"""DT 청산 하드닝 라운드 4 회귀 테스트 (2026-10-09, daytrading/exit_service.py). R4-1 1.5R 분할 매도가 체결 0 으로 종결되면 수량뿐 아니라 목표가·partial_sold 도 분할 전으로 되돌리고 ActiveTrade 에 remaining_pct=1.0 을 싣는다(부분체결이면 현행 유지). R4-2 결과 불명 매도가 다음 판정에서 '접수'로 확정되면 **원 주문**의 사유·가격으로 반영한다 (이번 사이클의 판정 사유로 확정해 loss_tracker 반영 여부가 뒤집히지 않게). 목킹 원칙(CLAUDE.md §4.1): 주문 공통 종단(`safe_place_order`)은 BaseException 발생형으로 막는다. 기대값은 settings.* / 모듈 헬퍼에서 계산한다. """ from unittest.mock import AsyncMock, MagicMock, patch import pytest from app.core.config import settings from app.services.day_trading_strategy import TIME_STOP_REASON_PREFIX from app.services.daytrading import exit_service as es from app.services.daytrading.position_manager import day_trading_state class MustNotBeCalled(BaseException): """호출되면 안 되는 경로 (except Exception 에 삼켜지지 않게 BaseException).""" def _boom(name): async def _f(*a, **k): raise MustNotBeCalled(f"호출 금지 경로 도달: {name}") return _f CODE = "222222" _COLLS = ( "_stale_sell_attempted", "_stale_sell_failures", "_last_exit_order_outcome", "_unresolved_exit_unknown", "_stale_cleaned", "_exit_tokens", "_recent_dt_sell_finalized", "_unknown_lookup_failures", ) @pytest.fixture(autouse=True) def _clean(): saved = (dict(day_trading_state.positions), set(day_trading_state.closed_today), set(day_trading_state.dt_exited_today), day_trading_state.daily_pnl) day_trading_state.reset_if_new_day() day_trading_state.positions.clear() day_trading_state.closed_today.clear() day_trading_state.dt_exited_today.clear() day_trading_state.daily_pnl = 0.0 for name in _COLLS: getattr(es, name).clear() day_trading_state.exits_in_progress.clear() with patch.object(day_trading_state, "save_daily_state", AsyncMock(return_value=True)), \ patch("app.services.trade_executor.safe_place_order", _boom("safe_place_order")), \ patch.object(es, "_alert_once_v2", MagicMock()), \ patch("app.services.portfolio_cache_bridge.reflect_sell", AsyncMock()): yield day_trading_state.positions.clear() day_trading_state.positions.update(saved[0]) day_trading_state.closed_today.clear() day_trading_state.closed_today.update(saved[1]) day_trading_state.dt_exited_today.clear() day_trading_state.dt_exited_today.update(saved[2]) day_trading_state.daily_pnl = saved[3] for name in _COLLS: getattr(es, name).clear() day_trading_state.exits_in_progress.clear() def _pos(qty=4, entry=10_000.0, stop=9_700.0): risk = entry - stop return {"stock_name": "테스트", "strategy": "VWAP", "entry_price": entry, "quantity": qty, "stop_loss": stop, "target_price": entry + risk * settings.DAY_TRADE_TARGET_MULTIPLIER, "highest_price": entry, "entry_time": es._kst_now(), "reason": "VWAP 반등", "order_id": "0000999"} async def _partial_leg_then_result(info): """분할 50% 레그를 접수 반영(_finalize_exit_impl)한 뒤 체결 확인 결과(info)를 넘긴다.""" pos = _pos(qty=4) orig_target = pos["target_price"] day_trading_state.positions[CODE] = pos captured = {} def _sched(code, order_id, side, qty, cb): captured["cb"] = cb return object() upserts = AsyncMock() with patch.object(es.fill_reconciler, "schedule_v2", _sched), \ patch.object(es, "enqueue_trade_history", AsyncMock()), \ patch("app.services.db_worker.enqueue_active_trade_upsert", upserts), \ patch("app.services.db_worker.enqueue_update_trade_history_by_order_id", AsyncMock()), \ patch.object(es.loss_tracker, "record_trade_result_safe", _boom("loss_tracker")): res = await es._finalize_exit_impl( CODE, pos, orig_target, "목표가 도달", 0.5, {"output": {"ODNO": "0000777"}}, 2, 4, False, ) assert res is not None cur = day_trading_state.positions[CODE] assert cur["target_price"] == float("inf") and cur["partial_sold"] is True # 접수 시점 반영 await captured["cb"](info) return orig_target, upserts @pytest.mark.asyncio async def test_partial_leg_zero_fill_restores_target_and_partial_flag(): orig_target, upserts = await _partial_leg_then_result( {"terminal": True, "filled_qty": 0, "avg_price": 0}) cur = day_trading_state.positions[CODE] assert cur["quantity"] == 4 assert cur["target_price"] == pytest.approx(orig_target) assert cur["partial_sold"] is False assert float(cur.get("realized_net", 0.0) or 0.0) == pytest.approx(0.0) assert es._PRE_PARTIAL_STATE_KEY not in cur payload = upserts.await_args.args[0] # 마지막 upsert = 복원 assert payload["quantity"] == 4 assert payload["remaining_pct"] == 1.0 assert payload["take_profit"] == pytest.approx(orig_target) @pytest.mark.asyncio async def test_partial_leg_partial_fill_keeps_trailing_state(): orig_target, upserts = await _partial_leg_then_result( {"terminal": True, "filled_qty": 1, "avg_price": 10_450.0}) cur = day_trading_state.positions[CODE] assert cur["quantity"] == 3 assert cur["target_price"] == float("inf") assert cur["partial_sold"] is True payload = upserts.await_args.args[0] assert payload["remaining_pct"] < 1.0 assert "take_profit" not in payload # ═══ R4-2 결과 불명 매도 확정은 원 주문 사유·가격으로 ═══════════════════════════════ async def _confirm_unknown_with(orig_reason, orig_price, now_reason, now_price): pos = _pos(qty=4) day_trading_state.positions[CODE] = pos es._unresolved_exit_unknown[(es._today_key(), CODE)] = { "qty": 4, "since": es._kst_now(), "total_qty": 4, "reason": orig_reason, "price": orig_price, "sell_pct": 1.0, } th = AsyncMock() rec = AsyncMock() resolved = {"rt_cd": "0", "output": {"ODNO": "0000555"}} with patch.object(es, "_resolve_unknown_exit_v2_impl", AsyncMock(return_value=("accepted", resolved, 0))), \ patch.object(es, "_in_closing_auction_impl", return_value=False), \ patch.object(es.fill_reconciler, "schedule_v2", MagicMock(return_value=object())), \ patch.object(es, "enqueue_trade_history", th), \ patch.object(es, "enqueue_close_active_trade", AsyncMock()), \ patch.object(es.loss_tracker, "record_trade_result_safe", rec), \ patch.object(es.loss_tracker, "save_to_db", AsyncMock()): res = await es._execute_exit(CODE, pos, now_price, now_reason) return res, th.await_args.args[0], rec @pytest.mark.asyncio async def test_unknown_confirmed_uses_original_stop_reason_and_price(): """원 주문=하드 손절, 이번 판정=시간손절 → 손절로 기록되고 loss_tracker 에 들어간다.""" res, th_payload, rec = await _confirm_unknown_with( "손절 9,700 이탈", 9_690.0, f"{TIME_STOP_REASON_PREFIX} (30분 경과)", 9_960.0) assert res is not None and res["reason"] == "손절 9,700 이탈" assert th_payload["exit_reason"] == "손절 9,700 이탈" assert th_payload["order_price"] == pytest.approx(9_690.0) assert rec.await_count == 1 and rec.await_args.args == (CODE, True) assert CODE not in day_trading_state.positions @pytest.mark.asyncio async def test_unknown_confirmed_original_time_stop_stays_neutral(): """원 주문=시간손절, 이번 판정=하드 손절 → 시간손절로 기록(loss_tracker 중립, §5.1).""" orig = f"{TIME_STOP_REASON_PREFIX} (30분 경과)" res, th_payload, rec = await _confirm_unknown_with(orig, 9_960.0, "손절 9,700 이탈", 9_690.0) assert th_payload["exit_reason"] == orig assert th_payload["order_price"] == pytest.approx(9_960.0) assert rec.await_count == 0 @pytest.mark.asyncio async def test_unknown_registration_stores_original_order_fields(): """불명 등록 시 원 사유·가격·매도비율을 함께 저장한다.""" pos = _pos(qty=4) day_trading_state.positions[CODE] = pos unknown_resp = {"rt_cd": "", "msg_cd": "KIS_TRANSPORT_UNKNOWN", "msg1": "lost"} with patch("app.services.trade_executor.safe_place_order", AsyncMock(return_value=unknown_resp)), \ patch.object(es, "_resolve_unknown_exit_v2_impl", AsyncMock(return_value=("not_accepted", None, 4))): res = await es._execute_exit(CODE, pos, 9_690.0, "손절 9,700 이탈") assert res is None entry = es._unresolved_exit_unknown[(es._today_key(), CODE)] assert entry["reason"] == "손절 9,700 이탈" assert entry["price"] == pytest.approx(9_690.0) assert entry["sell_pct"] == 1.0 assert entry["qty"] == 4