3fdb7a29d4
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- MARKET_SHORTHAND + expand_market_codes()로 config "US" → schedule "US_NASDAQ/NYSE/AMEX" 자동 확장 - /report, /scenarios, /review, /dashboard 텔레그램 명령 추가 - price_change_pct를 trading_cycle과 run_daily_session에 주입 - HOLD시 get_open_position 기반 손절 모니터링 및 자동 SELL 오버라이드 - 대시보드 /api/status 동적 market 조회로 변경 Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
228 lines
8.9 KiB
Python
228 lines
8.9 KiB
Python
"""Tests for market schedule management."""
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from datetime import datetime
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from zoneinfo import ZoneInfo
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import pytest
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from src.markets.schedule import (
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MARKETS,
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expand_market_codes,
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get_next_market_open,
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get_open_markets,
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is_market_open,
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)
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class TestMarketInfo:
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"""Test MarketInfo dataclass."""
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def test_market_info_immutable(self) -> None:
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"""MarketInfo should be frozen."""
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market = MARKETS["KR"]
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with pytest.raises(AttributeError):
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market.code = "US" # type: ignore[misc]
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def test_all_markets_defined(self) -> None:
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"""All 10 markets should be defined."""
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expected_markets = {
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"KR",
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"US_NASDAQ",
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"US_NYSE",
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"US_AMEX",
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"JP",
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"HK",
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"CN_SHA",
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"CN_SZA",
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"VN_HAN",
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"VN_HCM",
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}
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assert set(MARKETS.keys()) == expected_markets
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class TestIsMarketOpen:
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"""Test is_market_open function."""
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def test_kr_market_open_weekday(self) -> None:
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"""KR market should be open during trading hours on weekday."""
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# Monday 2026-02-02 10:00 KST
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test_time = datetime(2026, 2, 2, 10, 0, tzinfo=ZoneInfo("Asia/Seoul"))
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assert is_market_open(MARKETS["KR"], test_time)
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def test_kr_market_closed_before_open(self) -> None:
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"""KR market should be closed before 9:00."""
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# Monday 2026-02-02 08:30 KST
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test_time = datetime(2026, 2, 2, 8, 30, tzinfo=ZoneInfo("Asia/Seoul"))
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assert not is_market_open(MARKETS["KR"], test_time)
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def test_kr_market_closed_after_close(self) -> None:
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"""KR market should be closed after 15:30."""
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# Monday 2026-02-02 15:30 KST (exact close time)
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test_time = datetime(2026, 2, 2, 15, 30, tzinfo=ZoneInfo("Asia/Seoul"))
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assert not is_market_open(MARKETS["KR"], test_time)
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def test_kr_market_closed_weekend(self) -> None:
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"""KR market should be closed on weekends."""
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# Saturday 2026-02-07 10:00 KST
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test_time = datetime(2026, 2, 7, 10, 0, tzinfo=ZoneInfo("Asia/Seoul"))
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assert not is_market_open(MARKETS["KR"], test_time)
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# Sunday 2026-02-08 10:00 KST
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test_time = datetime(2026, 2, 8, 10, 0, tzinfo=ZoneInfo("Asia/Seoul"))
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assert not is_market_open(MARKETS["KR"], test_time)
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def test_us_nasdaq_open_with_dst(self) -> None:
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"""US markets should respect DST."""
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# Monday 2026-06-01 10:00 EDT (DST in effect)
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test_time = datetime(2026, 6, 1, 10, 0, tzinfo=ZoneInfo("America/New_York"))
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assert is_market_open(MARKETS["US_NASDAQ"], test_time)
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# Monday 2026-12-07 10:00 EST (no DST)
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test_time = datetime(2026, 12, 7, 10, 0, tzinfo=ZoneInfo("America/New_York"))
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assert is_market_open(MARKETS["US_NASDAQ"], test_time)
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def test_jp_market_lunch_break(self) -> None:
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"""JP market should be closed during lunch break."""
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# Monday 2026-02-02 12:00 JST (lunch break)
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test_time = datetime(2026, 2, 2, 12, 0, tzinfo=ZoneInfo("Asia/Tokyo"))
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assert not is_market_open(MARKETS["JP"], test_time)
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# Before lunch
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test_time = datetime(2026, 2, 2, 11, 0, tzinfo=ZoneInfo("Asia/Tokyo"))
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assert is_market_open(MARKETS["JP"], test_time)
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# After lunch
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test_time = datetime(2026, 2, 2, 13, 0, tzinfo=ZoneInfo("Asia/Tokyo"))
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assert is_market_open(MARKETS["JP"], test_time)
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def test_hk_market_lunch_break(self) -> None:
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"""HK market should be closed during lunch break."""
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# Monday 2026-02-02 12:30 HKT (lunch break)
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test_time = datetime(2026, 2, 2, 12, 30, tzinfo=ZoneInfo("Asia/Hong_Kong"))
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assert not is_market_open(MARKETS["HK"], test_time)
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def test_timezone_conversion(self) -> None:
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"""Should correctly convert timezones."""
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# 2026-02-02 10:00 KST = 2026-02-02 01:00 UTC
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test_time = datetime(2026, 2, 2, 1, 0, tzinfo=ZoneInfo("UTC"))
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assert is_market_open(MARKETS["KR"], test_time)
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class TestGetOpenMarkets:
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"""Test get_open_markets function."""
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def test_get_open_markets_all_closed(self) -> None:
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"""Should return empty list when all markets closed."""
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# Sunday 2026-02-08 12:00 UTC (all markets closed)
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test_time = datetime(2026, 2, 8, 12, 0, tzinfo=ZoneInfo("UTC"))
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assert get_open_markets(now=test_time) == []
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def test_get_open_markets_kr_only(self) -> None:
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"""Should return only KR when filtering enabled markets."""
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# Monday 2026-02-02 10:00 KST = 01:00 UTC
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test_time = datetime(2026, 2, 2, 1, 0, tzinfo=ZoneInfo("UTC"))
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open_markets = get_open_markets(enabled_markets=["KR"], now=test_time)
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assert len(open_markets) == 1
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assert open_markets[0].code == "KR"
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def test_get_open_markets_multiple(self) -> None:
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"""Should return multiple markets when open."""
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# Monday 2026-02-02 14:30 EST = 19:30 UTC
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# US markets: 9:30-16:00 EST → 14:30-21:00 UTC (open)
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test_time = datetime(2026, 2, 2, 19, 30, tzinfo=ZoneInfo("UTC"))
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open_markets = get_open_markets(
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enabled_markets=["US_NASDAQ", "US_NYSE", "US_AMEX"], now=test_time
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)
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assert len(open_markets) == 3
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codes = {m.code for m in open_markets}
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assert codes == {"US_NASDAQ", "US_NYSE", "US_AMEX"}
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def test_get_open_markets_sorted(self) -> None:
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"""Should return markets sorted by code."""
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# Monday 2026-02-02 14:30 EST
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test_time = datetime(2026, 2, 2, 19, 30, tzinfo=ZoneInfo("UTC"))
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open_markets = get_open_markets(
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enabled_markets=["US_NYSE", "US_AMEX", "US_NASDAQ"], now=test_time
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)
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codes = [m.code for m in open_markets]
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assert codes == sorted(codes)
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class TestGetNextMarketOpen:
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"""Test get_next_market_open function."""
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def test_get_next_market_open_weekend(self) -> None:
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"""Should find next Monday opening when called on weekend."""
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# Saturday 2026-02-07 12:00 UTC
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test_time = datetime(2026, 2, 7, 12, 0, tzinfo=ZoneInfo("UTC"))
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market, open_time = get_next_market_open(
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enabled_markets=["KR"], now=test_time
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)
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assert market.code == "KR"
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# Monday 2026-02-09 09:00 KST
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expected = datetime(2026, 2, 9, 9, 0, tzinfo=ZoneInfo("Asia/Seoul"))
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assert open_time == expected.astimezone(ZoneInfo("UTC"))
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def test_get_next_market_open_after_close(self) -> None:
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"""Should find next day opening when called after market close."""
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# Monday 2026-02-02 16:00 KST (after close)
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test_time = datetime(2026, 2, 2, 16, 0, tzinfo=ZoneInfo("Asia/Seoul"))
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market, open_time = get_next_market_open(
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enabled_markets=["KR"], now=test_time
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)
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assert market.code == "KR"
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# Tuesday 2026-02-03 09:00 KST
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expected = datetime(2026, 2, 3, 9, 0, tzinfo=ZoneInfo("Asia/Seoul"))
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assert open_time == expected.astimezone(ZoneInfo("UTC"))
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def test_get_next_market_open_multiple_markets(self) -> None:
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"""Should find earliest opening market among multiple."""
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# Saturday 2026-02-07 12:00 UTC
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test_time = datetime(2026, 2, 7, 12, 0, tzinfo=ZoneInfo("UTC"))
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market, open_time = get_next_market_open(
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enabled_markets=["KR", "US_NASDAQ"], now=test_time
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)
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# Monday 2026-02-09: KR opens at 09:00 KST = 00:00 UTC
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# Monday 2026-02-09: US opens at 09:30 EST = 14:30 UTC
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# KR opens first
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assert market.code == "KR"
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def test_get_next_market_open_no_markets(self) -> None:
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"""Should raise ValueError when no markets enabled."""
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test_time = datetime(2026, 2, 7, 12, 0, tzinfo=ZoneInfo("UTC"))
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with pytest.raises(ValueError, match="No enabled markets"):
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get_next_market_open(enabled_markets=[], now=test_time)
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def test_get_next_market_open_invalid_market(self) -> None:
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"""Should skip invalid market codes."""
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test_time = datetime(2026, 2, 7, 12, 0, tzinfo=ZoneInfo("UTC"))
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market, _ = get_next_market_open(
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enabled_markets=["INVALID", "KR"], now=test_time
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)
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assert market.code == "KR"
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class TestExpandMarketCodes:
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"""Test shorthand market expansion."""
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def test_expand_us_shorthand(self) -> None:
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assert expand_market_codes(["US"]) == ["US_NASDAQ", "US_NYSE", "US_AMEX"]
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def test_expand_cn_shorthand(self) -> None:
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assert expand_market_codes(["CN"]) == ["CN_SHA", "CN_SZA"]
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def test_expand_vn_shorthand(self) -> None:
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assert expand_market_codes(["VN"]) == ["VN_HAN", "VN_HCM"]
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def test_expand_mixed_codes(self) -> None:
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assert expand_market_codes(["KR", "US", "JP"]) == [
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"KR",
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"US_NASDAQ",
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"US_NYSE",
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"US_AMEX",
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"JP",
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]
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def test_expand_preserves_unknown_code(self) -> None:
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assert expand_market_codes(["KR", "UNKNOWN"]) == ["KR", "UNKNOWN"]
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