290000, updown-rate path, and correct params."""
|
"""Fluctuation ranking should use HHDFS76290000, updown-rate path, and correct params."""
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 200
|
mock_resp.status = 200
|
||||||
mock_resp.json = AsyncMock(
|
mock_resp.json = AsyncMock(return_value={"output": [{"symb": "AAPL", "name": "Apple"}]})
|
||||||
return_value={"output": [{"symb": "AAPL", "name": "Apple"}]}
|
|
||||||
)
|
|
||||||
|
|
||||||
mock_session = MagicMock()
|
mock_session = MagicMock()
|
||||||
mock_session.get = MagicMock(return_value=_make_async_cm(mock_resp))
|
mock_session.get = MagicMock(return_value=_make_async_cm(mock_resp))
|
||||||
@@ -132,15 +134,11 @@ class TestFetchOverseasRankings:
|
|||||||
overseas_broker._broker._auth_headers.assert_called_with("HHDFS76290000")
|
overseas_broker._broker._auth_headers.assert_called_with("HHDFS76290000")
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_volume_uses_correct_params(
|
async def test_volume_uses_correct_params(self, overseas_broker: OverseasBroker) -> None:
|
||||||
self, overseas_broker: OverseasBroker
|
|
||||||
) -> None:
|
|
||||||
"""Volume ranking should use HHDFS76270000, volume-surge path, and correct params."""
|
"""Volume ranking should use HHDFS76270000, volume-surge path, and correct params."""
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 200
|
mock_resp.status = 200
|
||||||
mock_resp.json = AsyncMock(
|
mock_resp.json = AsyncMock(return_value={"output": [{"symb": "TSLA", "name": "Tesla"}]})
|
||||||
return_value={"output": [{"symb": "TSLA", "name": "Tesla"}]}
|
|
||||||
)
|
|
||||||
|
|
||||||
mock_session = MagicMock()
|
mock_session = MagicMock()
|
||||||
mock_session.get = MagicMock(return_value=_make_async_cm(mock_resp))
|
mock_session.get = MagicMock(return_value=_make_async_cm(mock_resp))
|
||||||
@@ -169,9 +167,7 @@ class TestFetchOverseasRankings:
|
|||||||
overseas_broker._broker._auth_headers.assert_called_with("HHDFS76270000")
|
overseas_broker._broker._auth_headers.assert_called_with("HHDFS76270000")
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_404_returns_empty_list(
|
async def test_404_returns_empty_list(self, overseas_broker: OverseasBroker) -> None:
|
||||||
self, overseas_broker: OverseasBroker
|
|
||||||
) -> None:
|
|
||||||
"""HTTP 404 should return empty list (fallback) instead of raising."""
|
"""HTTP 404 should return empty list (fallback) instead of raising."""
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 404
|
mock_resp.status = 404
|
||||||
@@ -186,9 +182,7 @@ class TestFetchOverseasRankings:
|
|||||||
assert result == []
|
assert result == []
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_non_404_error_raises(
|
async def test_non_404_error_raises(self, overseas_broker: OverseasBroker) -> None:
|
||||||
self, overseas_broker: OverseasBroker
|
|
||||||
) -> None:
|
|
||||||
"""Non-404 HTTP errors should raise ConnectionError."""
|
"""Non-404 HTTP errors should raise ConnectionError."""
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 500
|
mock_resp.status = 500
|
||||||
@@ -203,9 +197,7 @@ class TestFetchOverseasRankings:
|
|||||||
await overseas_broker.fetch_overseas_rankings("NASD")
|
await overseas_broker.fetch_overseas_rankings("NASD")
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_empty_response_returns_empty(
|
async def test_empty_response_returns_empty(self, overseas_broker: OverseasBroker) -> None:
|
||||||
self, overseas_broker: OverseasBroker
|
|
||||||
) -> None:
|
|
||||||
"""Empty output in response should return empty list."""
|
"""Empty output in response should return empty list."""
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 200
|
mock_resp.status = 200
|
||||||
@@ -220,18 +212,14 @@ class TestFetchOverseasRankings:
|
|||||||
assert result == []
|
assert result == []
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_ranking_disabled_returns_empty(
|
async def test_ranking_disabled_returns_empty(self, overseas_broker: OverseasBroker) -> None:
|
||||||
self, overseas_broker: OverseasBroker
|
|
||||||
) -> None:
|
|
||||||
"""When OVERSEAS_RANKING_ENABLED=False, should return empty immediately."""
|
"""When OVERSEAS_RANKING_ENABLED=False, should return empty immediately."""
|
||||||
overseas_broker._broker._settings.OVERSEAS_RANKING_ENABLED = False
|
overseas_broker._broker._settings.OVERSEAS_RANKING_ENABLED = False
|
||||||
result = await overseas_broker.fetch_overseas_rankings("NASD")
|
result = await overseas_broker.fetch_overseas_rankings("NASD")
|
||||||
assert result == []
|
assert result == []
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_limit_truncates_results(
|
async def test_limit_truncates_results(self, overseas_broker: OverseasBroker) -> None:
|
||||||
self, overseas_broker: OverseasBroker
|
|
||||||
) -> None:
|
|
||||||
"""Results should be truncated to the specified limit."""
|
"""Results should be truncated to the specified limit."""
|
||||||
rows = [{"symb": f"SYM{i}"} for i in range(20)]
|
rows = [{"symb": f"SYM{i}"} for i in range(20)]
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
@@ -247,9 +235,7 @@ class TestFetchOverseasRankings:
|
|||||||
assert len(result) == 5
|
assert len(result) == 5
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_network_error_raises(
|
async def test_network_error_raises(self, overseas_broker: OverseasBroker) -> None:
|
||||||
self, overseas_broker: OverseasBroker
|
|
||||||
) -> None:
|
|
||||||
"""Network errors should raise ConnectionError."""
|
"""Network errors should raise ConnectionError."""
|
||||||
cm = MagicMock()
|
cm = MagicMock()
|
||||||
cm.__aenter__ = AsyncMock(side_effect=aiohttp.ClientError("timeout"))
|
cm.__aenter__ = AsyncMock(side_effect=aiohttp.ClientError("timeout"))
|
||||||
@@ -264,9 +250,7 @@ class TestFetchOverseasRankings:
|
|||||||
await overseas_broker.fetch_overseas_rankings("NASD")
|
await overseas_broker.fetch_overseas_rankings("NASD")
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_exchange_code_mapping_applied(
|
async def test_exchange_code_mapping_applied(self, overseas_broker: OverseasBroker) -> None:
|
||||||
self, overseas_broker: OverseasBroker
|
|
||||||
) -> None:
|
|
||||||
"""All major exchanges should use mapped codes in API params."""
|
"""All major exchanges should use mapped codes in API params."""
|
||||||
for original, mapped in [("NASD", "NAS"), ("NYSE", "NYS"), ("AMEX", "AMS")]:
|
for original, mapped in [("NASD", "NAS"), ("NYSE", "NYS"), ("AMEX", "AMS")]:
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
@@ -298,7 +282,9 @@ class TestGetOverseasPrice:
|
|||||||
mock_session.get = MagicMock(return_value=_make_async_cm(mock_resp))
|
mock_session.get = MagicMock(return_value=_make_async_cm(mock_resp))
|
||||||
|
|
||||||
_setup_broker_mocks(overseas_broker, mock_session)
|
_setup_broker_mocks(overseas_broker, mock_session)
|
||||||
overseas_broker._broker._auth_headers = AsyncMock(return_value={"authorization": "Bearer t"})
|
overseas_broker._broker._auth_headers = AsyncMock(
|
||||||
|
return_value={"authorization": "Bearer t"}
|
||||||
|
)
|
||||||
|
|
||||||
result = await overseas_broker.get_overseas_price("NASD", "AAPL")
|
result = await overseas_broker.get_overseas_price("NASD", "AAPL")
|
||||||
assert result["output"]["last"] == "150.00"
|
assert result["output"]["last"] == "150.00"
|
||||||
@@ -530,11 +516,14 @@ class TestPriceExchangeMap:
|
|||||||
def test_price_map_equals_ranking_map(self) -> None:
|
def test_price_map_equals_ranking_map(self) -> None:
|
||||||
assert _PRICE_EXCHANGE_MAP is _RANKING_EXCHANGE_MAP
|
assert _PRICE_EXCHANGE_MAP is _RANKING_EXCHANGE_MAP
|
||||||
|
|
||||||
@pytest.mark.parametrize("original,expected", [
|
@pytest.mark.parametrize(
|
||||||
("NASD", "NAS"),
|
"original,expected",
|
||||||
("NYSE", "NYS"),
|
[
|
||||||
("AMEX", "AMS"),
|
("NASD", "NAS"),
|
||||||
])
|
("NYSE", "NYS"),
|
||||||
|
("AMEX", "AMS"),
|
||||||
|
],
|
||||||
|
)
|
||||||
def test_us_exchange_code_mapping(self, original: str, expected: str) -> None:
|
def test_us_exchange_code_mapping(self, original: str, expected: str) -> None:
|
||||||
assert _PRICE_EXCHANGE_MAP[original] == expected
|
assert _PRICE_EXCHANGE_MAP[original] == expected
|
||||||
|
|
||||||
@@ -574,9 +563,7 @@ class TestOrderRtCdCheck:
|
|||||||
return OverseasBroker(broker)
|
return OverseasBroker(broker)
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_success_rt_cd_returns_data(
|
async def test_success_rt_cd_returns_data(self, overseas_broker: OverseasBroker) -> None:
|
||||||
self, overseas_broker: OverseasBroker
|
|
||||||
) -> None:
|
|
||||||
"""rt_cd='0' → order accepted, data returned."""
|
"""rt_cd='0' → order accepted, data returned."""
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 200
|
mock_resp.status = 200
|
||||||
@@ -590,9 +577,7 @@ class TestOrderRtCdCheck:
|
|||||||
assert result["rt_cd"] == "0"
|
assert result["rt_cd"] == "0"
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_error_rt_cd_returns_data_with_msg(
|
async def test_error_rt_cd_returns_data_with_msg(self, overseas_broker: OverseasBroker) -> None:
|
||||||
self, overseas_broker: OverseasBroker
|
|
||||||
) -> None:
|
|
||||||
"""rt_cd != '0' → order rejected, data still returned (caller checks rt_cd)."""
|
"""rt_cd != '0' → order rejected, data still returned (caller checks rt_cd)."""
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 200
|
mock_resp.status = 200
|
||||||
@@ -623,6 +608,7 @@ class TestPaperOverseasCash:
|
|||||||
|
|
||||||
def test_env_override(self) -> None:
|
def test_env_override(self) -> None:
|
||||||
import os
|
import os
|
||||||
|
|
||||||
os.environ["PAPER_OVERSEAS_CASH"] = "25000"
|
os.environ["PAPER_OVERSEAS_CASH"] = "25000"
|
||||||
settings = Settings(
|
settings = Settings(
|
||||||
KIS_APP_KEY="k",
|
KIS_APP_KEY="k",
|
||||||
@@ -635,6 +621,7 @@ class TestPaperOverseasCash:
|
|||||||
|
|
||||||
def test_zero_disables_fallback(self) -> None:
|
def test_zero_disables_fallback(self) -> None:
|
||||||
import os
|
import os
|
||||||
|
|
||||||
os.environ["PAPER_OVERSEAS_CASH"] = "0"
|
os.environ["PAPER_OVERSEAS_CASH"] = "0"
|
||||||
settings = Settings(
|
settings = Settings(
|
||||||
KIS_APP_KEY="k",
|
KIS_APP_KEY="k",
|
||||||
@@ -822,9 +809,7 @@ class TestGetOverseasPendingOrders:
|
|||||||
"""Tests for get_overseas_pending_orders method."""
|
"""Tests for get_overseas_pending_orders method."""
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_paper_mode_returns_empty(
|
async def test_paper_mode_returns_empty(self, overseas_broker: OverseasBroker) -> None:
|
||||||
self, overseas_broker: OverseasBroker
|
|
||||||
) -> None:
|
|
||||||
"""Paper mode should immediately return [] without any API call."""
|
"""Paper mode should immediately return [] without any API call."""
|
||||||
# Default mock_settings has MODE="paper"
|
# Default mock_settings has MODE="paper"
|
||||||
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
||||||
@@ -855,9 +840,7 @@ class TestGetOverseasPendingOrders:
|
|||||||
|
|
||||||
overseas_broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
overseas_broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
||||||
|
|
||||||
pending_orders = [
|
pending_orders = [{"odno": "001", "pdno": "AAPL", "sll_buy_dvsn_cd": "02", "nccs_qty": "5"}]
|
||||||
{"odno": "001", "pdno": "AAPL", "sll_buy_dvsn_cd": "02", "nccs_qty": "5"}
|
|
||||||
]
|
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 200
|
mock_resp.status = 200
|
||||||
mock_resp.json = AsyncMock(return_value={"output": pending_orders})
|
mock_resp.json = AsyncMock(return_value={"output": pending_orders})
|
||||||
@@ -879,9 +862,7 @@ class TestGetOverseasPendingOrders:
|
|||||||
assert captured_params[0]["OVRS_EXCG_CD"] == "NASD"
|
assert captured_params[0]["OVRS_EXCG_CD"] == "NASD"
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_live_mode_connection_error(
|
async def test_live_mode_connection_error(self, overseas_broker: OverseasBroker) -> None:
|
||||||
self, overseas_broker: OverseasBroker
|
|
||||||
) -> None:
|
|
||||||
"""Network error in live mode should raise ConnectionError."""
|
"""Network error in live mode should raise ConnectionError."""
|
||||||
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
||||||
update={"MODE": "live"}
|
update={"MODE": "live"}
|
||||||
@@ -926,55 +907,41 @@ class TestCancelOverseasOrder:
|
|||||||
return captured_tr_ids, mock_session
|
return captured_tr_ids, mock_session
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_us_live_uses_tttt1004u(
|
async def test_us_live_uses_tttt1004u(self, overseas_broker: OverseasBroker) -> None:
|
||||||
self, overseas_broker: OverseasBroker
|
|
||||||
) -> None:
|
|
||||||
"""US exchange in live mode should use TTTT1004U."""
|
"""US exchange in live mode should use TTTT1004U."""
|
||||||
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
||||||
update={"MODE": "live"}
|
update={"MODE": "live"}
|
||||||
)
|
)
|
||||||
captured, _ = self._setup_cancel_mocks(
|
captured, _ = self._setup_cancel_mocks(overseas_broker, {"rt_cd": "0", "msg1": "OK"})
|
||||||
overseas_broker, {"rt_cd": "0", "msg1": "OK"}
|
|
||||||
)
|
|
||||||
|
|
||||||
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD001", 5)
|
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD001", 5)
|
||||||
|
|
||||||
assert "TTTT1004U" in captured
|
assert "TTTT1004U" in captured
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_us_paper_uses_vttt1004u(
|
async def test_us_paper_uses_vttt1004u(self, overseas_broker: OverseasBroker) -> None:
|
||||||
self, overseas_broker: OverseasBroker
|
|
||||||
) -> None:
|
|
||||||
"""US exchange in paper mode should use VTTT1004U."""
|
"""US exchange in paper mode should use VTTT1004U."""
|
||||||
# Default mock_settings has MODE="paper"
|
# Default mock_settings has MODE="paper"
|
||||||
captured, _ = self._setup_cancel_mocks(
|
captured, _ = self._setup_cancel_mocks(overseas_broker, {"rt_cd": "0", "msg1": "OK"})
|
||||||
overseas_broker, {"rt_cd": "0", "msg1": "OK"}
|
|
||||||
)
|
|
||||||
|
|
||||||
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD001", 5)
|
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD001", 5)
|
||||||
|
|
||||||
assert "VTTT1004U" in captured
|
assert "VTTT1004U" in captured
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_hk_live_uses_ttts1003u(
|
async def test_hk_live_uses_ttts1003u(self, overseas_broker: OverseasBroker) -> None:
|
||||||
self, overseas_broker: OverseasBroker
|
|
||||||
) -> None:
|
|
||||||
"""SEHK exchange in live mode should use TTTS1003U."""
|
"""SEHK exchange in live mode should use TTTS1003U."""
|
||||||
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
||||||
update={"MODE": "live"}
|
update={"MODE": "live"}
|
||||||
)
|
)
|
||||||
captured, _ = self._setup_cancel_mocks(
|
captured, _ = self._setup_cancel_mocks(overseas_broker, {"rt_cd": "0", "msg1": "OK"})
|
||||||
overseas_broker, {"rt_cd": "0", "msg1": "OK"}
|
|
||||||
)
|
|
||||||
|
|
||||||
await overseas_broker.cancel_overseas_order("SEHK", "0700", "ORD002", 10)
|
await overseas_broker.cancel_overseas_order("SEHK", "0700", "ORD002", 10)
|
||||||
|
|
||||||
assert "TTTS1003U" in captured
|
assert "TTTS1003U" in captured
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_cancel_sets_rvse_cncl_dvsn_cd_02(
|
async def test_cancel_sets_rvse_cncl_dvsn_cd_02(self, overseas_broker: OverseasBroker) -> None:
|
||||||
self, overseas_broker: OverseasBroker
|
|
||||||
) -> None:
|
|
||||||
"""Cancel body must include RVSE_CNCL_DVSN_CD='02' and OVRS_ORD_UNPR='0'."""
|
"""Cancel body must include RVSE_CNCL_DVSN_CD='02' and OVRS_ORD_UNPR='0'."""
|
||||||
captured_body: list[dict] = []
|
captured_body: list[dict] = []
|
||||||
|
|
||||||
@@ -1005,9 +972,7 @@ class TestCancelOverseasOrder:
|
|||||||
assert captured_body[0]["ORGN_ODNO"] == "ORD003"
|
assert captured_body[0]["ORGN_ODNO"] == "ORD003"
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_cancel_sets_hashkey_header(
|
async def test_cancel_sets_hashkey_header(self, overseas_broker: OverseasBroker) -> None:
|
||||||
self, overseas_broker: OverseasBroker
|
|
||||||
) -> None:
|
|
||||||
"""hashkey must be set in the request headers."""
|
"""hashkey must be set in the request headers."""
|
||||||
captured_headers: list[dict] = []
|
captured_headers: list[dict] = []
|
||||||
overseas_broker._broker._get_hash_key = AsyncMock(return_value="test_hash") # type: ignore[method-assign]
|
overseas_broker._broker._get_hash_key = AsyncMock(return_value="test_hash") # type: ignore[method-assign]
|
||||||
|
|||||||
@@ -78,9 +78,7 @@ def _gemini_response_json(
|
|||||||
"rationale": "Near circuit breaker",
|
"rationale": "Near circuit breaker",
|
||||||
}
|
}
|
||||||
]
|
]
|
||||||
return json.dumps(
|
return json.dumps({"market_outlook": outlook, "global_rules": global_rules, "stocks": stocks})
|
||||||
{"market_outlook": outlook, "global_rules": global_rules, "stocks": stocks}
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
def _make_planner(
|
def _make_planner(
|
||||||
@@ -564,8 +562,12 @@ class TestBuildPrompt:
|
|||||||
def test_prompt_contains_cross_market(self) -> None:
|
def test_prompt_contains_cross_market(self) -> None:
|
||||||
planner = _make_planner()
|
planner = _make_planner()
|
||||||
cross = CrossMarketContext(
|
cross = CrossMarketContext(
|
||||||
market="US", date="2026-02-07", total_pnl=1.5,
|
market="US",
|
||||||
win_rate=60, index_change_pct=0.8, lessons=["Cut losses early"],
|
date="2026-02-07",
|
||||||
|
total_pnl=1.5,
|
||||||
|
win_rate=60,
|
||||||
|
index_change_pct=0.8,
|
||||||
|
lessons=["Cut losses early"],
|
||||||
)
|
)
|
||||||
|
|
||||||
prompt = planner._build_prompt("KR", [_candidate()], {}, None, cross)
|
prompt = planner._build_prompt("KR", [_candidate()], {}, None, cross)
|
||||||
@@ -683,9 +685,7 @@ class TestSmartFallbackPlaybook:
|
|||||||
)
|
)
|
||||||
|
|
||||||
def test_momentum_candidate_gets_buy_on_volume(self) -> None:
|
def test_momentum_candidate_gets_buy_on_volume(self) -> None:
|
||||||
candidates = [
|
candidates = [_candidate(code="CHOW", signal="momentum", volume_ratio=13.64, rsi=100.0)]
|
||||||
_candidate(code="CHOW", signal="momentum", volume_ratio=13.64, rsi=100.0)
|
|
||||||
]
|
|
||||||
settings = self._make_settings()
|
settings = self._make_settings()
|
||||||
|
|
||||||
pb = PreMarketPlanner._smart_fallback_playbook(
|
pb = PreMarketPlanner._smart_fallback_playbook(
|
||||||
@@ -707,9 +707,7 @@ class TestSmartFallbackPlaybook:
|
|||||||
assert sell_sc.condition.price_change_pct_below == -3.0
|
assert sell_sc.condition.price_change_pct_below == -3.0
|
||||||
|
|
||||||
def test_oversold_candidate_gets_buy_on_rsi(self) -> None:
|
def test_oversold_candidate_gets_buy_on_rsi(self) -> None:
|
||||||
candidates = [
|
candidates = [_candidate(code="005930", signal="oversold", rsi=22.0, volume_ratio=3.5)]
|
||||||
_candidate(code="005930", signal="oversold", rsi=22.0, volume_ratio=3.5)
|
|
||||||
]
|
|
||||||
settings = self._make_settings()
|
settings = self._make_settings()
|
||||||
|
|
||||||
pb = PreMarketPlanner._smart_fallback_playbook(
|
pb = PreMarketPlanner._smart_fallback_playbook(
|
||||||
@@ -776,9 +774,7 @@ class TestSmartFallbackPlaybook:
|
|||||||
def test_empty_candidates_returns_empty_playbook(self) -> None:
|
def test_empty_candidates_returns_empty_playbook(self) -> None:
|
||||||
settings = self._make_settings()
|
settings = self._make_settings()
|
||||||
|
|
||||||
pb = PreMarketPlanner._smart_fallback_playbook(
|
pb = PreMarketPlanner._smart_fallback_playbook(date(2026, 2, 17), "US_AMEX", [], settings)
|
||||||
date(2026, 2, 17), "US_AMEX", [], settings
|
|
||||||
)
|
|
||||||
|
|
||||||
assert pb.stock_count == 0
|
assert pb.stock_count == 0
|
||||||
|
|
||||||
@@ -814,19 +810,14 @@ class TestSmartFallbackPlaybook:
|
|||||||
planner = _make_planner()
|
planner = _make_planner()
|
||||||
planner._gemini.decide = AsyncMock(side_effect=ConnectionError("429 quota exceeded"))
|
planner._gemini.decide = AsyncMock(side_effect=ConnectionError("429 quota exceeded"))
|
||||||
# momentum candidate
|
# momentum candidate
|
||||||
candidates = [
|
candidates = [_candidate(code="CHOW", signal="momentum", volume_ratio=13.64, rsi=100.0)]
|
||||||
_candidate(code="CHOW", signal="momentum", volume_ratio=13.64, rsi=100.0)
|
|
||||||
]
|
|
||||||
|
|
||||||
pb = await planner.generate_playbook(
|
pb = await planner.generate_playbook("US_AMEX", candidates, today=date(2026, 2, 18))
|
||||||
"US_AMEX", candidates, today=date(2026, 2, 18)
|
|
||||||
)
|
|
||||||
|
|
||||||
# Should NOT be all-SELL defensive; should have BUY for momentum
|
# Should NOT be all-SELL defensive; should have BUY for momentum
|
||||||
assert pb.stock_count == 1
|
assert pb.stock_count == 1
|
||||||
buy_scenarios = [
|
buy_scenarios = [
|
||||||
s for s in pb.stock_playbooks[0].scenarios
|
s for s in pb.stock_playbooks[0].scenarios if s.action == ScenarioAction.BUY
|
||||||
if s.action == ScenarioAction.BUY
|
|
||||||
]
|
]
|
||||||
assert len(buy_scenarios) == 1
|
assert len(buy_scenarios) == 1
|
||||||
assert buy_scenarios[0].condition.volume_ratio_above == 2.0 # VOL_MULTIPLIER default
|
assert buy_scenarios[0].condition.volume_ratio_above == 2.0 # VOL_MULTIPLIER default
|
||||||
|
|||||||
@@ -14,7 +14,7 @@ from src.strategy.models import (
|
|||||||
StockPlaybook,
|
StockPlaybook,
|
||||||
StockScenario,
|
StockScenario,
|
||||||
)
|
)
|
||||||
from src.strategy.scenario_engine import ScenarioEngine, ScenarioMatch
|
from src.strategy.scenario_engine import ScenarioEngine
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
@pytest.fixture
|
||||||
@@ -162,13 +162,15 @@ class TestEvaluateCondition:
|
|||||||
def test_mixed_invalid_types_no_exception(self, engine: ScenarioEngine) -> None:
|
def test_mixed_invalid_types_no_exception(self, engine: ScenarioEngine) -> None:
|
||||||
"""Various invalid types should not raise exceptions."""
|
"""Various invalid types should not raise exceptions."""
|
||||||
cond = StockCondition(
|
cond = StockCondition(
|
||||||
rsi_below=30.0, volume_ratio_above=2.0,
|
rsi_below=30.0,
|
||||||
price_above=100, price_change_pct_below=-1.0,
|
volume_ratio_above=2.0,
|
||||||
|
price_above=100,
|
||||||
|
price_change_pct_below=-1.0,
|
||||||
)
|
)
|
||||||
data = {
|
data = {
|
||||||
"rsi": [25], # list
|
"rsi": [25], # list
|
||||||
"volume_ratio": "bad", # non-numeric string
|
"volume_ratio": "bad", # non-numeric string
|
||||||
"current_price": {}, # dict
|
"current_price": {}, # dict
|
||||||
"price_change_pct": object(), # arbitrary object
|
"price_change_pct": object(), # arbitrary object
|
||||||
}
|
}
|
||||||
# Should return False (invalid types → None → False), never raise
|
# Should return False (invalid types → None → False), never raise
|
||||||
@@ -356,9 +358,7 @@ class TestEvaluate:
|
|||||||
|
|
||||||
def test_match_details_populated(self, engine: ScenarioEngine) -> None:
|
def test_match_details_populated(self, engine: ScenarioEngine) -> None:
|
||||||
pb = _playbook(scenarios=[_scenario(rsi_below=30.0, volume_ratio_above=2.0)])
|
pb = _playbook(scenarios=[_scenario(rsi_below=30.0, volume_ratio_above=2.0)])
|
||||||
result = engine.evaluate(
|
result = engine.evaluate(pb, "005930", {"rsi": 25.0, "volume_ratio": 3.0}, {})
|
||||||
pb, "005930", {"rsi": 25.0, "volume_ratio": 3.0}, {}
|
|
||||||
)
|
|
||||||
assert result.match_details.get("rsi") == 25.0
|
assert result.match_details.get("rsi") == 25.0
|
||||||
assert result.match_details.get("volume_ratio") == 3.0
|
assert result.match_details.get("volume_ratio") == 3.0
|
||||||
|
|
||||||
@@ -381,7 +381,9 @@ class TestEvaluate:
|
|||||||
),
|
),
|
||||||
StockPlaybook(
|
StockPlaybook(
|
||||||
stock_code="MSFT",
|
stock_code="MSFT",
|
||||||
scenarios=[_scenario(rsi_above=75.0, action=ScenarioAction.SELL, confidence=80)],
|
scenarios=[
|
||||||
|
_scenario(rsi_above=75.0, action=ScenarioAction.SELL, confidence=80)
|
||||||
|
],
|
||||||
),
|
),
|
||||||
],
|
],
|
||||||
)
|
)
|
||||||
@@ -450,58 +452,42 @@ class TestEvaluate:
|
|||||||
class TestPositionAwareConditions:
|
class TestPositionAwareConditions:
|
||||||
"""Tests for unrealized_pnl_pct and holding_days condition fields."""
|
"""Tests for unrealized_pnl_pct and holding_days condition fields."""
|
||||||
|
|
||||||
def test_evaluate_condition_unrealized_pnl_above_matches(
|
def test_evaluate_condition_unrealized_pnl_above_matches(self, engine: ScenarioEngine) -> None:
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""unrealized_pnl_pct_above should match when P&L exceeds threshold."""
|
"""unrealized_pnl_pct_above should match when P&L exceeds threshold."""
|
||||||
condition = StockCondition(unrealized_pnl_pct_above=3.0)
|
condition = StockCondition(unrealized_pnl_pct_above=3.0)
|
||||||
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": 5.0}) is True
|
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": 5.0}) is True
|
||||||
|
|
||||||
def test_evaluate_condition_unrealized_pnl_above_no_match(
|
def test_evaluate_condition_unrealized_pnl_above_no_match(self, engine: ScenarioEngine) -> None:
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""unrealized_pnl_pct_above should NOT match when P&L is below threshold."""
|
"""unrealized_pnl_pct_above should NOT match when P&L is below threshold."""
|
||||||
condition = StockCondition(unrealized_pnl_pct_above=3.0)
|
condition = StockCondition(unrealized_pnl_pct_above=3.0)
|
||||||
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": 2.0}) is False
|
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": 2.0}) is False
|
||||||
|
|
||||||
def test_evaluate_condition_unrealized_pnl_below_matches(
|
def test_evaluate_condition_unrealized_pnl_below_matches(self, engine: ScenarioEngine) -> None:
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""unrealized_pnl_pct_below should match when P&L is under threshold."""
|
"""unrealized_pnl_pct_below should match when P&L is under threshold."""
|
||||||
condition = StockCondition(unrealized_pnl_pct_below=-2.0)
|
condition = StockCondition(unrealized_pnl_pct_below=-2.0)
|
||||||
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": -3.5}) is True
|
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": -3.5}) is True
|
||||||
|
|
||||||
def test_evaluate_condition_unrealized_pnl_below_no_match(
|
def test_evaluate_condition_unrealized_pnl_below_no_match(self, engine: ScenarioEngine) -> None:
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""unrealized_pnl_pct_below should NOT match when P&L is above threshold."""
|
"""unrealized_pnl_pct_below should NOT match when P&L is above threshold."""
|
||||||
condition = StockCondition(unrealized_pnl_pct_below=-2.0)
|
condition = StockCondition(unrealized_pnl_pct_below=-2.0)
|
||||||
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": -1.0}) is False
|
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": -1.0}) is False
|
||||||
|
|
||||||
def test_evaluate_condition_holding_days_above_matches(
|
def test_evaluate_condition_holding_days_above_matches(self, engine: ScenarioEngine) -> None:
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""holding_days_above should match when position held longer than threshold."""
|
"""holding_days_above should match when position held longer than threshold."""
|
||||||
condition = StockCondition(holding_days_above=5)
|
condition = StockCondition(holding_days_above=5)
|
||||||
assert engine.evaluate_condition(condition, {"holding_days": 7}) is True
|
assert engine.evaluate_condition(condition, {"holding_days": 7}) is True
|
||||||
|
|
||||||
def test_evaluate_condition_holding_days_above_no_match(
|
def test_evaluate_condition_holding_days_above_no_match(self, engine: ScenarioEngine) -> None:
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""holding_days_above should NOT match when position held shorter."""
|
"""holding_days_above should NOT match when position held shorter."""
|
||||||
condition = StockCondition(holding_days_above=5)
|
condition = StockCondition(holding_days_above=5)
|
||||||
assert engine.evaluate_condition(condition, {"holding_days": 3}) is False
|
assert engine.evaluate_condition(condition, {"holding_days": 3}) is False
|
||||||
|
|
||||||
def test_evaluate_condition_holding_days_below_matches(
|
def test_evaluate_condition_holding_days_below_matches(self, engine: ScenarioEngine) -> None:
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""holding_days_below should match when position held fewer days."""
|
"""holding_days_below should match when position held fewer days."""
|
||||||
condition = StockCondition(holding_days_below=3)
|
condition = StockCondition(holding_days_below=3)
|
||||||
assert engine.evaluate_condition(condition, {"holding_days": 1}) is True
|
assert engine.evaluate_condition(condition, {"holding_days": 1}) is True
|
||||||
|
|
||||||
def test_evaluate_condition_holding_days_below_no_match(
|
def test_evaluate_condition_holding_days_below_no_match(self, engine: ScenarioEngine) -> None:
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""holding_days_below should NOT match when held more days."""
|
"""holding_days_below should NOT match when held more days."""
|
||||||
condition = StockCondition(holding_days_below=3)
|
condition = StockCondition(holding_days_below=3)
|
||||||
assert engine.evaluate_condition(condition, {"holding_days": 5}) is False
|
assert engine.evaluate_condition(condition, {"holding_days": 5}) is False
|
||||||
@@ -513,33 +499,33 @@ class TestPositionAwareConditions:
|
|||||||
holding_days_above=5,
|
holding_days_above=5,
|
||||||
)
|
)
|
||||||
# Both met → match
|
# Both met → match
|
||||||
assert engine.evaluate_condition(
|
assert (
|
||||||
condition,
|
engine.evaluate_condition(
|
||||||
{"unrealized_pnl_pct": 4.5, "holding_days": 7},
|
condition,
|
||||||
) is True
|
{"unrealized_pnl_pct": 4.5, "holding_days": 7},
|
||||||
|
)
|
||||||
|
is True
|
||||||
|
)
|
||||||
# Only pnl met → no match
|
# Only pnl met → no match
|
||||||
assert engine.evaluate_condition(
|
assert (
|
||||||
condition,
|
engine.evaluate_condition(
|
||||||
{"unrealized_pnl_pct": 4.5, "holding_days": 3},
|
condition,
|
||||||
) is False
|
{"unrealized_pnl_pct": 4.5, "holding_days": 3},
|
||||||
|
)
|
||||||
|
is False
|
||||||
|
)
|
||||||
|
|
||||||
def test_missing_unrealized_pnl_does_not_match(
|
def test_missing_unrealized_pnl_does_not_match(self, engine: ScenarioEngine) -> None:
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""Missing unrealized_pnl_pct key should not match the condition."""
|
"""Missing unrealized_pnl_pct key should not match the condition."""
|
||||||
condition = StockCondition(unrealized_pnl_pct_above=3.0)
|
condition = StockCondition(unrealized_pnl_pct_above=3.0)
|
||||||
assert engine.evaluate_condition(condition, {}) is False
|
assert engine.evaluate_condition(condition, {}) is False
|
||||||
|
|
||||||
def test_missing_holding_days_does_not_match(
|
def test_missing_holding_days_does_not_match(self, engine: ScenarioEngine) -> None:
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""Missing holding_days key should not match the condition."""
|
"""Missing holding_days key should not match the condition."""
|
||||||
condition = StockCondition(holding_days_above=5)
|
condition = StockCondition(holding_days_above=5)
|
||||||
assert engine.evaluate_condition(condition, {}) is False
|
assert engine.evaluate_condition(condition, {}) is False
|
||||||
|
|
||||||
def test_match_details_includes_position_fields(
|
def test_match_details_includes_position_fields(self, engine: ScenarioEngine) -> None:
|
||||||
self, engine: ScenarioEngine
|
|
||||||
) -> None:
|
|
||||||
"""match_details should include position fields when condition specifies them."""
|
"""match_details should include position fields when condition specifies them."""
|
||||||
pb = _playbook(
|
pb = _playbook(
|
||||||
scenarios=[
|
scenarios=[
|
||||||
|
|||||||
128
tests/test_session_handover_check.py
Normal file
128
tests/test_session_handover_check.py
Normal file
@@ -0,0 +1,128 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
import importlib.util
|
||||||
|
from pathlib import Path
|
||||||
|
|
||||||
|
|
||||||
|
def _load_module():
|
||||||
|
script_path = Path(__file__).resolve().parents[1] / "scripts" / "session_handover_check.py"
|
||||||
|
spec = importlib.util.spec_from_file_location("session_handover_check", script_path)
|
||||||
|
assert spec is not None
|
||||||
|
assert spec.loader is not None
|
||||||
|
module = importlib.util.module_from_spec(spec)
|
||||||
|
spec.loader.exec_module(module)
|
||||||
|
return module
|
||||||
|
|
||||||
|
|
||||||
|
def test_ci_mode_skips_date_branch_and_merge_gate(monkeypatch, tmp_path) -> None:
|
||||||
|
module = _load_module()
|
||||||
|
handover = tmp_path / "session-handover.md"
|
||||||
|
handover.write_text(
|
||||||
|
"\n".join(
|
||||||
|
[
|
||||||
|
"### 2000-01-01 | session=test",
|
||||||
|
"- branch: feature/other-branch",
|
||||||
|
"- docs_checked: docs/workflow.md, docs/commands.md, docs/agent-constraints.md",
|
||||||
|
"- open_issues_reviewed: #1",
|
||||||
|
"- next_ticket: #123",
|
||||||
|
"- process_gate_checked: process_ticket=#1 merged_to_feature_branch=no",
|
||||||
|
]
|
||||||
|
),
|
||||||
|
encoding="utf-8",
|
||||||
|
)
|
||||||
|
monkeypatch.setattr(module, "HANDOVER_LOG", handover)
|
||||||
|
|
||||||
|
errors: list[str] = []
|
||||||
|
module._check_handover_entry(
|
||||||
|
branch="feature/current-branch",
|
||||||
|
strict=True,
|
||||||
|
ci_mode=True,
|
||||||
|
errors=errors,
|
||||||
|
)
|
||||||
|
assert errors == []
|
||||||
|
|
||||||
|
|
||||||
|
def test_ci_mode_still_blocks_tbd_next_ticket(monkeypatch, tmp_path) -> None:
|
||||||
|
module = _load_module()
|
||||||
|
handover = tmp_path / "session-handover.md"
|
||||||
|
handover.write_text(
|
||||||
|
"\n".join(
|
||||||
|
[
|
||||||
|
"### 2000-01-01 | session=test",
|
||||||
|
"- branch: feature/other-branch",
|
||||||
|
"- docs_checked: docs/workflow.md, docs/commands.md, docs/agent-constraints.md",
|
||||||
|
"- open_issues_reviewed: #1",
|
||||||
|
"- next_ticket: #TBD",
|
||||||
|
"- process_gate_checked: process_ticket=#1 merged_to_feature_branch=no",
|
||||||
|
]
|
||||||
|
),
|
||||||
|
encoding="utf-8",
|
||||||
|
)
|
||||||
|
monkeypatch.setattr(module, "HANDOVER_LOG", handover)
|
||||||
|
|
||||||
|
errors: list[str] = []
|
||||||
|
module._check_handover_entry(
|
||||||
|
branch="feature/current-branch",
|
||||||
|
strict=True,
|
||||||
|
ci_mode=True,
|
||||||
|
errors=errors,
|
||||||
|
)
|
||||||
|
assert "latest handover entry must not use placeholder next_ticket (#TBD)" in errors
|
||||||
|
|
||||||
|
|
||||||
|
def test_non_ci_strict_enforces_date_branch_and_merge_gate(monkeypatch, tmp_path) -> None:
|
||||||
|
module = _load_module()
|
||||||
|
handover = tmp_path / "session-handover.md"
|
||||||
|
handover.write_text(
|
||||||
|
"\n".join(
|
||||||
|
[
|
||||||
|
"### 2000-01-01 | session=test",
|
||||||
|
"- branch: feature/other-branch",
|
||||||
|
"- docs_checked: docs/workflow.md, docs/commands.md, docs/agent-constraints.md",
|
||||||
|
"- open_issues_reviewed: #1",
|
||||||
|
"- next_ticket: #123",
|
||||||
|
"- process_gate_checked: process_ticket=#1 merged_to_feature_branch=no",
|
||||||
|
]
|
||||||
|
),
|
||||||
|
encoding="utf-8",
|
||||||
|
)
|
||||||
|
monkeypatch.setattr(module, "HANDOVER_LOG", handover)
|
||||||
|
|
||||||
|
errors: list[str] = []
|
||||||
|
module._check_handover_entry(
|
||||||
|
branch="feature/current-branch",
|
||||||
|
strict=True,
|
||||||
|
ci_mode=False,
|
||||||
|
errors=errors,
|
||||||
|
)
|
||||||
|
assert any("must contain today's UTC date" in e for e in errors)
|
||||||
|
assert any("must target current branch" in e for e in errors)
|
||||||
|
assert any("merged_to_feature_branch=no" in e for e in errors)
|
||||||
|
|
||||||
|
|
||||||
|
def test_non_ci_strict_still_blocks_tbd_next_ticket(monkeypatch, tmp_path) -> None:
|
||||||
|
module = _load_module()
|
||||||
|
handover = tmp_path / "session-handover.md"
|
||||||
|
handover.write_text(
|
||||||
|
"\n".join(
|
||||||
|
[
|
||||||
|
"### 2000-01-01 | session=test",
|
||||||
|
"- branch: feature/other-branch",
|
||||||
|
"- docs_checked: docs/workflow.md, docs/commands.md, docs/agent-constraints.md",
|
||||||
|
"- open_issues_reviewed: #1",
|
||||||
|
"- next_ticket: #TBD",
|
||||||
|
"- process_gate_checked: process_ticket=#1 merged_to_feature_branch=yes",
|
||||||
|
]
|
||||||
|
),
|
||||||
|
encoding="utf-8",
|
||||||
|
)
|
||||||
|
monkeypatch.setattr(module, "HANDOVER_LOG", handover)
|
||||||
|
|
||||||
|
errors: list[str] = []
|
||||||
|
module._check_handover_entry(
|
||||||
|
branch="feature/current-branch",
|
||||||
|
strict=True,
|
||||||
|
ci_mode=False,
|
||||||
|
errors=errors,
|
||||||
|
)
|
||||||
|
assert "latest handover entry must not use placeholder next_ticket (#TBD)" in errors
|
||||||
@@ -2,9 +2,10 @@
|
|||||||
|
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
||||||
import pytest
|
|
||||||
from unittest.mock import AsyncMock, MagicMock
|
from unittest.mock import AsyncMock, MagicMock
|
||||||
|
|
||||||
|
import pytest
|
||||||
|
|
||||||
from src.analysis.smart_scanner import ScanCandidate, SmartVolatilityScanner
|
from src.analysis.smart_scanner import ScanCandidate, SmartVolatilityScanner
|
||||||
from src.analysis.volatility import VolatilityAnalyzer
|
from src.analysis.volatility import VolatilityAnalyzer
|
||||||
from src.broker.kis_api import KISBroker
|
from src.broker.kis_api import KISBroker
|
||||||
@@ -200,9 +201,7 @@ class TestSmartVolatilityScanner:
|
|||||||
assert len(candidates) <= scanner.top_n
|
assert len(candidates) <= scanner.top_n
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_get_stock_codes(
|
async def test_get_stock_codes(self, scanner: SmartVolatilityScanner) -> None:
|
||||||
self, scanner: SmartVolatilityScanner
|
|
||||||
) -> None:
|
|
||||||
"""Test extraction of stock codes from candidates."""
|
"""Test extraction of stock codes from candidates."""
|
||||||
candidates = [
|
candidates = [
|
||||||
ScanCandidate(
|
ScanCandidate(
|
||||||
|
|||||||
@@ -19,7 +19,6 @@ from src.strategy.models import (
|
|||||||
StockScenario,
|
StockScenario,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
# ---------------------------------------------------------------------------
|
# ---------------------------------------------------------------------------
|
||||||
# StockCondition
|
# StockCondition
|
||||||
# ---------------------------------------------------------------------------
|
# ---------------------------------------------------------------------------
|
||||||
|
|||||||
@@ -5,7 +5,11 @@ from unittest.mock import AsyncMock, patch
|
|||||||
import aiohttp
|
import aiohttp
|
||||||
import pytest
|
import pytest
|
||||||
|
|
||||||
from src.notifications.telegram_client import NotificationFilter, NotificationPriority, TelegramClient
|
from src.notifications.telegram_client import (
|
||||||
|
NotificationFilter,
|
||||||
|
NotificationPriority,
|
||||||
|
TelegramClient,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
class TestTelegramClientInit:
|
class TestTelegramClientInit:
|
||||||
@@ -13,9 +17,7 @@ class TestTelegramClientInit:
|
|||||||
|
|
||||||
def test_disabled_via_flag(self) -> None:
|
def test_disabled_via_flag(self) -> None:
|
||||||
"""Client disabled via enabled=False flag."""
|
"""Client disabled via enabled=False flag."""
|
||||||
client = TelegramClient(
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=False)
|
||||||
bot_token="123:abc", chat_id="456", enabled=False
|
|
||||||
)
|
|
||||||
assert client._enabled is False
|
assert client._enabled is False
|
||||||
|
|
||||||
def test_disabled_missing_token(self) -> None:
|
def test_disabled_missing_token(self) -> None:
|
||||||
@@ -30,9 +32,7 @@ class TestTelegramClientInit:
|
|||||||
|
|
||||||
def test_enabled_with_credentials(self) -> None:
|
def test_enabled_with_credentials(self) -> None:
|
||||||
"""Client enabled when credentials provided."""
|
"""Client enabled when credentials provided."""
|
||||||
client = TelegramClient(
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
bot_token="123:abc", chat_id="456", enabled=True
|
|
||||||
)
|
|
||||||
assert client._enabled is True
|
assert client._enabled is True
|
||||||
|
|
||||||
|
|
||||||
@@ -42,9 +42,7 @@ class TestNotificationSending:
|
|||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_send_message_success(self) -> None:
|
async def test_send_message_success(self) -> None:
|
||||||
"""send_message returns True on successful send."""
|
"""send_message returns True on successful send."""
|
||||||
client = TelegramClient(
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
bot_token="123:abc", chat_id="456", enabled=True
|
|
||||||
)
|
|
||||||
|
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 200
|
mock_resp.status = 200
|
||||||
@@ -76,9 +74,7 @@ class TestNotificationSending:
|
|||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_send_message_api_error(self) -> None:
|
async def test_send_message_api_error(self) -> None:
|
||||||
"""send_message returns False on API error."""
|
"""send_message returns False on API error."""
|
||||||
client = TelegramClient(
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
bot_token="123:abc", chat_id="456", enabled=True
|
|
||||||
)
|
|
||||||
|
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 400
|
mock_resp.status = 400
|
||||||
@@ -93,9 +89,7 @@ class TestNotificationSending:
|
|||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_send_message_with_markdown(self) -> None:
|
async def test_send_message_with_markdown(self) -> None:
|
||||||
"""send_message supports different parse modes."""
|
"""send_message supports different parse modes."""
|
||||||
client = TelegramClient(
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
bot_token="123:abc", chat_id="456", enabled=True
|
|
||||||
)
|
|
||||||
|
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 200
|
mock_resp.status = 200
|
||||||
@@ -128,9 +122,7 @@ class TestNotificationSending:
|
|||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_trade_execution_format(self) -> None:
|
async def test_trade_execution_format(self) -> None:
|
||||||
"""Trade notification has correct format."""
|
"""Trade notification has correct format."""
|
||||||
client = TelegramClient(
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
bot_token="123:abc", chat_id="456", enabled=True
|
|
||||||
)
|
|
||||||
|
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 200
|
mock_resp.status = 200
|
||||||
@@ -163,9 +155,7 @@ class TestNotificationSending:
|
|||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_playbook_generated_format(self) -> None:
|
async def test_playbook_generated_format(self) -> None:
|
||||||
"""Playbook generated notification has expected fields."""
|
"""Playbook generated notification has expected fields."""
|
||||||
client = TelegramClient(
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
bot_token="123:abc", chat_id="456", enabled=True
|
|
||||||
)
|
|
||||||
|
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 200
|
mock_resp.status = 200
|
||||||
@@ -190,9 +180,7 @@ class TestNotificationSending:
|
|||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_scenario_matched_format(self) -> None:
|
async def test_scenario_matched_format(self) -> None:
|
||||||
"""Scenario matched notification has expected fields."""
|
"""Scenario matched notification has expected fields."""
|
||||||
client = TelegramClient(
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
bot_token="123:abc", chat_id="456", enabled=True
|
|
||||||
)
|
|
||||||
|
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 200
|
mock_resp.status = 200
|
||||||
@@ -217,9 +205,7 @@ class TestNotificationSending:
|
|||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_playbook_failed_format(self) -> None:
|
async def test_playbook_failed_format(self) -> None:
|
||||||
"""Playbook failed notification has expected fields."""
|
"""Playbook failed notification has expected fields."""
|
||||||
client = TelegramClient(
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
bot_token="123:abc", chat_id="456", enabled=True
|
|
||||||
)
|
|
||||||
|
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 200
|
mock_resp.status = 200
|
||||||
@@ -240,9 +226,7 @@ class TestNotificationSending:
|
|||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_circuit_breaker_priority(self) -> None:
|
async def test_circuit_breaker_priority(self) -> None:
|
||||||
"""Circuit breaker uses CRITICAL priority."""
|
"""Circuit breaker uses CRITICAL priority."""
|
||||||
client = TelegramClient(
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
bot_token="123:abc", chat_id="456", enabled=True
|
|
||||||
)
|
|
||||||
|
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 200
|
mock_resp.status = 200
|
||||||
@@ -260,9 +244,7 @@ class TestNotificationSending:
|
|||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_api_error_handling(self) -> None:
|
async def test_api_error_handling(self) -> None:
|
||||||
"""API errors logged but don't crash."""
|
"""API errors logged but don't crash."""
|
||||||
client = TelegramClient(
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
bot_token="123:abc", chat_id="456", enabled=True
|
|
||||||
)
|
|
||||||
|
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 400
|
mock_resp.status = 400
|
||||||
@@ -277,25 +259,19 @@ class TestNotificationSending:
|
|||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_timeout_handling(self) -> None:
|
async def test_timeout_handling(self) -> None:
|
||||||
"""Timeouts logged but don't crash."""
|
"""Timeouts logged but don't crash."""
|
||||||
client = TelegramClient(
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
bot_token="123:abc", chat_id="456", enabled=True
|
|
||||||
)
|
|
||||||
|
|
||||||
with patch(
|
with patch(
|
||||||
"aiohttp.ClientSession.post",
|
"aiohttp.ClientSession.post",
|
||||||
side_effect=aiohttp.ClientError("Connection timeout"),
|
side_effect=aiohttp.ClientError("Connection timeout"),
|
||||||
):
|
):
|
||||||
# Should not raise exception
|
# Should not raise exception
|
||||||
await client.notify_error(
|
await client.notify_error(error_type="Test Error", error_msg="Test", context="test")
|
||||||
error_type="Test Error", error_msg="Test", context="test"
|
|
||||||
)
|
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_session_management(self) -> None:
|
async def test_session_management(self) -> None:
|
||||||
"""Session created and reused correctly."""
|
"""Session created and reused correctly."""
|
||||||
client = TelegramClient(
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
bot_token="123:abc", chat_id="456", enabled=True
|
|
||||||
)
|
|
||||||
|
|
||||||
# Session should be None initially
|
# Session should be None initially
|
||||||
assert client._session is None
|
assert client._session is None
|
||||||
@@ -324,9 +300,7 @@ class TestRateLimiting:
|
|||||||
"""Rate limiter delays rapid requests."""
|
"""Rate limiter delays rapid requests."""
|
||||||
import time
|
import time
|
||||||
|
|
||||||
client = TelegramClient(
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True, rate_limit=2.0)
|
||||||
bot_token="123:abc", chat_id="456", enabled=True, rate_limit=2.0
|
|
||||||
)
|
|
||||||
|
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 200
|
mock_resp.status = 200
|
||||||
@@ -353,9 +327,7 @@ class TestMessagePriorities:
|
|||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_low_priority_uses_info_emoji(self) -> None:
|
async def test_low_priority_uses_info_emoji(self) -> None:
|
||||||
"""LOW priority uses ℹ️ emoji."""
|
"""LOW priority uses ℹ️ emoji."""
|
||||||
client = TelegramClient(
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
bot_token="123:abc", chat_id="456", enabled=True
|
|
||||||
)
|
|
||||||
|
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 200
|
mock_resp.status = 200
|
||||||
@@ -371,9 +343,7 @@ class TestMessagePriorities:
|
|||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_critical_priority_uses_alarm_emoji(self) -> None:
|
async def test_critical_priority_uses_alarm_emoji(self) -> None:
|
||||||
"""CRITICAL priority uses 🚨 emoji."""
|
"""CRITICAL priority uses 🚨 emoji."""
|
||||||
client = TelegramClient(
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
bot_token="123:abc", chat_id="456", enabled=True
|
|
||||||
)
|
|
||||||
|
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 200
|
mock_resp.status = 200
|
||||||
@@ -389,9 +359,7 @@ class TestMessagePriorities:
|
|||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_playbook_generated_priority(self) -> None:
|
async def test_playbook_generated_priority(self) -> None:
|
||||||
"""Playbook generated uses MEDIUM priority emoji."""
|
"""Playbook generated uses MEDIUM priority emoji."""
|
||||||
client = TelegramClient(
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
bot_token="123:abc", chat_id="456", enabled=True
|
|
||||||
)
|
|
||||||
|
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 200
|
mock_resp.status = 200
|
||||||
@@ -412,9 +380,7 @@ class TestMessagePriorities:
|
|||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_playbook_failed_priority(self) -> None:
|
async def test_playbook_failed_priority(self) -> None:
|
||||||
"""Playbook failed uses HIGH priority emoji."""
|
"""Playbook failed uses HIGH priority emoji."""
|
||||||
client = TelegramClient(
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
bot_token="123:abc", chat_id="456", enabled=True
|
|
||||||
)
|
|
||||||
|
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 200
|
mock_resp.status = 200
|
||||||
@@ -433,9 +399,7 @@ class TestMessagePriorities:
|
|||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_scenario_matched_priority(self) -> None:
|
async def test_scenario_matched_priority(self) -> None:
|
||||||
"""Scenario matched uses HIGH priority emoji."""
|
"""Scenario matched uses HIGH priority emoji."""
|
||||||
client = TelegramClient(
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
bot_token="123:abc", chat_id="456", enabled=True
|
|
||||||
)
|
|
||||||
|
|
||||||
mock_resp = AsyncMock()
|
mock_resp = AsyncMock()
|
||||||
mock_resp.status = 200
|
mock_resp.status = 200
|
||||||
@@ -460,9 +424,7 @@ class TestClientCleanup:
|
|||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_close_closes_session(self) -> None:
|
async def test_close_closes_session(self) -> None:
|
||||||
"""close() closes the HTTP session."""
|
"""close() closes the HTTP session."""
|
||||||
client = TelegramClient(
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
bot_token="123:abc", chat_id="456", enabled=True
|
|
||||||
)
|
|
||||||
|
|
||||||
mock_session = AsyncMock()
|
mock_session = AsyncMock()
|
||||||
mock_session.closed = False
|
mock_session.closed = False
|
||||||
@@ -475,9 +437,7 @@ class TestClientCleanup:
|
|||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_close_handles_no_session(self) -> None:
|
async def test_close_handles_no_session(self) -> None:
|
||||||
"""close() handles None session gracefully."""
|
"""close() handles None session gracefully."""
|
||||||
client = TelegramClient(
|
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||||
bot_token="123:abc", chat_id="456", enabled=True
|
|
||||||
)
|
|
||||||
|
|
||||||
# Should not raise exception
|
# Should not raise exception
|
||||||
await client.close()
|
await client.close()
|
||||||
@@ -535,8 +495,12 @@ class TestNotificationFilter:
|
|||||||
)
|
)
|
||||||
with patch("aiohttp.ClientSession.post") as mock_post:
|
with patch("aiohttp.ClientSession.post") as mock_post:
|
||||||
await client.notify_trade_execution(
|
await client.notify_trade_execution(
|
||||||
stock_code="005930", market="KR", action="BUY",
|
stock_code="005930",
|
||||||
quantity=10, price=70000.0, confidence=85.0
|
market="KR",
|
||||||
|
action="BUY",
|
||||||
|
quantity=10,
|
||||||
|
price=70000.0,
|
||||||
|
confidence=85.0,
|
||||||
)
|
)
|
||||||
mock_post.assert_not_called()
|
mock_post.assert_not_called()
|
||||||
|
|
||||||
@@ -556,8 +520,13 @@ class TestNotificationFilter:
|
|||||||
async def test_circuit_breaker_always_sends_regardless_of_filter(self) -> None:
|
async def test_circuit_breaker_always_sends_regardless_of_filter(self) -> None:
|
||||||
"""notify_circuit_breaker always sends (no filter flag)."""
|
"""notify_circuit_breaker always sends (no filter flag)."""
|
||||||
nf = NotificationFilter(
|
nf = NotificationFilter(
|
||||||
trades=False, market_open_close=False, fat_finger=False,
|
trades=False,
|
||||||
system_events=False, playbook=False, scenario_match=False, errors=False,
|
market_open_close=False,
|
||||||
|
fat_finger=False,
|
||||||
|
system_events=False,
|
||||||
|
playbook=False,
|
||||||
|
scenario_match=False,
|
||||||
|
errors=False,
|
||||||
)
|
)
|
||||||
client = TelegramClient(
|
client = TelegramClient(
|
||||||
bot_token="123:abc", chat_id="456", enabled=True, notification_filter=nf
|
bot_token="123:abc", chat_id="456", enabled=True, notification_filter=nf
|
||||||
@@ -617,7 +586,7 @@ class TestNotificationFilter:
|
|||||||
nf = NotificationFilter()
|
nf = NotificationFilter()
|
||||||
assert nf.set_flag("unknown_key", False) is False
|
assert nf.set_flag("unknown_key", False) is False
|
||||||
|
|
||||||
def test_as_dict_keys_match_KEYS(self) -> None:
|
def test_as_dict_keys_match_keys(self) -> None:
|
||||||
"""as_dict() returns every key defined in KEYS."""
|
"""as_dict() returns every key defined in KEYS."""
|
||||||
nf = NotificationFilter()
|
nf = NotificationFilter()
|
||||||
d = nf.as_dict()
|
d = nf.as_dict()
|
||||||
@@ -640,10 +609,17 @@ class TestNotificationFilter:
|
|||||||
def test_set_notification_all_on(self) -> None:
|
def test_set_notification_all_on(self) -> None:
|
||||||
"""set_notification('all', True) enables every filter flag."""
|
"""set_notification('all', True) enables every filter flag."""
|
||||||
client = TelegramClient(
|
client = TelegramClient(
|
||||||
bot_token="123:abc", chat_id="456", enabled=True,
|
bot_token="123:abc",
|
||||||
|
chat_id="456",
|
||||||
|
enabled=True,
|
||||||
notification_filter=NotificationFilter(
|
notification_filter=NotificationFilter(
|
||||||
trades=False, market_open_close=False, scenario_match=False,
|
trades=False,
|
||||||
fat_finger=False, system_events=False, playbook=False, errors=False,
|
market_open_close=False,
|
||||||
|
scenario_match=False,
|
||||||
|
fat_finger=False,
|
||||||
|
system_events=False,
|
||||||
|
playbook=False,
|
||||||
|
errors=False,
|
||||||
),
|
),
|
||||||
)
|
)
|
||||||
assert client.set_notification("all", True) is True
|
assert client.set_notification("all", True) is True
|
||||||
|
|||||||
@@ -357,8 +357,7 @@ class TestTradingControlCommands:
|
|||||||
|
|
||||||
pause_event.set()
|
pause_event.set()
|
||||||
await client.send_message(
|
await client.send_message(
|
||||||
"<b>▶️ Trading Resumed</b>\n\n"
|
"<b>▶️ Trading Resumed</b>\n\nTrading operations have been restarted."
|
||||||
"Trading operations have been restarted."
|
|
||||||
)
|
)
|
||||||
|
|
||||||
handler.register_command("resume", mock_resume)
|
handler.register_command("resume", mock_resume)
|
||||||
@@ -526,9 +525,7 @@ class TestStatusCommands:
|
|||||||
|
|
||||||
async def mock_status_error() -> None:
|
async def mock_status_error() -> None:
|
||||||
"""Mock /status handler with error."""
|
"""Mock /status handler with error."""
|
||||||
await client.send_message(
|
await client.send_message("<b>⚠️ Error</b>\n\nFailed to retrieve trading status.")
|
||||||
"<b>⚠️ Error</b>\n\nFailed to retrieve trading status."
|
|
||||||
)
|
|
||||||
|
|
||||||
handler.register_command("status", mock_status_error)
|
handler.register_command("status", mock_status_error)
|
||||||
|
|
||||||
@@ -603,10 +600,7 @@ class TestStatusCommands:
|
|||||||
|
|
||||||
async def mock_positions_empty() -> None:
|
async def mock_positions_empty() -> None:
|
||||||
"""Mock /positions handler with no positions."""
|
"""Mock /positions handler with no positions."""
|
||||||
message = (
|
message = "<b>💼 Account Summary</b>\n\nNo balance information available."
|
||||||
"<b>💼 Account Summary</b>\n\n"
|
|
||||||
"No balance information available."
|
|
||||||
)
|
|
||||||
await client.send_message(message)
|
await client.send_message(message)
|
||||||
|
|
||||||
handler.register_command("positions", mock_positions_empty)
|
handler.register_command("positions", mock_positions_empty)
|
||||||
@@ -639,9 +633,7 @@ class TestStatusCommands:
|
|||||||
|
|
||||||
async def mock_positions_error() -> None:
|
async def mock_positions_error() -> None:
|
||||||
"""Mock /positions handler with error."""
|
"""Mock /positions handler with error."""
|
||||||
await client.send_message(
|
await client.send_message("<b>⚠️ Error</b>\n\nFailed to retrieve positions.")
|
||||||
"<b>⚠️ Error</b>\n\nFailed to retrieve positions."
|
|
||||||
)
|
|
||||||
|
|
||||||
handler.register_command("positions", mock_positions_error)
|
handler.register_command("positions", mock_positions_error)
|
||||||
|
|
||||||
|
|||||||
@@ -70,7 +70,9 @@ def test_load_changed_files_with_range_uses_git_diff(monkeypatch) -> None:
|
|||||||
assert check is True
|
assert check is True
|
||||||
assert capture_output is True
|
assert capture_output is True
|
||||||
assert text is True
|
assert text is True
|
||||||
return SimpleNamespace(stdout="docs/ouroboros/85_loss_recovery_action_plan.md\nsrc/main.py\n")
|
return SimpleNamespace(
|
||||||
|
stdout="docs/ouroboros/85_loss_recovery_action_plan.md\nsrc/main.py\n"
|
||||||
|
)
|
||||||
|
|
||||||
monkeypatch.setattr(module.subprocess, "run", fake_run)
|
monkeypatch.setattr(module.subprocess, "run", fake_run)
|
||||||
changed = module.load_changed_files(["abc...def"], errors)
|
changed = module.load_changed_files(["abc...def"], errors)
|
||||||
@@ -114,3 +116,74 @@ def test_validate_pr_traceability_warns_when_req_missing(monkeypatch) -> None:
|
|||||||
module.validate_pr_traceability(warnings)
|
module.validate_pr_traceability(warnings)
|
||||||
assert warnings
|
assert warnings
|
||||||
assert "PR text missing REQ-ID reference" in warnings
|
assert "PR text missing REQ-ID reference" in warnings
|
||||||
|
|
||||||
|
|
||||||
|
def test_validate_read_only_approval_requires_evidence(monkeypatch) -> None:
|
||||||
|
module = _load_module()
|
||||||
|
changed_files = ["src/core/risk_manager.py"]
|
||||||
|
errors: list[str] = []
|
||||||
|
warnings: list[str] = []
|
||||||
|
monkeypatch.setenv(
|
||||||
|
"GOVERNANCE_PR_BODY",
|
||||||
|
"\n".join(
|
||||||
|
[
|
||||||
|
"## READ-ONLY Approval (Required when touching READ-ONLY files)",
|
||||||
|
"- Touched READ-ONLY files: src/core/risk_manager.py",
|
||||||
|
"- Human approval: TBD",
|
||||||
|
"- Test suite 1: pytest -q",
|
||||||
|
"- Test suite 2: TBD",
|
||||||
|
]
|
||||||
|
),
|
||||||
|
)
|
||||||
|
|
||||||
|
module.validate_read_only_approval(changed_files, errors, warnings)
|
||||||
|
assert warnings == []
|
||||||
|
assert any("Human approval" in err for err in errors)
|
||||||
|
assert any("Test suite 2" in err for err in errors)
|
||||||
|
|
||||||
|
|
||||||
|
def test_validate_read_only_approval_passes_with_complete_evidence(monkeypatch) -> None:
|
||||||
|
module = _load_module()
|
||||||
|
changed_files = ["src/core/risk_manager.py"]
|
||||||
|
errors: list[str] = []
|
||||||
|
warnings: list[str] = []
|
||||||
|
monkeypatch.setenv(
|
||||||
|
"GOVERNANCE_PR_BODY",
|
||||||
|
"\n".join(
|
||||||
|
[
|
||||||
|
"## READ-ONLY Approval (Required when touching READ-ONLY files)",
|
||||||
|
"- Touched READ-ONLY files: src/core/risk_manager.py",
|
||||||
|
"- Human approval: https://example.com/review/123",
|
||||||
|
"- Test suite 1: pytest -q tests/test_risk.py",
|
||||||
|
"- Test suite 2: pytest -q tests/test_main.py -k risk",
|
||||||
|
]
|
||||||
|
),
|
||||||
|
)
|
||||||
|
|
||||||
|
module.validate_read_only_approval(changed_files, errors, warnings)
|
||||||
|
assert errors == []
|
||||||
|
assert warnings == []
|
||||||
|
|
||||||
|
|
||||||
|
def test_validate_read_only_approval_warns_without_pr_body(monkeypatch) -> None:
|
||||||
|
module = _load_module()
|
||||||
|
changed_files = ["src/core/risk_manager.py"]
|
||||||
|
errors: list[str] = []
|
||||||
|
warnings: list[str] = []
|
||||||
|
monkeypatch.delenv("GOVERNANCE_PR_BODY", raising=False)
|
||||||
|
|
||||||
|
module.validate_read_only_approval(changed_files, errors, warnings)
|
||||||
|
assert errors == []
|
||||||
|
assert warnings
|
||||||
|
assert "approval evidence check skipped" in warnings[0]
|
||||||
|
|
||||||
|
|
||||||
|
def test_validate_read_only_approval_skips_when_no_readonly_file_changed() -> None:
|
||||||
|
module = _load_module()
|
||||||
|
changed_files = ["src/main.py"]
|
||||||
|
errors: list[str] = []
|
||||||
|
warnings: list[str] = []
|
||||||
|
|
||||||
|
module.validate_read_only_approval(changed_files, errors, warnings)
|
||||||
|
assert errors == []
|
||||||
|
assert warnings == []
|
||||||
|
|||||||
81
tests/test_validate_ouroboros_docs.py
Normal file
81
tests/test_validate_ouroboros_docs.py
Normal file
@@ -0,0 +1,81 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
import importlib.util
|
||||||
|
from pathlib import Path
|
||||||
|
|
||||||
|
|
||||||
|
def _load_module():
|
||||||
|
script_path = Path(__file__).resolve().parents[1] / "scripts" / "validate_ouroboros_docs.py"
|
||||||
|
spec = importlib.util.spec_from_file_location("validate_ouroboros_docs", script_path)
|
||||||
|
assert spec is not None
|
||||||
|
assert spec.loader is not None
|
||||||
|
module = importlib.util.module_from_spec(spec)
|
||||||
|
spec.loader.exec_module(module)
|
||||||
|
return module
|
||||||
|
|
||||||
|
|
||||||
|
def test_validate_plan_source_link_accepts_canonical_source_path() -> None:
|
||||||
|
module = _load_module()
|
||||||
|
errors: list[str] = []
|
||||||
|
path = Path("docs/ouroboros/README.md").resolve()
|
||||||
|
|
||||||
|
assert module.validate_plan_source_link(path, "./source/ouroboros_plan_v2.txt", errors) is False
|
||||||
|
assert module.validate_plan_source_link(path, "./source/ouroboros_plan_v3.txt", errors) is False
|
||||||
|
|
||||||
|
assert errors == []
|
||||||
|
|
||||||
|
|
||||||
|
def test_validate_plan_source_link_rejects_root_relative_path() -> None:
|
||||||
|
module = _load_module()
|
||||||
|
errors: list[str] = []
|
||||||
|
path = Path("docs/ouroboros/README.md").resolve()
|
||||||
|
|
||||||
|
handled = module.validate_plan_source_link(
|
||||||
|
path,
|
||||||
|
"/home/agentson/repos/The-Ouroboros/ouroboros_plan_v2.txt",
|
||||||
|
errors,
|
||||||
|
)
|
||||||
|
|
||||||
|
assert handled is True
|
||||||
|
assert errors
|
||||||
|
assert "invalid plan link path" in errors[0]
|
||||||
|
assert "use ./source/ouroboros_plan_v2.txt" in errors[0]
|
||||||
|
|
||||||
|
|
||||||
|
def test_validate_plan_source_link_rejects_repo_root_relative_path() -> None:
|
||||||
|
module = _load_module()
|
||||||
|
errors: list[str] = []
|
||||||
|
path = Path("docs/ouroboros/README.md").resolve()
|
||||||
|
|
||||||
|
handled = module.validate_plan_source_link(path, "../../ouroboros_plan_v2.txt", errors)
|
||||||
|
|
||||||
|
assert handled is True
|
||||||
|
assert errors
|
||||||
|
assert "invalid plan link path" in errors[0]
|
||||||
|
assert "must resolve to docs/ouroboros/source/ouroboros_plan_v2.txt" in errors[0]
|
||||||
|
|
||||||
|
|
||||||
|
def test_validate_plan_source_link_accepts_fragment_suffix() -> None:
|
||||||
|
module = _load_module()
|
||||||
|
errors: list[str] = []
|
||||||
|
path = Path("docs/ouroboros/README.md").resolve()
|
||||||
|
|
||||||
|
handled = module.validate_plan_source_link(path, "./source/ouroboros_plan_v2.txt#sec", errors)
|
||||||
|
|
||||||
|
assert handled is False
|
||||||
|
assert errors == []
|
||||||
|
|
||||||
|
|
||||||
|
def test_validate_links_avoids_duplicate_error_for_invalid_plan_link(tmp_path) -> None:
|
||||||
|
module = _load_module()
|
||||||
|
errors: list[str] = []
|
||||||
|
doc = tmp_path / "doc.md"
|
||||||
|
doc.write_text(
|
||||||
|
"[v2](/home/agentson/repos/The-Ouroboros/ouroboros_plan_v2.txt)\n",
|
||||||
|
encoding="utf-8",
|
||||||
|
)
|
||||||
|
|
||||||
|
module.validate_links(doc, doc.read_text(encoding="utf-8"), errors)
|
||||||
|
|
||||||
|
assert len(errors) == 1
|
||||||
|
assert "invalid plan link path" in errors[0]
|
||||||
@@ -80,9 +80,7 @@ class TestVolatilityAnalyzer:
|
|||||||
# ATR should be roughly the average true range
|
# ATR should be roughly the average true range
|
||||||
assert 3.0 <= atr <= 6.0
|
assert 3.0 <= atr <= 6.0
|
||||||
|
|
||||||
def test_calculate_atr_insufficient_data(
|
def test_calculate_atr_insufficient_data(self, volatility_analyzer: VolatilityAnalyzer) -> None:
|
||||||
self, volatility_analyzer: VolatilityAnalyzer
|
|
||||||
) -> None:
|
|
||||||
"""Test ATR with insufficient data returns 0."""
|
"""Test ATR with insufficient data returns 0."""
|
||||||
high_prices = [110.0, 112.0]
|
high_prices = [110.0, 112.0]
|
||||||
low_prices = [105.0, 107.0]
|
low_prices = [105.0, 107.0]
|
||||||
@@ -120,17 +118,13 @@ class TestVolatilityAnalyzer:
|
|||||||
surge = volatility_analyzer.calculate_volume_surge(1000.0, 0.0)
|
surge = volatility_analyzer.calculate_volume_surge(1000.0, 0.0)
|
||||||
assert surge == 1.0
|
assert surge == 1.0
|
||||||
|
|
||||||
def test_calculate_pv_divergence_bullish(
|
def test_calculate_pv_divergence_bullish(self, volatility_analyzer: VolatilityAnalyzer) -> None:
|
||||||
self, volatility_analyzer: VolatilityAnalyzer
|
|
||||||
) -> None:
|
|
||||||
"""Test bullish price-volume divergence."""
|
"""Test bullish price-volume divergence."""
|
||||||
# Price up + Volume up = bullish
|
# Price up + Volume up = bullish
|
||||||
divergence = volatility_analyzer.calculate_pv_divergence(5.0, 2.0)
|
divergence = volatility_analyzer.calculate_pv_divergence(5.0, 2.0)
|
||||||
assert divergence > 0.0
|
assert divergence > 0.0
|
||||||
|
|
||||||
def test_calculate_pv_divergence_bearish(
|
def test_calculate_pv_divergence_bearish(self, volatility_analyzer: VolatilityAnalyzer) -> None:
|
||||||
self, volatility_analyzer: VolatilityAnalyzer
|
|
||||||
) -> None:
|
|
||||||
"""Test bearish price-volume divergence."""
|
"""Test bearish price-volume divergence."""
|
||||||
# Price up + Volume down = bearish divergence
|
# Price up + Volume down = bearish divergence
|
||||||
divergence = volatility_analyzer.calculate_pv_divergence(5.0, 0.5)
|
divergence = volatility_analyzer.calculate_pv_divergence(5.0, 0.5)
|
||||||
@@ -144,9 +138,7 @@ class TestVolatilityAnalyzer:
|
|||||||
divergence = volatility_analyzer.calculate_pv_divergence(-5.0, 2.0)
|
divergence = volatility_analyzer.calculate_pv_divergence(-5.0, 2.0)
|
||||||
assert divergence < 0.0
|
assert divergence < 0.0
|
||||||
|
|
||||||
def test_calculate_momentum_score(
|
def test_calculate_momentum_score(self, volatility_analyzer: VolatilityAnalyzer) -> None:
|
||||||
self, volatility_analyzer: VolatilityAnalyzer
|
|
||||||
) -> None:
|
|
||||||
"""Test momentum score calculation."""
|
"""Test momentum score calculation."""
|
||||||
score = volatility_analyzer.calculate_momentum_score(
|
score = volatility_analyzer.calculate_momentum_score(
|
||||||
price_change_1m=5.0,
|
price_change_1m=5.0,
|
||||||
@@ -500,9 +492,7 @@ class TestMarketScanner:
|
|||||||
# Should keep all current stocks since they're all in top movers
|
# Should keep all current stocks since they're all in top movers
|
||||||
assert set(updated) == set(current_watchlist)
|
assert set(updated) == set(current_watchlist)
|
||||||
|
|
||||||
def test_get_updated_watchlist_max_replacements(
|
def test_get_updated_watchlist_max_replacements(self, scanner: MarketScanner) -> None:
|
||||||
self, scanner: MarketScanner
|
|
||||||
) -> None:
|
|
||||||
"""Test that max_replacements limit is respected."""
|
"""Test that max_replacements limit is respected."""
|
||||||
current_watchlist = ["000660", "035420", "005490"]
|
current_watchlist = ["000660", "035420", "005490"]
|
||||||
|
|
||||||
@@ -556,8 +546,6 @@ class TestMarketScanner:
|
|||||||
active_count = 0
|
active_count = 0
|
||||||
peak_count = 0
|
peak_count = 0
|
||||||
|
|
||||||
original_scan = scanner.scan_stock
|
|
||||||
|
|
||||||
async def tracking_scan(code: str, market: Any) -> VolatilityMetrics:
|
async def tracking_scan(code: str, market: Any) -> VolatilityMetrics:
|
||||||
nonlocal active_count, peak_count
|
nonlocal active_count, peak_count
|
||||||
active_count += 1
|
active_count += 1
|
||||||
|
|||||||
Reference in New Issue
Block a user