genichinandClaude Opus 4.8
d8d9021260
dcy-030 (issue #28, P0 체결 복구): - REQ-083 KRX 호가단위(tick) 순수 유틸 (domain/pricing.py) - REQ-070 CHG: 슬리피지 실효가 호가단위 스냅 — 상한 준수(매수 floor/매도 ceil) + band<1tick 하한/상한 보장 + 부동소수 epsilon 가드. 147700→148400/54500→54700. - BAT-044 release-candidate dcy-029 (issue #29, 운영 관측성): - REQ-084 구조화 로깅 기반 (runtime/logging_setup.py): ISO8601 KST·레벨·Loki JSON ·correlation id(slot_id) - REQ-085 주문 결과 로깅 (event=order_submit|fill|reject) - REQ-087 거부 ERROR 가시성 (조용한 롤백 제거) - REQ-086 청산 reason+actor 동반 노출 (안전망/전략 구분, 신규 필드 없음) - REQ-088 운영 조회 CLI report (application/operator_report.py, 보유·오늘 체결 ·실현 PnL net·대기, direct-DB) - REQ-089 운영자 런북 docs/operations.md - REQ-090 baseline 정합 (runtime-flows·project-structure·interface-contract) - BAT-045(P0)·BAT-046(P1) release-candidate REL-007: confirmed → feedback-captured (운영 인스턴스 라이브 검증 + #28/#29 환류 정규화). BAT-037~041 released. 검증: 537 passed, 47 skipped, 회귀 0, ruff clean. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
60 lines
1.8 KiB
Python
60 lines
1.8 KiB
Python
"""KRX 호가단위(tick) 유틸 단위 테스트 (REQ-083, dcy-030)."""
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import pytest
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from trex_core.domain.pricing import ceil_to_tick, floor_to_tick, krx_stock_tick
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class TestKrxStockTick:
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@pytest.mark.parametrize("price,tick", [
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(1_500, 1),
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(3_000, 5),
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(12_000, 10),
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(35_000, 50),
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(147_700, 100),
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(300_000, 500),
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(800_000, 1_000),
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])
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def test_representative_prices(self, price, tick):
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assert krx_stock_tick(price) == tick
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@pytest.mark.parametrize("boundary,tick", [
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(2_000, 5), # [2000, 5000) -> 5 (lower bound inclusive)
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(5_000, 10),
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(20_000, 50),
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(50_000, 100),
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(200_000, 500),
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(500_000, 1_000),
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])
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def test_boundaries_are_lower_inclusive(self, boundary, tick):
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assert krx_stock_tick(boundary) == tick
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def test_just_below_boundary_uses_lower_band(self):
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assert krx_stock_tick(1_999) == 1
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assert krx_stock_tick(49_999) == 50
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assert krx_stock_tick(199_999) == 100
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class TestFloorCeilToTick:
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def test_issue28_floor_cases(self):
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assert floor_to_tick(148_439) == 148_400
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assert floor_to_tick(54_773) == 54_700
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def test_ceil_case(self):
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assert ceil_to_tick(54_773) == 54_800
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def test_already_on_tick_is_unchanged(self):
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assert floor_to_tick(147_700) == 147_700
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assert ceil_to_tick(147_700) == 147_700
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@pytest.mark.parametrize("price", [
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1_500, 2_777, 4_999, 12_345, 33_333, 148_439, 234_567, 777_777,
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])
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def test_invariants_floor_le_price_le_ceil_and_valid_multiples(self, price):
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tick = krx_stock_tick(price)
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f = floor_to_tick(price)
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c = ceil_to_tick(price)
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assert f <= price <= c
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assert f % krx_stock_tick(f) == 0
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assert c % krx_stock_tick(c) == 0
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assert c - f <= tick
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