Files
trex-core/tests/application/test_safety_sell_visibility.py
T
genichinandClaude Opus 4.8 d8d9021260 feat(execution,obs): 호가단위 스냅(dcy-030/#28) + 운영 관측성(dcy-029/#29) + REL-007 환류
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>
2026-06-16 13:19:31 +09:00

131 lines
5.2 KiB
Python

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