c57ccc4bca
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Add safe_float() helper function to safely convert API response values
to float, handling empty strings, None, and invalid values that cause
ValueError: "could not convert string to float: ''".
Changes:
- Add safe_float() function in src/main.py with full docstring
- Replace all float() calls with safe_float() in trading_cycle()
- Domestic market: orderbook prices, balance amounts
- Overseas market: price data, balance info
- Add 6 comprehensive unit tests for safe_float()
The function handles:
- Empty strings ("") → default (0.0)
- None values → default (0.0)
- Invalid strings ("abc") → default (0.0)
- Valid strings ("123.45") → parsed float
- Float inputs (123.45) → pass through
This prevents crashes when KIS API returns empty strings during
market closed hours or data unavailability.
Fixes: #44
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
598 lines
20 KiB
Python
598 lines
20 KiB
Python
"""Tests for main trading loop telegram integration."""
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import asyncio
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from unittest.mock import AsyncMock, MagicMock, patch
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import pytest
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from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
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from src.main import safe_float, trading_cycle
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class TestSafeFloat:
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"""Test safe_float() helper function."""
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def test_converts_valid_string(self):
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"""Test conversion of valid numeric string."""
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assert safe_float("123.45") == 123.45
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assert safe_float("0") == 0.0
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assert safe_float("-99.9") == -99.9
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def test_handles_empty_string(self):
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"""Test empty string returns default."""
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assert safe_float("") == 0.0
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assert safe_float("", 99.0) == 99.0
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def test_handles_none(self):
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"""Test None returns default."""
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assert safe_float(None) == 0.0
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assert safe_float(None, 42.0) == 42.0
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def test_handles_invalid_string(self):
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"""Test invalid string returns default."""
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assert safe_float("invalid") == 0.0
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assert safe_float("not_a_number", 100.0) == 100.0
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assert safe_float("12.34.56") == 0.0
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def test_handles_float_input(self):
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"""Test float input passes through."""
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assert safe_float(123.45) == 123.45
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assert safe_float(0.0) == 0.0
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def test_custom_default(self):
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"""Test custom default value."""
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assert safe_float("", -1.0) == -1.0
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assert safe_float(None, 999.0) == 999.0
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class TestTradingCycleTelegramIntegration:
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"""Test telegram notifications in trading_cycle function."""
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@pytest.fixture
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def mock_broker(self) -> MagicMock:
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"""Create mock broker."""
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broker = MagicMock()
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broker.get_orderbook = AsyncMock(
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return_value={
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"output1": {
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"stck_prpr": "50000",
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"frgn_ntby_qty": "100",
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}
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}
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)
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broker.get_balance = AsyncMock(
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return_value={
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"output2": [
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{
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"tot_evlu_amt": "10000000",
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"dnca_tot_amt": "5000000",
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"pchs_amt_smtl_amt": "5000000",
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}
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]
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}
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)
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broker.send_order = AsyncMock(return_value={"msg1": "OK"})
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return broker
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@pytest.fixture
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def mock_overseas_broker(self) -> MagicMock:
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"""Create mock overseas broker."""
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broker = MagicMock()
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return broker
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@pytest.fixture
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def mock_brain(self) -> MagicMock:
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"""Create mock brain that decides to buy."""
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brain = MagicMock()
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decision = MagicMock()
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decision.action = "BUY"
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decision.confidence = 85
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decision.rationale = "Test buy"
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brain.decide = AsyncMock(return_value=decision)
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return brain
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@pytest.fixture
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def mock_risk(self) -> MagicMock:
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"""Create mock risk manager."""
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risk = MagicMock()
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risk.validate_order = MagicMock()
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return risk
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@pytest.fixture
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def mock_db(self) -> MagicMock:
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"""Create mock database connection."""
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return MagicMock()
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@pytest.fixture
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def mock_decision_logger(self) -> MagicMock:
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"""Create mock decision logger."""
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logger = MagicMock()
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logger.log_decision = MagicMock()
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return logger
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@pytest.fixture
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def mock_context_store(self) -> MagicMock:
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"""Create mock context store."""
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store = MagicMock()
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store.get_latest_timeframe = MagicMock(return_value=None)
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return store
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@pytest.fixture
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def mock_criticality_assessor(self) -> MagicMock:
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"""Create mock criticality assessor."""
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assessor = MagicMock()
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assessor.assess_market_conditions = MagicMock(
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return_value=MagicMock(value="NORMAL")
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)
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assessor.get_timeout = MagicMock(return_value=5.0)
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return assessor
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@pytest.fixture
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def mock_telegram(self) -> MagicMock:
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"""Create mock telegram client."""
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telegram = MagicMock()
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telegram.notify_trade_execution = AsyncMock()
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telegram.notify_fat_finger = AsyncMock()
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telegram.notify_circuit_breaker = AsyncMock()
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return telegram
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@pytest.fixture
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def mock_market(self) -> MagicMock:
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"""Create mock market info."""
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market = MagicMock()
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market.name = "Korea"
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market.code = "KR"
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market.exchange_code = "KRX"
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market.is_domestic = True
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return market
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@pytest.mark.asyncio
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async def test_trade_execution_notification_sent(
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self,
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mock_broker: MagicMock,
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mock_overseas_broker: MagicMock,
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mock_brain: MagicMock,
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mock_risk: MagicMock,
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mock_db: MagicMock,
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mock_decision_logger: MagicMock,
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mock_context_store: MagicMock,
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mock_criticality_assessor: MagicMock,
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mock_telegram: MagicMock,
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mock_market: MagicMock,
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) -> None:
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"""Test telegram notification sent on trade execution."""
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with patch("src.main.log_trade"):
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await trading_cycle(
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broker=mock_broker,
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overseas_broker=mock_overseas_broker,
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brain=mock_brain,
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risk=mock_risk,
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db_conn=mock_db,
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decision_logger=mock_decision_logger,
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context_store=mock_context_store,
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criticality_assessor=mock_criticality_assessor,
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telegram=mock_telegram,
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market=mock_market,
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stock_code="005930",
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)
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# Verify notification was sent
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mock_telegram.notify_trade_execution.assert_called_once()
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call_kwargs = mock_telegram.notify_trade_execution.call_args.kwargs
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assert call_kwargs["stock_code"] == "005930"
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assert call_kwargs["market"] == "Korea"
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assert call_kwargs["action"] == "BUY"
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assert call_kwargs["confidence"] == 85
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@pytest.mark.asyncio
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async def test_trade_execution_notification_failure_doesnt_crash(
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self,
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mock_broker: MagicMock,
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mock_overseas_broker: MagicMock,
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mock_brain: MagicMock,
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mock_risk: MagicMock,
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mock_db: MagicMock,
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mock_decision_logger: MagicMock,
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mock_context_store: MagicMock,
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mock_criticality_assessor: MagicMock,
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mock_telegram: MagicMock,
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mock_market: MagicMock,
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) -> None:
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"""Test trading continues even if notification fails."""
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# Make notification fail
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mock_telegram.notify_trade_execution.side_effect = Exception("API error")
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with patch("src.main.log_trade"):
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# Should not raise exception
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await trading_cycle(
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broker=mock_broker,
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overseas_broker=mock_overseas_broker,
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brain=mock_brain,
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risk=mock_risk,
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db_conn=mock_db,
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decision_logger=mock_decision_logger,
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context_store=mock_context_store,
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criticality_assessor=mock_criticality_assessor,
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telegram=mock_telegram,
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market=mock_market,
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stock_code="005930",
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)
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# Verify notification was attempted
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mock_telegram.notify_trade_execution.assert_called_once()
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@pytest.mark.asyncio
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async def test_fat_finger_notification_sent(
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self,
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mock_broker: MagicMock,
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mock_overseas_broker: MagicMock,
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mock_brain: MagicMock,
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mock_risk: MagicMock,
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mock_db: MagicMock,
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mock_decision_logger: MagicMock,
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mock_context_store: MagicMock,
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mock_criticality_assessor: MagicMock,
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mock_telegram: MagicMock,
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mock_market: MagicMock,
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) -> None:
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"""Test telegram notification sent on fat finger rejection."""
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# Make risk manager reject the order
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mock_risk.validate_order.side_effect = FatFingerRejected(
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order_amount=2000000,
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total_cash=5000000,
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max_pct=30.0,
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)
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with patch("src.main.log_trade"):
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with pytest.raises(FatFingerRejected):
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await trading_cycle(
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broker=mock_broker,
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overseas_broker=mock_overseas_broker,
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brain=mock_brain,
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risk=mock_risk,
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db_conn=mock_db,
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decision_logger=mock_decision_logger,
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context_store=mock_context_store,
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criticality_assessor=mock_criticality_assessor,
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telegram=mock_telegram,
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market=mock_market,
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stock_code="005930",
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)
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# Verify notification was sent
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mock_telegram.notify_fat_finger.assert_called_once()
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call_kwargs = mock_telegram.notify_fat_finger.call_args.kwargs
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assert call_kwargs["stock_code"] == "005930"
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assert call_kwargs["order_amount"] == 2000000
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assert call_kwargs["total_cash"] == 5000000
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assert call_kwargs["max_pct"] == 30.0
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@pytest.mark.asyncio
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async def test_fat_finger_notification_failure_still_raises(
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self,
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mock_broker: MagicMock,
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mock_overseas_broker: MagicMock,
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mock_brain: MagicMock,
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mock_risk: MagicMock,
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mock_db: MagicMock,
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mock_decision_logger: MagicMock,
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mock_context_store: MagicMock,
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mock_criticality_assessor: MagicMock,
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mock_telegram: MagicMock,
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mock_market: MagicMock,
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) -> None:
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"""Test fat finger exception still raised even if notification fails."""
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# Make risk manager reject the order
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mock_risk.validate_order.side_effect = FatFingerRejected(
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order_amount=2000000,
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total_cash=5000000,
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max_pct=30.0,
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)
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# Make notification fail
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mock_telegram.notify_fat_finger.side_effect = Exception("API error")
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with patch("src.main.log_trade"):
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with pytest.raises(FatFingerRejected):
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await trading_cycle(
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broker=mock_broker,
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overseas_broker=mock_overseas_broker,
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brain=mock_brain,
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risk=mock_risk,
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db_conn=mock_db,
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decision_logger=mock_decision_logger,
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context_store=mock_context_store,
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criticality_assessor=mock_criticality_assessor,
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telegram=mock_telegram,
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market=mock_market,
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stock_code="005930",
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)
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# Verify notification was attempted
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mock_telegram.notify_fat_finger.assert_called_once()
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@pytest.mark.asyncio
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async def test_no_notification_on_hold_decision(
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self,
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mock_broker: MagicMock,
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mock_overseas_broker: MagicMock,
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mock_brain: MagicMock,
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mock_risk: MagicMock,
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mock_db: MagicMock,
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mock_decision_logger: MagicMock,
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mock_context_store: MagicMock,
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mock_criticality_assessor: MagicMock,
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mock_telegram: MagicMock,
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mock_market: MagicMock,
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) -> None:
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"""Test no trade notification sent when decision is HOLD."""
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# Change brain decision to HOLD
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decision = MagicMock()
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decision.action = "HOLD"
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decision.confidence = 50
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decision.rationale = "Insufficient signal"
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mock_brain.decide = AsyncMock(return_value=decision)
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with patch("src.main.log_trade"):
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await trading_cycle(
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broker=mock_broker,
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overseas_broker=mock_overseas_broker,
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brain=mock_brain,
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risk=mock_risk,
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db_conn=mock_db,
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decision_logger=mock_decision_logger,
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context_store=mock_context_store,
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criticality_assessor=mock_criticality_assessor,
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telegram=mock_telegram,
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market=mock_market,
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stock_code="005930",
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)
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# Verify no trade notification sent
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mock_telegram.notify_trade_execution.assert_not_called()
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class TestRunFunctionTelegramIntegration:
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"""Test telegram notifications in run function."""
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@pytest.mark.asyncio
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async def test_circuit_breaker_notification_sent(self) -> None:
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"""Test telegram notification sent when circuit breaker trips."""
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mock_telegram = MagicMock()
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mock_telegram.notify_circuit_breaker = AsyncMock()
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# Simulate circuit breaker exception
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exc = CircuitBreakerTripped(pnl_pct=-3.5, threshold=-3.0)
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# Test the notification logic
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try:
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await mock_telegram.notify_circuit_breaker(
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pnl_pct=exc.pnl_pct,
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threshold=exc.threshold,
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)
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except Exception:
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pass # Ignore errors in notification
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# Verify notification was called
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mock_telegram.notify_circuit_breaker.assert_called_once_with(
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pnl_pct=-3.5,
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threshold=-3.0,
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)
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class TestOverseasBalanceParsing:
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"""Test overseas balance output2 parsing handles different formats."""
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@pytest.fixture
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def mock_overseas_broker_with_list(self) -> MagicMock:
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"""Create mock overseas broker returning list format."""
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broker = MagicMock()
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broker.get_overseas_price = AsyncMock(
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return_value={"output": {"last": "150.50"}}
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)
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broker.get_overseas_balance = AsyncMock(
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return_value={
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"output2": [
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{
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"frcr_evlu_tota": "10000.00",
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"frcr_dncl_amt_2": "5000.00",
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"frcr_buy_amt_smtl": "4500.00",
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}
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]
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}
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)
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return broker
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@pytest.fixture
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def mock_overseas_broker_with_dict(self) -> MagicMock:
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"""Create mock overseas broker returning dict format."""
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broker = MagicMock()
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broker.get_overseas_price = AsyncMock(
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return_value={"output": {"last": "150.50"}}
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)
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broker.get_overseas_balance = AsyncMock(
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return_value={
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"output2": {
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"frcr_evlu_tota": "10000.00",
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"frcr_dncl_amt_2": "5000.00",
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"frcr_buy_amt_smtl": "4500.00",
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}
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}
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)
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return broker
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@pytest.fixture
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def mock_overseas_broker_with_empty(self) -> MagicMock:
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"""Create mock overseas broker returning empty output2."""
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broker = MagicMock()
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broker.get_overseas_price = AsyncMock(
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return_value={"output": {"last": "150.50"}}
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)
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broker.get_overseas_balance = AsyncMock(return_value={"output2": []})
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return broker
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@pytest.fixture
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def mock_domestic_broker(self) -> MagicMock:
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"""Create minimal mock domestic broker."""
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broker = MagicMock()
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return broker
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@pytest.fixture
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def mock_overseas_market(self) -> MagicMock:
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"""Create mock overseas market info."""
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market = MagicMock()
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market.name = "NASDAQ"
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market.code = "US_NASDAQ"
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market.exchange_code = "NASD"
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market.is_domestic = False
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return market
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@pytest.fixture
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def mock_brain_hold(self) -> MagicMock:
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"""Create mock brain that always holds."""
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brain = MagicMock()
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decision = MagicMock()
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decision.action = "HOLD"
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decision.confidence = 50
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decision.rationale = "Testing balance parsing"
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brain.decide = AsyncMock(return_value=decision)
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return brain
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@pytest.fixture
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def mock_risk(self) -> MagicMock:
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"""Create mock risk manager."""
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return MagicMock()
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@pytest.fixture
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def mock_db(self) -> MagicMock:
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"""Create mock database."""
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return MagicMock()
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@pytest.fixture
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def mock_decision_logger(self) -> MagicMock:
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"""Create mock decision logger."""
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return MagicMock()
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@pytest.fixture
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def mock_context_store(self) -> MagicMock:
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"""Create mock context store."""
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store = MagicMock()
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store.get_latest_timeframe = MagicMock(return_value=None)
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return store
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@pytest.fixture
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def mock_criticality_assessor(self) -> MagicMock:
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"""Create mock criticality assessor."""
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assessor = MagicMock()
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assessor.assess_market_conditions = MagicMock(
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return_value=MagicMock(value="NORMAL")
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)
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assessor.get_timeout = MagicMock(return_value=5.0)
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return assessor
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@pytest.fixture
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def mock_telegram(self) -> MagicMock:
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"""Create mock telegram client."""
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return MagicMock()
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@pytest.mark.asyncio
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async def test_overseas_balance_list_format(
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self,
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mock_domestic_broker: MagicMock,
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mock_overseas_broker_with_list: MagicMock,
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mock_brain_hold: MagicMock,
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mock_risk: MagicMock,
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mock_db: MagicMock,
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mock_decision_logger: MagicMock,
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mock_context_store: MagicMock,
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mock_criticality_assessor: MagicMock,
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|
mock_telegram: MagicMock,
|
|
mock_overseas_market: MagicMock,
|
|
) -> None:
|
|
"""Test overseas balance parsing with list format (output2=[{...}])."""
|
|
with patch("src.main.log_trade"):
|
|
# Should not raise KeyError
|
|
await trading_cycle(
|
|
broker=mock_domestic_broker,
|
|
overseas_broker=mock_overseas_broker_with_list,
|
|
brain=mock_brain_hold,
|
|
risk=mock_risk,
|
|
db_conn=mock_db,
|
|
decision_logger=mock_decision_logger,
|
|
context_store=mock_context_store,
|
|
criticality_assessor=mock_criticality_assessor,
|
|
telegram=mock_telegram,
|
|
market=mock_overseas_market,
|
|
stock_code="AAPL",
|
|
)
|
|
|
|
# Verify balance API was called
|
|
mock_overseas_broker_with_list.get_overseas_balance.assert_called_once()
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_overseas_balance_dict_format(
|
|
self,
|
|
mock_domestic_broker: MagicMock,
|
|
mock_overseas_broker_with_dict: MagicMock,
|
|
mock_brain_hold: MagicMock,
|
|
mock_risk: MagicMock,
|
|
mock_db: MagicMock,
|
|
mock_decision_logger: MagicMock,
|
|
mock_context_store: MagicMock,
|
|
mock_criticality_assessor: MagicMock,
|
|
mock_telegram: MagicMock,
|
|
mock_overseas_market: MagicMock,
|
|
) -> None:
|
|
"""Test overseas balance parsing with dict format (output2={...})."""
|
|
with patch("src.main.log_trade"):
|
|
# Should not raise KeyError
|
|
await trading_cycle(
|
|
broker=mock_domestic_broker,
|
|
overseas_broker=mock_overseas_broker_with_dict,
|
|
brain=mock_brain_hold,
|
|
risk=mock_risk,
|
|
db_conn=mock_db,
|
|
decision_logger=mock_decision_logger,
|
|
context_store=mock_context_store,
|
|
criticality_assessor=mock_criticality_assessor,
|
|
telegram=mock_telegram,
|
|
market=mock_overseas_market,
|
|
stock_code="AAPL",
|
|
)
|
|
|
|
# Verify balance API was called
|
|
mock_overseas_broker_with_dict.get_overseas_balance.assert_called_once()
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_overseas_balance_empty_format(
|
|
self,
|
|
mock_domestic_broker: MagicMock,
|
|
mock_overseas_broker_with_empty: MagicMock,
|
|
mock_brain_hold: MagicMock,
|
|
mock_risk: MagicMock,
|
|
mock_db: MagicMock,
|
|
mock_decision_logger: MagicMock,
|
|
mock_context_store: MagicMock,
|
|
mock_criticality_assessor: MagicMock,
|
|
mock_telegram: MagicMock,
|
|
mock_overseas_market: MagicMock,
|
|
) -> None:
|
|
"""Test overseas balance parsing with empty output2."""
|
|
with patch("src.main.log_trade"):
|
|
# Should not raise KeyError, should default to 0
|
|
await trading_cycle(
|
|
broker=mock_domestic_broker,
|
|
overseas_broker=mock_overseas_broker_with_empty,
|
|
brain=mock_brain_hold,
|
|
risk=mock_risk,
|
|
db_conn=mock_db,
|
|
decision_logger=mock_decision_logger,
|
|
context_store=mock_context_store,
|
|
criticality_assessor=mock_criticality_assessor,
|
|
telegram=mock_telegram,
|
|
market=mock_overseas_market,
|
|
stock_code="AAPL",
|
|
)
|
|
|
|
# Verify balance API was called
|
|
mock_overseas_broker_with_empty.get_overseas_balance.assert_called_once()
|