"""2026-09-23 로그 기반 버그 수정 회귀 테스트.""" from decimal import Decimal from pathlib import Path from unittest.mock import AsyncMock, patch import numpy as np import pytest from app.api.endpoints.portfolio import portfolio_cache from app.models.models import Portfolio from app.services import portfolio_cache_bridge as bridge @pytest.fixture(autouse=True) def _reset(): portfolio_cache.holdings = [] portfolio_cache.summary = {"available_cash": 0, "total_value": 0, "total_investment": 0, "total_assets": 0, "total_profit_loss": 0, "total_profit_loss_rate": 0, "total_stocks": 0} portfolio_cache.recent_sells = {} yield @pytest.mark.asyncio async def test_dt_full_exit_does_not_zero_swing_shares(): """DT 전량청산(잔량 0)이 같은 종목의 스윙 보유분까지 0으로 만들면 안 된다. 2026-09-23: LG씨엔에스 스윙 8 + DT 7 = 15주. DT 전량청산 7주에 remaining_qty=0이 전달돼 Portfolio 행 전체가 0이 됐음(실제 잔고 8주). """ portfolio_cache.holdings = [Portfolio( stock_code="064400", stock_name="LG씨엔에스", quantity=15, average_price=Decimal("70400"), current_price=Decimal("70300"), strategy_type="swing", )] q = AsyncMock() with patch("app.services.db_worker.enqueue_portfolio_upsert", q): await bridge.reflect_sell("064400", 7, 70300.0, remaining_qty=0) assert portfolio_cache.holdings[0].quantity == 8, "스윙 보유분이 남아야 함" assert q.await_args.args[0]["quantity"] == 8 def test_lstm_checkpoint_roundtrip_with_weights_only(): """LSTM 체크포인트가 weights_only=True 로 로드 가능해야 한다(앙상블 무력화 방지).""" torch = pytest.importorskip("torch") from app.services.ml_ensemble import LSTMPredictor p = LSTMPredictor(input_size=4) if p.model is None: pytest.skip("torch 모델 초기화 불가") p.seq_mean = np.array([1.0, 2.0, 3.0, 4.0], dtype=np.float32) p.seq_std = np.array([1.0, 1.0, 1.0, 1.0], dtype=np.float32) import tempfile with tempfile.TemporaryDirectory() as d: path = Path(d) / "lstm.pt" p.save(path) ckpt = torch.load(path, map_location="cpu", weights_only=True) # 여기서 예외 없어야 함 assert ckpt["seq_mean"] == [1.0, 2.0, 3.0, 4.0] p2 = LSTMPredictor(input_size=4) assert p2.load(path) is True assert isinstance(p2.seq_mean, np.ndarray) np.testing.assert_allclose(p2.seq_mean, p.seq_mean) @pytest.mark.asyncio async def test_dt_partial_exit_updates_active_trade_quantity(): """DT 분할매도 후 ActiveTrade.quantity가 줄어야 재기동 복원 시 과다 매도가 없다. 2026-09-23: 7주 중 3주 분할매도 후에도 DB는 7주 → 재기동 복원이 7주로 되살아나 잔량 4주인데 7주 매도(스윙 3주 침범). """ from app.services.daytrading import exit_service as es from app.services.daytrading.position_manager import day_trading_state day_trading_state.positions["064400"] = { "stock_name": "LG씨엔에스", "strategy": "day_trade", "entry_price": 70800.0, "stop_loss": 69000.0, "target_price": 73000.0, "quantity": 7, "highest_price": 71200.0, "entry_time": es._kst_now(), "reason": "", "order_id": "", } upserts = [] async def _capture_at(data): upserts.append(data) with patch("app.services.trade_executor.safe_place_order", AsyncMock(return_value={"rt_cd": "0", "output": {"ODNO": "1"}})), \ patch.object(es, "enqueue_trade_history", AsyncMock()), \ patch("app.services.db_worker.enqueue_active_trade_upsert", _capture_at), \ patch("app.services.portfolio_cache_bridge.reflect_sell", AsyncMock()): out = await es._execute_exit("064400", day_trading_state.positions["064400"], 71200.0, reason="목표가 달성", sell_pct=0.5) assert out is not None assert day_trading_state.positions["064400"]["quantity"] == 4 # 인메모리 at = [u for u in upserts if u.get("stock_code") == "064400"] assert at and at[-1]["quantity"] == 4, f"ActiveTrade 잔량 갱신 누락: {upserts}" day_trading_state.positions.clear() @pytest.mark.asyncio async def test_swing_partial_exit_persists_remaining_quantity(): """스윙 분할매도도 ActiveTrade.quantity를 갱신해야 한다(DT와 동일 패턴).""" import inspect from app.services.swing import exit_service as ses src = inspect.getsource(ses) block = src[src.index("분할 매도 후 remaining_pct 갱신"):] block = block[:block.index("await enqueue_active_trade_upsert(_at_data)")] assert '"quantity": quantity - sell_qty' in block, "스윙 분할매도에 잔량 갱신 누락" def test_us_partial_exit_persists_remaining_quantity(): """미국 스윙도 동일 — total_qty = trade.quantity 를 읽으므로 갱신이 없으면 과다매도.""" import inspect from app.services import us_market_scheduler as us src = inspect.getsource(us) i = src.index('"strategy_name": "us_mean_reversion",\n "remaining_pct"') block = src[i:i + 500] assert '"quantity": max(0, total_qty - sell_qty)' in block, "미국 분할매도에 잔량 갱신 누락" def test_domestic_executor_partial_exit_persists_quantity(): import inspect from app.services import trade_executor as te src = inspect.getsource(te) i = src.index('"remaining_pct": new_remaining,\n "quantity"') assert 'max(0, total_qty - quantity)' in src[i:i + 200] def test_manual_sell_closes_active_trade(): """수동 전량 매도는 ActiveTrade를 closed 로 만들어야 유령 행이 남지 않는다.""" import inspect from app.api.endpoints import portfolio as pf src = inspect.getsource(pf.sell_stock) assert "_enq_close_at(stock_code" in src assert '"quantity": original_holding_qty - quantity' in src def test_sync_reconciles_active_trade_quantity(): """동기화가 ActiveTrade 잔량을 실제 보유량으로 정합해야 드리프트가 누적되지 않는다.""" import inspect from app.api.endpoints import portfolio as pf src = inspect.getsource(pf.sync_portfolio) assert "ActiveTrade 잔량 교정" in src assert "len(_rows) != 1" in src, "스윙+DT 혼재 종목은 자동 교정 대상에서 제외해야 함" assert "_row.status = \"closed\"" in src, "보유 없음 → closed 처리 누락" def test_active_trade_patch_supports_quantity(): import inspect from app.api.endpoints import portfolio as pf assert "quantity" in pf.ActiveTradeStatusUpdateRequest.model_fields src = inspect.getsource(pf.update_active_trade_status) assert "active_trade.quantity = request.quantity" in src def test_sync_seeds_active_trade_for_external_positions(): """외부 유입 보유 종목(ActiveTrade 없음)은 동기화 시 자동 등록되어야 손절 관리를 받는다.""" import inspect from app.api.endpoints import portfolio as pf src = inspect.getsource(pf.sync_portfolio) assert "외부 유입 포지션 — 동기화 시 자동 등록" in src # 데이트레이딩 태깅 종목은 제외 (엔진이 당일 청산 대상으로 복원해버림) assert '(_h.strategy_type or "swing") == "daytrading"' in src # 평균단가를 진입가로, 손절가는 STOP_LOSS_PERCENT 기준 assert "_cfg.STOP_LOSS_PERCENT" in src assert "entry_price=Decimal(str(_avg))" in src