feat(slots): additive strategy fields + filter (REQ-116, BAT-055)

trex.slots.req wire 계약 additive 확장 — 기존 소비자(orb/tsl) backward compatible. - PortfolioItem: strategy_name(Optional[str]) + markets(list) 필드 추가 - hub_read.py: get_portfolios()에서 strategy_name/markets 파싱 추가 (safe default) - slot_to_dict(): strategy_name/strategy_params/markets 3필드 row에 추가 (SnapshotStore→PortfolioItem 경유) - make_slots_rpc_handler(): strategy 요청 파라미터 → Python 레벨 후처리 필터 (available_slots 계산 이후, REQ-073 AC-6 불변) - 테스트: AC-1~8 전수 + hub_read 파싱 + 회귀 갱신 (777 passed, 47 skipped) - docs/interface-contract.md: 요청 파라미터·응답 행 스키마·소스 테이블·REQ-074 AC-5 주석 갱신 Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01VHtM5Ws1HKCKQ4JGi6GRb5
2026-07-04 11:10:01 +09:00
parent 5267e72efe
commit 690071afad
13 changed files with 714 additions and 12 deletions
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+"""REQ-116 AC-1~8: strategy 필드 노출 + strategy 필터 테스트 (BAT-055).
+
+AC coverage:
+  AC-1: strategy fields present and correct when hub provides them
+  AC-2: safe defaults when hub does not provide strategy fields
+  AC-3: strategy filter — matching
+  AC-4: strategy filter — absent (identical to pre-REQ-116 behaviour)
+  AC-5: strategy + status AND combination
+  AC-6: available_slots invariant (not affected by strategy filter)
+  AC-7: orb/tsl regression — no-strategy request returns unchanged key set + values
+  AC-8: contract test — strategy fields present in slot row (EXPECTED row keys)
+"""
+from __future__ import annotations
+
+from trex_core.application.messaging import RpcRequest
+from trex_core.application.messaging_handlers import make_slots_rpc_handler
+from trex_core.application.portfolio import (
+    InMemoryPauseStore,
+    PortfolioItem,
+    SnapshotStore,
+)
+from trex_core.application.watchdog import WatchdogStore
+from trex_core.domain.slot import SlotService, SlotState
+from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
+
+
+# --------------------------------------------------------------------------- helpers
+
+def _make_item(portfolio_id, symbol="005930", **kwargs) -> PortfolioItem:
+    defaults = dict(
+        cash_balance=1_000_000,
+        asset_quantity=0,
+        strategy_name=None,
+        markets=[],
+        strategy_params={},
+    )
+    defaults.update(kwargs)
+    return PortfolioItem(portfolio_id=portfolio_id, symbol=symbol, **defaults)
+
+
+def _wire_strategy(items=None, *, universe=None, max_active_slots=None):
+    """Build a handler with an optional universe + snapshot."""
+    repo = InMemorySlotRepository()
+    svc = SlotService(repo)
+    uni = universe or {"pf-A": "SYM", "pf-B": "SYM"}
+    repo.reconcile_universe("default", uni)
+    store = SnapshotStore()
+    store.swap(items or [
+        _make_item("pf-A"),
+        _make_item("pf-B"),
+    ])
+    pause = InMemoryPauseStore()
+    watchdog = WatchdogStore()
+    handler = make_slots_rpc_handler(
+        repo,
+        snapshot_store=store,
+        pause_store=pause,
+        watchdog_store=watchdog,
+        max_active_slots=max_active_slots,
+    )
+    return repo, svc, store, pause, watchdog, handler
+
+
+def _req(filter=None, spy=False, strategy=None):
+    payload: dict = {}
+    if filter is not None:
+        payload["filter"] = filter
+    if spy:
+        payload["spy"] = True
+    if strategy is not None:
+        payload["strategy"] = strategy
+    return RpcRequest(payload=payload, correlation_id="test-corr")
+
+
+# --------------------------------------------------------------------------- AC-1
+
+def test_ac1_strategy_fields_present_when_hub_provides_them():
+    """AC-1: hub returns strategy_name/strategy_params/markets → slot row contains them."""
+    items = [
+        _make_item("pf-A",
+                   strategy_name="tvr_v1",
+                   strategy_params={"target_weight": 0.05},
+                   markets=["KRX"]),
+        _make_item("pf-B"),
+    ]
+    _, _, _, _, _, handler = _wire_strategy(items)
+    resp = handler(_req())
+    rows = {r["portfolio_id"]: r for r in resp.payload["slots"]}
+
+    row_a = rows["pf-A"]
+    assert row_a["strategy_name"] == "tvr_v1"
+    assert row_a["strategy_params"] == {"target_weight": 0.05}
+    assert row_a["markets"] == ["KRX"]
+
+
+# --------------------------------------------------------------------------- AC-2
+
+def test_ac2_safe_defaults_when_hub_does_not_provide_strategy_fields():
+    """AC-2: hub returns no strategy fields → strategy_name=null, strategy_params={}, markets=[]."""
+    items = [_make_item("pf-A")]  # no strategy_name / markets / strategy_params
+    _, _, _, _, _, handler = _wire_strategy(items)
+    resp = handler(_req())
+    row = resp.payload["slots"][0]
+    assert row["strategy_name"] is None
+    assert row["strategy_params"] == {}
+    assert row["markets"] == []
+
+
+def test_ac2_no_snapshot_store_uses_safe_defaults():
+    """AC-2 variant: snapshot_store=None → safe defaults, daemon does not crash."""
+    repo = InMemorySlotRepository()
+    repo.reconcile_universe("default", {"pf-A": "SYM"})
+    handler = make_slots_rpc_handler(repo)  # no snapshot_store
+    resp = handler(_req())
+    row = resp.payload["slots"][0]
+    assert row["strategy_name"] is None
+    assert row["strategy_params"] == {}
+    assert row["markets"] == []
+
+
+# --------------------------------------------------------------------------- AC-3
+
+def test_ac3_strategy_filter_matching():
+    """AC-3: strategy="tvr_v1" → only tvr_v1 slots returned."""
+    items = [
+        _make_item("pf-A", strategy_name="tvr_v1"),
+        _make_item("pf-B", strategy_name="orb_v1"),
+    ]
+    _, _, _, _, _, handler = _wire_strategy(items)
+    resp = handler(_req(strategy="tvr_v1"))
+    rows = resp.payload["slots"]
+    assert len(rows) == 1
+    assert rows[0]["portfolio_id"] == "pf-A"
+    assert rows[0]["strategy_name"] == "tvr_v1"
+
+
+def test_ac3_strategy_filter_no_match_returns_empty():
+    """AC-3 edge: strategy value matches nothing → slots=[]."""
+    items = [_make_item("pf-A", strategy_name="orb_v1")]
+    _, _, _, _, _, handler = _wire_strategy(items)
+    resp = handler(_req(strategy="nonexistent"))
+    assert resp.payload["slots"] == []
+
+
+# --------------------------------------------------------------------------- AC-4
+
+def test_ac4_no_strategy_param_returns_all_slots():
+    """AC-4: strategy absent → all slots returned, no filter applied."""
+    items = [
+        _make_item("pf-A", strategy_name="tvr_v1"),
+        _make_item("pf-B", strategy_name="orb_v1"),
+    ]
+    _, _, _, _, _, handler = _wire_strategy(items)
+    resp = handler(_req())  # no strategy param
+    assert len(resp.payload["slots"]) == 2
+
+
+def test_ac4_response_keys_unchanged_without_strategy_param():
+    """AC-4: response key set unchanged when strategy not provided (additive only)."""
+    _, _, _, _, _, handler = _wire_strategy()
+    resp = handler(_req())
+    assert set(resp.payload.keys()) == {"slots", "available_slots", "degraded", "reason", "message"}
+
+
+# --------------------------------------------------------------------------- AC-5
+
+def test_ac5_strategy_and_status_filter_and_combination():
+    """AC-5: {filter:"holding", strategy:"tvr_v1"} → only tvr_v1 + holding slots."""
+    items = [
+        _make_item("pf-A", strategy_name="tvr_v1"),
+        _make_item("pf-B", strategy_name="tvr_v1"),
+        _make_item("pf-C", strategy_name="orb_v1"),
+    ]
+    repo, svc, _, _, _, handler = _wire_strategy(
+        items,
+        universe={"pf-A": "SYM", "pf-B": "SYM", "pf-C": "SYM"},
+    )
+    # Put pf-A into holding
+    slot_a = repo.find_slot_by_portfolio("default", "pf-A")
+    pending = svc.transit_slot(slot_a.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
+                               reason="buy", actor="test", symbol="005930")
+    svc.transit_slot(pending.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
+                     reason="filled", actor="test", avg_price=100.0, qty=5.0)
+    # pf-B stays inactive; pf-C stays inactive
+
+    resp = handler(_req(filter="holding", strategy="tvr_v1"))
+    rows = resp.payload["slots"]
+    assert len(rows) == 1
+    assert rows[0]["portfolio_id"] == "pf-A"
+    assert rows[0]["status"] == "holding"
+    assert rows[0]["strategy_name"] == "tvr_v1"
+
+
+def test_ac5_strategy_and_status_no_match_returns_empty():
+    """AC-5: AND combination yields empty when no slot satisfies both conditions."""
+    items = [
+        _make_item("pf-A", strategy_name="tvr_v1"),
+    ]
+    _, _, _, _, _, handler = _wire_strategy(items)
+    # tvr_v1 exists but filter=holding: no holding slots
+    resp = handler(_req(filter="holding", strategy="tvr_v1"))
+    assert resp.payload["slots"] == []
+
+
+# --------------------------------------------------------------------------- AC-6
+
+def test_ac6_available_slots_invariant_with_strategy_filter():
+    """AC-6: available_slots = instance-wide (M - active), not affected by strategy filter."""
+    items = [
+        _make_item("pf-A", strategy_name="tvr_v1"),
+        _make_item("pf-B", strategy_name="orb_v1"),
+    ]
+    repo, svc, _, _, _, handler = _wire_strategy(items, max_active_slots=10)
+    # Put pf-A into holding (1 active overall)
+    slot_a = repo.find_slot_by_portfolio("default", "pf-A")
+    pending = svc.transit_slot(slot_a.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
+                               reason="buy", actor="test", symbol="005930")
+    svc.transit_slot(pending.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
+                     reason="filled", actor="test", avg_price=100.0, qty=5.0)
+
+    # strategy="tvr_v1" matches 1 slot (pf-A holding), but available_slots = 10-1 = 9
+    resp_filtered = handler(_req(strategy="tvr_v1"))
+    resp_all = handler(_req())
+
+    assert resp_filtered.payload["available_slots"] == 9
+    assert resp_all.payload["available_slots"] == 9
+    # Filtered slots differ but available_slots is the same
+    assert len(resp_filtered.payload["slots"]) == 1
+    assert len(resp_all.payload["slots"]) == 2
+
+
+# --------------------------------------------------------------------------- AC-7
+
+def test_ac7_orb_tsl_regression_no_strategy_param():
+    """AC-7: existing orb/tsl-style request (no strategy param) unchanged behaviour.
+
+    Verifies that existing mandatory fields are present and that strategy_name /
+    strategy_params / markets are additive (unknown fields, safe to ignore).
+    """
+    items = [
+        _make_item("pf-A", strategy_name="orb_v1",
+                   strategy_params={"risk": 0.01}, markets=["KRX"]),
+    ]
+    # universe matches items (single slot pf-A only)
+    _, _, _, _, _, handler = _wire_strategy(
+        items, universe={"pf-A": "SYM"},
+    )
+    # Legacy request: no strategy param
+    resp = handler(_req(filter="all", spy=True))
+    rows = resp.payload["slots"]
+    assert len(rows) == 1
+    row = rows[0]
+
+    # Existing fields must still be present with correct types
+    mandatory = {
+        "slot_id", "status", "symbol", "qty", "avg_price", "entry_price",
+        "portfolio_id", "forced_close_at", "universe_detached", "occupancy_seq",
+        "asset_quantity", "cash_balance", "cash_estimated", "warned",
+        "watchdog", "paused", "reconcile_warned",
+    }
+    for key in mandatory:
+        assert key in row, f"mandatory field {key!r} missing from slot row"
+
+    # Slot-origin strategy fields must NOT be present
+    assert "strategy_id" not in row
+    assert "sell_strategy_id" not in row
+    assert "active_strategy_id" not in row
+
+    # REQ-116 additive fields ARE present (unknown to old consumers, safe to ignore)
+    assert "strategy_name" in row
+    assert "strategy_params" in row
+    assert "markets" in row
+
+
+# --------------------------------------------------------------------------- AC-8
+
+def test_ac8_contract_test_strategy_fields_in_slot_row():
+    """AC-8: slot row schema includes strategy_name, strategy_params, markets."""
+    items = [
+        _make_item("pf-A",
+                   strategy_name="tvr_v1",
+                   strategy_params={"target_weight": 0.05},
+                   markets=["KRX", "NASDAQ"]),
+    ]
+    _, _, _, _, _, handler = _wire_strategy(items)
+    resp = handler(_req())
+    row = resp.payload["slots"][0]
+
+    # AC-8: new fields present in row schema
+    assert "strategy_name" in row
+    assert "strategy_params" in row
+    assert "markets" in row
+
+    # Values correct
+    assert row["strategy_name"] == "tvr_v1"
+    assert row["strategy_params"] == {"target_weight": 0.05}
+    assert row["markets"] == ["KRX", "NASDAQ"]