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>
118 lines
4.7 KiB
Python
118 lines
4.7 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_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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