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The-Ouroboros/tests/test_main.py
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fix: use actual held quantity for SELL orders instead of hardcoded 1 (#164)
_determine_order_quantity()에서 SELL 시 항상 1을 반환하던 버그 수정.
DB에서 실제 보유 수량을 조회해 전량 청산이 가능하도록 변경.

- _determine_order_quantity에 open_position 파라미터 추가
- SELL 시 open_position["quantity"] 반환, 포지션 없으면 0 반환
- trading_cycle 및 run_daily_session 호출 지점 모두 수정
- _determine_order_quantity 임포트 및 유닛 테스트 클래스 추가 (6개)
- SELL 실제 수량 사용 통합 테스트 추가 (quantity=5 검증)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-20 03:03:50 +09:00

1852 lines
64 KiB
Python

"""Tests for main trading loop integration."""
from datetime import UTC, date, datetime
from unittest.mock import ANY, AsyncMock, MagicMock, patch
import pytest
from src.config import Settings
from src.context.layer import ContextLayer
from src.context.scheduler import ScheduleResult
from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
from src.db import init_db, log_trade
from src.evolution.scorecard import DailyScorecard
from src.logging.decision_logger import DecisionLogger
from src.main import (
_apply_dashboard_flag,
_determine_order_quantity,
_handle_market_close,
_run_context_scheduler,
_run_evolution_loop,
_start_dashboard_server,
safe_float,
trading_cycle,
)
from src.strategy.models import (
DayPlaybook,
ScenarioAction,
StockCondition,
StockScenario,
)
from src.strategy.scenario_engine import ScenarioEngine, ScenarioMatch
def _make_playbook(market: str = "KR") -> DayPlaybook:
"""Create a minimal empty playbook for testing."""
return DayPlaybook(date=date(2026, 2, 8), market=market)
def _make_buy_match(stock_code: str = "005930") -> ScenarioMatch:
"""Create a ScenarioMatch that returns BUY."""
return ScenarioMatch(
stock_code=stock_code,
matched_scenario=None,
action=ScenarioAction.BUY,
confidence=85,
rationale="Test buy",
)
def _make_hold_match(stock_code: str = "005930") -> ScenarioMatch:
"""Create a ScenarioMatch that returns HOLD."""
return ScenarioMatch(
stock_code=stock_code,
matched_scenario=None,
action=ScenarioAction.HOLD,
confidence=0,
rationale="No scenario conditions met",
)
def _make_sell_match(stock_code: str = "005930") -> ScenarioMatch:
"""Create a ScenarioMatch that returns SELL."""
return ScenarioMatch(
stock_code=stock_code,
matched_scenario=None,
action=ScenarioAction.SELL,
confidence=90,
rationale="Test sell",
)
class TestDetermineOrderQuantity:
"""Test _determine_order_quantity() helper function."""
def test_sell_returns_position_quantity(self) -> None:
"""SELL action should return actual held quantity from open_position."""
open_pos = {"decision_id": "abc", "price": 100.0, "quantity": 7}
result = _determine_order_quantity(
action="SELL",
current_price=105.0,
total_cash=50000.0,
candidate=None,
settings=None,
open_position=open_pos,
)
assert result == 7
def test_sell_without_position_returns_zero(self) -> None:
"""SELL with no open_position should return 0 (no shares to sell)."""
result = _determine_order_quantity(
action="SELL",
current_price=105.0,
total_cash=50000.0,
candidate=None,
settings=None,
open_position=None,
)
assert result == 0
def test_sell_with_zero_quantity_returns_zero(self) -> None:
"""SELL with position quantity=0 should return 0."""
open_pos = {"decision_id": "abc", "price": 100.0, "quantity": 0}
result = _determine_order_quantity(
action="SELL",
current_price=105.0,
total_cash=50000.0,
candidate=None,
settings=None,
open_position=open_pos,
)
assert result == 0
def test_buy_without_position_sizing_returns_one(self) -> None:
"""BUY with no settings should return 1 (default)."""
result = _determine_order_quantity(
action="BUY",
current_price=50000.0,
total_cash=1000000.0,
candidate=None,
settings=None,
)
assert result == 1
def test_buy_with_zero_cash_returns_zero(self) -> None:
"""BUY with no cash should return 0."""
result = _determine_order_quantity(
action="BUY",
current_price=50000.0,
total_cash=0.0,
candidate=None,
settings=None,
)
assert result == 0
def test_buy_with_position_sizing_calculates_correctly(self) -> None:
"""BUY with position sizing should calculate quantity from budget."""
settings = MagicMock(spec=Settings)
settings.POSITION_SIZING_ENABLED = True
settings.POSITION_VOLATILITY_TARGET_SCORE = 50.0
settings.POSITION_BASE_ALLOCATION_PCT = 10.0
settings.POSITION_MAX_ALLOCATION_PCT = 30.0
settings.POSITION_MIN_ALLOCATION_PCT = 1.0
# total_cash=1,000,000 * 10% = 100,000 budget
# 100,000 // 50,000 = 2 shares
result = _determine_order_quantity(
action="BUY",
current_price=50000.0,
total_cash=1000000.0,
candidate=None,
settings=settings,
)
assert result == 2
class TestSafeFloat:
"""Test safe_float() helper function."""
def test_converts_valid_string(self):
"""Test conversion of valid numeric string."""
assert safe_float("123.45") == 123.45
assert safe_float("0") == 0.0
assert safe_float("-99.9") == -99.9
def test_handles_empty_string(self):
"""Test empty string returns default."""
assert safe_float("") == 0.0
assert safe_float("", 99.0) == 99.0
def test_handles_none(self):
"""Test None returns default."""
assert safe_float(None) == 0.0
assert safe_float(None, 42.0) == 42.0
def test_handles_invalid_string(self):
"""Test invalid string returns default."""
assert safe_float("invalid") == 0.0
assert safe_float("not_a_number", 100.0) == 100.0
assert safe_float("12.34.56") == 0.0
def test_handles_float_input(self):
"""Test float input passes through."""
assert safe_float(123.45) == 123.45
assert safe_float(0.0) == 0.0
def test_custom_default(self):
"""Test custom default value."""
assert safe_float("", -1.0) == -1.0
assert safe_float(None, 999.0) == 999.0
class TestTradingCycleTelegramIntegration:
"""Test telegram notifications in trading_cycle function."""
@pytest.fixture
def mock_broker(self) -> MagicMock:
"""Create mock broker."""
broker = MagicMock()
broker.get_current_price = AsyncMock(return_value=(50000.0, 1.23, 100.0))
broker.get_balance = AsyncMock(
return_value={
"output2": [
{
"tot_evlu_amt": "10000000",
"dnca_tot_amt": "5000000",
"pchs_amt_smtl_amt": "5000000",
}
]
}
)
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
return broker
@pytest.fixture
def mock_overseas_broker(self) -> MagicMock:
"""Create mock overseas broker."""
broker = MagicMock()
return broker
@pytest.fixture
def mock_scenario_engine(self) -> MagicMock:
"""Create mock scenario engine that returns BUY."""
engine = MagicMock(spec=ScenarioEngine)
engine.evaluate = MagicMock(return_value=_make_buy_match())
return engine
@pytest.fixture
def mock_playbook(self) -> DayPlaybook:
"""Create a minimal day playbook."""
return _make_playbook()
@pytest.fixture
def mock_risk(self) -> MagicMock:
"""Create mock risk manager."""
risk = MagicMock()
risk.validate_order = MagicMock()
return risk
@pytest.fixture
def mock_db(self) -> MagicMock:
"""Create mock database connection."""
return MagicMock()
@pytest.fixture
def mock_decision_logger(self) -> MagicMock:
"""Create mock decision logger."""
logger = MagicMock()
logger.log_decision = MagicMock()
return logger
@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_trade_execution = AsyncMock()
telegram.notify_fat_finger = AsyncMock()
telegram.notify_circuit_breaker = AsyncMock()
telegram.notify_scenario_matched = AsyncMock()
return telegram
@pytest.fixture
def mock_market(self) -> MagicMock:
"""Create mock market info."""
market = MagicMock()
market.name = "Korea"
market.code = "KR"
market.exchange_code = "KRX"
market.is_domestic = True
return market
@pytest.mark.asyncio
async def test_trade_execution_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 trade execution."""
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 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()
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 (limit), not 0 (market).
KIS VTS rejects market orders for overseas paper trading.
Regression test for issue #149.
"""
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 limit order was sent with actual price + 0.5% premium (issue #151), not 0.0
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 * 1.005, 4) # 0.5% premium for BUY limit orders
assert sent_price == expected_price, (
f"Expected limit price {expected_price} (182.5 * 1.005) but got {sent_price}. "
"KIS VTS only accepts limit orders; BUY uses 0.5% premium to improve fill rate."
)
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={
"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={
"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_sell_order_uses_actual_held_quantity() -> None:
"""SELL order should use the actual quantity held, not hardcoded 1."""
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={},
)
# Bought 5 shares at 100.0
log_trade(
conn=db_conn,
stock_code="005930",
action="BUY",
confidence=90,
rationale="entry",
quantity=5,
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={
"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"
assert call_kwargs["quantity"] == 5 # actual held quantity, not 1
@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()