"""전일 미청산 데이트레이딩 포지션 안전장치. 2026-09-22: 14:38 진입한 LG씨엔에스가 15:20 EOD 청산을 타지 않고 익일까지 보유됨. 장중이면 전일 포지션을 즉시 전량 시장가 청산해야 한다. """ from datetime import datetime, timedelta from types import SimpleNamespace from unittest.mock import AsyncMock, patch import pytest from app.services.daytrading import exit_service as es from app.services.daytrading.position_manager import day_trading_state class LiveCallBlocked(AssertionError): """테스트가 실제 외부 I/O(KIS/DB)를 호출하려 한 경우 — 목킹 누락 신호.""" def _blocked(name): async def _boom(*a, **k): raise LiveCallBlocked(f"실호출 차단: {name} — 목킹이 누락되었습니다") return _boom class _EmptySession: """AsyncSessionLocal 대체 — SELECT 결과가 빈 목록인 세션(네트워크 없음).""" async def __aenter__(self): return self async def __aexit__(self, *a): return False async def execute(self, *a, **k): return SimpleNamespace(scalars=lambda: SimpleNamespace(all=lambda: [])) @pytest.fixture(autouse=True) def _block_live_io(): """KIS 실호출·DB 실접속 전면 차단. close_stale_positions() 가 타는 외부 I/O 경로를 모두 막는다: - trade_executor.safe_place_order (exit_service._execute_exit_impl 내부 지연 임포트) - korea_investment_api.place_order / place_overseas_order / _get_access_token - korea_investment_api.get_current_price / get_balance / 분봉 조회 - app.core.database.AsyncSessionLocal (ActiveTrade 조회) 개별 테스트는 필요한 항목만 중첩 patch 로 정상 응답으로 덮어쓴다. """ import app.services.trade_executor as te api = es.korea_investment_api patches = [ patch.object(te, "safe_place_order", _blocked("safe_place_order")), patch.object(te, "safe_place_order_v2", _blocked("safe_place_order_v2")), patch.object(api, "place_order", _blocked("place_order")), patch.object(api, "place_overseas_order", _blocked("place_overseas_order")), patch.object(api, "_get_access_token", _blocked("_get_access_token")), patch.object(api, "_request_new_token", _blocked("_request_new_token")), patch.object(api, "get_current_price", _blocked("get_current_price")), patch.object(api, "get_balance", _blocked("get_balance")), patch.object(api, "get_minute_chart", _blocked("get_minute_chart")), patch.object(api, "get_minute_chart_full_day", _blocked("get_minute_chart_full_day")), patch("app.core.database.AsyncSessionLocal", _EmptySession), ] for p in patches: p.start() try: yield finally: for p in reversed(patches): p.stop() def _pos(entry_dt): return { "stock_name": "LG씨엔에스", "strategy": "day_trade", "entry_price": 70800.0, "stop_loss": 69000.0, "target_price": 73000.0, "quantity": 4, "highest_price": 72200.0, "entry_time": entry_dt, "reason": "", "order_id": "", } def _impl_call(mock) -> dict: """_execute_exit_impl(stock_code, pos, price, reason, sell_pct, is_stale) 호출 인자 → dict.""" names = ["stock_code", "pos", "price", "reason", "sell_pct", "is_stale"] d = dict(zip(names, mock.await_args.args)) d.update(mock.await_args.kwargs) return d def _holdings(code="064400", qty=4): """[H3] KIS 실보유 응답 — close_stale_positions 는 실보유 확인 없이는 매도하지 않는다.""" return AsyncMock(return_value={"output1": [{"pdno": code, "hldg_qty": str(qty)}], "output2": [{}]}) @pytest.fixture(autouse=True) def _clean(): es._stale_sell_attempted.clear() es._stale_sell_failures.clear() es._last_exit_order_outcome.clear() es._unresolved_exit_unknown.clear() es._stale_cleaned.clear() es._exit_tokens.clear() day_trading_state.exits_in_progress.clear() day_trading_state.positions = {} # reset_if_new_day()가 포지션을 비우지 않도록 오늘로 맞춤 day_trading_state.last_reset_date = es._kst_now().date() yield day_trading_state.positions = {} @pytest.mark.asyncio async def test_stale_position_closed_in_full(): yesterday = es._kst_now() - timedelta(days=1) day_trading_state.positions["064400"] = _pos(yesterday) exec_mock = AsyncMock(return_value={"stock_code": "064400", "quantity": 4}) with patch.object(es, "is_market_open", return_value=True), \ patch.object(es.korea_investment_api, "get_balance", _holdings()), \ patch.object(es.korea_investment_api, "get_current_price", AsyncMock(return_value={"output": {"stck_prpr": "71200"}})), \ patch.object(es, "_execute_exit_impl", exec_mock): out = await es.close_stale_positions() assert len(out) == 1 call = _impl_call(exec_mock) assert call["sell_pct"] == 1.0 and "전일 미청산" in call["reason"] assert call["is_stale"] is True # 전일 손익은 당일 집계 제외 assert call["price"] == 71200.0 # 현재가로 매도 @pytest.mark.asyncio async def test_today_position_untouched(): day_trading_state.positions["064400"] = _pos(es._kst_now()) exec_mock = AsyncMock() with patch.object(es, "is_market_open", return_value=True), \ patch.object(es, "_execute_exit_impl", exec_mock): assert await es.close_stale_positions() == [] exec_mock.assert_not_awaited() @pytest.mark.asyncio async def test_stale_position_found_from_db_after_midnight_reset(): """자정 reset 으로 인메모리가 비어도 DB(ActiveTrade)에서 전일 포지션을 찾아 청산한다.""" from datetime import datetime as _dt day_trading_state.positions = {} row = SimpleNamespace( stock_code="064400", stock_name="LG씨엔에스", entry_price=70800.0, quantity=4, highest_since_entry=71200.0, created_at=_dt.now().replace(microsecond=0) - timedelta(days=1), order_id="1", strategy_name="day_trade", status="active", ) class _Result: def scalars(self): return SimpleNamespace(all=lambda: [row]) class _Empty: def scalars(self): return SimpleNamespace(all=lambda: []) class _Sess: """1번째 SELECT = day_trade active 행, 2번째 SELECT(H3 비-DT 보유분) = 없음.""" calls = 0 async def __aenter__(self): return self async def __aexit__(self, *a): return False async def execute(self, *a, **k): type(self).calls += 1 return _Result() if type(self).calls == 1 else _Empty() exec_mock = AsyncMock(return_value={"stock_code": "064400", "quantity": 4}) with patch.object(es, "is_market_open", return_value=True), \ patch.object(es.korea_investment_api, "get_balance", _holdings()), \ patch("app.core.database.AsyncSessionLocal", _Sess), \ patch.object(es.korea_investment_api, "get_current_price", AsyncMock(return_value={"output": {"stck_prpr": "70300"}})), \ patch.object(es, "_execute_exit_impl", exec_mock): out = await es.close_stale_positions() assert len(out) == 1 call = _impl_call(exec_mock) assert call["pos"]["quantity"] == 4 assert call["sell_pct"] == 1.0 @pytest.mark.asyncio async def test_no_action_when_market_closed(): day_trading_state.positions["064400"] = _pos(es._kst_now() - timedelta(days=1)) exec_mock = AsyncMock() with patch.object(es, "is_market_open", return_value=False), \ patch.object(es, "_execute_exit_impl", exec_mock): assert await es.close_stale_positions() == [] exec_mock.assert_not_awaited() @pytest.mark.asyncio async def test_falls_back_to_entry_price_when_quote_fails(): day_trading_state.positions["064400"] = _pos(es._kst_now() - timedelta(days=1)) exec_mock = AsyncMock(return_value={"stock_code": "064400"}) with patch.object(es, "is_market_open", return_value=True), \ patch.object(es.korea_investment_api, "get_balance", _holdings()), \ patch.object(es.korea_investment_api, "get_current_price", AsyncMock(side_effect=RuntimeError("quote down"))), \ patch.object(es, "_execute_exit_impl", exec_mock): out = await es.close_stale_positions() assert len(out) == 1 assert _impl_call(exec_mock)["price"] == 70800.0 # entry_price 폴백 @pytest.mark.asyncio async def test_exit_cycle_invokes_stale_guard(): """청산 사이클이 개별 포지션 체크 전에 전일 포지션 안전장치를 호출한다.""" day_trading_state.positions["064400"] = _pos(es._kst_now() - timedelta(days=1)) order: list[str] = [] async def _guard(): order.append("guard") day_trading_state.positions.pop("064400", None) # 청산 성공 가정 return [{"stock_code": "064400", "reason": "전일 미청산"}] async def _single(code): order.append(f"single:{code}") return None with patch.object(es, "is_eod_flat_time", return_value=False), \ patch.object(es, "is_daily_loss_exceeded", return_value=False), \ patch.object(es, "close_stale_positions", _guard), \ patch.object(es, "_check_single_position", _single): out = await es.check_and_exit_positions() assert order == ["guard"], f"안전장치가 먼저 실행되어야 함: {order}" assert len(out) == 1 and out[0]["stock_code"] == "064400" @pytest.fixture(autouse=True) def _no_live_redis(): """[C-4 r9] close_stale_positions → save_daily_state 가 app.core.redis 에 실접속하던 누수 차단. 단독 실행 시 앞선 파일의 Redis 목킹이 없어 localhost:6379 로 나가 4건이 실패했다(§4.1 순서 의존). 이 파일은 저장 호출 여부만 볼 뿐 값은 검증하지 않으므로 no-op 기록형으로 덮는다. """ import app.core.redis as _r with patch.object(_r, "setex_json", AsyncMock(return_value=True)) as _set, \ patch.object(_r, "get_json", AsyncMock(return_value=None)) as _get: yield SimpleNamespace(setex_json=_set, get_json=_get)