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feature/v3
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feature/is
| Author | SHA1 | Date | |
|---|---|---|---|
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4ca582b418 |
@@ -8,6 +8,13 @@
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- TASK: `TASK-...`
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- TEST: `TEST-...`
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## Docs Sync (SSOT)
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- [ ] `docs/README.md` 라우팅/역할 영향 여부 확인
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- [ ] SSOT 문서(architecture/commands/testing/ouroboros registry) 업데이트 또는 "변경 없음" 명시
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- [ ] 요약 문서(`README.md`, `CLAUDE.md`)에 가변 수치 하드코딩 추가 없음
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- SSOT 반영 위치(링크):
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## Ticket Stage
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- Current stage: `Implemented` / `Integrated` / `Observed` / `Accepted`
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@@ -41,23 +48,12 @@
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- [ ] `workflow/session-handover.md` 최신 엔트리가 현재 브랜치/당일(UTC) 기준으로 갱신됨
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- 최신 handover 엔트리 heading:
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## Docs Sync Gate (docs 파일 변경 시 필수)
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- [ ] `python3 scripts/validate_docs_sync.py` 통과 (`docs` 미변경 PR은 N/A 기재)
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## Runtime Evidence
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- 시스템 실제 구동 커맨드:
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- 모니터링 로그 경로:
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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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- 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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## Approval Gate
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- [ ] Static Verifier approval comment linked
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@@ -25,7 +25,7 @@ jobs:
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run: pip install ".[dev]"
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- name: Session handover gate
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run: python3 scripts/session_handover_check.py --strict --ci
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run: python3 scripts/session_handover_check.py --strict
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- name: Validate governance assets
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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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- name: Session handover gate
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run: python3 scripts/session_handover_check.py --strict --ci
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run: python3 scripts/session_handover_check.py --strict
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- name: Validate governance assets
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env:
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11
CLAUDE.md
11
CLAUDE.md
@@ -2,6 +2,10 @@
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AI-powered trading agent for global stock markets with self-evolution capabilities.
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## Documentation Entry
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문서 우선순위/역할은 [docs/README.md](docs/README.md)를 기준으로 한다.
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## Quick Start
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```bash
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@@ -83,11 +87,10 @@ SCANNER_TOP_N=3 # Max candidates per scan
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### Trading Mode Integration
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Smart Scanner runs in both `TRADE_MODE=realtime` and `daily` paths. On API failure, domestic stocks fall back to a static watchlist; overseas stocks fall back to a dynamic universe (active positions, recent holdings).
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Smart Scanner behavior and mode integration are defined in [docs/architecture.md](docs/architecture.md).
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## Documentation
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- **[Documentation Hub](docs/README.md)** — Top-level doc routing and reading order
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- **[Workflow Guide](docs/workflow.md)** — Git workflow policy and agent-based development
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- **[Command Reference](docs/commands.md)** — Common failures, build commands, troubleshooting
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- **[Architecture](docs/architecture.md)** — System design, components, data flow
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@@ -123,7 +126,7 @@ src/
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├── broker/ # KIS API client (domestic + overseas)
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├── context/ # L1-L7 hierarchical memory system
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├── core/ # Risk manager (READ-ONLY)
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├── dashboard/ # FastAPI read-only monitoring (10 API endpoints)
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├── dashboard/ # FastAPI read-only monitoring (endpoint details: docs/commands.md)
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├── data/ # External data integration (news, market data, calendar)
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├── evolution/ # Self-improvement (optimizer, daily review, scorecard)
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├── logging/ # Decision logger (audit trail)
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@@ -134,7 +137,7 @@ src/
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├── main.py # Trading loop orchestrator
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└── config.py # Settings (from .env)
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tests/ # 998 tests across 41 files
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tests/ # Test suite (details: docs/testing.md)
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docs/ # Extended documentation
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```
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26
README.md
26
README.md
@@ -2,6 +2,10 @@
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KIS(한국투자증권) API로 매매하고, Google Gemini로 판단하며, 자체 전략 코드를 TDD 기반으로 진화시키는 자율 주식 트레이딩 에이전트.
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## 문서 네비게이션
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문서 전체 라우팅/역할/우선순위는 [docs/README.md](docs/README.md)를 기준으로 본다.
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## 아키텍처
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```
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@@ -39,7 +43,7 @@ KIS(한국투자증권) API로 매매하고, Google Gemini로 판단하며, 자
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| 컨텍스트 | `src/context/` | L1-L7 계층형 메모리 시스템 |
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| 분석 | `src/analysis/` | RSI, ATR, Smart Volatility Scanner |
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| 알림 | `src/notifications/` | 텔레그램 양방향 (알림 + 9개 명령어) |
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| 대시보드 | `src/dashboard/` | FastAPI 읽기 전용 모니터링 (10개 API) |
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| 대시보드 | `src/dashboard/` | FastAPI 읽기 전용 모니터링 (엔드포인트 목록은 `docs/commands.md`) |
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| 진화 | `src/evolution/` | 전략 진화 + Daily Review + Scorecard |
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| 의사결정 로그 | `src/logging/` | 전체 거래 결정 감사 추적 |
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| 데이터 | `src/data/` | 뉴스, 시장 데이터, 경제 캘린더 연동 |
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@@ -153,19 +157,10 @@ docker compose up -d ouroboros
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## 테스트
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998개 테스트가 41개 파일에 걸쳐 구현되어 있습니다. 최소 커버리지 80%.
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테스트 정책/실행/구성은 [docs/testing.md](docs/testing.md)를 기준으로 한다.
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```
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tests/test_main.py — 거래 루프 통합
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tests/test_scenario_engine.py — 시나리오 매칭
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tests/test_pre_market_planner.py — 플레이북 생성
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tests/test_overseas_broker.py — 해외 브로커
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tests/test_telegram_commands.py — 텔레그램 명령어
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tests/test_telegram.py — 텔레그램 알림
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... 외 35개 파일 ※ 파일별 수치는 CI 기준으로 변동 가능
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```
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**상세**: [docs/testing.md](docs/testing.md)
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- 최소 커버리지: 80%
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- 전체 수집 기준: `pytest --collect-only -q`
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## 기술 스택
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@@ -174,7 +169,7 @@ tests/test_telegram.py — 텔레그램 알림
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- **AI**: Google Gemini Pro
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- **DB**: SQLite (5개 테이블: trades, contexts, decision_logs, playbooks, context_metadata)
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- **대시보드**: FastAPI + uvicorn
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- **검증**: pytest + coverage (998 tests)
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- **검증**: pytest + coverage (`docs/testing.md` 기준)
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- **CI/CD**: Gitea CI (`.gitea/workflows/ci.yml`)
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- **배포**: Docker + Docker Compose
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@@ -209,7 +204,7 @@ The-Ouroboros/
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│ ├── config.py # Pydantic 설정
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│ ├── db.py # SQLite 데이터베이스
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│ └── main.py # 비동기 거래 루프
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├── tests/ # 998개 테스트 (41개 파일)
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├── tests/ # 테스트 스위트 (세부는 docs/testing.md 참조)
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├── Dockerfile # 멀티스테이지 빌드
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├── docker-compose.yml # 서비스 오케스트레이션
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└── pyproject.toml # 의존성 및 도구 설정
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@@ -217,7 +212,6 @@ The-Ouroboros/
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## 문서
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- **[문서 허브](docs/README.md)** — 전체 문서 라우팅, 우선순위, 읽기 순서
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- **[아키텍처](docs/architecture.md)** — 시스템 설계, 컴포넌트, 데이터 흐름
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- **[테스트](docs/testing.md)** — 테스트 구조, 커버리지, 작성 가이드
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- **[명령어](docs/commands.md)** — CLI, Dashboard, Telegram 명령어
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@@ -1,48 +1,29 @@
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# Documentation Hub
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# Documentation Map
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이 문서는 저장소 전체 문서의 상위 라우팅 허브입니다.
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세부 문서로 바로 들어가기 전에 아래 우선순위와 읽기 순서를 기준으로 이동하세요.
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이 문서는 저장소 문서의 단일 라우팅/역할 정의다.
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각 문서는 아래 역할 범위를 넘지 않는다.
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## Priority (SSOT)
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## Reading Order
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1. 실행/협업 규칙 SSOT: [workflow.md](./workflow.md)
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2. 명령/장애 대응 SSOT: [commands.md](./commands.md)
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3. 테스트/검증 SSOT: [testing.md](./testing.md)
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4. 에이전트 제약 SSOT: [agents.md](./agents.md)
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5. 요구사항 추적 SSOT: [requirements-log.md](./requirements-log.md)
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6. Ouroboros 실행 문서 허브: [ouroboros/README.md](./ouroboros/README.md)
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1. [Project README](../README.md): 빠른 시작, 개요
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2. [Architecture](architecture.md): 시스템 구성/데이터 흐름
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3. [Workflow](workflow.md): 개발/PR/검증 절차
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4. [Commands](commands.md): 실행/운영 명령 레퍼런스
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5. [Testing](testing.md): 테스트 전략/작성/운영
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6. [Ouroboros Hub](ouroboros/README.md): 기획/요구사항/실행 통제 문서군
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## Recommended Reading Order
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## Single Source of Truth (SSOT)
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1. [workflow.md](./workflow.md)
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2. [commands.md](./commands.md)
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3. [testing.md](./testing.md)
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4. [agents.md](./agents.md)
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5. [architecture.md](./architecture.md)
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6. [context-tree.md](./context-tree.md)
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7. [disaster_recovery.md](./disaster_recovery.md)
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8. [live-trading-checklist.md](./live-trading-checklist.md)
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9. [ouroboros/README.md](./ouroboros/README.md)
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- 아키텍처/동작 기준: [Architecture](architecture.md)
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- 실행 명령 기준: [Commands](commands.md)
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- 테스트 정책 기준: [Testing](testing.md)
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- 요구사항/REQ 기준: [Requirements Registry](ouroboros/01_requirements_registry.md)
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- 작업/TASK 기준: [Code Work Orders](ouroboros/30_code_level_work_orders.md)
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- 수용/TEST 기준: [Acceptance Plan](ouroboros/40_acceptance_and_test_plan.md)
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## Document Map
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## Authoring Rules
|
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|
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- Core
|
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- [workflow.md](./workflow.md): 브랜치/PR/리뷰/세션 handover 정책
|
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- [commands.md](./commands.md): 실행 커맨드, 실패 사례, 트러블슈팅
|
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- [testing.md](./testing.md): 테스트 구조, 작성 규칙, 검증 명령
|
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- [agents.md](./agents.md): 에이전트 작업 제약과 금지 행위
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- [agent-constraints.md](./agent-constraints.md): 영속 제약/운영 불변식(agents.md 보완)
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- [skills.md](./skills.md): 설치/사용 가능한 스킬 목록과 활용 가이드
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- Design and Operations
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- [architecture.md](./architecture.md): 시스템 구조와 컴포넌트 책임
|
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- [context-tree.md](./context-tree.md): L1-L7 컨텍스트 계층 설계
|
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- [disaster_recovery.md](./disaster_recovery.md): 백업/복구 절차
|
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- [live-trading-checklist.md](./live-trading-checklist.md): 실전 전환 체크리스트
|
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- Governance and Planning
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- [requirements-log.md](./requirements-log.md): 요구사항/피드백 히스토리
|
||||
- [ouroboros/README.md](./ouroboros/README.md): v2/v3 실행 문서 라우팅
|
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|
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## Change Rule
|
||||
|
||||
- 문서 신규/이동/대규모 개편 시 이 파일의 링크와 분류를 함께 갱신합니다.
|
||||
- 링크는 상대경로만 사용합니다.
|
||||
- `README.md`, `CLAUDE.md`는 입문/요약 역할만 가진다.
|
||||
- 가변 수치(테스트 개수, API 개수, 세부 파일별 케이스 수)는 요약 문서에 고정값으로 중복 기재하지 않는다.
|
||||
- 수치/정책 상세는 SSOT 문서에만 기록하고, 요약 문서에서는 링크로 참조한다.
|
||||
- 동일 내용이 2개 이상 문서에 반복되면 요약 + 링크 형태로 축약한다.
|
||||
|
||||
@@ -21,44 +21,8 @@ python3 scripts/session_handover_check.py --strict
|
||||
|
||||
- 실패 시 `workflow/session-handover.md` 최신 엔트리를 보강한 뒤 재실행한다.
|
||||
|
||||
## Docs Sync Validator (Mandatory for docs changes)
|
||||
|
||||
- 문서 변경 PR에서는 아래 명령으로 동기화 검증을 먼저 실행한다.
|
||||
|
||||
```bash
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||||
python3 scripts/validate_docs_sync.py
|
||||
```
|
||||
|
||||
- 검증 실패 시 메시지 기준으로 즉시 수정한다.
|
||||
- `absolute link is forbidden`: 문서 링크에 절대경로(`/...`) 사용
|
||||
- `broken link`: 상대경로 링크 대상 파일/앵커 누락
|
||||
- `missing core doc link reference`: `README.md`/`CLAUDE.md` 핵심 링크 누락
|
||||
- `duplicated API endpoint row`: `docs/commands.md` API endpoint 표 중복 행
|
||||
- `missing dynamic test count guidance`: `docs/testing.md`에 `pytest --collect-only -q` 가이드 누락
|
||||
|
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### tea CLI (Gitea Command Line Tool)
|
||||
|
||||
#### ❌ Comment Newline Escaping (`\n` rendered literally)
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||||
```bash
|
||||
YES="" ~/bin/tea comment 374 "line1\nline2"
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||||
# Web UI shows "\n" as text instead of line breaks
|
||||
```
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||||
**💡 Reason:** Inline string escaping is interpreted literally before comment submission.
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||||
|
||||
**✅ Solution:** Use file-based helper to preserve multiline text
|
||||
```bash
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||||
cat > /tmp/comment.md <<'EOF'
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||||
line1
|
||||
line2
|
||||
EOF
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||||
|
||||
scripts/tea_comment.sh 374 /tmp/comment.md
|
||||
```
|
||||
|
||||
**📝 Notes:**
|
||||
- `scripts/tea_comment.sh` accepts stdin with `-` as body source.
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||||
- The helper fails fast when body looks like escaped-newline text only.
|
||||
|
||||
#### ❌ TTY Error - Interactive Confirmation Fails
|
||||
```bash
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||||
~/bin/tea issues create --repo X --title "Y" --description "Z"
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||||
@@ -172,9 +136,12 @@ No decorator needed for async tests.
|
||||
# Install all dependencies (production + dev)
|
||||
pip install -e ".[dev]"
|
||||
|
||||
# Run full test suite with coverage (998 tests across 41 files)
|
||||
# Run full test suite with coverage
|
||||
pytest -v --cov=src --cov-report=term-missing
|
||||
|
||||
# Validate docs sync rules (SSOT/duplication guard)
|
||||
python3 scripts/validate_docs_sync.py
|
||||
|
||||
# Run a single test file
|
||||
pytest tests/test_risk.py -v
|
||||
|
||||
@@ -237,8 +204,8 @@ Dashboard runs as a daemon thread on `DASHBOARD_HOST:DASHBOARD_PORT` (default: `
|
||||
| `GET /api/performance` | Performance metrics by market and combined |
|
||||
| `GET /api/context/{layer}` | Context data by layer L1-L7 (query: `timeframe`) |
|
||||
| `GET /api/decisions` | Decision log entries (query: `limit`, `market`) |
|
||||
| `GET /api/pnl/history` | P&L history time series |
|
||||
| `GET /api/scenarios/active` | Today's matched scenarios |
|
||||
| `GET /api/pnl/history` | P&L history over time |
|
||||
| `GET /api/positions` | Current open positions |
|
||||
|
||||
## Telegram Commands
|
||||
|
||||
@@ -1,9 +1,9 @@
|
||||
<!--
|
||||
Doc-ID: DOC-REQ-001
|
||||
Version: 1.0.7
|
||||
Version: 1.0.0
|
||||
Status: active
|
||||
Owner: strategy
|
||||
Updated: 2026-03-02
|
||||
Updated: 2026-02-26
|
||||
-->
|
||||
|
||||
# 요구사항 원장 (Single Source of Truth)
|
||||
@@ -26,7 +26,7 @@ Updated: 2026-03-02
|
||||
- `REQ-V3-001`: 모든 신호/주문/로그는 `session_id`를 포함해야 한다.
|
||||
- `REQ-V3-002`: 세션 전환 시 리스크 파라미터 재로딩이 수행되어야 한다.
|
||||
- `REQ-V3-003`: 브로커 블랙아웃 시간대에는 신규 주문이 금지되어야 한다.
|
||||
- `REQ-V3-004`: 블랙아웃 중 신호는 bounded Queue에 적재되며, 포화 시 oldest-drop 정책으로 최신 intent를 보존하고 복구 후 유효성 재검증을 거친다.
|
||||
- `REQ-V3-004`: 블랙아웃 중 신호는 Queue에 적재되고, 복구 후 유효성 재검증을 거친다.
|
||||
- `REQ-V3-005`: 저유동 세션(`NXT_AFTER`, `US_PRE`, `US_DAY`, `US_AFTER`)은 시장가 주문 금지다.
|
||||
- `REQ-V3-006`: 백테스트 체결가는 불리한 방향 체결 가정을 기본으로 한다.
|
||||
- `REQ-V3-007`: US 운용은 환율 손익 분리 추적과 통화 버퍼 정책을 포함해야 한다.
|
||||
@@ -37,4 +37,3 @@ Updated: 2026-03-02
|
||||
- `REQ-OPS-001`: 타임존은 모든 시간 필드에 명시(KST/UTC)되어야 한다.
|
||||
- `REQ-OPS-002`: 문서의 수치 정책은 원장에서만 변경한다.
|
||||
- `REQ-OPS-003`: 구현 태스크는 반드시 테스트 태스크를 동반한다.
|
||||
- `REQ-OPS-004`: 원본 계획 문서(`v2`, `v3`)는 `docs/ouroboros/source/` 경로를 단일 기준으로 사용한다.
|
||||
|
||||
@@ -16,42 +16,41 @@ Updated: 2026-02-26
|
||||
|
||||
## 구현 단위 A: 상태기계/청산
|
||||
|
||||
- `TASK-CODE-001` (`REQ-V2-001`,`REQ-V2-002`,`REQ-V2-003`,`TEST-CODE-001`,`TEST-CODE-002`): `src/strategy/`에 상태기계 모듈 추가
|
||||
- `TASK-CODE-002` (`REQ-V2-004`,`TEST-ACC-011`): ATR/BE/Hard Stop 결합 청산 함수 추가
|
||||
- `TASK-CODE-003` (`REQ-V2-008`,`TEST-ACC-002`): Kill Switch 오케스트레이터를 `src/core/kill_switch.py`에 추가
|
||||
- `TASK-CODE-001` (`REQ-V2-001`,`REQ-V2-002`,`REQ-V2-003`): `src/strategy/`에 상태기계 모듈 추가
|
||||
- `TASK-CODE-002` (`REQ-V2-004`): ATR/BE/Hard Stop 결합 청산 함수 추가
|
||||
- `TASK-CODE-003` (`REQ-V2-008`): Kill Switch 오케스트레이터를 `src/core/kill_switch.py`에 추가
|
||||
- `TEST-CODE-001`: 갭 점프 시 최고상태 승격 테스트
|
||||
- `TEST-CODE-002`: EXIT 우선순위 테스트
|
||||
|
||||
## 구현 단위 B: 라벨링/검증
|
||||
|
||||
- `TASK-CODE-004` (`REQ-V2-005`,`TEST-CODE-003`,`TEST-ACC-012`): Triple Barrier 라벨러 모듈 추가(`src/analysis/` 또는 `src/strategy/`)
|
||||
- `TASK-CODE-005` (`REQ-V2-006`,`TEST-CODE-004`,`TEST-ACC-013`): Walk-forward + Purge/Embargo 분할 유틸 추가
|
||||
- `TASK-CODE-006` (`REQ-V2-007`,`TEST-ACC-014`): 백테스트 실행기에서 비용/슬리피지 옵션 필수화
|
||||
- `TASK-CODE-004` (`REQ-V2-005`): Triple Barrier 라벨러 모듈 추가(`src/analysis/` 또는 `src/strategy/`)
|
||||
- `TASK-CODE-005` (`REQ-V2-006`): Walk-forward + Purge/Embargo 분할 유틸 추가
|
||||
- `TASK-CODE-006` (`REQ-V2-007`): 백테스트 실행기에서 비용/슬리피지 옵션 필수화
|
||||
- `TEST-CODE-003`: 라벨 선터치 우선 테스트
|
||||
- `TEST-CODE-004`: 누수 차단 테스트
|
||||
|
||||
## 구현 단위 C: 세션/주문 정책
|
||||
|
||||
- `TASK-CODE-007` (`REQ-V3-001`,`REQ-V3-002`,`TEST-ACC-015`,`TEST-ACC-016`): 세션 분류/전환 훅을 `src/markets/schedule.py` 연동
|
||||
- `TASK-CODE-008` (`REQ-V3-003`,`REQ-V3-004`,`TEST-CODE-005`,`TEST-ACC-017`): 블랙아웃 큐 처리기를 `src/broker/`에 추가
|
||||
- `TASK-CODE-009` (`REQ-V3-005`,`TEST-CODE-006`,`TEST-ACC-004`): 세션별 주문 타입 검증기 추가
|
||||
- `TASK-CODE-007` (`REQ-V3-001`,`REQ-V3-002`): 세션 분류/전환 훅을 `src/markets/schedule.py` 연동
|
||||
- `TASK-CODE-008` (`REQ-V3-003`,`REQ-V3-004`): 블랙아웃 큐 처리기를 `src/broker/`에 추가
|
||||
- `TASK-CODE-009` (`REQ-V3-005`): 세션별 주문 타입 검증기 추가
|
||||
- `TEST-CODE-005`: 블랙아웃 신규주문 차단 테스트
|
||||
- `TEST-CODE-006`: 저유동 세션 시장가 거부 테스트
|
||||
|
||||
## 구현 단위 D: 체결/환율/오버나잇
|
||||
|
||||
- `TASK-CODE-010` (`REQ-V3-006`,`TEST-CODE-007`,`TEST-ACC-005`): 불리한 체결가 모델을 백테스트 체결기로 구현
|
||||
- `TASK-CODE-011` (`REQ-V3-007`,`TEST-CODE-008`,`TEST-ACC-006`): FX PnL 분리 회계 테이블/컬럼 추가
|
||||
- `TASK-CODE-012` (`REQ-V3-008`,`TEST-ACC-018`): 오버나잇 예외와 Kill Switch 충돌 해소 로직 구현
|
||||
- `TASK-CODE-010` (`REQ-V3-006`): 불리한 체결가 모델을 백테스트 체결기로 구현
|
||||
- `TASK-CODE-011` (`REQ-V3-007`): FX PnL 분리 회계 테이블/컬럼 추가
|
||||
- `TASK-CODE-012` (`REQ-V3-008`): 오버나잇 예외와 Kill Switch 충돌 해소 로직 구현
|
||||
- `TEST-CODE-007`: 불리한 체결가 모델 테스트
|
||||
- `TEST-CODE-008`: FX 버퍼 위반 시 신규진입 제한 테스트
|
||||
|
||||
## 구현 단위 E: 운영/문서 거버넌스
|
||||
|
||||
- `TASK-OPS-001` (`REQ-OPS-001`,`TEST-ACC-007`): 시간 필드/로그 스키마의 타임존(KST/UTC) 표기 강제 규칙 구현
|
||||
- `TASK-OPS-002` (`REQ-OPS-002`,`TEST-ACC-008`): 정책 수치 변경 시 `01_requirements_registry.md` 선수정 CI 체크 추가
|
||||
- `TASK-OPS-003` (`REQ-OPS-003`,`TEST-ACC-009`): `TASK-*` 없는 `REQ-*` 또는 `TEST-*` 없는 `REQ-*`를 차단하는 문서 검증 게이트 유지
|
||||
- `TASK-OPS-004` (`REQ-OPS-004`,`TEST-ACC-019`): v2/v3 원본 계획 문서 위치를 `docs/ouroboros/source/`로 표준화하고 링크 일관성 검증
|
||||
- `TASK-OPS-001` (`REQ-OPS-001`): 시간 필드/로그 스키마의 타임존 표기 강제 규칙 구현
|
||||
- `TASK-OPS-002` (`REQ-OPS-002`): 정책 수치 변경 시 `01_requirements_registry.md` 선수정 CI 체크 추가
|
||||
- `TASK-OPS-003` (`REQ-OPS-003`): `TASK-*` 없는 `REQ-*` 또는 `TEST-*` 없는 `REQ-*`를 차단하는 문서 검증 게이트 유지
|
||||
|
||||
## 커밋 규칙
|
||||
|
||||
|
||||
@@ -29,7 +29,6 @@ Updated: 2026-02-26
|
||||
- `TEST-ACC-007` (`REQ-OPS-001`): 시간 관련 필드는 타임존(KST/UTC)이 누락되면 검증 실패한다.
|
||||
- `TEST-ACC-008` (`REQ-OPS-002`): 정책 수치 변경이 원장 미반영이면 검증 실패한다.
|
||||
- `TEST-ACC-009` (`REQ-OPS-003`): `REQ-*`가 `TASK-*`/`TEST-*` 매핑 없이 존재하면 검증 실패한다.
|
||||
- `TEST-ACC-019` (`REQ-OPS-004`): v2/v3 원본 계획 문서 링크는 `docs/ouroboros/source/` 경로 기준으로만 통과한다.
|
||||
|
||||
## 테스트 계층
|
||||
|
||||
|
||||
@@ -1,15 +1,15 @@
|
||||
<!--
|
||||
Doc-ID: DOC-AUDIT-001
|
||||
Version: 1.2.0
|
||||
Version: 1.1.0
|
||||
Status: active
|
||||
Owner: strategy
|
||||
Updated: 2026-03-02
|
||||
Updated: 2026-03-01
|
||||
-->
|
||||
|
||||
# v2/v3 구현 감사 및 수익률 분석 보고서
|
||||
|
||||
작성일: 2026-02-28
|
||||
최종 업데이트: 2026-03-02 (#373 상태표 정합화 반영)
|
||||
최종 업데이트: 2026-03-01 (Phase 2 완료 + Phase 3 부분 완료 반영)
|
||||
대상 기간: 2026-02-25 ~ 2026-02-28 (실거래)
|
||||
분석 브랜치: `feature/v3-session-policy-stream`
|
||||
|
||||
@@ -17,54 +17,45 @@ Updated: 2026-03-02
|
||||
|
||||
## 1. 계획 대비 구현 감사
|
||||
|
||||
### 1.1 완료 판정 기준 (Definition of Done)
|
||||
|
||||
아래 3가지를 모두 만족할 때만 `✅ 완료`로 표기한다.
|
||||
|
||||
1. 코드 경로 존재: 요구사항을 수행하는 실행 경로가 코드에 존재한다.
|
||||
2. 효과 검증 통과: 요구사항 효과를 검증하는 테스트/런타임 증적이 존재한다.
|
||||
3. 추적성 일치: 요구사항 상태와 열린 갭 이슈가 모순되지 않는다.
|
||||
|
||||
### 1.2 v2 구현 상태: 부분 완료 (핵심 갭 잔존)
|
||||
### 1.1 v2 구현 상태: 100% 완료
|
||||
|
||||
| REQ-ID | 요구사항 | 구현 파일 | 상태 |
|
||||
|--------|----------|-----------|------|
|
||||
| REQ-V2-001 | 4-상태 매도 상태기계 (HOLDING→BE_LOCK→ARMED→EXITED) | `src/strategy/position_state_machine.py` | ✅ 완료 |
|
||||
| REQ-V2-002 | 즉시 최상위 상태 승격 (갭 대응) | `position_state_machine.py:51-70` | ✅ 완료 |
|
||||
| REQ-V2-003 | EXITED 우선 평가 | `position_state_machine.py:38-48` | ✅ 완료 |
|
||||
| REQ-V2-004 | 4중 청산 로직 (Hard/BE/ATR Trailing/Model) | `src/strategy/exit_rules.py` | ⚠️ 부분 (`#369`) |
|
||||
| REQ-V2-004 | 4중 청산 로직 (Hard/BE/ATR Trailing/Model) | `src/strategy/exit_rules.py` | ✅ 완료 |
|
||||
| REQ-V2-005 | Triple Barrier 라벨링 | `src/analysis/triple_barrier.py` | ✅ 완료 |
|
||||
| REQ-V2-006 | Walk-Forward + Purge/Embargo 검증 | `src/analysis/walk_forward_split.py` | ✅ 완료 |
|
||||
| REQ-V2-007 | 비용/슬리피지/체결실패 모델 필수 | `src/analysis/backtest_cost_guard.py` | ⚠️ 부분 (`#368`) |
|
||||
| REQ-V2-008 | Kill Switch 실행 순서 (Block→Cancel→Refresh→Reduce→Snapshot) | `src/core/kill_switch.py` | ⚠️ 부분 (`#377`) |
|
||||
| REQ-V2-007 | 비용/슬리피지/체결실패 모델 필수 | `src/analysis/backtest_cost_guard.py` | ✅ 완료 |
|
||||
| REQ-V2-008 | Kill Switch 실행 순서 (Block→Cancel→Refresh→Reduce→Snapshot) | `src/core/kill_switch.py` | ✅ 완료 |
|
||||
|
||||
### 1.3 v3 구현 상태: 부분 완료 (2026-03-02 기준)
|
||||
### 1.2 v3 구현 상태: ~85% 완료 (2026-03-01 기준)
|
||||
|
||||
| REQ-ID | 요구사항 | 상태 | 비고 |
|
||||
|--------|----------|------|------|
|
||||
| REQ-V3-001 | 모든 신호/주문/로그에 session_id 포함 | ⚠️ 부분 | 큐 intent에 `session_id` 누락 (`#375`) |
|
||||
| REQ-V3-002 | 세션 전환 훅 + 리스크 파라미터 재로딩 | ✅ 완료 | 세션 경계 E2E 회귀(override 적용/해제 + 재로딩 실패 폴백) 보강 (`#376`) |
|
||||
| REQ-V3-001 | 모든 신호/주문/로그에 session_id 포함 | ✅ 완료 | #326 머지 — `log_decision()` 파라미터 추가, `log_trade()` 명시적 전달 |
|
||||
| REQ-V3-002 | 세션 전환 훅 + 리스크 파라미터 재로딩 | ⚠️ 부분 | #327 머지 — 재로딩 메커니즘 구현, 세션 훅 테스트 미작성 |
|
||||
| REQ-V3-003 | 블랙아웃 윈도우 정책 | ✅ 완료 | `src/core/blackout_manager.py` |
|
||||
| REQ-V3-004 | 블랙아웃 큐 + 복구 시 재검증 | ⚠️ 부분 | 큐 포화는 oldest-drop 정책으로 정합화 (`#371`), 재검증 강화는 `#328` 추적 |
|
||||
| REQ-V3-004 | 블랙아웃 큐 + 복구 시 재검증 | ✅ 완료 | #324(DB 기록) + #328(가격/세션 재검증) 머지 |
|
||||
| REQ-V3-005 | 저유동 세션 시장가 금지 | ✅ 완료 | `src/core/order_policy.py` |
|
||||
| REQ-V3-006 | 보수적 백테스트 체결 (불리 방향) | ✅ 완료 | `src/analysis/backtest_execution_model.py` |
|
||||
| REQ-V3-007 | FX 손익 분리 (전략 PnL vs 환율 PnL) | ⚠️ 부분 | 런타임 분리 계산/전달 적용 (`#370`), buy-side `fx_rate` 미관측 시 `fx_pnl=0` fallback |
|
||||
| REQ-V3-007 | FX 손익 분리 (전략 PnL vs 환율 PnL) | ⚠️ 코드 완료 / 운영 미반영 | `src/db.py` 스키마·함수 완료, 운영 데이터 `fx_pnl` 전부 0 |
|
||||
| REQ-V3-008 | 오버나잇 예외 vs Kill Switch 우선순위 | ✅ 완료 | `src/main.py` — `_should_force_exit_for_overnight()`, `_apply_staged_exit_override_for_hold()` |
|
||||
|
||||
### 1.4 운영 거버넌스: 부분 완료 (2026-03-02 재평가)
|
||||
### 1.3 운영 거버넌스: ~60% 완료 (2026-03-01 재평가)
|
||||
|
||||
| REQ-ID | 요구사항 | 상태 | 비고 |
|
||||
|--------|----------|------|------|
|
||||
| REQ-OPS-001 | 타임존 명시 (KST/UTC) | ⚠️ 부분 | 문서 토큰 fail-fast 추가, 필드 수준 검증은 `#372` 잔여 |
|
||||
| REQ-OPS-002 | 정책 변경 시 레지스트리 업데이트 강제 | ⚠️ 부분 | 파일 단위 강제는 구현, 정책 수치 단위 정밀 검증은 `#372` 잔여 |
|
||||
| REQ-OPS-003 | TASK-REQ 매핑 강제 | ⚠️ 부분 | TASK-REQ/TASK-TEST 강제는 구현, 우회 케이스 추가 점검은 `#372` 잔여 |
|
||||
| REQ-OPS-004 | source 경로 표준화 검증 | ✅ 완료 | `scripts/validate_ouroboros_docs.py`의 canonical source path 검증 |
|
||||
| REQ-OPS-001 | 타임존 명시 (KST/UTC) | ⚠️ 부분 | DB 기록은 UTC, 세션은 KST. 일부 로그에서 타임존 미표기 |
|
||||
| REQ-OPS-002 | 정책 변경 시 레지스트리 업데이트 강제 | ⚠️ 기본 구현 완료 | `scripts/validate_governance_assets.py` CI 연동 완료; 규칙 고도화 잔여 |
|
||||
| REQ-OPS-003 | TASK-REQ 매핑 강제 | ⚠️ 기본 구현 완료 | `scripts/validate_ouroboros_docs.py` CI 연동 완료; PR 강제 검증 강화 잔여 |
|
||||
|
||||
---
|
||||
|
||||
## 2. 구현 갭 상세
|
||||
|
||||
> **2026-03-02 업데이트**: 기존 해소 표기를 재검증했고, 열려 있는 갭 이슈 기준으로 상태를 재분류함.
|
||||
> **2026-03-01 업데이트**: GAP-1~5 모두 해소되었거나 이슈 머지로 부분 해소됨.
|
||||
|
||||
### GAP-1: DecisionLogger에 session_id 미포함 → ✅ 해소 (#326)
|
||||
|
||||
@@ -80,22 +71,21 @@ Updated: 2026-03-02
|
||||
- **해소**: #326 머지 — `log_trade()` 호출 시 런타임 `session_id` 명시적 전달
|
||||
- **요구사항**: REQ-V3-001
|
||||
|
||||
### GAP-3: 세션 전환 시 리스크 파라미터 재로딩 없음 → ✅ 해소 (#327, #376)
|
||||
### GAP-3: 세션 전환 시 리스크 파라미터 재로딩 없음 → ⚠️ 부분 해소 (#327)
|
||||
|
||||
- **위치**: `src/main.py`, `src/config.py`
|
||||
- **해소 내용**: #327 머지 — `SESSION_RISK_PROFILES_JSON` 기반 세션별 파라미터 재로딩 메커니즘 구현
|
||||
- `SESSION_RISK_RELOAD_ENABLED=true` 시 세션 경계에서 파라미터 재로딩
|
||||
- 재로딩 실패 시 기존 파라미터 유지 (안전 폴백)
|
||||
- **해소**: 세션 경계 E2E 회귀 테스트를 추가해 override 적용/해제, 재로딩 실패 시 폴백 유지를 검증함 (`#376`)
|
||||
- **잔여 갭**: 세션 경계 실시간 전환 E2E 통합 테스트 보강 필요 (`test_main.py`에 설정 오버라이드/폴백 단위 테스트는 존재)
|
||||
- **요구사항**: REQ-V3-002
|
||||
|
||||
### GAP-4: 블랙아웃 복구 DB 기록 + 재검증 → ⚠️ 부분 해소 (#324, #328, #371)
|
||||
### GAP-4: 블랙아웃 복구 DB 기록 + 재검증 → ✅ 해소 (#324, #328)
|
||||
|
||||
- **위치**: `src/core/blackout_manager.py`, `src/main.py`
|
||||
- **현 상태**:
|
||||
- #324 추적 범위(DB 기록)는 구현 경로가 존재
|
||||
- #328 범위(가격/세션 재검증 강화)는 추적 이슈 오픈 상태
|
||||
- #371: 큐 포화 정책을 oldest-drop으로 명시/구현해 최신 intent 유실 경로를 제거
|
||||
- **해소 내용**:
|
||||
- #324 머지 — 복구 주문 실행 후 `log_trade()` 호출, rationale에 `[blackout-recovery]` prefix
|
||||
- #328 머지 — 가격 유효성 검증 (진입가 대비 급변 시 드롭), 세션 변경 시 새 파라미터로 재검증
|
||||
- **요구사항**: REQ-V3-004
|
||||
|
||||
### GAP-5: 시간장벽이 봉 개수 고정 → ✅ 해소 (#329)
|
||||
@@ -107,12 +97,10 @@ Updated: 2026-03-02
|
||||
- `max_holding_bars` deprecated 경고 유지 (하위 호환)
|
||||
- **요구사항**: REQ-V2-005 / v3 확장
|
||||
|
||||
### GAP-6 (신규): FX PnL 분리 부분 해소 (MEDIUM)
|
||||
### GAP-6 (신규): FX PnL 운영 미활성 (LOW — 코드 완료)
|
||||
|
||||
- **위치**: `src/db.py` (`fx_pnl`, `strategy_pnl` 컬럼 존재)
|
||||
- **현 상태**: 런타임 SELL 경로에서 `strategy_pnl`/`fx_pnl` 분리 계산 및 전달을 적용함 (`#370`).
|
||||
- **운영 메모**: `trading_cycle`은 scanner 기반 `selection_context`에 `fx_rate`를 추가하고, `run_daily_session`은 scanner 컨텍스트 없이 `fx_rate` 스냅샷만 기록한다.
|
||||
- **잔여**: 과거 BUY 레코드에 `fx_rate`가 없으면 해외 구간도 `fx_pnl=0` fallback으로 기록됨.
|
||||
- **문제**: 스키마와 함수는 완료되었으나 운영 데이터에서 `fx_pnl` 전부 0
|
||||
- **영향**: USD 거래에서 환율 손익과 전략 손익이 분리되지 않아 성과 분석 부정확
|
||||
- **요구사항**: REQ-V3-007
|
||||
|
||||
@@ -394,7 +382,8 @@ Phase 3 (중기): v3 세션 최적화
|
||||
|
||||
### 테스트 미존재 (잔여)
|
||||
|
||||
- ✅ 세션 전환 훅 콜백/세션 경계 리스크 재로딩 E2E 회귀 (`#376`)
|
||||
- ❌ 세션 전환 훅 콜백 (GAP-3 잔여)
|
||||
- ❌ 세션 경계 리스크 파라미터 재로딩 단위 테스트 (GAP-3 잔여)
|
||||
- ❌ 실거래 경로 ↔ v2 상태기계 통합 테스트 (피처 공급 포함)
|
||||
- ❌ FX PnL 운영 활성화 검증 (GAP-6)
|
||||
|
||||
|
||||
@@ -1,96 +1,75 @@
|
||||
<!--
|
||||
Doc-ID: DOC-PLAN-082
|
||||
Version: 1.0.0
|
||||
Status: draft
|
||||
Version: 1.1.0
|
||||
Status: active
|
||||
Owner: strategy
|
||||
Updated: 2026-02-28
|
||||
Updated: 2026-03-01
|
||||
-->
|
||||
|
||||
# 문서 재구조화 계획: 감사 → 실행 파이프라인
|
||||
# 문서 재구조화 실행 현황
|
||||
|
||||
## Context
|
||||
## 목적
|
||||
|
||||
80_implementation_audit.md는 v2/v3 구현 감사와 수익률 분석을 수행했으나, 여러 차례 리뷰를 거치면서 리뷰 이력/데이터 품질 논의/SQL 쿼리 등이 혼재되어 **실행 문서로 사용하기 어려운 상태**다.
|
||||
문서 중복/드리프트/탐색 난이도를 줄여, 에이전트가 문서 기반으로 기획/설계/구현/검증을 일관되게 수행하도록 운영 규칙을 고정한다.
|
||||
|
||||
목표: 이 감사 결과를 바탕으로 **티켓 생성 → 개발 설계 → 구현/리뷰 → 검증 → 실환경 테스트**까지 일관되게 진행할 수 있는 문서 체계를 만든다.
|
||||
## 적용 범위
|
||||
|
||||
## 변경 사항
|
||||
- 루트 요약 문서: `README.md`, `CLAUDE.md`
|
||||
- 운영 문서: `docs/architecture.md`, `docs/commands.md`, `docs/testing.md`, `docs/workflow.md`
|
||||
- 실행 통제 문서군: `docs/ouroboros/*`
|
||||
- 검증 자동화: `scripts/validate_docs_sync.py`, CI 워크플로우
|
||||
|
||||
### 1. 80_implementation_audit.md 정리 (감사 기록 문서)
|
||||
## 완료 항목 (2026-03-01)
|
||||
|
||||
**역할**: 현재 상태의 팩트 기록. "무엇이 문제인가"에만 집중.
|
||||
### 1) 문서 라우팅/역할 고정
|
||||
|
||||
정리 내용:
|
||||
- Section 3: P&L 분석을 핵심 수치만 남기고 간결화
|
||||
- 3.1(종합), 3.3(시장별), 3.4(통화 분리), 3.5(전략 진입분 분리), 3.6(무결성 결론) 유지
|
||||
- 3.2 일별 손익: 주의 문구 제거, 본문으로 통합
|
||||
- 3.7 데이터 품질: 핵심 결론만 남기고 세부 항목 제거
|
||||
- 3.8 SQL: 별도 파일(`scripts/audit_queries.sql`)로 분리, 본문에서 참조만
|
||||
- Section 6.1, 6.2 리뷰 반영 이력: 전부 제거 (git history로 추적 가능)
|
||||
- Section 6 테스트: "재점검으로 확인" 항목을 "테스트 존재" 항목에 통합
|
||||
- 신규 Section 7: 후속 문서 링크 (85_ 참조)
|
||||
- `docs/README.md` 신설
|
||||
- 읽기 순서 + SSOT + 작성 규칙 명시
|
||||
|
||||
### 2. 85_loss_recovery_action_plan.md 신규 작성 (실행 계획 문서)
|
||||
### 2) 요약 문서 중복 축소
|
||||
|
||||
**역할**: "어떻게 고칠 것인가". 티켓 생성부터 실환경 검증까지의 실행 청사진.
|
||||
- `README.md`, `CLAUDE.md`에 문서 진입점 추가
|
||||
- 가변 수치/세부 동작의 직접 중복 기재를 축약하고 SSOT 문서 링크 중심으로 정리
|
||||
|
||||
구조:
|
||||
```
|
||||
## 1. 요약
|
||||
- 목표: 손실 구간 탈출을 위한 7개 ROOT/5개 GAP 해소
|
||||
- 성공 기준 (정량)
|
||||
### 3) 명령/테스트 문서 정합성 개선
|
||||
|
||||
## 2. Phase별 작업 분해
|
||||
### Phase 1: 즉시 파라미터/로직 수정 (손실 출혈 차단)
|
||||
각 항목마다:
|
||||
- ROOT/GAP 참조
|
||||
- Gitea 이슈 제목/설명 템플릿
|
||||
- 변경 대상 파일 + 현재 동작 + 목표 동작
|
||||
- 수용 기준 (acceptance criteria)
|
||||
- 테스트 계획
|
||||
- 의존성/차단 관계
|
||||
- `docs/commands.md` 대시보드 API 목록 최신화(`pnl/history`, `positions` 포함)
|
||||
- `docs/testing.md` 테스트 총량 확인 방식을 고정 수치 -> `pytest --collect-only -q`로 전환
|
||||
|
||||
### Phase 2: 데이터 정합성 + v2 실효화
|
||||
(동일 형식)
|
||||
### 4) 동기화 자동 검증 + CI 게이트
|
||||
|
||||
### Phase 3: v3 세션 최적화
|
||||
(동일 형식)
|
||||
- `scripts/validate_docs_sync.py` 추가
|
||||
- `.gitea/workflows/ci.yml`, `.github/workflows/ci.yml`에 `Validate docs sync` 단계 추가
|
||||
- `docs/commands.md`에 동기화 검증 명령 추가
|
||||
|
||||
## 3. 검증 계획
|
||||
- 단위 테스트 기준
|
||||
- 통합 테스트 시나리오 (백테스트 파이프라인 활용)
|
||||
- 실환경 검증: 소액 live 운용으로 직접 검증
|
||||
(paper trading 제외 — 실환경과 괴리가 커 검증 신뢰도 부족)
|
||||
- Phase별 실환경 투입 기준:
|
||||
단위/통합 테스트 통과 → 소액 live → 모니터링 → 정상 확인 후 본운용
|
||||
## 잔여 작업
|
||||
|
||||
## 4. 의존성 그래프
|
||||
- Phase 간 blocking 관계
|
||||
- Phase 내 작업 순서
|
||||
### A) SSOT 강제 범위 확장
|
||||
- `README.md`/`CLAUDE.md`의 남은 동작 설명을 더 축약하고 상세는 `docs/architecture.md`로 일원화
|
||||
- `docs/testing.md`의 파일별 테스트 개수 스냅샷 자동 생성 여부 결정
|
||||
|
||||
## 5. 롤백 계획
|
||||
- 각 Phase 실패 시 롤백 절차
|
||||
```
|
||||
### B) 검증 규칙 고도화
|
||||
- `validate_docs_sync.py`에 추가 패턴(중복 정책 문구/금지 숫자 표현) 확대
|
||||
- 필요 시 `docs/architecture.md`를 API/모드 동작의 유일한 근거 문서로 명시
|
||||
|
||||
### 3. README.md 업데이트
|
||||
### C) 유지보수 운영화
|
||||
- 릴리즈/스프린트 종료 시 문서 동기화 점검 체크리스트 정례화
|
||||
- 문서 변경 PR 템플릿에 "SSOT 링크 업데이트 여부" 체크박스 추가 검토
|
||||
|
||||
- 85_ 문서 링크 추가
|
||||
## 검증 상태
|
||||
|
||||
## 작업 순서
|
||||
- `python3 scripts/validate_docs_sync.py`: PASS
|
||||
- `python3 scripts/validate_ouroboros_docs.py`: PASS
|
||||
- `python3 scripts/validate_governance_assets.py`: PASS
|
||||
|
||||
1. 80_ 정리 (노이즈 제거, SQL 분리, 리뷰 이력 삭제)
|
||||
2. `scripts/audit_queries.sql` 작성 (80_에서 분리한 SQL)
|
||||
3. 85_ 신규 작성 (실행 계획)
|
||||
4. README.md 업데이트
|
||||
## 운영 규칙
|
||||
|
||||
## 작성하지 않는 것
|
||||
- 문서 구조 변경 시 `docs/README.md`와 동기화 검증 규칙을 함께 갱신한다.
|
||||
- 요약 문서는 "개요/진입점" 역할만 유지하고, 상세 사실/수치 정책은 SSOT 문서에만 기록한다.
|
||||
- 가변 수치(테스트 개수, 엔드포인트 개수)는 자동 확인 명령 또는 SSOT 링크로 대체한다.
|
||||
|
||||
- 30_code_level_work_orders.md, 40_acceptance_and_test_plan.md 업데이트: 85_를 기반으로 실제 구현 시점에 업데이트 (지금은 실행 계획 수립까지만)
|
||||
- 01_requirements_registry.md: ROOT/GAP에서 파생되는 신규 REQ는 구현 착수 시 등록
|
||||
- Gitea 이슈 생성: 85_ 문서 확정 후 별도 진행
|
||||
## 참조
|
||||
|
||||
## 검증
|
||||
|
||||
- 80_: 감사 팩트만 남았는지, 리뷰 이력이 제거되었는지 확인
|
||||
- 85_: Phase별 작업이 Gitea 이슈로 바로 전환 가능한 수준인지 확인
|
||||
- 85_ 각 항목에 수용 기준과 테스트 계획이 포함되었는지 확인
|
||||
- 문서 허브: [docs/README.md](../../docs/README.md)
|
||||
- 실행 문서 허브: [docs/ouroboros/README.md](./README.md)
|
||||
- 동기화 검증 스크립트: [`scripts/validate_docs_sync.py`](../../scripts/validate_docs_sync.py)
|
||||
|
||||
@@ -1,14 +1,14 @@
|
||||
<!--
|
||||
Doc-ID: DOC-ROOT-001
|
||||
Version: 1.0.1
|
||||
Version: 1.0.0
|
||||
Status: active
|
||||
Owner: strategy
|
||||
Updated: 2026-03-01
|
||||
Updated: 2026-02-26
|
||||
-->
|
||||
|
||||
# The Ouroboros 실행 문서 허브
|
||||
|
||||
이 폴더는 `source/ouroboros_plan_v2.txt`, `source/ouroboros_plan_v3.txt`를 구현 가능한 작업 지시서 수준으로 분해한 문서 허브다.
|
||||
이 폴더는 `ouroboros_plan_v2.txt`, `ouroboros_plan_v3.txt`를 구현 가능한 작업 지시서 수준으로 분해한 문서 허브다.
|
||||
|
||||
## 읽기 순서 (Routing)
|
||||
|
||||
@@ -40,5 +40,5 @@ python3 scripts/validate_ouroboros_docs.py
|
||||
|
||||
## 원본 계획 문서
|
||||
|
||||
- [v2](./source/ouroboros_plan_v2.txt)
|
||||
- [v3](./source/ouroboros_plan_v3.txt)
|
||||
- [v2](/home/agentson/repos/The-Ouroboros/ouroboros_plan_v2.txt)
|
||||
- [v3](/home/agentson/repos/The-Ouroboros/ouroboros_plan_v3.txt)
|
||||
|
||||
@@ -2,7 +2,13 @@
|
||||
|
||||
## Test Structure
|
||||
|
||||
**998 tests** across **41 files**. `asyncio_mode = "auto"` in pyproject.toml — async tests need no special decorator.
|
||||
테스트 총량은 지속적으로 변동된다. 최신 수치는 아래 명령으로 확인한다.
|
||||
|
||||
```bash
|
||||
pytest --collect-only -q
|
||||
```
|
||||
|
||||
`asyncio_mode = "auto"` in pyproject.toml — async tests need no special decorator.
|
||||
|
||||
The `settings` fixture in `conftest.py` provides safe defaults with test credentials and in-memory DB.
|
||||
|
||||
|
||||
@@ -70,22 +70,6 @@ Gitea 이슈/PR/코멘트 작업 전에 모든 에이전트는 아래를 먼저
|
||||
|
||||
Issue/PR 본문 작성 시 줄바꿈(`\n`)이 문자열 그대로 저장되는 문제가 반복될 수 있다. 원인은 `-d "...\n..."` 형태에서 쉘/CLI가 이스케이프를 실제 개행으로 해석하지 않기 때문이다.
|
||||
|
||||
코멘트도 동일한 문제가 자주 발생하므로, 코멘트는 파일 기반 래퍼를 표준으로 사용한다.
|
||||
|
||||
```bash
|
||||
# 권장: 파일/STDIN 기반 코멘트 등록 (줄바꿈 보존)
|
||||
cat > /tmp/review.md <<'EOF'
|
||||
리뷰 반영 완료했습니다.
|
||||
|
||||
- 항목 1
|
||||
- 항목 2
|
||||
EOF
|
||||
|
||||
scripts/tea_comment.sh 374 /tmp/review.md
|
||||
# 또는
|
||||
cat /tmp/review.md | scripts/tea_comment.sh 374 -
|
||||
```
|
||||
|
||||
권장 패턴:
|
||||
|
||||
```bash
|
||||
|
||||
@@ -66,7 +66,6 @@ def _check_handover_entry(
|
||||
*,
|
||||
branch: str,
|
||||
strict: bool,
|
||||
ci_mode: bool,
|
||||
errors: list[str],
|
||||
) -> None:
|
||||
if not HANDOVER_LOG.exists():
|
||||
@@ -89,10 +88,6 @@ def _check_handover_entry(
|
||||
errors.append(f"latest handover entry missing token: {token}")
|
||||
|
||||
if strict:
|
||||
if "- next_ticket: #TBD" in latest:
|
||||
errors.append("latest handover entry must not use placeholder next_ticket (#TBD)")
|
||||
|
||||
if strict and not ci_mode:
|
||||
today_utc = datetime.now(UTC).date().isoformat()
|
||||
if today_utc not in latest:
|
||||
errors.append(
|
||||
@@ -104,6 +99,8 @@ def _check_handover_entry(
|
||||
"latest handover entry must target current branch "
|
||||
f"({branch_token})"
|
||||
)
|
||||
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:
|
||||
errors.append(
|
||||
"process gate indicates not merged; implementation must stay blocked "
|
||||
@@ -120,14 +117,6 @@ def main() -> int:
|
||||
action="store_true",
|
||||
help="Enforce today-date and current-branch match on latest handover entry.",
|
||||
)
|
||||
parser.add_argument(
|
||||
"--ci",
|
||||
action="store_true",
|
||||
help=(
|
||||
"CI mode: keep structural/token checks and placeholder guard, "
|
||||
"but skip strict today-date/current-branch/merge-gate checks."
|
||||
),
|
||||
)
|
||||
args = parser.parse_args()
|
||||
|
||||
errors: list[str] = []
|
||||
@@ -136,15 +125,10 @@ def main() -> int:
|
||||
branch = _current_branch()
|
||||
if not branch:
|
||||
errors.append("cannot resolve current git branch")
|
||||
elif not args.ci and branch in {"main", "master"}:
|
||||
elif branch in {"main", "master"}:
|
||||
errors.append(f"working branch must not be {branch}")
|
||||
|
||||
_check_handover_entry(
|
||||
branch=branch,
|
||||
strict=args.strict,
|
||||
ci_mode=args.ci,
|
||||
errors=errors,
|
||||
)
|
||||
_check_handover_entry(branch=branch, strict=args.strict, errors=errors)
|
||||
|
||||
if errors:
|
||||
print("[FAIL] session handover check failed")
|
||||
|
||||
@@ -1,49 +0,0 @@
|
||||
#!/usr/bin/env bash
|
||||
# Safe helper for posting multiline Gitea comments without escaped-newline artifacts.
|
||||
|
||||
set -euo pipefail
|
||||
|
||||
if [ "${1:-}" = "-h" ] || [ "${1:-}" = "--help" ] || [ "$#" -lt 2 ]; then
|
||||
cat <<'EOF'
|
||||
Usage:
|
||||
scripts/tea_comment.sh <issue_or_pr_index> <body_file|-> [repo]
|
||||
|
||||
Examples:
|
||||
scripts/tea_comment.sh 374 /tmp/comment.md
|
||||
cat /tmp/comment.md | scripts/tea_comment.sh 374 - jihoson/The-Ouroboros
|
||||
|
||||
Notes:
|
||||
- Use file/stdin input to preserve real newlines.
|
||||
- Passing inline strings with "\n" is intentionally avoided by this helper.
|
||||
EOF
|
||||
exit 1
|
||||
fi
|
||||
|
||||
INDEX="$1"
|
||||
BODY_SOURCE="$2"
|
||||
REPO="${3:-jihoson/The-Ouroboros}"
|
||||
|
||||
if [ "$BODY_SOURCE" = "-" ]; then
|
||||
BODY="$(cat)"
|
||||
else
|
||||
if [ ! -f "$BODY_SOURCE" ]; then
|
||||
echo "[FAIL] body file not found: $BODY_SOURCE" >&2
|
||||
exit 1
|
||||
fi
|
||||
BODY="$(cat "$BODY_SOURCE")"
|
||||
fi
|
||||
|
||||
if [ -z "$BODY" ]; then
|
||||
echo "[FAIL] empty comment body" >&2
|
||||
exit 1
|
||||
fi
|
||||
|
||||
# Guard against the common escaped-newline mistake.
|
||||
if [[ "$BODY" == *"\\n"* ]] && [[ "$BODY" != *$'\n'* ]]; then
|
||||
echo "[FAIL] body appears to contain escaped newlines (\\n) instead of real line breaks" >&2
|
||||
echo "Use a multiline file/heredoc and pass that file to scripts/tea_comment.sh" >&2
|
||||
exit 1
|
||||
fi
|
||||
|
||||
YES="" ~/bin/tea comment "$INDEX" --repo "$REPO" "$BODY"
|
||||
|
||||
@@ -1,5 +1,5 @@
|
||||
#!/usr/bin/env python3
|
||||
"""Validate top-level docs synchronization invariants."""
|
||||
"""Validate lightweight documentation synchronization rules."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
@@ -7,116 +7,62 @@ import re
|
||||
import sys
|
||||
from pathlib import Path
|
||||
|
||||
REPO_ROOT = Path(".")
|
||||
REQUIRED_FILES = {
|
||||
"README.md": REPO_ROOT / "README.md",
|
||||
"CLAUDE.md": REPO_ROOT / "CLAUDE.md",
|
||||
"commands": REPO_ROOT / "docs" / "commands.md",
|
||||
"testing": REPO_ROOT / "docs" / "testing.md",
|
||||
"workflow": REPO_ROOT / "docs" / "workflow.md",
|
||||
}
|
||||
|
||||
LINK_PATTERN = re.compile(r"\[[^\]]+\]\((?P<link>[^)]+)\)")
|
||||
ENDPOINT_ROW_PATTERN = re.compile(
|
||||
r"^\|\s*`(?P<endpoint>(?:GET|POST|PUT|PATCH|DELETE)\s+/[^`]*)`\s*\|"
|
||||
)
|
||||
ROOT = Path(".")
|
||||
|
||||
|
||||
def _read(path: Path) -> str:
|
||||
return path.read_text(encoding="utf-8")
|
||||
|
||||
|
||||
def validate_required_files_exist(errors: list[str]) -> None:
|
||||
for name, path in REQUIRED_FILES.items():
|
||||
def read_text(path: Path, errors: list[str]) -> str:
|
||||
if not path.exists():
|
||||
errors.append(f"missing required doc file ({name}): {path}")
|
||||
|
||||
|
||||
def validate_links_resolve(doc_path: Path, text: str, errors: list[str]) -> None:
|
||||
for match in LINK_PATTERN.finditer(text):
|
||||
raw_link = match.group("link").strip()
|
||||
if not raw_link or raw_link.startswith("#") or raw_link.startswith("http"):
|
||||
continue
|
||||
link_path = raw_link.split("#", 1)[0].strip()
|
||||
if not link_path:
|
||||
continue
|
||||
if link_path.startswith("/"):
|
||||
errors.append(f"{doc_path}: absolute link is forbidden -> {raw_link}")
|
||||
continue
|
||||
target = (doc_path.parent / link_path).resolve()
|
||||
if not target.exists():
|
||||
errors.append(f"{doc_path}: broken link -> {raw_link}")
|
||||
|
||||
|
||||
def validate_summary_docs_reference_core_docs(errors: list[str]) -> None:
|
||||
required_links = {
|
||||
"README.md": ("docs/workflow.md", "docs/commands.md", "docs/testing.md"),
|
||||
"CLAUDE.md": ("docs/workflow.md", "docs/commands.md"),
|
||||
}
|
||||
for file_name, links in required_links.items():
|
||||
doc_path = REQUIRED_FILES[file_name]
|
||||
text = _read(doc_path)
|
||||
for link in links:
|
||||
if link not in text:
|
||||
errors.append(f"{doc_path}: missing core doc link reference -> {link}")
|
||||
|
||||
|
||||
def collect_command_endpoints(text: str) -> list[str]:
|
||||
endpoints: list[str] = []
|
||||
for line in text.splitlines():
|
||||
match = ENDPOINT_ROW_PATTERN.match(line.strip())
|
||||
if match:
|
||||
endpoints.append(match.group("endpoint"))
|
||||
return endpoints
|
||||
|
||||
|
||||
def validate_commands_endpoint_duplicates(errors: list[str]) -> None:
|
||||
text = _read(REQUIRED_FILES["commands"])
|
||||
endpoints = collect_command_endpoints(text)
|
||||
seen: set[str] = set()
|
||||
duplicates: set[str] = set()
|
||||
for endpoint in endpoints:
|
||||
if endpoint in seen:
|
||||
duplicates.add(endpoint)
|
||||
seen.add(endpoint)
|
||||
for endpoint in sorted(duplicates):
|
||||
errors.append(f"docs/commands.md: duplicated API endpoint row -> {endpoint}")
|
||||
|
||||
|
||||
def validate_testing_doc_has_dynamic_count_guidance(errors: list[str]) -> None:
|
||||
text = _read(REQUIRED_FILES["testing"])
|
||||
if "pytest --collect-only -q" not in text:
|
||||
errors.append(
|
||||
"docs/testing.md: missing dynamic test count guidance "
|
||||
"(pytest --collect-only -q)"
|
||||
)
|
||||
errors.append(f"missing file: {path}")
|
||||
return ""
|
||||
return path.read_text(encoding="utf-8")
|
||||
|
||||
|
||||
def main() -> int:
|
||||
errors: list[str] = []
|
||||
|
||||
validate_required_files_exist(errors)
|
||||
if errors:
|
||||
print("[FAIL] docs sync validation failed")
|
||||
for err in errors:
|
||||
print(f"- {err}")
|
||||
return 1
|
||||
docs_index = ROOT / "docs" / "README.md"
|
||||
readme = ROOT / "README.md"
|
||||
claude = ROOT / "CLAUDE.md"
|
||||
commands = ROOT / "docs" / "commands.md"
|
||||
|
||||
readme_text = _read(REQUIRED_FILES["README.md"])
|
||||
claude_text = _read(REQUIRED_FILES["CLAUDE.md"])
|
||||
validate_links_resolve(REQUIRED_FILES["README.md"], readme_text, errors)
|
||||
validate_links_resolve(REQUIRED_FILES["CLAUDE.md"], claude_text, errors)
|
||||
validate_links_resolve(
|
||||
REQUIRED_FILES["commands"], _read(REQUIRED_FILES["commands"]), errors
|
||||
)
|
||||
validate_links_resolve(REQUIRED_FILES["testing"], _read(REQUIRED_FILES["testing"]), errors)
|
||||
validate_links_resolve(
|
||||
REQUIRED_FILES["workflow"], _read(REQUIRED_FILES["workflow"]), errors
|
||||
)
|
||||
docs_index_text = read_text(docs_index, errors)
|
||||
readme_text = read_text(readme, errors)
|
||||
claude_text = read_text(claude, errors)
|
||||
commands_text = read_text(commands, errors)
|
||||
|
||||
validate_summary_docs_reference_core_docs(errors)
|
||||
validate_commands_endpoint_duplicates(errors)
|
||||
validate_testing_doc_has_dynamic_count_guidance(errors)
|
||||
if docs_index_text and "Single Source of Truth" not in docs_index_text:
|
||||
errors.append("docs/README.md: missing 'Single Source of Truth' section")
|
||||
|
||||
if readme_text and "docs/README.md" not in readme_text:
|
||||
errors.append("README.md: missing docs/README.md routing link")
|
||||
if claude_text and "docs/README.md" not in claude_text:
|
||||
errors.append("CLAUDE.md: missing docs/README.md routing link")
|
||||
|
||||
# Prevent volatile hard-coded scale numbers in summary docs.
|
||||
volatile_patterns: list[tuple[str, re.Pattern[str]]] = [
|
||||
("README.md", re.compile(r"\b\d+\s*개 테스트\b")),
|
||||
("README.md", re.compile(r"\b\d+\s*tests\s+across\b", re.IGNORECASE)),
|
||||
("README.md", re.compile(r"\(\d+\s*개 API\)")),
|
||||
("README.md", re.compile(r"\(\d+\s*API endpoints?\)", re.IGNORECASE)),
|
||||
("CLAUDE.md", re.compile(r"\b\d+\s*tests\s+across\b", re.IGNORECASE)),
|
||||
("CLAUDE.md", re.compile(r"\(\d+\s*API endpoints?\)", re.IGNORECASE)),
|
||||
("docs/commands.md", re.compile(r"Run full test suite with coverage\s*\(\d+", re.IGNORECASE)),
|
||||
]
|
||||
text_by_name = {
|
||||
"README.md": readme_text,
|
||||
"CLAUDE.md": claude_text,
|
||||
"docs/commands.md": commands_text,
|
||||
}
|
||||
for name, pattern in volatile_patterns:
|
||||
text = text_by_name.get(name, "")
|
||||
if text and pattern.search(text):
|
||||
errors.append(f"{name}: contains volatile hard-coded scale text ({pattern.pattern})")
|
||||
|
||||
# Command doc should list all dashboard endpoints exposed by app.py.
|
||||
for endpoint in ("/api/pnl/history", "/api/positions"):
|
||||
if commands_text and endpoint not in commands_text:
|
||||
errors.append(f"docs/commands.md: missing dashboard endpoint {endpoint}")
|
||||
|
||||
if errors:
|
||||
print("[FAIL] docs sync validation failed")
|
||||
@@ -124,10 +70,7 @@ def main() -> int:
|
||||
print(f"- {err}")
|
||||
return 1
|
||||
|
||||
print("[OK] docs sync validated")
|
||||
print("[OK] summary docs link to core docs and links resolve")
|
||||
print("[OK] commands endpoint rows have no duplicates")
|
||||
print("[OK] testing doc includes dynamic count guidance")
|
||||
print("[OK] docs sync validation passed")
|
||||
return 0
|
||||
|
||||
|
||||
|
||||
@@ -3,10 +3,10 @@
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
import re
|
||||
import subprocess
|
||||
import sys
|
||||
import os
|
||||
import re
|
||||
from pathlib import Path
|
||||
|
||||
REQUIREMENTS_REGISTRY = "docs/ouroboros/01_requirements_registry.md"
|
||||
@@ -15,9 +15,6 @@ TASK_DEF_LINE = re.compile(r"^-\s+`(?P<task_id>TASK-[A-Z0-9-]+-\d{3})`(?P<body>.
|
||||
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")
|
||||
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>"}
|
||||
TIMEZONE_TOKEN_PATTERN = re.compile(r"\b(?:KST|UTC)\b")
|
||||
|
||||
|
||||
def must_contain(path: Path, required: list[str], errors: list[str]) -> None:
|
||||
@@ -106,43 +103,7 @@ def validate_task_req_mapping(errors: list[str], *, task_doc: Path | None = None
|
||||
errors.append(f"{path}: no TASK definitions found")
|
||||
|
||||
|
||||
def validate_task_test_pairing(errors: list[str], *, task_doc: Path | None = None) -> None:
|
||||
"""Fail when TASK definitions are not linked to at least one TEST id."""
|
||||
path = task_doc or Path(TASK_WORK_ORDERS_DOC)
|
||||
if not path.exists():
|
||||
errors.append(f"missing file: {path}")
|
||||
return
|
||||
|
||||
text = path.read_text(encoding="utf-8")
|
||||
found_task = False
|
||||
for line in text.splitlines():
|
||||
m = TASK_DEF_LINE.match(line.strip())
|
||||
if not m:
|
||||
continue
|
||||
found_task = True
|
||||
if not TEST_ID_IN_TEXT.search(m.group("body")):
|
||||
errors.append(f"{path}: TASK without TEST mapping -> {m.group('task_id')}")
|
||||
if not found_task:
|
||||
errors.append(f"{path}: no TASK definitions found")
|
||||
|
||||
|
||||
def validate_timezone_policy_tokens(errors: list[str]) -> None:
|
||||
"""Fail-fast check for REQ-OPS-001 governance tokens."""
|
||||
required_docs = [
|
||||
Path("docs/ouroboros/01_requirements_registry.md"),
|
||||
Path("docs/ouroboros/30_code_level_work_orders.md"),
|
||||
Path("docs/workflow.md"),
|
||||
]
|
||||
for path in required_docs:
|
||||
if not path.exists():
|
||||
errors.append(f"missing file: {path}")
|
||||
continue
|
||||
text = path.read_text(encoding="utf-8")
|
||||
if not TIMEZONE_TOKEN_PATTERN.search(text):
|
||||
errors.append(f"{path}: missing timezone policy token (KST/UTC)")
|
||||
|
||||
|
||||
def validate_pr_traceability(errors: list[str]) -> None:
|
||||
def validate_pr_traceability(warnings: list[str]) -> None:
|
||||
title = os.getenv("GOVERNANCE_PR_TITLE", "").strip()
|
||||
body = os.getenv("GOVERNANCE_PR_BODY", "").strip()
|
||||
if not title and not body:
|
||||
@@ -150,60 +111,11 @@ def validate_pr_traceability(errors: list[str]) -> None:
|
||||
|
||||
text = f"{title}\n{body}"
|
||||
if not REQ_ID_IN_LINE.search(text):
|
||||
errors.append("PR text missing REQ-ID reference")
|
||||
warnings.append("PR text missing REQ-ID reference")
|
||||
if not TASK_ID_IN_TEXT.search(text):
|
||||
errors.append("PR text missing TASK-ID reference")
|
||||
warnings.append("PR text missing TASK-ID reference")
|
||||
if not TEST_ID_IN_TEXT.search(text):
|
||||
errors.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:
|
||||
errors.append(
|
||||
"READ-ONLY file changed but PR body is unavailable; approval evidence is required"
|
||||
)
|
||||
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")
|
||||
warnings.append("PR text missing TEST-ID reference")
|
||||
|
||||
|
||||
def main() -> int:
|
||||
@@ -229,11 +141,6 @@ def main() -> int:
|
||||
"gh",
|
||||
"Session Handover Gate",
|
||||
"session_handover_check.py --strict",
|
||||
"READ-ONLY Approval",
|
||||
"Touched READ-ONLY files",
|
||||
"Human approval",
|
||||
"Test suite 1",
|
||||
"Test suite 2",
|
||||
],
|
||||
errors,
|
||||
)
|
||||
@@ -252,7 +159,6 @@ def main() -> int:
|
||||
[
|
||||
"Session Handover Gate (Mandatory)",
|
||||
"session_handover_check.py --strict",
|
||||
"scripts/tea_comment.sh",
|
||||
],
|
||||
errors,
|
||||
)
|
||||
@@ -261,8 +167,6 @@ def main() -> int:
|
||||
[
|
||||
"Session Handover Preflight (Mandatory)",
|
||||
"session_handover_check.py --strict",
|
||||
"Comment Newline Escaping",
|
||||
"scripts/tea_comment.sh",
|
||||
],
|
||||
errors,
|
||||
)
|
||||
@@ -282,10 +186,7 @@ def main() -> int:
|
||||
|
||||
validate_registry_sync(changed_files, errors)
|
||||
validate_task_req_mapping(errors)
|
||||
validate_task_test_pairing(errors)
|
||||
validate_timezone_policy_tokens(errors)
|
||||
validate_pr_traceability(errors)
|
||||
validate_read_only_approval(changed_files, errors, warnings)
|
||||
validate_pr_traceability(warnings)
|
||||
|
||||
if errors:
|
||||
print("[FAIL] governance asset validation failed")
|
||||
|
||||
@@ -19,20 +19,9 @@ META_PATTERN = re.compile(
|
||||
re.MULTILINE,
|
||||
)
|
||||
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"\[[^\]]+\]\((?P<link>[^)]+)\)")
|
||||
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(),
|
||||
}
|
||||
LINE_DEF_PATTERN = re.compile(r"^-\s+`(?P<id>(?:REQ|RULE|TASK|TEST|DOC)-[A-Z0-9-]+-\d{3})`.*$", re.MULTILINE)
|
||||
|
||||
|
||||
def iter_docs() -> list[Path]:
|
||||
@@ -51,47 +40,15 @@ def validate_metadata(path: Path, text: str, errors: list[str], doc_ids: dict[st
|
||||
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:
|
||||
for m in LINK_PATTERN.finditer(text):
|
||||
link = m.group("link").strip()
|
||||
if not link or link.startswith("http") or link.startswith("#"):
|
||||
continue
|
||||
if validate_plan_source_link(path, link, errors):
|
||||
continue
|
||||
link_path = link.split("#", 1)[0].strip()
|
||||
if link_path.startswith("/"):
|
||||
target = Path(link_path)
|
||||
if link.startswith("/"):
|
||||
target = Path(link)
|
||||
else:
|
||||
target = (path.parent / link_path).resolve()
|
||||
target = (path.parent / link).resolve()
|
||||
if not target.exists():
|
||||
errors.append(f"{path}: broken link -> {link}")
|
||||
|
||||
@@ -104,9 +61,7 @@ def collect_ids(path: Path, text: str, defs: dict[str, Path], refs: dict[str, se
|
||||
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):
|
||||
line = m.group(0)
|
||||
item_id = m.group("id")
|
||||
|
||||
@@ -2,8 +2,8 @@
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import math
|
||||
from dataclasses import dataclass
|
||||
import math
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
@@ -11,7 +11,6 @@ class BacktestCostModel:
|
||||
commission_bps: float | None = None
|
||||
slippage_bps_by_session: dict[str, float] | None = None
|
||||
failure_rate_by_session: dict[str, float] | None = None
|
||||
partial_fill_rate_by_session: dict[str, float] | None = None
|
||||
unfavorable_fill_required: bool = True
|
||||
|
||||
|
||||
@@ -32,7 +31,6 @@ def validate_backtest_cost_model(
|
||||
|
||||
slippage = model.slippage_bps_by_session or {}
|
||||
failure = model.failure_rate_by_session or {}
|
||||
partial_fill = model.partial_fill_rate_by_session or {}
|
||||
|
||||
missing_slippage = [s for s in required_sessions if s not in slippage]
|
||||
if missing_slippage:
|
||||
@@ -45,12 +43,6 @@ def validate_backtest_cost_model(
|
||||
raise ValueError(
|
||||
f"missing failure_rate_by_session for sessions: {', '.join(missing_failure)}"
|
||||
)
|
||||
missing_partial_fill = [s for s in required_sessions if s not in partial_fill]
|
||||
if missing_partial_fill:
|
||||
raise ValueError(
|
||||
"missing partial_fill_rate_by_session for sessions: "
|
||||
f"{', '.join(missing_partial_fill)}"
|
||||
)
|
||||
|
||||
for sess, bps in slippage.items():
|
||||
if not math.isfinite(bps) or bps < 0:
|
||||
@@ -58,6 +50,3 @@ def validate_backtest_cost_model(
|
||||
for sess, rate in failure.items():
|
||||
if not math.isfinite(rate) or rate < 0 or rate > 1:
|
||||
raise ValueError(f"failure rate must be within [0,1] for session={sess}")
|
||||
for sess, rate in partial_fill.items():
|
||||
if not math.isfinite(rate) or rate < 0 or rate > 1:
|
||||
raise ValueError(f"partial fill rate must be within [0,1] for session={sess}")
|
||||
|
||||
@@ -2,11 +2,12 @@
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import math
|
||||
from dataclasses import dataclass
|
||||
import math
|
||||
from random import Random
|
||||
from typing import Literal
|
||||
|
||||
|
||||
OrderSide = Literal["BUY", "SELL"]
|
||||
|
||||
|
||||
@@ -76,9 +77,7 @@ class BacktestExecutionModel:
|
||||
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
|
||||
|
||||
if self._rng.random() < partial_rate:
|
||||
|
||||
@@ -10,14 +10,10 @@ from collections.abc import Sequence
|
||||
from dataclasses import dataclass
|
||||
from datetime import datetime
|
||||
from statistics import mean
|
||||
from typing import Literal, cast
|
||||
from typing import Literal
|
||||
from typing import cast
|
||||
|
||||
from src.analysis.backtest_cost_guard import BacktestCostModel, validate_backtest_cost_model
|
||||
from src.analysis.backtest_execution_model import (
|
||||
BacktestExecutionModel,
|
||||
ExecutionAssumptions,
|
||||
ExecutionRequest,
|
||||
)
|
||||
from src.analysis.triple_barrier import TripleBarrierSpec, label_with_triple_barrier
|
||||
from src.analysis.walk_forward_split import WalkForwardFold, generate_walk_forward_splits
|
||||
|
||||
@@ -45,7 +41,6 @@ class WalkForwardConfig:
|
||||
class BaselineScore:
|
||||
name: Literal["B0", "B1", "M1"]
|
||||
accuracy: float
|
||||
cost_adjusted_accuracy: float
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
@@ -121,8 +116,6 @@ def run_v2_backtest_pipeline(
|
||||
).label
|
||||
|
||||
ordered_labels = [labels_by_bar_index[idx] for idx in normalized_entries]
|
||||
ordered_sessions = [bars[idx].session_id for idx in normalized_entries]
|
||||
ordered_prices = [bars[idx].close for idx in normalized_entries]
|
||||
folds = generate_walk_forward_splits(
|
||||
n_samples=len(normalized_entries),
|
||||
train_size=walk_forward.train_size,
|
||||
@@ -137,13 +130,8 @@ def run_v2_backtest_pipeline(
|
||||
for fold_idx, fold in enumerate(folds):
|
||||
train_labels = [ordered_labels[i] for i in fold.train_indices]
|
||||
test_labels = [ordered_labels[i] for i in fold.test_indices]
|
||||
test_sessions = [ordered_sessions[i] for i in fold.test_indices]
|
||||
test_prices = [ordered_prices[i] for i in fold.test_indices]
|
||||
if not test_labels:
|
||||
continue
|
||||
execution_model = _build_execution_model(cost_model=cost_model, fold_seed=fold_idx)
|
||||
b0_pred = _baseline_b0_pred(train_labels)
|
||||
m1_pred = _m1_pred(train_labels)
|
||||
fold_results.append(
|
||||
BacktestFoldResult(
|
||||
fold_index=fold_idx,
|
||||
@@ -152,41 +140,11 @@ def run_v2_backtest_pipeline(
|
||||
train_label_distribution=_label_dist(train_labels),
|
||||
test_label_distribution=_label_dist(test_labels),
|
||||
baseline_scores=[
|
||||
BaselineScore(
|
||||
name="B0",
|
||||
accuracy=_score_constant(b0_pred, test_labels),
|
||||
cost_adjusted_accuracy=_score_with_execution(
|
||||
prediction=b0_pred,
|
||||
actual=test_labels,
|
||||
sessions=test_sessions,
|
||||
reference_prices=test_prices,
|
||||
execution_model=execution_model,
|
||||
commission_bps=float(cost_model.commission_bps or 0.0),
|
||||
),
|
||||
),
|
||||
BaselineScore(
|
||||
name="B1",
|
||||
accuracy=_score_constant(1, test_labels),
|
||||
cost_adjusted_accuracy=_score_with_execution(
|
||||
prediction=1,
|
||||
actual=test_labels,
|
||||
sessions=test_sessions,
|
||||
reference_prices=test_prices,
|
||||
execution_model=execution_model,
|
||||
commission_bps=float(cost_model.commission_bps or 0.0),
|
||||
),
|
||||
),
|
||||
BaselineScore(name="B0", accuracy=_baseline_b0(train_labels, test_labels)),
|
||||
BaselineScore(name="B1", accuracy=_score_constant(1, test_labels)),
|
||||
BaselineScore(
|
||||
name="M1",
|
||||
accuracy=_score_constant(m1_pred, test_labels),
|
||||
cost_adjusted_accuracy=_score_with_execution(
|
||||
prediction=m1_pred,
|
||||
actual=test_labels,
|
||||
sessions=test_sessions,
|
||||
reference_prices=test_prices,
|
||||
execution_model=execution_model,
|
||||
commission_bps=float(cost_model.commission_bps or 0.0),
|
||||
),
|
||||
accuracy=_score_constant(_m1_pred(train_labels), test_labels),
|
||||
),
|
||||
],
|
||||
)
|
||||
@@ -219,15 +177,12 @@ def _score_constant(pred: int, actual: Sequence[int]) -> float:
|
||||
|
||||
|
||||
def _baseline_b0(train_labels: Sequence[int], test_labels: Sequence[int]) -> float:
|
||||
return _score_constant(_baseline_b0_pred(train_labels), test_labels)
|
||||
|
||||
|
||||
def _baseline_b0_pred(train_labels: Sequence[int]) -> int:
|
||||
if not train_labels:
|
||||
return 0
|
||||
return _score_constant(0, test_labels)
|
||||
# Majority-class baseline from training fold.
|
||||
choices = (-1, 0, 1)
|
||||
return max(choices, key=lambda c: train_labels.count(c))
|
||||
pred = max(choices, key=lambda c: train_labels.count(c))
|
||||
return _score_constant(pred, test_labels)
|
||||
|
||||
|
||||
def _m1_pred(train_labels: Sequence[int]) -> int:
|
||||
@@ -236,56 +191,6 @@ def _m1_pred(train_labels: Sequence[int]) -> int:
|
||||
return train_labels[-1]
|
||||
|
||||
|
||||
def _build_execution_model(
|
||||
*,
|
||||
cost_model: BacktestCostModel,
|
||||
fold_seed: int,
|
||||
) -> BacktestExecutionModel:
|
||||
return BacktestExecutionModel(
|
||||
ExecutionAssumptions(
|
||||
slippage_bps_by_session=dict(cost_model.slippage_bps_by_session or {}),
|
||||
failure_rate_by_session=dict(cost_model.failure_rate_by_session or {}),
|
||||
partial_fill_rate_by_session=dict(cost_model.partial_fill_rate_by_session or {}),
|
||||
seed=fold_seed,
|
||||
)
|
||||
)
|
||||
|
||||
|
||||
def _score_with_execution(
|
||||
*,
|
||||
prediction: int,
|
||||
actual: Sequence[int],
|
||||
sessions: Sequence[str],
|
||||
reference_prices: Sequence[float],
|
||||
execution_model: BacktestExecutionModel,
|
||||
commission_bps: float,
|
||||
) -> float:
|
||||
if not actual:
|
||||
return 0.0
|
||||
contributions: list[float] = []
|
||||
for label, session_id, reference_price in zip(actual, sessions, reference_prices, strict=True):
|
||||
if prediction == 0:
|
||||
contributions.append(1.0 if label == 0 else 0.0)
|
||||
continue
|
||||
side = "BUY" if prediction > 0 else "SELL"
|
||||
execution = execution_model.simulate(
|
||||
ExecutionRequest(
|
||||
side=side,
|
||||
session_id=session_id,
|
||||
qty=100,
|
||||
reference_price=reference_price,
|
||||
)
|
||||
)
|
||||
if execution.status == "REJECTED":
|
||||
contributions.append(0.0)
|
||||
continue
|
||||
fill_ratio = execution.filled_qty / 100.0
|
||||
cost_penalty = min(0.99, (commission_bps + execution.slippage_bps) / 10000.0)
|
||||
correctness = 1.0 if prediction == label else 0.0
|
||||
contributions.append(correctness * fill_ratio * (1.0 - cost_penalty))
|
||||
return mean(contributions)
|
||||
|
||||
|
||||
def _build_run_id(*, n_entries: int, n_folds: int, sessions: Sequence[str]) -> str:
|
||||
sess_key = "_".join(sessions)
|
||||
return f"v2p-e{n_entries}-f{n_folds}-s{sess_key}"
|
||||
|
||||
@@ -104,7 +104,6 @@ class MarketScanner:
|
||||
|
||||
# Store in L7 real-time layer
|
||||
from datetime import UTC, datetime
|
||||
|
||||
timeframe = datetime.now(UTC).isoformat()
|
||||
self.context_store.set_context(
|
||||
ContextLayer.L7_REALTIME,
|
||||
@@ -159,8 +158,12 @@ class MarketScanner:
|
||||
top_movers = valid_metrics[: self.top_n]
|
||||
|
||||
# Detect breakouts and breakdowns
|
||||
breakouts = [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)]
|
||||
breakouts = [
|
||||
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)
|
||||
]
|
||||
|
||||
logger.info(
|
||||
"%s scan complete: %d scanned, top momentum=%.1f, %d breakouts, %d breakdowns",
|
||||
@@ -225,9 +228,10 @@ class MarketScanner:
|
||||
|
||||
# If we removed too many, backfill from current watchlist
|
||||
if len(updated) < len(current_watchlist):
|
||||
backfill = [code for code in current_watchlist if code not in updated][
|
||||
: len(current_watchlist) - len(updated)
|
||||
]
|
||||
backfill = [
|
||||
code for code in current_watchlist
|
||||
if code not in updated
|
||||
][: len(current_watchlist) - len(updated)]
|
||||
updated.extend(backfill)
|
||||
|
||||
logger.info(
|
||||
|
||||
@@ -158,12 +158,7 @@ class SmartVolatilityScanner:
|
||||
price = latest_close
|
||||
latest_high = _safe_float(latest.get("high"))
|
||||
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
|
||||
if volume <= 0:
|
||||
volume = _safe_float(latest.get("volume"))
|
||||
@@ -239,7 +234,9 @@ class SmartVolatilityScanner:
|
||||
limit=50,
|
||||
)
|
||||
except Exception as exc:
|
||||
logger.warning("Overseas fluctuation ranking failed for %s: %s", market.code, exc)
|
||||
logger.warning(
|
||||
"Overseas fluctuation ranking failed for %s: %s", market.code, exc
|
||||
)
|
||||
fluct_rows = []
|
||||
|
||||
if not fluct_rows:
|
||||
@@ -253,7 +250,9 @@ class SmartVolatilityScanner:
|
||||
limit=50,
|
||||
)
|
||||
except Exception as exc:
|
||||
logger.warning("Overseas volume ranking failed for %s: %s", market.code, exc)
|
||||
logger.warning(
|
||||
"Overseas volume ranking failed for %s: %s", market.code, exc
|
||||
)
|
||||
volume_rows = []
|
||||
|
||||
for idx, row in enumerate(volume_rows):
|
||||
@@ -434,10 +433,16 @@ def _extract_intraday_range_pct(row: dict[str, Any], price: float) -> float:
|
||||
if price <= 0:
|
||||
return 0.0
|
||||
high = _safe_float(
|
||||
row.get("high") or row.get("ovrs_hgpr") or row.get("stck_hgpr") or row.get("day_hgpr")
|
||||
row.get("high")
|
||||
or row.get("ovrs_hgpr")
|
||||
or row.get("stck_hgpr")
|
||||
or row.get("day_hgpr")
|
||||
)
|
||||
low = _safe_float(
|
||||
row.get("low") or row.get("ovrs_lwpr") or row.get("stck_lwpr") or row.get("day_lwpr")
|
||||
row.get("low")
|
||||
or row.get("ovrs_lwpr")
|
||||
or row.get("stck_lwpr")
|
||||
or row.get("day_lwpr")
|
||||
)
|
||||
if high <= 0 or low <= 0 or high < low:
|
||||
return 0.0
|
||||
|
||||
@@ -6,10 +6,10 @@ Implements first-touch labeling with upper/lower/time barriers.
|
||||
from __future__ import annotations
|
||||
|
||||
import warnings
|
||||
from collections.abc import Sequence
|
||||
from dataclasses import dataclass
|
||||
from datetime import datetime, timedelta
|
||||
from typing import Literal
|
||||
from typing import Literal, Sequence
|
||||
|
||||
|
||||
TieBreakMode = Literal["stop_first", "take_first"]
|
||||
|
||||
@@ -92,10 +92,7 @@ def label_with_triple_barrier(
|
||||
else:
|
||||
assert spec.max_holding_bars is not None
|
||||
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,
|
||||
stacklevel=2,
|
||||
)
|
||||
|
||||
@@ -92,7 +92,9 @@ class VolatilityAnalyzer:
|
||||
recent_tr = true_ranges[-period:]
|
||||
return sum(recent_tr) / len(recent_tr)
|
||||
|
||||
def calculate_price_change(self, current_price: float, past_price: float) -> float:
|
||||
def calculate_price_change(
|
||||
self, current_price: float, past_price: float
|
||||
) -> float:
|
||||
"""Calculate price change percentage.
|
||||
|
||||
Args:
|
||||
@@ -106,7 +108,9 @@ class VolatilityAnalyzer:
|
||||
return 0.0
|
||||
return ((current_price - past_price) / past_price) * 100
|
||||
|
||||
def calculate_volume_surge(self, current_volume: float, avg_volume: float) -> float:
|
||||
def calculate_volume_surge(
|
||||
self, current_volume: float, avg_volume: float
|
||||
) -> float:
|
||||
"""Calculate volume surge ratio.
|
||||
|
||||
Args:
|
||||
@@ -236,7 +240,11 @@ class VolatilityAnalyzer:
|
||||
Momentum score (0-100)
|
||||
"""
|
||||
# Weight recent changes more heavily
|
||||
weighted_change = price_change_1m * 0.4 + price_change_5m * 0.3 + price_change_15m * 0.2
|
||||
weighted_change = (
|
||||
price_change_1m * 0.4 +
|
||||
price_change_5m * 0.3 +
|
||||
price_change_15m * 0.2
|
||||
)
|
||||
|
||||
# Volume contribution (normalized to 0-10 scale)
|
||||
volume_contribution = min(10.0, (volume_surge - 1.0) * 5.0)
|
||||
@@ -293,11 +301,17 @@ class VolatilityAnalyzer:
|
||||
|
||||
if len(close_prices) > 0:
|
||||
if len(close_prices) >= 1:
|
||||
price_change_1m = self.calculate_price_change(current_price, close_prices[-1])
|
||||
price_change_1m = self.calculate_price_change(
|
||||
current_price, close_prices[-1]
|
||||
)
|
||||
if len(close_prices) >= 5:
|
||||
price_change_5m = self.calculate_price_change(current_price, close_prices[-5])
|
||||
price_change_5m = self.calculate_price_change(
|
||||
current_price, close_prices[-5]
|
||||
)
|
||||
if len(close_prices) >= 15:
|
||||
price_change_15m = self.calculate_price_change(current_price, close_prices[-15])
|
||||
price_change_15m = self.calculate_price_change(
|
||||
current_price, close_prices[-15]
|
||||
)
|
||||
|
||||
# Calculate volume surge
|
||||
avg_volume = sum(volumes) / len(volumes) if volumes else current_volume
|
||||
|
||||
@@ -7,9 +7,9 @@ This module provides:
|
||||
- Health monitoring and alerts
|
||||
"""
|
||||
|
||||
from src.backup.cloud_storage import CloudStorage, S3Config
|
||||
from src.backup.exporter import BackupExporter, ExportFormat
|
||||
from src.backup.scheduler import BackupPolicy, BackupScheduler
|
||||
from src.backup.scheduler import BackupScheduler, BackupPolicy
|
||||
from src.backup.cloud_storage import CloudStorage, S3Config
|
||||
|
||||
__all__ = [
|
||||
"BackupExporter",
|
||||
|
||||
@@ -94,9 +94,7 @@ class CloudStorage:
|
||||
if 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:
|
||||
self.client.upload_file(
|
||||
|
||||
@@ -14,14 +14,14 @@ import json
|
||||
import logging
|
||||
import sqlite3
|
||||
from datetime import UTC, datetime
|
||||
from enum import StrEnum
|
||||
from enum import Enum
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class ExportFormat(StrEnum):
|
||||
class ExportFormat(str, Enum):
|
||||
"""Supported export formats."""
|
||||
|
||||
JSON = "json"
|
||||
@@ -103,11 +103,15 @@ class BackupExporter:
|
||||
elif fmt == ExportFormat.CSV:
|
||||
return self._export_csv(output_dir, timestamp, compress, incremental_since)
|
||||
elif fmt == ExportFormat.PARQUET:
|
||||
return self._export_parquet(output_dir, timestamp, compress, incremental_since)
|
||||
return self._export_parquet(
|
||||
output_dir, timestamp, compress, incremental_since
|
||||
)
|
||||
else:
|
||||
raise ValueError(f"Unsupported format: {fmt}")
|
||||
|
||||
def _get_trades(self, incremental_since: datetime | None = None) -> list[dict[str, Any]]:
|
||||
def _get_trades(
|
||||
self, incremental_since: datetime | None = None
|
||||
) -> list[dict[str, Any]]:
|
||||
"""Fetch trades from database.
|
||||
|
||||
Args:
|
||||
@@ -160,7 +164,9 @@ class BackupExporter:
|
||||
|
||||
data = {
|
||||
"export_timestamp": datetime.now(UTC).isoformat(),
|
||||
"incremental_since": (incremental_since.isoformat() if incremental_since else None),
|
||||
"incremental_since": (
|
||||
incremental_since.isoformat() if incremental_since else None
|
||||
),
|
||||
"record_count": len(trades),
|
||||
"trades": trades,
|
||||
}
|
||||
@@ -278,7 +284,8 @@ class BackupExporter:
|
||||
import pyarrow.parquet as pq
|
||||
except ImportError:
|
||||
raise ImportError(
|
||||
"pyarrow is required for Parquet export. Install with: pip install pyarrow"
|
||||
"pyarrow is required for Parquet export. "
|
||||
"Install with: pip install pyarrow"
|
||||
)
|
||||
|
||||
# Convert to pyarrow table
|
||||
|
||||
@@ -14,14 +14,14 @@ import shutil
|
||||
import sqlite3
|
||||
from dataclasses import dataclass
|
||||
from datetime import UTC, datetime, timedelta
|
||||
from enum import StrEnum
|
||||
from enum import Enum
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class HealthStatus(StrEnum):
|
||||
class HealthStatus(str, Enum):
|
||||
"""Health check status."""
|
||||
|
||||
HEALTHY = "healthy"
|
||||
@@ -137,13 +137,9 @@ class HealthMonitor:
|
||||
used_percent = (stat.used / stat.total) * 100
|
||||
|
||||
if stat.free < self.min_disk_space_bytes:
|
||||
min_disk_gb = self.min_disk_space_bytes / 1024 / 1024 / 1024
|
||||
return HealthCheckResult(
|
||||
status=HealthStatus.UNHEALTHY,
|
||||
message=(
|
||||
f"Low disk space: {free_gb:.2f} GB free "
|
||||
f"(minimum: {min_disk_gb:.2f} GB)"
|
||||
),
|
||||
message=f"Low disk space: {free_gb:.2f} GB free (minimum: {self.min_disk_space_bytes / 1024 / 1024 / 1024:.2f} GB)",
|
||||
details={
|
||||
"free_gb": free_gb,
|
||||
"total_gb": total_gb,
|
||||
|
||||
@@ -12,14 +12,14 @@ import logging
|
||||
import shutil
|
||||
from dataclasses import dataclass
|
||||
from datetime import UTC, datetime, timedelta
|
||||
from enum import StrEnum
|
||||
from enum import Enum
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class BackupPolicy(StrEnum):
|
||||
class BackupPolicy(str, Enum):
|
||||
"""Backup retention policies."""
|
||||
|
||||
DAILY = "daily"
|
||||
@@ -69,7 +69,9 @@ class BackupScheduler:
|
||||
for d in [self.daily_dir, self.weekly_dir, self.monthly_dir]:
|
||||
d.mkdir(parents=True, exist_ok=True)
|
||||
|
||||
def create_backup(self, policy: BackupPolicy, verify: bool = True) -> BackupMetadata:
|
||||
def create_backup(
|
||||
self, policy: BackupPolicy, verify: bool = True
|
||||
) -> BackupMetadata:
|
||||
"""Create a database backup.
|
||||
|
||||
Args:
|
||||
@@ -227,7 +229,9 @@ class BackupScheduler:
|
||||
|
||||
return removed
|
||||
|
||||
def list_backups(self, policy: BackupPolicy | None = None) -> list[BackupMetadata]:
|
||||
def list_backups(
|
||||
self, policy: BackupPolicy | None = None
|
||||
) -> list[BackupMetadata]:
|
||||
"""List available backups.
|
||||
|
||||
Args:
|
||||
|
||||
@@ -13,8 +13,8 @@ import hashlib
|
||||
import json
|
||||
import logging
|
||||
import time
|
||||
from dataclasses import dataclass
|
||||
from typing import TYPE_CHECKING, Any
|
||||
from dataclasses import dataclass, field
|
||||
from typing import Any, TYPE_CHECKING
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from src.brain.gemini_client import TradeDecision
|
||||
@@ -26,7 +26,7 @@ logger = logging.getLogger(__name__)
|
||||
class CacheEntry:
|
||||
"""Cached decision with metadata."""
|
||||
|
||||
decision: TradeDecision
|
||||
decision: "TradeDecision"
|
||||
cached_at: float # Unix timestamp
|
||||
hit_count: int = 0
|
||||
market_data_hash: str = ""
|
||||
@@ -239,7 +239,9 @@ class DecisionCache:
|
||||
"""
|
||||
current_time = time.time()
|
||||
expired_keys = [
|
||||
k for k, v in self._cache.items() if current_time - v.cached_at > self.ttl_seconds
|
||||
k
|
||||
for k, v in self._cache.items()
|
||||
if current_time - v.cached_at > self.ttl_seconds
|
||||
]
|
||||
|
||||
count = len(expired_keys)
|
||||
|
||||
@@ -11,14 +11,14 @@ from __future__ import annotations
|
||||
|
||||
from dataclasses import dataclass
|
||||
from datetime import UTC, datetime
|
||||
from enum import StrEnum
|
||||
from enum import Enum
|
||||
from typing import Any
|
||||
|
||||
from src.context.layer import ContextLayer
|
||||
from src.context.store import ContextStore
|
||||
|
||||
|
||||
class DecisionType(StrEnum):
|
||||
class DecisionType(str, Enum):
|
||||
"""Type of trading decision being made."""
|
||||
|
||||
NORMAL = "normal" # Regular trade decision
|
||||
@@ -183,7 +183,9 @@ class ContextSelector:
|
||||
ContextLayer.L1_LEGACY,
|
||||
]
|
||||
|
||||
scores = {layer: self.score_layer_relevance(layer, decision_type) for layer in all_layers}
|
||||
scores = {
|
||||
layer: self.score_layer_relevance(layer, decision_type) for layer in all_layers
|
||||
}
|
||||
|
||||
# Filter by minimum 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 src.brain.cache import DecisionCache
|
||||
from src.brain.prompt_optimizer import PromptOptimizer
|
||||
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.data.news_api import NewsAPI, NewsSentiment
|
||||
from src.brain.cache import DecisionCache
|
||||
from src.brain.prompt_optimizer import PromptOptimizer
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
@@ -159,12 +159,16 @@ class GeminiClient:
|
||||
return ""
|
||||
|
||||
# Check for upcoming high-impact events
|
||||
upcoming = self._economic_calendar.get_upcoming_events(days_ahead=7, min_impact="HIGH")
|
||||
upcoming = self._economic_calendar.get_upcoming_events(
|
||||
days_ahead=7, min_impact="HIGH"
|
||||
)
|
||||
|
||||
if upcoming.high_impact_count == 0:
|
||||
return ""
|
||||
|
||||
lines = [f"Upcoming High-Impact Events: {upcoming.high_impact_count} in next 7 days"]
|
||||
lines = [
|
||||
f"Upcoming High-Impact Events: {upcoming.high_impact_count} in next 7 days"
|
||||
]
|
||||
|
||||
if upcoming.next_major_event is not None:
|
||||
event = upcoming.next_major_event
|
||||
@@ -176,7 +180,9 @@ class GeminiClient:
|
||||
# Check for earnings
|
||||
earnings_date = self._economic_calendar.get_earnings_date(stock_code)
|
||||
if earnings_date is not None:
|
||||
lines.append(f" Earnings: {stock_code} on {earnings_date.strftime('%Y-%m-%d')}")
|
||||
lines.append(
|
||||
f" Earnings: {stock_code} on {earnings_date.strftime('%Y-%m-%d')}"
|
||||
)
|
||||
|
||||
return "\n".join(lines)
|
||||
|
||||
@@ -229,7 +235,9 @@ class GeminiClient:
|
||||
|
||||
# Add foreigner net if non-zero
|
||||
if market_data.get("foreigner_net", 0) != 0:
|
||||
market_info_lines.append(f"Foreigner Net Buy/Sell: {market_data['foreigner_net']}")
|
||||
market_info_lines.append(
|
||||
f"Foreigner Net Buy/Sell: {market_data['foreigner_net']}"
|
||||
)
|
||||
|
||||
market_info = "\n".join(market_info_lines)
|
||||
|
||||
@@ -241,7 +249,8 @@ class GeminiClient:
|
||||
market_info += f"\n\n{external_context}"
|
||||
|
||||
json_format = (
|
||||
'{"action": "BUY"|"SELL"|"HOLD", "confidence": <int 0-100>, "rationale": "<string>"}'
|
||||
'{"action": "BUY"|"SELL"|"HOLD", '
|
||||
'"confidence": <int 0-100>, "rationale": "<string>"}'
|
||||
)
|
||||
return (
|
||||
f"You are a professional {market_name} trading analyst.\n"
|
||||
@@ -280,12 +289,15 @@ class GeminiClient:
|
||||
|
||||
# Add foreigner net if non-zero
|
||||
if market_data.get("foreigner_net", 0) != 0:
|
||||
market_info_lines.append(f"Foreigner Net Buy/Sell: {market_data['foreigner_net']}")
|
||||
market_info_lines.append(
|
||||
f"Foreigner Net Buy/Sell: {market_data['foreigner_net']}"
|
||||
)
|
||||
|
||||
market_info = "\n".join(market_info_lines)
|
||||
|
||||
json_format = (
|
||||
'{"action": "BUY"|"SELL"|"HOLD", "confidence": <int 0-100>, "rationale": "<string>"}'
|
||||
'{"action": "BUY"|"SELL"|"HOLD", '
|
||||
'"confidence": <int 0-100>, "rationale": "<string>"}'
|
||||
)
|
||||
return (
|
||||
f"You are a professional {market_name} trading analyst.\n"
|
||||
@@ -327,19 +339,25 @@ class GeminiClient:
|
||||
data = json.loads(cleaned)
|
||||
except json.JSONDecodeError:
|
||||
logger.warning("Malformed JSON from Gemini — defaulting to HOLD")
|
||||
return TradeDecision(action="HOLD", confidence=0, rationale="Malformed JSON response")
|
||||
return TradeDecision(
|
||||
action="HOLD", confidence=0, rationale="Malformed JSON response"
|
||||
)
|
||||
|
||||
# Validate required fields
|
||||
if not all(k in data for k in ("action", "confidence", "rationale")):
|
||||
logger.warning("Missing fields in Gemini response — defaulting to HOLD")
|
||||
# Preserve raw text in rationale so prompt_override callers (e.g. pre_market_planner)
|
||||
# can extract their own JSON format from decision.rationale (#245)
|
||||
return TradeDecision(action="HOLD", confidence=0, rationale=raw)
|
||||
return TradeDecision(
|
||||
action="HOLD", confidence=0, rationale=raw
|
||||
)
|
||||
|
||||
action = str(data["action"]).upper()
|
||||
if action not in VALID_ACTIONS:
|
||||
logger.warning("Invalid action '%s' from Gemini — defaulting to HOLD", action)
|
||||
return TradeDecision(action="HOLD", confidence=0, rationale=f"Invalid action: {action}")
|
||||
return TradeDecision(
|
||||
action="HOLD", confidence=0, rationale=f"Invalid action: {action}"
|
||||
)
|
||||
|
||||
confidence = int(data["confidence"])
|
||||
rationale = str(data["rationale"])
|
||||
@@ -427,7 +445,9 @@ class GeminiClient:
|
||||
# not a parsed TradeDecision. Skip parse_response to avoid spurious
|
||||
# "Missing fields" warnings and return the raw response directly. (#247)
|
||||
if "prompt_override" in market_data:
|
||||
logger.info("Gemini raw response received (prompt_override, tokens=%d)", token_count)
|
||||
logger.info(
|
||||
"Gemini raw response received (prompt_override, tokens=%d)", token_count
|
||||
)
|
||||
# Not a trade decision — don't inflate _total_decisions metrics
|
||||
return TradeDecision(
|
||||
action="HOLD", confidence=0, rationale=raw, token_count=token_count
|
||||
@@ -526,7 +546,9 @@ class GeminiClient:
|
||||
# Batch Decision Making (for daily trading mode)
|
||||
# ------------------------------------------------------------------
|
||||
|
||||
async def decide_batch(self, stocks_data: list[dict[str, Any]]) -> dict[str, TradeDecision]:
|
||||
async def decide_batch(
|
||||
self, stocks_data: list[dict[str, Any]]
|
||||
) -> dict[str, TradeDecision]:
|
||||
"""Make decisions for multiple stocks in a single API call.
|
||||
|
||||
This is designed for daily trading mode to minimize API usage
|
||||
|
||||
@@ -179,8 +179,7 @@ class PromptOptimizer:
|
||||
# Minimal instructions
|
||||
prompt = (
|
||||
f"{market_name} trader. Analyze:\n{data_str}\n\n"
|
||||
"Return JSON: "
|
||||
'{"action":"BUY"|"SELL"|"HOLD","confidence":<0-100>,"rationale":"<text>"}\n'
|
||||
'Return JSON: {"action":"BUY"|"SELL"|"HOLD","confidence":<0-100>,"rationale":"<text>"}\n'
|
||||
"Rules: action=BUY/SELL/HOLD, confidence=0-100, rationale=concise. No markdown."
|
||||
)
|
||||
else:
|
||||
|
||||
@@ -103,8 +103,7 @@ class KISBroker:
|
||||
ssl_ctx.verify_mode = ssl.CERT_NONE
|
||||
connector = aiohttp.TCPConnector(ssl=ssl_ctx)
|
||||
self._session = aiohttp.ClientSession(
|
||||
timeout=timeout,
|
||||
connector=connector,
|
||||
timeout=timeout, connector=connector,
|
||||
)
|
||||
return self._session
|
||||
|
||||
@@ -225,12 +224,16 @@ class KISBroker:
|
||||
async with session.get(url, headers=headers, params=params) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(f"get_orderbook failed ({resp.status}): {text}")
|
||||
raise ConnectionError(
|
||||
f"get_orderbook failed ({resp.status}): {text}"
|
||||
)
|
||||
return await resp.json()
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(f"Network error fetching orderbook: {exc}") from exc
|
||||
|
||||
async def get_current_price(self, stock_code: str) -> tuple[float, float, float]:
|
||||
async def get_current_price(
|
||||
self, stock_code: str
|
||||
) -> tuple[float, float, float]:
|
||||
"""Fetch current price data for a domestic stock.
|
||||
|
||||
Uses the ``inquire-price`` API (FHKST01010100), which works in both
|
||||
@@ -262,7 +265,9 @@ class KISBroker:
|
||||
async with session.get(url, headers=headers, params=params) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(f"get_current_price failed ({resp.status}): {text}")
|
||||
raise ConnectionError(
|
||||
f"get_current_price failed ({resp.status}): {text}"
|
||||
)
|
||||
data = await resp.json()
|
||||
out = data.get("output", {})
|
||||
return (
|
||||
@@ -271,7 +276,9 @@ class KISBroker:
|
||||
_f(out.get("frgn_ntby_qty")),
|
||||
)
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(f"Network error fetching current price: {exc}") from exc
|
||||
raise ConnectionError(
|
||||
f"Network error fetching current price: {exc}"
|
||||
) from exc
|
||||
|
||||
async def get_balance(self) -> dict[str, Any]:
|
||||
"""Fetch current account balance and holdings."""
|
||||
@@ -301,7 +308,9 @@ class KISBroker:
|
||||
async with session.get(url, headers=headers, params=params) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(f"get_balance failed ({resp.status}): {text}")
|
||||
raise ConnectionError(
|
||||
f"get_balance failed ({resp.status}): {text}"
|
||||
)
|
||||
return await resp.json()
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(f"Network error fetching balance: {exc}") from exc
|
||||
@@ -360,7 +369,9 @@ class KISBroker:
|
||||
async with session.post(url, headers=headers, json=body) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(f"send_order failed ({resp.status}): {text}")
|
||||
raise ConnectionError(
|
||||
f"send_order failed ({resp.status}): {text}"
|
||||
)
|
||||
data = await resp.json()
|
||||
logger.info(
|
||||
"Order submitted",
|
||||
@@ -438,7 +449,9 @@ class KISBroker:
|
||||
async with session.get(url, headers=headers, params=params) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(f"fetch_market_rankings failed ({resp.status}): {text}")
|
||||
raise ConnectionError(
|
||||
f"fetch_market_rankings failed ({resp.status}): {text}"
|
||||
)
|
||||
data = await resp.json()
|
||||
|
||||
# Parse response - output is a list of ranked stocks
|
||||
@@ -452,16 +465,14 @@ class KISBroker:
|
||||
|
||||
rankings = []
|
||||
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", ""),
|
||||
"price": _safe_float(item.get("stck_prpr", "0")),
|
||||
"volume": _safe_float(item.get("acml_vol", "0")),
|
||||
"change_rate": _safe_float(item.get("prdy_ctrt", "0")),
|
||||
"volume_increase_rate": _safe_float(item.get("vol_inrt", "0")),
|
||||
}
|
||||
)
|
||||
})
|
||||
return rankings
|
||||
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
@@ -511,7 +522,9 @@ class KISBroker:
|
||||
data = await resp.json()
|
||||
return data.get("output", []) or []
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(f"Network error fetching domestic pending orders: {exc}") from exc
|
||||
raise ConnectionError(
|
||||
f"Network error fetching domestic pending orders: {exc}"
|
||||
) from exc
|
||||
|
||||
async def cancel_domestic_order(
|
||||
self,
|
||||
@@ -562,10 +575,14 @@ class KISBroker:
|
||||
async with session.post(url, headers=headers, json=body) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(f"cancel_domestic_order failed ({resp.status}): {text}")
|
||||
raise ConnectionError(
|
||||
f"cancel_domestic_order failed ({resp.status}): {text}"
|
||||
)
|
||||
return cast(dict[str, Any], await resp.json())
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(f"Network error cancelling domestic order: {exc}") from exc
|
||||
raise ConnectionError(
|
||||
f"Network error cancelling domestic order: {exc}"
|
||||
) from exc
|
||||
|
||||
async def get_daily_prices(
|
||||
self,
|
||||
@@ -592,7 +609,6 @@ class KISBroker:
|
||||
|
||||
# Calculate date range (today and N days ago)
|
||||
from datetime import datetime, timedelta
|
||||
|
||||
end_date = datetime.now().strftime("%Y%m%d")
|
||||
start_date = (datetime.now() - timedelta(days=days + 10)).strftime("%Y%m%d")
|
||||
|
||||
@@ -611,7 +627,9 @@ class KISBroker:
|
||||
async with session.get(url, headers=headers, params=params) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(f"get_daily_prices failed ({resp.status}): {text}")
|
||||
raise ConnectionError(
|
||||
f"get_daily_prices failed ({resp.status}): {text}"
|
||||
)
|
||||
data = await resp.json()
|
||||
|
||||
# Parse response
|
||||
@@ -625,16 +643,14 @@ class KISBroker:
|
||||
|
||||
prices = []
|
||||
for item in data.get("output2", []):
|
||||
prices.append(
|
||||
{
|
||||
prices.append({
|
||||
"date": item.get("stck_bsop_date", ""),
|
||||
"open": _safe_float(item.get("stck_oprc", "0")),
|
||||
"high": _safe_float(item.get("stck_hgpr", "0")),
|
||||
"low": _safe_float(item.get("stck_lwpr", "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)
|
||||
prices.reverse()
|
||||
|
||||
@@ -56,7 +56,9 @@ class OverseasBroker:
|
||||
"""
|
||||
self._broker = kis_broker
|
||||
|
||||
async def get_overseas_price(self, exchange_code: str, stock_code: str) -> dict[str, Any]:
|
||||
async def get_overseas_price(
|
||||
self, exchange_code: str, stock_code: str
|
||||
) -> dict[str, Any]:
|
||||
"""
|
||||
Fetch overseas stock price.
|
||||
|
||||
@@ -87,10 +89,14 @@ class OverseasBroker:
|
||||
async with session.get(url, headers=headers, params=params) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(f"get_overseas_price failed ({resp.status}): {text}")
|
||||
raise ConnectionError(
|
||||
f"get_overseas_price failed ({resp.status}): {text}"
|
||||
)
|
||||
return await resp.json()
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(f"Network error fetching overseas price: {exc}") from exc
|
||||
raise ConnectionError(
|
||||
f"Network error fetching overseas price: {exc}"
|
||||
) from exc
|
||||
|
||||
async def fetch_overseas_rankings(
|
||||
self,
|
||||
@@ -148,7 +154,9 @@ class OverseasBroker:
|
||||
ranking_type,
|
||||
)
|
||||
return []
|
||||
raise ConnectionError(f"fetch_overseas_rankings failed ({resp.status}): {text}")
|
||||
raise ConnectionError(
|
||||
f"fetch_overseas_rankings failed ({resp.status}): {text}"
|
||||
)
|
||||
|
||||
data = await resp.json()
|
||||
rows = self._extract_ranking_rows(data)
|
||||
@@ -163,7 +171,9 @@ class OverseasBroker:
|
||||
)
|
||||
return []
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(f"Network error fetching overseas rankings: {exc}") from exc
|
||||
raise ConnectionError(
|
||||
f"Network error fetching overseas rankings: {exc}"
|
||||
) from exc
|
||||
|
||||
async def get_overseas_balance(self, exchange_code: str) -> dict[str, Any]:
|
||||
"""
|
||||
@@ -183,7 +193,9 @@ class OverseasBroker:
|
||||
|
||||
# TR_ID: 실전 TTTS3012R, 모의 VTTS3012R
|
||||
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 잔고조회' 시트
|
||||
balance_tr_id = "TTTS3012R" if self._broker._settings.MODE == "live" else "VTTS3012R"
|
||||
balance_tr_id = (
|
||||
"TTTS3012R" if self._broker._settings.MODE == "live" else "VTTS3012R"
|
||||
)
|
||||
headers = await self._broker._auth_headers(balance_tr_id)
|
||||
params = {
|
||||
"CANO": self._broker._account_no,
|
||||
@@ -193,16 +205,22 @@ class OverseasBroker:
|
||||
"CTX_AREA_FK200": "",
|
||||
"CTX_AREA_NK200": "",
|
||||
}
|
||||
url = f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-balance"
|
||||
url = (
|
||||
f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-balance"
|
||||
)
|
||||
|
||||
try:
|
||||
async with session.get(url, headers=headers, params=params) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(f"get_overseas_balance failed ({resp.status}): {text}")
|
||||
raise ConnectionError(
|
||||
f"get_overseas_balance failed ({resp.status}): {text}"
|
||||
)
|
||||
return await resp.json()
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(f"Network error fetching overseas balance: {exc}") from exc
|
||||
raise ConnectionError(
|
||||
f"Network error fetching overseas balance: {exc}"
|
||||
) from exc
|
||||
|
||||
async def get_overseas_buying_power(
|
||||
self,
|
||||
@@ -229,7 +247,9 @@ class OverseasBroker:
|
||||
|
||||
# TR_ID: 실전 TTTS3007R, 모의 VTTS3007R
|
||||
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 매수가능금액조회' 시트
|
||||
ps_tr_id = "TTTS3007R" if self._broker._settings.MODE == "live" else "VTTS3007R"
|
||||
ps_tr_id = (
|
||||
"TTTS3007R" if self._broker._settings.MODE == "live" else "VTTS3007R"
|
||||
)
|
||||
headers = await self._broker._auth_headers(ps_tr_id)
|
||||
params = {
|
||||
"CANO": self._broker._account_no,
|
||||
@@ -238,7 +258,9 @@ class OverseasBroker:
|
||||
"OVRS_ORD_UNPR": f"{price:.2f}",
|
||||
"ITEM_CD": stock_code,
|
||||
}
|
||||
url = f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-psamount"
|
||||
url = (
|
||||
f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-psamount"
|
||||
)
|
||||
|
||||
try:
|
||||
async with session.get(url, headers=headers, params=params) as resp:
|
||||
@@ -249,7 +271,9 @@ class OverseasBroker:
|
||||
)
|
||||
return await resp.json()
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(f"Network error fetching overseas buying power: {exc}") from exc
|
||||
raise ConnectionError(
|
||||
f"Network error fetching overseas buying power: {exc}"
|
||||
) from exc
|
||||
|
||||
async def send_overseas_order(
|
||||
self,
|
||||
@@ -306,7 +330,9 @@ class OverseasBroker:
|
||||
async with session.post(url, headers=headers, json=body) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(f"send_overseas_order failed ({resp.status}): {text}")
|
||||
raise ConnectionError(
|
||||
f"send_overseas_order failed ({resp.status}): {text}"
|
||||
)
|
||||
data = await resp.json()
|
||||
rt_cd = data.get("rt_cd", "")
|
||||
msg1 = data.get("msg1", "")
|
||||
@@ -331,9 +357,13 @@ class OverseasBroker:
|
||||
)
|
||||
return data
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(f"Network error sending overseas order: {exc}") from exc
|
||||
raise ConnectionError(
|
||||
f"Network error sending overseas order: {exc}"
|
||||
) from exc
|
||||
|
||||
async def get_overseas_pending_orders(self, exchange_code: str) -> list[dict[str, Any]]:
|
||||
async def get_overseas_pending_orders(
|
||||
self, exchange_code: str
|
||||
) -> list[dict[str, Any]]:
|
||||
"""Fetch unfilled (pending) overseas orders for a given exchange.
|
||||
|
||||
Args:
|
||||
@@ -349,7 +379,9 @@ class OverseasBroker:
|
||||
ConnectionError: On network or API errors (live mode only).
|
||||
"""
|
||||
if self._broker._settings.MODE != "live":
|
||||
logger.debug("Pending orders API (TTTS3018R) not supported in paper mode; returning []")
|
||||
logger.debug(
|
||||
"Pending orders API (TTTS3018R) not supported in paper mode; returning []"
|
||||
)
|
||||
return []
|
||||
|
||||
await self._broker._rate_limiter.acquire()
|
||||
@@ -366,7 +398,9 @@ class OverseasBroker:
|
||||
"CTX_AREA_FK200": "",
|
||||
"CTX_AREA_NK200": "",
|
||||
}
|
||||
url = f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-nccs"
|
||||
url = (
|
||||
f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-nccs"
|
||||
)
|
||||
|
||||
try:
|
||||
async with session.get(url, headers=headers, params=params) as resp:
|
||||
@@ -381,7 +415,9 @@ class OverseasBroker:
|
||||
return output
|
||||
return []
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(f"Network error fetching pending orders: {exc}") from exc
|
||||
raise ConnectionError(
|
||||
f"Network error fetching pending orders: {exc}"
|
||||
) from exc
|
||||
|
||||
async def cancel_overseas_order(
|
||||
self,
|
||||
@@ -433,16 +469,22 @@ class OverseasBroker:
|
||||
headers = await self._broker._auth_headers(tr_id)
|
||||
headers["hashkey"] = hash_key
|
||||
|
||||
url = f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/order-rvsecncl"
|
||||
url = (
|
||||
f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/order-rvsecncl"
|
||||
)
|
||||
|
||||
try:
|
||||
async with session.post(url, headers=headers, json=body) as resp:
|
||||
if resp.status != 200:
|
||||
text = await resp.text()
|
||||
raise ConnectionError(f"cancel_overseas_order failed ({resp.status}): {text}")
|
||||
raise ConnectionError(
|
||||
f"cancel_overseas_order failed ({resp.status}): {text}"
|
||||
)
|
||||
return await resp.json()
|
||||
except (TimeoutError, aiohttp.ClientError) as exc:
|
||||
raise ConnectionError(f"Network error cancelling overseas order: {exc}") from exc
|
||||
raise ConnectionError(
|
||||
f"Network error cancelling overseas order: {exc}"
|
||||
) from exc
|
||||
|
||||
def _get_currency_code(self, exchange_code: str) -> str:
|
||||
"""
|
||||
|
||||
@@ -124,8 +124,12 @@ class Settings(BaseSettings):
|
||||
OVERSEAS_RANKING_ENABLED: bool = True
|
||||
OVERSEAS_RANKING_FLUCT_TR_ID: str = "HHDFS76290000"
|
||||
OVERSEAS_RANKING_VOLUME_TR_ID: str = "HHDFS76270000"
|
||||
OVERSEAS_RANKING_FLUCT_PATH: str = "/uapi/overseas-stock/v1/ranking/updown-rate"
|
||||
OVERSEAS_RANKING_VOLUME_PATH: str = "/uapi/overseas-stock/v1/ranking/volume-surge"
|
||||
OVERSEAS_RANKING_FLUCT_PATH: str = (
|
||||
"/uapi/overseas-stock/v1/ranking/updown-rate"
|
||||
)
|
||||
OVERSEAS_RANKING_VOLUME_PATH: str = (
|
||||
"/uapi/overseas-stock/v1/ranking/volume-surge"
|
||||
)
|
||||
|
||||
# Dashboard (optional)
|
||||
DASHBOARD_ENABLED: bool = False
|
||||
|
||||
@@ -222,7 +222,9 @@ class ContextAggregator:
|
||||
|
||||
total_pnl = 0.0
|
||||
for month in months:
|
||||
monthly_pnl = self.store.get_context(ContextLayer.L4_MONTHLY, month, "monthly_pnl")
|
||||
monthly_pnl = self.store.get_context(
|
||||
ContextLayer.L4_MONTHLY, month, "monthly_pnl"
|
||||
)
|
||||
if monthly_pnl is not None:
|
||||
total_pnl += monthly_pnl
|
||||
|
||||
@@ -249,7 +251,9 @@ class ContextAggregator:
|
||||
if quarterly_pnl is not None:
|
||||
total_pnl += quarterly_pnl
|
||||
|
||||
self.store.set_context(ContextLayer.L2_ANNUAL, year, "annual_pnl", round(total_pnl, 2))
|
||||
self.store.set_context(
|
||||
ContextLayer.L2_ANNUAL, year, "annual_pnl", round(total_pnl, 2)
|
||||
)
|
||||
|
||||
def aggregate_legacy_from_annual(self) -> None:
|
||||
"""Aggregate L1 (legacy) context from all L2 (annual) data."""
|
||||
@@ -276,7 +280,9 @@ class ContextAggregator:
|
||||
self.store.set_context(
|
||||
ContextLayer.L1_LEGACY, "LEGACY", "total_pnl", round(total_pnl, 2)
|
||||
)
|
||||
self.store.set_context(ContextLayer.L1_LEGACY, "LEGACY", "years_traded", years_traded)
|
||||
self.store.set_context(
|
||||
ContextLayer.L1_LEGACY, "LEGACY", "years_traded", years_traded
|
||||
)
|
||||
self.store.set_context(
|
||||
ContextLayer.L1_LEGACY,
|
||||
"LEGACY",
|
||||
|
||||
@@ -3,10 +3,10 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from dataclasses import dataclass
|
||||
from enum import StrEnum
|
||||
from enum import Enum
|
||||
|
||||
|
||||
class ContextLayer(StrEnum):
|
||||
class ContextLayer(str, Enum):
|
||||
"""7-tier context hierarchy from real-time to generational."""
|
||||
|
||||
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 dataclasses import dataclass
|
||||
from datetime import UTC, datetime
|
||||
from datetime import UTC, datetime, timedelta
|
||||
from typing import Any
|
||||
|
||||
from src.context.layer import ContextLayer
|
||||
|
||||
@@ -23,7 +23,6 @@ class BlackoutWindow:
|
||||
class QueuedOrderIntent:
|
||||
market_code: str
|
||||
exchange_code: str
|
||||
session_id: str
|
||||
stock_code: str
|
||||
order_type: str
|
||||
quantity: int
|
||||
@@ -69,16 +68,11 @@ class BlackoutOrderManager:
|
||||
self._queue: deque[QueuedOrderIntent] = deque()
|
||||
self._was_blackout = False
|
||||
self._max_queue_size = max_queue_size
|
||||
self._overflow_drop_count = 0
|
||||
|
||||
@property
|
||||
def pending_count(self) -> int:
|
||||
return len(self._queue)
|
||||
|
||||
@property
|
||||
def overflow_drop_count(self) -> int:
|
||||
return self._overflow_drop_count
|
||||
|
||||
def in_blackout(self, now: datetime | None = None) -> bool:
|
||||
if not self.enabled or not self._windows:
|
||||
return False
|
||||
@@ -87,11 +81,8 @@ class BlackoutOrderManager:
|
||||
return any(window.contains(kst_now) for window in self._windows)
|
||||
|
||||
def enqueue(self, intent: QueuedOrderIntent) -> bool:
|
||||
if self._max_queue_size <= 0:
|
||||
return False
|
||||
if len(self._queue) >= self._max_queue_size:
|
||||
self._queue.popleft()
|
||||
self._overflow_drop_count += 1
|
||||
return False
|
||||
self._queue.append(intent)
|
||||
return True
|
||||
|
||||
|
||||
@@ -11,9 +11,8 @@ Order is fixed:
|
||||
from __future__ import annotations
|
||||
|
||||
import inspect
|
||||
from collections.abc import Awaitable, Callable
|
||||
from dataclasses import dataclass, field
|
||||
from typing import Any
|
||||
from typing import Any, Awaitable, Callable
|
||||
|
||||
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"}
|
||||
|
||||
|
||||
class OrderPolicyRejectedError(Exception):
|
||||
class OrderPolicyRejected(Exception):
|
||||
"""Raised when an order violates session policy."""
|
||||
|
||||
def __init__(self, message: str, *, session_id: str, market_code: str) -> None:
|
||||
@@ -61,9 +61,7 @@ def classify_session_id(market: MarketInfo, now: datetime | None = None) -> str:
|
||||
|
||||
def get_session_info(market: MarketInfo, now: datetime | None = None) -> SessionInfo:
|
||||
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(
|
||||
@@ -78,7 +76,7 @@ def validate_order_policy(
|
||||
|
||||
is_market_order = price <= 0
|
||||
if info.is_low_liquidity and is_market_order:
|
||||
raise OrderPolicyRejectedError(
|
||||
raise OrderPolicyRejected(
|
||||
f"Market order is forbidden in low-liquidity session ({info.session_id})",
|
||||
session_id=info.session_id,
|
||||
market_code=market.code,
|
||||
@@ -86,14 +84,10 @@ def validate_order_policy(
|
||||
|
||||
# Guard against accidental unsupported actions.
|
||||
if order_type not in {"BUY", "SELL"}:
|
||||
raise OrderPolicyRejectedError(
|
||||
raise OrderPolicyRejected(
|
||||
f"Unsupported order_type={order_type}",
|
||||
session_id=info.session_id,
|
||||
market_code=market.code,
|
||||
)
|
||||
|
||||
return info
|
||||
|
||||
|
||||
# Backward compatibility alias
|
||||
OrderPolicyRejected = OrderPolicyRejectedError
|
||||
|
||||
@@ -28,7 +28,9 @@ class PriorityTask:
|
||||
# Task data not used in comparison
|
||||
task_id: str = field(compare=False)
|
||||
task_data: dict[str, Any] = field(compare=False, default_factory=dict)
|
||||
callback: Callable[[], Coroutine[Any, Any, Any]] | None = field(compare=False, default=None)
|
||||
callback: Callable[[], Coroutine[Any, Any, Any]] | None = field(
|
||||
compare=False, default=None
|
||||
)
|
||||
|
||||
|
||||
@dataclass
|
||||
|
||||
@@ -25,7 +25,7 @@ class CircuitBreakerTripped(SystemExit):
|
||||
)
|
||||
|
||||
|
||||
class FatFingerRejectedError(Exception):
|
||||
class FatFingerRejected(Exception):
|
||||
"""Raised when an order exceeds the maximum allowed proportion of cash."""
|
||||
|
||||
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:
|
||||
"""Reject orders that exceed the maximum proportion of available cash."""
|
||||
if total_cash <= 0:
|
||||
raise FatFingerRejectedError(order_amount, total_cash, self._ff_max_pct)
|
||||
raise FatFingerRejected(order_amount, total_cash, self._ff_max_pct)
|
||||
|
||||
ratio_pct = (order_amount / total_cash) * 100
|
||||
if ratio_pct > self._ff_max_pct:
|
||||
@@ -69,7 +69,7 @@ class RiskManager:
|
||||
"Fat finger check failed",
|
||||
extra={"order_amount": order_amount},
|
||||
)
|
||||
raise FatFingerRejectedError(order_amount, total_cash, self._ff_max_pct)
|
||||
raise FatFingerRejected(order_amount, total_cash, self._ff_max_pct)
|
||||
|
||||
def validate_order(
|
||||
self,
|
||||
@@ -81,7 +81,3 @@ class RiskManager:
|
||||
self.check_circuit_breaker(current_pnl_pct)
|
||||
self.check_fat_finger(order_amount, total_cash)
|
||||
logger.info("Order passed risk validation")
|
||||
|
||||
|
||||
# Backward compatibility alias
|
||||
FatFingerRejected = FatFingerRejectedError
|
||||
|
||||
@@ -5,7 +5,7 @@ from __future__ import annotations
|
||||
import json
|
||||
import os
|
||||
import sqlite3
|
||||
from datetime import UTC, datetime
|
||||
from datetime import UTC, datetime, timezone
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
@@ -188,7 +188,10 @@ def create_dashboard_app(db_path: str, mode: str = "paper") -> FastAPI:
|
||||
return {
|
||||
"market": "all",
|
||||
"combined": combined,
|
||||
"by_market": [_row_to_performance(row) for row in by_market_rows],
|
||||
"by_market": [
|
||||
_row_to_performance(row)
|
||||
for row in by_market_rows
|
||||
],
|
||||
}
|
||||
|
||||
row = conn.execute(
|
||||
@@ -398,7 +401,7 @@ def create_dashboard_app(db_path: str, mode: str = "paper") -> FastAPI:
|
||||
"""
|
||||
).fetchall()
|
||||
|
||||
now = datetime.now(UTC)
|
||||
now = datetime.now(timezone.utc)
|
||||
positions = []
|
||||
for row in rows:
|
||||
entry_time_str = row["entry_time"]
|
||||
|
||||
@@ -9,6 +9,7 @@ from __future__ import annotations
|
||||
import logging
|
||||
from dataclasses import dataclass
|
||||
from datetime import datetime, timedelta
|
||||
from typing import Any
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
15
src/db.py
15
src/db.py
@@ -123,7 +123,8 @@ def init_db(db_path: str) -> sqlite3.Connection:
|
||||
"""
|
||||
)
|
||||
decision_columns = {
|
||||
row[1] for row in conn.execute("PRAGMA table_info(decision_logs)").fetchall()
|
||||
row[1]
|
||||
for row in conn.execute("PRAGMA table_info(decision_logs)").fetchall()
|
||||
}
|
||||
if "session_id" not in decision_columns:
|
||||
conn.execute("ALTER TABLE decision_logs ADD COLUMN session_id TEXT DEFAULT 'UNKNOWN'")
|
||||
@@ -184,7 +185,9 @@ def init_db(db_path: str) -> sqlite3.Connection:
|
||||
conn.execute(
|
||||
"CREATE INDEX IF NOT EXISTS idx_decision_logs_timestamp ON decision_logs(timestamp)"
|
||||
)
|
||||
conn.execute("CREATE INDEX IF NOT EXISTS idx_decision_logs_reviewed ON decision_logs(reviewed)")
|
||||
conn.execute(
|
||||
"CREATE INDEX IF NOT EXISTS idx_decision_logs_reviewed ON decision_logs(reviewed)"
|
||||
)
|
||||
conn.execute(
|
||||
"CREATE INDEX IF NOT EXISTS idx_decision_logs_confidence ON decision_logs(confidence)"
|
||||
)
|
||||
@@ -318,7 +321,7 @@ def get_latest_buy_trade(
|
||||
if exchange_code:
|
||||
cursor = conn.execute(
|
||||
"""
|
||||
SELECT decision_id, price, quantity, selection_context
|
||||
SELECT decision_id, price, quantity
|
||||
FROM trades
|
||||
WHERE stock_code = ?
|
||||
AND market = ?
|
||||
@@ -339,7 +342,7 @@ def get_latest_buy_trade(
|
||||
else:
|
||||
cursor = conn.execute(
|
||||
"""
|
||||
SELECT decision_id, price, quantity, selection_context
|
||||
SELECT decision_id, price, quantity
|
||||
FROM trades
|
||||
WHERE stock_code = ?
|
||||
AND market = ?
|
||||
@@ -378,7 +381,9 @@ def get_open_position(
|
||||
return {"decision_id": row[1], "price": row[2], "quantity": row[3], "timestamp": row[4]}
|
||||
|
||||
|
||||
def get_recent_symbols(conn: sqlite3.Connection, market: str, limit: int = 30) -> list[str]:
|
||||
def get_recent_symbols(
|
||||
conn: sqlite3.Connection, market: str, limit: int = 30
|
||||
) -> list[str]:
|
||||
"""Return recent unique symbols for a market, newest first."""
|
||||
cursor = conn.execute(
|
||||
"""
|
||||
|
||||
@@ -90,7 +90,9 @@ class ABTester:
|
||||
sharpe_ratio = None
|
||||
if len(pnls) > 1:
|
||||
mean_return = avg_pnl
|
||||
std_return = (sum((p - mean_return) ** 2 for p in pnls) / (len(pnls) - 1)) ** 0.5
|
||||
std_return = (
|
||||
sum((p - mean_return) ** 2 for p in pnls) / (len(pnls) - 1)
|
||||
) ** 0.5
|
||||
if std_return > 0:
|
||||
sharpe_ratio = mean_return / std_return
|
||||
|
||||
@@ -196,7 +198,8 @@ class ABTester:
|
||||
|
||||
if meets_criteria:
|
||||
logger.info(
|
||||
"Strategy '%s' meets deployment criteria: win_rate=%.2f%%, trades=%d, avg_pnl=%.2f",
|
||||
"Strategy '%s' meets deployment criteria: "
|
||||
"win_rate=%.2f%%, trades=%d, avg_pnl=%.2f",
|
||||
result.winner,
|
||||
winning_perf.win_rate,
|
||||
winning_perf.total_trades,
|
||||
|
||||
@@ -60,7 +60,9 @@ class DailyReviewer:
|
||||
if isinstance(scenario_match, dict) and scenario_match:
|
||||
matched += 1
|
||||
scenario_match_rate = (
|
||||
round((matched / total_decisions) * 100, 2) if total_decisions else 0.0
|
||||
round((matched / total_decisions) * 100, 2)
|
||||
if total_decisions
|
||||
else 0.0
|
||||
)
|
||||
|
||||
trade_stats = self._conn.execute(
|
||||
|
||||
@@ -80,8 +80,7 @@ class EvolutionOptimizer:
|
||||
# Convert to dict format for analysis
|
||||
failures = []
|
||||
for decision in losing_decisions:
|
||||
failures.append(
|
||||
{
|
||||
failures.append({
|
||||
"decision_id": decision.decision_id,
|
||||
"timestamp": decision.timestamp,
|
||||
"stock_code": decision.stock_code,
|
||||
@@ -94,12 +93,13 @@ class EvolutionOptimizer:
|
||||
"outcome_accuracy": decision.outcome_accuracy,
|
||||
"context_snapshot": decision.context_snapshot,
|
||||
"input_data": decision.input_data,
|
||||
}
|
||||
)
|
||||
})
|
||||
|
||||
return failures
|
||||
|
||||
def identify_failure_patterns(self, failures: list[dict[str, Any]]) -> dict[str, Any]:
|
||||
def identify_failure_patterns(
|
||||
self, failures: list[dict[str, Any]]
|
||||
) -> dict[str, Any]:
|
||||
"""Identify patterns in losing decisions.
|
||||
|
||||
Analyzes:
|
||||
@@ -143,8 +143,12 @@ class EvolutionOptimizer:
|
||||
total_confidence += failure.get("confidence", 0)
|
||||
total_loss += failure.get("outcome_pnl", 0.0)
|
||||
|
||||
patterns["avg_confidence"] = 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_confidence"] = (
|
||||
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
|
||||
)
|
||||
|
||||
# Convert Counters to regular dicts for JSON serialization
|
||||
patterns["markets"] = dict(patterns["markets"])
|
||||
@@ -193,8 +197,7 @@ class EvolutionOptimizer:
|
||||
|
||||
prompt = (
|
||||
"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"Sample Failed Trades (first 5):\n"
|
||||
f"{json.dumps(failures[:5], indent=2, default=str)}\n\n"
|
||||
@@ -211,8 +214,7 @@ class EvolutionOptimizer:
|
||||
|
||||
try:
|
||||
response = await self._client.aio.models.generate_content(
|
||||
model=self._model_name,
|
||||
contents=prompt,
|
||||
model=self._model_name, contents=prompt,
|
||||
)
|
||||
body = response.text.strip()
|
||||
except Exception as exc:
|
||||
@@ -278,7 +280,9 @@ class EvolutionOptimizer:
|
||||
logger.info("Strategy validation PASSED")
|
||||
return True
|
||||
else:
|
||||
logger.warning("Strategy validation FAILED:\n%s", result.stdout + result.stderr)
|
||||
logger.warning(
|
||||
"Strategy validation FAILED:\n%s", result.stdout + result.stderr
|
||||
)
|
||||
# Clean up failing strategy
|
||||
strategy_path.unlink(missing_ok=True)
|
||||
return False
|
||||
|
||||
@@ -187,7 +187,9 @@ class PerformanceTracker:
|
||||
|
||||
return metrics
|
||||
|
||||
def calculate_improvement_trend(self, metrics_history: list[StrategyMetrics]) -> dict[str, Any]:
|
||||
def calculate_improvement_trend(
|
||||
self, metrics_history: list[StrategyMetrics]
|
||||
) -> dict[str, Any]:
|
||||
"""Calculate improvement trend from historical metrics.
|
||||
|
||||
Args:
|
||||
@@ -227,7 +229,9 @@ class PerformanceTracker:
|
||||
"period_count": len(metrics_history),
|
||||
}
|
||||
|
||||
def generate_dashboard(self, strategy_name: str | None = None) -> PerformanceDashboard:
|
||||
def generate_dashboard(
|
||||
self, strategy_name: str | None = None
|
||||
) -> PerformanceDashboard:
|
||||
"""Generate a comprehensive performance dashboard.
|
||||
|
||||
Args:
|
||||
@@ -256,7 +260,9 @@ class PerformanceTracker:
|
||||
improvement_trend=improvement_trend,
|
||||
)
|
||||
|
||||
def export_dashboard_json(self, dashboard: PerformanceDashboard) -> str:
|
||||
def export_dashboard_json(
|
||||
self, dashboard: PerformanceDashboard
|
||||
) -> str:
|
||||
"""Export dashboard as JSON string.
|
||||
|
||||
Args:
|
||||
|
||||
@@ -140,7 +140,9 @@ class DecisionLogger:
|
||||
)
|
||||
self.conn.commit()
|
||||
|
||||
def update_outcome(self, decision_id: str, pnl: float, accuracy: int) -> None:
|
||||
def update_outcome(
|
||||
self, decision_id: str, pnl: float, accuracy: int
|
||||
) -> None:
|
||||
"""Update the outcome of a decision after trade execution.
|
||||
|
||||
Args:
|
||||
|
||||
475
src/main.py
475
src/main.py
File diff suppressed because it is too large
Load Diff
@@ -211,7 +211,9 @@ def get_open_markets(
|
||||
return is_market_open(market, now)
|
||||
|
||||
open_markets = [
|
||||
MARKETS[code] for code in enabled_markets if code in MARKETS and is_available(MARKETS[code])
|
||||
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)
|
||||
@@ -280,7 +282,9 @@ def get_next_market_open(
|
||||
# Calculate next open time for this market
|
||||
for days_ahead in range(7): # Check next 7 days
|
||||
check_date = market_now.date() + timedelta(days=days_ahead)
|
||||
check_datetime = datetime.combine(check_date, market.open_time, tzinfo=market.timezone)
|
||||
check_datetime = datetime.combine(
|
||||
check_date, market.open_time, tzinfo=market.timezone
|
||||
)
|
||||
|
||||
# Skip weekends
|
||||
if check_datetime.weekday() >= 5:
|
||||
|
||||
@@ -4,7 +4,7 @@ import asyncio
|
||||
import logging
|
||||
import time
|
||||
from collections.abc import Awaitable, Callable
|
||||
from dataclasses import dataclass
|
||||
from dataclasses import dataclass, fields
|
||||
from enum import Enum
|
||||
from typing import ClassVar
|
||||
|
||||
@@ -136,14 +136,14 @@ class TelegramClient:
|
||||
self._enabled = enabled
|
||||
self._rate_limiter = LeakyBucket(rate=rate_limit)
|
||||
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:
|
||||
logger.info("Telegram notifications disabled via configuration")
|
||||
elif bot_token is None or chat_id is None:
|
||||
logger.warning("Telegram notifications disabled (missing bot_token or chat_id)")
|
||||
logger.warning(
|
||||
"Telegram notifications disabled (missing bot_token or chat_id)"
|
||||
)
|
||||
self._enabled = False
|
||||
else:
|
||||
logger.info("Telegram notifications enabled for chat_id=%s", chat_id)
|
||||
@@ -209,12 +209,14 @@ class TelegramClient:
|
||||
async with session.post(url, json=payload) as resp:
|
||||
if resp.status != 200:
|
||||
error_text = await resp.text()
|
||||
logger.error("Telegram API error (status=%d): %s", resp.status, error_text)
|
||||
logger.error(
|
||||
"Telegram API error (status=%d): %s", resp.status, error_text
|
||||
)
|
||||
return False
|
||||
logger.debug("Telegram message sent: %s", text[:50])
|
||||
return True
|
||||
|
||||
except TimeoutError:
|
||||
except asyncio.TimeoutError:
|
||||
logger.error("Telegram message timeout")
|
||||
return False
|
||||
except aiohttp.ClientError as exc:
|
||||
@@ -303,7 +305,9 @@ class TelegramClient:
|
||||
NotificationMessage(priority=NotificationPriority.LOW, message=message)
|
||||
)
|
||||
|
||||
async def notify_circuit_breaker(self, pnl_pct: float, threshold: float) -> None:
|
||||
async def notify_circuit_breaker(
|
||||
self, pnl_pct: float, threshold: float
|
||||
) -> None:
|
||||
"""
|
||||
Notify circuit breaker activation.
|
||||
|
||||
@@ -350,7 +354,9 @@ class TelegramClient:
|
||||
NotificationMessage(priority=NotificationPriority.HIGH, message=message)
|
||||
)
|
||||
|
||||
async def notify_system_start(self, mode: str, enabled_markets: list[str]) -> None:
|
||||
async def notify_system_start(
|
||||
self, mode: str, enabled_markets: list[str]
|
||||
) -> None:
|
||||
"""
|
||||
Notify system startup.
|
||||
|
||||
@@ -363,7 +369,9 @@ class TelegramClient:
|
||||
mode_emoji = "📝" if mode == "paper" else "💰"
|
||||
markets_str = ", ".join(enabled_markets)
|
||||
message = (
|
||||
f"<b>{mode_emoji} System Started</b>\nMode: {mode.upper()}\nMarkets: {markets_str}"
|
||||
f"<b>{mode_emoji} System Started</b>\n"
|
||||
f"Mode: {mode.upper()}\n"
|
||||
f"Markets: {markets_str}"
|
||||
)
|
||||
await self._send_notification(
|
||||
NotificationMessage(priority=NotificationPriority.MEDIUM, message=message)
|
||||
@@ -437,7 +445,11 @@ class TelegramClient:
|
||||
"""
|
||||
if not self._filter.playbook:
|
||||
return
|
||||
message = f"<b>Playbook Failed</b>\nMarket: {market}\nReason: {reason[:200]}"
|
||||
message = (
|
||||
f"<b>Playbook Failed</b>\n"
|
||||
f"Market: {market}\n"
|
||||
f"Reason: {reason[:200]}"
|
||||
)
|
||||
await self._send_notification(
|
||||
NotificationMessage(priority=NotificationPriority.HIGH, message=message)
|
||||
)
|
||||
@@ -457,7 +469,9 @@ class TelegramClient:
|
||||
if "circuit breaker" in reason.lower()
|
||||
else NotificationPriority.MEDIUM
|
||||
)
|
||||
await self._send_notification(NotificationMessage(priority=priority, message=message))
|
||||
await self._send_notification(
|
||||
NotificationMessage(priority=priority, message=message)
|
||||
)
|
||||
|
||||
async def notify_unfilled_order(
|
||||
self,
|
||||
@@ -482,7 +496,11 @@ class TelegramClient:
|
||||
return
|
||||
# SELL resubmit is high priority — position liquidation at risk.
|
||||
# BUY cancel is medium priority — only cash is freed.
|
||||
priority = NotificationPriority.HIGH if action == "SELL" else NotificationPriority.MEDIUM
|
||||
priority = (
|
||||
NotificationPriority.HIGH
|
||||
if action == "SELL"
|
||||
else NotificationPriority.MEDIUM
|
||||
)
|
||||
outcome_emoji = "🔄" if outcome == "resubmitted" else "❌"
|
||||
outcome_label = "재주문" if outcome == "resubmitted" else "취소됨"
|
||||
action_emoji = "🔴" if action == "SELL" else "🟢"
|
||||
@@ -497,7 +515,9 @@ class TelegramClient:
|
||||
message = "\n".join(lines)
|
||||
await self._send_notification(NotificationMessage(priority=priority, message=message))
|
||||
|
||||
async def notify_error(self, error_type: str, error_msg: str, context: str) -> None:
|
||||
async def notify_error(
|
||||
self, error_type: str, error_msg: str, context: str
|
||||
) -> None:
|
||||
"""
|
||||
Notify system error.
|
||||
|
||||
@@ -521,7 +541,9 @@ class TelegramClient:
|
||||
class TelegramCommandHandler:
|
||||
"""Handles incoming Telegram commands via long polling."""
|
||||
|
||||
def __init__(self, client: TelegramClient, polling_interval: float = 1.0) -> None:
|
||||
def __init__(
|
||||
self, client: TelegramClient, polling_interval: float = 1.0
|
||||
) -> None:
|
||||
"""
|
||||
Initialize command handler.
|
||||
|
||||
@@ -537,7 +559,9 @@ class TelegramCommandHandler:
|
||||
self._polling_task: asyncio.Task[None] | None = None
|
||||
self._running = False
|
||||
|
||||
def register_command(self, command: str, handler: Callable[[], Awaitable[None]]) -> None:
|
||||
def register_command(
|
||||
self, command: str, handler: Callable[[], Awaitable[None]]
|
||||
) -> None:
|
||||
"""
|
||||
Register a command handler (no arguments).
|
||||
|
||||
@@ -648,7 +672,7 @@ class TelegramCommandHandler:
|
||||
|
||||
return updates
|
||||
|
||||
except TimeoutError:
|
||||
except asyncio.TimeoutError:
|
||||
logger.debug("getUpdates timeout (normal)")
|
||||
return []
|
||||
except aiohttp.ClientError as exc:
|
||||
@@ -673,7 +697,9 @@ class TelegramCommandHandler:
|
||||
# Verify chat_id matches configured chat
|
||||
chat_id = str(message.get("chat", {}).get("id", ""))
|
||||
if chat_id != self._client._chat_id:
|
||||
logger.warning("Ignoring command from unauthorized chat_id: %s", chat_id)
|
||||
logger.warning(
|
||||
"Ignoring command from unauthorized chat_id: %s", chat_id
|
||||
)
|
||||
return
|
||||
|
||||
# Extract command text
|
||||
|
||||
@@ -8,12 +8,12 @@ Defines the data contracts for the proactive strategy system:
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import UTC, date, datetime
|
||||
from enum import StrEnum
|
||||
from enum import Enum
|
||||
|
||||
from pydantic import BaseModel, Field, field_validator
|
||||
|
||||
|
||||
class ScenarioAction(StrEnum):
|
||||
class ScenarioAction(str, Enum):
|
||||
"""Actions that can be taken by scenarios."""
|
||||
|
||||
BUY = "BUY"
|
||||
@@ -22,7 +22,7 @@ class ScenarioAction(StrEnum):
|
||||
REDUCE_ALL = "REDUCE_ALL"
|
||||
|
||||
|
||||
class MarketOutlook(StrEnum):
|
||||
class MarketOutlook(str, Enum):
|
||||
"""AI's assessment of market direction."""
|
||||
|
||||
BULLISH = "bullish"
|
||||
@@ -32,7 +32,7 @@ class MarketOutlook(StrEnum):
|
||||
BEARISH = "bearish"
|
||||
|
||||
|
||||
class PlaybookStatus(StrEnum):
|
||||
class PlaybookStatus(str, Enum):
|
||||
"""Lifecycle status of a playbook."""
|
||||
|
||||
PENDING = "pending"
|
||||
|
||||
@@ -6,6 +6,7 @@ Designed for the pre-market strategy system (one playbook per market per day).
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import logging
|
||||
import sqlite3
|
||||
from datetime import date
|
||||
@@ -52,10 +53,8 @@ class PlaybookStore:
|
||||
row_id = cursor.lastrowid or 0
|
||||
logger.info(
|
||||
"Saved playbook for %s/%s (%d stocks, %d scenarios)",
|
||||
playbook.date,
|
||||
playbook.market,
|
||||
playbook.stock_count,
|
||||
playbook.scenario_count,
|
||||
playbook.date, playbook.market,
|
||||
playbook.stock_count, playbook.scenario_count,
|
||||
)
|
||||
return row_id
|
||||
|
||||
|
||||
@@ -6,10 +6,10 @@ State progression is monotonic (promotion-only) except terminal EXITED.
|
||||
from __future__ import annotations
|
||||
|
||||
from dataclasses import dataclass
|
||||
from enum import StrEnum
|
||||
from enum import Enum
|
||||
|
||||
|
||||
class PositionState(StrEnum):
|
||||
class PositionState(str, Enum):
|
||||
HOLDING = "HOLDING"
|
||||
BE_LOCK = "BE_LOCK"
|
||||
ARMED = "ARMED"
|
||||
@@ -40,7 +40,12 @@ def evaluate_exit_first(inp: StateTransitionInput) -> bool:
|
||||
|
||||
EXITED must be evaluated before any promotion.
|
||||
"""
|
||||
return inp.hard_stop_hit or inp.trailing_stop_hit or inp.model_exit_signal or inp.be_lock_threat
|
||||
return (
|
||||
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:
|
||||
|
||||
@@ -124,14 +124,12 @@ class PreMarketPlanner:
|
||||
|
||||
# 4. Parse response
|
||||
playbook = self._parse_response(
|
||||
decision.rationale,
|
||||
today,
|
||||
market,
|
||||
candidates,
|
||||
cross_market,
|
||||
decision.rationale, today, market, candidates, cross_market,
|
||||
current_holdings=current_holdings,
|
||||
)
|
||||
playbook_with_tokens = playbook.model_copy(update={"token_count": decision.token_count})
|
||||
playbook_with_tokens = playbook.model_copy(
|
||||
update={"token_count": decision.token_count}
|
||||
)
|
||||
logger.info(
|
||||
"Generated playbook for %s: %d stocks, %d scenarios, %d tokens",
|
||||
market,
|
||||
@@ -148,9 +146,7 @@ class PreMarketPlanner:
|
||||
return self._empty_playbook(today, market)
|
||||
|
||||
def build_cross_market_context(
|
||||
self,
|
||||
target_market: str,
|
||||
today: date | None = None,
|
||||
self, target_market: str, today: date | None = None,
|
||||
) -> CrossMarketContext | None:
|
||||
"""Build cross-market context from the other market's L6 data.
|
||||
|
||||
@@ -196,9 +192,7 @@ class PreMarketPlanner:
|
||||
)
|
||||
|
||||
def build_self_market_scorecard(
|
||||
self,
|
||||
market: str,
|
||||
today: date | None = None,
|
||||
self, market: str, today: date | None = None,
|
||||
) -> dict[str, Any] | None:
|
||||
"""Build previous-day scorecard for the same market."""
|
||||
if today is None:
|
||||
@@ -326,18 +320,18 @@ class PreMarketPlanner:
|
||||
f"{context_text}\n"
|
||||
f"## Instructions\n"
|
||||
f"Return a JSON object with this exact structure:\n"
|
||||
f"{{\n"
|
||||
f'{{\n'
|
||||
f' "market_outlook": "bullish|neutral_to_bullish|neutral'
|
||||
f'|neutral_to_bearish|bearish",\n'
|
||||
f' "global_rules": [\n'
|
||||
f' {{"condition": "portfolio_pnl_pct < -2.0",'
|
||||
f' "action": "REDUCE_ALL", "rationale": "..."}}\n'
|
||||
f" ],\n"
|
||||
f' ],\n'
|
||||
f' "stocks": [\n'
|
||||
f" {{\n"
|
||||
f' {{\n'
|
||||
f' "stock_code": "...",\n'
|
||||
f' "scenarios": [\n'
|
||||
f" {{\n"
|
||||
f' {{\n'
|
||||
f' "condition": {{"rsi_below": 30, "volume_ratio_above": 2.0,'
|
||||
f' "unrealized_pnl_pct_above": 3.0, "holding_days_above": 5}},\n'
|
||||
f' "action": "BUY|SELL|HOLD",\n'
|
||||
@@ -346,11 +340,11 @@ class PreMarketPlanner:
|
||||
f' "stop_loss_pct": -2.0,\n'
|
||||
f' "take_profit_pct": 3.0,\n'
|
||||
f' "rationale": "..."\n'
|
||||
f" }}\n"
|
||||
f" ]\n"
|
||||
f" }}\n"
|
||||
f" ]\n"
|
||||
f"}}\n\n"
|
||||
f' }}\n'
|
||||
f' ]\n'
|
||||
f' }}\n'
|
||||
f' ]\n'
|
||||
f'}}\n\n'
|
||||
f"Rules:\n"
|
||||
f"- Max {max_scenarios} scenarios per stock\n"
|
||||
f"- Candidates list is the primary source for BUY candidates\n"
|
||||
@@ -581,7 +575,8 @@ class PreMarketPlanner:
|
||||
stop_loss_pct=-3.0,
|
||||
take_profit_pct=5.0,
|
||||
rationale=(
|
||||
f"Rule-based BUY: oversold signal, RSI={c.rsi:.0f} (fallback planner)"
|
||||
f"Rule-based BUY: oversold signal, "
|
||||
f"RSI={c.rsi:.0f} (fallback planner)"
|
||||
),
|
||||
)
|
||||
)
|
||||
|
||||
@@ -107,9 +107,7 @@ class ScenarioEngine:
|
||||
# 2. Find stock playbook
|
||||
stock_pb = playbook.get_stock_playbook(stock_code)
|
||||
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(
|
||||
stock_code=stock_code,
|
||||
matched_scenario=None,
|
||||
@@ -137,9 +135,7 @@ class ScenarioEngine:
|
||||
)
|
||||
|
||||
# 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(
|
||||
stock_code=stock_code,
|
||||
matched_scenario=None,
|
||||
@@ -202,27 +198,17 @@ class ScenarioEngine:
|
||||
checks.append(price is not None and price < condition.price_below)
|
||||
|
||||
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:
|
||||
self._warn_missing_key("price_change_pct")
|
||||
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:
|
||||
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
|
||||
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:
|
||||
self._warn_missing_key("unrealized_pnl_pct")
|
||||
if condition.unrealized_pnl_pct_above is not None:
|
||||
@@ -241,9 +227,15 @@ class ScenarioEngine:
|
||||
if "holding_days" not in market_data:
|
||||
self._warn_missing_key("holding_days")
|
||||
if condition.holding_days_above is not None:
|
||||
checks.append(holding_days is not None and holding_days > condition.holding_days_above)
|
||||
checks.append(
|
||||
holding_days is not None
|
||||
and holding_days > condition.holding_days_above
|
||||
)
|
||||
if condition.holding_days_below is not None:
|
||||
checks.append(holding_days is not None and holding_days < condition.holding_days_below)
|
||||
checks.append(
|
||||
holding_days is not None
|
||||
and holding_days < condition.holding_days_below
|
||||
)
|
||||
|
||||
return len(checks) > 0 and all(checks)
|
||||
|
||||
@@ -303,15 +295,9 @@ class ScenarioEngine:
|
||||
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:
|
||||
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"))
|
||||
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"))
|
||||
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"))
|
||||
|
||||
@@ -10,7 +10,6 @@ def test_valid_backtest_cost_model_passes() -> None:
|
||||
commission_bps=5.0,
|
||||
slippage_bps_by_session={"KRX_REG": 10.0, "US_PRE": 50.0},
|
||||
failure_rate_by_session={"KRX_REG": 0.01, "US_PRE": 0.08},
|
||||
partial_fill_rate_by_session={"KRX_REG": 0.1, "US_PRE": 0.2},
|
||||
unfavorable_fill_required=True,
|
||||
)
|
||||
validate_backtest_cost_model(model=model, required_sessions=["KRX_REG", "US_PRE"])
|
||||
@@ -21,7 +20,6 @@ def test_missing_required_slippage_session_raises() -> None:
|
||||
commission_bps=5.0,
|
||||
slippage_bps_by_session={"KRX_REG": 10.0},
|
||||
failure_rate_by_session={"KRX_REG": 0.01, "US_PRE": 0.08},
|
||||
partial_fill_rate_by_session={"KRX_REG": 0.1, "US_PRE": 0.2},
|
||||
unfavorable_fill_required=True,
|
||||
)
|
||||
with pytest.raises(ValueError, match="missing slippage_bps_by_session.*US_PRE"):
|
||||
@@ -33,7 +31,6 @@ def test_missing_required_failure_rate_session_raises() -> None:
|
||||
commission_bps=5.0,
|
||||
slippage_bps_by_session={"KRX_REG": 10.0, "US_PRE": 50.0},
|
||||
failure_rate_by_session={"KRX_REG": 0.01},
|
||||
partial_fill_rate_by_session={"KRX_REG": 0.1, "US_PRE": 0.2},
|
||||
unfavorable_fill_required=True,
|
||||
)
|
||||
with pytest.raises(ValueError, match="missing failure_rate_by_session.*US_PRE"):
|
||||
@@ -45,7 +42,6 @@ def test_invalid_failure_rate_range_raises() -> None:
|
||||
commission_bps=5.0,
|
||||
slippage_bps_by_session={"KRX_REG": 10.0},
|
||||
failure_rate_by_session={"KRX_REG": 1.2},
|
||||
partial_fill_rate_by_session={"KRX_REG": 0.2},
|
||||
unfavorable_fill_required=True,
|
||||
)
|
||||
with pytest.raises(ValueError, match="failure rate must be within"):
|
||||
@@ -57,7 +53,6 @@ def test_unfavorable_fill_requirement_cannot_be_disabled() -> None:
|
||||
commission_bps=5.0,
|
||||
slippage_bps_by_session={"KRX_REG": 10.0},
|
||||
failure_rate_by_session={"KRX_REG": 0.02},
|
||||
partial_fill_rate_by_session={"KRX_REG": 0.2},
|
||||
unfavorable_fill_required=False,
|
||||
)
|
||||
with pytest.raises(ValueError, match="unfavorable_fill_required must be True"):
|
||||
@@ -70,7 +65,6 @@ def test_non_finite_commission_rejected(bad_commission: float) -> None:
|
||||
commission_bps=bad_commission,
|
||||
slippage_bps_by_session={"KRX_REG": 10.0},
|
||||
failure_rate_by_session={"KRX_REG": 0.02},
|
||||
partial_fill_rate_by_session={"KRX_REG": 0.2},
|
||||
unfavorable_fill_required=True,
|
||||
)
|
||||
with pytest.raises(ValueError, match="commission_bps"):
|
||||
@@ -83,33 +77,7 @@ def test_non_finite_slippage_rejected(bad_slippage: float) -> None:
|
||||
commission_bps=5.0,
|
||||
slippage_bps_by_session={"KRX_REG": bad_slippage},
|
||||
failure_rate_by_session={"KRX_REG": 0.02},
|
||||
partial_fill_rate_by_session={"KRX_REG": 0.2},
|
||||
unfavorable_fill_required=True,
|
||||
)
|
||||
with pytest.raises(ValueError, match="slippage bps"):
|
||||
validate_backtest_cost_model(model=model, required_sessions=["KRX_REG"])
|
||||
|
||||
|
||||
def test_missing_required_partial_fill_session_raises() -> None:
|
||||
model = BacktestCostModel(
|
||||
commission_bps=5.0,
|
||||
slippage_bps_by_session={"KRX_REG": 10.0, "US_PRE": 50.0},
|
||||
failure_rate_by_session={"KRX_REG": 0.01, "US_PRE": 0.08},
|
||||
partial_fill_rate_by_session={"KRX_REG": 0.1},
|
||||
unfavorable_fill_required=True,
|
||||
)
|
||||
with pytest.raises(ValueError, match="missing partial_fill_rate_by_session.*US_PRE"):
|
||||
validate_backtest_cost_model(model=model, required_sessions=["KRX_REG", "US_PRE"])
|
||||
|
||||
|
||||
@pytest.mark.parametrize("bad_partial_fill", [float("nan"), float("inf"), float("-inf"), -0.1, 1.1])
|
||||
def test_invalid_partial_fill_rate_rejected(bad_partial_fill: float) -> None:
|
||||
model = BacktestCostModel(
|
||||
commission_bps=5.0,
|
||||
slippage_bps_by_session={"KRX_REG": 10.0},
|
||||
failure_rate_by_session={"KRX_REG": 0.02},
|
||||
partial_fill_rate_by_session={"KRX_REG": bad_partial_fill},
|
||||
unfavorable_fill_required=True,
|
||||
)
|
||||
with pytest.raises(ValueError, match="partial fill rate must be within"):
|
||||
validate_backtest_cost_model(model=model, required_sessions=["KRX_REG"])
|
||||
|
||||
@@ -35,7 +35,6 @@ def _cost_model() -> BacktestCostModel:
|
||||
commission_bps=3.0,
|
||||
slippage_bps_by_session={"KRX_REG": 10.0, "US_PRE": 50.0},
|
||||
failure_rate_by_session={"KRX_REG": 0.01, "US_PRE": 0.08},
|
||||
partial_fill_rate_by_session={"KRX_REG": 0.05, "US_PRE": 0.2},
|
||||
unfavorable_fill_required=True,
|
||||
)
|
||||
|
||||
@@ -72,7 +71,6 @@ def test_pipeline_happy_path_returns_fold_and_artifact_contract() -> None:
|
||||
assert names == {"B0", "B1", "M1"}
|
||||
for score in fold.baseline_scores:
|
||||
assert 0.0 <= score.accuracy <= 1.0
|
||||
assert 0.0 <= score.cost_adjusted_accuracy <= 1.0
|
||||
|
||||
|
||||
def test_pipeline_cost_guard_fail_fast() -> None:
|
||||
@@ -80,7 +78,6 @@ def test_pipeline_cost_guard_fail_fast() -> None:
|
||||
commission_bps=3.0,
|
||||
slippage_bps_by_session={"KRX_REG": 10.0},
|
||||
failure_rate_by_session={"KRX_REG": 0.01},
|
||||
partial_fill_rate_by_session={"KRX_REG": 0.05},
|
||||
unfavorable_fill_required=True,
|
||||
)
|
||||
try:
|
||||
@@ -169,45 +166,3 @@ def test_pipeline_rejects_minutes_spec_when_timestamp_missing() -> None:
|
||||
assert "BacktestBar.timestamp is required" in str(exc)
|
||||
else:
|
||||
raise AssertionError("expected timestamp validation error")
|
||||
|
||||
|
||||
def test_pipeline_fold_scores_reflect_cost_and_execution_effects() -> None:
|
||||
cfg = dict(
|
||||
bars=_bars(),
|
||||
entry_indices=[0, 1, 2, 3, 4, 5, 6, 7],
|
||||
side=1,
|
||||
triple_barrier_spec=TripleBarrierSpec(
|
||||
take_profit_pct=0.02,
|
||||
stop_loss_pct=0.01,
|
||||
max_holding_minutes=3,
|
||||
),
|
||||
walk_forward=WalkForwardConfig(
|
||||
train_size=4,
|
||||
test_size=2,
|
||||
step_size=2,
|
||||
purge_size=1,
|
||||
embargo_size=1,
|
||||
min_train_size=3,
|
||||
),
|
||||
)
|
||||
optimistic = BacktestCostModel(
|
||||
commission_bps=0.0,
|
||||
slippage_bps_by_session={"KRX_REG": 0.0, "US_PRE": 0.0},
|
||||
failure_rate_by_session={"KRX_REG": 0.0, "US_PRE": 0.0},
|
||||
partial_fill_rate_by_session={"KRX_REG": 0.0, "US_PRE": 0.0},
|
||||
unfavorable_fill_required=True,
|
||||
)
|
||||
conservative = BacktestCostModel(
|
||||
commission_bps=10.0,
|
||||
slippage_bps_by_session={"KRX_REG": 30.0, "US_PRE": 80.0},
|
||||
failure_rate_by_session={"KRX_REG": 0.2, "US_PRE": 0.4},
|
||||
partial_fill_rate_by_session={"KRX_REG": 0.5, "US_PRE": 0.7},
|
||||
unfavorable_fill_required=True,
|
||||
)
|
||||
optimistic_out = run_v2_backtest_pipeline(cost_model=optimistic, **cfg)
|
||||
conservative_out = run_v2_backtest_pipeline(cost_model=conservative, **cfg)
|
||||
|
||||
assert optimistic_out.folds and conservative_out.folds
|
||||
optimistic_score = optimistic_out.folds[0].baseline_scores[1].cost_adjusted_accuracy
|
||||
conservative_score = conservative_out.folds[0].baseline_scores[1].cost_adjusted_accuracy
|
||||
assert conservative_score < optimistic_score
|
||||
|
||||
@@ -4,7 +4,8 @@ from __future__ import annotations
|
||||
|
||||
import sqlite3
|
||||
import sys
|
||||
from datetime import UTC, datetime
|
||||
import tempfile
|
||||
from datetime import UTC, datetime, timedelta
|
||||
from pathlib import Path
|
||||
from unittest.mock import MagicMock, patch
|
||||
|
||||
@@ -47,9 +48,7 @@ def temp_db(tmp_path: Path) -> Path:
|
||||
|
||||
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 (?, ?, ?, ?, ?, ?, ?, ?)
|
||||
""",
|
||||
test_trades,
|
||||
@@ -74,7 +73,9 @@ class TestBackupExporter:
|
||||
exporter = BackupExporter(str(temp_db))
|
||||
output_dir = tmp_path / "exports"
|
||||
|
||||
results = exporter.export_all(output_dir, formats=[ExportFormat.JSON], compress=False)
|
||||
results = exporter.export_all(
|
||||
output_dir, formats=[ExportFormat.JSON], compress=False
|
||||
)
|
||||
|
||||
assert ExportFormat.JSON in results
|
||||
assert results[ExportFormat.JSON].exists()
|
||||
@@ -85,7 +86,9 @@ class TestBackupExporter:
|
||||
exporter = BackupExporter(str(temp_db))
|
||||
output_dir = tmp_path / "exports"
|
||||
|
||||
results = exporter.export_all(output_dir, formats=[ExportFormat.JSON], compress=True)
|
||||
results = exporter.export_all(
|
||||
output_dir, formats=[ExportFormat.JSON], compress=True
|
||||
)
|
||||
|
||||
assert ExportFormat.JSON in results
|
||||
assert results[ExportFormat.JSON].suffix == ".gz"
|
||||
@@ -95,13 +98,15 @@ class TestBackupExporter:
|
||||
exporter = BackupExporter(str(temp_db))
|
||||
output_dir = tmp_path / "exports"
|
||||
|
||||
results = exporter.export_all(output_dir, formats=[ExportFormat.CSV], compress=False)
|
||||
results = exporter.export_all(
|
||||
output_dir, formats=[ExportFormat.CSV], compress=False
|
||||
)
|
||||
|
||||
assert ExportFormat.CSV in results
|
||||
assert results[ExportFormat.CSV].exists()
|
||||
|
||||
# Verify CSV content
|
||||
with open(results[ExportFormat.CSV]) as f:
|
||||
with open(results[ExportFormat.CSV], "r") as f:
|
||||
lines = f.readlines()
|
||||
assert len(lines) == 4 # Header + 3 rows
|
||||
|
||||
@@ -141,7 +146,7 @@ class TestBackupExporter:
|
||||
# Should only have 1 trade (AAPL on Jan 2)
|
||||
import json
|
||||
|
||||
with open(results[ExportFormat.JSON]) as f:
|
||||
with open(results[ExportFormat.JSON], "r") as f:
|
||||
data = json.load(f)
|
||||
assert data["record_count"] == 1
|
||||
assert data["trades"][0]["stock_code"] == "AAPL"
|
||||
@@ -402,7 +407,9 @@ class TestBackupExporterAdditional:
|
||||
assert ExportFormat.JSON in results
|
||||
assert ExportFormat.CSV in results
|
||||
|
||||
def test_export_all_logs_error_on_failure(self, temp_db: Path, tmp_path: Path) -> None:
|
||||
def test_export_all_logs_error_on_failure(
|
||||
self, temp_db: Path, tmp_path: Path
|
||||
) -> None:
|
||||
"""export_all must log an error and continue when one format fails."""
|
||||
exporter = BackupExporter(str(temp_db))
|
||||
# Patch _export_format to raise on JSON, succeed on CSV
|
||||
@@ -423,7 +430,9 @@ class TestBackupExporterAdditional:
|
||||
assert ExportFormat.JSON not in results
|
||||
assert ExportFormat.CSV in results
|
||||
|
||||
def test_export_csv_empty_trades_no_compress(self, empty_db: Path, tmp_path: Path) -> None:
|
||||
def test_export_csv_empty_trades_no_compress(
|
||||
self, empty_db: Path, tmp_path: Path
|
||||
) -> None:
|
||||
"""CSV export with no trades and compress=False must write header row only."""
|
||||
exporter = BackupExporter(str(empty_db))
|
||||
results = exporter.export_all(
|
||||
@@ -437,7 +446,9 @@ class TestBackupExporterAdditional:
|
||||
content = out.read_text()
|
||||
assert "timestamp" in content
|
||||
|
||||
def test_export_csv_empty_trades_compressed(self, empty_db: Path, tmp_path: Path) -> None:
|
||||
def test_export_csv_empty_trades_compressed(
|
||||
self, empty_db: Path, tmp_path: Path
|
||||
) -> None:
|
||||
"""CSV export with no trades and compress=True must write gzipped header."""
|
||||
import gzip
|
||||
|
||||
@@ -454,7 +465,9 @@ class TestBackupExporterAdditional:
|
||||
content = f.read()
|
||||
assert "timestamp" in content
|
||||
|
||||
def test_export_csv_with_data_compressed(self, temp_db: Path, tmp_path: Path) -> None:
|
||||
def test_export_csv_with_data_compressed(
|
||||
self, temp_db: Path, tmp_path: Path
|
||||
) -> None:
|
||||
"""CSV export with data and compress=True must write gzipped rows."""
|
||||
import gzip
|
||||
|
||||
@@ -479,7 +492,6 @@ class TestBackupExporterAdditional:
|
||||
with patch.dict(sys.modules, {"pyarrow": None, "pyarrow.parquet": None}):
|
||||
try:
|
||||
import pyarrow # noqa: F401
|
||||
|
||||
pytest.skip("pyarrow is installed; cannot test ImportError path")
|
||||
except ImportError:
|
||||
pass
|
||||
@@ -545,7 +557,9 @@ class TestCloudStorage:
|
||||
importlib.reload(m)
|
||||
m.CloudStorage(s3_config)
|
||||
|
||||
def test_upload_file_success(self, mock_boto3_module, s3_config, tmp_path: Path) -> None:
|
||||
def test_upload_file_success(
|
||||
self, mock_boto3_module, s3_config, tmp_path: Path
|
||||
) -> None:
|
||||
"""upload_file must call client.upload_file and return the object key."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -558,7 +572,9 @@ class TestCloudStorage:
|
||||
assert key == "backups/backup.json.gz"
|
||||
storage.client.upload_file.assert_called_once()
|
||||
|
||||
def test_upload_file_default_key(self, mock_boto3_module, s3_config, tmp_path: Path) -> None:
|
||||
def test_upload_file_default_key(
|
||||
self, mock_boto3_module, s3_config, tmp_path: Path
|
||||
) -> None:
|
||||
"""upload_file without object_key must use the filename as key."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -570,7 +586,9 @@ class TestCloudStorage:
|
||||
|
||||
assert key == "myfile.gz"
|
||||
|
||||
def test_upload_file_not_found(self, mock_boto3_module, s3_config, tmp_path: Path) -> None:
|
||||
def test_upload_file_not_found(
|
||||
self, mock_boto3_module, s3_config, tmp_path: Path
|
||||
) -> None:
|
||||
"""upload_file must raise FileNotFoundError for missing files."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -593,7 +611,9 @@ class TestCloudStorage:
|
||||
with pytest.raises(RuntimeError, match="network error"):
|
||||
storage.upload_file(test_file)
|
||||
|
||||
def test_download_file_success(self, mock_boto3_module, s3_config, tmp_path: Path) -> None:
|
||||
def test_download_file_success(
|
||||
self, mock_boto3_module, s3_config, tmp_path: Path
|
||||
) -> None:
|
||||
"""download_file must call client.download_file and return local path."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -617,8 +637,11 @@ class TestCloudStorage:
|
||||
with pytest.raises(RuntimeError, match="timeout"):
|
||||
storage.download_file("key", tmp_path / "dest.gz")
|
||||
|
||||
def test_list_files_returns_objects(self, mock_boto3_module, s3_config) -> None:
|
||||
def test_list_files_returns_objects(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
"""list_files must return parsed file metadata from S3 response."""
|
||||
from datetime import timezone
|
||||
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -628,7 +651,7 @@ class TestCloudStorage:
|
||||
{
|
||||
"Key": "backups/a.gz",
|
||||
"Size": 1024,
|
||||
"LastModified": datetime(2026, 1, 1, tzinfo=UTC),
|
||||
"LastModified": datetime(2026, 1, 1, tzinfo=timezone.utc),
|
||||
"ETag": '"abc123"',
|
||||
}
|
||||
]
|
||||
@@ -639,7 +662,9 @@ class TestCloudStorage:
|
||||
assert files[0]["key"] == "backups/a.gz"
|
||||
assert files[0]["size_bytes"] == 1024
|
||||
|
||||
def test_list_files_empty_bucket(self, mock_boto3_module, s3_config) -> None:
|
||||
def test_list_files_empty_bucket(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
"""list_files must return empty list when bucket has no objects."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -649,7 +674,9 @@ class TestCloudStorage:
|
||||
files = storage.list_files()
|
||||
assert files == []
|
||||
|
||||
def test_list_files_propagates_error(self, mock_boto3_module, s3_config) -> None:
|
||||
def test_list_files_propagates_error(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
"""list_files must re-raise exceptions from the boto3 client."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -659,7 +686,9 @@ class TestCloudStorage:
|
||||
with pytest.raises(RuntimeError):
|
||||
storage.list_files()
|
||||
|
||||
def test_delete_file_success(self, mock_boto3_module, s3_config) -> None:
|
||||
def test_delete_file_success(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
"""delete_file must call client.delete_object with the correct key."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -669,7 +698,9 @@ class TestCloudStorage:
|
||||
Bucket="test-bucket", Key="backups/old.gz"
|
||||
)
|
||||
|
||||
def test_delete_file_propagates_error(self, mock_boto3_module, s3_config) -> None:
|
||||
def test_delete_file_propagates_error(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
"""delete_file must re-raise exceptions from the boto3 client."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -679,8 +710,11 @@ class TestCloudStorage:
|
||||
with pytest.raises(RuntimeError):
|
||||
storage.delete_file("backups/old.gz")
|
||||
|
||||
def test_get_storage_stats_success(self, mock_boto3_module, s3_config) -> None:
|
||||
def test_get_storage_stats_success(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
"""get_storage_stats must aggregate file sizes correctly."""
|
||||
from datetime import timezone
|
||||
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -690,13 +724,13 @@ class TestCloudStorage:
|
||||
{
|
||||
"Key": "a.gz",
|
||||
"Size": 1024 * 1024,
|
||||
"LastModified": datetime(2026, 1, 1, tzinfo=UTC),
|
||||
"LastModified": datetime(2026, 1, 1, tzinfo=timezone.utc),
|
||||
"ETag": '"x"',
|
||||
},
|
||||
{
|
||||
"Key": "b.gz",
|
||||
"Size": 1024 * 1024,
|
||||
"LastModified": datetime(2026, 1, 2, tzinfo=UTC),
|
||||
"LastModified": datetime(2026, 1, 2, tzinfo=timezone.utc),
|
||||
"ETag": '"y"',
|
||||
},
|
||||
]
|
||||
@@ -707,7 +741,9 @@ class TestCloudStorage:
|
||||
assert stats["total_size_bytes"] == 2 * 1024 * 1024
|
||||
assert stats["total_size_mb"] == pytest.approx(2.0)
|
||||
|
||||
def test_get_storage_stats_on_error(self, mock_boto3_module, s3_config) -> None:
|
||||
def test_get_storage_stats_on_error(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
"""get_storage_stats must return error dict without raising on failure."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -718,7 +754,9 @@ class TestCloudStorage:
|
||||
assert "error" in stats
|
||||
assert stats["total_files"] == 0
|
||||
|
||||
def test_verify_connection_success(self, mock_boto3_module, s3_config) -> None:
|
||||
def test_verify_connection_success(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
"""verify_connection must return True when head_bucket succeeds."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -726,7 +764,9 @@ class TestCloudStorage:
|
||||
result = storage.verify_connection()
|
||||
assert result is True
|
||||
|
||||
def test_verify_connection_failure(self, mock_boto3_module, s3_config) -> None:
|
||||
def test_verify_connection_failure(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
"""verify_connection must return False when head_bucket raises."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -736,7 +776,9 @@ class TestCloudStorage:
|
||||
result = storage.verify_connection()
|
||||
assert result is False
|
||||
|
||||
def test_enable_versioning(self, mock_boto3_module, s3_config) -> None:
|
||||
def test_enable_versioning(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
"""enable_versioning must call put_bucket_versioning."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
@@ -744,7 +786,9 @@ class TestCloudStorage:
|
||||
storage.enable_versioning()
|
||||
storage.client.put_bucket_versioning.assert_called_once()
|
||||
|
||||
def test_enable_versioning_propagates_error(self, mock_boto3_module, s3_config) -> None:
|
||||
def test_enable_versioning_propagates_error(
|
||||
self, mock_boto3_module, s3_config
|
||||
) -> None:
|
||||
"""enable_versioning must re-raise exceptions from the boto3 client."""
|
||||
from src.backup.cloud_storage import CloudStorage
|
||||
|
||||
|
||||
@@ -35,7 +35,6 @@ def test_recovery_batch_only_after_blackout_exit() -> None:
|
||||
intent = QueuedOrderIntent(
|
||||
market_code="KR",
|
||||
exchange_code="KRX",
|
||||
session_id="KRX_REG",
|
||||
stock_code="005930",
|
||||
order_type="BUY",
|
||||
quantity=1,
|
||||
@@ -65,7 +64,6 @@ def test_requeued_intent_is_processed_next_non_blackout_cycle() -> None:
|
||||
intent = QueuedOrderIntent(
|
||||
market_code="KR",
|
||||
exchange_code="KRX",
|
||||
session_id="KRX_REG",
|
||||
stock_code="005930",
|
||||
order_type="BUY",
|
||||
quantity=1,
|
||||
@@ -81,54 +79,3 @@ def test_requeued_intent_is_processed_next_non_blackout_cycle() -> None:
|
||||
manager.requeue(first_batch[0])
|
||||
second_batch = manager.pop_recovery_batch(outside_blackout)
|
||||
assert len(second_batch) == 1
|
||||
|
||||
|
||||
def test_queue_overflow_drops_oldest_and_keeps_latest() -> None:
|
||||
manager = BlackoutOrderManager(
|
||||
enabled=True,
|
||||
windows=parse_blackout_windows_kst("23:30-00:10"),
|
||||
max_queue_size=2,
|
||||
)
|
||||
first = QueuedOrderIntent(
|
||||
market_code="KR",
|
||||
exchange_code="KRX",
|
||||
session_id="KRX_REG",
|
||||
stock_code="000001",
|
||||
order_type="BUY",
|
||||
quantity=1,
|
||||
price=100.0,
|
||||
source="first",
|
||||
queued_at=datetime.now(UTC),
|
||||
)
|
||||
second = QueuedOrderIntent(
|
||||
market_code="KR",
|
||||
exchange_code="KRX",
|
||||
session_id="KRX_REG",
|
||||
stock_code="000002",
|
||||
order_type="BUY",
|
||||
quantity=1,
|
||||
price=101.0,
|
||||
source="second",
|
||||
queued_at=datetime.now(UTC),
|
||||
)
|
||||
third = QueuedOrderIntent(
|
||||
market_code="KR",
|
||||
exchange_code="KRX",
|
||||
session_id="KRX_REG",
|
||||
stock_code="000003",
|
||||
order_type="SELL",
|
||||
quantity=2,
|
||||
price=102.0,
|
||||
source="third",
|
||||
queued_at=datetime.now(UTC),
|
||||
)
|
||||
|
||||
assert manager.enqueue(first)
|
||||
assert manager.enqueue(second)
|
||||
assert manager.enqueue(third)
|
||||
assert manager.pending_count == 2
|
||||
assert manager.overflow_drop_count == 1
|
||||
|
||||
outside_blackout = datetime(2026, 1, 1, 15, 20, tzinfo=UTC)
|
||||
batch = manager.pop_recovery_batch(outside_blackout)
|
||||
assert [intent.stock_code for intent in batch] == ["000002", "000003"]
|
||||
|
||||
@@ -323,8 +323,7 @@ class TestPromptOverride:
|
||||
# Verify the custom prompt was sent, not a built prompt
|
||||
mock_generate.assert_called_once()
|
||||
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
|
||||
# Raw response preserved in rationale without parse_response (#247)
|
||||
@@ -386,8 +385,7 @@ class TestPromptOverride:
|
||||
await client.decide(market_data)
|
||||
|
||||
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
|
||||
assert actual_prompt == custom_prompt
|
||||
@@ -413,8 +411,7 @@ class TestPromptOverride:
|
||||
await client.decide(market_data)
|
||||
|
||||
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
|
||||
assert "005930" in actual_prompt
|
||||
|
||||
@@ -3,7 +3,7 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import asyncio
|
||||
from unittest.mock import AsyncMock, patch
|
||||
from unittest.mock import AsyncMock, MagicMock, patch
|
||||
|
||||
import pytest
|
||||
|
||||
@@ -99,10 +99,7 @@ class TestTokenManagement:
|
||||
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)"}'
|
||||
)
|
||||
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)
|
||||
@@ -235,7 +232,9 @@ class TestRateLimiter:
|
||||
mock_order_resp.__aenter__ = AsyncMock(return_value=mock_order_resp)
|
||||
mock_order_resp.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash_resp, mock_order_resp]):
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash_resp, mock_order_resp]
|
||||
):
|
||||
with patch.object(
|
||||
broker._rate_limiter, "acquire", new_callable=AsyncMock
|
||||
) as mock_acquire:
|
||||
@@ -406,7 +405,7 @@ class TestFetchMarketRankings:
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
from src.broker.kis_api import kr_round_down, kr_tick_unit # noqa: E402
|
||||
from src.broker.kis_api import kr_tick_unit, kr_round_down # noqa: E402
|
||||
|
||||
|
||||
class TestKrTickUnit:
|
||||
@@ -539,7 +538,9 @@ class TestSendOrderTickRounding:
|
||||
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
await broker.send_order("005930", "BUY", 1, price=188150)
|
||||
|
||||
order_call = mock_post.call_args_list[1]
|
||||
@@ -562,7 +563,9 @@ class TestSendOrderTickRounding:
|
||||
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
await broker.send_order("005930", "BUY", 1, price=50000)
|
||||
|
||||
order_call = mock_post.call_args_list[1]
|
||||
@@ -584,7 +587,9 @@ class TestSendOrderTickRounding:
|
||||
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
await broker.send_order("005930", "SELL", 1, price=0)
|
||||
|
||||
order_call = mock_post.call_args_list[1]
|
||||
@@ -623,7 +628,9 @@ class TestTRIDBranchingDomestic:
|
||||
broker = self._make_broker(settings, "paper")
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(return_value={"output1": [], "output2": {}})
|
||||
mock_resp.json = AsyncMock(
|
||||
return_value={"output1": [], "output2": {}}
|
||||
)
|
||||
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
@@ -638,7 +645,9 @@ class TestTRIDBranchingDomestic:
|
||||
broker = self._make_broker(settings, "live")
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(return_value={"output1": [], "output2": {}})
|
||||
mock_resp.json = AsyncMock(
|
||||
return_value={"output1": [], "output2": {}}
|
||||
)
|
||||
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
|
||||
mock_resp.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
@@ -663,7 +672,9 @@ class TestTRIDBranchingDomestic:
|
||||
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
await broker.send_order("005930", "BUY", 1)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
@@ -684,7 +695,9 @@ class TestTRIDBranchingDomestic:
|
||||
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
await broker.send_order("005930", "BUY", 1)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
@@ -705,7 +718,9 @@ class TestTRIDBranchingDomestic:
|
||||
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
await broker.send_order("005930", "SELL", 1)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
@@ -726,7 +741,9 @@ class TestTRIDBranchingDomestic:
|
||||
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
await broker.send_order("005930", "SELL", 1)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
@@ -771,7 +788,9 @@ class TestGetDomesticPendingOrders:
|
||||
mock_get.assert_not_called()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_live_mode_calls_tttc0084r_with_correct_params(self, settings) -> None:
|
||||
async def test_live_mode_calls_tttc0084r_with_correct_params(
|
||||
self, settings
|
||||
) -> None:
|
||||
"""Live mode must call TTTC0084R with INQR_DVSN_1/2 and paging params."""
|
||||
broker = self._make_broker(settings, "live")
|
||||
pending = [{"odno": "001", "pdno": "005930", "psbl_qty": "10"}]
|
||||
@@ -853,7 +872,9 @@ class TestCancelDomesticOrder:
|
||||
broker = self._make_broker(settings, "live")
|
||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
@@ -865,7 +886,9 @@ class TestCancelDomesticOrder:
|
||||
broker = self._make_broker(settings, "paper")
|
||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
@@ -877,7 +900,9 @@ class TestCancelDomesticOrder:
|
||||
broker = self._make_broker(settings, "live")
|
||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
|
||||
|
||||
body = mock_post.call_args_list[1][1].get("json", {})
|
||||
@@ -891,7 +916,9 @@ class TestCancelDomesticOrder:
|
||||
broker = self._make_broker(settings, "live")
|
||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
await broker.cancel_domestic_order("005930", "ORD123", "BRN456", 3)
|
||||
|
||||
body = mock_post.call_args_list[1][1].get("json", {})
|
||||
@@ -905,7 +932,9 @@ class TestCancelDomesticOrder:
|
||||
broker = self._make_broker(settings, "live")
|
||||
mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
|
||||
|
||||
with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||
) as mock_post:
|
||||
await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 2)
|
||||
|
||||
order_headers = mock_post.call_args_list[1][1].get("headers", {})
|
||||
|
||||
@@ -77,7 +77,9 @@ class TestContextStore:
|
||||
# Latest by updated_at, which should be the last one set
|
||||
assert latest == "2026-02-02"
|
||||
|
||||
def test_delete_old_contexts(self, store: ContextStore, db_conn: sqlite3.Connection) -> None:
|
||||
def test_delete_old_contexts(
|
||||
self, store: ContextStore, db_conn: sqlite3.Connection
|
||||
) -> None:
|
||||
"""Test deleting contexts older than a cutoff date."""
|
||||
# Insert contexts with specific old timestamps
|
||||
# (bypassing set_context which uses current time)
|
||||
@@ -168,7 +170,9 @@ class TestContextAggregator:
|
||||
log_trade(db_conn, "035720", "HOLD", 75, "Wait", quantity=0, price=0, pnl=0)
|
||||
|
||||
# Manually set timestamps to the target date
|
||||
db_conn.execute(f"UPDATE trades SET timestamp = '{date}T10:00:00+00:00'")
|
||||
db_conn.execute(
|
||||
f"UPDATE trades SET timestamp = '{date}T10:00:00+00:00'"
|
||||
)
|
||||
db_conn.commit()
|
||||
|
||||
# Aggregate
|
||||
@@ -190,10 +194,18 @@ class TestContextAggregator:
|
||||
week = "2026-W06"
|
||||
|
||||
# Set daily contexts
|
||||
aggregator.store.set_context(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(ContextLayer.L6_DAILY, "2026-02-03", "avg_confidence_KR", 85.0)
|
||||
aggregator.store.set_context(
|
||||
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(
|
||||
ContextLayer.L6_DAILY, "2026-02-03", "avg_confidence_KR", 85.0
|
||||
)
|
||||
|
||||
# Aggregate
|
||||
aggregator.aggregate_weekly_from_daily(week)
|
||||
@@ -211,9 +223,15 @@ class TestContextAggregator:
|
||||
month = "2026-02"
|
||||
|
||||
# Set weekly contexts
|
||||
aggregator.store.set_context(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-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
|
||||
)
|
||||
|
||||
# Aggregate
|
||||
aggregator.aggregate_monthly_from_weekly(month)
|
||||
@@ -298,7 +316,6 @@ class TestContextAggregator:
|
||||
store = aggregator.store
|
||||
assert store.get_context(ContextLayer.L6_DAILY, date, "total_pnl_KR") == 1000.0
|
||||
from datetime import date as date_cls
|
||||
|
||||
trade_date = date_cls.fromisoformat(date)
|
||||
iso_year, iso_week, _ = trade_date.isocalendar()
|
||||
trade_week = f"{iso_year}-W{iso_week:02d}"
|
||||
@@ -307,9 +324,7 @@ class TestContextAggregator:
|
||||
trade_quarter = f"{trade_date.year}-Q{(trade_date.month - 1) // 3 + 1}"
|
||||
trade_year = str(trade_date.year)
|
||||
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
|
||||
|
||||
|
||||
@@ -414,7 +429,9 @@ class TestContextSummarizer:
|
||||
# summarize_layer
|
||||
# ------------------------------------------------------------------
|
||||
|
||||
def test_summarize_layer_no_data(self, summarizer: ContextSummarizer) -> None:
|
||||
def test_summarize_layer_no_data(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""summarize_layer with no data must return the 'No data' sentinel."""
|
||||
result = summarizer.summarize_layer(ContextLayer.L6_DAILY)
|
||||
assert result["count"] == 0
|
||||
@@ -431,12 +448,15 @@ class TestContextSummarizer:
|
||||
result = summarizer.summarize_layer(ContextLayer.L6_DAILY)
|
||||
assert "total_entries" in result
|
||||
|
||||
def test_summarize_layer_with_dict_values(self, summarizer: ContextSummarizer) -> None:
|
||||
def test_summarize_layer_with_dict_values(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""summarize_layer must handle dict values by extracting numeric subkeys."""
|
||||
store = summarizer.store
|
||||
# set_context serialises the value as JSON, so passing a dict works
|
||||
store.set_context(
|
||||
ContextLayer.L6_DAILY, "2026-02-01", "metrics", {"win_rate": 65.0, "label": "good"}
|
||||
ContextLayer.L6_DAILY, "2026-02-01", "metrics",
|
||||
{"win_rate": 65.0, "label": "good"}
|
||||
)
|
||||
|
||||
result = summarizer.summarize_layer(ContextLayer.L6_DAILY)
|
||||
@@ -444,7 +464,9 @@ class TestContextSummarizer:
|
||||
# numeric subkey "win_rate" should appear as "metrics.win_rate"
|
||||
assert "metrics.win_rate" in result
|
||||
|
||||
def test_summarize_layer_with_string_values(self, summarizer: ContextSummarizer) -> None:
|
||||
def test_summarize_layer_with_string_values(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""summarize_layer must count string values separately."""
|
||||
store = summarizer.store
|
||||
# set_context stores string values as JSON-encoded strings
|
||||
@@ -458,7 +480,9 @@ class TestContextSummarizer:
|
||||
# rolling_window_summary
|
||||
# ------------------------------------------------------------------
|
||||
|
||||
def test_rolling_window_summary_basic(self, summarizer: ContextSummarizer) -> None:
|
||||
def test_rolling_window_summary_basic(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""rolling_window_summary must return the expected structure."""
|
||||
store = summarizer.store
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "pnl", 500.0)
|
||||
@@ -468,16 +492,22 @@ class TestContextSummarizer:
|
||||
assert "recent_data" in result
|
||||
assert "historical_summary" in result
|
||||
|
||||
def test_rolling_window_summary_no_older_data(self, summarizer: ContextSummarizer) -> None:
|
||||
def test_rolling_window_summary_no_older_data(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""rolling_window_summary with summarize_older=False skips history."""
|
||||
result = summarizer.rolling_window_summary(ContextLayer.L6_DAILY, summarize_older=False)
|
||||
result = summarizer.rolling_window_summary(
|
||||
ContextLayer.L6_DAILY, summarize_older=False
|
||||
)
|
||||
assert result["historical_summary"] == {}
|
||||
|
||||
# ------------------------------------------------------------------
|
||||
# aggregate_to_higher_layer
|
||||
# ------------------------------------------------------------------
|
||||
|
||||
def test_aggregate_to_higher_layer_mean(self, summarizer: ContextSummarizer) -> None:
|
||||
def test_aggregate_to_higher_layer_mean(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""aggregate_to_higher_layer with 'mean' via dict subkeys returns average."""
|
||||
store = summarizer.store
|
||||
# Use different outer keys but same inner metric key so get_all_contexts
|
||||
@@ -490,7 +520,9 @@ class TestContextSummarizer:
|
||||
)
|
||||
assert result == pytest.approx(150.0)
|
||||
|
||||
def test_aggregate_to_higher_layer_sum(self, summarizer: ContextSummarizer) -> None:
|
||||
def test_aggregate_to_higher_layer_sum(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""aggregate_to_higher_layer with 'sum' must return the total."""
|
||||
store = summarizer.store
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "day1", {"pnl": 100.0})
|
||||
@@ -501,7 +533,9 @@ class TestContextSummarizer:
|
||||
)
|
||||
assert result == pytest.approx(300.0)
|
||||
|
||||
def test_aggregate_to_higher_layer_max(self, summarizer: ContextSummarizer) -> None:
|
||||
def test_aggregate_to_higher_layer_max(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""aggregate_to_higher_layer with 'max' must return the maximum."""
|
||||
store = summarizer.store
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "day1", {"pnl": 100.0})
|
||||
@@ -512,7 +546,9 @@ class TestContextSummarizer:
|
||||
)
|
||||
assert result == pytest.approx(200.0)
|
||||
|
||||
def test_aggregate_to_higher_layer_min(self, summarizer: ContextSummarizer) -> None:
|
||||
def test_aggregate_to_higher_layer_min(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""aggregate_to_higher_layer with 'min' must return the minimum."""
|
||||
store = summarizer.store
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "day1", {"pnl": 100.0})
|
||||
@@ -523,7 +559,9 @@ class TestContextSummarizer:
|
||||
)
|
||||
assert result == pytest.approx(100.0)
|
||||
|
||||
def test_aggregate_to_higher_layer_no_data(self, summarizer: ContextSummarizer) -> None:
|
||||
def test_aggregate_to_higher_layer_no_data(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""aggregate_to_higher_layer with no matching key must return None."""
|
||||
result = summarizer.aggregate_to_higher_layer(
|
||||
ContextLayer.L6_DAILY, ContextLayer.L5_WEEKLY, "nonexistent", "mean"
|
||||
@@ -547,7 +585,9 @@ class TestContextSummarizer:
|
||||
# create_compact_summary + format_summary_for_prompt
|
||||
# ------------------------------------------------------------------
|
||||
|
||||
def test_create_compact_summary(self, summarizer: ContextSummarizer) -> None:
|
||||
def test_create_compact_summary(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""create_compact_summary must produce a dict keyed by layer value."""
|
||||
store = summarizer.store
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "pnl", 100.0)
|
||||
@@ -575,7 +615,9 @@ class TestContextSummarizer:
|
||||
text = summarizer.format_summary_for_prompt(summary)
|
||||
assert text == ""
|
||||
|
||||
def test_format_summary_non_dict_value(self, summarizer: ContextSummarizer) -> None:
|
||||
def test_format_summary_non_dict_value(
|
||||
self, summarizer: ContextSummarizer
|
||||
) -> None:
|
||||
"""format_summary_for_prompt must render non-dict values as plain text."""
|
||||
summary = {
|
||||
"daily": {
|
||||
|
||||
@@ -4,7 +4,6 @@ from __future__ import annotations
|
||||
|
||||
import json
|
||||
import sqlite3
|
||||
from datetime import UTC, datetime
|
||||
from types import SimpleNamespace
|
||||
from unittest.mock import AsyncMock, MagicMock
|
||||
|
||||
@@ -17,6 +16,8 @@ from src.evolution.daily_review import DailyReviewer
|
||||
from src.evolution.scorecard import DailyScorecard
|
||||
from src.logging.decision_logger import DecisionLogger
|
||||
|
||||
from datetime import UTC, datetime
|
||||
|
||||
TODAY = datetime.now(UTC).strftime("%Y-%m-%d")
|
||||
|
||||
|
||||
@@ -52,8 +53,7 @@ def _log_decision(
|
||||
|
||||
|
||||
def test_generate_scorecard_market_scoped(
|
||||
db_conn: sqlite3.Connection,
|
||||
context_store: ContextStore,
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
) -> None:
|
||||
reviewer = DailyReviewer(db_conn, context_store)
|
||||
logger = DecisionLogger(db_conn)
|
||||
@@ -134,8 +134,7 @@ def test_generate_scorecard_market_scoped(
|
||||
|
||||
|
||||
def test_generate_scorecard_top_winners_and_losers(
|
||||
db_conn: sqlite3.Connection,
|
||||
context_store: ContextStore,
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
) -> None:
|
||||
reviewer = DailyReviewer(db_conn, context_store)
|
||||
logger = DecisionLogger(db_conn)
|
||||
@@ -169,8 +168,7 @@ def test_generate_scorecard_top_winners_and_losers(
|
||||
|
||||
|
||||
def test_generate_scorecard_empty_day(
|
||||
db_conn: sqlite3.Connection,
|
||||
context_store: ContextStore,
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
) -> None:
|
||||
reviewer = DailyReviewer(db_conn, context_store)
|
||||
scorecard = reviewer.generate_scorecard(TODAY, "KR")
|
||||
@@ -186,8 +184,7 @@ def test_generate_scorecard_empty_day(
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_generate_lessons_without_gemini_returns_empty(
|
||||
db_conn: sqlite3.Connection,
|
||||
context_store: ContextStore,
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
) -> None:
|
||||
reviewer = DailyReviewer(db_conn, context_store, gemini_client=None)
|
||||
lessons = await reviewer.generate_lessons(
|
||||
@@ -209,8 +206,7 @@ async def test_generate_lessons_without_gemini_returns_empty(
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_generate_lessons_parses_json_array(
|
||||
db_conn: sqlite3.Connection,
|
||||
context_store: ContextStore,
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
) -> None:
|
||||
mock_gemini = MagicMock()
|
||||
mock_gemini.decide = AsyncMock(
|
||||
@@ -237,8 +233,7 @@ async def test_generate_lessons_parses_json_array(
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_generate_lessons_fallback_to_lines(
|
||||
db_conn: sqlite3.Connection,
|
||||
context_store: ContextStore,
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
) -> None:
|
||||
mock_gemini = MagicMock()
|
||||
mock_gemini.decide = AsyncMock(
|
||||
@@ -265,8 +260,7 @@ async def test_generate_lessons_fallback_to_lines(
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_generate_lessons_handles_gemini_error(
|
||||
db_conn: sqlite3.Connection,
|
||||
context_store: ContextStore,
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
) -> None:
|
||||
mock_gemini = MagicMock()
|
||||
mock_gemini.decide = AsyncMock(side_effect=RuntimeError("boom"))
|
||||
@@ -290,8 +284,7 @@ async def test_generate_lessons_handles_gemini_error(
|
||||
|
||||
|
||||
def test_store_scorecard_in_context(
|
||||
db_conn: sqlite3.Connection,
|
||||
context_store: ContextStore,
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
) -> None:
|
||||
reviewer = DailyReviewer(db_conn, context_store)
|
||||
scorecard = DailyScorecard(
|
||||
@@ -323,8 +316,7 @@ def test_store_scorecard_in_context(
|
||||
|
||||
|
||||
def test_store_scorecard_key_is_market_scoped(
|
||||
db_conn: sqlite3.Connection,
|
||||
context_store: ContextStore,
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
) -> None:
|
||||
reviewer = DailyReviewer(db_conn, context_store)
|
||||
kr = DailyScorecard(
|
||||
@@ -365,8 +357,7 @@ def test_store_scorecard_key_is_market_scoped(
|
||||
|
||||
|
||||
def test_generate_scorecard_handles_invalid_context_snapshot(
|
||||
db_conn: sqlite3.Connection,
|
||||
context_store: ContextStore,
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
) -> None:
|
||||
reviewer = DailyReviewer(db_conn, context_store)
|
||||
db_conn.execute(
|
||||
|
||||
@@ -355,7 +355,6 @@ 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:
|
||||
import json as _json
|
||||
|
||||
conn.execute(
|
||||
"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
|
||||
with patch.object(api, "_fetch_news", new_callable=AsyncMock) as mock_fetch:
|
||||
mock_fetch.return_value = None
|
||||
await api.get_news_sentiment("AAPL")
|
||||
result = await api.get_news_sentiment("AAPL")
|
||||
|
||||
# Should have attempted refetch since cache expired
|
||||
mock_fetch.assert_called_once_with("AAPL")
|
||||
@@ -111,7 +111,9 @@ class TestNewsAPI:
|
||||
"source": "Reuters",
|
||||
"time_published": "2026-02-04T10:00:00",
|
||||
"url": "https://example.com/1",
|
||||
"ticker_sentiment": [{"ticker": "AAPL", "ticker_sentiment_score": "0.85"}],
|
||||
"ticker_sentiment": [
|
||||
{"ticker": "AAPL", "ticker_sentiment_score": "0.85"}
|
||||
],
|
||||
"overall_sentiment_score": "0.75",
|
||||
},
|
||||
{
|
||||
@@ -120,7 +122,9 @@ class TestNewsAPI:
|
||||
"source": "Bloomberg",
|
||||
"time_published": "2026-02-04T09:00:00",
|
||||
"url": "https://example.com/2",
|
||||
"ticker_sentiment": [{"ticker": "AAPL", "ticker_sentiment_score": "-0.3"}],
|
||||
"ticker_sentiment": [
|
||||
{"ticker": "AAPL", "ticker_sentiment_score": "-0.3"}
|
||||
],
|
||||
"overall_sentiment_score": "-0.2",
|
||||
},
|
||||
]
|
||||
@@ -657,9 +661,7 @@ class TestGeminiClientWithExternalData:
|
||||
)
|
||||
|
||||
# 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.text = '{"action": "BUY", "confidence": 85, "rationale": "Good news"}'
|
||||
mock_gen.return_value = mock_response
|
||||
|
||||
@@ -1,7 +1,7 @@
|
||||
"""Tests for database helper functions."""
|
||||
|
||||
import os
|
||||
import tempfile
|
||||
import os
|
||||
|
||||
from src.db import get_latest_buy_trade, get_open_position, init_db, log_trade
|
||||
|
||||
@@ -204,8 +204,7 @@ def test_mode_migration_adds_column_to_existing_db() -> None:
|
||||
assert "strategy_pnl" in columns
|
||||
assert "fx_pnl" in columns
|
||||
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()
|
||||
assert migrated is not None
|
||||
assert migrated[0] == 123.45
|
||||
@@ -408,7 +407,9 @@ def test_decision_logs_session_id_migration_backfills_unknown() -> None:
|
||||
conn = init_db(db_path)
|
||||
columns = {row[1] for row in conn.execute("PRAGMA table_info(decision_logs)").fetchall()}
|
||||
assert "session_id" in columns
|
||||
row = conn.execute("SELECT session_id FROM decision_logs WHERE decision_id='d1'").fetchone()
|
||||
row = conn.execute(
|
||||
"SELECT session_id FROM decision_logs WHERE decision_id='d1'"
|
||||
).fetchone()
|
||||
assert row is not None
|
||||
assert row[0] == "UNKNOWN"
|
||||
conn.close()
|
||||
|
||||
@@ -49,10 +49,7 @@ def test_log_decision_creates_record(logger: DecisionLogger, db_conn: sqlite3.Co
|
||||
|
||||
# Verify record exists in database
|
||||
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,),
|
||||
)
|
||||
row = cursor.fetchone()
|
||||
|
||||
@@ -208,9 +208,7 @@ def test_identify_failure_patterns_empty(optimizer: EvolutionOptimizer) -> None:
|
||||
|
||||
|
||||
@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."""
|
||||
failures = [
|
||||
{
|
||||
@@ -236,9 +234,7 @@ async def test_generate_strategy_creates_file(
|
||||
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):
|
||||
strategy_path = await optimizer.generate_strategy(failures)
|
||||
|
||||
@@ -251,8 +247,7 @@ async def test_generate_strategy_creates_file(
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_generate_strategy_saves_valid_python_code(
|
||||
optimizer: EvolutionOptimizer,
|
||||
tmp_path: Path,
|
||||
optimizer: EvolutionOptimizer, tmp_path: Path,
|
||||
) -> None:
|
||||
"""Test that syntactically valid generated code is saved."""
|
||||
failures = [{"decision_id": "1", "timestamp": "2024-01-15T09:30:00+00:00"}]
|
||||
@@ -260,14 +255,12 @@ async def test_generate_strategy_saves_valid_python_code(
|
||||
mock_response = Mock()
|
||||
mock_response.text = (
|
||||
'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": "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):
|
||||
strategy_path = await optimizer.generate_strategy(failures)
|
||||
|
||||
@@ -277,9 +270,7 @@ async def test_generate_strategy_saves_valid_python_code(
|
||||
|
||||
@pytest.mark.asyncio
|
||||
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:
|
||||
"""Test that syntactically invalid generated code is not saved."""
|
||||
failures = [{"decision_id": "1", "timestamp": "2024-01-15T09:30:00+00:00"}]
|
||||
@@ -290,9 +281,7 @@ async def test_generate_strategy_blocks_invalid_python_code(
|
||||
' 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 caplog.at_level("WARNING"):
|
||||
strategy_path = await optimizer.generate_strategy(failures)
|
||||
@@ -321,7 +310,6 @@ def test_get_performance_summary() -> None:
|
||||
"""Test getting performance summary from trades table."""
|
||||
# Create a temporary database with trades
|
||||
import tempfile
|
||||
|
||||
with tempfile.NamedTemporaryFile(suffix=".db", delete=False) as tmp:
|
||||
tmp_path = tmp.name
|
||||
|
||||
@@ -616,9 +604,7 @@ def test_calculate_improvement_trend_declining(performance_tracker: PerformanceT
|
||||
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."""
|
||||
metrics = [
|
||||
StrategyMetrics(
|
||||
@@ -732,9 +718,7 @@ async def test_full_evolution_pipeline(optimizer: EvolutionOptimizer, tmp_path:
|
||||
mock_response = Mock()
|
||||
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("subprocess.run") as mock_run:
|
||||
mock_run.return_value = Mock(returncode=0, stdout="", stderr="")
|
||||
|
||||
@@ -103,7 +103,9 @@ class TestSetupLogging:
|
||||
"""setup_logging must attach a JSON handler to the root logger."""
|
||||
setup_logging(level=logging.DEBUG)
|
||||
root = logging.getLogger()
|
||||
json_handlers = [h for h in root.handlers if isinstance(h.formatter, JSONFormatter)]
|
||||
json_handlers = [
|
||||
h for h in root.handlers if isinstance(h.formatter, JSONFormatter)
|
||||
]
|
||||
assert len(json_handlers) == 1
|
||||
assert root.level == logging.DEBUG
|
||||
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
@@ -173,7 +173,9 @@ class TestGetNextMarketOpen:
|
||||
"""Should find next Monday opening when called on weekend."""
|
||||
# Saturday 2026-02-07 12:00 UTC
|
||||
test_time = datetime(2026, 2, 7, 12, 0, tzinfo=ZoneInfo("UTC"))
|
||||
market, open_time = get_next_market_open(enabled_markets=["KR"], now=test_time)
|
||||
market, open_time = get_next_market_open(
|
||||
enabled_markets=["KR"], now=test_time
|
||||
)
|
||||
assert market.code == "KR"
|
||||
# Monday 2026-02-09 09:00 KST
|
||||
expected = datetime(2026, 2, 9, 9, 0, tzinfo=ZoneInfo("Asia/Seoul"))
|
||||
@@ -183,7 +185,9 @@ class TestGetNextMarketOpen:
|
||||
"""Should find next day opening when called after market close."""
|
||||
# Monday 2026-02-02 16:00 KST (after close)
|
||||
test_time = datetime(2026, 2, 2, 16, 0, tzinfo=ZoneInfo("Asia/Seoul"))
|
||||
market, open_time = get_next_market_open(enabled_markets=["KR"], now=test_time)
|
||||
market, open_time = get_next_market_open(
|
||||
enabled_markets=["KR"], now=test_time
|
||||
)
|
||||
assert market.code == "KR"
|
||||
# Tuesday 2026-02-03 09:00 KST
|
||||
expected = datetime(2026, 2, 3, 9, 0, tzinfo=ZoneInfo("Asia/Seoul"))
|
||||
@@ -193,7 +197,9 @@ class TestGetNextMarketOpen:
|
||||
"""Should find earliest opening market among multiple."""
|
||||
# Saturday 2026-02-07 12:00 UTC
|
||||
test_time = datetime(2026, 2, 7, 12, 0, tzinfo=ZoneInfo("UTC"))
|
||||
market, open_time = get_next_market_open(enabled_markets=["KR", "US_NASDAQ"], now=test_time)
|
||||
market, open_time = get_next_market_open(
|
||||
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: US opens at 09:30 EST = 14:30 UTC
|
||||
# KR opens first
|
||||
@@ -208,7 +214,9 @@ class TestGetNextMarketOpen:
|
||||
def test_get_next_market_open_invalid_market(self) -> None:
|
||||
"""Should skip invalid market codes."""
|
||||
test_time = datetime(2026, 2, 7, 12, 0, tzinfo=ZoneInfo("UTC"))
|
||||
market, _ = get_next_market_open(enabled_markets=["INVALID", "KR"], now=test_time)
|
||||
market, _ = get_next_market_open(
|
||||
enabled_markets=["INVALID", "KR"], now=test_time
|
||||
)
|
||||
assert market.code == "KR"
|
||||
|
||||
def test_get_next_market_open_prefers_extended_session(self) -> None:
|
||||
|
||||
@@ -8,7 +8,7 @@ import aiohttp
|
||||
import pytest
|
||||
|
||||
from src.broker.kis_api import KISBroker
|
||||
from src.broker.overseas import _PRICE_EXCHANGE_MAP, _RANKING_EXCHANGE_MAP, OverseasBroker
|
||||
from src.broker.overseas import OverseasBroker, _PRICE_EXCHANGE_MAP, _RANKING_EXCHANGE_MAP
|
||||
from src.config import Settings
|
||||
|
||||
|
||||
@@ -85,27 +85,25 @@ class TestConfigDefaults:
|
||||
assert mock_settings.OVERSEAS_RANKING_VOLUME_TR_ID == "HHDFS76270000"
|
||||
|
||||
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:
|
||||
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:
|
||||
"""Test fetch_overseas_rankings method."""
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_fluctuation_uses_correct_params(self, overseas_broker: OverseasBroker) -> None:
|
||||
async def test_fluctuation_uses_correct_params(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""Fluctuation ranking should use HHDFS76290000, updown-rate path, and correct params."""
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(return_value={"output": [{"symb": "AAPL", "name": "Apple"}]})
|
||||
mock_resp.json = AsyncMock(
|
||||
return_value={"output": [{"symb": "AAPL", "name": "Apple"}]}
|
||||
)
|
||||
|
||||
mock_session = MagicMock()
|
||||
mock_session.get = MagicMock(return_value=_make_async_cm(mock_resp))
|
||||
@@ -134,11 +132,15 @@ class TestFetchOverseasRankings:
|
||||
overseas_broker._broker._auth_headers.assert_called_with("HHDFS76290000")
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_volume_uses_correct_params(self, overseas_broker: OverseasBroker) -> None:
|
||||
async def test_volume_uses_correct_params(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""Volume ranking should use HHDFS76270000, volume-surge path, and correct params."""
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(return_value={"output": [{"symb": "TSLA", "name": "Tesla"}]})
|
||||
mock_resp.json = AsyncMock(
|
||||
return_value={"output": [{"symb": "TSLA", "name": "Tesla"}]}
|
||||
)
|
||||
|
||||
mock_session = MagicMock()
|
||||
mock_session.get = MagicMock(return_value=_make_async_cm(mock_resp))
|
||||
@@ -167,7 +169,9 @@ class TestFetchOverseasRankings:
|
||||
overseas_broker._broker._auth_headers.assert_called_with("HHDFS76270000")
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_404_returns_empty_list(self, overseas_broker: OverseasBroker) -> None:
|
||||
async def test_404_returns_empty_list(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""HTTP 404 should return empty list (fallback) instead of raising."""
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 404
|
||||
@@ -182,7 +186,9 @@ class TestFetchOverseasRankings:
|
||||
assert result == []
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_non_404_error_raises(self, overseas_broker: OverseasBroker) -> None:
|
||||
async def test_non_404_error_raises(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""Non-404 HTTP errors should raise ConnectionError."""
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 500
|
||||
@@ -197,7 +203,9 @@ class TestFetchOverseasRankings:
|
||||
await overseas_broker.fetch_overseas_rankings("NASD")
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_empty_response_returns_empty(self, overseas_broker: OverseasBroker) -> None:
|
||||
async def test_empty_response_returns_empty(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""Empty output in response should return empty list."""
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -212,14 +220,18 @@ class TestFetchOverseasRankings:
|
||||
assert result == []
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_ranking_disabled_returns_empty(self, overseas_broker: OverseasBroker) -> None:
|
||||
async def test_ranking_disabled_returns_empty(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""When OVERSEAS_RANKING_ENABLED=False, should return empty immediately."""
|
||||
overseas_broker._broker._settings.OVERSEAS_RANKING_ENABLED = False
|
||||
result = await overseas_broker.fetch_overseas_rankings("NASD")
|
||||
assert result == []
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_limit_truncates_results(self, overseas_broker: OverseasBroker) -> None:
|
||||
async def test_limit_truncates_results(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""Results should be truncated to the specified limit."""
|
||||
rows = [{"symb": f"SYM{i}"} for i in range(20)]
|
||||
mock_resp = AsyncMock()
|
||||
@@ -235,7 +247,9 @@ class TestFetchOverseasRankings:
|
||||
assert len(result) == 5
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_network_error_raises(self, overseas_broker: OverseasBroker) -> None:
|
||||
async def test_network_error_raises(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""Network errors should raise ConnectionError."""
|
||||
cm = MagicMock()
|
||||
cm.__aenter__ = AsyncMock(side_effect=aiohttp.ClientError("timeout"))
|
||||
@@ -250,7 +264,9 @@ class TestFetchOverseasRankings:
|
||||
await overseas_broker.fetch_overseas_rankings("NASD")
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_exchange_code_mapping_applied(self, overseas_broker: OverseasBroker) -> None:
|
||||
async def test_exchange_code_mapping_applied(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""All major exchanges should use mapped codes in API params."""
|
||||
for original, mapped in [("NASD", "NAS"), ("NYSE", "NYS"), ("AMEX", "AMS")]:
|
||||
mock_resp = AsyncMock()
|
||||
@@ -282,9 +298,7 @@ class TestGetOverseasPrice:
|
||||
mock_session.get = MagicMock(return_value=_make_async_cm(mock_resp))
|
||||
|
||||
_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")
|
||||
assert result["output"]["last"] == "150.00"
|
||||
@@ -516,14 +530,11 @@ class TestPriceExchangeMap:
|
||||
def test_price_map_equals_ranking_map(self) -> None:
|
||||
assert _PRICE_EXCHANGE_MAP is _RANKING_EXCHANGE_MAP
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"original,expected",
|
||||
[
|
||||
@pytest.mark.parametrize("original,expected", [
|
||||
("NASD", "NAS"),
|
||||
("NYSE", "NYS"),
|
||||
("AMEX", "AMS"),
|
||||
],
|
||||
)
|
||||
])
|
||||
def test_us_exchange_code_mapping(self, original: str, expected: str) -> None:
|
||||
assert _PRICE_EXCHANGE_MAP[original] == expected
|
||||
|
||||
@@ -563,7 +574,9 @@ class TestOrderRtCdCheck:
|
||||
return OverseasBroker(broker)
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_success_rt_cd_returns_data(self, overseas_broker: OverseasBroker) -> None:
|
||||
async def test_success_rt_cd_returns_data(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""rt_cd='0' → order accepted, data returned."""
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -577,7 +590,9 @@ class TestOrderRtCdCheck:
|
||||
assert result["rt_cd"] == "0"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_error_rt_cd_returns_data_with_msg(self, overseas_broker: OverseasBroker) -> None:
|
||||
async def test_error_rt_cd_returns_data_with_msg(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""rt_cd != '0' → order rejected, data still returned (caller checks rt_cd)."""
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -608,7 +623,6 @@ class TestPaperOverseasCash:
|
||||
|
||||
def test_env_override(self) -> None:
|
||||
import os
|
||||
|
||||
os.environ["PAPER_OVERSEAS_CASH"] = "25000"
|
||||
settings = Settings(
|
||||
KIS_APP_KEY="k",
|
||||
@@ -621,7 +635,6 @@ class TestPaperOverseasCash:
|
||||
|
||||
def test_zero_disables_fallback(self) -> None:
|
||||
import os
|
||||
|
||||
os.environ["PAPER_OVERSEAS_CASH"] = "0"
|
||||
settings = Settings(
|
||||
KIS_APP_KEY="k",
|
||||
@@ -809,7 +822,9 @@ class TestGetOverseasPendingOrders:
|
||||
"""Tests for get_overseas_pending_orders method."""
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_paper_mode_returns_empty(self, overseas_broker: OverseasBroker) -> None:
|
||||
async def test_paper_mode_returns_empty(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""Paper mode should immediately return [] without any API call."""
|
||||
# Default mock_settings has MODE="paper"
|
||||
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
||||
@@ -840,7 +855,9 @@ class TestGetOverseasPendingOrders:
|
||||
|
||||
overseas_broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
|
||||
|
||||
pending_orders = [{"odno": "001", "pdno": "AAPL", "sll_buy_dvsn_cd": "02", "nccs_qty": "5"}]
|
||||
pending_orders = [
|
||||
{"odno": "001", "pdno": "AAPL", "sll_buy_dvsn_cd": "02", "nccs_qty": "5"}
|
||||
]
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
mock_resp.json = AsyncMock(return_value={"output": pending_orders})
|
||||
@@ -862,7 +879,9 @@ class TestGetOverseasPendingOrders:
|
||||
assert captured_params[0]["OVRS_EXCG_CD"] == "NASD"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_live_mode_connection_error(self, overseas_broker: OverseasBroker) -> None:
|
||||
async def test_live_mode_connection_error(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""Network error in live mode should raise ConnectionError."""
|
||||
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
||||
update={"MODE": "live"}
|
||||
@@ -907,41 +926,55 @@ class TestCancelOverseasOrder:
|
||||
return captured_tr_ids, mock_session
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_us_live_uses_tttt1004u(self, overseas_broker: OverseasBroker) -> None:
|
||||
async def test_us_live_uses_tttt1004u(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""US exchange in live mode should use TTTT1004U."""
|
||||
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
||||
update={"MODE": "live"}
|
||||
)
|
||||
captured, _ = self._setup_cancel_mocks(overseas_broker, {"rt_cd": "0", "msg1": "OK"})
|
||||
captured, _ = self._setup_cancel_mocks(
|
||||
overseas_broker, {"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
|
||||
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD001", 5)
|
||||
|
||||
assert "TTTT1004U" in captured
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_us_paper_uses_vttt1004u(self, overseas_broker: OverseasBroker) -> None:
|
||||
async def test_us_paper_uses_vttt1004u(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""US exchange in paper mode should use VTTT1004U."""
|
||||
# Default mock_settings has MODE="paper"
|
||||
captured, _ = self._setup_cancel_mocks(overseas_broker, {"rt_cd": "0", "msg1": "OK"})
|
||||
captured, _ = self._setup_cancel_mocks(
|
||||
overseas_broker, {"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
|
||||
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD001", 5)
|
||||
|
||||
assert "VTTT1004U" in captured
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_hk_live_uses_ttts1003u(self, overseas_broker: OverseasBroker) -> None:
|
||||
async def test_hk_live_uses_ttts1003u(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""SEHK exchange in live mode should use TTTS1003U."""
|
||||
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
|
||||
update={"MODE": "live"}
|
||||
)
|
||||
captured, _ = self._setup_cancel_mocks(overseas_broker, {"rt_cd": "0", "msg1": "OK"})
|
||||
captured, _ = self._setup_cancel_mocks(
|
||||
overseas_broker, {"rt_cd": "0", "msg1": "OK"}
|
||||
)
|
||||
|
||||
await overseas_broker.cancel_overseas_order("SEHK", "0700", "ORD002", 10)
|
||||
|
||||
assert "TTTS1003U" in captured
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_cancel_sets_rvse_cncl_dvsn_cd_02(self, overseas_broker: OverseasBroker) -> None:
|
||||
async def test_cancel_sets_rvse_cncl_dvsn_cd_02(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""Cancel body must include RVSE_CNCL_DVSN_CD='02' and OVRS_ORD_UNPR='0'."""
|
||||
captured_body: list[dict] = []
|
||||
|
||||
@@ -972,7 +1005,9 @@ class TestCancelOverseasOrder:
|
||||
assert captured_body[0]["ORGN_ODNO"] == "ORD003"
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_cancel_sets_hashkey_header(self, overseas_broker: OverseasBroker) -> None:
|
||||
async def test_cancel_sets_hashkey_header(
|
||||
self, overseas_broker: OverseasBroker
|
||||
) -> None:
|
||||
"""hashkey must be set in the request headers."""
|
||||
captured_headers: list[dict] = []
|
||||
overseas_broker._broker._get_hash_key = AsyncMock(return_value="test_hash") # type: ignore[method-assign]
|
||||
|
||||
@@ -78,7 +78,9 @@ def _gemini_response_json(
|
||||
"rationale": "Near circuit breaker",
|
||||
}
|
||||
]
|
||||
return json.dumps({"market_outlook": outlook, "global_rules": global_rules, "stocks": stocks})
|
||||
return json.dumps(
|
||||
{"market_outlook": outlook, "global_rules": global_rules, "stocks": stocks}
|
||||
)
|
||||
|
||||
|
||||
def _make_planner(
|
||||
@@ -562,12 +564,8 @@ class TestBuildPrompt:
|
||||
def test_prompt_contains_cross_market(self) -> None:
|
||||
planner = _make_planner()
|
||||
cross = CrossMarketContext(
|
||||
market="US",
|
||||
date="2026-02-07",
|
||||
total_pnl=1.5,
|
||||
win_rate=60,
|
||||
index_change_pct=0.8,
|
||||
lessons=["Cut losses early"],
|
||||
market="US", 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)
|
||||
@@ -685,7 +683,9 @@ class TestSmartFallbackPlaybook:
|
||||
)
|
||||
|
||||
def test_momentum_candidate_gets_buy_on_volume(self) -> None:
|
||||
candidates = [_candidate(code="CHOW", signal="momentum", volume_ratio=13.64, rsi=100.0)]
|
||||
candidates = [
|
||||
_candidate(code="CHOW", signal="momentum", volume_ratio=13.64, rsi=100.0)
|
||||
]
|
||||
settings = self._make_settings()
|
||||
|
||||
pb = PreMarketPlanner._smart_fallback_playbook(
|
||||
@@ -707,7 +707,9 @@ class TestSmartFallbackPlaybook:
|
||||
assert sell_sc.condition.price_change_pct_below == -3.0
|
||||
|
||||
def test_oversold_candidate_gets_buy_on_rsi(self) -> None:
|
||||
candidates = [_candidate(code="005930", signal="oversold", rsi=22.0, volume_ratio=3.5)]
|
||||
candidates = [
|
||||
_candidate(code="005930", signal="oversold", rsi=22.0, volume_ratio=3.5)
|
||||
]
|
||||
settings = self._make_settings()
|
||||
|
||||
pb = PreMarketPlanner._smart_fallback_playbook(
|
||||
@@ -774,7 +776,9 @@ class TestSmartFallbackPlaybook:
|
||||
def test_empty_candidates_returns_empty_playbook(self) -> None:
|
||||
settings = self._make_settings()
|
||||
|
||||
pb = PreMarketPlanner._smart_fallback_playbook(date(2026, 2, 17), "US_AMEX", [], settings)
|
||||
pb = PreMarketPlanner._smart_fallback_playbook(
|
||||
date(2026, 2, 17), "US_AMEX", [], settings
|
||||
)
|
||||
|
||||
assert pb.stock_count == 0
|
||||
|
||||
@@ -810,14 +814,19 @@ class TestSmartFallbackPlaybook:
|
||||
planner = _make_planner()
|
||||
planner._gemini.decide = AsyncMock(side_effect=ConnectionError("429 quota exceeded"))
|
||||
# momentum candidate
|
||||
candidates = [_candidate(code="CHOW", signal="momentum", volume_ratio=13.64, rsi=100.0)]
|
||||
candidates = [
|
||||
_candidate(code="CHOW", signal="momentum", volume_ratio=13.64, rsi=100.0)
|
||||
]
|
||||
|
||||
pb = await planner.generate_playbook("US_AMEX", candidates, today=date(2026, 2, 18))
|
||||
pb = await planner.generate_playbook(
|
||||
"US_AMEX", candidates, today=date(2026, 2, 18)
|
||||
)
|
||||
|
||||
# Should NOT be all-SELL defensive; should have BUY for momentum
|
||||
assert pb.stock_count == 1
|
||||
buy_scenarios = [
|
||||
s for s in pb.stock_playbooks[0].scenarios if s.action == ScenarioAction.BUY
|
||||
s for s in pb.stock_playbooks[0].scenarios
|
||||
if s.action == ScenarioAction.BUY
|
||||
]
|
||||
assert len(buy_scenarios) == 1
|
||||
assert buy_scenarios[0].condition.volume_ratio_above == 2.0 # VOL_MULTIPLIER default
|
||||
|
||||
@@ -14,7 +14,7 @@ from src.strategy.models import (
|
||||
StockPlaybook,
|
||||
StockScenario,
|
||||
)
|
||||
from src.strategy.scenario_engine import ScenarioEngine
|
||||
from src.strategy.scenario_engine import ScenarioEngine, ScenarioMatch
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
@@ -162,10 +162,8 @@ class TestEvaluateCondition:
|
||||
def test_mixed_invalid_types_no_exception(self, engine: ScenarioEngine) -> None:
|
||||
"""Various invalid types should not raise exceptions."""
|
||||
cond = StockCondition(
|
||||
rsi_below=30.0,
|
||||
volume_ratio_above=2.0,
|
||||
price_above=100,
|
||||
price_change_pct_below=-1.0,
|
||||
rsi_below=30.0, volume_ratio_above=2.0,
|
||||
price_above=100, price_change_pct_below=-1.0,
|
||||
)
|
||||
data = {
|
||||
"rsi": [25], # list
|
||||
@@ -358,7 +356,9 @@ class TestEvaluate:
|
||||
|
||||
def test_match_details_populated(self, engine: ScenarioEngine) -> None:
|
||||
pb = _playbook(scenarios=[_scenario(rsi_below=30.0, volume_ratio_above=2.0)])
|
||||
result = engine.evaluate(pb, "005930", {"rsi": 25.0, "volume_ratio": 3.0}, {})
|
||||
result = engine.evaluate(
|
||||
pb, "005930", {"rsi": 25.0, "volume_ratio": 3.0}, {}
|
||||
)
|
||||
assert result.match_details.get("rsi") == 25.0
|
||||
assert result.match_details.get("volume_ratio") == 3.0
|
||||
|
||||
@@ -381,9 +381,7 @@ class TestEvaluate:
|
||||
),
|
||||
StockPlaybook(
|
||||
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)],
|
||||
),
|
||||
],
|
||||
)
|
||||
@@ -452,42 +450,58 @@ class TestEvaluate:
|
||||
class TestPositionAwareConditions:
|
||||
"""Tests for unrealized_pnl_pct and holding_days condition fields."""
|
||||
|
||||
def test_evaluate_condition_unrealized_pnl_above_matches(self, engine: ScenarioEngine) -> None:
|
||||
def test_evaluate_condition_unrealized_pnl_above_matches(
|
||||
self, engine: ScenarioEngine
|
||||
) -> None:
|
||||
"""unrealized_pnl_pct_above should match when P&L exceeds threshold."""
|
||||
condition = StockCondition(unrealized_pnl_pct_above=3.0)
|
||||
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": 5.0}) is True
|
||||
|
||||
def test_evaluate_condition_unrealized_pnl_above_no_match(self, engine: ScenarioEngine) -> None:
|
||||
def test_evaluate_condition_unrealized_pnl_above_no_match(
|
||||
self, engine: ScenarioEngine
|
||||
) -> None:
|
||||
"""unrealized_pnl_pct_above should NOT match when P&L is below threshold."""
|
||||
condition = StockCondition(unrealized_pnl_pct_above=3.0)
|
||||
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": 2.0}) is False
|
||||
|
||||
def test_evaluate_condition_unrealized_pnl_below_matches(self, engine: ScenarioEngine) -> None:
|
||||
def test_evaluate_condition_unrealized_pnl_below_matches(
|
||||
self, engine: ScenarioEngine
|
||||
) -> None:
|
||||
"""unrealized_pnl_pct_below should match when P&L is under threshold."""
|
||||
condition = StockCondition(unrealized_pnl_pct_below=-2.0)
|
||||
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": -3.5}) is True
|
||||
|
||||
def test_evaluate_condition_unrealized_pnl_below_no_match(self, engine: ScenarioEngine) -> None:
|
||||
def test_evaluate_condition_unrealized_pnl_below_no_match(
|
||||
self, engine: ScenarioEngine
|
||||
) -> None:
|
||||
"""unrealized_pnl_pct_below should NOT match when P&L is above threshold."""
|
||||
condition = StockCondition(unrealized_pnl_pct_below=-2.0)
|
||||
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": -1.0}) is False
|
||||
|
||||
def test_evaluate_condition_holding_days_above_matches(self, engine: ScenarioEngine) -> None:
|
||||
def test_evaluate_condition_holding_days_above_matches(
|
||||
self, engine: ScenarioEngine
|
||||
) -> None:
|
||||
"""holding_days_above should match when position held longer than threshold."""
|
||||
condition = StockCondition(holding_days_above=5)
|
||||
assert engine.evaluate_condition(condition, {"holding_days": 7}) is True
|
||||
|
||||
def test_evaluate_condition_holding_days_above_no_match(self, engine: ScenarioEngine) -> None:
|
||||
def test_evaluate_condition_holding_days_above_no_match(
|
||||
self, engine: ScenarioEngine
|
||||
) -> None:
|
||||
"""holding_days_above should NOT match when position held shorter."""
|
||||
condition = StockCondition(holding_days_above=5)
|
||||
assert engine.evaluate_condition(condition, {"holding_days": 3}) is False
|
||||
|
||||
def test_evaluate_condition_holding_days_below_matches(self, engine: ScenarioEngine) -> None:
|
||||
def test_evaluate_condition_holding_days_below_matches(
|
||||
self, engine: ScenarioEngine
|
||||
) -> None:
|
||||
"""holding_days_below should match when position held fewer days."""
|
||||
condition = StockCondition(holding_days_below=3)
|
||||
assert engine.evaluate_condition(condition, {"holding_days": 1}) is True
|
||||
|
||||
def test_evaluate_condition_holding_days_below_no_match(self, engine: ScenarioEngine) -> None:
|
||||
def test_evaluate_condition_holding_days_below_no_match(
|
||||
self, engine: ScenarioEngine
|
||||
) -> None:
|
||||
"""holding_days_below should NOT match when held more days."""
|
||||
condition = StockCondition(holding_days_below=3)
|
||||
assert engine.evaluate_condition(condition, {"holding_days": 5}) is False
|
||||
@@ -499,33 +513,33 @@ class TestPositionAwareConditions:
|
||||
holding_days_above=5,
|
||||
)
|
||||
# Both met → match
|
||||
assert (
|
||||
engine.evaluate_condition(
|
||||
assert engine.evaluate_condition(
|
||||
condition,
|
||||
{"unrealized_pnl_pct": 4.5, "holding_days": 7},
|
||||
)
|
||||
is True
|
||||
)
|
||||
) is True
|
||||
# Only pnl met → no match
|
||||
assert (
|
||||
engine.evaluate_condition(
|
||||
assert engine.evaluate_condition(
|
||||
condition,
|
||||
{"unrealized_pnl_pct": 4.5, "holding_days": 3},
|
||||
)
|
||||
is False
|
||||
)
|
||||
) is False
|
||||
|
||||
def test_missing_unrealized_pnl_does_not_match(self, engine: ScenarioEngine) -> None:
|
||||
def test_missing_unrealized_pnl_does_not_match(
|
||||
self, engine: ScenarioEngine
|
||||
) -> None:
|
||||
"""Missing unrealized_pnl_pct key should not match the condition."""
|
||||
condition = StockCondition(unrealized_pnl_pct_above=3.0)
|
||||
assert engine.evaluate_condition(condition, {}) is False
|
||||
|
||||
def test_missing_holding_days_does_not_match(self, engine: ScenarioEngine) -> None:
|
||||
def test_missing_holding_days_does_not_match(
|
||||
self, engine: ScenarioEngine
|
||||
) -> None:
|
||||
"""Missing holding_days key should not match the condition."""
|
||||
condition = StockCondition(holding_days_above=5)
|
||||
assert engine.evaluate_condition(condition, {}) is False
|
||||
|
||||
def test_match_details_includes_position_fields(self, engine: ScenarioEngine) -> None:
|
||||
def test_match_details_includes_position_fields(
|
||||
self, engine: ScenarioEngine
|
||||
) -> None:
|
||||
"""match_details should include position fields when condition specifies them."""
|
||||
pb = _playbook(
|
||||
scenarios=[
|
||||
|
||||
@@ -1,128 +0,0 @@
|
||||
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 +2,8 @@
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from unittest.mock import AsyncMock, MagicMock
|
||||
|
||||
import pytest
|
||||
from unittest.mock import AsyncMock, MagicMock
|
||||
|
||||
from src.analysis.smart_scanner import ScanCandidate, SmartVolatilityScanner
|
||||
from src.analysis.volatility import VolatilityAnalyzer
|
||||
@@ -201,7 +200,9 @@ class TestSmartVolatilityScanner:
|
||||
assert len(candidates) <= scanner.top_n
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_get_stock_codes(self, scanner: SmartVolatilityScanner) -> None:
|
||||
async def test_get_stock_codes(
|
||||
self, scanner: SmartVolatilityScanner
|
||||
) -> None:
|
||||
"""Test extraction of stock codes from candidates."""
|
||||
candidates = [
|
||||
ScanCandidate(
|
||||
|
||||
@@ -19,6 +19,7 @@ from src.strategy.models import (
|
||||
StockScenario,
|
||||
)
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# StockCondition
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
@@ -5,11 +5,7 @@ from unittest.mock import AsyncMock, patch
|
||||
import aiohttp
|
||||
import pytest
|
||||
|
||||
from src.notifications.telegram_client import (
|
||||
NotificationFilter,
|
||||
NotificationPriority,
|
||||
TelegramClient,
|
||||
)
|
||||
from src.notifications.telegram_client import NotificationFilter, NotificationPriority, TelegramClient
|
||||
|
||||
|
||||
class TestTelegramClientInit:
|
||||
@@ -17,7 +13,9 @@ class TestTelegramClientInit:
|
||||
|
||||
def test_disabled_via_flag(self) -> None:
|
||||
"""Client disabled via enabled=False flag."""
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=False)
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=False
|
||||
)
|
||||
assert client._enabled is False
|
||||
|
||||
def test_disabled_missing_token(self) -> None:
|
||||
@@ -32,7 +30,9 @@ class TestTelegramClientInit:
|
||||
|
||||
def test_enabled_with_credentials(self) -> None:
|
||||
"""Client enabled when credentials provided."""
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
assert client._enabled is True
|
||||
|
||||
|
||||
@@ -42,7 +42,9 @@ class TestNotificationSending:
|
||||
@pytest.mark.asyncio
|
||||
async def test_send_message_success(self) -> None:
|
||||
"""send_message returns True on successful send."""
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -74,7 +76,9 @@ class TestNotificationSending:
|
||||
@pytest.mark.asyncio
|
||||
async def test_send_message_api_error(self) -> None:
|
||||
"""send_message returns False on API error."""
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 400
|
||||
@@ -89,7 +93,9 @@ class TestNotificationSending:
|
||||
@pytest.mark.asyncio
|
||||
async def test_send_message_with_markdown(self) -> None:
|
||||
"""send_message supports different parse modes."""
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -122,7 +128,9 @@ class TestNotificationSending:
|
||||
@pytest.mark.asyncio
|
||||
async def test_trade_execution_format(self) -> None:
|
||||
"""Trade notification has correct format."""
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -155,7 +163,9 @@ class TestNotificationSending:
|
||||
@pytest.mark.asyncio
|
||||
async def test_playbook_generated_format(self) -> None:
|
||||
"""Playbook generated notification has expected fields."""
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -180,7 +190,9 @@ class TestNotificationSending:
|
||||
@pytest.mark.asyncio
|
||||
async def test_scenario_matched_format(self) -> None:
|
||||
"""Scenario matched notification has expected fields."""
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -205,7 +217,9 @@ class TestNotificationSending:
|
||||
@pytest.mark.asyncio
|
||||
async def test_playbook_failed_format(self) -> None:
|
||||
"""Playbook failed notification has expected fields."""
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -226,7 +240,9 @@ class TestNotificationSending:
|
||||
@pytest.mark.asyncio
|
||||
async def test_circuit_breaker_priority(self) -> None:
|
||||
"""Circuit breaker uses CRITICAL priority."""
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -244,7 +260,9 @@ class TestNotificationSending:
|
||||
@pytest.mark.asyncio
|
||||
async def test_api_error_handling(self) -> None:
|
||||
"""API errors logged but don't crash."""
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 400
|
||||
@@ -259,19 +277,25 @@ class TestNotificationSending:
|
||||
@pytest.mark.asyncio
|
||||
async def test_timeout_handling(self) -> None:
|
||||
"""Timeouts logged but don't crash."""
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
|
||||
with patch(
|
||||
"aiohttp.ClientSession.post",
|
||||
side_effect=aiohttp.ClientError("Connection timeout"),
|
||||
):
|
||||
# Should not raise exception
|
||||
await client.notify_error(error_type="Test Error", error_msg="Test", context="test")
|
||||
await client.notify_error(
|
||||
error_type="Test Error", error_msg="Test", context="test"
|
||||
)
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_session_management(self) -> None:
|
||||
"""Session created and reused correctly."""
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
|
||||
# Session should be None initially
|
||||
assert client._session is None
|
||||
@@ -300,7 +324,9 @@ class TestRateLimiting:
|
||||
"""Rate limiter delays rapid requests."""
|
||||
import time
|
||||
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True, rate_limit=2.0)
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True, rate_limit=2.0
|
||||
)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -327,7 +353,9 @@ class TestMessagePriorities:
|
||||
@pytest.mark.asyncio
|
||||
async def test_low_priority_uses_info_emoji(self) -> None:
|
||||
"""LOW priority uses ℹ️ emoji."""
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -343,7 +371,9 @@ class TestMessagePriorities:
|
||||
@pytest.mark.asyncio
|
||||
async def test_critical_priority_uses_alarm_emoji(self) -> None:
|
||||
"""CRITICAL priority uses 🚨 emoji."""
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -359,7 +389,9 @@ class TestMessagePriorities:
|
||||
@pytest.mark.asyncio
|
||||
async def test_playbook_generated_priority(self) -> None:
|
||||
"""Playbook generated uses MEDIUM priority emoji."""
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -380,7 +412,9 @@ class TestMessagePriorities:
|
||||
@pytest.mark.asyncio
|
||||
async def test_playbook_failed_priority(self) -> None:
|
||||
"""Playbook failed uses HIGH priority emoji."""
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -399,7 +433,9 @@ class TestMessagePriorities:
|
||||
@pytest.mark.asyncio
|
||||
async def test_scenario_matched_priority(self) -> None:
|
||||
"""Scenario matched uses HIGH priority emoji."""
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
|
||||
mock_resp = AsyncMock()
|
||||
mock_resp.status = 200
|
||||
@@ -424,7 +460,9 @@ class TestClientCleanup:
|
||||
@pytest.mark.asyncio
|
||||
async def test_close_closes_session(self) -> None:
|
||||
"""close() closes the HTTP session."""
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
|
||||
mock_session = AsyncMock()
|
||||
mock_session.closed = False
|
||||
@@ -437,7 +475,9 @@ class TestClientCleanup:
|
||||
@pytest.mark.asyncio
|
||||
async def test_close_handles_no_session(self) -> None:
|
||||
"""close() handles None session gracefully."""
|
||||
client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True
|
||||
)
|
||||
|
||||
# Should not raise exception
|
||||
await client.close()
|
||||
@@ -495,12 +535,8 @@ class TestNotificationFilter:
|
||||
)
|
||||
with patch("aiohttp.ClientSession.post") as mock_post:
|
||||
await client.notify_trade_execution(
|
||||
stock_code="005930",
|
||||
market="KR",
|
||||
action="BUY",
|
||||
quantity=10,
|
||||
price=70000.0,
|
||||
confidence=85.0,
|
||||
stock_code="005930", market="KR", action="BUY",
|
||||
quantity=10, price=70000.0, confidence=85.0
|
||||
)
|
||||
mock_post.assert_not_called()
|
||||
|
||||
@@ -520,13 +556,8 @@ class TestNotificationFilter:
|
||||
async def test_circuit_breaker_always_sends_regardless_of_filter(self) -> None:
|
||||
"""notify_circuit_breaker always sends (no filter flag)."""
|
||||
nf = NotificationFilter(
|
||||
trades=False,
|
||||
market_open_close=False,
|
||||
fat_finger=False,
|
||||
system_events=False,
|
||||
playbook=False,
|
||||
scenario_match=False,
|
||||
errors=False,
|
||||
trades=False, market_open_close=False, fat_finger=False,
|
||||
system_events=False, playbook=False, scenario_match=False, errors=False,
|
||||
)
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc", chat_id="456", enabled=True, notification_filter=nf
|
||||
@@ -586,7 +617,7 @@ class TestNotificationFilter:
|
||||
nf = NotificationFilter()
|
||||
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."""
|
||||
nf = NotificationFilter()
|
||||
d = nf.as_dict()
|
||||
@@ -609,17 +640,10 @@ class TestNotificationFilter:
|
||||
def test_set_notification_all_on(self) -> None:
|
||||
"""set_notification('all', True) enables every filter flag."""
|
||||
client = TelegramClient(
|
||||
bot_token="123:abc",
|
||||
chat_id="456",
|
||||
enabled=True,
|
||||
bot_token="123:abc", chat_id="456", enabled=True,
|
||||
notification_filter=NotificationFilter(
|
||||
trades=False,
|
||||
market_open_close=False,
|
||||
scenario_match=False,
|
||||
fat_finger=False,
|
||||
system_events=False,
|
||||
playbook=False,
|
||||
errors=False,
|
||||
trades=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
|
||||
|
||||
@@ -357,7 +357,8 @@ class TestTradingControlCommands:
|
||||
|
||||
pause_event.set()
|
||||
await client.send_message(
|
||||
"<b>▶️ Trading Resumed</b>\n\nTrading operations have been restarted."
|
||||
"<b>▶️ Trading Resumed</b>\n\n"
|
||||
"Trading operations have been restarted."
|
||||
)
|
||||
|
||||
handler.register_command("resume", mock_resume)
|
||||
@@ -525,7 +526,9 @@ class TestStatusCommands:
|
||||
|
||||
async def mock_status_error() -> None:
|
||||
"""Mock /status handler with error."""
|
||||
await client.send_message("<b>⚠️ Error</b>\n\nFailed to retrieve trading status.")
|
||||
await client.send_message(
|
||||
"<b>⚠️ Error</b>\n\nFailed to retrieve trading status."
|
||||
)
|
||||
|
||||
handler.register_command("status", mock_status_error)
|
||||
|
||||
@@ -600,7 +603,10 @@ class TestStatusCommands:
|
||||
|
||||
async def mock_positions_empty() -> None:
|
||||
"""Mock /positions handler with no positions."""
|
||||
message = "<b>💼 Account Summary</b>\n\nNo balance information available."
|
||||
message = (
|
||||
"<b>💼 Account Summary</b>\n\n"
|
||||
"No balance information available."
|
||||
)
|
||||
await client.send_message(message)
|
||||
|
||||
handler.register_command("positions", mock_positions_empty)
|
||||
@@ -633,7 +639,9 @@ class TestStatusCommands:
|
||||
|
||||
async def mock_positions_error() -> None:
|
||||
"""Mock /positions handler with error."""
|
||||
await client.send_message("<b>⚠️ Error</b>\n\nFailed to retrieve positions.")
|
||||
await client.send_message(
|
||||
"<b>⚠️ Error</b>\n\nFailed to retrieve positions."
|
||||
)
|
||||
|
||||
handler.register_command("positions", mock_positions_error)
|
||||
|
||||
|
||||
@@ -1,123 +0,0 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import importlib.util
|
||||
from pathlib import Path
|
||||
|
||||
|
||||
def _load_module():
|
||||
script_path = Path(__file__).resolve().parents[1] / "scripts" / "validate_docs_sync.py"
|
||||
spec = importlib.util.spec_from_file_location("validate_docs_sync", 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_collect_command_endpoints_parses_markdown_table_rows() -> None:
|
||||
module = _load_module()
|
||||
text = "\n".join(
|
||||
[
|
||||
"| Endpoint | Description |",
|
||||
"|----------|-------------|",
|
||||
"| `GET /api/status` | status |",
|
||||
"| `POST /api/run` | run |",
|
||||
"| not-a-row | ignored |",
|
||||
]
|
||||
)
|
||||
endpoints = module.collect_command_endpoints(text)
|
||||
assert endpoints == ["GET /api/status", "POST /api/run"]
|
||||
|
||||
|
||||
def test_validate_links_resolve_detects_absolute_and_broken_links(tmp_path) -> None:
|
||||
module = _load_module()
|
||||
doc = tmp_path / "doc.md"
|
||||
existing = tmp_path / "ok.md"
|
||||
existing.write_text("# ok\n", encoding="utf-8")
|
||||
doc.write_text(
|
||||
"\n".join(
|
||||
[
|
||||
"[ok](./ok.md)",
|
||||
"[abs](/tmp/nowhere.md)",
|
||||
"[broken](./missing.md)",
|
||||
]
|
||||
),
|
||||
encoding="utf-8",
|
||||
)
|
||||
errors: list[str] = []
|
||||
module.validate_links_resolve(doc, doc.read_text(encoding="utf-8"), errors)
|
||||
|
||||
assert any("absolute link is forbidden" in err for err in errors)
|
||||
assert any("broken link" in err for err in errors)
|
||||
|
||||
|
||||
def test_validate_summary_docs_reference_core_docs(monkeypatch) -> None:
|
||||
module = _load_module()
|
||||
errors: list[str] = []
|
||||
fake_docs = {
|
||||
str(module.REQUIRED_FILES["README.md"]): (
|
||||
"docs/workflow.md docs/commands.md docs/testing.md"
|
||||
),
|
||||
str(module.REQUIRED_FILES["CLAUDE.md"]): "docs/workflow.md docs/commands.md",
|
||||
}
|
||||
|
||||
def fake_read(path: Path) -> str:
|
||||
return fake_docs[str(path)]
|
||||
|
||||
monkeypatch.setattr(module, "_read", fake_read)
|
||||
module.validate_summary_docs_reference_core_docs(errors)
|
||||
assert errors == []
|
||||
|
||||
|
||||
def test_validate_summary_docs_reference_core_docs_reports_missing_links(
|
||||
monkeypatch,
|
||||
) -> None:
|
||||
module = _load_module()
|
||||
errors: list[str] = []
|
||||
fake_docs = {
|
||||
str(module.REQUIRED_FILES["README.md"]): "docs/workflow.md",
|
||||
str(module.REQUIRED_FILES["CLAUDE.md"]): "docs/workflow.md",
|
||||
}
|
||||
|
||||
def fake_read(path: Path) -> str:
|
||||
return fake_docs[str(path)]
|
||||
|
||||
monkeypatch.setattr(module, "_read", fake_read)
|
||||
module.validate_summary_docs_reference_core_docs(errors)
|
||||
|
||||
assert any("README.md" in err and "docs/commands.md" in err for err in errors)
|
||||
assert any("README.md" in err and "docs/testing.md" in err for err in errors)
|
||||
assert any("CLAUDE.md" in err and "docs/commands.md" in err for err in errors)
|
||||
|
||||
|
||||
def test_validate_commands_endpoint_duplicates_reports_duplicates(monkeypatch) -> None:
|
||||
module = _load_module()
|
||||
errors: list[str] = []
|
||||
text = "\n".join(
|
||||
[
|
||||
"| `GET /api/status` | status |",
|
||||
"| `GET /api/status` | duplicate |",
|
||||
]
|
||||
)
|
||||
|
||||
def fake_read(path: Path) -> str:
|
||||
assert path == module.REQUIRED_FILES["commands"]
|
||||
return text
|
||||
|
||||
monkeypatch.setattr(module, "_read", fake_read)
|
||||
module.validate_commands_endpoint_duplicates(errors)
|
||||
assert errors
|
||||
assert "duplicated API endpoint row -> GET /api/status" in errors[0]
|
||||
|
||||
|
||||
def test_validate_testing_doc_has_dynamic_count_guidance(monkeypatch) -> None:
|
||||
module = _load_module()
|
||||
errors: list[str] = []
|
||||
|
||||
def fake_read(path: Path) -> str:
|
||||
assert path == module.REQUIRED_FILES["testing"]
|
||||
return "Use pytest --collect-only -q for dynamic counts."
|
||||
|
||||
monkeypatch.setattr(module, "_read", fake_read)
|
||||
module.validate_testing_doc_has_dynamic_count_guidance(errors)
|
||||
assert errors == []
|
||||
@@ -70,9 +70,7 @@ def test_load_changed_files_with_range_uses_git_diff(monkeypatch) -> None:
|
||||
assert check is True
|
||||
assert capture_output 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)
|
||||
changed = module.load_changed_files(["abc...def"], errors)
|
||||
@@ -108,230 +106,11 @@ def test_validate_task_req_mapping_passes_when_req_present(tmp_path) -> None:
|
||||
assert errors == []
|
||||
|
||||
|
||||
def test_validate_pr_traceability_fails_when_req_missing(monkeypatch) -> None:
|
||||
def test_validate_pr_traceability_warns_when_req_missing(monkeypatch) -> None:
|
||||
module = _load_module()
|
||||
monkeypatch.setenv("GOVERNANCE_PR_TITLE", "feat: update policy checker")
|
||||
monkeypatch.setenv("GOVERNANCE_PR_BODY", "Refs: TASK-OPS-001 TEST-ACC-007")
|
||||
errors: list[str] = []
|
||||
module.validate_pr_traceability(errors)
|
||||
assert errors
|
||||
assert "PR text missing REQ-ID reference" in errors
|
||||
|
||||
|
||||
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_fails_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 warnings == []
|
||||
assert errors
|
||||
assert "approval evidence is required" in errors[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 == []
|
||||
|
||||
|
||||
def test_must_contain_enforces_workflow_newline_helper_tokens(tmp_path) -> None:
|
||||
module = _load_module()
|
||||
workflow_doc = tmp_path / "workflow.md"
|
||||
workflow_doc.write_text(
|
||||
"\n".join(
|
||||
[
|
||||
"Session Handover Gate (Mandatory)",
|
||||
"python3 scripts/session_handover_check.py --strict",
|
||||
"scripts/tea_comment.sh",
|
||||
]
|
||||
),
|
||||
encoding="utf-8",
|
||||
)
|
||||
errors: list[str] = []
|
||||
module.must_contain(
|
||||
workflow_doc,
|
||||
[
|
||||
"Session Handover Gate (Mandatory)",
|
||||
"session_handover_check.py --strict",
|
||||
"scripts/tea_comment.sh",
|
||||
],
|
||||
errors,
|
||||
)
|
||||
assert errors == []
|
||||
|
||||
|
||||
def test_must_contain_fails_when_workflow_missing_newline_helper_token(tmp_path) -> None:
|
||||
module = _load_module()
|
||||
workflow_doc = tmp_path / "workflow.md"
|
||||
workflow_doc.write_text(
|
||||
"\n".join(
|
||||
[
|
||||
"Session Handover Gate (Mandatory)",
|
||||
"python3 scripts/session_handover_check.py --strict",
|
||||
]
|
||||
),
|
||||
encoding="utf-8",
|
||||
)
|
||||
errors: list[str] = []
|
||||
module.must_contain(
|
||||
workflow_doc,
|
||||
["scripts/tea_comment.sh"],
|
||||
errors,
|
||||
)
|
||||
assert any("scripts/tea_comment.sh" in err for err in errors)
|
||||
|
||||
|
||||
def test_must_contain_enforces_commands_newline_section_tokens(tmp_path) -> None:
|
||||
module = _load_module()
|
||||
commands_doc = tmp_path / "commands.md"
|
||||
commands_doc.write_text(
|
||||
"\n".join(
|
||||
[
|
||||
"Session Handover Preflight (Mandatory)",
|
||||
"python3 scripts/session_handover_check.py --strict",
|
||||
"Comment Newline Escaping",
|
||||
"scripts/tea_comment.sh",
|
||||
]
|
||||
),
|
||||
encoding="utf-8",
|
||||
)
|
||||
errors: list[str] = []
|
||||
module.must_contain(
|
||||
commands_doc,
|
||||
[
|
||||
"Session Handover Preflight (Mandatory)",
|
||||
"session_handover_check.py --strict",
|
||||
"Comment Newline Escaping",
|
||||
"scripts/tea_comment.sh",
|
||||
],
|
||||
errors,
|
||||
)
|
||||
assert errors == []
|
||||
|
||||
|
||||
def test_must_contain_fails_when_commands_missing_newline_section_token(tmp_path) -> None:
|
||||
module = _load_module()
|
||||
commands_doc = tmp_path / "commands.md"
|
||||
commands_doc.write_text(
|
||||
"\n".join(
|
||||
[
|
||||
"Session Handover Preflight (Mandatory)",
|
||||
"python3 scripts/session_handover_check.py --strict",
|
||||
"scripts/tea_comment.sh",
|
||||
]
|
||||
),
|
||||
encoding="utf-8",
|
||||
)
|
||||
errors: list[str] = []
|
||||
module.must_contain(
|
||||
commands_doc,
|
||||
["Comment Newline Escaping"],
|
||||
errors,
|
||||
)
|
||||
assert any("Comment Newline Escaping" in err for err in errors)
|
||||
|
||||
|
||||
def test_validate_task_test_pairing_reports_missing_test_reference(tmp_path) -> None:
|
||||
module = _load_module()
|
||||
doc = tmp_path / "work_orders.md"
|
||||
doc.write_text(
|
||||
"- `TASK-OPS-999` (`REQ-OPS-001`): enforce timezone labels only\n",
|
||||
encoding="utf-8",
|
||||
)
|
||||
errors: list[str] = []
|
||||
module.validate_task_test_pairing(errors, task_doc=doc)
|
||||
assert errors
|
||||
assert "TASK without TEST mapping" in errors[0]
|
||||
|
||||
|
||||
def test_validate_task_test_pairing_passes_when_test_present(tmp_path) -> None:
|
||||
module = _load_module()
|
||||
doc = tmp_path / "work_orders.md"
|
||||
doc.write_text(
|
||||
"- `TASK-OPS-999` (`REQ-OPS-001`,`TEST-ACC-007`): enforce timezone labels\n",
|
||||
encoding="utf-8",
|
||||
)
|
||||
errors: list[str] = []
|
||||
module.validate_task_test_pairing(errors, task_doc=doc)
|
||||
assert errors == []
|
||||
|
||||
|
||||
def test_validate_timezone_policy_tokens_requires_kst_or_utc(tmp_path, monkeypatch) -> None:
|
||||
module = _load_module()
|
||||
docs = tmp_path / "docs"
|
||||
ouroboros = docs / "ouroboros"
|
||||
docs.mkdir(parents=True)
|
||||
ouroboros.mkdir(parents=True)
|
||||
monkeypatch.chdir(tmp_path)
|
||||
|
||||
(ouroboros / "01_requirements_registry.md").write_text("REQ-OPS-001\nUTC\n", encoding="utf-8")
|
||||
(ouroboros / "30_code_level_work_orders.md").write_text(
|
||||
"TASK-OPS-001 (`REQ-OPS-001`,`TEST-ACC-007`)\nKST\n",
|
||||
encoding="utf-8",
|
||||
)
|
||||
(docs / "workflow.md").write_text("timezone policy: KST and UTC\n", encoding="utf-8")
|
||||
|
||||
errors: list[str] = []
|
||||
module.validate_timezone_policy_tokens(errors)
|
||||
assert errors == []
|
||||
|
||||
(docs / "workflow.md").write_text("timezone policy missing labels\n", encoding="utf-8")
|
||||
errors = []
|
||||
module.validate_timezone_policy_tokens(errors)
|
||||
assert errors
|
||||
assert any("missing timezone policy token" in err for err in errors)
|
||||
module.validate_pr_traceability(warnings)
|
||||
assert warnings
|
||||
assert "PR text missing REQ-ID reference" in warnings
|
||||
|
||||
@@ -1,81 +0,0 @@
|
||||
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]
|
||||
@@ -80,7 +80,9 @@ class TestVolatilityAnalyzer:
|
||||
# ATR should be roughly the average true range
|
||||
assert 3.0 <= atr <= 6.0
|
||||
|
||||
def test_calculate_atr_insufficient_data(self, volatility_analyzer: VolatilityAnalyzer) -> None:
|
||||
def test_calculate_atr_insufficient_data(
|
||||
self, volatility_analyzer: VolatilityAnalyzer
|
||||
) -> None:
|
||||
"""Test ATR with insufficient data returns 0."""
|
||||
high_prices = [110.0, 112.0]
|
||||
low_prices = [105.0, 107.0]
|
||||
@@ -118,13 +120,17 @@ class TestVolatilityAnalyzer:
|
||||
surge = volatility_analyzer.calculate_volume_surge(1000.0, 0.0)
|
||||
assert surge == 1.0
|
||||
|
||||
def test_calculate_pv_divergence_bullish(self, volatility_analyzer: VolatilityAnalyzer) -> None:
|
||||
def test_calculate_pv_divergence_bullish(
|
||||
self, volatility_analyzer: VolatilityAnalyzer
|
||||
) -> None:
|
||||
"""Test bullish price-volume divergence."""
|
||||
# Price up + Volume up = bullish
|
||||
divergence = volatility_analyzer.calculate_pv_divergence(5.0, 2.0)
|
||||
assert divergence > 0.0
|
||||
|
||||
def test_calculate_pv_divergence_bearish(self, volatility_analyzer: VolatilityAnalyzer) -> None:
|
||||
def test_calculate_pv_divergence_bearish(
|
||||
self, volatility_analyzer: VolatilityAnalyzer
|
||||
) -> None:
|
||||
"""Test bearish price-volume divergence."""
|
||||
# Price up + Volume down = bearish divergence
|
||||
divergence = volatility_analyzer.calculate_pv_divergence(5.0, 0.5)
|
||||
@@ -138,7 +144,9 @@ class TestVolatilityAnalyzer:
|
||||
divergence = volatility_analyzer.calculate_pv_divergence(-5.0, 2.0)
|
||||
assert divergence < 0.0
|
||||
|
||||
def test_calculate_momentum_score(self, volatility_analyzer: VolatilityAnalyzer) -> None:
|
||||
def test_calculate_momentum_score(
|
||||
self, volatility_analyzer: VolatilityAnalyzer
|
||||
) -> None:
|
||||
"""Test momentum score calculation."""
|
||||
score = volatility_analyzer.calculate_momentum_score(
|
||||
price_change_1m=5.0,
|
||||
@@ -492,7 +500,9 @@ class TestMarketScanner:
|
||||
# Should keep all current stocks since they're all in top movers
|
||||
assert set(updated) == set(current_watchlist)
|
||||
|
||||
def test_get_updated_watchlist_max_replacements(self, scanner: MarketScanner) -> None:
|
||||
def test_get_updated_watchlist_max_replacements(
|
||||
self, scanner: MarketScanner
|
||||
) -> None:
|
||||
"""Test that max_replacements limit is respected."""
|
||||
current_watchlist = ["000660", "035420", "005490"]
|
||||
|
||||
@@ -546,6 +556,8 @@ class TestMarketScanner:
|
||||
active_count = 0
|
||||
peak_count = 0
|
||||
|
||||
original_scan = scanner.scan_stock
|
||||
|
||||
async def tracking_scan(code: str, market: Any) -> VolatilityMetrics:
|
||||
nonlocal active_count, peak_count
|
||||
active_count += 1
|
||||
|
||||
Reference in New Issue
Block a user