b26ff0c1b8
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Implement comprehensive multi-market trading system with automatic market selection based on timezone and trading hours. ## New Features - Market schedule module with 10 global markets (KR, US, JP, HK, CN, VN) - Overseas broker for KIS API international stock trading - Automatic market detection based on current time and timezone - Next market open waiting logic when all markets closed - ConnectionError retry with exponential backoff (max 3 attempts) ## Architecture Changes - Market-aware trading cycle with domestic/overseas broker routing - Market context in AI prompts for better decision making - Database schema extended with market and exchange_code columns - Config setting ENABLED_MARKETS for market selection ## Testing - 19 new tests for market schedule (timezone, DST, lunch breaks) - All 54 tests passing - Lint fixes with ruff ## Files Added - src/markets/schedule.py - Market schedule and timezone logic - src/broker/overseas.py - KIS overseas stock API client - tests/test_market_schedule.py - Market schedule test suite ## Files Modified - src/main.py - Multi-market main loop with retry logic - src/config.py - ENABLED_MARKETS setting - src/db.py - market/exchange_code columns with migration - src/brain/gemini_client.py - Dynamic market context in prompts Resolves #5 Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
132 lines
4.5 KiB
Python
132 lines
4.5 KiB
Python
"""TDD tests for core/risk_manager.py — written BEFORE implementation."""
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from __future__ import annotations
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import pytest
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from src.core.risk_manager import (
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CircuitBreakerTripped,
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FatFingerRejected,
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RiskManager,
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)
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# ---------------------------------------------------------------------------
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# Circuit Breaker Tests
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# ---------------------------------------------------------------------------
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class TestCircuitBreaker:
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"""The circuit breaker must halt all trading when daily loss exceeds the threshold."""
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def test_allows_trading_when_pnl_is_positive(self, settings):
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rm = RiskManager(settings)
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# 2% gain — should be fine
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rm.check_circuit_breaker(current_pnl_pct=2.0)
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def test_allows_trading_at_zero_pnl(self, settings):
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rm = RiskManager(settings)
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rm.check_circuit_breaker(current_pnl_pct=0.0)
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def test_allows_trading_at_exactly_threshold(self, settings):
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rm = RiskManager(settings)
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# Exactly -3.0% is ON the boundary — still allowed
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rm.check_circuit_breaker(current_pnl_pct=-3.0)
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def test_trips_when_loss_exceeds_threshold(self, settings):
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rm = RiskManager(settings)
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with pytest.raises(CircuitBreakerTripped):
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rm.check_circuit_breaker(current_pnl_pct=-3.01)
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def test_trips_at_large_loss(self, settings):
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rm = RiskManager(settings)
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with pytest.raises(CircuitBreakerTripped):
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rm.check_circuit_breaker(current_pnl_pct=-10.0)
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def test_custom_threshold(self):
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"""A stricter threshold (-1.5%) should trip earlier."""
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from src.config import Settings
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strict = Settings(
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KIS_APP_KEY="k",
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KIS_APP_SECRET="s",
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KIS_ACCOUNT_NO="00000000-00",
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KIS_BASE_URL="https://example.com",
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GEMINI_API_KEY="g",
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CIRCUIT_BREAKER_PCT=-1.5,
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FAT_FINGER_PCT=30.0,
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CONFIDENCE_THRESHOLD=80,
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DB_PATH=":memory:",
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)
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rm = RiskManager(strict)
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with pytest.raises(CircuitBreakerTripped):
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rm.check_circuit_breaker(current_pnl_pct=-1.51)
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# ---------------------------------------------------------------------------
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# Fat Finger Tests
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# ---------------------------------------------------------------------------
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class TestFatFingerCheck:
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"""Orders exceeding 30% of total cash must be rejected."""
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def test_allows_small_order(self, settings):
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rm = RiskManager(settings)
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# 10% of 10_000_000 = 1_000_000
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rm.check_fat_finger(order_amount=1_000_000, total_cash=10_000_000)
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def test_allows_order_at_exactly_threshold(self, settings):
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rm = RiskManager(settings)
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# Exactly 30% — allowed
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rm.check_fat_finger(order_amount=3_000_000, total_cash=10_000_000)
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def test_rejects_order_exceeding_threshold(self, settings):
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rm = RiskManager(settings)
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with pytest.raises(FatFingerRejected):
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rm.check_fat_finger(order_amount=3_000_001, total_cash=10_000_000)
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def test_rejects_massive_order(self, settings):
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rm = RiskManager(settings)
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with pytest.raises(FatFingerRejected):
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rm.check_fat_finger(order_amount=9_000_000, total_cash=10_000_000)
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def test_zero_cash_rejects_any_order(self, settings):
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rm = RiskManager(settings)
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with pytest.raises(FatFingerRejected):
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rm.check_fat_finger(order_amount=1, total_cash=0)
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# ---------------------------------------------------------------------------
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# Pre-Order Validation (Integration of both checks)
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# ---------------------------------------------------------------------------
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class TestPreOrderValidation:
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"""validate_order must run BOTH checks before approving."""
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def test_passes_when_both_checks_ok(self, settings):
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rm = RiskManager(settings)
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rm.validate_order(
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current_pnl_pct=0.5,
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order_amount=1_000_000,
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total_cash=10_000_000,
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)
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def test_fails_on_circuit_breaker(self, settings):
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rm = RiskManager(settings)
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with pytest.raises(CircuitBreakerTripped):
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rm.validate_order(
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current_pnl_pct=-5.0,
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order_amount=100,
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total_cash=10_000_000,
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)
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def test_fails_on_fat_finger(self, settings):
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rm = RiskManager(settings)
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with pytest.raises(FatFingerRejected):
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rm.validate_order(
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current_pnl_pct=1.0,
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order_amount=5_000_000,
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total_cash=10_000_000,
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)
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