39b9f179f4
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잔액 부족(주문가능금액 부족) 에러 발생 시 해당 종목을 10분간 BUY 시도에서 제외하는 cooldown 메커니즘을 realtime/daily 루프 모두에 적용. - _BUY_COOLDOWN_SECONDS = 600 상수 추가 - trading_cycle()에 buy_cooldown 파라미터 추가 - 잔액 부족 에러(주문가능금액) 감지 후 cooldown 설정 - BUY 실행 전 cooldown 체크 (realtime + daily session 모두) - TestBuyCooldown 테스트 클래스 4개 추가 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2715 lines
96 KiB
Python
2715 lines
96 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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_run_context_scheduler,
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_run_evolution_loop,
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_start_dashboard_server,
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safe_float,
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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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@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,
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criticality_assessor=mock_criticality_assessor,
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telegram=mock_telegram,
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market=mock_market,
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stock_code="005930",
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scan_candidates={},
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)
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# Verify notification was sent
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mock_telegram.notify_trade_execution.assert_called_once()
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call_kwargs = mock_telegram.notify_trade_execution.call_args.kwargs
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assert call_kwargs["stock_code"] == "005930"
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assert call_kwargs["market"] == "Korea"
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assert call_kwargs["action"] == "BUY"
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assert call_kwargs["confidence"] == 85
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@pytest.mark.asyncio
|
|
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={
|
|
"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()
|
|
|
|
|
|
# ---------------------------------------------------------------------------
|
|
# 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."""
|
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@pytest.fixture
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def mock_broker(self) -> MagicMock:
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broker = MagicMock()
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broker.get_current_price = AsyncMock(return_value=(50000.0, 1.0, 0.0))
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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": "9500000",
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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_market(self) -> MagicMock:
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market = MagicMock()
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market.name = "Korea"
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market.code = "KR"
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market.exchange_code = "KRX"
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market.is_domestic = True
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return market
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@pytest.fixture
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def mock_telegram(self) -> MagicMock:
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telegram = MagicMock()
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telegram.notify_trade_execution = AsyncMock()
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telegram.notify_scenario_matched = AsyncMock()
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telegram.notify_fat_finger = AsyncMock()
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return telegram
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def _make_buy_match_with_confidence(
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self, confidence: int, stock_code: str = "005930"
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) -> ScenarioMatch:
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from src.strategy.models import StockScenario
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scenario = StockScenario(
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condition=StockCondition(rsi_below=30),
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action=ScenarioAction.BUY,
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confidence=confidence,
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allocation_pct=10.0,
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)
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return ScenarioMatch(
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stock_code=stock_code,
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matched_scenario=scenario,
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action=ScenarioAction.BUY,
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confidence=confidence,
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rationale="Test buy",
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)
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def _make_playbook_with_outlook(
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self, outlook_str: str, market: str = "KR"
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) -> DayPlaybook:
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from src.strategy.models import MarketOutlook
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outlook_map = {
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"bearish": MarketOutlook.BEARISH,
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"bullish": MarketOutlook.BULLISH,
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"neutral": MarketOutlook.NEUTRAL,
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"neutral_to_bullish": MarketOutlook.NEUTRAL_TO_BULLISH,
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"neutral_to_bearish": MarketOutlook.NEUTRAL_TO_BEARISH,
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}
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return DayPlaybook(
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date=date(2026, 2, 20),
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market=market,
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market_outlook=outlook_map[outlook_str],
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)
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@pytest.mark.asyncio
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async def test_bearish_outlook_raises_buy_confidence_threshold(
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self,
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mock_broker: MagicMock,
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mock_market: MagicMock,
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mock_telegram: MagicMock,
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) -> None:
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"""BUY with confidence 85 should be suppressed to HOLD in bearish market."""
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engine = MagicMock(spec=ScenarioEngine)
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engine.evaluate = MagicMock(return_value=self._make_buy_match_with_confidence(85))
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playbook = self._make_playbook_with_outlook("bearish")
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decision_logger = MagicMock()
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decision_logger.log_decision = MagicMock(return_value="decision-id")
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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=MagicMock(),
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scenario_engine=engine,
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playbook=playbook,
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risk=MagicMock(),
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db_conn=MagicMock(),
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decision_logger=decision_logger,
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context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
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criticality_assessor=MagicMock(
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assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
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get_timeout=MagicMock(return_value=5.0),
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),
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telegram=mock_telegram,
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market=mock_market,
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stock_code="005930",
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scan_candidates={},
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)
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# HOLD should be logged (not BUY) — check decision_logger was called with HOLD
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call_args = decision_logger.log_decision.call_args
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assert call_args is not None
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assert call_args.kwargs["action"] == "HOLD"
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@pytest.mark.asyncio
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async def test_bearish_outlook_allows_high_confidence_buy(
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self,
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mock_broker: MagicMock,
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mock_market: MagicMock,
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mock_telegram: MagicMock,
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) -> None:
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"""BUY with confidence 92 should proceed in bearish market (threshold=90)."""
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engine = MagicMock(spec=ScenarioEngine)
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engine.evaluate = MagicMock(return_value=self._make_buy_match_with_confidence(92))
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playbook = self._make_playbook_with_outlook("bearish")
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risk = MagicMock()
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risk.validate_order = MagicMock()
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decision_logger = MagicMock()
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decision_logger.log_decision = MagicMock(return_value="decision-id")
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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=MagicMock(),
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scenario_engine=engine,
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playbook=playbook,
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risk=risk,
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db_conn=MagicMock(),
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decision_logger=decision_logger,
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context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
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criticality_assessor=MagicMock(
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assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
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get_timeout=MagicMock(return_value=5.0),
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),
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telegram=mock_telegram,
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market=mock_market,
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stock_code="005930",
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scan_candidates={},
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)
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call_args = decision_logger.log_decision.call_args
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assert call_args is not None
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assert call_args.kwargs["action"] == "BUY"
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@pytest.mark.asyncio
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async def test_bullish_outlook_lowers_buy_confidence_threshold(
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self,
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mock_broker: MagicMock,
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mock_market: MagicMock,
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mock_telegram: MagicMock,
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) -> None:
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"""BUY with confidence 77 should proceed in bullish market (threshold=75)."""
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engine = MagicMock(spec=ScenarioEngine)
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engine.evaluate = MagicMock(return_value=self._make_buy_match_with_confidence(77))
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playbook = self._make_playbook_with_outlook("bullish")
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risk = MagicMock()
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risk.validate_order = MagicMock()
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decision_logger = MagicMock()
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decision_logger.log_decision = MagicMock(return_value="decision-id")
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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=MagicMock(),
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scenario_engine=engine,
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playbook=playbook,
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risk=risk,
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db_conn=MagicMock(),
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decision_logger=decision_logger,
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context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
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criticality_assessor=MagicMock(
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assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
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get_timeout=MagicMock(return_value=5.0),
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),
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telegram=mock_telegram,
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market=mock_market,
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stock_code="005930",
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scan_candidates={},
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)
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call_args = decision_logger.log_decision.call_args
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assert call_args is not None
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assert call_args.kwargs["action"] == "BUY"
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@pytest.mark.asyncio
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async def test_bullish_outlook_suppresses_very_low_confidence_buy(
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self,
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mock_broker: MagicMock,
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mock_market: MagicMock,
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mock_telegram: MagicMock,
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) -> None:
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"""BUY with confidence 70 should be suppressed even in bullish market (threshold=75)."""
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engine = MagicMock(spec=ScenarioEngine)
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engine.evaluate = MagicMock(return_value=self._make_buy_match_with_confidence(70))
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playbook = self._make_playbook_with_outlook("bullish")
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decision_logger = MagicMock()
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decision_logger.log_decision = MagicMock(return_value="decision-id")
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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=MagicMock(),
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scenario_engine=engine,
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playbook=playbook,
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risk=MagicMock(),
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db_conn=MagicMock(),
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decision_logger=decision_logger,
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context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
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criticality_assessor=MagicMock(
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assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
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get_timeout=MagicMock(return_value=5.0),
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),
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telegram=mock_telegram,
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market=mock_market,
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stock_code="005930",
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scan_candidates={},
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)
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call_args = decision_logger.log_decision.call_args
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assert call_args is not None
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assert call_args.kwargs["action"] == "HOLD"
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@pytest.mark.asyncio
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async def test_neutral_outlook_uses_default_threshold(
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self,
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mock_broker: MagicMock,
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mock_market: MagicMock,
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mock_telegram: MagicMock,
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) -> None:
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"""BUY with confidence 82 should proceed in neutral market (default=80)."""
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engine = MagicMock(spec=ScenarioEngine)
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engine.evaluate = MagicMock(return_value=self._make_buy_match_with_confidence(82))
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playbook = self._make_playbook_with_outlook("neutral")
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risk = MagicMock()
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risk.validate_order = MagicMock()
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decision_logger = MagicMock()
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decision_logger.log_decision = MagicMock(return_value="decision-id")
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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=MagicMock(),
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scenario_engine=engine,
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playbook=playbook,
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risk=risk,
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db_conn=MagicMock(),
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decision_logger=decision_logger,
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context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
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criticality_assessor=MagicMock(
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assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
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get_timeout=MagicMock(return_value=5.0),
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),
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telegram=mock_telegram,
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market=mock_market,
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stock_code="005930",
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scan_candidates={},
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)
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call_args = decision_logger.log_decision.call_args
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assert call_args is not None
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assert call_args.kwargs["action"] == "BUY"
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