461 lines
17 KiB
Python
461 lines
17 KiB
Python
"""Venue parameterization tests (REQ-117 AC-1~5, REQ-118 AC-1~8, BAT-056).
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All tests stub the HTTP layer (token pre-seeded, httpx faked) and run always
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without KIS credentials. Tests verify additive-only changes: existing KRX
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path behavior is byte-equivalent to before, and NXT path uses correct EXCG.
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REQ-117 AC coverage:
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AC-1: venue default KRX → test_order_request_venue_default_krx
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AC-2: venue NXT → test_order_request_venue_nxt
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AC-3: 기존 회귀 → all existing tests pass (run via pytest)
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AC-4: 위치 인수 순서 불변 → test_order_request_positional_args_unchanged
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AC-5: paper venue 무영향 → test_paper_submit_nxt_accepted, test_paper_cancel_venue_ignored
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REQ-118 AC coverage:
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AC-1: submit KRX EXCG → test_submit_order_krx_includes_excg
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AC-2: submit NXT EXCG → test_submit_order_nxt_includes_excg
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AC-3: cancel NXT EXCG → test_cancel_order_nxt_includes_excg
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AC-4: poll_fill TR 미확인 → (open item; see design.md)
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AC-5: get_price default J → test_get_current_price_default_market_j
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AC-6: get_price UN → test_get_current_price_market_un
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AC-7: 기존 회귀 EXCG 추가 → test_submit_order_krx_only_adds_excg_field
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AC-8: paper cancel 정합 → test_paper_cancel_venue_ignored
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"""
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from __future__ import annotations
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from datetime import datetime, timedelta, timezone
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from decimal import Decimal
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import httpx
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import pytest
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from trex_core.adapters.broker import kis as kis_mod
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from trex_core.adapters.broker.kis import KISBroker, resolve_order_venue
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from trex_core.adapters.broker.paper import PaperBroker
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from trex_core.application.broker_port import CancelState, OrderRequest
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_MOCK_URL = "https://openapivts.koreainvestment.com:29443"
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_LIVE_URL = "https://openapi.koreainvestment.com:9443"
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# ---------------------------------------------------------------------------
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# Helpers
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# ---------------------------------------------------------------------------
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def _mock_broker(*, clock=None) -> KISBroker:
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b = KISBroker(
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"12345678-01",
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app_key="k",
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app_secret="s",
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base_url=_MOCK_URL,
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clock=clock,
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)
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b._token = "tok"
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b._token_exp = datetime.now(tz=timezone.utc) + timedelta(hours=1)
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return b
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def _live_broker() -> KISBroker:
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b = KISBroker("12345678-01", app_key="k", app_secret="s",
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base_url=_LIVE_URL, allow_live=True)
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b._token = "tok"
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b._token_exp = datetime.now(tz=timezone.utc) + timedelta(hours=1)
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return b
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class _FakeResp:
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def __init__(self, payload):
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self._payload = payload
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def json(self):
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return self._payload
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# ---------------------------------------------------------------------------
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# REQ-117 AC-1: venue default KRX
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# ---------------------------------------------------------------------------
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def test_order_request_venue_default_krx():
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"""REQ-117 AC-1: venue 미지정 시 기본값 KRX."""
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req = OrderRequest(slot_id="s1", side="buy", symbol="005930", qty=1)
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assert req.venue == "KRX"
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# ---------------------------------------------------------------------------
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# REQ-117 AC-2: venue NXT
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# ---------------------------------------------------------------------------
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def test_order_request_venue_nxt():
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"""REQ-117 AC-2: venue="NXT" 지정 시 NXT."""
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req = OrderRequest(slot_id="s1", side="buy", symbol="005930", qty=1, venue="NXT")
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assert req.venue == "NXT"
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@pytest.mark.parametrize(
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("at", "expected"),
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[
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(datetime(2026, 7, 29, 8, 0, tzinfo=timezone(timedelta(hours=9))), "NXT"),
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(datetime(2026, 7, 29, 8, 49, 59, tzinfo=timezone(timedelta(hours=9))), "NXT"),
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(datetime(2026, 7, 29, 9, 0, 30, tzinfo=timezone(timedelta(hours=9))), "KRX"),
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(datetime(2026, 7, 29, 15, 29, 59, tzinfo=timezone(timedelta(hours=9))), "KRX"),
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(datetime(2026, 7, 29, 15, 30, tzinfo=timezone(timedelta(hours=9))), "NXT"),
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(datetime(2026, 7, 29, 20, 0, tzinfo=timezone(timedelta(hours=9))), "NXT"),
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],
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)
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def test_auto_venue_resolves_by_kst_session(at, expected):
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assert resolve_order_venue("AUTO", at) == expected
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@pytest.mark.parametrize(
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"at",
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[
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datetime(2026, 7, 29, 7, 59, 59, tzinfo=timezone(timedelta(hours=9))),
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datetime(2026, 7, 29, 8, 50, tzinfo=timezone(timedelta(hours=9))),
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datetime(2026, 7, 29, 9, 0, 29, tzinfo=timezone(timedelta(hours=9))),
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datetime(2026, 7, 29, 20, 0, 1, tzinfo=timezone(timedelta(hours=9))),
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],
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)
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def test_auto_venue_fails_closed_outside_supported_sessions(at):
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with pytest.raises(ValueError, match="auto_venue_session_closed"):
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resolve_order_venue("AUTO", at)
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def test_submit_auto_uses_nxt_and_reports_actual_venue(monkeypatch):
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captured = {}
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at = datetime(2026, 7, 29, 8, 1, tzinfo=timezone(timedelta(hours=9)))
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def fake_post(url, headers=None, json=None, timeout=None):
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captured["body"] = json
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return _FakeResp(
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{"rt_cd": "0", "output": {"ODNO": "0002", "KRX_FWDG_ORD_ORGNO": "06010"}}
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)
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broker = _mock_broker(clock=lambda: at)
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monkeypatch.setattr(kis_mod.httpx, "post", fake_post)
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ack = broker.submit_order(
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OrderRequest(
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slot_id="s-auto",
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side="buy",
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symbol="005930",
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qty=1,
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venue="AUTO",
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)
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)
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assert ack.accepted is True
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assert ack.venue == "NXT"
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assert captured["body"]["EXCG_ID_DVSN_CD"] == "NXT"
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def test_submit_auto_outside_session_rejects_without_http(monkeypatch):
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at = datetime(2026, 7, 29, 8, 55, tzinfo=timezone(timedelta(hours=9)))
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broker = _mock_broker(clock=lambda: at)
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def unexpected_post(*args, **kwargs):
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raise AssertionError("AUTO session rejection must happen before HTTP")
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monkeypatch.setattr(kis_mod.httpx, "post", unexpected_post)
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ack = broker.submit_order(
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OrderRequest(
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slot_id="s-auto-closed",
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side="buy",
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symbol="005930",
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qty=1,
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venue="AUTO",
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)
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)
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assert ack.accepted is False
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assert ack.reason == "auto_venue_session_closed"
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# ---------------------------------------------------------------------------
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# REQ-117 AC-4: 기존 위치 인수 순서 불변
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# ---------------------------------------------------------------------------
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def test_order_request_positional_args_unchanged():
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"""REQ-117 AC-4: 기존 위치 인수(slot_id, side, symbol, qty) 순서 불변."""
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req = OrderRequest("s1", "buy", "005930", 10)
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assert req.slot_id == "s1"
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assert req.side == "buy"
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assert req.symbol == "005930"
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assert req.qty == 10
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assert req.limit_price is None
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assert req.order_type == "00"
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assert req.venue == "KRX" # 기본값
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def test_order_request_full_positional():
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"""기존 위치 인수 + 키워드 혼용 가능 확인."""
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req = OrderRequest("s1", "sell", "000660", 5, 50000, "00", "NXT")
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assert req.slot_id == "s1"
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assert req.side == "sell"
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assert req.symbol == "000660"
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assert req.qty == 5
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assert req.limit_price == 50000
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assert req.order_type == "00"
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assert req.venue == "NXT"
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# ---------------------------------------------------------------------------
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# REQ-117 AC-5 + REQ-118 AC-8: paper broker venue 무영향
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# ---------------------------------------------------------------------------
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def test_paper_submit_nxt_accepted():
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"""REQ-117 AC-5: paper broker는 NXT든 KRX든 venue 무관하게 주문 수락."""
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b = PaperBroker(fill_after_polls=0)
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req_nxt = OrderRequest(slot_id="s1", side="buy", symbol="005930", qty=1, venue="NXT")
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req_krx = OrderRequest(slot_id="s2", side="buy", symbol="005930", qty=1, venue="KRX")
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ack_nxt = b.submit_order(req_nxt)
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ack_krx = b.submit_order(req_krx)
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assert ack_nxt.accepted
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assert ack_krx.accepted
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def test_paper_cancel_venue_ignored():
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"""REQ-117 AC-5 + REQ-118 AC-8: paper cancel_order는 venue 파라미터를 받되 무시한다."""
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b = PaperBroker(fill_after_polls=1)
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req = OrderRequest(slot_id="s1", side="buy", symbol="005930", qty=5)
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ack = b.submit_order(req)
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# NXT venue로 cancel — paper는 venue 무관하게 취소 성공
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result = b.cancel_order(ack.broker_order_id, side="buy", symbol="005930", qty=5, venue="NXT")
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assert result.state is CancelState.REQUESTED
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def test_paper_cancel_default_venue():
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"""REQ-118 AC-8: venue 미지정(기본 KRX) cancel도 동작 유지."""
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b = PaperBroker(fill_after_polls=1)
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req = OrderRequest(slot_id="s1", side="buy", symbol="005930", qty=3)
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ack = b.submit_order(req)
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result = b.cancel_order(ack.broker_order_id, side="buy", symbol="005930", qty=3)
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assert result.state is CancelState.REQUESTED
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# ---------------------------------------------------------------------------
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# REQ-118 AC-1: submit_order KRX EXCG 포함
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# ---------------------------------------------------------------------------
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def test_submit_order_krx_includes_excg(monkeypatch):
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"""REQ-118 AC-1: venue="KRX"(기본) submit 시 EXCG_ID_DVSN_CD="KRX" 포함."""
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captured = {}
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def fake_post(url, headers=None, json=None, timeout=None):
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captured["body"] = json
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return _FakeResp({"rt_cd": "0", "output": {"ODNO": "0001", "KRX_FWDG_ORD_ORGNO": "06010"}})
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b = _mock_broker()
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monkeypatch.setattr(kis_mod.httpx, "post", fake_post)
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req = OrderRequest(slot_id="s1", side="buy", symbol="005930", qty=1, limit_price=10000)
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b.submit_order(req)
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assert captured["body"]["EXCG_ID_DVSN_CD"] == "KRX"
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# ---------------------------------------------------------------------------
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# REQ-118 AC-2: submit_order NXT EXCG 포함
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# ---------------------------------------------------------------------------
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def test_submit_order_nxt_includes_excg(monkeypatch):
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"""REQ-118 AC-2: venue="NXT" submit 시 EXCG_ID_DVSN_CD="NXT" 포함."""
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captured = {}
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def fake_post(url, headers=None, json=None, timeout=None):
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captured["body"] = json
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return _FakeResp({"rt_cd": "0", "output": {"ODNO": "0002", "KRX_FWDG_ORD_ORGNO": "06010"}})
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b = _mock_broker()
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monkeypatch.setattr(kis_mod.httpx, "post", fake_post)
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req = OrderRequest(slot_id="s1", side="buy", symbol="005930", qty=1,
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limit_price=10000, venue="NXT")
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b.submit_order(req)
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assert captured["body"]["EXCG_ID_DVSN_CD"] == "NXT"
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# ---------------------------------------------------------------------------
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# REQ-118 AC-3: cancel_order NXT EXCG 포함
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# ---------------------------------------------------------------------------
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def test_cancel_order_nxt_includes_excg(monkeypatch):
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"""REQ-118 AC-3: venue="NXT" cancel 시 EXCG_ID_DVSN_CD="NXT" 포함."""
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captured = {}
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def fake_post(url, headers=None, json=None, timeout=None):
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captured["body"] = json
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return _FakeResp({"rt_cd": "0"})
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b = _mock_broker()
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monkeypatch.setattr(kis_mod.httpx, "post", fake_post)
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b.cancel_order("06010:0000123456", side="sell", symbol="005930", qty=10, venue="NXT")
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assert captured["body"]["EXCG_ID_DVSN_CD"] == "NXT"
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def test_cancel_order_krx_includes_excg(monkeypatch):
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"""cancel_order 기본(KRX) 시 EXCG_ID_DVSN_CD="KRX" 포함."""
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captured = {}
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def fake_post(url, headers=None, json=None, timeout=None):
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captured["body"] = json
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return _FakeResp({"rt_cd": "0"})
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b = _mock_broker()
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monkeypatch.setattr(kis_mod.httpx, "post", fake_post)
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b.cancel_order("06010:0000123456", side="sell", symbol="005930", qty=10)
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assert captured["body"]["EXCG_ID_DVSN_CD"] == "KRX"
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def test_cancel_explicit_broker_rejection_is_distinct(monkeypatch):
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def fake_post(url, headers=None, json=None, timeout=None):
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return _FakeResp({"rt_cd": "1", "msg_cd": "ORDER_NOT_CANCELLABLE"})
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b = _mock_broker()
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monkeypatch.setattr(kis_mod.httpx, "post", fake_post)
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outcome = b.cancel_order(
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"06010:0000123456",
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side="buy",
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symbol="005930",
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qty=1,
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)
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assert outcome.state is CancelState.REJECTED
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assert outcome.reason == "ORDER_NOT_CANCELLABLE"
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def test_cancel_transport_loss_is_unknown(monkeypatch):
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def fake_post(url, headers=None, json=None, timeout=None):
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raise httpx.ReadTimeout("timed out")
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b = _mock_broker()
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monkeypatch.setattr(kis_mod.httpx, "post", fake_post)
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outcome = b.cancel_order(
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"06010:0000123456",
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side="buy",
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symbol="005930",
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qty=1,
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)
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assert outcome.state is CancelState.UNKNOWN
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assert outcome.reason == "transport_failed"
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# ---------------------------------------------------------------------------
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# REQ-118 AC-5: get_current_price 기본 market=J
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# ---------------------------------------------------------------------------
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def test_get_current_price_default_market_j(monkeypatch):
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"""REQ-118 AC-5: market 미지정 시 FID_COND_MRKT_DIV_CODE=J 전달."""
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captured = {}
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def fake_get(url, headers=None, params=None, timeout=None):
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captured["params"] = params
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return _FakeResp({"rt_cd": "0", "output": {"stck_prpr": "49000"}})
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b = _mock_broker()
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monkeypatch.setattr(kis_mod.httpx, "get", fake_get)
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price = b.get_current_price("005930")
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assert price == Decimal("49000")
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assert captured["params"]["FID_COND_MRKT_DIV_CODE"] == "J"
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# ---------------------------------------------------------------------------
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# REQ-118 AC-6: get_current_price market=UN
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# ---------------------------------------------------------------------------
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def test_get_current_price_market_un(monkeypatch):
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"""REQ-118 AC-6: market="UN" 지정 시 FID_COND_MRKT_DIV_CODE=UN 전달."""
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captured = {}
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def fake_get(url, headers=None, params=None, timeout=None):
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captured["params"] = params
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return _FakeResp({"rt_cd": "0", "output": {"stck_prpr": "150000"}})
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b = _mock_broker()
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monkeypatch.setattr(kis_mod.httpx, "get", fake_get)
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price = b.get_current_price("005930", market="UN")
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assert price == Decimal("150000")
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assert captured["params"]["FID_COND_MRKT_DIV_CODE"] == "UN"
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# ---------------------------------------------------------------------------
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# REQ-118 AC-7: 기존 회귀 — venue 미지정 submit 페이로드는 EXCG 추가만 다름
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# ---------------------------------------------------------------------------
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def test_submit_order_krx_only_adds_excg_field(monkeypatch):
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"""REQ-118 AC-7: venue 미지정 submit body는 기존 대비 EXCG_ID_DVSN_CD="KRX" 추가만 다름.
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기존 submit body fields: CANO, ACNT_PRDT_CD, PDNO, ORD_DVSN, ORD_QTY, ORD_UNPR
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신규: 위 6개 + EXCG_ID_DVSN_CD="KRX"
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"""
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captured = {}
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def fake_post(url, headers=None, json=None, timeout=None):
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captured["body"] = json
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return _FakeResp({"rt_cd": "0", "output": {"ODNO": "9999", "KRX_FWDG_ORD_ORGNO": ""}})
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b = _mock_broker()
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monkeypatch.setattr(kis_mod.httpx, "post", fake_post)
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req = OrderRequest(slot_id="s1", side="buy", symbol="005930", qty=2, limit_price=50000)
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b.submit_order(req)
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body = captured["body"]
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# 기존 6개 필드 존재 확인
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assert body["CANO"] == "12345678"
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assert body["ACNT_PRDT_CD"] == "01"
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assert body["PDNO"] == "005930"
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assert body["ORD_DVSN"] == "00"
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assert body["ORD_QTY"] == "2"
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assert body["ORD_UNPR"] == "50000"
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# 신규 추가 필드 — EXCG_ID_DVSN_CD="KRX"만 다름
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assert body["EXCG_ID_DVSN_CD"] == "KRX"
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# 7개 필드만 있음 (다른 필드 추가 없음)
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assert set(body.keys()) == {
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"CANO", "ACNT_PRDT_CD", "PDNO", "ORD_DVSN",
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"ORD_QTY", "ORD_UNPR", "EXCG_ID_DVSN_CD",
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}
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# ---------------------------------------------------------------------------
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# BrokerPort 프로토콜 정합 검증
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# ---------------------------------------------------------------------------
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def test_kis_broker_conforms_to_broker_port():
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"""KISBroker가 BrokerPort 프로토콜을 만족하는지 구조적 확인."""
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import inspect
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# submit_order 시그니처: req: OrderRequest
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sig = inspect.signature(KISBroker.submit_order)
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assert "req" in sig.parameters
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# cancel_order 시그니처: venue 파라미터 있음, 기본값 KRX
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sig = inspect.signature(KISBroker.cancel_order)
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assert "venue" in sig.parameters
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assert sig.parameters["venue"].default == "KRX"
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# get_current_price 시그니처: market 파라미터 있음, 기본값 J
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sig = inspect.signature(KISBroker.get_current_price)
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assert "market" in sig.parameters
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assert sig.parameters["market"].default == "J"
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def test_paper_broker_conforms_to_broker_port():
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"""PaperBroker가 BrokerPort 프로토콜을 만족하는지 구조적 확인."""
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import inspect
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sig = inspect.signature(PaperBroker.cancel_order)
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assert "venue" in sig.parameters
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assert sig.parameters["venue"].default == "KRX"
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sig = inspect.signature(PaperBroker.get_current_price)
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assert "market" in sig.parameters
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assert sig.parameters["market"].default == "J"
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# ---------------------------------------------------------------------------
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# 기존 cancel_order 호출자 호환: venue 없이 호출 가능
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# ---------------------------------------------------------------------------
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def test_paper_cancel_backward_compat_no_venue():
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"""기존 코드가 venue 없이 cancel_order를 호출해도 동작한다(기본값 KRX)."""
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b = PaperBroker(fill_after_polls=1)
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req = OrderRequest(slot_id="s1", side="sell", symbol="005930", qty=2)
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ack = b.submit_order(req)
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# 기존 스타일 호출 (venue 없음)
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result = b.cancel_order(ack.broker_order_id, side="sell", symbol="005930", qty=2)
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assert result.state is CancelState.REQUESTED
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