130 lines
3.8 KiB
Python
130 lines
3.8 KiB
Python
from __future__ import annotations
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from datetime import UTC, datetime
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from src.core.blackout_manager import (
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BlackoutOrderManager,
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QueuedOrderIntent,
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parse_blackout_windows_kst,
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)
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def test_parse_blackout_windows_kst() -> None:
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windows = parse_blackout_windows_kst("23:30-00:10,11:20-11:30,invalid")
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assert len(windows) == 2
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def test_blackout_manager_handles_cross_midnight_window() -> None:
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manager = BlackoutOrderManager(
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enabled=True,
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windows=parse_blackout_windows_kst("23:30-00:10"),
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max_queue_size=10,
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)
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# 2026-01-01 23:40 KST = 2026-01-01 14:40 UTC
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assert manager.in_blackout(datetime(2026, 1, 1, 14, 40, tzinfo=UTC))
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# 2026-01-02 00:20 KST = 2026-01-01 15:20 UTC
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assert not manager.in_blackout(datetime(2026, 1, 1, 15, 20, tzinfo=UTC))
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def test_recovery_batch_only_after_blackout_exit() -> None:
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manager = BlackoutOrderManager(
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enabled=True,
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windows=parse_blackout_windows_kst("23:30-00:10"),
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max_queue_size=10,
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)
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intent = QueuedOrderIntent(
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market_code="KR",
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exchange_code="KRX",
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stock_code="005930",
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order_type="BUY",
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quantity=1,
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price=100.0,
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source="test",
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queued_at=datetime.now(UTC),
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)
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assert manager.enqueue(intent)
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# Inside blackout: no pop yet
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inside_blackout = datetime(2026, 1, 1, 14, 40, tzinfo=UTC)
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assert manager.pop_recovery_batch(inside_blackout) == []
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# Outside blackout: pop full batch once
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outside_blackout = datetime(2026, 1, 1, 15, 20, tzinfo=UTC)
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batch = manager.pop_recovery_batch(outside_blackout)
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assert len(batch) == 1
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assert manager.pending_count == 0
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def test_requeued_intent_is_processed_next_non_blackout_cycle() -> None:
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manager = BlackoutOrderManager(
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enabled=True,
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windows=parse_blackout_windows_kst("23:30-00:10"),
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max_queue_size=10,
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)
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intent = QueuedOrderIntent(
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market_code="KR",
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exchange_code="KRX",
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stock_code="005930",
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order_type="BUY",
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quantity=1,
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price=100.0,
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source="test",
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queued_at=datetime.now(UTC),
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)
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manager.enqueue(intent)
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outside_blackout = datetime(2026, 1, 1, 15, 20, tzinfo=UTC)
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first_batch = manager.pop_recovery_batch(outside_blackout)
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assert len(first_batch) == 1
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manager.requeue(first_batch[0])
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second_batch = manager.pop_recovery_batch(outside_blackout)
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assert len(second_batch) == 1
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def test_queue_overflow_drops_oldest_and_keeps_latest() -> None:
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manager = BlackoutOrderManager(
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enabled=True,
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windows=parse_blackout_windows_kst("23:30-00:10"),
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max_queue_size=2,
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)
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first = QueuedOrderIntent(
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market_code="KR",
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exchange_code="KRX",
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stock_code="000001",
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order_type="BUY",
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quantity=1,
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price=100.0,
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source="first",
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queued_at=datetime.now(UTC),
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)
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second = QueuedOrderIntent(
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market_code="KR",
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exchange_code="KRX",
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stock_code="000002",
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order_type="BUY",
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quantity=1,
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price=101.0,
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source="second",
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queued_at=datetime.now(UTC),
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)
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third = QueuedOrderIntent(
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market_code="KR",
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exchange_code="KRX",
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stock_code="000003",
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order_type="SELL",
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quantity=2,
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price=102.0,
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source="third",
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queued_at=datetime.now(UTC),
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)
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assert manager.enqueue(first)
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assert manager.enqueue(second)
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assert manager.enqueue(third)
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assert manager.pending_count == 2
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assert manager.overflow_drop_count == 1
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outside_blackout = datetime(2026, 1, 1, 15, 20, tzinfo=UTC)
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batch = manager.pop_recovery_batch(outside_blackout)
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assert [intent.stock_code for intent in batch] == ["000002", "000003"]
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