feat(slot): BAT-030 — 자산 중심 cutover 완성 (dcy-020 BAT-δ, REQ-056·057·062·064·065)

M1 literal inactive 전면화: SlotState 5-state(idle/closed 별칭 제거),
마이그레이션 010(CHECK 교체+행 rewrite), ops_checks 를 transition_log 기반 재작성.
M2 집행 매도 수량 브로커 정본(D3): dispatch 매도 qty=broker hldg_qty,
미러 fallback 없음, 브로커 0 → skip+WARN, 리스트 기반 dispatch(head-block 방지).
M3 컬럼 drop + legacy pool 제거: 마이그레이션 011(trading_date·entry_count DROP),
repo 계약 instance 스코프 개편(집행 큐 포함), preallocation 폐기(데몬 7스레드),
admission 자산 중심 단일 경로(slot_id 정본), capacity 재정의(available=M−active),
daily_symbol_entries 코드 경로 제거.
M4 cutover 도구(D1·D4): trex-core-cutover(전체 rebuild, preflight/브로커 carry-over/
--allow-unmapped/--promote-unique/dry-run) + PG 리허설 테스트 8건.
M5 baseline 마감: data-model/runtime-flows/project-structure/interface-contract
자산 중심 최종 갱신 + run-trex-core-daemon 스킬 정합.

검증: 단위 367 passed + ruff clean; PG-gated 29 passed(010/011 round-trip·드리프트
가드·cutover 리허설); RabbitMQ 21 passed; run-the-app e2e(test DB+실 MQ, M=1):
reconcile 슬롯 생성→slot_id 매수→dedup→capacity_full→fill→already_active→
매도→inactive(자산 바인딩 보존)→영구 슬롯 재활성 전 구간 green.
실 cutover 는 운영자 실행(REL 단계, D4).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
2026-06-10 15:16:15 +09:00
co-authored by Claude Opus 4.8
parent cec34be5f4
commit 7d727824dc
67 changed files with 1584 additions and 1862 deletions
@@ -1,7 +1,6 @@
"""Price threshold field tests (REQ-035 / BAT-010)."""
"""Price threshold field tests (REQ-035 / BAT-010; asset-centric BAT-030)."""
from __future__ import annotations
from datetime import date
from decimal import Decimal
import pytest
@@ -11,10 +10,7 @@ import dataclasses
from trex_core.domain.slot import EXPECTED_SLOT_FIELDS, Slot, SlotService, SlotState
from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
@pytest.fixture
def trading_day():
return date(2026, 6, 7)
INST = "default"
@pytest.fixture
@@ -24,14 +20,19 @@ def repo():
@pytest.fixture
def service(repo):
return SlotService(repo)
return SlotService(repo, instance_key=INST)
def _inactive_slot(repo):
repo.reconcile_universe(INST, {"pf-1"})
return repo.find_slot_by_portfolio(INST, "pf-1")
class TestSlotModelPriceFields:
def test_price_fields_default_to_none(self):
"""AC-1: stop_loss_price and take_profit_price default to None."""
from uuid import uuid4
slot = Slot(slot_id=uuid4(), trading_date=date(2026, 6, 7), status=SlotState.IDLE)
slot = Slot(slot_id=uuid4(), status=SlotState.INACTIVE)
assert slot.stop_loss_price is None
assert slot.take_profit_price is None
@@ -48,12 +49,11 @@ class TestSlotModelPriceFields:
class TestTransitSlotPreservesPriceFields:
def test_price_fields_set_on_pending_buy(self, service, repo, trading_day):
"""AC-2/AC-4: price threshold fields are stored in the slot on IDLE→PENDING_BUY."""
service.preallocate_daily_slots(trading_day, 1)
idle = repo.find_idle_slot(trading_day)
def test_price_fields_set_on_pending_buy(self, service, repo):
"""AC-2/AC-4: price threshold fields are stored on INACTIVE→PENDING_BUY."""
slot = _inactive_slot(repo)
pending = service.transit_slot(
idle.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="buy", actor="test", symbol="005930",
stop_loss_price=Decimal("48000"),
take_profit_price=Decimal("62000"),
@@ -61,12 +61,11 @@ class TestTransitSlotPreservesPriceFields:
assert pending.stop_loss_price == Decimal("48000")
assert pending.take_profit_price == Decimal("62000")
def test_price_fields_preserved_through_holding(self, service, repo, trading_day):
def test_price_fields_preserved_through_holding(self, service, repo):
"""Price fields survive PENDING_BUY→HOLDING fill transition."""
service.preallocate_daily_slots(trading_day, 1)
idle = repo.find_idle_slot(trading_day)
slot = _inactive_slot(repo)
pending = service.transit_slot(
idle.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="buy", actor="test", symbol="005930",
stop_loss_price=Decimal("48000"),
take_profit_price=Decimal("62000"),
@@ -78,29 +77,27 @@ class TestTransitSlotPreservesPriceFields:
assert holding.stop_loss_price == Decimal("48000")
assert holding.take_profit_price == Decimal("62000")
def test_idle_reset_clears_price_fields(self, service, repo, trading_day):
"""PENDING_BUY→IDLE rollback clears stop_loss_price and take_profit_price."""
service.preallocate_daily_slots(trading_day, 1)
idle = repo.find_idle_slot(trading_day)
def test_inactive_reset_clears_price_fields(self, service, repo):
"""PENDING_BUY→INACTIVE rollback clears stop_loss_price and take_profit_price."""
slot = _inactive_slot(repo)
pending = service.transit_slot(
idle.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="buy", actor="test", symbol="005930",
stop_loss_price=Decimal("48000"),
take_profit_price=Decimal("62000"),
)
rolled_back = service.transit_slot(
pending.slot_id, SlotState.PENDING_BUY, SlotState.IDLE,
pending.slot_id, SlotState.PENDING_BUY, SlotState.INACTIVE,
reason="rejected", actor="test",
)
assert rolled_back.stop_loss_price is None
assert rolled_back.take_profit_price is None
def test_no_price_fields_sets_none(self, service, repo, trading_day):
def test_no_price_fields_sets_none(self, service, repo):
"""AC-5: transit without price fields leaves them as None."""
service.preallocate_daily_slots(trading_day, 1)
idle = repo.find_idle_slot(trading_day)
slot = _inactive_slot(repo)
pending = service.transit_slot(
idle.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="buy", actor="test", symbol="005930",
)
assert pending.stop_loss_price is None
+106 -151
View File
@@ -1,12 +1,13 @@
"""SlotService unit tests — pre-allocation, transitions, atomic counter, capacity.
"""SlotService unit tests — transitions, inactive reset, capacity (asset-centric).
Ported from trex-orbit (dcy-001 FR-3). Covers REQ-002 AC-1 ~ AC-6.
Originally ported from trex-orbit (dcy-001 FR-3); rewritten at the dcy-020
cutover (BAT-030): permanent asset slots, 5-state machine, instance-scoped
capacity. Covers REQ-002 + REQ-057/REQ-059.
"""
from __future__ import annotations
import threading
import time
from datetime import date
from uuid import uuid4
import pytest
@@ -20,10 +21,7 @@ from trex_core.domain.slot import (
)
from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
@pytest.fixture
def trading_day():
return date(2026, 5, 24)
INST = "default"
@pytest.fixture
@@ -33,47 +31,24 @@ def repo():
@pytest.fixture
def service(repo):
return SlotService(repo)
return SlotService(repo, instance_key=INST)
def _one_idle(repo, trading_day):
return repo.find_idle_slot(trading_day)
# ----------------------------------------------------------------------------
# preallocate
# ----------------------------------------------------------------------------
class TestPreallocate:
def test_creates_idle_slots(self, service, repo, trading_day):
inserted = service.preallocate_daily_slots(trading_day, 10)
assert inserted == 10
assert len(repo.list_slots(trading_day)) == 10
assert all(s.status is SlotState.IDLE for s in repo.list_slots(trading_day))
def test_idempotent_second_call_returns_zero(self, service, repo, trading_day):
"""REQ-002 AC-4: same trading_date → 0 inserted on repeat."""
service.preallocate_daily_slots(trading_day, 5)
inserted = service.preallocate_daily_slots(trading_day, 5)
assert inserted == 0
assert len(repo.list_slots(trading_day)) == 5
def test_zero_or_negative_count_rejected(self, service, trading_day):
with pytest.raises(ValueError):
service.preallocate_daily_slots(trading_day, 0)
with pytest.raises(ValueError):
service.preallocate_daily_slots(trading_day, -1)
def _seed(repo, n=1):
"""Create n permanent asset slots (inactive) via universe reconcile."""
repo.reconcile_universe(INST, {f"pf-{i}" for i in range(n)})
return sorted(repo.list_slots(INST), key=lambda s: s.portfolio_id)
# ----------------------------------------------------------------------------
# transit_slot — happy paths
# ----------------------------------------------------------------------------
class TestTransitHappyPath:
def test_idle_to_pending_buy_records_fields(self, service, repo, trading_day):
service.preallocate_daily_slots(trading_day, 1)
slot = _one_idle(repo, trading_day)
def test_inactive_to_pending_buy_records_fields(self, service, repo):
slot = _seed(repo)[0]
updated = service.transit_slot(
slot.slot_id,
SlotState.IDLE,
SlotState.INACTIVE,
SlotState.PENDING_BUY,
reason="orb_breakout",
actor="buy_decision_thread",
@@ -86,19 +61,19 @@ class TestTransitHappyPath:
assert updated.symbol == "005930"
assert updated.qty == 10
assert updated.strategy_id == "orb_v1"
assert updated.portfolio_id == slot.portfolio_id # asset binding kept
# log appended
log = repo.transition_log_for(slot.slot_id)
assert len(log) == 1
assert log[0].from_state is SlotState.IDLE
assert log[0].from_state is SlotState.INACTIVE
assert log[0].to_state is SlotState.PENDING_BUY
assert log[0].reason == "orb_breakout"
assert log[0].actor == "buy_decision_thread"
def test_pending_buy_to_holding(self, service, repo, trading_day):
service.preallocate_daily_slots(trading_day, 1)
slot = _one_idle(repo, trading_day)
def test_pending_buy_to_holding(self, service, repo):
slot = _seed(repo)[0]
service.transit_slot(
slot.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="orb_breakout", actor="buy", symbol="005930",
)
service.transit_slot(
@@ -112,135 +87,108 @@ class TestTransitHappyPath:
# dcy-012: limit_price (pending order limit) is cleared on entering holding.
assert cur.limit_price is None
def test_pending_buy_to_idle_rollback_preserves_symbol_until_recovery(
self, service, repo, trading_day,
):
"""pending_buy -> idle (rejection rollback) is allowed by state machine.
Note: this rollback does NOT bump daily_symbol_entries (only closed→idle does).
"""
service.preallocate_daily_slots(trading_day, 1)
slot = _one_idle(repo, trading_day)
def test_buy_rollback_resets_occupancy_keeps_asset_identity(self, service, repo):
"""pending_buy -> inactive (rejection rollback): position/order fields
are cleared while the permanent slot keeps its asset binding."""
slot = _seed(repo)[0]
service.transit_slot(
slot.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
reason="orb_breakout", actor="buy", symbol="005930",
slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="orb_breakout", actor="buy", symbol="005930", qty=10,
allocated_capital=1_000_000, strategy_id="orb_v1",
)
service.transit_slot(
slot.slot_id, SlotState.PENDING_BUY, SlotState.IDLE,
rolled = service.transit_slot(
slot.slot_id, SlotState.PENDING_BUY, SlotState.INACTIVE,
reason="broker_reject:001", actor="order_exec",
)
assert repo.get_symbol_entry_count(trading_day, "005930") == 0
assert rolled.status is SlotState.INACTIVE
assert rolled.qty is None
assert rolled.allocated_capital is None
assert rolled.strategy_id is None
assert rolled.limit_price is None
assert rolled.broker_order_id is None
# asset identity preserved (dcy-020/REQ-056 permanent slot)
assert rolled.portfolio_id == slot.portfolio_id
assert rolled.instance_key == INST
# ----------------------------------------------------------------------------
# transit_slot — closed→idle recovery REMOVED (dcy-020 / REQ-057)
# ----------------------------------------------------------------------------
class TestClosedRecoveryRemoved:
def test_closed_to_idle_is_rejected(self, service, repo, trading_day):
"""dcy-020: closed→idle recovery is removed (idle/closed both = inactive)."""
service.preallocate_daily_slots(trading_day, 1)
slot = _one_idle(repo, trading_day)
# drive to closed
service.transit_slot(slot.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
reason="r", actor="a", symbol="005930")
def test_sell_fill_returns_to_inactive_and_clears_position(self, service, repo):
slot = _seed(repo)[0]
service.transit_slot(slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="r", actor="a", symbol="005930", qty=10)
service.transit_slot(slot.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
reason="r", actor="a", avg_price=70_000)
service.transit_slot(slot.slot_id, SlotState.HOLDING, SlotState.PENDING_SELL,
reason="r", actor="a")
service.transit_slot(slot.slot_id, SlotState.PENDING_SELL, SlotState.CLOSED,
reason="r", actor="a")
with pytest.raises(SlotTransitionError):
service.transit_slot(slot.slot_id, SlotState.CLOSED, SlotState.IDLE,
reason="recovery", actor="a")
def test_reuse_via_closed_to_pending_buy_reallocation(
self, service, repo, trading_day,
):
"""Asset-centric reuse: a closed slot is reactivated via closed→pending_buy
(dcy-019 reallocation), not closed→idle recovery."""
service.preallocate_daily_slots(trading_day, 1)
slot = _one_idle(repo, trading_day)
service.transit_slot(slot.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
reason="r", actor="a", symbol="005930")
service.transit_slot(slot.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
reason="r", actor="a", avg_price=70_000)
service.transit_slot(slot.slot_id, SlotState.HOLDING, SlotState.PENDING_SELL,
reason="r", actor="a")
service.transit_slot(slot.slot_id, SlotState.PENDING_SELL, SlotState.CLOSED,
reason="r", actor="a")
realloc = service.transit_slot(
slot.slot_id, SlotState.CLOSED, SlotState.PENDING_BUY,
reason="reallocate", actor="a", symbol="000660",
done = service.transit_slot(slot.slot_id, SlotState.PENDING_SELL,
SlotState.INACTIVE, reason="sell_filled", actor="a")
assert done.status is SlotState.INACTIVE
assert done.qty is None and done.avg_price is None
assert done.portfolio_id == slot.portfolio_id
# the same asset slot can activate again (permanent reuse)
again = service.transit_slot(
slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="re-entry", actor="a", symbol="005930",
)
assert realloc.status is SlotState.PENDING_BUY
assert realloc.symbol == "000660" # clean-slate
assert realloc.entry_count == 2 # cumulative
assert again.status is SlotState.PENDING_BUY
# ----------------------------------------------------------------------------
# transit_slot — rejections
# ----------------------------------------------------------------------------
class TestTransitRejections:
def test_disallowed_transition_raises(self, service, repo, trading_day):
service.preallocate_daily_slots(trading_day, 1)
slot = _one_idle(repo, trading_day)
def test_disallowed_transition_raises(self, service, repo):
slot = _seed(repo)[0]
with pytest.raises(SlotTransitionError):
service.transit_slot(
slot.slot_id, SlotState.IDLE, SlotState.HOLDING,
slot.slot_id, SlotState.INACTIVE, SlotState.HOLDING,
reason="x", actor="a",
)
def test_state_mismatch_raises_when_current_state_drifted(
self, service, repo, trading_day,
):
def test_state_mismatch_raises_when_current_state_drifted(self, service, repo):
"""Race detection — if slot already advanced, transit_slot from old state fails."""
service.preallocate_daily_slots(trading_day, 1)
slot = _one_idle(repo, trading_day)
slot = _seed(repo)[0]
service.transit_slot(
slot.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="r", actor="a",
)
with pytest.raises(SlotStateMismatchError):
# caller still thinks status=idle but it's pending_buy
# caller still thinks status=inactive but it's pending_buy
service.transit_slot(
slot.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="r", actor="a",
)
def test_unknown_slot_raises(self, service):
with pytest.raises(SlotNotFoundError):
service.transit_slot(
uuid4(), SlotState.IDLE, SlotState.PENDING_BUY,
uuid4(), SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="r", actor="a",
)
# ----------------------------------------------------------------------------
# operator error → idle/holding (REQ-004)
# operator error → inactive/holding (REQ-004)
# ----------------------------------------------------------------------------
class TestOperatorResolve:
def test_error_to_idle_via_operator(self, service, repo, trading_day):
service.preallocate_daily_slots(trading_day, 1)
slot = _one_idle(repo, trading_day)
def test_error_to_inactive_via_operator(self, service, repo):
slot = _seed(repo)[0]
# force into error
service.transit_slot(
slot.slot_id, SlotState.IDLE, SlotState.ERROR,
slot.slot_id, SlotState.INACTIVE, SlotState.ERROR,
reason="reconcile_mismatch", actor="system",
)
result = service.transit_slot(
slot.slot_id, SlotState.ERROR, SlotState.IDLE,
slot.slot_id, SlotState.ERROR, SlotState.INACTIVE,
reason="broker confirmed no position", actor="operator:alice",
)
assert result.status is SlotState.IDLE
assert result.status is SlotState.INACTIVE
log = repo.transition_log_for(slot.slot_id)
assert log[-1].actor == "operator:alice"
assert "broker confirmed" in log[-1].reason
def test_error_to_pending_buy_rejected(self, service, repo, trading_day):
service.preallocate_daily_slots(trading_day, 1)
slot = _one_idle(repo, trading_day)
def test_error_to_pending_buy_rejected(self, service, repo):
slot = _seed(repo)[0]
service.transit_slot(
slot.slot_id, SlotState.IDLE, SlotState.ERROR,
slot.slot_id, SlotState.INACTIVE, SlotState.ERROR,
reason="r", actor="s",
)
with pytest.raises(SlotTransitionError):
@@ -251,62 +199,77 @@ class TestOperatorResolve:
# ----------------------------------------------------------------------------
# compute_slot_capacity (REQ-002 AC-6)
# compute_slot_capacity (REQ-002 AC-6; dcy-020/REQ-059)
# ----------------------------------------------------------------------------
class TestCapacity:
def test_all_idle(self, service, trading_day):
service.preallocate_daily_slots(trading_day, 10)
cap = service.compute_slot_capacity(trading_day, 10)
assert cap.idle_count == 10
def test_all_inactive_no_cap(self, service, repo):
_seed(repo, 10)
cap = service.compute_slot_capacity()
assert cap.inactive_count == 10
assert cap.holding_count == 0
assert cap.pending_count == 0
assert cap.active_count == 0
assert cap.available_count == 10
assert cap.total_slots == 10
assert cap.scarcity_ratio == 0.0
def test_mixed_states(self, service, repo, trading_day):
service.preallocate_daily_slots(trading_day, 10)
def test_mixed_states_under_m_cap(self, service, repo):
slots = _seed(repo, 10)
# move 3 to pending_buy + 2 to holding
slots = repo.list_slots(trading_day)
for s in slots[:3]:
service.transit_slot(
s.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
s.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="r", actor="a",
)
for s in slots[3:5]:
service.transit_slot(
s.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
s.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="r", actor="a",
)
service.transit_slot(
s.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
reason="r", actor="a",
)
cap = service.compute_slot_capacity(trading_day, 10)
assert cap.idle_count == 5
cap = service.compute_slot_capacity(max_active_slots=8)
assert cap.inactive_count == 5
assert cap.pending_count == 3
assert cap.holding_count == 2
assert cap.scarcity_ratio == pytest.approx(0.5)
assert cap.active_count == 5
assert cap.available_count == 3 # M(8) − active(5)
assert cap.total_slots == 8
assert cap.scarcity_ratio == pytest.approx(1 - 3 / 8)
def test_zero_total_rejected(self, service, trading_day):
with pytest.raises(ValueError):
service.compute_slot_capacity(trading_day, 0)
def test_over_cap_clamps_available_to_zero(self, service, repo):
slots = _seed(repo, 3)
for s in slots:
service.transit_slot(s.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="r", actor="a")
cap = service.compute_slot_capacity(max_active_slots=2)
assert cap.active_count == 3
assert cap.available_count == 0
assert cap.scarcity_ratio == 1.0
def test_empty_instance(self, service):
cap = service.compute_slot_capacity()
assert cap.total_slots == 0
assert cap.available_count == 0
assert cap.scarcity_ratio == 0.0
# ----------------------------------------------------------------------------
# advisory lock serialization (REQ-002 AC-5)
# ----------------------------------------------------------------------------
class TestAdvisoryLockSerialization:
def test_concurrent_transitions_are_serialized(self, service, repo, trading_day):
def test_concurrent_transitions_are_serialized(self, service, repo):
"""Two threads competing for the same slot — one must observe state mismatch."""
service.preallocate_daily_slots(trading_day, 1)
slot = _one_idle(repo, trading_day)
slot = _seed(repo)[0]
results: dict[str, Exception | None] = {}
def worker(name: str):
try:
service.transit_slot(
slot.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason=f"r-{name}", actor=name,
)
results[name] = None
@@ -327,21 +290,13 @@ class TestAdvisoryLockSerialization:
assert len(failures) == 1
assert isinstance(failures[0] and results[failures[0]], SlotStateMismatchError)
def test_lock_hold_time_under_50ms(self, service, trading_day):
def test_lock_hold_time_under_50ms(self, service, repo):
"""REQ-002 AC-5 numeric: transition under the in-memory repo finishes < 50 ms."""
service.preallocate_daily_slots(trading_day, 1)
slot = list(service.compute_slot_capacity.__self__._repo.list_slots(trading_day))[0] # type: ignore[attr-defined]
slot = _seed(repo)[0]
t0 = time.perf_counter()
service.transit_slot(
slot.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="r", actor="a",
)
elapsed_ms = (time.perf_counter() - t0) * 1000
assert elapsed_ms < 50.0, f"transition took {elapsed_ms:.2f} ms"
# ----------------------------------------------------------------------------
# get_today_entry_count (REQ-001 + REQ-002 boundary)
# ----------------------------------------------------------------------------
def test_get_today_entry_count_for_unseen_symbol_is_zero(service, trading_day):
assert service.get_today_entry_count(trading_day, "999999") == 0
+26 -29
View File
@@ -1,8 +1,6 @@
"""SlotService.sell() unit tests (REQ-036 / BAT-010)."""
"""SlotService.sell() unit tests (REQ-036 / BAT-010; asset-centric BAT-030)."""
from __future__ import annotations
from datetime import date
import pytest
from trex_core.domain.slot import (
@@ -13,10 +11,7 @@ from trex_core.domain.slot import (
)
from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
@pytest.fixture
def trading_day():
return date(2026, 6, 7)
INST = "default"
@pytest.fixture
@@ -26,15 +21,19 @@ def repo():
@pytest.fixture
def service(repo):
return SlotService(repo)
return SlotService(repo, instance_key=INST)
def _holding_slot(service, repo, trading_day):
def _inactive_slot(repo):
repo.reconcile_universe(INST, {"pf-1"})
return repo.find_slot_by_portfolio(INST, "pf-1")
def _holding_slot(service, repo):
"""Create one slot in HOLDING state."""
service.preallocate_daily_slots(trading_day, 1)
idle = repo.find_idle_slot(trading_day)
slot = _inactive_slot(repo)
pending = service.transit_slot(
idle.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="buy", actor="test", symbol="005930",
)
return service.transit_slot(
@@ -44,16 +43,16 @@ def _holding_slot(service, repo, trading_day):
class TestSell:
def test_sell_holding_transitions_to_pending_sell(self, service, repo, trading_day):
def test_sell_holding_transitions_to_pending_sell(self, service, repo):
"""AC-1: sell() on a holding slot transitions it to pending_sell."""
holding = _holding_slot(service, repo, trading_day)
holding = _holding_slot(service, repo)
service.sell(holding.slot_id, actor="safety-sell", reason="stop_loss")
updated = repo.fetch_slot(holding.slot_id)
assert updated.status is SlotState.PENDING_SELL
def test_sell_records_transition_log(self, service, repo, trading_day):
def test_sell_records_transition_log(self, service, repo):
"""sell() appends a transition log entry."""
holding = _holding_slot(service, repo, trading_day)
holding = _holding_slot(service, repo)
service.sell(holding.slot_id, actor="safety-sell", reason="stop_loss")
log = repo.transition_log_for(holding.slot_id)
sell_entries = [e for e in log if e.to_state is SlotState.PENDING_SELL]
@@ -61,9 +60,9 @@ class TestSell:
assert sell_entries[0].actor == "safety-sell"
assert sell_entries[0].reason == "stop_loss"
def test_sell_idempotent_on_pending_sell(self, service, repo, trading_day):
def test_sell_idempotent_on_pending_sell(self, service, repo):
"""AC-2: sell() on already-pending_sell slot returns silently, no second transition."""
holding = _holding_slot(service, repo, trading_day)
holding = _holding_slot(service, repo)
service.sell(holding.slot_id, actor="safety-sell", reason="stop_loss")
# Call again — must not raise and must not add another transition
service.sell(holding.slot_id, actor="safety-sell", reason="stop_loss")
@@ -71,16 +70,15 @@ class TestSell:
sell_entries = [e for e in log if e.to_state is SlotState.PENDING_SELL]
assert len(sell_entries) == 1 # exactly one, not two
def test_sell_idle_slot_raises_transition_error(self, service, repo, trading_day):
"""AC-3: sell() on an idle slot raises SlotTransitionError."""
service.preallocate_daily_slots(trading_day, 1)
idle = repo.find_idle_slot(trading_day)
def test_sell_inactive_slot_raises_transition_error(self, service, repo):
"""AC-3: sell() on an inactive slot raises SlotTransitionError."""
slot = _inactive_slot(repo)
with pytest.raises(SlotTransitionError):
service.sell(idle.slot_id, actor="safety-sell", reason="stop_loss")
service.sell(slot.slot_id, actor="safety-sell", reason="stop_loss")
# Slot state unchanged
assert repo.fetch_slot(idle.slot_id).status is SlotState.IDLE
assert repo.fetch_slot(slot.slot_id).status is SlotState.INACTIVE
def test_sell_unknown_slot_raises_not_found(self, service, trading_day):
def test_sell_unknown_slot_raises_not_found(self, service):
"""sell() with unknown slot_id raises SlotNotFoundError."""
from uuid import uuid4
with pytest.raises(SlotNotFoundError):
@@ -88,13 +86,12 @@ class TestSell:
class TestSellPreservesPriceFields:
def test_sell_preserves_stop_loss_price(self, service, repo, trading_day):
def test_sell_preserves_stop_loss_price(self, service, repo):
"""Price threshold fields survive the sell transition."""
from decimal import Decimal
service.preallocate_daily_slots(trading_day, 1)
idle = repo.find_idle_slot(trading_day)
slot = _inactive_slot(repo)
pending = service.transit_slot(
idle.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="buy", actor="test", symbol="005930",
stop_loss_price=Decimal("45000"),
take_profit_price=Decimal("60000"),
-166
View File
@@ -1,166 +0,0 @@
"""dcy-019 / BAT-025: slot-scoped entry_count + closed-slot reallocation.
Covers REQ-002 (entry_count field + closed→pending_buy clean-slate transition)
and REQ-006 (find_allocatable_slot selector ordering over idle ∪ closed).
"""
from __future__ import annotations
from datetime import date
import pytest
from trex_core.domain.slot import SlotService, SlotState
from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
@pytest.fixture
def trading_day():
return date(2026, 6, 9)
@pytest.fixture
def repo():
return InMemorySlotRepository()
@pytest.fixture
def service(repo):
return SlotService(repo)
def _cycle_to_closed(service, slot_id, symbol="005930"):
"""Drive a slot idle→pending_buy→holding→pending_sell→closed."""
service.transit_slot(slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
reason="r", actor="a", symbol=symbol)
service.transit_slot(slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
reason="r", actor="a", avg_price=70_000)
service.transit_slot(slot_id, SlotState.HOLDING, SlotState.PENDING_SELL,
reason="r", actor="a")
service.transit_slot(slot_id, SlotState.PENDING_SELL, SlotState.CLOSED,
reason="r", actor="a")
# ----------------------------------------------------------------------------
# entry_count increment (REQ-002 FR-4)
# ----------------------------------------------------------------------------
class TestEntryCount:
def test_new_slot_starts_at_zero(self, service, repo, trading_day):
service.preallocate_daily_slots(trading_day, 1)
slot = repo.find_idle_slot(trading_day)
assert slot.entry_count == 0
def test_increments_on_each_pending_buy(self, service, repo, trading_day):
service.preallocate_daily_slots(trading_day, 1)
slot = repo.find_idle_slot(trading_day)
updated = service.transit_slot(
slot.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
reason="r", actor="a", symbol="005930",
)
assert updated.entry_count == 1
def test_not_incremented_on_non_buy_transitions(self, service, repo, trading_day):
service.preallocate_daily_slots(trading_day, 1)
slot = repo.find_idle_slot(trading_day)
service.transit_slot(slot.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
reason="r", actor="a", symbol="005930")
held = service.transit_slot(slot.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
reason="r", actor="a")
# holding entry does not bump the per-slot entry counter
assert held.entry_count == 1
def test_preserved_while_closed(self, service, repo, trading_day):
# dcy-020: closed→idle recovery removed; entry_count persists on the
# closed slot until the next allocation (closed→pending_buy) bumps it.
service.preallocate_daily_slots(trading_day, 1)
slot = repo.find_idle_slot(trading_day)
_cycle_to_closed(service, slot.slot_id)
closed = repo.fetch_slot(slot.slot_id)
assert closed.status is SlotState.CLOSED
assert closed.entry_count == 1 # slot-scoped cumulative, preserved
# ----------------------------------------------------------------------------
# closed → pending_buy direct reallocation (REQ-002 FR / state machine #9)
# ----------------------------------------------------------------------------
class TestClosedReallocation:
def test_closed_to_pending_buy_clean_slate_and_bumps_count(
self, service, repo, trading_day,
):
service.preallocate_daily_slots(trading_day, 1)
slot = repo.find_idle_slot(trading_day)
_cycle_to_closed(service, slot.slot_id, symbol="005930")
closed = repo.fetch_slot(slot.slot_id)
assert closed.status is SlotState.CLOSED
assert closed.entry_count == 1
realloc = service.transit_slot(
slot.slot_id, SlotState.CLOSED, SlotState.PENDING_BUY,
reason="reallocate", actor="a",
symbol="000660", qty=5, allocated_capital=500_000,
limit_price=120_000, strategy_id="orb_v2",
)
# new entry's fields applied
assert realloc.status is SlotState.PENDING_BUY
assert realloc.symbol == "000660"
assert realloc.qty == 5
assert realloc.limit_price == 120_000
assert realloc.strategy_id == "orb_v2"
# entry_count cumulative across reallocation (1 → 2)
assert realloc.entry_count == 2
def test_closed_to_pending_buy_clears_prior_position_when_not_supplied(
self, service, repo, trading_day,
):
"""A reallocation that omits a field must not leak the prior cycle's value."""
service.preallocate_daily_slots(trading_day, 1)
slot = repo.find_idle_slot(trading_day)
# first cycle sets stop_loss/take_profit, then closes
service.transit_slot(slot.slot_id, SlotState.IDLE, SlotState.PENDING_BUY,
reason="r", actor="a", symbol="005930",
stop_loss_price=60_000, take_profit_price=80_000)
service.transit_slot(slot.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
reason="r", actor="a", avg_price=70_000)
service.transit_slot(slot.slot_id, SlotState.HOLDING, SlotState.PENDING_SELL,
reason="r", actor="a")
service.transit_slot(slot.slot_id, SlotState.PENDING_SELL, SlotState.CLOSED,
reason="r", actor="a")
# reallocate WITHOUT thresholds → must be cleared, not inherited
realloc = service.transit_slot(
slot.slot_id, SlotState.CLOSED, SlotState.PENDING_BUY,
reason="reallocate", actor="a", symbol="000660",
)
assert realloc.symbol == "000660"
assert realloc.stop_loss_price is None
assert realloc.take_profit_price is None
assert realloc.avg_price is None
# ----------------------------------------------------------------------------
# find_allocatable_slot selector ordering (REQ-006, OQ-2)
# ----------------------------------------------------------------------------
class TestAllocatableSelector:
def test_returns_none_when_no_idle_or_closed(self, service, repo, trading_day):
assert repo.find_allocatable_slot(trading_day) is None
def test_prefers_idle_when_only_idle_present(self, service, repo, trading_day):
service.preallocate_daily_slots(trading_day, 3)
cand = repo.find_allocatable_slot(trading_day)
assert cand is not None and cand.status is SlotState.IDLE
def test_includes_closed_when_no_idle_remains(self, service, repo, trading_day):
service.preallocate_daily_slots(trading_day, 1)
slot = repo.find_idle_slot(trading_day)
_cycle_to_closed(service, slot.slot_id)
# no idle left, but the closed slot is allocatable
cand = repo.find_allocatable_slot(trading_day)
assert cand is not None and cand.status is SlotState.CLOSED
def test_orders_by_entry_count_ascending(self, service, repo, trading_day):
"""A closed slot (entry_count=1) loses to a fresh idle slot (entry_count=0)."""
service.preallocate_daily_slots(trading_day, 2)
slots = repo.list_slots(trading_day)
_cycle_to_closed(service, slots[0].slot_id) # this one now entry_count=1, closed
# the still-idle slot has entry_count 0 and must be chosen first
cand = repo.find_allocatable_slot(trading_day)
assert cand.entry_count == 0
assert cand.status is SlotState.IDLE
+16 -29
View File
@@ -1,7 +1,7 @@
"""State machine unit tests — asset-centric redefinition (dcy-020 / REQ-057).
"""State machine unit tests — asset-centric (dcy-020 / REQ-057, BAT-030).
`inactive` is the canonical no-position state; `idle`/`closed` are aliases that
normalize to `inactive`. `closed->idle` recovery is removed. Covers REQ-057.
`inactive` is the only no-position state. The pool-model `idle`/`closed`
aliases were removed at the cutover (D2); migration 010 rewrites legacy rows.
"""
from __future__ import annotations
@@ -12,29 +12,28 @@ from trex_core.domain.slot.state import (
SLOT_ADVISORY_LOCK_ID,
SlotState,
is_allowed_transition,
normalize_state,
slot_advisory_lock_id,
)
def test_slot_state_members():
"""dcy-020: 5 canonical + 2 aliases(idle/closed) = 7 enum members."""
"""dcy-020 (BAT-030): 5 canonical members — idle/closed aliases removed."""
assert {s.value for s in SlotState} == {
"inactive",
"idle",
"pending_buy",
"holding",
"pending_sell",
"closed",
"error",
}
def test_idle_and_closed_normalize_to_inactive():
assert normalize_state(SlotState.IDLE) is SlotState.INACTIVE
assert normalize_state(SlotState.CLOSED) is SlotState.INACTIVE
assert normalize_state(SlotState.INACTIVE) is SlotState.INACTIVE
assert normalize_state(SlotState.HOLDING) is SlotState.HOLDING
def test_legacy_alias_values_rejected():
"""`idle`/`closed` are no longer valid SlotState values (migration 010
rewrites any remaining DB rows before this code reads them)."""
with pytest.raises(ValueError):
SlotState("idle")
with pytest.raises(ValueError):
SlotState("closed")
def test_advisory_lock_id_is_stable_constant():
@@ -56,27 +55,20 @@ def test_slot_advisory_lock_id_is_instance_scoped():
@pytest.mark.parametrize(
"from_state,to_state",
[
# canonical (inactive-based)
# canonical lifecycle
(SlotState.INACTIVE, SlotState.PENDING_BUY),
(SlotState.PENDING_BUY, SlotState.HOLDING),
(SlotState.PENDING_BUY, SlotState.INACTIVE),
(SlotState.HOLDING, SlotState.PENDING_SELL),
(SlotState.PENDING_SELL, SlotState.INACTIVE),
(SlotState.PENDING_SELL, SlotState.HOLDING),
# alias equivalence: idle/closed normalize to inactive
(SlotState.IDLE, SlotState.PENDING_BUY), # idle->pending_buy
(SlotState.CLOSED, SlotState.PENDING_BUY), # closed->pending_buy (reallocation)
(SlotState.PENDING_SELL, SlotState.CLOSED), # sell filled (closed alias)
(SlotState.PENDING_BUY, SlotState.IDLE), # buy rollback (idle alias)
# to error (every non-error)
(SlotState.INACTIVE, SlotState.ERROR),
(SlotState.PENDING_BUY, SlotState.ERROR),
(SlotState.HOLDING, SlotState.ERROR),
(SlotState.PENDING_SELL, SlotState.ERROR),
(SlotState.CLOSED, SlotState.ERROR),
# operator resolve out of error
(SlotState.ERROR, SlotState.INACTIVE),
(SlotState.ERROR, SlotState.IDLE), # alias
(SlotState.ERROR, SlotState.HOLDING),
],
)
@@ -87,16 +79,14 @@ def test_allowed_transition(from_state: SlotState, to_state: SlotState):
@pytest.mark.parametrize(
"from_state,to_state",
[
# closed->idle recovery REMOVED (normalizes to inactive self-loop)
(SlotState.CLOSED, SlotState.IDLE),
# skipping intermediate states
(SlotState.INACTIVE, SlotState.HOLDING),
(SlotState.INACTIVE, SlotState.PENDING_SELL),
(SlotState.HOLDING, SlotState.INACTIVE),
(SlotState.HOLDING, SlotState.CLOSED),
(SlotState.HOLDING, SlotState.PENDING_BUY),
(SlotState.PENDING_BUY, SlotState.PENDING_SELL),
(SlotState.PENDING_SELL, SlotState.PENDING_BUY),
# error has restricted exits — only inactive(+aliases) and holding
# error has restricted exits — only inactive and holding
(SlotState.ERROR, SlotState.PENDING_BUY),
(SlotState.ERROR, SlotState.PENDING_SELL),
(SlotState.ERROR, SlotState.ERROR),
@@ -107,14 +97,11 @@ def test_disallowed_transition(from_state: SlotState, to_state: SlotState):
def test_self_loops_are_not_allowed():
"""No state may transition to itself (including inactive and its aliases)."""
"""No state may transition to itself."""
for s in SlotState:
assert not is_allowed_transition(s, s)
# alias self-loops also rejected
assert not is_allowed_transition(SlotState.IDLE, SlotState.CLOSED)
assert not is_allowed_transition(SlotState.CLOSED, SlotState.IDLE)
def test_allowed_transitions_set_size():
"""6 base (inactive-canonical) + 4 to-error + 2 operator-resolve = 12."""
"""6 base + 4 to-error + 2 operator-resolve = 12."""
assert len(ALLOWED_TRANSITIONS) == 12
+13 -16
View File
@@ -1,14 +1,11 @@
"""dcy-020 / REQ-058 (BAT-028): universe reconcile lifecycle (in-memory)."""
"""dcy-020 / REQ-058 (BAT-028; BAT-030 trading_date-free): universe reconcile lifecycle (in-memory)."""
from __future__ import annotations
from datetime import date
import pytest
from trex_core.domain.slot import SlotService, SlotState
from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
DAY = date(2026, 6, 10)
INST = "inst-1"
@@ -18,17 +15,17 @@ def repo():
def test_creates_asset_slots_idempotently(repo):
r1 = repo.reconcile_universe(INST, DAY, {"pf-a", "pf-b"})
r1 = repo.reconcile_universe(INST, {"pf-a", "pf-b"})
assert r1["created"] == 2
# idempotent — second pass creates nothing
r2 = repo.reconcile_universe(INST, DAY, {"pf-a", "pf-b"})
r2 = repo.reconcile_universe(INST, {"pf-a", "pf-b"})
assert r2["created"] == 0
assert repo.find_slot_by_portfolio(INST, "pf-a").status is SlotState.IDLE
assert repo.find_slot_by_portfolio(INST, "pf-a").status is SlotState.INACTIVE
def test_soft_retire_inactive_asset_that_left_universe(repo):
repo.reconcile_universe(INST, DAY, {"pf-a", "pf-b"})
r = repo.reconcile_universe(INST, DAY, {"pf-a"}) # pf-b left
repo.reconcile_universe(INST, {"pf-a", "pf-b"})
r = repo.reconcile_universe(INST, {"pf-a"}) # pf-b left
assert r["retired"] == 1
slot_b = repo.find_slot_by_portfolio(INST, "pf-b")
assert slot_b.retired_at is not None # soft-retired, row preserved
@@ -36,28 +33,28 @@ def test_soft_retire_inactive_asset_that_left_universe(repo):
def test_tombstone_holding_asset_that_left_universe(repo):
svc = SlotService(repo, instance_key=INST)
repo.reconcile_universe(INST, DAY, {"pf-a"})
repo.reconcile_universe(INST, {"pf-a"})
slot = repo.find_slot_by_portfolio(INST, "pf-a")
svc.transit_slot(slot.slot_id, slot.status, SlotState.PENDING_BUY,
reason="r", actor="a", symbol="005930")
svc.transit_slot(slot.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
reason="r", actor="a", avg_price=70_000)
r = repo.reconcile_universe(INST, DAY, set()) # pf-a left while holding
r = repo.reconcile_universe(INST, set()) # pf-a left while holding
assert r["tombstoned"] == 1 and r["retired"] == 0
held = repo.find_slot_by_portfolio(INST, "pf-a")
assert held.status is SlotState.HOLDING and held.retired_at is None # protected
def test_allow_retire_false_skips_retire(repo):
repo.reconcile_universe(INST, DAY, {"pf-a", "pf-b"})
r = repo.reconcile_universe(INST, DAY, {"pf-a"}, allow_retire=False)
repo.reconcile_universe(INST, {"pf-a", "pf-b"})
r = repo.reconcile_universe(INST, {"pf-a"}, allow_retire=False)
assert r["retired"] == 0
assert repo.find_slot_by_portfolio(INST, "pf-b").retired_at is None
def test_count_active(repo):
svc = SlotService(repo, instance_key=INST)
repo.reconcile_universe(INST, DAY, {"pf-a", "pf-b"})
repo.reconcile_universe(INST, {"pf-a", "pf-b"})
assert repo.count_active(INST) == 0
slot = repo.find_slot_by_portfolio(INST, "pf-a")
svc.transit_slot(slot.slot_id, slot.status, SlotState.PENDING_BUY,
@@ -66,8 +63,8 @@ def test_count_active(repo):
def test_instance_isolation(repo):
repo.reconcile_universe("inst-1", DAY, {"pf-a"})
repo.reconcile_universe("inst-2", DAY, {"pf-a"})
repo.reconcile_universe("inst-1", {"pf-a"})
repo.reconcile_universe("inst-2", {"pf-a"})
# same portfolio_id, different instances -> two distinct slots
assert repo.find_slot_by_portfolio("inst-1", "pf-a").slot_id != \
repo.find_slot_by_portfolio("inst-2", "pf-a").slot_id