121 lines
3.6 KiB
Python
121 lines
3.6 KiB
Python
"""KIS poll_fill terminal-order detection (dcy-013 / REQ-012, issue #9).
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inquire-daily-ccld marks a cancelled order with cncl_yn="Y" and an
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exchange-rejected order with rjct_qty. These tests stub the HTTP layer (token
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pre-seeded, httpx.get faked) and assert the FillStatus mapping.
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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 trex_core.adapters.broker import kis as kis_mod
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from trex_core.adapters.broker.kis import KISBroker
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ODNO = "0000123456"
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def _broker():
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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="https://openapivts.koreainvestment.com:29443", # mock endpoint
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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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class _Resp:
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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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def _fake_get(payload):
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def _get(*a, **k):
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return _Resp(payload)
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return _get
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def _row(**kw):
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base = {
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"odno": ODNO,
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"ord_qty": "10",
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"tot_ccld_qty": "0",
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"avg_prvs": "0",
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"cncl_yn": "N",
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"rjct_qty": "0",
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"ord_dt": "20260608",
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"ord_gno_brno": "06010",
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}
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base.update(kw)
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return {"rt_cd": "0", "output1": [base]}
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def test_full_external_cancel_maps_to_cancelled(monkeypatch):
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monkeypatch.setattr(kis_mod.httpx, "get", _fake_get(_row(tot_ccld_qty="0", cncl_yn="Y")))
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fs = _broker().poll_fill(f"06010:{ODNO}", side="sell", symbol="005930")
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assert fs.state == "cancelled" and fs.is_terminal_reject and not fs.is_partial_cancel
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def test_zero_fill_not_cancelled_stays_accepted(monkeypatch):
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monkeypatch.setattr(kis_mod.httpx, "get", _fake_get(_row(tot_ccld_qty="0", cncl_yn="N")))
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fs = _broker().poll_fill(f"06010:{ODNO}", side="sell", symbol="005930")
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assert fs.state == "accepted" and not fs.is_terminal_reject
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def test_zero_fill_full_rejection_maps_to_rejected(monkeypatch):
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monkeypatch.setattr(
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kis_mod.httpx,
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"get",
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_fake_get(
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_row(
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ord_qty="4",
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tot_ccld_qty="0",
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rmn_qty="0",
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rjct_qty="4",
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cncl_yn="",
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)
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),
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)
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fs = _broker().poll_fill(f"06010:{ODNO}", side="buy", symbol="005930")
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assert fs.state == "rejected" and fs.is_terminal_reject
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def test_zero_fill_partial_rejection_does_not_infer_terminal(monkeypatch):
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monkeypatch.setattr(
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kis_mod.httpx,
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"get",
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_fake_get(_row(ord_qty="10", tot_ccld_qty="0", rjct_qty="4", cncl_yn="")),
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)
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fs = _broker().poll_fill(f"06010:{ODNO}", side="buy", symbol="005930")
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assert fs.state == "accepted" and not fs.is_terminal_reject
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def test_partial_fill_then_cancel_flags_partial_cancel(monkeypatch):
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monkeypatch.setattr(
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kis_mod.httpx,
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"get",
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_fake_get(_row(ord_qty="10", tot_ccld_qty="4", avg_prvs="70000", cncl_yn="Y")),
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)
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fs = _broker().poll_fill(f"06010:{ODNO}", side="sell", symbol="005930")
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assert fs.state == "partially_filled"
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assert fs.cancelled and fs.is_partial_cancel
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assert fs.filled_qty == 4 and fs.avg_price == 70000.0
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assert fs.execution_id == "kis-daily-ccld:20260608:06010:0000123456:4"
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def test_full_fill_unaffected_by_cancel_flag(monkeypatch):
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monkeypatch.setattr(
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kis_mod.httpx,
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"get",
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_fake_get(_row(ord_qty="10", tot_ccld_qty="10", avg_prvs="70000", cncl_yn="N")),
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)
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fs = _broker().poll_fill(f"06010:{ODNO}", side="sell", symbol="005930")
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assert fs.is_filled and fs.filled_qty == 10 and not fs.is_partial_cancel
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