Files
trex-core/tests/application/test_snapshot_selection.py
T
genichinandClaude Opus 4.8 7d727824dc feat(slot): BAT-030 — 자산 중심 cutover 완성 (dcy-020 BAT-δ, REQ-056·057·062·064·065)
M1 literal inactive 전면화: SlotState 5-state(idle/closed 별칭 제거),
마이그레이션 010(CHECK 교체+행 rewrite), ops_checks 를 transition_log 기반 재작성.
M2 집행 매도 수량 브로커 정본(D3): dispatch 매도 qty=broker hldg_qty,
미러 fallback 없음, 브로커 0 → skip+WARN, 리스트 기반 dispatch(head-block 방지).
M3 컬럼 drop + legacy pool 제거: 마이그레이션 011(trading_date·entry_count DROP),
repo 계약 instance 스코프 개편(집행 큐 포함), preallocation 폐기(데몬 7스레드),
admission 자산 중심 단일 경로(slot_id 정본), capacity 재정의(available=M−active),
daily_symbol_entries 코드 경로 제거.
M4 cutover 도구(D1·D4): trex-core-cutover(전체 rebuild, preflight/브로커 carry-over/
--allow-unmapped/--promote-unique/dry-run) + PG 리허설 테스트 8건.
M5 baseline 마감: data-model/runtime-flows/project-structure/interface-contract
자산 중심 최종 갱신 + run-trex-core-daemon 스킬 정합.

검증: 단위 367 passed + ruff clean; PG-gated 29 passed(010/011 round-trip·드리프트
가드·cutover 리허설); RabbitMQ 21 passed; run-the-app e2e(test DB+실 MQ, M=1):
reconcile 슬롯 생성→slot_id 매수→dedup→capacity_full→fill→already_active→
매도→inactive(자산 바인딩 보존)→영구 슬롯 재활성 전 구간 green.
실 cutover 는 운영자 실행(REL 단계, D4).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-10 15:16:15 +09:00

183 lines
7.0 KiB
Python

"""Snapshot selection + masking + view composition (REQ-029, REQ-028)."""
from __future__ import annotations
from datetime import date
from trex_core.application.portfolio import (
DegradedReason,
InMemoryPauseStore,
PortfolioItem,
SnapshotStore,
View,
build_snapshot_envelope,
)
from trex_core.domain.slot import SlotService, SlotState
from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
DAY = date(2026, 6, 5)
def _universe():
return [
PortfolioItem(portfolio_id="pf-A", symbol="005930",
cash_balance=1_000_000, asset_quantity=0,
active_strategy_id="target-value-v1"),
PortfolioItem(portfolio_id="pf-B", symbol="000660",
cash_balance=2_000_000, asset_quantity=10,
active_strategy_id="trend-follow-v1"),
PortfolioItem(portfolio_id="pf-C", symbol="035720",
cash_balance=3_000_000, asset_quantity=0,
active_strategy_id="target-value-v1"),
]
def _wire(*, slots_setup=None):
store = SnapshotStore()
store.swap(_universe())
pause = InMemoryPauseStore()
repo = InMemorySlotRepository()
svc = SlotService(repo)
repo.reconcile_universe("default", {"pf-A", "pf-B", "pf-C"})
if slots_setup:
slots_setup(svc, repo)
return store, pause, repo, svc
def _take_slot(svc, repo, *, portfolio_id, symbol, strategy_id, status):
s = repo.find_slot_by_portfolio("default", portfolio_id)
assert s is not None
svc.transit_slot(
s.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
reason="buy_intent", actor="t",
symbol=symbol, strategy_id=strategy_id, qty=10,
)
if status is SlotState.PENDING_BUY:
return s.slot_id
svc.transit_slot(
s.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
reason="filled", actor="t", avg_price=100.0, qty=10,
)
return s.slot_id
def _env(store, pause, repo, **kw):
"""Helper: always pin trading_date to the test's hardcoded DAY."""
return build_snapshot_envelope(
store=store, pause_store=pause, slot_repo=repo, trading_date=DAY, **kw,
)
def test_view_all_includes_holding_excludes_pending_for_same_symbol():
def setup(svc, repo):
_take_slot(svc, repo, portfolio_id="pf-A", symbol="005930",
strategy_id="target-value-v1", status=SlotState.HOLDING)
_take_slot(svc, repo, portfolio_id="pf-B", symbol="000660",
strategy_id="trend-follow-v1", status=SlotState.PENDING_BUY)
store, pause, repo, svc = _wire(slots_setup=setup)
env = _env(store, pause, repo, available_slots=3, view=View.ALL)
pids = {a["asset_id"] for a in env.assets}
assert "pf-A" in pids # holding -> included
assert "pf-B" not in pids # pending -> masked
assert "pf-C" in pids # universe-only -> included
def test_view_buyable_with_zero_available_slots_returns_empty():
store, pause, repo, svc = _wire()
env = _env(store, pause, repo, available_slots=0, view=View.BUYABLE)
assert env.assets == []
assert env.available_slots == 0
def test_view_buyable_excludes_occupied_portfolios():
def setup(svc, repo):
_take_slot(svc, repo, portfolio_id="pf-A", symbol="005930",
strategy_id="target-value-v1", status=SlotState.PENDING_BUY)
_take_slot(svc, repo, portfolio_id="pf-B", symbol="000660",
strategy_id="trend-follow-v1", status=SlotState.HOLDING)
store, pause, repo, svc = _wire(slots_setup=setup)
env = _env(store, pause, repo, available_slots=3, view=View.BUYABLE)
pids = {a["asset_id"] for a in env.assets}
assert pids == {"pf-C"} # A occupied (pending), B occupied (holding)
def test_view_held_returns_only_holding_slot_assets():
def setup(svc, repo):
_take_slot(svc, repo, portfolio_id="pf-A", symbol="005930",
strategy_id="target-value-v1", status=SlotState.HOLDING)
_take_slot(svc, repo, portfolio_id="pf-B", symbol="000660",
strategy_id="trend-follow-v1", status=SlotState.PENDING_BUY)
store, pause, repo, svc = _wire(slots_setup=setup)
env = _env(store, pause, repo, available_slots=3, view=View.HELD)
pids = {a["asset_id"] for a in env.assets}
assert pids == {"pf-A"}
def test_strategy_key_orthogonal_filter():
store, pause, repo, svc = _wire()
env = _env(store, pause, repo, available_slots=3, view=View.ALL,
strategy_key="target-value-v1")
assert {a["active_strategy_id"] for a in env.assets} == {"target-value-v1"}
def test_strategy_key_missing_includes_everything_unmasked():
store, pause, repo, svc = _wire()
env = _env(store, pause, repo, available_slots=3, view=View.ALL, strategy_key=None)
assert {a["asset_id"] for a in env.assets} == {"pf-A", "pf-B", "pf-C"}
def test_warning_overlay_masks_asset_uniformly_across_views():
store, pause, repo, svc = _wire()
store.set_warning("pf-A", True)
for view in (View.ALL, View.BUYABLE):
env = _env(store, pause, repo, available_slots=3, view=view)
pids = {a["asset_id"] for a in env.assets}
assert "pf-A" not in pids
def test_pause_overlay_masks_asset():
store, pause, repo, svc = _wire()
pause.pause("pf-B")
env = _env(store, pause, repo, available_slots=3, view=View.ALL)
assert all(a["asset_id"] != "pf-B" for a in env.assets)
def test_envelope_shape_no_price_field():
store, pause, repo, svc = _wire()
env = _env(store, pause, repo, available_slots=3, view=View.ALL)
d = env.to_dict()
# BAT-022: `slots[]` is an additive operator-facing field alongside assets.
assert set(d.keys()) == {"assets", "view", "available_slots", "degraded",
"reason", "message", "slots"}
assert isinstance(d["assets"], list)
assert isinstance(d["slots"], list)
# strategy-facing assets[] keep the strict no-price shape (REQ-028 AC-3).
for asset in d["assets"]:
assert set(asset.keys()) == {"symbol", "asset_id", "cash_balance",
"asset_quantity", "active_strategy_id",
"strategy_params"}
assert "price" not in asset
def test_empty_envelope_assets_is_list_not_null():
store, pause, repo, svc = _wire()
pause.pause("pf-A")
pause.pause("pf-B")
pause.pause("pf-C")
env = _env(store, pause, repo, available_slots=3, view=View.ALL)
d = env.to_dict()
assert d["assets"] == []
assert d["assets"] is not None
def test_degraded_signal_in_envelope():
store, pause, repo, svc = _wire()
store.set_degraded(DegradedReason.PORTFOLIO_HUB_UNAVAILABLE,
"auth.daemon get failed (Bearer abc123)")
env = _env(store, pause, repo, available_slots=3, view=View.ALL)
d = env.to_dict()
assert d["degraded"] is True
assert d["reason"] == "portfolio_hub_unavailable"
# sanitized — credentials stripped
assert "Bearer abc123" not in d["message"]
assert "<redacted>" in d["message"] or "auth" in d["message"]