feat: refactor portfolio strategy references

tests/test_domain_services.py

@@ -27,8 +27,8 @@ class FakeRepo:
         *,
         broker: str = "kis",
         status: str = "enabled",
-        strategy_name: str = "",
-        strategy_params: dict | None = None,
+        active_strategy_id: str | None = None,
+        avabile_strategies: list[str] | None = None,
         initial_cash: float = 0.0,
     ) -> Portfolio:
         self._portfolio = Portfolio(
@@ -36,9 +36,9 @@ class FakeRepo:
             broker=broker,
             status=status,
             symbol=symbol,
-            strategy_name=strategy_name,
-            strategy_params=strategy_params or {},
             cash_balance=initial_cash,
+            active_strategy_id=active_strategy_id,
+            avabile_strategies=avabile_strategies,
         )
         return self._portfolio
 
@@ -107,7 +107,7 @@ class FakeRepo:
         portfolio.asset_quantity = 0.0
         portfolio.price = 0.0
         portfolio.profit_buffer = 0.0
-        portfolio.current_strategy_set_id = None
+        portfolio.active_strategy_id = None
         self.entries = []
         return portfolio
 
@@ -146,13 +146,12 @@ def _portfolio() -> Portfolio:
         broker="kis",
         status="enabled",
         symbol="005930",
-        strategy_name="target_value",
-        strategy_params={"target_asset_ratio": 0.7},
         cash_balance=1_000_000.0,
         asset_quantity=0.0,
         price=70_000.0,
         profit_buffer=0.0,
-        current_strategy_set_id="set-1",
+        active_strategy_id="set-1",
+        avabile_strategies=["set-1"],
     )