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기존 정책(BUY +0.5%, SELL 현재가)의 두 가지 문제를 해결: - BUY 0.5% 버퍼는 대형주에서 불필요한 과다 지불 유발 ($50K 규모에서 연간 수십 달러 손실) - SELL 현재가 지정가는 가격이 소폭 하락 시 미체결 위험 (bid < last_price 구간) 변경: - BUY: current_price * 1.005 → current_price * 1.002 (+0.2%) 대형주 기준 90%+ 체결률 유지하면서 과다 지불 최소화 - SELL: current_price → current_price * 0.998 (-0.2%) bid가 last_price 아래일 때도 체결 보장 - VTS(paper)와 live 동일 정책 적용 — 더 현실적인 시뮬레이션 - KIS 시장가 주문은 상한가 기준 수량 계산 버그로 사용 안 함(유지) 테스트: - test_overseas_buy_order_uses_limit_price: 1.005 → 1.002 업데이트 - test_overseas_sell_order_uses_limit_price_below_current: 신규 추가 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
3875 lines
138 KiB
Python
3875 lines
138 KiB
Python
"""Tests for main trading loop integration."""
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from datetime import UTC, date, datetime
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from unittest.mock import ANY, AsyncMock, MagicMock, patch
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import pytest
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from src.config import Settings
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from src.context.layer import ContextLayer
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from src.context.scheduler import ScheduleResult
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from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
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from src.db import init_db, log_trade
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from src.evolution.scorecard import DailyScorecard
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from src.logging.decision_logger import DecisionLogger
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from src.main import (
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_apply_dashboard_flag,
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_determine_order_quantity,
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_extract_held_codes_from_balance,
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_extract_held_qty_from_balance,
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_handle_market_close,
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_retry_connection,
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_run_context_scheduler,
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_run_evolution_loop,
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_start_dashboard_server,
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run_daily_session,
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safe_float,
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sync_positions_from_broker,
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trading_cycle,
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)
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from src.strategy.models import (
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DayPlaybook,
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ScenarioAction,
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StockCondition,
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StockScenario,
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)
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from src.strategy.scenario_engine import ScenarioEngine, ScenarioMatch
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def _make_playbook(market: str = "KR") -> DayPlaybook:
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"""Create a minimal empty playbook for testing."""
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return DayPlaybook(date=date(2026, 2, 8), market=market)
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def _make_buy_match(stock_code: str = "005930") -> ScenarioMatch:
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"""Create a ScenarioMatch that returns BUY."""
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return ScenarioMatch(
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stock_code=stock_code,
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matched_scenario=None,
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action=ScenarioAction.BUY,
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confidence=85,
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rationale="Test buy",
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)
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def _make_hold_match(stock_code: str = "005930") -> ScenarioMatch:
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"""Create a ScenarioMatch that returns HOLD."""
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return ScenarioMatch(
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stock_code=stock_code,
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matched_scenario=None,
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action=ScenarioAction.HOLD,
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confidence=0,
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rationale="No scenario conditions met",
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)
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def _make_sell_match(stock_code: str = "005930") -> ScenarioMatch:
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"""Create a ScenarioMatch that returns SELL."""
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return ScenarioMatch(
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stock_code=stock_code,
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matched_scenario=None,
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action=ScenarioAction.SELL,
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confidence=90,
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rationale="Test sell",
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)
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class TestExtractHeldQtyFromBalance:
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"""Tests for _extract_held_qty_from_balance()."""
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def _domestic_balance(self, stock_code: str, ord_psbl_qty: int) -> dict:
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return {
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"output1": [{"pdno": stock_code, "ord_psbl_qty": str(ord_psbl_qty)}],
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"output2": [{"dnca_tot_amt": "1000000"}],
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}
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def test_domestic_returns_ord_psbl_qty(self) -> None:
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balance = self._domestic_balance("005930", 7)
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assert _extract_held_qty_from_balance(balance, "005930", is_domestic=True) == 7
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def test_domestic_fallback_to_hldg_qty(self) -> None:
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balance = {"output1": [{"pdno": "005930", "hldg_qty": "3"}]}
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assert _extract_held_qty_from_balance(balance, "005930", is_domestic=True) == 3
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def test_domestic_returns_zero_when_not_found(self) -> None:
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balance = self._domestic_balance("005930", 5)
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assert _extract_held_qty_from_balance(balance, "000660", is_domestic=True) == 0
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def test_domestic_returns_zero_when_output1_empty(self) -> None:
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balance = {"output1": [], "output2": [{}]}
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assert _extract_held_qty_from_balance(balance, "005930", is_domestic=True) == 0
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def test_overseas_returns_ovrs_cblc_qty(self) -> None:
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balance = {"output1": [{"ovrs_pdno": "AAPL", "ovrs_cblc_qty": "10"}]}
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assert _extract_held_qty_from_balance(balance, "AAPL", is_domestic=False) == 10
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def test_overseas_fallback_to_hldg_qty(self) -> None:
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balance = {"output1": [{"ovrs_pdno": "AAPL", "hldg_qty": "4"}]}
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assert _extract_held_qty_from_balance(balance, "AAPL", is_domestic=False) == 4
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def test_case_insensitive_match(self) -> None:
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balance = {"output1": [{"pdno": "005930", "ord_psbl_qty": "2"}]}
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assert _extract_held_qty_from_balance(balance, "005930", is_domestic=True) == 2
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class TestExtractHeldCodesFromBalance:
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"""Tests for _extract_held_codes_from_balance()."""
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def test_returns_codes_with_positive_qty(self) -> None:
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balance = {
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"output1": [
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{"pdno": "005930", "ord_psbl_qty": "5"},
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{"pdno": "000660", "ord_psbl_qty": "3"},
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]
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}
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result = _extract_held_codes_from_balance(balance, is_domestic=True)
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assert set(result) == {"005930", "000660"}
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def test_excludes_zero_qty_holdings(self) -> None:
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balance = {
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"output1": [
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{"pdno": "005930", "ord_psbl_qty": "0"},
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{"pdno": "000660", "ord_psbl_qty": "2"},
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]
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}
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result = _extract_held_codes_from_balance(balance, is_domestic=True)
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assert "005930" not in result
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assert "000660" in result
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def test_returns_empty_when_output1_missing(self) -> None:
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balance: dict = {}
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assert _extract_held_codes_from_balance(balance, is_domestic=True) == []
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def test_overseas_uses_ovrs_pdno(self) -> None:
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balance = {"output1": [{"ovrs_pdno": "AAPL", "ovrs_cblc_qty": "3"}]}
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result = _extract_held_codes_from_balance(balance, is_domestic=False)
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assert result == ["AAPL"]
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class TestDetermineOrderQuantity:
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"""Test _determine_order_quantity() — SELL uses broker_held_qty."""
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def test_sell_returns_broker_held_qty(self) -> None:
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result = _determine_order_quantity(
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action="SELL",
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current_price=105.0,
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total_cash=50000.0,
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candidate=None,
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settings=None,
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broker_held_qty=7,
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)
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assert result == 7
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def test_sell_returns_zero_when_broker_qty_zero(self) -> None:
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result = _determine_order_quantity(
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action="SELL",
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current_price=105.0,
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total_cash=50000.0,
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candidate=None,
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settings=None,
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broker_held_qty=0,
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)
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assert result == 0
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def test_buy_without_position_sizing_returns_one(self) -> None:
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result = _determine_order_quantity(
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action="BUY",
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current_price=50000.0,
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total_cash=1000000.0,
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candidate=None,
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settings=None,
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)
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assert result == 1
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def test_buy_with_zero_cash_returns_zero(self) -> None:
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result = _determine_order_quantity(
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action="BUY",
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current_price=50000.0,
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total_cash=0.0,
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candidate=None,
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settings=None,
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)
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assert result == 0
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def test_buy_with_position_sizing_calculates_correctly(self) -> None:
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settings = MagicMock(spec=Settings)
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settings.POSITION_SIZING_ENABLED = True
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settings.POSITION_VOLATILITY_TARGET_SCORE = 50.0
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settings.POSITION_BASE_ALLOCATION_PCT = 10.0
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settings.POSITION_MAX_ALLOCATION_PCT = 30.0
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settings.POSITION_MIN_ALLOCATION_PCT = 1.0
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# 1,000,000 * 10% = 100,000 budget // 50,000 price = 2 shares
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result = _determine_order_quantity(
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action="BUY",
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current_price=50000.0,
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total_cash=1000000.0,
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candidate=None,
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settings=settings,
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)
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assert result == 2
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def test_determine_order_quantity_uses_playbook_allocation_pct(self) -> None:
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"""playbook_allocation_pct should take priority over volatility-based sizing."""
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settings = MagicMock(spec=Settings)
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settings.POSITION_SIZING_ENABLED = True
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settings.POSITION_MAX_ALLOCATION_PCT = 30.0
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settings.POSITION_MIN_ALLOCATION_PCT = 1.0
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# playbook says 20%, confidence 80 → scale=1.0 → 20%
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# 1,000,000 * 20% = 200,000 // 50,000 price = 4 shares
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result = _determine_order_quantity(
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action="BUY",
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current_price=50000.0,
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total_cash=1000000.0,
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candidate=None,
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settings=settings,
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playbook_allocation_pct=20.0,
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scenario_confidence=80,
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)
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assert result == 4
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def test_determine_order_quantity_confidence_scales_allocation(self) -> None:
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"""Higher confidence should produce a larger allocation (up to max)."""
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settings = MagicMock(spec=Settings)
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settings.POSITION_SIZING_ENABLED = True
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settings.POSITION_MAX_ALLOCATION_PCT = 30.0
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settings.POSITION_MIN_ALLOCATION_PCT = 1.0
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# confidence 96 → scale=1.2 → 10% * 1.2 = 12%
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# 1,000,000 * 12% = 120,000 // 50,000 price = 2 shares
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result = _determine_order_quantity(
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action="BUY",
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current_price=50000.0,
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total_cash=1000000.0,
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candidate=None,
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settings=settings,
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playbook_allocation_pct=10.0,
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scenario_confidence=96,
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)
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# scale = 96/80 = 1.2 → effective_pct = 12.0
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# budget = 1_000_000 * 0.12 = 120_000 → qty = 120_000 // 50_000 = 2
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assert result == 2
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def test_determine_order_quantity_confidence_clamped_to_max(self) -> None:
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"""Confidence scaling should not exceed POSITION_MAX_ALLOCATION_PCT."""
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settings = MagicMock(spec=Settings)
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settings.POSITION_SIZING_ENABLED = True
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settings.POSITION_MAX_ALLOCATION_PCT = 15.0
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settings.POSITION_MIN_ALLOCATION_PCT = 1.0
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# playbook 20% * scale 1.5 = 30% → clamped to 15%
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# 1,000,000 * 15% = 150,000 // 50,000 price = 3 shares
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result = _determine_order_quantity(
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action="BUY",
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current_price=50000.0,
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total_cash=1000000.0,
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candidate=None,
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settings=settings,
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playbook_allocation_pct=20.0,
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scenario_confidence=120, # extreme → scale = 1.5
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)
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assert result == 3
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def test_determine_order_quantity_fallback_when_no_playbook(self) -> None:
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"""Without playbook_allocation_pct, falls back to volatility-based sizing."""
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settings = MagicMock(spec=Settings)
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settings.POSITION_SIZING_ENABLED = True
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settings.POSITION_VOLATILITY_TARGET_SCORE = 50.0
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settings.POSITION_BASE_ALLOCATION_PCT = 10.0
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settings.POSITION_MAX_ALLOCATION_PCT = 30.0
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settings.POSITION_MIN_ALLOCATION_PCT = 1.0
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# Same as test_buy_with_position_sizing_calculates_correctly (no playbook)
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result = _determine_order_quantity(
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action="BUY",
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current_price=50000.0,
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total_cash=1000000.0,
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candidate=None,
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settings=settings,
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playbook_allocation_pct=None, # explicit None → fallback
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)
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assert result == 2
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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_current_price = AsyncMock(return_value=(50000.0, 1.23, 100.0))
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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_scenario_engine(self) -> MagicMock:
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"""Create mock scenario engine that returns BUY."""
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engine = MagicMock(spec=ScenarioEngine)
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engine.evaluate = MagicMock(return_value=_make_buy_match())
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return engine
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@pytest.fixture
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def mock_playbook(self) -> DayPlaybook:
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"""Create a minimal day playbook."""
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return _make_playbook()
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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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telegram.notify_scenario_matched = 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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|
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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_scenario_engine: MagicMock,
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mock_playbook: DayPlaybook,
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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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scenario_engine=mock_scenario_engine,
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playbook=mock_playbook,
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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,
|
|
criticality_assessor=mock_criticality_assessor,
|
|
telegram=mock_telegram,
|
|
market=mock_market,
|
|
stock_code="005930",
|
|
scan_candidates={},
|
|
)
|
|
|
|
# Verify notification was sent
|
|
mock_telegram.notify_trade_execution.assert_called_once()
|
|
call_kwargs = mock_telegram.notify_trade_execution.call_args.kwargs
|
|
assert call_kwargs["stock_code"] == "005930"
|
|
assert call_kwargs["market"] == "Korea"
|
|
assert call_kwargs["action"] == "BUY"
|
|
assert call_kwargs["confidence"] == 85
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_trade_execution_notification_failure_doesnt_crash(
|
|
self,
|
|
mock_broker: MagicMock,
|
|
mock_overseas_broker: MagicMock,
|
|
mock_scenario_engine: MagicMock,
|
|
mock_playbook: DayPlaybook,
|
|
mock_risk: MagicMock,
|
|
mock_db: MagicMock,
|
|
mock_decision_logger: MagicMock,
|
|
mock_context_store: MagicMock,
|
|
mock_criticality_assessor: MagicMock,
|
|
mock_telegram: MagicMock,
|
|
mock_market: MagicMock,
|
|
) -> None:
|
|
"""Test trading continues even if notification fails."""
|
|
# Make notification fail
|
|
mock_telegram.notify_trade_execution.side_effect = Exception("API error")
|
|
|
|
with patch("src.main.log_trade"):
|
|
# Should not raise exception
|
|
await trading_cycle(
|
|
broker=mock_broker,
|
|
overseas_broker=mock_overseas_broker,
|
|
scenario_engine=mock_scenario_engine,
|
|
playbook=mock_playbook,
|
|
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_market,
|
|
stock_code="005930",
|
|
scan_candidates={},
|
|
)
|
|
|
|
# Verify notification was attempted
|
|
mock_telegram.notify_trade_execution.assert_called_once()
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_fat_finger_notification_sent(
|
|
self,
|
|
mock_broker: MagicMock,
|
|
mock_overseas_broker: MagicMock,
|
|
mock_scenario_engine: MagicMock,
|
|
mock_playbook: DayPlaybook,
|
|
mock_risk: MagicMock,
|
|
mock_db: MagicMock,
|
|
mock_decision_logger: MagicMock,
|
|
mock_context_store: MagicMock,
|
|
mock_criticality_assessor: MagicMock,
|
|
mock_telegram: MagicMock,
|
|
mock_market: MagicMock,
|
|
) -> None:
|
|
"""Test telegram notification sent on fat finger rejection."""
|
|
# Make risk manager reject the order
|
|
mock_risk.validate_order.side_effect = FatFingerRejected(
|
|
order_amount=2000000,
|
|
total_cash=5000000,
|
|
max_pct=30.0,
|
|
)
|
|
|
|
with patch("src.main.log_trade"):
|
|
with pytest.raises(FatFingerRejected):
|
|
await trading_cycle(
|
|
broker=mock_broker,
|
|
overseas_broker=mock_overseas_broker,
|
|
scenario_engine=mock_scenario_engine,
|
|
playbook=mock_playbook,
|
|
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_market,
|
|
stock_code="005930",
|
|
scan_candidates={},
|
|
)
|
|
|
|
# Verify notification was sent
|
|
mock_telegram.notify_fat_finger.assert_called_once()
|
|
call_kwargs = mock_telegram.notify_fat_finger.call_args.kwargs
|
|
assert call_kwargs["stock_code"] == "005930"
|
|
assert call_kwargs["order_amount"] == 2000000
|
|
assert call_kwargs["total_cash"] == 5000000
|
|
assert call_kwargs["max_pct"] == 30.0
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_fat_finger_notification_failure_still_raises(
|
|
self,
|
|
mock_broker: MagicMock,
|
|
mock_overseas_broker: MagicMock,
|
|
mock_scenario_engine: MagicMock,
|
|
mock_playbook: DayPlaybook,
|
|
mock_risk: MagicMock,
|
|
mock_db: MagicMock,
|
|
mock_decision_logger: MagicMock,
|
|
mock_context_store: MagicMock,
|
|
mock_criticality_assessor: MagicMock,
|
|
mock_telegram: MagicMock,
|
|
mock_market: MagicMock,
|
|
) -> None:
|
|
"""Test fat finger exception still raised even if notification fails."""
|
|
# Make risk manager reject the order
|
|
mock_risk.validate_order.side_effect = FatFingerRejected(
|
|
order_amount=2000000,
|
|
total_cash=5000000,
|
|
max_pct=30.0,
|
|
)
|
|
# Make notification fail
|
|
mock_telegram.notify_fat_finger.side_effect = Exception("API error")
|
|
|
|
with patch("src.main.log_trade"):
|
|
with pytest.raises(FatFingerRejected):
|
|
await trading_cycle(
|
|
broker=mock_broker,
|
|
overseas_broker=mock_overseas_broker,
|
|
scenario_engine=mock_scenario_engine,
|
|
playbook=mock_playbook,
|
|
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_market,
|
|
stock_code="005930",
|
|
scan_candidates={},
|
|
)
|
|
|
|
# Verify notification was attempted
|
|
mock_telegram.notify_fat_finger.assert_called_once()
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_no_notification_on_hold_decision(
|
|
self,
|
|
mock_broker: MagicMock,
|
|
mock_overseas_broker: MagicMock,
|
|
mock_scenario_engine: MagicMock,
|
|
mock_playbook: DayPlaybook,
|
|
mock_risk: MagicMock,
|
|
mock_db: MagicMock,
|
|
mock_decision_logger: MagicMock,
|
|
mock_context_store: MagicMock,
|
|
mock_criticality_assessor: MagicMock,
|
|
mock_telegram: MagicMock,
|
|
mock_market: MagicMock,
|
|
) -> None:
|
|
"""Test no trade notification sent when decision is HOLD."""
|
|
# Scenario engine returns HOLD
|
|
mock_scenario_engine.evaluate = MagicMock(return_value=_make_hold_match())
|
|
|
|
with patch("src.main.log_trade"):
|
|
await trading_cycle(
|
|
broker=mock_broker,
|
|
overseas_broker=mock_overseas_broker,
|
|
scenario_engine=mock_scenario_engine,
|
|
playbook=mock_playbook,
|
|
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_market,
|
|
stock_code="005930",
|
|
scan_candidates={},
|
|
)
|
|
|
|
# Verify no trade notification sent
|
|
mock_telegram.notify_trade_execution.assert_not_called()
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_sell_skips_fat_finger_check(
|
|
self,
|
|
mock_broker: MagicMock,
|
|
mock_overseas_broker: MagicMock,
|
|
mock_scenario_engine: MagicMock,
|
|
mock_playbook: DayPlaybook,
|
|
mock_risk: MagicMock,
|
|
mock_db: MagicMock,
|
|
mock_decision_logger: MagicMock,
|
|
mock_context_store: MagicMock,
|
|
mock_criticality_assessor: MagicMock,
|
|
mock_telegram: MagicMock,
|
|
mock_market: MagicMock,
|
|
) -> None:
|
|
"""SELL orders must not be blocked by fat-finger check.
|
|
|
|
Even if position value > 30% of cash (e.g. stop-loss on a large holding
|
|
with low remaining cash), the SELL should proceed — only circuit breaker
|
|
applies to SELLs.
|
|
"""
|
|
# SELL decision with held qty=100 shares @ 50,000 = 5,000,000
|
|
# cash = 5,000,000 → ratio = 100% which would normally trigger fat finger
|
|
mock_scenario_engine.evaluate = MagicMock(return_value=_make_sell_match())
|
|
mock_broker.get_balance = AsyncMock(
|
|
return_value={
|
|
"output1": [{"pdno": "005930", "ord_psbl_qty": "100"}],
|
|
"output2": [
|
|
{
|
|
"tot_evlu_amt": "10000000",
|
|
"dnca_tot_amt": "5000000",
|
|
"pchs_amt_smtl_amt": "5000000",
|
|
}
|
|
],
|
|
}
|
|
)
|
|
|
|
with patch("src.main.log_trade"):
|
|
await trading_cycle(
|
|
broker=mock_broker,
|
|
overseas_broker=mock_overseas_broker,
|
|
scenario_engine=mock_scenario_engine,
|
|
playbook=mock_playbook,
|
|
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_market,
|
|
stock_code="005930",
|
|
scan_candidates={},
|
|
)
|
|
|
|
# validate_order (which includes fat finger) must NOT be called for SELL
|
|
mock_risk.validate_order.assert_not_called()
|
|
# check_circuit_breaker MUST be called for SELL
|
|
mock_risk.check_circuit_breaker.assert_called_once()
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_sell_circuit_breaker_still_applies(
|
|
self,
|
|
mock_broker: MagicMock,
|
|
mock_overseas_broker: MagicMock,
|
|
mock_scenario_engine: MagicMock,
|
|
mock_playbook: DayPlaybook,
|
|
mock_risk: MagicMock,
|
|
mock_db: MagicMock,
|
|
mock_decision_logger: MagicMock,
|
|
mock_context_store: MagicMock,
|
|
mock_criticality_assessor: MagicMock,
|
|
mock_telegram: MagicMock,
|
|
mock_market: MagicMock,
|
|
) -> None:
|
|
"""SELL orders must still respect the circuit breaker."""
|
|
mock_scenario_engine.evaluate = MagicMock(return_value=_make_sell_match())
|
|
mock_broker.get_balance = AsyncMock(
|
|
return_value={
|
|
"output1": [{"pdno": "005930", "ord_psbl_qty": "100"}],
|
|
"output2": [
|
|
{
|
|
"tot_evlu_amt": "10000000",
|
|
"dnca_tot_amt": "5000000",
|
|
"pchs_amt_smtl_amt": "5000000",
|
|
}
|
|
],
|
|
}
|
|
)
|
|
mock_risk.check_circuit_breaker.side_effect = CircuitBreakerTripped(
|
|
pnl_pct=-4.0, threshold=-3.0
|
|
)
|
|
|
|
with patch("src.main.log_trade"):
|
|
with pytest.raises(CircuitBreakerTripped):
|
|
await trading_cycle(
|
|
broker=mock_broker,
|
|
overseas_broker=mock_overseas_broker,
|
|
scenario_engine=mock_scenario_engine,
|
|
playbook=mock_playbook,
|
|
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_market,
|
|
stock_code="005930",
|
|
scan_candidates={},
|
|
)
|
|
|
|
mock_risk.check_circuit_breaker.assert_called_once()
|
|
mock_risk.validate_order.assert_not_called()
|
|
|
|
|
|
class TestRunFunctionTelegramIntegration:
|
|
"""Test telegram notifications in run function."""
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_circuit_breaker_notification_sent(self) -> None:
|
|
"""Test telegram notification sent when circuit breaker trips."""
|
|
mock_telegram = MagicMock()
|
|
mock_telegram.notify_circuit_breaker = AsyncMock()
|
|
|
|
# Simulate circuit breaker exception
|
|
exc = CircuitBreakerTripped(pnl_pct=-3.5, threshold=-3.0)
|
|
|
|
# Test the notification logic
|
|
try:
|
|
await mock_telegram.notify_circuit_breaker(
|
|
pnl_pct=exc.pnl_pct,
|
|
threshold=exc.threshold,
|
|
)
|
|
except Exception:
|
|
pass # Ignore errors in notification
|
|
|
|
# Verify notification was called
|
|
mock_telegram.notify_circuit_breaker.assert_called_once_with(
|
|
pnl_pct=-3.5,
|
|
threshold=-3.0,
|
|
)
|
|
|
|
|
|
class TestOverseasBalanceParsing:
|
|
"""Test overseas balance output2 parsing handles different formats."""
|
|
|
|
@pytest.fixture
|
|
def mock_overseas_broker_with_list(self) -> MagicMock:
|
|
"""Create mock overseas broker returning list format."""
|
|
broker = MagicMock()
|
|
broker.get_overseas_price = AsyncMock(
|
|
return_value={"output": {"last": "150.50"}}
|
|
)
|
|
broker.get_overseas_balance = AsyncMock(
|
|
return_value={
|
|
"output2": [
|
|
{
|
|
"frcr_evlu_tota": "10000.00",
|
|
"frcr_dncl_amt_2": "5000.00",
|
|
"frcr_buy_amt_smtl": "4500.00",
|
|
}
|
|
]
|
|
}
|
|
)
|
|
return broker
|
|
|
|
@pytest.fixture
|
|
def mock_overseas_broker_with_dict(self) -> MagicMock:
|
|
"""Create mock overseas broker returning dict format."""
|
|
broker = MagicMock()
|
|
broker.get_overseas_price = AsyncMock(
|
|
return_value={"output": {"last": "150.50"}}
|
|
)
|
|
broker.get_overseas_balance = AsyncMock(
|
|
return_value={
|
|
"output2": {
|
|
"frcr_evlu_tota": "10000.00",
|
|
"frcr_dncl_amt_2": "5000.00",
|
|
"frcr_buy_amt_smtl": "4500.00",
|
|
}
|
|
}
|
|
)
|
|
return broker
|
|
|
|
@pytest.fixture
|
|
def mock_overseas_broker_with_empty(self) -> MagicMock:
|
|
"""Create mock overseas broker returning empty output2."""
|
|
broker = MagicMock()
|
|
broker.get_overseas_price = AsyncMock(
|
|
return_value={"output": {"last": "150.50"}}
|
|
)
|
|
broker.get_overseas_balance = AsyncMock(return_value={"output2": []})
|
|
return broker
|
|
|
|
@pytest.fixture
|
|
def mock_overseas_broker_with_empty_price(self) -> MagicMock:
|
|
"""Create mock overseas broker returning empty string for price."""
|
|
broker = MagicMock()
|
|
broker.get_overseas_price = AsyncMock(
|
|
return_value={"output": {"last": ""}} # Empty string
|
|
)
|
|
broker.get_overseas_balance = AsyncMock(
|
|
return_value={
|
|
"output2": [
|
|
{
|
|
"frcr_evlu_tota": "10000.00",
|
|
"frcr_dncl_amt_2": "5000.00",
|
|
"frcr_buy_amt_smtl": "4500.00",
|
|
}
|
|
]
|
|
}
|
|
)
|
|
return broker
|
|
|
|
@pytest.fixture
|
|
def mock_domestic_broker(self) -> MagicMock:
|
|
"""Create minimal mock domestic broker."""
|
|
broker = MagicMock()
|
|
return broker
|
|
|
|
@pytest.fixture
|
|
def mock_overseas_market(self) -> MagicMock:
|
|
"""Create mock overseas market info."""
|
|
market = MagicMock()
|
|
market.name = "NASDAQ"
|
|
market.code = "US_NASDAQ"
|
|
market.exchange_code = "NASD"
|
|
market.is_domestic = False
|
|
return market
|
|
|
|
@pytest.fixture
|
|
def mock_scenario_engine_hold(self) -> MagicMock:
|
|
"""Create mock scenario engine that always returns HOLD."""
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=_make_hold_match("AAPL"))
|
|
return engine
|
|
|
|
@pytest.fixture
|
|
def mock_playbook(self) -> DayPlaybook:
|
|
"""Create a minimal playbook."""
|
|
return _make_playbook("US")
|
|
|
|
@pytest.fixture
|
|
def mock_risk(self) -> MagicMock:
|
|
"""Create mock risk manager."""
|
|
return MagicMock()
|
|
|
|
@pytest.fixture
|
|
def mock_db(self) -> MagicMock:
|
|
"""Create mock database."""
|
|
return MagicMock()
|
|
|
|
@pytest.fixture
|
|
def mock_decision_logger(self) -> MagicMock:
|
|
"""Create mock decision logger."""
|
|
return MagicMock()
|
|
|
|
@pytest.fixture
|
|
def mock_context_store(self) -> MagicMock:
|
|
"""Create mock context store."""
|
|
store = MagicMock()
|
|
store.get_latest_timeframe = MagicMock(return_value=None)
|
|
return store
|
|
|
|
@pytest.fixture
|
|
def mock_criticality_assessor(self) -> MagicMock:
|
|
"""Create mock criticality assessor."""
|
|
assessor = MagicMock()
|
|
assessor.assess_market_conditions = MagicMock(
|
|
return_value=MagicMock(value="NORMAL")
|
|
)
|
|
assessor.get_timeout = MagicMock(return_value=5.0)
|
|
return assessor
|
|
|
|
@pytest.fixture
|
|
def mock_telegram(self) -> MagicMock:
|
|
"""Create mock telegram client."""
|
|
telegram = MagicMock()
|
|
telegram.notify_scenario_matched = AsyncMock()
|
|
return telegram
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_overseas_balance_list_format(
|
|
self,
|
|
mock_domestic_broker: MagicMock,
|
|
mock_overseas_broker_with_list: MagicMock,
|
|
mock_scenario_engine_hold: MagicMock,
|
|
mock_playbook: DayPlaybook,
|
|
mock_risk: MagicMock,
|
|
mock_db: MagicMock,
|
|
mock_decision_logger: MagicMock,
|
|
mock_context_store: MagicMock,
|
|
mock_criticality_assessor: MagicMock,
|
|
mock_telegram: MagicMock,
|
|
mock_overseas_market: MagicMock,
|
|
) -> None:
|
|
"""Test overseas balance parsing with list format (output2=[{...}])."""
|
|
with patch("src.main.log_trade"):
|
|
# Should not raise KeyError
|
|
await trading_cycle(
|
|
broker=mock_domestic_broker,
|
|
overseas_broker=mock_overseas_broker_with_list,
|
|
scenario_engine=mock_scenario_engine_hold,
|
|
playbook=mock_playbook,
|
|
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",
|
|
scan_candidates={},
|
|
)
|
|
|
|
# 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_scenario_engine_hold: MagicMock,
|
|
mock_playbook: DayPlaybook,
|
|
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,
|
|
scenario_engine=mock_scenario_engine_hold,
|
|
playbook=mock_playbook,
|
|
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",
|
|
scan_candidates={},
|
|
)
|
|
|
|
# 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_scenario_engine_hold: MagicMock,
|
|
mock_playbook: DayPlaybook,
|
|
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,
|
|
scenario_engine=mock_scenario_engine_hold,
|
|
playbook=mock_playbook,
|
|
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",
|
|
scan_candidates={},
|
|
)
|
|
|
|
# Verify balance API was called
|
|
mock_overseas_broker_with_empty.get_overseas_balance.assert_called_once()
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_overseas_price_empty_string(
|
|
self,
|
|
mock_domestic_broker: MagicMock,
|
|
mock_overseas_broker_with_empty_price: MagicMock,
|
|
mock_scenario_engine_hold: MagicMock,
|
|
mock_playbook: DayPlaybook,
|
|
mock_risk: MagicMock,
|
|
mock_db: MagicMock,
|
|
mock_decision_logger: MagicMock,
|
|
mock_context_store: MagicMock,
|
|
mock_criticality_assessor: MagicMock,
|
|
mock_telegram: MagicMock,
|
|
mock_overseas_market: MagicMock,
|
|
) -> None:
|
|
"""Test overseas price parsing with empty string (issue #49)."""
|
|
with patch("src.main.log_trade"):
|
|
# Should not raise ValueError, should default to 0.0
|
|
await trading_cycle(
|
|
broker=mock_domestic_broker,
|
|
overseas_broker=mock_overseas_broker_with_empty_price,
|
|
scenario_engine=mock_scenario_engine_hold,
|
|
playbook=mock_playbook,
|
|
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",
|
|
scan_candidates={},
|
|
)
|
|
|
|
# Verify price API was called
|
|
mock_overseas_broker_with_empty_price.get_overseas_price.assert_called_once()
|
|
|
|
@pytest.fixture
|
|
def mock_overseas_broker_with_buy_scenario(self) -> MagicMock:
|
|
"""Create mock overseas broker that returns a valid price for BUY orders."""
|
|
broker = MagicMock()
|
|
broker.get_overseas_price = AsyncMock(
|
|
return_value={"output": {"last": "182.50"}}
|
|
)
|
|
broker.get_overseas_balance = AsyncMock(
|
|
return_value={
|
|
"output2": [
|
|
{
|
|
"frcr_evlu_tota": "100000.00",
|
|
"frcr_dncl_amt_2": "50000.00",
|
|
"frcr_buy_amt_smtl": "50000.00",
|
|
}
|
|
]
|
|
}
|
|
)
|
|
broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"})
|
|
return broker
|
|
|
|
@pytest.fixture
|
|
def mock_scenario_engine_buy(self) -> MagicMock:
|
|
"""Create mock scenario engine that returns BUY."""
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=_make_buy_match("AAPL"))
|
|
return engine
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_overseas_buy_order_uses_limit_price(
|
|
self,
|
|
mock_domestic_broker: MagicMock,
|
|
mock_overseas_broker_with_buy_scenario: MagicMock,
|
|
mock_scenario_engine_buy: MagicMock,
|
|
mock_playbook: DayPlaybook,
|
|
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:
|
|
"""Overseas BUY order must use current_price +0.2% limit, not market order.
|
|
|
|
KIS market orders (ORD_DVSN=01) calculate quantity based on upper limit price
|
|
(상한가 기준), resulting in only 60-80% of intended cash being used.
|
|
Regression test for issue #149 / #211.
|
|
"""
|
|
mock_telegram.notify_trade_execution = AsyncMock()
|
|
|
|
with patch("src.main.log_trade"):
|
|
await trading_cycle(
|
|
broker=mock_domestic_broker,
|
|
overseas_broker=mock_overseas_broker_with_buy_scenario,
|
|
scenario_engine=mock_scenario_engine_buy,
|
|
playbook=mock_playbook,
|
|
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",
|
|
scan_candidates={},
|
|
)
|
|
|
|
# Verify BUY limit order uses +0.2% premium (issue #211)
|
|
mock_overseas_broker_with_buy_scenario.send_overseas_order.assert_called_once()
|
|
call_kwargs = mock_overseas_broker_with_buy_scenario.send_overseas_order.call_args
|
|
sent_price = call_kwargs[1].get("price") or call_kwargs[0][4]
|
|
expected_price = round(182.5 * 1.002, 4) # 0.2% premium for BUY limit orders
|
|
assert sent_price == expected_price, (
|
|
f"Expected limit price {expected_price} (182.5 * 1.002) but got {sent_price}. "
|
|
"BUY uses +0.2% to improve fill rate while minimising overpayment (#211)."
|
|
)
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_overseas_sell_order_uses_limit_price_below_current(
|
|
self,
|
|
mock_domestic_broker: MagicMock,
|
|
mock_playbook: DayPlaybook,
|
|
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:
|
|
"""Overseas SELL order must use current_price -0.2% limit (#211).
|
|
|
|
Placing SELL at exact last price risks no-fill when the bid is just below.
|
|
Using -0.2% ensures the order fills even if the price dips slightly.
|
|
"""
|
|
sell_price = 182.5
|
|
|
|
# Broker mock: returns price data and a balance with 5 AAPL shares held.
|
|
overseas_broker = MagicMock()
|
|
overseas_broker.get_overseas_price = AsyncMock(
|
|
return_value={"output": {"last": str(sell_price), "rate": "1.5", "tvol": "5000000"}}
|
|
)
|
|
overseas_broker.get_overseas_balance = AsyncMock(
|
|
return_value={
|
|
"output1": [
|
|
{
|
|
"ovrs_pdno": "AAPL",
|
|
"ovrs_cblc_qty": "5",
|
|
"pchs_avg_pric": "170.0",
|
|
"evlu_pfls_rt": "7.35",
|
|
}
|
|
],
|
|
"output2": [
|
|
{
|
|
"frcr_evlu_tota": "100000.00",
|
|
"frcr_dncl_amt_2": "50000.00",
|
|
"frcr_buy_amt_smtl": "50000.00",
|
|
}
|
|
],
|
|
}
|
|
)
|
|
overseas_broker.send_overseas_order = AsyncMock(
|
|
return_value={"rt_cd": "0", "msg1": "OK"}
|
|
)
|
|
|
|
sell_engine = MagicMock(spec=ScenarioEngine)
|
|
sell_engine.evaluate = MagicMock(return_value=_make_sell_match("AAPL"))
|
|
mock_telegram.notify_trade_execution = AsyncMock()
|
|
|
|
with patch("src.main.log_trade"), patch("src.main.get_open_position") as mock_pos:
|
|
mock_pos.return_value = {"quantity": 5, "stock_code": "AAPL", "price": 170.0}
|
|
await trading_cycle(
|
|
broker=mock_domestic_broker,
|
|
overseas_broker=overseas_broker,
|
|
scenario_engine=sell_engine,
|
|
playbook=mock_playbook,
|
|
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",
|
|
scan_candidates={},
|
|
)
|
|
|
|
overseas_broker.send_overseas_order.assert_called_once()
|
|
call_kwargs = overseas_broker.send_overseas_order.call_args
|
|
sent_price = call_kwargs[1].get("price") or call_kwargs[0][4]
|
|
expected_price = round(sell_price * 0.998, 4) # -0.2% for SELL limit orders
|
|
assert sent_price == expected_price, (
|
|
f"Expected SELL limit price {expected_price} (182.5 * 0.998) but got {sent_price}. "
|
|
"SELL uses -0.2% to ensure fill even when price dips slightly (#211)."
|
|
)
|
|
|
|
|
|
class TestScenarioEngineIntegration:
|
|
"""Test scenario engine integration in trading_cycle."""
|
|
|
|
@pytest.fixture
|
|
def mock_broker(self) -> MagicMock:
|
|
"""Create mock broker with standard domestic data."""
|
|
broker = MagicMock()
|
|
broker.get_current_price = AsyncMock(return_value=(50000.0, 2.50, 100.0))
|
|
broker.get_balance = AsyncMock(
|
|
return_value={
|
|
"output2": [
|
|
{
|
|
"tot_evlu_amt": "10000000",
|
|
"dnca_tot_amt": "5000000",
|
|
"pchs_amt_smtl_amt": "9500000",
|
|
}
|
|
]
|
|
}
|
|
)
|
|
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
|
|
return broker
|
|
|
|
@pytest.fixture
|
|
def mock_market(self) -> MagicMock:
|
|
"""Create mock KR market."""
|
|
market = MagicMock()
|
|
market.name = "Korea"
|
|
market.code = "KR"
|
|
market.exchange_code = "KRX"
|
|
market.is_domestic = True
|
|
return market
|
|
|
|
@pytest.fixture
|
|
def mock_telegram(self) -> MagicMock:
|
|
"""Create mock telegram with all notification methods."""
|
|
telegram = MagicMock()
|
|
telegram.notify_trade_execution = AsyncMock()
|
|
telegram.notify_scenario_matched = AsyncMock()
|
|
telegram.notify_fat_finger = AsyncMock()
|
|
return telegram
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_scenario_engine_called_with_enriched_market_data(
|
|
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
|
|
) -> None:
|
|
"""Test scenario engine receives market_data enriched with scanner metrics."""
|
|
from src.analysis.smart_scanner import ScanCandidate
|
|
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=_make_hold_match())
|
|
playbook = _make_playbook()
|
|
|
|
candidate = ScanCandidate(
|
|
stock_code="005930", name="Samsung", price=50000,
|
|
volume=1000000, volume_ratio=3.5, rsi=25.0,
|
|
signal="oversold", score=85.0,
|
|
)
|
|
|
|
with patch("src.main.log_trade"):
|
|
await trading_cycle(
|
|
broker=mock_broker,
|
|
overseas_broker=MagicMock(),
|
|
scenario_engine=engine,
|
|
playbook=playbook,
|
|
risk=MagicMock(),
|
|
db_conn=MagicMock(),
|
|
decision_logger=MagicMock(),
|
|
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=mock_telegram,
|
|
market=mock_market,
|
|
stock_code="005930",
|
|
scan_candidates={"KR": {"005930": candidate}},
|
|
)
|
|
|
|
# Verify evaluate was called
|
|
engine.evaluate.assert_called_once()
|
|
call_args = engine.evaluate.call_args
|
|
market_data = call_args[0][2] # 3rd positional arg
|
|
portfolio_data = call_args[0][3] # 4th positional arg
|
|
|
|
# Scanner data should be enriched into market_data
|
|
assert market_data["rsi"] == 25.0
|
|
assert market_data["volume_ratio"] == 3.5
|
|
assert market_data["current_price"] == 50000.0
|
|
assert market_data["price_change_pct"] == 2.5
|
|
|
|
# Portfolio data should include pnl
|
|
assert "portfolio_pnl_pct" in portfolio_data
|
|
assert "total_cash" in portfolio_data
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_trading_cycle_sets_l7_context_keys(
|
|
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
|
|
) -> None:
|
|
"""Test L7 context is written with market-scoped keys."""
|
|
from src.analysis.smart_scanner import ScanCandidate
|
|
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=_make_hold_match())
|
|
playbook = _make_playbook()
|
|
context_store = MagicMock(get_latest_timeframe=MagicMock(return_value=None))
|
|
|
|
candidate = ScanCandidate(
|
|
stock_code="005930", name="Samsung", price=50000,
|
|
volume=1000000, volume_ratio=3.5, rsi=25.0,
|
|
signal="oversold", score=85.0,
|
|
)
|
|
|
|
with patch("src.main.log_trade"):
|
|
await trading_cycle(
|
|
broker=mock_broker,
|
|
overseas_broker=MagicMock(),
|
|
scenario_engine=engine,
|
|
playbook=playbook,
|
|
risk=MagicMock(),
|
|
db_conn=MagicMock(),
|
|
decision_logger=MagicMock(),
|
|
context_store=context_store,
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=mock_telegram,
|
|
market=mock_market,
|
|
stock_code="005930",
|
|
scan_candidates={"KR": {"005930": candidate}},
|
|
)
|
|
|
|
context_store.set_context.assert_any_call(
|
|
ContextLayer.L7_REALTIME,
|
|
ANY,
|
|
"volatility_KR_005930",
|
|
{"momentum_score": 50.0, "volume_surge": 1.0, "price_change_1m": 0.0},
|
|
)
|
|
context_store.set_context.assert_any_call(
|
|
ContextLayer.L7_REALTIME,
|
|
ANY,
|
|
"price_KR_005930",
|
|
{"current_price": 50000.0},
|
|
)
|
|
context_store.set_context.assert_any_call(
|
|
ContextLayer.L7_REALTIME,
|
|
ANY,
|
|
"rsi_KR_005930",
|
|
{"rsi": 25.0},
|
|
)
|
|
context_store.set_context.assert_any_call(
|
|
ContextLayer.L7_REALTIME,
|
|
ANY,
|
|
"volume_ratio_KR_005930",
|
|
{"volume_ratio": 3.5},
|
|
)
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_scan_candidates_market_scoped(
|
|
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
|
|
) -> None:
|
|
"""Test scan_candidates uses market-scoped lookup, ignoring other markets."""
|
|
from src.analysis.smart_scanner import ScanCandidate
|
|
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=_make_hold_match())
|
|
|
|
# Candidate stored under US market — should NOT be found for KR market
|
|
us_candidate = ScanCandidate(
|
|
stock_code="005930", name="Overlap", price=100,
|
|
volume=500000, volume_ratio=5.0, rsi=15.0,
|
|
signal="oversold", score=90.0,
|
|
)
|
|
|
|
with patch("src.main.log_trade"):
|
|
await trading_cycle(
|
|
broker=mock_broker,
|
|
overseas_broker=MagicMock(),
|
|
scenario_engine=engine,
|
|
playbook=_make_playbook(),
|
|
risk=MagicMock(),
|
|
db_conn=MagicMock(),
|
|
decision_logger=MagicMock(),
|
|
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=mock_telegram,
|
|
market=mock_market, # KR market
|
|
stock_code="005930",
|
|
scan_candidates={"US": {"005930": us_candidate}}, # Wrong market
|
|
)
|
|
|
|
# Should NOT have rsi/volume_ratio because candidate is under US, not KR
|
|
market_data = engine.evaluate.call_args[0][2]
|
|
assert "rsi" not in market_data
|
|
assert "volume_ratio" not in market_data
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_scenario_engine_called_without_scanner_data(
|
|
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
|
|
) -> None:
|
|
"""Test scenario engine works when stock has no scan candidate."""
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=_make_hold_match())
|
|
playbook = _make_playbook()
|
|
|
|
with patch("src.main.log_trade"):
|
|
await trading_cycle(
|
|
broker=mock_broker,
|
|
overseas_broker=MagicMock(),
|
|
scenario_engine=engine,
|
|
playbook=playbook,
|
|
risk=MagicMock(),
|
|
db_conn=MagicMock(),
|
|
decision_logger=MagicMock(),
|
|
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=mock_telegram,
|
|
market=mock_market,
|
|
stock_code="005930",
|
|
scan_candidates={}, # No scanner data
|
|
)
|
|
|
|
# Should still work, just without rsi/volume_ratio
|
|
engine.evaluate.assert_called_once()
|
|
market_data = engine.evaluate.call_args[0][2]
|
|
assert "rsi" not in market_data
|
|
assert "volume_ratio" not in market_data
|
|
assert market_data["current_price"] == 50000.0
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_scenario_matched_notification_sent(
|
|
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
|
|
) -> None:
|
|
"""Test telegram notification sent when a scenario matches."""
|
|
# Create a match with matched_scenario (not None)
|
|
scenario = StockScenario(
|
|
condition=StockCondition(rsi_below=30),
|
|
action=ScenarioAction.BUY,
|
|
confidence=88,
|
|
rationale="RSI oversold bounce",
|
|
)
|
|
match = ScenarioMatch(
|
|
stock_code="005930",
|
|
matched_scenario=scenario,
|
|
action=ScenarioAction.BUY,
|
|
confidence=88,
|
|
rationale="RSI oversold bounce",
|
|
match_details={"rsi": 25.0},
|
|
)
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=match)
|
|
|
|
with patch("src.main.log_trade"):
|
|
await trading_cycle(
|
|
broker=mock_broker,
|
|
overseas_broker=MagicMock(),
|
|
scenario_engine=engine,
|
|
playbook=_make_playbook(),
|
|
risk=MagicMock(),
|
|
db_conn=MagicMock(),
|
|
decision_logger=MagicMock(),
|
|
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=mock_telegram,
|
|
market=mock_market,
|
|
stock_code="005930",
|
|
scan_candidates={},
|
|
)
|
|
|
|
# Scenario matched notification should be sent
|
|
mock_telegram.notify_scenario_matched.assert_called_once()
|
|
call_kwargs = mock_telegram.notify_scenario_matched.call_args.kwargs
|
|
assert call_kwargs["stock_code"] == "005930"
|
|
assert call_kwargs["action"] == "BUY"
|
|
assert "rsi=25.0" in call_kwargs["condition_summary"]
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_no_scenario_matched_notification_on_default_hold(
|
|
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
|
|
) -> None:
|
|
"""Test no scenario notification when default HOLD is returned."""
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=_make_hold_match())
|
|
|
|
with patch("src.main.log_trade"):
|
|
await trading_cycle(
|
|
broker=mock_broker,
|
|
overseas_broker=MagicMock(),
|
|
scenario_engine=engine,
|
|
playbook=_make_playbook(),
|
|
risk=MagicMock(),
|
|
db_conn=MagicMock(),
|
|
decision_logger=MagicMock(),
|
|
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=mock_telegram,
|
|
market=mock_market,
|
|
stock_code="005930",
|
|
scan_candidates={},
|
|
)
|
|
|
|
# No scenario matched notification for default HOLD
|
|
mock_telegram.notify_scenario_matched.assert_not_called()
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_decision_logger_receives_scenario_match_details(
|
|
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
|
|
) -> None:
|
|
"""Test decision logger context includes scenario match details."""
|
|
match = ScenarioMatch(
|
|
stock_code="005930",
|
|
matched_scenario=None,
|
|
action=ScenarioAction.HOLD,
|
|
confidence=0,
|
|
rationale="No match",
|
|
match_details={"rsi": 45.0, "volume_ratio": 1.2},
|
|
)
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=match)
|
|
decision_logger = MagicMock()
|
|
|
|
with patch("src.main.log_trade"):
|
|
await trading_cycle(
|
|
broker=mock_broker,
|
|
overseas_broker=MagicMock(),
|
|
scenario_engine=engine,
|
|
playbook=_make_playbook(),
|
|
risk=MagicMock(),
|
|
db_conn=MagicMock(),
|
|
decision_logger=decision_logger,
|
|
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=mock_telegram,
|
|
market=mock_market,
|
|
stock_code="005930",
|
|
scan_candidates={},
|
|
)
|
|
|
|
decision_logger.log_decision.assert_called_once()
|
|
call_kwargs = decision_logger.log_decision.call_args.kwargs
|
|
assert "scenario_match" in call_kwargs["context_snapshot"]
|
|
assert call_kwargs["context_snapshot"]["scenario_match"]["rsi"] == 45.0
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_reduce_all_does_not_execute_order(
|
|
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
|
|
) -> None:
|
|
"""Test REDUCE_ALL action does not trigger order execution."""
|
|
match = ScenarioMatch(
|
|
stock_code="005930",
|
|
matched_scenario=None,
|
|
action=ScenarioAction.REDUCE_ALL,
|
|
confidence=100,
|
|
rationale="Global rule: portfolio loss > 2%",
|
|
)
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=match)
|
|
|
|
with patch("src.main.log_trade"):
|
|
await trading_cycle(
|
|
broker=mock_broker,
|
|
overseas_broker=MagicMock(),
|
|
scenario_engine=engine,
|
|
playbook=_make_playbook(),
|
|
risk=MagicMock(),
|
|
db_conn=MagicMock(),
|
|
decision_logger=MagicMock(),
|
|
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=mock_telegram,
|
|
market=mock_market,
|
|
stock_code="005930",
|
|
scan_candidates={},
|
|
)
|
|
|
|
# REDUCE_ALL is not BUY or SELL — no order sent
|
|
mock_broker.send_order.assert_not_called()
|
|
mock_telegram.notify_trade_execution.assert_not_called()
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_sell_updates_original_buy_decision_outcome() -> None:
|
|
"""SELL should update the original BUY decision outcome in decision_logs."""
|
|
db_conn = init_db(":memory:")
|
|
decision_logger = DecisionLogger(db_conn)
|
|
|
|
buy_decision_id = decision_logger.log_decision(
|
|
stock_code="005930",
|
|
market="KR",
|
|
exchange_code="KRX",
|
|
action="BUY",
|
|
confidence=85,
|
|
rationale="Initial buy",
|
|
context_snapshot={},
|
|
input_data={},
|
|
)
|
|
log_trade(
|
|
conn=db_conn,
|
|
stock_code="005930",
|
|
action="BUY",
|
|
confidence=85,
|
|
rationale="Initial buy",
|
|
quantity=1,
|
|
price=100.0,
|
|
pnl=0.0,
|
|
market="KR",
|
|
exchange_code="KRX",
|
|
decision_id=buy_decision_id,
|
|
)
|
|
|
|
broker = MagicMock()
|
|
broker.get_current_price = AsyncMock(return_value=(120.0, 0.0, 0.0))
|
|
broker.get_balance = AsyncMock(
|
|
return_value={
|
|
"output1": [{"pdno": "005930", "ord_psbl_qty": "1"}],
|
|
"output2": [
|
|
{
|
|
"tot_evlu_amt": "100000",
|
|
"dnca_tot_amt": "10000",
|
|
"pchs_amt_smtl_amt": "90000",
|
|
}
|
|
],
|
|
}
|
|
)
|
|
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
|
|
|
|
overseas_broker = MagicMock()
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=_make_sell_match())
|
|
risk = MagicMock()
|
|
context_store = MagicMock(
|
|
get_latest_timeframe=MagicMock(return_value=None),
|
|
set_context=MagicMock(),
|
|
)
|
|
criticality_assessor = MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
)
|
|
telegram = MagicMock()
|
|
telegram.notify_trade_execution = AsyncMock()
|
|
telegram.notify_fat_finger = AsyncMock()
|
|
telegram.notify_circuit_breaker = AsyncMock()
|
|
telegram.notify_scenario_matched = AsyncMock()
|
|
|
|
market = MagicMock()
|
|
market.name = "Korea"
|
|
market.code = "KR"
|
|
market.exchange_code = "KRX"
|
|
market.is_domestic = True
|
|
|
|
await trading_cycle(
|
|
broker=broker,
|
|
overseas_broker=overseas_broker,
|
|
scenario_engine=engine,
|
|
playbook=_make_playbook(),
|
|
risk=risk,
|
|
db_conn=db_conn,
|
|
decision_logger=decision_logger,
|
|
context_store=context_store,
|
|
criticality_assessor=criticality_assessor,
|
|
telegram=telegram,
|
|
market=market,
|
|
stock_code="005930",
|
|
scan_candidates={},
|
|
)
|
|
|
|
updated_buy = decision_logger.get_decision_by_id(buy_decision_id)
|
|
assert updated_buy is not None
|
|
assert updated_buy.outcome_pnl == 20.0
|
|
assert updated_buy.outcome_accuracy == 1
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_hold_overridden_to_sell_when_stop_loss_triggered() -> None:
|
|
"""HOLD decision should be overridden to SELL when stop-loss threshold is breached."""
|
|
db_conn = init_db(":memory:")
|
|
decision_logger = DecisionLogger(db_conn)
|
|
|
|
buy_decision_id = decision_logger.log_decision(
|
|
stock_code="005930",
|
|
market="KR",
|
|
exchange_code="KRX",
|
|
action="BUY",
|
|
confidence=90,
|
|
rationale="entry",
|
|
context_snapshot={},
|
|
input_data={},
|
|
)
|
|
log_trade(
|
|
conn=db_conn,
|
|
stock_code="005930",
|
|
action="BUY",
|
|
confidence=90,
|
|
rationale="entry",
|
|
quantity=1,
|
|
price=100.0,
|
|
market="KR",
|
|
exchange_code="KRX",
|
|
decision_id=buy_decision_id,
|
|
)
|
|
|
|
broker = MagicMock()
|
|
broker.get_current_price = AsyncMock(return_value=(95.0, -5.0, 0.0))
|
|
broker.get_balance = AsyncMock(
|
|
return_value={
|
|
"output1": [{"pdno": "005930", "ord_psbl_qty": "1"}],
|
|
"output2": [
|
|
{
|
|
"tot_evlu_amt": "100000",
|
|
"dnca_tot_amt": "10000",
|
|
"pchs_amt_smtl_amt": "90000",
|
|
}
|
|
],
|
|
}
|
|
)
|
|
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
|
|
|
|
scenario = StockScenario(
|
|
condition=StockCondition(rsi_below=30),
|
|
action=ScenarioAction.BUY,
|
|
confidence=88,
|
|
stop_loss_pct=-2.0,
|
|
rationale="stop loss policy",
|
|
)
|
|
playbook = DayPlaybook(
|
|
date=date(2026, 2, 8),
|
|
market="KR",
|
|
stock_playbooks=[
|
|
{"stock_code": "005930", "stock_name": "Samsung", "scenarios": [scenario]}
|
|
],
|
|
)
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=_make_hold_match())
|
|
|
|
market = MagicMock()
|
|
market.name = "Korea"
|
|
market.code = "KR"
|
|
market.exchange_code = "KRX"
|
|
market.is_domestic = True
|
|
|
|
telegram = MagicMock()
|
|
telegram.notify_trade_execution = AsyncMock()
|
|
telegram.notify_fat_finger = AsyncMock()
|
|
telegram.notify_circuit_breaker = AsyncMock()
|
|
telegram.notify_scenario_matched = AsyncMock()
|
|
|
|
await trading_cycle(
|
|
broker=broker,
|
|
overseas_broker=MagicMock(),
|
|
scenario_engine=engine,
|
|
playbook=playbook,
|
|
risk=MagicMock(),
|
|
db_conn=db_conn,
|
|
decision_logger=decision_logger,
|
|
context_store=MagicMock(
|
|
get_latest_timeframe=MagicMock(return_value=None),
|
|
set_context=MagicMock(),
|
|
),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=telegram,
|
|
market=market,
|
|
stock_code="005930",
|
|
scan_candidates={},
|
|
)
|
|
|
|
broker.send_order.assert_called_once()
|
|
assert broker.send_order.call_args.kwargs["order_type"] == "SELL"
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_hold_overridden_to_sell_when_take_profit_triggered() -> None:
|
|
"""HOLD decision should be overridden to SELL when take-profit threshold is reached."""
|
|
db_conn = init_db(":memory:")
|
|
decision_logger = DecisionLogger(db_conn)
|
|
|
|
buy_decision_id = decision_logger.log_decision(
|
|
stock_code="005930",
|
|
market="KR",
|
|
exchange_code="KRX",
|
|
action="BUY",
|
|
confidence=90,
|
|
rationale="entry",
|
|
context_snapshot={},
|
|
input_data={},
|
|
)
|
|
log_trade(
|
|
conn=db_conn,
|
|
stock_code="005930",
|
|
action="BUY",
|
|
confidence=90,
|
|
rationale="entry",
|
|
quantity=1,
|
|
price=100.0,
|
|
market="KR",
|
|
exchange_code="KRX",
|
|
decision_id=buy_decision_id,
|
|
)
|
|
|
|
broker = MagicMock()
|
|
# Current price 106.0 → +6% gain, above take_profit_pct=3.0
|
|
broker.get_current_price = AsyncMock(return_value=(106.0, 6.0, 0.0))
|
|
broker.get_balance = AsyncMock(
|
|
return_value={
|
|
"output1": [{"pdno": "005930", "ord_psbl_qty": "1"}],
|
|
"output2": [
|
|
{
|
|
"tot_evlu_amt": "100000",
|
|
"dnca_tot_amt": "10000",
|
|
"pchs_amt_smtl_amt": "90000",
|
|
}
|
|
],
|
|
}
|
|
)
|
|
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
|
|
|
|
scenario = StockScenario(
|
|
condition=StockCondition(rsi_below=30),
|
|
action=ScenarioAction.BUY,
|
|
confidence=88,
|
|
stop_loss_pct=-2.0,
|
|
take_profit_pct=3.0,
|
|
rationale="take profit policy",
|
|
)
|
|
playbook = DayPlaybook(
|
|
date=date(2026, 2, 8),
|
|
market="KR",
|
|
stock_playbooks=[
|
|
{"stock_code": "005930", "stock_name": "Samsung", "scenarios": [scenario]}
|
|
],
|
|
)
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=_make_hold_match())
|
|
|
|
market = MagicMock()
|
|
market.name = "Korea"
|
|
market.code = "KR"
|
|
market.exchange_code = "KRX"
|
|
market.is_domestic = True
|
|
|
|
telegram = MagicMock()
|
|
telegram.notify_trade_execution = AsyncMock()
|
|
telegram.notify_fat_finger = AsyncMock()
|
|
telegram.notify_circuit_breaker = AsyncMock()
|
|
telegram.notify_scenario_matched = AsyncMock()
|
|
|
|
await trading_cycle(
|
|
broker=broker,
|
|
overseas_broker=MagicMock(),
|
|
scenario_engine=engine,
|
|
playbook=playbook,
|
|
risk=MagicMock(),
|
|
db_conn=db_conn,
|
|
decision_logger=decision_logger,
|
|
context_store=MagicMock(
|
|
get_latest_timeframe=MagicMock(return_value=None),
|
|
set_context=MagicMock(),
|
|
),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=telegram,
|
|
market=market,
|
|
stock_code="005930",
|
|
scan_candidates={},
|
|
)
|
|
|
|
broker.send_order.assert_called_once()
|
|
assert broker.send_order.call_args.kwargs["order_type"] == "SELL"
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_hold_not_overridden_when_between_stop_loss_and_take_profit() -> None:
|
|
"""HOLD should remain HOLD when P&L is within stop-loss and take-profit bounds."""
|
|
db_conn = init_db(":memory:")
|
|
decision_logger = DecisionLogger(db_conn)
|
|
|
|
buy_decision_id = decision_logger.log_decision(
|
|
stock_code="005930",
|
|
market="KR",
|
|
exchange_code="KRX",
|
|
action="BUY",
|
|
confidence=90,
|
|
rationale="entry",
|
|
context_snapshot={},
|
|
input_data={},
|
|
)
|
|
log_trade(
|
|
conn=db_conn,
|
|
stock_code="005930",
|
|
action="BUY",
|
|
confidence=90,
|
|
rationale="entry",
|
|
quantity=1,
|
|
price=100.0,
|
|
market="KR",
|
|
exchange_code="KRX",
|
|
decision_id=buy_decision_id,
|
|
)
|
|
|
|
broker = MagicMock()
|
|
# Current price 101.0 → +1% gain, within [-2%, +3%] range
|
|
broker.get_current_price = AsyncMock(return_value=(101.0, 1.0, 0.0))
|
|
broker.get_balance = AsyncMock(
|
|
return_value={
|
|
"output2": [
|
|
{
|
|
"tot_evlu_amt": "100000",
|
|
"dnca_tot_amt": "10000",
|
|
"pchs_amt_smtl_amt": "90000",
|
|
}
|
|
]
|
|
}
|
|
)
|
|
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
|
|
|
|
scenario = StockScenario(
|
|
condition=StockCondition(rsi_below=30),
|
|
action=ScenarioAction.BUY,
|
|
confidence=88,
|
|
stop_loss_pct=-2.0,
|
|
take_profit_pct=3.0,
|
|
rationale="within range policy",
|
|
)
|
|
playbook = DayPlaybook(
|
|
date=date(2026, 2, 8),
|
|
market="KR",
|
|
stock_playbooks=[
|
|
{"stock_code": "005930", "stock_name": "Samsung", "scenarios": [scenario]}
|
|
],
|
|
)
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=_make_hold_match())
|
|
|
|
market = MagicMock()
|
|
market.name = "Korea"
|
|
market.code = "KR"
|
|
market.exchange_code = "KRX"
|
|
market.is_domestic = True
|
|
|
|
telegram = MagicMock()
|
|
telegram.notify_trade_execution = AsyncMock()
|
|
telegram.notify_fat_finger = AsyncMock()
|
|
telegram.notify_circuit_breaker = AsyncMock()
|
|
telegram.notify_scenario_matched = AsyncMock()
|
|
|
|
await trading_cycle(
|
|
broker=broker,
|
|
overseas_broker=MagicMock(),
|
|
scenario_engine=engine,
|
|
playbook=playbook,
|
|
risk=MagicMock(),
|
|
db_conn=db_conn,
|
|
decision_logger=decision_logger,
|
|
context_store=MagicMock(
|
|
get_latest_timeframe=MagicMock(return_value=None),
|
|
set_context=MagicMock(),
|
|
),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=telegram,
|
|
market=market,
|
|
stock_code="005930",
|
|
scan_candidates={},
|
|
)
|
|
|
|
broker.send_order.assert_not_called()
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_sell_order_uses_broker_balance_qty_not_db() -> None:
|
|
"""SELL quantity must come from broker balance output1, not DB.
|
|
|
|
The DB records order quantity which may differ from actual fill quantity.
|
|
This test verifies that we use the broker-confirmed orderable quantity.
|
|
"""
|
|
db_conn = init_db(":memory:")
|
|
decision_logger = DecisionLogger(db_conn)
|
|
|
|
buy_decision_id = decision_logger.log_decision(
|
|
stock_code="005930",
|
|
market="KR",
|
|
exchange_code="KRX",
|
|
action="BUY",
|
|
confidence=90,
|
|
rationale="entry",
|
|
context_snapshot={},
|
|
input_data={},
|
|
)
|
|
# DB records 10 shares ordered — but only 5 actually filled (partial fill scenario)
|
|
log_trade(
|
|
conn=db_conn,
|
|
stock_code="005930",
|
|
action="BUY",
|
|
confidence=90,
|
|
rationale="entry",
|
|
quantity=10, # ordered quantity (may differ from fill)
|
|
price=100.0,
|
|
market="KR",
|
|
exchange_code="KRX",
|
|
decision_id=buy_decision_id,
|
|
)
|
|
|
|
broker = MagicMock()
|
|
# Stop-loss triggers (price dropped below -2%)
|
|
broker.get_current_price = AsyncMock(return_value=(95.0, -5.0, 0.0))
|
|
broker.get_balance = AsyncMock(
|
|
return_value={
|
|
# Broker confirms only 5 shares are actually orderable (partial fill)
|
|
"output1": [{"pdno": "005930", "ord_psbl_qty": "5"}],
|
|
"output2": [
|
|
{
|
|
"tot_evlu_amt": "100000",
|
|
"dnca_tot_amt": "10000",
|
|
"pchs_amt_smtl_amt": "90000",
|
|
}
|
|
],
|
|
}
|
|
)
|
|
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
|
|
|
|
scenario = StockScenario(
|
|
condition=StockCondition(rsi_below=30),
|
|
action=ScenarioAction.BUY,
|
|
confidence=88,
|
|
stop_loss_pct=-2.0,
|
|
rationale="stop loss policy",
|
|
)
|
|
playbook = DayPlaybook(
|
|
date=date(2026, 2, 8),
|
|
market="KR",
|
|
stock_playbooks=[
|
|
{"stock_code": "005930", "stock_name": "Samsung", "scenarios": [scenario]}
|
|
],
|
|
)
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=_make_hold_match())
|
|
|
|
market = MagicMock()
|
|
market.name = "Korea"
|
|
market.code = "KR"
|
|
market.exchange_code = "KRX"
|
|
market.is_domestic = True
|
|
|
|
telegram = MagicMock()
|
|
telegram.notify_trade_execution = AsyncMock()
|
|
telegram.notify_fat_finger = AsyncMock()
|
|
telegram.notify_circuit_breaker = AsyncMock()
|
|
telegram.notify_scenario_matched = AsyncMock()
|
|
|
|
await trading_cycle(
|
|
broker=broker,
|
|
overseas_broker=MagicMock(),
|
|
scenario_engine=engine,
|
|
playbook=playbook,
|
|
risk=MagicMock(),
|
|
db_conn=db_conn,
|
|
decision_logger=decision_logger,
|
|
context_store=MagicMock(
|
|
get_latest_timeframe=MagicMock(return_value=None),
|
|
set_context=MagicMock(),
|
|
),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=telegram,
|
|
market=market,
|
|
stock_code="005930",
|
|
scan_candidates={},
|
|
)
|
|
|
|
broker.send_order.assert_called_once()
|
|
call_kwargs = broker.send_order.call_args.kwargs
|
|
assert call_kwargs["order_type"] == "SELL"
|
|
# Must use broker-confirmed qty (5), NOT DB-recorded ordered qty (10)
|
|
assert call_kwargs["quantity"] == 5
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_handle_market_close_runs_daily_review_flow() -> None:
|
|
"""Market close should aggregate, create scorecard, lessons, and notify."""
|
|
telegram = MagicMock()
|
|
telegram.notify_market_close = AsyncMock()
|
|
telegram.send_message = AsyncMock()
|
|
|
|
context_aggregator = MagicMock()
|
|
reviewer = MagicMock()
|
|
reviewer.generate_scorecard.return_value = DailyScorecard(
|
|
date="2026-02-14",
|
|
market="KR",
|
|
total_decisions=3,
|
|
buys=1,
|
|
sells=1,
|
|
holds=1,
|
|
total_pnl=12.5,
|
|
win_rate=50.0,
|
|
avg_confidence=75.0,
|
|
scenario_match_rate=66.7,
|
|
)
|
|
reviewer.generate_lessons = AsyncMock(return_value=["Cut losers faster"])
|
|
|
|
await _handle_market_close(
|
|
market_code="KR",
|
|
market_name="Korea",
|
|
market_timezone=UTC,
|
|
telegram=telegram,
|
|
context_aggregator=context_aggregator,
|
|
daily_reviewer=reviewer,
|
|
)
|
|
|
|
telegram.notify_market_close.assert_called_once_with("Korea", 0.0)
|
|
context_aggregator.aggregate_daily_from_trades.assert_called_once()
|
|
reviewer.generate_scorecard.assert_called_once()
|
|
assert reviewer.store_scorecard_in_context.call_count == 2
|
|
reviewer.generate_lessons.assert_called_once()
|
|
telegram.send_message.assert_called_once()
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_handle_market_close_without_lessons_stores_once() -> None:
|
|
"""If no lessons are generated, scorecard should be stored once."""
|
|
telegram = MagicMock()
|
|
telegram.notify_market_close = AsyncMock()
|
|
telegram.send_message = AsyncMock()
|
|
|
|
context_aggregator = MagicMock()
|
|
reviewer = MagicMock()
|
|
reviewer.generate_scorecard.return_value = DailyScorecard(
|
|
date="2026-02-14",
|
|
market="US",
|
|
total_decisions=1,
|
|
buys=0,
|
|
sells=1,
|
|
holds=0,
|
|
total_pnl=-3.0,
|
|
win_rate=0.0,
|
|
avg_confidence=65.0,
|
|
scenario_match_rate=100.0,
|
|
)
|
|
reviewer.generate_lessons = AsyncMock(return_value=[])
|
|
|
|
await _handle_market_close(
|
|
market_code="US",
|
|
market_name="United States",
|
|
market_timezone=UTC,
|
|
telegram=telegram,
|
|
context_aggregator=context_aggregator,
|
|
daily_reviewer=reviewer,
|
|
)
|
|
|
|
assert reviewer.store_scorecard_in_context.call_count == 1
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_handle_market_close_triggers_evolution_for_us() -> None:
|
|
telegram = MagicMock()
|
|
telegram.notify_market_close = AsyncMock()
|
|
telegram.send_message = AsyncMock()
|
|
|
|
context_aggregator = MagicMock()
|
|
reviewer = MagicMock()
|
|
reviewer.generate_scorecard.return_value = DailyScorecard(
|
|
date="2026-02-14",
|
|
market="US",
|
|
total_decisions=2,
|
|
buys=1,
|
|
sells=1,
|
|
holds=0,
|
|
total_pnl=3.0,
|
|
win_rate=50.0,
|
|
avg_confidence=80.0,
|
|
scenario_match_rate=100.0,
|
|
)
|
|
reviewer.generate_lessons = AsyncMock(return_value=[])
|
|
|
|
evolution_optimizer = MagicMock()
|
|
evolution_optimizer.evolve = AsyncMock(return_value=None)
|
|
|
|
await _handle_market_close(
|
|
market_code="US",
|
|
market_name="United States",
|
|
market_timezone=UTC,
|
|
telegram=telegram,
|
|
context_aggregator=context_aggregator,
|
|
daily_reviewer=reviewer,
|
|
evolution_optimizer=evolution_optimizer,
|
|
)
|
|
|
|
evolution_optimizer.evolve.assert_called_once()
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_handle_market_close_skips_evolution_for_kr() -> None:
|
|
telegram = MagicMock()
|
|
telegram.notify_market_close = AsyncMock()
|
|
telegram.send_message = AsyncMock()
|
|
|
|
context_aggregator = MagicMock()
|
|
reviewer = MagicMock()
|
|
reviewer.generate_scorecard.return_value = DailyScorecard(
|
|
date="2026-02-14",
|
|
market="KR",
|
|
total_decisions=1,
|
|
buys=1,
|
|
sells=0,
|
|
holds=0,
|
|
total_pnl=1.0,
|
|
win_rate=100.0,
|
|
avg_confidence=90.0,
|
|
scenario_match_rate=100.0,
|
|
)
|
|
reviewer.generate_lessons = AsyncMock(return_value=[])
|
|
|
|
evolution_optimizer = MagicMock()
|
|
evolution_optimizer.evolve = AsyncMock(return_value=None)
|
|
|
|
await _handle_market_close(
|
|
market_code="KR",
|
|
market_name="Korea",
|
|
market_timezone=UTC,
|
|
telegram=telegram,
|
|
context_aggregator=context_aggregator,
|
|
daily_reviewer=reviewer,
|
|
evolution_optimizer=evolution_optimizer,
|
|
)
|
|
|
|
evolution_optimizer.evolve.assert_not_called()
|
|
|
|
|
|
def test_run_context_scheduler_invokes_scheduler() -> None:
|
|
"""Scheduler helper should call run_if_due with provided datetime."""
|
|
scheduler = MagicMock()
|
|
scheduler.run_if_due = MagicMock(return_value=ScheduleResult(cleanup=True))
|
|
|
|
_run_context_scheduler(scheduler, now=datetime(2026, 2, 14, tzinfo=UTC))
|
|
|
|
scheduler.run_if_due.assert_called_once()
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_run_evolution_loop_skips_non_us_market() -> None:
|
|
optimizer = MagicMock()
|
|
optimizer.evolve = AsyncMock()
|
|
telegram = MagicMock()
|
|
telegram.send_message = AsyncMock()
|
|
|
|
await _run_evolution_loop(
|
|
evolution_optimizer=optimizer,
|
|
telegram=telegram,
|
|
market_code="KR",
|
|
market_date="2026-02-14",
|
|
)
|
|
|
|
optimizer.evolve.assert_not_called()
|
|
telegram.send_message.assert_not_called()
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_run_evolution_loop_notifies_when_pr_generated() -> None:
|
|
optimizer = MagicMock()
|
|
optimizer.evolve = AsyncMock(
|
|
return_value={
|
|
"title": "[Evolution] New strategy: v20260214_050000",
|
|
"branch": "evolution/v20260214_050000",
|
|
"status": "ready_for_review",
|
|
}
|
|
)
|
|
telegram = MagicMock()
|
|
telegram.send_message = AsyncMock()
|
|
|
|
await _run_evolution_loop(
|
|
evolution_optimizer=optimizer,
|
|
telegram=telegram,
|
|
market_code="US_NASDAQ",
|
|
market_date="2026-02-14",
|
|
)
|
|
|
|
optimizer.evolve.assert_called_once()
|
|
telegram.send_message.assert_called_once()
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_run_evolution_loop_notification_error_is_ignored() -> None:
|
|
optimizer = MagicMock()
|
|
optimizer.evolve = AsyncMock(
|
|
return_value={
|
|
"title": "[Evolution] New strategy: v20260214_050000",
|
|
"branch": "evolution/v20260214_050000",
|
|
"status": "ready_for_review",
|
|
}
|
|
)
|
|
telegram = MagicMock()
|
|
telegram.send_message = AsyncMock(side_effect=RuntimeError("telegram down"))
|
|
|
|
await _run_evolution_loop(
|
|
evolution_optimizer=optimizer,
|
|
telegram=telegram,
|
|
market_code="US_NYSE",
|
|
market_date="2026-02-14",
|
|
)
|
|
|
|
optimizer.evolve.assert_called_once()
|
|
telegram.send_message.assert_called_once()
|
|
|
|
|
|
def test_apply_dashboard_flag_enables_dashboard() -> None:
|
|
settings = Settings(
|
|
KIS_APP_KEY="test_key",
|
|
KIS_APP_SECRET="test_secret",
|
|
KIS_ACCOUNT_NO="12345678-01",
|
|
GEMINI_API_KEY="test_gemini_key",
|
|
DASHBOARD_ENABLED=False,
|
|
)
|
|
updated = _apply_dashboard_flag(settings, dashboard_flag=True)
|
|
assert updated.DASHBOARD_ENABLED is True
|
|
|
|
|
|
def test_start_dashboard_server_disabled_returns_none() -> None:
|
|
settings = Settings(
|
|
KIS_APP_KEY="test_key",
|
|
KIS_APP_SECRET="test_secret",
|
|
KIS_ACCOUNT_NO="12345678-01",
|
|
GEMINI_API_KEY="test_gemini_key",
|
|
DASHBOARD_ENABLED=False,
|
|
)
|
|
thread = _start_dashboard_server(settings)
|
|
assert thread is None
|
|
|
|
|
|
def test_start_dashboard_server_enabled_starts_thread() -> None:
|
|
settings = Settings(
|
|
KIS_APP_KEY="test_key",
|
|
KIS_APP_SECRET="test_secret",
|
|
KIS_ACCOUNT_NO="12345678-01",
|
|
GEMINI_API_KEY="test_gemini_key",
|
|
DASHBOARD_ENABLED=True,
|
|
)
|
|
mock_thread = MagicMock()
|
|
with patch("src.main.threading.Thread", return_value=mock_thread) as mock_thread_cls:
|
|
thread = _start_dashboard_server(settings)
|
|
|
|
assert thread == mock_thread
|
|
mock_thread_cls.assert_called_once()
|
|
mock_thread.start.assert_called_once()
|
|
|
|
|
|
def test_start_dashboard_server_returns_none_when_uvicorn_missing() -> None:
|
|
"""Returns None (no thread) and logs a warning when uvicorn is not installed."""
|
|
settings = Settings(
|
|
KIS_APP_KEY="test_key",
|
|
KIS_APP_SECRET="test_secret",
|
|
KIS_ACCOUNT_NO="12345678-01",
|
|
GEMINI_API_KEY="test_gemini_key",
|
|
DASHBOARD_ENABLED=True,
|
|
)
|
|
import builtins
|
|
real_import = builtins.__import__
|
|
|
|
def mock_import(name: str, *args: object, **kwargs: object) -> object:
|
|
if name == "uvicorn":
|
|
raise ImportError("No module named 'uvicorn'")
|
|
return real_import(name, *args, **kwargs)
|
|
|
|
with patch("builtins.__import__", side_effect=mock_import):
|
|
thread = _start_dashboard_server(settings)
|
|
|
|
assert thread is None
|
|
|
|
|
|
# ---------------------------------------------------------------------------
|
|
# BUY cooldown tests (#179)
|
|
# ---------------------------------------------------------------------------
|
|
|
|
|
|
class TestBuyCooldown:
|
|
"""Tests for BUY cooldown after insufficient-balance rejection."""
|
|
|
|
@pytest.fixture
|
|
def mock_broker(self) -> MagicMock:
|
|
broker = MagicMock()
|
|
broker.get_current_price = AsyncMock(return_value=(100.0, 1.0, 0.0))
|
|
broker.get_balance = AsyncMock(
|
|
return_value={
|
|
"output2": [{"tot_evlu_amt": "1000000", "dnca_tot_amt": "500000",
|
|
"pchs_amt_smtl_amt": "500000"}]
|
|
}
|
|
)
|
|
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
|
|
return broker
|
|
|
|
@pytest.fixture
|
|
def mock_market(self) -> MagicMock:
|
|
market = MagicMock()
|
|
market.name = "Korea"
|
|
market.code = "KR"
|
|
market.exchange_code = "KRX"
|
|
market.is_domestic = True
|
|
return market
|
|
|
|
@pytest.fixture
|
|
def mock_overseas_market(self) -> MagicMock:
|
|
market = MagicMock()
|
|
market.name = "NASDAQ"
|
|
market.code = "US_NASDAQ"
|
|
market.exchange_code = "NAS"
|
|
market.is_domestic = False
|
|
return market
|
|
|
|
@pytest.fixture
|
|
def mock_overseas_broker(self) -> MagicMock:
|
|
broker = MagicMock()
|
|
broker.get_overseas_price = AsyncMock(
|
|
return_value={"output": {"last": "1.0", "rate": "0.0",
|
|
"high": "1.05", "low": "0.95", "tvol": "1000000"}}
|
|
)
|
|
broker.get_overseas_balance = AsyncMock(return_value={
|
|
"output1": [],
|
|
"output2": [{"frcr_dncl_amt_2": "50000", "frcr_evlu_tota": "50000",
|
|
"frcr_buy_amt_smtl": "0"}],
|
|
})
|
|
broker.send_overseas_order = AsyncMock(
|
|
return_value={"rt_cd": "1", "msg1": "모의투자 주문가능금액이 부족합니다."}
|
|
)
|
|
return broker
|
|
|
|
def _make_buy_match_overseas(self, stock_code: str = "MLECW") -> ScenarioMatch:
|
|
return ScenarioMatch(
|
|
stock_code=stock_code,
|
|
matched_scenario=None,
|
|
action=ScenarioAction.BUY,
|
|
confidence=85,
|
|
rationale="Test buy",
|
|
)
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_cooldown_set_on_insufficient_balance(
|
|
self, mock_broker: MagicMock, mock_overseas_broker: MagicMock,
|
|
mock_overseas_market: MagicMock,
|
|
) -> None:
|
|
"""BUY cooldown entry is created after 주문가능금액 rejection."""
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=self._make_buy_match_overseas("MLECW"))
|
|
buy_cooldown: dict[str, float] = {}
|
|
|
|
with patch("src.main.log_trade"):
|
|
await trading_cycle(
|
|
broker=mock_broker,
|
|
overseas_broker=mock_overseas_broker,
|
|
scenario_engine=engine,
|
|
playbook=_make_playbook("US_NASDAQ"),
|
|
risk=MagicMock(),
|
|
db_conn=MagicMock(),
|
|
decision_logger=MagicMock(),
|
|
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=MagicMock(
|
|
notify_trade_execution=AsyncMock(),
|
|
notify_fat_finger=AsyncMock(),
|
|
notify_circuit_breaker=AsyncMock(),
|
|
notify_scenario_matched=AsyncMock(),
|
|
),
|
|
market=mock_overseas_market,
|
|
stock_code="MLECW",
|
|
scan_candidates={},
|
|
buy_cooldown=buy_cooldown,
|
|
)
|
|
|
|
assert "US_NASDAQ:MLECW" in buy_cooldown
|
|
assert buy_cooldown["US_NASDAQ:MLECW"] > 0
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_cooldown_skips_buy(
|
|
self, mock_broker: MagicMock, mock_overseas_broker: MagicMock,
|
|
mock_overseas_market: MagicMock,
|
|
) -> None:
|
|
"""BUY is skipped when cooldown is active for the stock."""
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=self._make_buy_match_overseas("MLECW"))
|
|
|
|
import asyncio
|
|
# Set an active cooldown (expires far in the future)
|
|
buy_cooldown: dict[str, float] = {
|
|
"US_NASDAQ:MLECW": asyncio.get_event_loop().time() + 600
|
|
}
|
|
|
|
with patch("src.main.log_trade"):
|
|
await trading_cycle(
|
|
broker=mock_broker,
|
|
overseas_broker=mock_overseas_broker,
|
|
scenario_engine=engine,
|
|
playbook=_make_playbook("US_NASDAQ"),
|
|
risk=MagicMock(),
|
|
db_conn=MagicMock(),
|
|
decision_logger=MagicMock(),
|
|
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=MagicMock(
|
|
notify_trade_execution=AsyncMock(),
|
|
notify_fat_finger=AsyncMock(),
|
|
notify_circuit_breaker=AsyncMock(),
|
|
notify_scenario_matched=AsyncMock(),
|
|
),
|
|
market=mock_overseas_market,
|
|
stock_code="MLECW",
|
|
scan_candidates={},
|
|
buy_cooldown=buy_cooldown,
|
|
)
|
|
|
|
# Order should NOT have been sent
|
|
mock_overseas_broker.send_overseas_order.assert_not_called()
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_cooldown_not_set_on_other_errors(
|
|
self, mock_broker: MagicMock, mock_overseas_market: MagicMock,
|
|
) -> None:
|
|
"""Cooldown is NOT set for non-balance-related rejections."""
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=self._make_buy_match_overseas("MLECW"))
|
|
# Different rejection reason
|
|
overseas_broker = MagicMock()
|
|
overseas_broker.get_overseas_price = AsyncMock(
|
|
return_value={"output": {"last": "1.0", "rate": "0.0",
|
|
"high": "1.05", "low": "0.95", "tvol": "1000000"}}
|
|
)
|
|
overseas_broker.get_overseas_balance = AsyncMock(return_value={
|
|
"output1": [],
|
|
"output2": [{"frcr_dncl_amt_2": "50000", "frcr_evlu_tota": "50000",
|
|
"frcr_buy_amt_smtl": "0"}],
|
|
})
|
|
overseas_broker.send_overseas_order = AsyncMock(
|
|
return_value={"rt_cd": "1", "msg1": "기타 오류 메시지"}
|
|
)
|
|
buy_cooldown: dict[str, float] = {}
|
|
|
|
with patch("src.main.log_trade"):
|
|
await trading_cycle(
|
|
broker=mock_broker,
|
|
overseas_broker=overseas_broker,
|
|
scenario_engine=engine,
|
|
playbook=_make_playbook("US_NASDAQ"),
|
|
risk=MagicMock(),
|
|
db_conn=MagicMock(),
|
|
decision_logger=MagicMock(),
|
|
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=MagicMock(
|
|
notify_trade_execution=AsyncMock(),
|
|
notify_fat_finger=AsyncMock(),
|
|
notify_circuit_breaker=AsyncMock(),
|
|
notify_scenario_matched=AsyncMock(),
|
|
),
|
|
market=mock_overseas_market,
|
|
stock_code="MLECW",
|
|
scan_candidates={},
|
|
buy_cooldown=buy_cooldown,
|
|
)
|
|
|
|
# Cooldown should NOT be set for non-balance errors
|
|
assert "US_NASDAQ:MLECW" not in buy_cooldown
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_no_cooldown_param_still_works(
|
|
self, mock_broker: MagicMock, mock_overseas_broker: MagicMock,
|
|
mock_overseas_market: MagicMock,
|
|
) -> None:
|
|
"""trading_cycle works normally when buy_cooldown is None (default)."""
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=self._make_buy_match_overseas("MLECW"))
|
|
|
|
with patch("src.main.log_trade"):
|
|
await trading_cycle(
|
|
broker=mock_broker,
|
|
overseas_broker=mock_overseas_broker,
|
|
scenario_engine=engine,
|
|
playbook=_make_playbook("US_NASDAQ"),
|
|
risk=MagicMock(),
|
|
db_conn=MagicMock(),
|
|
decision_logger=MagicMock(),
|
|
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=MagicMock(
|
|
notify_trade_execution=AsyncMock(),
|
|
notify_fat_finger=AsyncMock(),
|
|
notify_circuit_breaker=AsyncMock(),
|
|
notify_scenario_matched=AsyncMock(),
|
|
),
|
|
market=mock_overseas_market,
|
|
stock_code="MLECW",
|
|
scan_candidates={},
|
|
# buy_cooldown not passed → defaults to None
|
|
)
|
|
|
|
# Should attempt the order (and fail), but not crash
|
|
mock_overseas_broker.send_overseas_order.assert_called_once()
|
|
|
|
|
|
# ---------------------------------------------------------------------------
|
|
# market_outlook BUY confidence threshold tests (#173)
|
|
# ---------------------------------------------------------------------------
|
|
|
|
|
|
class TestMarketOutlookConfidenceThreshold:
|
|
"""Tests for market_outlook-based BUY confidence suppression in trading_cycle."""
|
|
|
|
@pytest.fixture
|
|
def mock_broker(self) -> MagicMock:
|
|
broker = MagicMock()
|
|
broker.get_current_price = AsyncMock(return_value=(50000.0, 1.0, 0.0))
|
|
broker.get_balance = AsyncMock(
|
|
return_value={
|
|
"output2": [
|
|
{
|
|
"tot_evlu_amt": "10000000",
|
|
"dnca_tot_amt": "5000000",
|
|
"pchs_amt_smtl_amt": "9500000",
|
|
}
|
|
]
|
|
}
|
|
)
|
|
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
|
|
return broker
|
|
|
|
@pytest.fixture
|
|
def mock_market(self) -> MagicMock:
|
|
market = MagicMock()
|
|
market.name = "Korea"
|
|
market.code = "KR"
|
|
market.exchange_code = "KRX"
|
|
market.is_domestic = True
|
|
return market
|
|
|
|
@pytest.fixture
|
|
def mock_telegram(self) -> MagicMock:
|
|
telegram = MagicMock()
|
|
telegram.notify_trade_execution = AsyncMock()
|
|
telegram.notify_scenario_matched = AsyncMock()
|
|
telegram.notify_fat_finger = AsyncMock()
|
|
return telegram
|
|
|
|
def _make_buy_match_with_confidence(
|
|
self, confidence: int, stock_code: str = "005930"
|
|
) -> ScenarioMatch:
|
|
from src.strategy.models import StockScenario
|
|
scenario = StockScenario(
|
|
condition=StockCondition(rsi_below=30),
|
|
action=ScenarioAction.BUY,
|
|
confidence=confidence,
|
|
allocation_pct=10.0,
|
|
)
|
|
return ScenarioMatch(
|
|
stock_code=stock_code,
|
|
matched_scenario=scenario,
|
|
action=ScenarioAction.BUY,
|
|
confidence=confidence,
|
|
rationale="Test buy",
|
|
)
|
|
|
|
def _make_playbook_with_outlook(
|
|
self, outlook_str: str, market: str = "KR"
|
|
) -> DayPlaybook:
|
|
from src.strategy.models import MarketOutlook
|
|
outlook_map = {
|
|
"bearish": MarketOutlook.BEARISH,
|
|
"bullish": MarketOutlook.BULLISH,
|
|
"neutral": MarketOutlook.NEUTRAL,
|
|
"neutral_to_bullish": MarketOutlook.NEUTRAL_TO_BULLISH,
|
|
"neutral_to_bearish": MarketOutlook.NEUTRAL_TO_BEARISH,
|
|
}
|
|
return DayPlaybook(
|
|
date=date(2026, 2, 20),
|
|
market=market,
|
|
market_outlook=outlook_map[outlook_str],
|
|
)
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_bearish_outlook_raises_buy_confidence_threshold(
|
|
self,
|
|
mock_broker: MagicMock,
|
|
mock_market: MagicMock,
|
|
mock_telegram: MagicMock,
|
|
) -> None:
|
|
"""BUY with confidence 85 should be suppressed to HOLD in bearish market."""
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=self._make_buy_match_with_confidence(85))
|
|
playbook = self._make_playbook_with_outlook("bearish")
|
|
|
|
decision_logger = MagicMock()
|
|
decision_logger.log_decision = MagicMock(return_value="decision-id")
|
|
|
|
with patch("src.main.log_trade"):
|
|
await trading_cycle(
|
|
broker=mock_broker,
|
|
overseas_broker=MagicMock(),
|
|
scenario_engine=engine,
|
|
playbook=playbook,
|
|
risk=MagicMock(),
|
|
db_conn=MagicMock(),
|
|
decision_logger=decision_logger,
|
|
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=mock_telegram,
|
|
market=mock_market,
|
|
stock_code="005930",
|
|
scan_candidates={},
|
|
)
|
|
|
|
# HOLD should be logged (not BUY) — check decision_logger was called with HOLD
|
|
call_args = decision_logger.log_decision.call_args
|
|
assert call_args is not None
|
|
assert call_args.kwargs["action"] == "HOLD"
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_bearish_outlook_allows_high_confidence_buy(
|
|
self,
|
|
mock_broker: MagicMock,
|
|
mock_market: MagicMock,
|
|
mock_telegram: MagicMock,
|
|
) -> None:
|
|
"""BUY with confidence 92 should proceed in bearish market (threshold=90)."""
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=self._make_buy_match_with_confidence(92))
|
|
playbook = self._make_playbook_with_outlook("bearish")
|
|
risk = MagicMock()
|
|
risk.validate_order = MagicMock()
|
|
|
|
decision_logger = MagicMock()
|
|
decision_logger.log_decision = MagicMock(return_value="decision-id")
|
|
|
|
with patch("src.main.log_trade"):
|
|
await trading_cycle(
|
|
broker=mock_broker,
|
|
overseas_broker=MagicMock(),
|
|
scenario_engine=engine,
|
|
playbook=playbook,
|
|
risk=risk,
|
|
db_conn=MagicMock(),
|
|
decision_logger=decision_logger,
|
|
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=mock_telegram,
|
|
market=mock_market,
|
|
stock_code="005930",
|
|
scan_candidates={},
|
|
)
|
|
|
|
call_args = decision_logger.log_decision.call_args
|
|
assert call_args is not None
|
|
assert call_args.kwargs["action"] == "BUY"
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_bullish_outlook_lowers_buy_confidence_threshold(
|
|
self,
|
|
mock_broker: MagicMock,
|
|
mock_market: MagicMock,
|
|
mock_telegram: MagicMock,
|
|
) -> None:
|
|
"""BUY with confidence 77 should proceed in bullish market (threshold=75)."""
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=self._make_buy_match_with_confidence(77))
|
|
playbook = self._make_playbook_with_outlook("bullish")
|
|
risk = MagicMock()
|
|
risk.validate_order = MagicMock()
|
|
|
|
decision_logger = MagicMock()
|
|
decision_logger.log_decision = MagicMock(return_value="decision-id")
|
|
|
|
with patch("src.main.log_trade"):
|
|
await trading_cycle(
|
|
broker=mock_broker,
|
|
overseas_broker=MagicMock(),
|
|
scenario_engine=engine,
|
|
playbook=playbook,
|
|
risk=risk,
|
|
db_conn=MagicMock(),
|
|
decision_logger=decision_logger,
|
|
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=mock_telegram,
|
|
market=mock_market,
|
|
stock_code="005930",
|
|
scan_candidates={},
|
|
)
|
|
|
|
call_args = decision_logger.log_decision.call_args
|
|
assert call_args is not None
|
|
assert call_args.kwargs["action"] == "BUY"
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_bullish_outlook_suppresses_very_low_confidence_buy(
|
|
self,
|
|
mock_broker: MagicMock,
|
|
mock_market: MagicMock,
|
|
mock_telegram: MagicMock,
|
|
) -> None:
|
|
"""BUY with confidence 70 should be suppressed even in bullish market (threshold=75)."""
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=self._make_buy_match_with_confidence(70))
|
|
playbook = self._make_playbook_with_outlook("bullish")
|
|
|
|
decision_logger = MagicMock()
|
|
decision_logger.log_decision = MagicMock(return_value="decision-id")
|
|
|
|
with patch("src.main.log_trade"):
|
|
await trading_cycle(
|
|
broker=mock_broker,
|
|
overseas_broker=MagicMock(),
|
|
scenario_engine=engine,
|
|
playbook=playbook,
|
|
risk=MagicMock(),
|
|
db_conn=MagicMock(),
|
|
decision_logger=decision_logger,
|
|
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=mock_telegram,
|
|
market=mock_market,
|
|
stock_code="005930",
|
|
scan_candidates={},
|
|
)
|
|
|
|
call_args = decision_logger.log_decision.call_args
|
|
assert call_args is not None
|
|
assert call_args.kwargs["action"] == "HOLD"
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_neutral_outlook_uses_default_threshold(
|
|
self,
|
|
mock_broker: MagicMock,
|
|
mock_market: MagicMock,
|
|
mock_telegram: MagicMock,
|
|
) -> None:
|
|
"""BUY with confidence 82 should proceed in neutral market (default=80)."""
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=self._make_buy_match_with_confidence(82))
|
|
playbook = self._make_playbook_with_outlook("neutral")
|
|
risk = MagicMock()
|
|
risk.validate_order = MagicMock()
|
|
|
|
decision_logger = MagicMock()
|
|
decision_logger.log_decision = MagicMock(return_value="decision-id")
|
|
|
|
with patch("src.main.log_trade"):
|
|
await trading_cycle(
|
|
broker=mock_broker,
|
|
overseas_broker=MagicMock(),
|
|
scenario_engine=engine,
|
|
playbook=playbook,
|
|
risk=risk,
|
|
db_conn=MagicMock(),
|
|
decision_logger=decision_logger,
|
|
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=mock_telegram,
|
|
market=mock_market,
|
|
stock_code="005930",
|
|
scan_candidates={},
|
|
)
|
|
|
|
call_args = decision_logger.log_decision.call_args
|
|
assert call_args is not None
|
|
assert call_args.kwargs["action"] == "BUY"
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_buy_suppressed_when_open_position_exists() -> None:
|
|
"""BUY should be suppressed when an open position already exists for the stock."""
|
|
db_conn = init_db(":memory:")
|
|
decision_logger = DecisionLogger(db_conn)
|
|
|
|
# 기존 BUY 포지션 DB에 기록 (중복 매수 상황)
|
|
buy_decision_id = decision_logger.log_decision(
|
|
stock_code="NP",
|
|
market="US",
|
|
exchange_code="AMS",
|
|
action="BUY",
|
|
confidence=90,
|
|
rationale="initial entry",
|
|
context_snapshot={},
|
|
input_data={},
|
|
)
|
|
log_trade(
|
|
conn=db_conn,
|
|
stock_code="NP",
|
|
action="BUY",
|
|
confidence=90,
|
|
rationale="initial entry",
|
|
quantity=10,
|
|
price=50.0,
|
|
market="US",
|
|
exchange_code="AMS",
|
|
decision_id=buy_decision_id,
|
|
)
|
|
|
|
broker = MagicMock()
|
|
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
|
|
|
|
overseas_broker = MagicMock()
|
|
overseas_broker.get_overseas_price = AsyncMock(
|
|
return_value={"output": {"last": "51.0", "rate": "2.0", "high": "52.0", "low": "50.0", "tvol": "1000000"}}
|
|
)
|
|
overseas_broker.get_overseas_balance = AsyncMock(
|
|
return_value={
|
|
"output1": [],
|
|
"output2": [{"frcr_dncl_amt_2": "10000", "frcr_evlu_tota": "10000", "frcr_buy_amt_smtl": "0"}],
|
|
}
|
|
)
|
|
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "OK"})
|
|
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=_make_buy_match(stock_code="NP"))
|
|
|
|
market = MagicMock()
|
|
market.name = "United States"
|
|
market.code = "US"
|
|
market.exchange_code = "AMS"
|
|
market.is_domestic = False
|
|
|
|
telegram = MagicMock()
|
|
telegram.notify_trade_execution = AsyncMock()
|
|
telegram.notify_fat_finger = AsyncMock()
|
|
telegram.notify_circuit_breaker = AsyncMock()
|
|
telegram.notify_scenario_matched = AsyncMock()
|
|
|
|
await trading_cycle(
|
|
broker=broker,
|
|
overseas_broker=overseas_broker,
|
|
scenario_engine=engine,
|
|
playbook=_make_playbook(market="US"),
|
|
risk=MagicMock(),
|
|
db_conn=db_conn,
|
|
decision_logger=decision_logger,
|
|
context_store=MagicMock(
|
|
get_latest_timeframe=MagicMock(return_value=None),
|
|
set_context=MagicMock(),
|
|
),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=telegram,
|
|
market=market,
|
|
stock_code="NP",
|
|
scan_candidates={},
|
|
)
|
|
|
|
# 이미 보유 중이므로 주문이 실행되지 않아야 함
|
|
broker.send_order.assert_not_called()
|
|
overseas_broker.send_overseas_order.assert_not_called()
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_buy_proceeds_when_no_open_position() -> None:
|
|
"""BUY should proceed normally when no open position exists for the stock."""
|
|
db_conn = init_db(":memory:")
|
|
decision_logger = DecisionLogger(db_conn)
|
|
# DB가 비어있는 상태 — 기존 포지션 없음
|
|
|
|
broker = MagicMock()
|
|
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
|
|
|
|
overseas_broker = MagicMock()
|
|
overseas_broker.get_overseas_price = AsyncMock(
|
|
return_value={"output": {"last": "100.0", "rate": "1.0", "high": "101.0", "low": "99.0", "tvol": "500000"}}
|
|
)
|
|
overseas_broker.get_overseas_balance = AsyncMock(
|
|
return_value={
|
|
"output1": [],
|
|
"output2": [{"frcr_dncl_amt_2": "50000", "frcr_evlu_tota": "50000", "frcr_buy_amt_smtl": "0"}],
|
|
}
|
|
)
|
|
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "OK"})
|
|
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=_make_buy_match(stock_code="KNRX"))
|
|
|
|
market = MagicMock()
|
|
market.name = "United States"
|
|
market.code = "US"
|
|
market.exchange_code = "NAS"
|
|
market.is_domestic = False
|
|
|
|
risk = MagicMock()
|
|
risk.validate_order = MagicMock()
|
|
|
|
telegram = MagicMock()
|
|
telegram.notify_trade_execution = AsyncMock()
|
|
telegram.notify_fat_finger = AsyncMock()
|
|
telegram.notify_circuit_breaker = AsyncMock()
|
|
telegram.notify_scenario_matched = AsyncMock()
|
|
|
|
await trading_cycle(
|
|
broker=broker,
|
|
overseas_broker=overseas_broker,
|
|
scenario_engine=engine,
|
|
playbook=_make_playbook(market="US"),
|
|
risk=risk,
|
|
db_conn=db_conn,
|
|
decision_logger=decision_logger,
|
|
context_store=MagicMock(
|
|
get_latest_timeframe=MagicMock(return_value=None),
|
|
set_context=MagicMock(),
|
|
),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=telegram,
|
|
market=market,
|
|
stock_code="KNRX",
|
|
scan_candidates={},
|
|
)
|
|
|
|
# 포지션이 없으므로 해외 주문이 실행되어야 함
|
|
overseas_broker.send_overseas_order.assert_called_once()
|
|
|
|
|
|
class TestOverseasBrokerIntegration:
|
|
"""Test overseas broker live-balance gating for double-buy prevention.
|
|
|
|
Issue #195: KIS VTS SELL limit orders are accepted (rt_cd=0) immediately
|
|
but may not fill until the market price reaches the limit. During this window,
|
|
the DB records the position as closed, causing the next cycle to BUY again.
|
|
These tests verify that live broker balance is used as the authoritative source.
|
|
"""
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_overseas_buy_suppressed_by_broker_balance_when_db_shows_closed(
|
|
self,
|
|
) -> None:
|
|
"""BUY must be suppressed when broker still holds shares even if DB says closed.
|
|
|
|
Scenario: SELL limit order was accepted (DB shows closed), but hasn't
|
|
filled yet — broker balance still shows 10 AAPL shares.
|
|
Expected: send_overseas_order is NOT called.
|
|
"""
|
|
db_conn = init_db(":memory:")
|
|
# DB: BUY then SELL recorded → get_open_position returns None (closed)
|
|
log_trade(
|
|
conn=db_conn,
|
|
stock_code="AAPL",
|
|
action="BUY",
|
|
confidence=90,
|
|
rationale="entry",
|
|
quantity=10,
|
|
price=180.0,
|
|
market="US_NASDAQ",
|
|
exchange_code="NASD",
|
|
)
|
|
log_trade(
|
|
conn=db_conn,
|
|
stock_code="AAPL",
|
|
action="SELL",
|
|
confidence=90,
|
|
rationale="sell order accepted",
|
|
quantity=10,
|
|
price=182.0,
|
|
market="US_NASDAQ",
|
|
exchange_code="NASD",
|
|
)
|
|
|
|
overseas_broker = MagicMock()
|
|
overseas_broker.get_overseas_price = AsyncMock(
|
|
return_value={"output": {"last": "182.50"}}
|
|
)
|
|
# 브로커: 여전히 AAPL 10주 보유 중 (SELL 미체결)
|
|
overseas_broker.get_overseas_balance = AsyncMock(
|
|
return_value={
|
|
"output1": [{"ovrs_pdno": "AAPL", "ovrs_cblc_qty": "10"}],
|
|
"output2": [
|
|
{
|
|
"frcr_dncl_amt_2": "50000.00",
|
|
"frcr_evlu_tota": "60000.00",
|
|
"frcr_buy_amt_smtl": "50000.00",
|
|
}
|
|
],
|
|
}
|
|
)
|
|
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"})
|
|
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=_make_buy_match("AAPL"))
|
|
|
|
market = MagicMock()
|
|
market.name = "NASDAQ"
|
|
market.code = "US_NASDAQ"
|
|
market.exchange_code = "NASD"
|
|
market.is_domestic = False
|
|
|
|
telegram = MagicMock()
|
|
telegram.notify_trade_execution = AsyncMock()
|
|
telegram.notify_fat_finger = AsyncMock()
|
|
telegram.notify_circuit_breaker = AsyncMock()
|
|
telegram.notify_scenario_matched = AsyncMock()
|
|
|
|
decision_logger = MagicMock()
|
|
decision_logger.log_decision = MagicMock(return_value="decision-id")
|
|
|
|
await trading_cycle(
|
|
broker=MagicMock(),
|
|
overseas_broker=overseas_broker,
|
|
scenario_engine=engine,
|
|
playbook=_make_playbook(market="US"),
|
|
risk=MagicMock(),
|
|
db_conn=db_conn,
|
|
decision_logger=decision_logger,
|
|
context_store=MagicMock(
|
|
get_latest_timeframe=MagicMock(return_value=None),
|
|
set_context=MagicMock(),
|
|
),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=telegram,
|
|
market=market,
|
|
stock_code="AAPL",
|
|
scan_candidates={},
|
|
)
|
|
|
|
# 브로커 잔고에 보유 중이므로 BUY 주문이 억제되어야 함 (이중 매수 방지)
|
|
overseas_broker.send_overseas_order.assert_not_called()
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_overseas_buy_proceeds_when_broker_shows_no_holding(
|
|
self,
|
|
) -> None:
|
|
"""BUY must proceed when both DB and broker confirm no existing holding.
|
|
|
|
Scenario: No prior trades in DB and broker balance shows no AAPL.
|
|
Expected: send_overseas_order IS called (normal buy flow).
|
|
"""
|
|
db_conn = init_db(":memory:")
|
|
# DB: 레코드 없음 (신규 포지션)
|
|
|
|
overseas_broker = MagicMock()
|
|
overseas_broker.get_overseas_price = AsyncMock(
|
|
return_value={"output": {"last": "182.50"}}
|
|
)
|
|
# 브로커: AAPL 미보유
|
|
overseas_broker.get_overseas_balance = AsyncMock(
|
|
return_value={
|
|
"output1": [],
|
|
"output2": [
|
|
{
|
|
"frcr_dncl_amt_2": "50000.00",
|
|
"frcr_evlu_tota": "50000.00",
|
|
"frcr_buy_amt_smtl": "0.00",
|
|
}
|
|
],
|
|
}
|
|
)
|
|
overseas_broker.send_overseas_order = AsyncMock(return_value={"msg1": "주문접수"})
|
|
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=_make_buy_match("AAPL"))
|
|
|
|
market = MagicMock()
|
|
market.name = "NASDAQ"
|
|
market.code = "US_NASDAQ"
|
|
market.exchange_code = "NASD"
|
|
market.is_domestic = False
|
|
|
|
telegram = MagicMock()
|
|
telegram.notify_trade_execution = AsyncMock()
|
|
telegram.notify_fat_finger = AsyncMock()
|
|
telegram.notify_circuit_breaker = AsyncMock()
|
|
telegram.notify_scenario_matched = AsyncMock()
|
|
|
|
decision_logger = MagicMock()
|
|
decision_logger.log_decision = MagicMock(return_value="decision-id")
|
|
|
|
with patch("src.main.log_trade"):
|
|
await trading_cycle(
|
|
broker=MagicMock(),
|
|
overseas_broker=overseas_broker,
|
|
scenario_engine=engine,
|
|
playbook=_make_playbook(market="US"),
|
|
risk=MagicMock(),
|
|
db_conn=db_conn,
|
|
decision_logger=decision_logger,
|
|
context_store=MagicMock(
|
|
get_latest_timeframe=MagicMock(return_value=None),
|
|
set_context=MagicMock(),
|
|
),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=telegram,
|
|
market=market,
|
|
stock_code="AAPL",
|
|
scan_candidates={},
|
|
)
|
|
|
|
# DB도 브로커도 보유 없음 → BUY 주문이 실행되어야 함 (회귀 테스트)
|
|
overseas_broker.send_overseas_order.assert_called_once()
|
|
|
|
|
|
# ---------------------------------------------------------------------------
|
|
# _retry_connection — unit tests (issue #209)
|
|
# ---------------------------------------------------------------------------
|
|
|
|
|
|
class TestRetryConnection:
|
|
"""Unit tests for the _retry_connection helper (issue #209)."""
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_success_on_first_attempt(self) -> None:
|
|
"""Returns the result immediately when the first call succeeds."""
|
|
async def ok() -> str:
|
|
return "data"
|
|
|
|
result = await _retry_connection(ok, label="test")
|
|
assert result == "data"
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_succeeds_after_one_connection_error(self) -> None:
|
|
"""Retries once on ConnectionError and returns result on 2nd attempt."""
|
|
call_count = 0
|
|
|
|
async def flaky() -> str:
|
|
nonlocal call_count
|
|
call_count += 1
|
|
if call_count < 2:
|
|
raise ConnectionError("timeout")
|
|
return "ok"
|
|
|
|
with patch("src.main.asyncio.sleep") as mock_sleep:
|
|
mock_sleep.return_value = None
|
|
result = await _retry_connection(flaky, label="flaky")
|
|
|
|
assert result == "ok"
|
|
assert call_count == 2
|
|
mock_sleep.assert_called_once()
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_raises_after_all_retries_exhausted(self) -> None:
|
|
"""Raises ConnectionError after MAX_CONNECTION_RETRIES attempts."""
|
|
from src.main import MAX_CONNECTION_RETRIES
|
|
|
|
call_count = 0
|
|
|
|
async def always_fail() -> None:
|
|
nonlocal call_count
|
|
call_count += 1
|
|
raise ConnectionError("unreachable")
|
|
|
|
with patch("src.main.asyncio.sleep") as mock_sleep:
|
|
mock_sleep.return_value = None
|
|
with pytest.raises(ConnectionError, match="unreachable"):
|
|
await _retry_connection(always_fail, label="always_fail")
|
|
|
|
assert call_count == MAX_CONNECTION_RETRIES
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_passes_args_and_kwargs_to_factory(self) -> None:
|
|
"""Forwards positional and keyword arguments to the callable."""
|
|
received: dict = {}
|
|
|
|
async def capture(a: int, b: int, *, key: str) -> str:
|
|
received["a"] = a
|
|
received["b"] = b
|
|
received["key"] = key
|
|
return "captured"
|
|
|
|
result = await _retry_connection(capture, 1, 2, key="val", label="test")
|
|
assert result == "captured"
|
|
assert received == {"a": 1, "b": 2, "key": "val"}
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_non_connection_error_not_retried(self) -> None:
|
|
"""Non-ConnectionError exceptions propagate immediately without retry."""
|
|
call_count = 0
|
|
|
|
async def bad_input() -> None:
|
|
nonlocal call_count
|
|
call_count += 1
|
|
raise ValueError("bad data")
|
|
|
|
with pytest.raises(ValueError, match="bad data"):
|
|
await _retry_connection(bad_input, label="bad")
|
|
|
|
assert call_count == 1 # No retry for non-ConnectionError
|
|
|
|
|
|
# run_daily_session — daily CB baseline (daily_start_eval) tests (issue #207)
|
|
# ---------------------------------------------------------------------------
|
|
|
|
|
|
class TestDailyCBBaseline:
|
|
"""Tests for run_daily_session's daily_start_eval (CB baseline) behaviour.
|
|
|
|
Issue #207: CB P&L should be computed relative to the portfolio value at
|
|
the start of each trading day, not the cumulative purchase_total.
|
|
"""
|
|
|
|
def _make_settings(self) -> Settings:
|
|
return Settings(
|
|
KIS_APP_KEY="test-key",
|
|
KIS_APP_SECRET="test-secret",
|
|
KIS_ACCOUNT_NO="12345678-01",
|
|
GEMINI_API_KEY="test-gemini",
|
|
MODE="paper",
|
|
PAPER_OVERSEAS_CASH=0,
|
|
)
|
|
|
|
def _make_domestic_balance(
|
|
self, tot_evlu_amt: float = 0.0, dnca_tot_amt: float = 50000.0
|
|
) -> dict:
|
|
return {
|
|
"output1": [],
|
|
"output2": [
|
|
{
|
|
"tot_evlu_amt": str(tot_evlu_amt),
|
|
"dnca_tot_amt": str(dnca_tot_amt),
|
|
"pchs_amt_smtl_amt": "40000.0",
|
|
}
|
|
],
|
|
}
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_returns_daily_start_eval_when_no_markets_open(self) -> None:
|
|
"""run_daily_session returns the unchanged daily_start_eval when no markets are open."""
|
|
with patch("src.main.get_open_markets", return_value=[]):
|
|
result = await run_daily_session(
|
|
broker=MagicMock(),
|
|
overseas_broker=MagicMock(),
|
|
scenario_engine=MagicMock(),
|
|
playbook_store=MagicMock(),
|
|
pre_market_planner=MagicMock(),
|
|
risk=MagicMock(),
|
|
db_conn=init_db(":memory:"),
|
|
decision_logger=MagicMock(),
|
|
context_store=MagicMock(),
|
|
criticality_assessor=MagicMock(),
|
|
telegram=MagicMock(),
|
|
settings=self._make_settings(),
|
|
smart_scanner=None,
|
|
daily_start_eval=12345.0,
|
|
)
|
|
assert result == 12345.0
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_returns_zero_when_no_markets_and_no_baseline(self) -> None:
|
|
"""run_daily_session returns 0.0 when no markets are open and daily_start_eval=0."""
|
|
with patch("src.main.get_open_markets", return_value=[]):
|
|
result = await run_daily_session(
|
|
broker=MagicMock(),
|
|
overseas_broker=MagicMock(),
|
|
scenario_engine=MagicMock(),
|
|
playbook_store=MagicMock(),
|
|
pre_market_planner=MagicMock(),
|
|
risk=MagicMock(),
|
|
db_conn=init_db(":memory:"),
|
|
decision_logger=MagicMock(),
|
|
context_store=MagicMock(),
|
|
criticality_assessor=MagicMock(),
|
|
telegram=MagicMock(),
|
|
settings=self._make_settings(),
|
|
smart_scanner=None,
|
|
daily_start_eval=0.0,
|
|
)
|
|
assert result == 0.0
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_captures_total_eval_as_baseline_on_first_session(self) -> None:
|
|
"""When daily_start_eval=0 and balance returns a positive total_eval, the returned
|
|
value equals total_eval (the captured baseline for the day)."""
|
|
from src.analysis.smart_scanner import ScanCandidate
|
|
|
|
settings = self._make_settings()
|
|
broker = MagicMock()
|
|
# Domestic balance: tot_evlu_amt=55000
|
|
broker.get_balance = AsyncMock(
|
|
return_value=self._make_domestic_balance(tot_evlu_amt=55000.0)
|
|
)
|
|
# Price data for the stock
|
|
broker.get_current_price = AsyncMock(
|
|
return_value=(100.0, 1.5, 100.0)
|
|
)
|
|
|
|
market = MagicMock()
|
|
market.name = "KR"
|
|
market.code = "KR"
|
|
market.exchange_code = "KRX"
|
|
market.is_domestic = True
|
|
market.timezone = __import__("zoneinfo").ZoneInfo("Asia/Seoul")
|
|
|
|
smart_scanner = MagicMock()
|
|
smart_scanner.scan = AsyncMock(
|
|
return_value=[
|
|
ScanCandidate(
|
|
stock_code="005930",
|
|
name="Samsung",
|
|
price=100.0,
|
|
volume=1_000_000.0,
|
|
volume_ratio=2.5,
|
|
rsi=45.0,
|
|
signal="momentum",
|
|
score=80.0,
|
|
)
|
|
]
|
|
)
|
|
|
|
playbook_store = MagicMock()
|
|
playbook_store.load = MagicMock(return_value=_make_playbook("KR"))
|
|
|
|
scenario_engine = MagicMock(spec=ScenarioEngine)
|
|
scenario_engine.evaluate = MagicMock(return_value=_make_hold_match("005930"))
|
|
|
|
risk = MagicMock()
|
|
risk.check_circuit_breaker = MagicMock()
|
|
risk.check_fat_finger = MagicMock()
|
|
|
|
telegram = MagicMock()
|
|
telegram.notify_trade_execution = AsyncMock()
|
|
telegram.notify_scenario_matched = AsyncMock()
|
|
|
|
decision_logger = MagicMock()
|
|
decision_logger.log_decision = MagicMock(return_value="d1")
|
|
|
|
async def _passthrough(fn, *a, label: str = "", **kw): # type: ignore[override]
|
|
return await fn(*a, **kw)
|
|
|
|
with patch("src.main.get_open_markets", return_value=[market]), \
|
|
patch("src.main._retry_connection", new=_passthrough):
|
|
result = await run_daily_session(
|
|
broker=broker,
|
|
overseas_broker=MagicMock(),
|
|
scenario_engine=scenario_engine,
|
|
playbook_store=playbook_store,
|
|
pre_market_planner=MagicMock(),
|
|
risk=risk,
|
|
db_conn=init_db(":memory:"),
|
|
decision_logger=decision_logger,
|
|
context_store=MagicMock(),
|
|
criticality_assessor=MagicMock(),
|
|
telegram=telegram,
|
|
settings=settings,
|
|
smart_scanner=smart_scanner,
|
|
daily_start_eval=0.0,
|
|
)
|
|
|
|
assert result == 55000.0 # captured from tot_evlu_amt
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_does_not_overwrite_existing_baseline(self) -> None:
|
|
"""When daily_start_eval > 0, it must not be overwritten even if balance returns
|
|
a different value (baseline is fixed at the start of each trading day)."""
|
|
from src.analysis.smart_scanner import ScanCandidate
|
|
|
|
settings = self._make_settings()
|
|
broker = MagicMock()
|
|
# Balance reports a different eval value (market moved during the day)
|
|
broker.get_balance = AsyncMock(
|
|
return_value=self._make_domestic_balance(tot_evlu_amt=58000.0)
|
|
)
|
|
broker.get_current_price = AsyncMock(return_value=(100.0, 1.5, 100.0))
|
|
|
|
market = MagicMock()
|
|
market.name = "KR"
|
|
market.code = "KR"
|
|
market.exchange_code = "KRX"
|
|
market.is_domestic = True
|
|
market.timezone = __import__("zoneinfo").ZoneInfo("Asia/Seoul")
|
|
|
|
smart_scanner = MagicMock()
|
|
smart_scanner.scan = AsyncMock(
|
|
return_value=[
|
|
ScanCandidate(
|
|
stock_code="005930",
|
|
name="Samsung",
|
|
price=100.0,
|
|
volume=1_000_000.0,
|
|
volume_ratio=2.5,
|
|
rsi=45.0,
|
|
signal="momentum",
|
|
score=80.0,
|
|
)
|
|
]
|
|
)
|
|
|
|
playbook_store = MagicMock()
|
|
playbook_store.load = MagicMock(return_value=_make_playbook("KR"))
|
|
|
|
scenario_engine = MagicMock(spec=ScenarioEngine)
|
|
scenario_engine.evaluate = MagicMock(return_value=_make_hold_match("005930"))
|
|
|
|
risk = MagicMock()
|
|
risk.check_circuit_breaker = MagicMock()
|
|
|
|
telegram = MagicMock()
|
|
telegram.notify_trade_execution = AsyncMock()
|
|
telegram.notify_scenario_matched = AsyncMock()
|
|
|
|
decision_logger = MagicMock()
|
|
decision_logger.log_decision = MagicMock(return_value="d1")
|
|
|
|
async def _passthrough(fn, *a, label: str = "", **kw): # type: ignore[override]
|
|
return await fn(*a, **kw)
|
|
|
|
with patch("src.main.get_open_markets", return_value=[market]), \
|
|
patch("src.main._retry_connection", new=_passthrough):
|
|
result = await run_daily_session(
|
|
broker=broker,
|
|
overseas_broker=MagicMock(),
|
|
scenario_engine=scenario_engine,
|
|
playbook_store=playbook_store,
|
|
pre_market_planner=MagicMock(),
|
|
risk=risk,
|
|
db_conn=init_db(":memory:"),
|
|
decision_logger=decision_logger,
|
|
context_store=MagicMock(),
|
|
criticality_assessor=MagicMock(),
|
|
telegram=telegram,
|
|
settings=settings,
|
|
smart_scanner=smart_scanner,
|
|
daily_start_eval=55000.0, # existing baseline
|
|
)
|
|
|
|
# Must return the original baseline, NOT the new total_eval (58000)
|
|
assert result == 55000.0
|
|
|
|
|
|
# ---------------------------------------------------------------------------
|
|
# sync_positions_from_broker — startup DB sync tests (issue #206)
|
|
# ---------------------------------------------------------------------------
|
|
|
|
|
|
class TestSyncPositionsFromBroker:
|
|
"""Tests for sync_positions_from_broker() startup position sync (issue #206).
|
|
|
|
The function queries broker balances at startup and inserts synthetic BUY
|
|
records for any holdings that the local DB is unaware of, preventing
|
|
double-buy when positions were opened in a previous session or manually.
|
|
"""
|
|
|
|
def _make_settings(self, enabled_markets: str = "KR") -> Settings:
|
|
return Settings(
|
|
KIS_APP_KEY="k",
|
|
KIS_APP_SECRET="s",
|
|
KIS_ACCOUNT_NO="12345678-01",
|
|
GEMINI_API_KEY="g",
|
|
ENABLED_MARKETS=enabled_markets,
|
|
MODE="paper",
|
|
)
|
|
|
|
def _domestic_balance(
|
|
self,
|
|
stock_code: str = "005930",
|
|
qty: int = 5,
|
|
) -> dict:
|
|
return {
|
|
"output1": [{"pdno": stock_code, "ord_psbl_qty": str(qty)}],
|
|
"output2": [
|
|
{
|
|
"tot_evlu_amt": "1000000",
|
|
"dnca_tot_amt": "500000",
|
|
"pchs_amt_smtl_amt": "500000",
|
|
}
|
|
],
|
|
}
|
|
|
|
def _overseas_balance(
|
|
self,
|
|
stock_code: str = "AAPL",
|
|
qty: int = 10,
|
|
) -> dict:
|
|
return {
|
|
"output1": [{"ovrs_pdno": stock_code, "ovrs_cblc_qty": str(qty)}],
|
|
"output2": [
|
|
{
|
|
"frcr_evlu_tota": "50000",
|
|
"frcr_dncl_amt_2": "10000",
|
|
"frcr_buy_amt_smtl": "40000",
|
|
}
|
|
],
|
|
}
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_syncs_domestic_position_not_in_db(self) -> None:
|
|
"""A domestic holding found in broker but absent from DB is inserted."""
|
|
settings = self._make_settings("KR")
|
|
db_conn = init_db(":memory:")
|
|
|
|
broker = MagicMock()
|
|
broker.get_balance = AsyncMock(
|
|
return_value=self._domestic_balance("005930", qty=7)
|
|
)
|
|
overseas_broker = MagicMock()
|
|
|
|
synced = await sync_positions_from_broker(
|
|
broker, overseas_broker, db_conn, settings
|
|
)
|
|
|
|
assert synced == 1
|
|
from src.db import get_open_position
|
|
pos = get_open_position(db_conn, "005930", "KR")
|
|
assert pos is not None
|
|
assert pos["quantity"] == 7
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_skips_position_already_in_db(self) -> None:
|
|
"""No duplicate record is created when the position already exists in DB."""
|
|
settings = self._make_settings("KR")
|
|
db_conn = init_db(":memory:")
|
|
# Pre-insert a BUY record
|
|
log_trade(
|
|
conn=db_conn,
|
|
stock_code="005930",
|
|
action="BUY",
|
|
confidence=85,
|
|
rationale="existing position",
|
|
quantity=5,
|
|
price=70000.0,
|
|
market="KR",
|
|
exchange_code="KRX",
|
|
)
|
|
|
|
broker = MagicMock()
|
|
broker.get_balance = AsyncMock(
|
|
return_value=self._domestic_balance("005930", qty=5)
|
|
)
|
|
overseas_broker = MagicMock()
|
|
|
|
synced = await sync_positions_from_broker(
|
|
broker, overseas_broker, db_conn, settings
|
|
)
|
|
|
|
assert synced == 0
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_syncs_overseas_position_not_in_db(self) -> None:
|
|
"""An overseas holding found in broker but absent from DB is inserted."""
|
|
settings = self._make_settings("US_NASDAQ")
|
|
db_conn = init_db(":memory:")
|
|
|
|
broker = MagicMock()
|
|
overseas_broker = MagicMock()
|
|
overseas_broker.get_overseas_balance = AsyncMock(
|
|
return_value=self._overseas_balance("AAPL", qty=10)
|
|
)
|
|
|
|
synced = await sync_positions_from_broker(
|
|
broker, overseas_broker, db_conn, settings
|
|
)
|
|
|
|
assert synced == 1
|
|
from src.db import get_open_position
|
|
pos = get_open_position(db_conn, "AAPL", "US_NASDAQ")
|
|
assert pos is not None
|
|
assert pos["quantity"] == 10
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_returns_zero_when_broker_has_no_holdings(self) -> None:
|
|
"""Returns 0 when broker reports empty holdings."""
|
|
settings = self._make_settings("KR")
|
|
db_conn = init_db(":memory:")
|
|
|
|
broker = MagicMock()
|
|
broker.get_balance = AsyncMock(
|
|
return_value={"output1": [], "output2": [{}]}
|
|
)
|
|
overseas_broker = MagicMock()
|
|
|
|
synced = await sync_positions_from_broker(
|
|
broker, overseas_broker, db_conn, settings
|
|
)
|
|
|
|
assert synced == 0
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_handles_connection_error_gracefully(self) -> None:
|
|
"""ConnectionError during balance fetch is logged but does not raise."""
|
|
settings = self._make_settings("KR")
|
|
db_conn = init_db(":memory:")
|
|
|
|
broker = MagicMock()
|
|
broker.get_balance = AsyncMock(
|
|
side_effect=ConnectionError("KIS unreachable")
|
|
)
|
|
overseas_broker = MagicMock()
|
|
|
|
synced = await sync_positions_from_broker(
|
|
broker, overseas_broker, db_conn, settings
|
|
)
|
|
|
|
assert synced == 0 # Failure treated as no-op
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_deduplicates_exchange_codes_for_overseas(self) -> None:
|
|
"""Each exchange code is queried at most once even if multiple market
|
|
codes share the same exchange (defensive deduplication)."""
|
|
# Both US_NASDAQ and a hypothetical duplicate would share "NASD"
|
|
# Use two DIFFERENT overseas markets (NASD vs NYSE) to verify each is
|
|
# queried separately.
|
|
settings = self._make_settings("US_NASDAQ,US_NYSE")
|
|
db_conn = init_db(":memory:")
|
|
|
|
broker = MagicMock()
|
|
overseas_broker = MagicMock()
|
|
overseas_broker.get_overseas_balance = AsyncMock(
|
|
return_value={"output1": [], "output2": [{}]}
|
|
)
|
|
|
|
await sync_positions_from_broker(
|
|
broker, overseas_broker, db_conn, settings
|
|
)
|
|
|
|
# Two distinct exchange codes (NASD, NYSE) → 2 calls
|
|
assert overseas_broker.get_overseas_balance.call_count == 2
|
|
|
|
|
|
# ---------------------------------------------------------------------------
|
|
# Domestic BUY double-prevention (issue #206) — trading_cycle integration
|
|
# ---------------------------------------------------------------------------
|
|
|
|
|
|
class TestDomesticBuyDoublePreventionTradingCycle:
|
|
"""Verify domestic BUY suppression using broker balance in trading_cycle.
|
|
|
|
Issue #206: the broker-balance check was overseas-only; domestic stocks
|
|
were not protected against double-buy caused by untracked positions.
|
|
"""
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_domestic_buy_suppressed_when_broker_holds_stock(
|
|
self,
|
|
) -> None:
|
|
"""BUY for a domestic stock must be suppressed when broker holds it,
|
|
even if the DB shows no open position."""
|
|
db_conn = init_db(":memory:")
|
|
# DB: no open position for 005930
|
|
|
|
broker = MagicMock()
|
|
broker.get_current_price = AsyncMock(return_value=(70000.0, 1.0, 0.0))
|
|
# Broker balance: holds 5 shares of 005930
|
|
broker.get_balance = AsyncMock(
|
|
return_value={
|
|
"output1": [{"pdno": "005930", "ord_psbl_qty": "5"}],
|
|
"output2": [
|
|
{
|
|
"tot_evlu_amt": "1000000",
|
|
"dnca_tot_amt": "500000",
|
|
"pchs_amt_smtl_amt": "500000",
|
|
}
|
|
],
|
|
}
|
|
)
|
|
broker.send_order = AsyncMock(return_value={"msg1": "주문접수"})
|
|
|
|
market = MagicMock()
|
|
market.name = "KR"
|
|
market.code = "KR"
|
|
market.exchange_code = "KRX"
|
|
market.is_domestic = True
|
|
|
|
engine = MagicMock(spec=ScenarioEngine)
|
|
engine.evaluate = MagicMock(return_value=_make_buy_match("005930"))
|
|
|
|
telegram = MagicMock()
|
|
telegram.notify_trade_execution = AsyncMock()
|
|
telegram.notify_fat_finger = AsyncMock()
|
|
telegram.notify_circuit_breaker = AsyncMock()
|
|
telegram.notify_scenario_matched = AsyncMock()
|
|
|
|
decision_logger = MagicMock()
|
|
decision_logger.log_decision = MagicMock(return_value="d1")
|
|
|
|
settings = Settings(
|
|
KIS_APP_KEY="k",
|
|
KIS_APP_SECRET="s",
|
|
KIS_ACCOUNT_NO="12345678-01",
|
|
GEMINI_API_KEY="g",
|
|
MODE="paper",
|
|
)
|
|
|
|
await trading_cycle(
|
|
broker=broker,
|
|
overseas_broker=MagicMock(),
|
|
scenario_engine=engine,
|
|
playbook=_make_playbook(market="KR"),
|
|
risk=MagicMock(),
|
|
db_conn=db_conn,
|
|
decision_logger=decision_logger,
|
|
context_store=MagicMock(
|
|
get_latest_timeframe=MagicMock(return_value=None),
|
|
set_context=MagicMock(),
|
|
),
|
|
criticality_assessor=MagicMock(
|
|
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
|
|
get_timeout=MagicMock(return_value=5.0),
|
|
),
|
|
telegram=telegram,
|
|
settings=settings,
|
|
market=market,
|
|
stock_code="005930",
|
|
scan_candidates={"KR": {}},
|
|
)
|
|
|
|
# BUY must NOT have been executed because broker still holds the stock
|
|
broker.send_order.assert_not_called()
|