Compare commits
1 Commits
feature/is
...
854931bed2
| Author | SHA1 | Date | |
|---|---|---|---|
|
|
854931bed2 |
@@ -16,9 +16,8 @@ CONFIDENCE_THRESHOLD=80
|
|||||||
# Database
|
# Database
|
||||||
DB_PATH=data/trade_logs.db
|
DB_PATH=data/trade_logs.db
|
||||||
|
|
||||||
# Rate Limiting (requests per second for KIS API)
|
# Rate Limiting
|
||||||
# Reduced to 5.0 to avoid "초당 거래건수 초과" errors (EGW00201)
|
RATE_LIMIT_RPS=10.0
|
||||||
RATE_LIMIT_RPS=5.0
|
|
||||||
|
|
||||||
# Trading Mode (paper / live)
|
# Trading Mode (paper / live)
|
||||||
MODE=paper
|
MODE=paper
|
||||||
|
|||||||
@@ -83,8 +83,8 @@ class MarketScanner:
|
|||||||
# Convert to orderbook-like structure
|
# Convert to orderbook-like structure
|
||||||
orderbook = {
|
orderbook = {
|
||||||
"output1": {
|
"output1": {
|
||||||
"stck_prpr": price_data.get("output", {}).get("last", "0"),
|
"stck_prpr": price_data.get("output", {}).get("last", "0") or "0",
|
||||||
"acml_vol": price_data.get("output", {}).get("tvol", "0"),
|
"acml_vol": price_data.get("output", {}).get("tvol", "0") or "0",
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
@@ -56,8 +56,6 @@ class KISBroker:
|
|||||||
self._access_token: str | None = None
|
self._access_token: str | None = None
|
||||||
self._token_expires_at: float = 0.0
|
self._token_expires_at: float = 0.0
|
||||||
self._token_lock = asyncio.Lock()
|
self._token_lock = asyncio.Lock()
|
||||||
self._last_refresh_attempt: float = 0.0
|
|
||||||
self._refresh_cooldown: float = 60.0 # Seconds (matches KIS 1/minute limit)
|
|
||||||
self._rate_limiter = LeakyBucket(settings.RATE_LIMIT_RPS)
|
self._rate_limiter = LeakyBucket(settings.RATE_LIMIT_RPS)
|
||||||
|
|
||||||
def _get_session(self) -> aiohttp.ClientSession:
|
def _get_session(self) -> aiohttp.ClientSession:
|
||||||
@@ -100,19 +98,7 @@ class KISBroker:
|
|||||||
if self._access_token and now < self._token_expires_at:
|
if self._access_token and now < self._token_expires_at:
|
||||||
return self._access_token
|
return self._access_token
|
||||||
|
|
||||||
# Check cooldown period (prevents hitting EGW00133: 1/minute limit)
|
|
||||||
time_since_last_attempt = now - self._last_refresh_attempt
|
|
||||||
if time_since_last_attempt < self._refresh_cooldown:
|
|
||||||
remaining = self._refresh_cooldown - time_since_last_attempt
|
|
||||||
error_msg = (
|
|
||||||
f"Token refresh on cooldown. "
|
|
||||||
f"Retry in {remaining:.1f}s (KIS allows 1/minute)"
|
|
||||||
)
|
|
||||||
logger.warning(error_msg)
|
|
||||||
raise ConnectionError(error_msg)
|
|
||||||
|
|
||||||
logger.info("Refreshing KIS access token")
|
logger.info("Refreshing KIS access token")
|
||||||
self._last_refresh_attempt = now
|
|
||||||
session = self._get_session()
|
session = self._get_session()
|
||||||
url = f"{self._base_url}/oauth2/tokenP"
|
url = f"{self._base_url}/oauth2/tokenP"
|
||||||
body = {
|
body = {
|
||||||
|
|||||||
@@ -37,8 +37,7 @@ class Settings(BaseSettings):
|
|||||||
DB_PATH: str = "data/trade_logs.db"
|
DB_PATH: str = "data/trade_logs.db"
|
||||||
|
|
||||||
# Rate Limiting (requests per second for KIS API)
|
# Rate Limiting (requests per second for KIS API)
|
||||||
# Reduced to 5.0 to avoid EGW00201 "초당 거래건수 초과" errors
|
RATE_LIMIT_RPS: float = 10.0
|
||||||
RATE_LIMIT_RPS: float = 5.0
|
|
||||||
|
|
||||||
# Trading mode
|
# Trading mode
|
||||||
MODE: str = Field(default="paper", pattern="^(paper|live)$")
|
MODE: str = Field(default="paper", pattern="^(paper|live)$")
|
||||||
|
|||||||
47
src/main.py
47
src/main.py
@@ -33,35 +33,6 @@ from src.notifications.telegram_client import TelegramClient
|
|||||||
|
|
||||||
logger = logging.getLogger(__name__)
|
logger = logging.getLogger(__name__)
|
||||||
|
|
||||||
|
|
||||||
def safe_float(value: str | float | None, default: float = 0.0) -> float:
|
|
||||||
"""Convert to float, handling empty strings and None.
|
|
||||||
|
|
||||||
Args:
|
|
||||||
value: Value to convert (string, float, or None)
|
|
||||||
default: Default value if conversion fails
|
|
||||||
|
|
||||||
Returns:
|
|
||||||
Converted float or default value
|
|
||||||
|
|
||||||
Examples:
|
|
||||||
>>> safe_float("123.45")
|
|
||||||
123.45
|
|
||||||
>>> safe_float("")
|
|
||||||
0.0
|
|
||||||
>>> safe_float(None)
|
|
||||||
0.0
|
|
||||||
>>> safe_float("invalid", 99.0)
|
|
||||||
99.0
|
|
||||||
"""
|
|
||||||
if value is None or value == "":
|
|
||||||
return default
|
|
||||||
try:
|
|
||||||
return float(value)
|
|
||||||
except (ValueError, TypeError):
|
|
||||||
return default
|
|
||||||
|
|
||||||
|
|
||||||
# Target stock codes to monitor per market
|
# Target stock codes to monitor per market
|
||||||
WATCHLISTS = {
|
WATCHLISTS = {
|
||||||
"KR": ["005930", "000660", "035420"], # Samsung, SK Hynix, NAVER
|
"KR": ["005930", "000660", "035420"], # Samsung, SK Hynix, NAVER
|
||||||
@@ -106,16 +77,16 @@ async def trading_cycle(
|
|||||||
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 = float(output2[0].get("tot_evlu_amt", "0")) if output2 else 0
|
||||||
total_cash = safe_float(
|
total_cash = float(
|
||||||
balance_data.get("output2", [{}])[0].get("dnca_tot_amt", "0")
|
balance_data.get("output2", [{}])[0].get("dnca_tot_amt", "0")
|
||||||
if output2
|
if output2
|
||||||
else "0"
|
else "0"
|
||||||
)
|
)
|
||||||
purchase_total = safe_float(output2[0].get("pchs_amt_smtl_amt", "0")) if output2 else 0
|
purchase_total = float(output2[0].get("pchs_amt_smtl_amt", "0")) if output2 else 0
|
||||||
|
|
||||||
current_price = safe_float(orderbook.get("output1", {}).get("stck_prpr", "0"))
|
current_price = float(orderbook.get("output1", {}).get("stck_prpr", "0"))
|
||||||
foreigner_net = safe_float(orderbook.get("output1", {}).get("frgn_ntby_qty", "0"))
|
foreigner_net = float(orderbook.get("output1", {}).get("frgn_ntby_qty", "0"))
|
||||||
else:
|
else:
|
||||||
# Overseas market
|
# Overseas market
|
||||||
price_data = await overseas_broker.get_overseas_price(
|
price_data = await overseas_broker.get_overseas_price(
|
||||||
@@ -132,11 +103,11 @@ async def trading_cycle(
|
|||||||
else:
|
else:
|
||||||
balance_info = {}
|
balance_info = {}
|
||||||
|
|
||||||
total_eval = safe_float(balance_info.get("frcr_evlu_tota", "0") or "0")
|
total_eval = float(balance_info.get("frcr_evlu_tota", "0") or "0")
|
||||||
total_cash = safe_float(balance_info.get("frcr_dncl_amt_2", "0") or "0")
|
total_cash = float(balance_info.get("frcr_dncl_amt_2", "0") or "0")
|
||||||
purchase_total = safe_float(balance_info.get("frcr_buy_amt_smtl", "0") or "0")
|
purchase_total = float(balance_info.get("frcr_buy_amt_smtl", "0") or "0")
|
||||||
|
|
||||||
current_price = safe_float(price_data.get("output", {}).get("last", "0"))
|
current_price = float(price_data.get("output", {}).get("last", "0") or "0")
|
||||||
foreigner_net = 0.0 # Not available for overseas
|
foreigner_net = 0.0 # Not available for overseas
|
||||||
|
|
||||||
# Calculate daily P&L %
|
# Calculate daily P&L %
|
||||||
|
|||||||
@@ -89,70 +89,6 @@ class TestTokenManagement:
|
|||||||
|
|
||||||
await broker.close()
|
await broker.close()
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
|
||||||
async def test_token_refresh_cooldown_prevents_rapid_retries(self, settings):
|
|
||||||
"""Token refresh should enforce cooldown after failure (issue #54)."""
|
|
||||||
broker = KISBroker(settings)
|
|
||||||
broker._refresh_cooldown = 2.0 # Short cooldown for testing
|
|
||||||
|
|
||||||
# First refresh attempt fails with 403 (EGW00133)
|
|
||||||
mock_resp_403 = AsyncMock()
|
|
||||||
mock_resp_403.status = 403
|
|
||||||
mock_resp_403.text = AsyncMock(
|
|
||||||
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.__aexit__ = AsyncMock(return_value=False)
|
|
||||||
|
|
||||||
with patch("aiohttp.ClientSession.post", return_value=mock_resp_403):
|
|
||||||
# First attempt should fail with 403
|
|
||||||
with pytest.raises(ConnectionError, match="Token refresh failed"):
|
|
||||||
await broker._ensure_token()
|
|
||||||
|
|
||||||
# Second attempt within cooldown should fail with cooldown error
|
|
||||||
with pytest.raises(ConnectionError, match="Token refresh on cooldown"):
|
|
||||||
await broker._ensure_token()
|
|
||||||
|
|
||||||
await broker.close()
|
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
|
||||||
async def test_token_refresh_allowed_after_cooldown(self, settings):
|
|
||||||
"""Token refresh should be allowed after cooldown period expires."""
|
|
||||||
broker = KISBroker(settings)
|
|
||||||
broker._refresh_cooldown = 0.1 # Very short cooldown for testing
|
|
||||||
|
|
||||||
# First attempt fails
|
|
||||||
mock_resp_403 = AsyncMock()
|
|
||||||
mock_resp_403.status = 403
|
|
||||||
mock_resp_403.text = AsyncMock(return_value='{"error_code":"EGW00133"}')
|
|
||||||
mock_resp_403.__aenter__ = AsyncMock(return_value=mock_resp_403)
|
|
||||||
mock_resp_403.__aexit__ = AsyncMock(return_value=False)
|
|
||||||
|
|
||||||
# Second attempt succeeds
|
|
||||||
mock_resp_200 = AsyncMock()
|
|
||||||
mock_resp_200.status = 200
|
|
||||||
mock_resp_200.json = AsyncMock(
|
|
||||||
return_value={
|
|
||||||
"access_token": "tok_after_cooldown",
|
|
||||||
"expires_in": 86400,
|
|
||||||
}
|
|
||||||
)
|
|
||||||
mock_resp_200.__aenter__ = AsyncMock(return_value=mock_resp_200)
|
|
||||||
mock_resp_200.__aexit__ = AsyncMock(return_value=False)
|
|
||||||
|
|
||||||
with patch("aiohttp.ClientSession.post", return_value=mock_resp_403):
|
|
||||||
with pytest.raises(ConnectionError, match="Token refresh failed"):
|
|
||||||
await broker._ensure_token()
|
|
||||||
|
|
||||||
# Wait for cooldown to expire
|
|
||||||
await asyncio.sleep(0.15)
|
|
||||||
|
|
||||||
with patch("aiohttp.ClientSession.post", return_value=mock_resp_200):
|
|
||||||
token = await broker._ensure_token()
|
|
||||||
assert token == "tok_after_cooldown"
|
|
||||||
|
|
||||||
await broker.close()
|
|
||||||
|
|
||||||
|
|
||||||
# ---------------------------------------------------------------------------
|
# ---------------------------------------------------------------------------
|
||||||
# Network Error Handling
|
# Network Error Handling
|
||||||
|
|||||||
@@ -6,43 +6,7 @@ from unittest.mock import AsyncMock, MagicMock, patch
|
|||||||
import pytest
|
import pytest
|
||||||
|
|
||||||
from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
|
from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
|
||||||
from src.main import safe_float, trading_cycle
|
from src.main import trading_cycle
|
||||||
|
|
||||||
|
|
||||||
class TestSafeFloat:
|
|
||||||
"""Test safe_float() helper function."""
|
|
||||||
|
|
||||||
def test_converts_valid_string(self):
|
|
||||||
"""Test conversion of valid numeric string."""
|
|
||||||
assert safe_float("123.45") == 123.45
|
|
||||||
assert safe_float("0") == 0.0
|
|
||||||
assert safe_float("-99.9") == -99.9
|
|
||||||
|
|
||||||
def test_handles_empty_string(self):
|
|
||||||
"""Test empty string returns default."""
|
|
||||||
assert safe_float("") == 0.0
|
|
||||||
assert safe_float("", 99.0) == 99.0
|
|
||||||
|
|
||||||
def test_handles_none(self):
|
|
||||||
"""Test None returns default."""
|
|
||||||
assert safe_float(None) == 0.0
|
|
||||||
assert safe_float(None, 42.0) == 42.0
|
|
||||||
|
|
||||||
def test_handles_invalid_string(self):
|
|
||||||
"""Test invalid string returns default."""
|
|
||||||
assert safe_float("invalid") == 0.0
|
|
||||||
assert safe_float("not_a_number", 100.0) == 100.0
|
|
||||||
assert safe_float("12.34.56") == 0.0
|
|
||||||
|
|
||||||
def test_handles_float_input(self):
|
|
||||||
"""Test float input passes through."""
|
|
||||||
assert safe_float(123.45) == 123.45
|
|
||||||
assert safe_float(0.0) == 0.0
|
|
||||||
|
|
||||||
def test_custom_default(self):
|
|
||||||
"""Test custom default value."""
|
|
||||||
assert safe_float("", -1.0) == -1.0
|
|
||||||
assert safe_float(None, 999.0) == 999.0
|
|
||||||
|
|
||||||
|
|
||||||
class TestTradingCycleTelegramIntegration:
|
class TestTradingCycleTelegramIntegration:
|
||||||
@@ -430,6 +394,26 @@ class TestOverseasBalanceParsing:
|
|||||||
broker.get_overseas_balance = AsyncMock(return_value={"output2": []})
|
broker.get_overseas_balance = AsyncMock(return_value={"output2": []})
|
||||||
return broker
|
return broker
|
||||||
|
|
||||||
|
@pytest.fixture
|
||||||
|
def mock_overseas_broker_with_empty_price(self) -> MagicMock:
|
||||||
|
"""Create mock overseas broker returning empty string for price."""
|
||||||
|
broker = MagicMock()
|
||||||
|
broker.get_overseas_price = AsyncMock(
|
||||||
|
return_value={"output": {"last": ""}} # Empty string
|
||||||
|
)
|
||||||
|
broker.get_overseas_balance = AsyncMock(
|
||||||
|
return_value={
|
||||||
|
"output2": [
|
||||||
|
{
|
||||||
|
"frcr_evlu_tota": "10000.00",
|
||||||
|
"frcr_dncl_amt_2": "5000.00",
|
||||||
|
"frcr_buy_amt_smtl": "4500.00",
|
||||||
|
}
|
||||||
|
]
|
||||||
|
}
|
||||||
|
)
|
||||||
|
return broker
|
||||||
|
|
||||||
@pytest.fixture
|
@pytest.fixture
|
||||||
def mock_domestic_broker(self) -> MagicMock:
|
def mock_domestic_broker(self) -> MagicMock:
|
||||||
"""Create minimal mock domestic broker."""
|
"""Create minimal mock domestic broker."""
|
||||||
@@ -595,3 +579,37 @@ class TestOverseasBalanceParsing:
|
|||||||
|
|
||||||
# Verify balance API was called
|
# Verify balance API was called
|
||||||
mock_overseas_broker_with_empty.get_overseas_balance.assert_called_once()
|
mock_overseas_broker_with_empty.get_overseas_balance.assert_called_once()
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_overseas_price_empty_string(
|
||||||
|
self,
|
||||||
|
mock_domestic_broker: MagicMock,
|
||||||
|
mock_overseas_broker_with_empty_price: MagicMock,
|
||||||
|
mock_brain_hold: MagicMock,
|
||||||
|
mock_risk: MagicMock,
|
||||||
|
mock_db: MagicMock,
|
||||||
|
mock_decision_logger: MagicMock,
|
||||||
|
mock_context_store: MagicMock,
|
||||||
|
mock_criticality_assessor: MagicMock,
|
||||||
|
mock_telegram: MagicMock,
|
||||||
|
mock_overseas_market: MagicMock,
|
||||||
|
) -> None:
|
||||||
|
"""Test overseas price parsing with empty string (issue #49)."""
|
||||||
|
with patch("src.main.log_trade"):
|
||||||
|
# Should not raise ValueError, should default to 0.0
|
||||||
|
await trading_cycle(
|
||||||
|
broker=mock_domestic_broker,
|
||||||
|
overseas_broker=mock_overseas_broker_with_empty_price,
|
||||||
|
brain=mock_brain_hold,
|
||||||
|
risk=mock_risk,
|
||||||
|
db_conn=mock_db,
|
||||||
|
decision_logger=mock_decision_logger,
|
||||||
|
context_store=mock_context_store,
|
||||||
|
criticality_assessor=mock_criticality_assessor,
|
||||||
|
telegram=mock_telegram,
|
||||||
|
market=mock_overseas_market,
|
||||||
|
stock_code="AAPL",
|
||||||
|
)
|
||||||
|
|
||||||
|
# Verify price API was called
|
||||||
|
mock_overseas_broker_with_empty_price.get_overseas_price.assert_called_once()
|
||||||
|
|||||||
@@ -338,6 +338,28 @@ class TestMarketScanner:
|
|||||||
assert metrics.stock_code == "AAPL"
|
assert metrics.stock_code == "AAPL"
|
||||||
assert metrics.current_price == 150.50
|
assert metrics.current_price == 150.50
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_scan_stock_overseas_empty_price(
|
||||||
|
self,
|
||||||
|
scanner: MarketScanner,
|
||||||
|
mock_overseas_broker: OverseasBroker,
|
||||||
|
context_store: ContextStore,
|
||||||
|
) -> None:
|
||||||
|
"""Test scanning overseas stock with empty price string (issue #49)."""
|
||||||
|
mock_overseas_broker.get_overseas_price.return_value = {
|
||||||
|
"output": {
|
||||||
|
"last": "", # Empty string
|
||||||
|
"tvol": "", # Empty string
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
market = MARKETS["US_NASDAQ"]
|
||||||
|
metrics = await scanner.scan_stock("AAPL", market)
|
||||||
|
|
||||||
|
assert metrics is not None
|
||||||
|
assert metrics.stock_code == "AAPL"
|
||||||
|
assert metrics.current_price == 0.0 # Should default to 0.0
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_scan_stock_error_handling(
|
async def test_scan_stock_error_handling(
|
||||||
self,
|
self,
|
||||||
|
|||||||
Reference in New Issue
Block a user