genichinandClaude Sonnet 4.6
24a6017457
reconcile_universe 시그니처를 set[str] → dict[str, str] (portfolio_id→symbol)로 변경. 기존 symbol=NULL 슬롯은 다음 reconcile 실행 시 자동 backfill. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
72 lines
2.9 KiB
Python
72 lines
2.9 KiB
Python
"""dcy-020 / REQ-058 (BAT-028; BAT-030 trading_date-free): universe reconcile lifecycle (in-memory)."""
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from __future__ import annotations
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import pytest
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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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INST = "inst-1"
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@pytest.fixture
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def repo():
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return InMemorySlotRepository()
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def test_creates_asset_slots_idempotently(repo):
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r1 = repo.reconcile_universe(INST, {"pf-a": "SYM", "pf-b": "SYM"})
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assert r1["created"] == 2
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# idempotent — second pass creates nothing
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r2 = repo.reconcile_universe(INST, {"pf-a": "SYM", "pf-b": "SYM"})
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assert r2["created"] == 0
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assert repo.find_slot_by_portfolio(INST, "pf-a").status is SlotState.INACTIVE
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def test_soft_retire_inactive_asset_that_left_universe(repo):
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repo.reconcile_universe(INST, {"pf-a": "SYM", "pf-b": "SYM"})
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r = repo.reconcile_universe(INST, {"pf-a": "SYM"}) # pf-b left
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assert r["retired"] == 1
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slot_b = repo.find_slot_by_portfolio(INST, "pf-b")
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assert slot_b.retired_at is not None # soft-retired, row preserved
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def test_tombstone_holding_asset_that_left_universe(repo):
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svc = SlotService(repo, instance_key=INST)
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repo.reconcile_universe(INST, {"pf-a": "SYM"})
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slot = repo.find_slot_by_portfolio(INST, "pf-a")
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svc.transit_slot(slot.slot_id, slot.status, SlotState.PENDING_BUY,
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reason="r", actor="a", symbol="005930")
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svc.transit_slot(slot.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
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reason="r", actor="a", avg_price=70_000)
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r = repo.reconcile_universe(INST, {}) # pf-a left while holding
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assert r["tombstoned"] == 1 and r["retired"] == 0
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held = repo.find_slot_by_portfolio(INST, "pf-a")
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assert held.status is SlotState.HOLDING and held.retired_at is None # protected
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def test_allow_retire_false_skips_retire(repo):
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repo.reconcile_universe(INST, {"pf-a": "SYM", "pf-b": "SYM"})
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r = repo.reconcile_universe(INST, {"pf-a": "SYM"}, allow_retire=False)
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assert r["retired"] == 0
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assert repo.find_slot_by_portfolio(INST, "pf-b").retired_at is None
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def test_count_active(repo):
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svc = SlotService(repo, instance_key=INST)
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repo.reconcile_universe(INST, {"pf-a": "SYM", "pf-b": "SYM"})
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assert repo.count_active(INST) == 0
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slot = repo.find_slot_by_portfolio(INST, "pf-a")
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svc.transit_slot(slot.slot_id, slot.status, SlotState.PENDING_BUY,
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reason="r", actor="a", symbol="005930")
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assert repo.count_active(INST) == 1 # pending_buy counts as active
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def test_instance_isolation(repo):
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repo.reconcile_universe("inst-1", {"pf-a": "SYM"})
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repo.reconcile_universe("inst-2", {"pf-a": "SYM"})
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# same portfolio_id, different instances -> two distinct slots
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assert repo.find_slot_by_portfolio("inst-1", "pf-a").slot_id != \
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repo.find_slot_by_portfolio("inst-2", "pf-a").slot_id
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assert repo.count_active("inst-1") == 0
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