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>
131 lines
5.2 KiB
Python
131 lines
5.2 KiB
Python
"""Safety-sell watchdog-ownership + fire visibility tests (dcy-017 / REQ-037, issue #12)."""
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from __future__ import annotations
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import logging
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from datetime import datetime, timedelta, timezone
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from decimal import Decimal
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from trex_core.application.safety_sell import SafetySellService
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from trex_core.application.watchdog import WatchdogStore
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from trex_core.domain.slot import SlotService, SlotState
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from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
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from trex_core.runtime.config import SafetySellConfig
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_NOW = datetime(2026, 6, 7, 6, 0, 0, tzinfo=timezone.utc)
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class _FakeBroker:
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def __init__(self):
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self.prices = {}
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def name(self): return "fake"
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def submit_order(self, req): ...
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def poll_fill(self, *a, **k): ...
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def cancel_order(self, *a, **k): ...
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def get_balance(self): return []
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def get_current_price(self, symbol): return self.prices.get(symbol)
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def _cfg(**over):
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base = dict(watchdog_timeout_sec=120, watchdog_grace_period_sec=0,
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forced_close_check_interval_sec=60, stop_loss_poll_interval_sec=30,
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market_close_liquidation_time=None)
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base.update(over)
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return SafetySellConfig(**base)
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def _wire(**cfg_over):
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repo = InMemorySlotRepository()
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svc = SlotService(repo, instance_key="inst-1")
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broker = _FakeBroker()
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watchdog = WatchdogStore()
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service = SafetySellService(
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slot_repo=repo, slot_service=svc, broker=broker, watchdog=watchdog,
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config=_cfg(**cfg_over), instance_key="inst-1",
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)
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return repo, svc, broker, watchdog, service
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def _holding(svc, repo, *, symbol="005930", **fields):
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from uuid import uuid4
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pid = f"pf-{uuid4().hex[:8]}"
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repo.reconcile_universe("inst-1", {pid: "SYM"})
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slot = repo.find_slot_by_portfolio("inst-1", pid)
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p = svc.transit_slot(slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
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reason="buy", actor="t", symbol=symbol, **fields)
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return svc.transit_slot(p.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
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reason="filled", actor="t", avg_price=50000.0, qty=1.0)
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def test_watchdog_ownership_entry_warns(caplog):
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repo, svc, broker, watchdog, service = _wire()
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slot = _holding(svc, repo) # never polled => watchdog-expired (strategy absent)
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with caplog.at_level(logging.WARNING):
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service._update_ownership(_NOW)
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assert service.counters.get("owned:enter") == 1
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rec = [r for r in caplog.records if "watchdog ownership entered" in r.message]
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assert rec and str(slot.slot_id) in rec[0].message and "inst-1" in rec[0].message
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def test_watchdog_ownership_exit_on_return(caplog):
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repo, svc, broker, watchdog, service = _wire()
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slot = _holding(svc, repo)
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service._update_ownership(_NOW) # enter (expired)
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watchdog.update(str(slot.slot_id)) # strategy returns (polls)
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with caplog.at_level(logging.INFO):
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service._update_ownership(_NOW) # exit
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assert service.counters.get("owned:exit") == 1
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assert any("watchdog ownership released" in r.message for r in caplog.records)
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def test_no_ownership_churn_when_stable():
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repo, svc, broker, watchdog, service = _wire()
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_holding(svc, repo)
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service._update_ownership(_NOW)
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service._update_ownership(_NOW) # same set => no new enter
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assert service.counters.get("owned:enter") == 1
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def test_forced_close_fire_logs_warn(caplog):
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repo, svc, broker, watchdog, service = _wire()
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slot = _holding(svc, repo, forced_close_at=_NOW - timedelta(seconds=1))
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with caplog.at_level(logging.WARNING):
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fired = service.check_forced_close(_NOW)
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assert slot.slot_id in fired
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assert service.counters.get("fire:forced_close_at") == 1
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rec = [r for r in caplog.records if "safety-sell fired" in r.message
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and r.levelno == logging.WARNING]
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assert rec and "forced_close_at" in rec[0].message and "inst-1" in rec[0].message
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def test_fire_log_exposes_reason_and_actor(caplog):
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"""REQ-086 (dcy-029): safety-sell 청산 로그가 reason+actor 를 함께 노출."""
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repo, svc, broker, watchdog, service = _wire()
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_holding(svc, repo, forced_close_at=_NOW - timedelta(seconds=1))
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with caplog.at_level(logging.WARNING):
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service.check_forced_close(_NOW)
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rec = [r for r in caplog.records if "safety-sell fired" in r.message]
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assert rec
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msg = rec[0].message
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assert "reason=forced_close_at" in msg
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assert "actor=trex-safety-sell" in msg # 안전망 자율청산 구분
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def test_take_profit_fire_logs_info(caplog):
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repo, svc, broker, watchdog, service = _wire()
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slot = _holding(svc, repo, take_profit_price=Decimal("60000"))
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broker.prices["005930"] = Decimal("61000")
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with caplog.at_level(logging.INFO):
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fired = service.check_prices(_NOW)
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assert slot.slot_id in fired
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assert service.counters.get("fire:take_profit") == 1
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rec = [r for r in caplog.records if "safety-sell fired" in r.message]
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assert rec and rec[0].levelno == logging.INFO # take_profit is INFO (OQ-2)
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def test_grace_period_suppresses_ownership():
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repo, svc, broker, watchdog, service = _wire(watchdog_grace_period_sec=9999)
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_holding(svc, repo)
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service._update_ownership(_NOW)
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assert service.counters.get("owned:enter") is None # grace => no judgement
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