Files
auto-stock/backend/tests/test_kis_layer_r9_20261012.py
shuim d140055e64 fix: 하드닝 루프 9회차 — 매수 원복·잔고 연속조회·결과 불명 매도·브레이커·경보 보강
- 8회차 HIGH 수정 16건 레드팀 재검증: 12 확인·3 부분·1 미수정 → 전부 보강
- trade_executor/fill_sweep: 늦게 확정된 0체결 BUY → CANCELLED + ActiveTrade close, 부분체결 → 수량 축소(멱등, 재기동 후 TH 재구성)
- korea_investment_api: get_balance_all_v2(tr_cont 연속조회, _partial), get_todays_orders_v2(실패 None), 브레이커 청산용 조회 면제(OPEN 중 미집계)
- swing/exit_service·mdd_manager: 매도 직전 상한·MDD 축소가 전체 잔고 페이지 사용(§8.5-37), 불명 대기 중 부분익절 skip·쿨다운·pre_hldg 차감, 대기 TTL 15:30+재매수 폐기(대조 1회 선행)(§8.5-38 해소)
- swing/scheduler: 청산 TIMED_OUT/SKIPPED/in-flight 시 MDD 축소·진입 보류(예외는 진입만), 3사이클 연속 시 error+텔레그램
- daytrading: 결과 불명 매도 재판정 v3(주문조회 v2 None→보류, 등록 이후 일치 행→accepted, 원장≤0→보류), 재기동 복원 min(주문가능,보유), 잔고 조회 후 일일손실한도 재확인, 단독 실행 Redis 접속 제거
- main: 스트림 무수신 경보 v4(희망 구독 기준), 첫 하트비트 없음 stale(HB_FIRST_BEAT_GRACE_SEC)
- 운영: Jenkinsfile health_watch.py 디렉터리 잔존 복구, prod_smoke 사이드카 확인, config 키 12개 선언(동작 무변경)
- 진입가 v3(max(AT,PA))는 KIS 이동평균 평단 전제 오류로 레드팀 반증 → 폐기
- CLAUDE.md §3.2 ③-d, §8.5-37/38 갱신, §8.5-39~48 신규(Crisis 손절 소급 §8.5-39 는 사용자 결정 대기)
- 유닛 스위트 2781 passed / 0 failed (소켓 차단), 네트워크 시도 0건

Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
2026-10-12 15:37:16 +09:00

381 lines
16 KiB
Python

"""9회차 D 그룹(KIS 계층) 회귀 테스트.
D-1 get_balance_all_v2 잔고 연속조회 / D-2 청산 경로 조회의 서킷브레이커 게이트 면제 /
D-3 get_todays_orders_v2 실패=None.
목킹은 공통 종단(_make_request / http client)에 건다. 실 KIS 호출 0건.
"""
import asyncio
import pytest
from app.core.config import settings
from app.services import korea_investment_api as kia
from app.services.utils import CircuitBreakerState
BAL_EP = "/uapi/domestic-stock/v1/trading/inquire-balance"
PRICE_EP = "/uapi/domestic-stock/v1/quotations/inquire-price"
CCLD_EP = "/uapi/domestic-stock/v1/trading/inquire-daily-ccld"
DAILY_EP = "/uapi/domestic-stock/v1/quotations/inquire-daily-price"
# [R9 B 그룹 목킹 보정] conftest 가 get_balance_all_v2·get_todays_orders_v2 를 클래스 단위로 차단한다.
# 이 파일은 그 메서드 자체를 검증하므로 import 시점 원본을 테스트마다 되돌린다(test_infra_security_round2
# 와 같은 패턴). 내부 전송(_make_request)은 각 테스트가 목킹하고 토큰·소켓 차단은 그대로 유효하다.
_ORIG_GET_BALANCE_ALL_V2 = kia.KoreaInvestmentAPI.__dict__["get_balance_all_v2"]
_ORIG_GET_TODAYS_ORDERS_V2 = kia.KoreaInvestmentAPI.__dict__["get_todays_orders_v2"]
@pytest.fixture(autouse=True)
def _restore_methods_under_test(monkeypatch):
monkeypatch.setattr(kia.KoreaInvestmentAPI, "get_balance_all_v2", _ORIG_GET_BALANCE_ALL_V2)
monkeypatch.setattr(kia.KoreaInvestmentAPI, "get_todays_orders_v2", _ORIG_GET_TODAYS_ORDERS_V2)
def _bare_api():
api = kia.KoreaInvestmentAPI.__new__(kia.KoreaInvestmentAPI)
api.base_url = "https://openapivts.example"
api.account_number = "1234567801"
return api
def _row(code):
return {"pdno": code, "hldg_qty": "1"}
def _page(codes, nk="", fk="", rt="0"):
return {"rt_cd": rt, "msg_cd": "M", "msg1": "ok", "output1": [_row(c) for c in codes],
"output2": [{"tot_evlu_amt": "1000"}], "ctx_area_fk100": fk, "ctx_area_nk100": nk}
class _Seq:
"""_make_request 대체 — 준비된 (result, headers) 또는 예외를 순서대로. 소진 시 예외."""
def __init__(self, items):
self.items = list(items)
self.calls = []
async def __call__(self, method, endpoint, tr_id, extra_headers=None, **kwargs):
self.calls.append({"endpoint": endpoint, "extra_headers": extra_headers,
"params": kwargs.get("params")})
if not self.items:
raise AssertionError("unexpected extra _make_request call")
it = self.items.pop(0)
if isinstance(it, BaseException):
raise it
return it
# ── D-1 ──────────────────────────────────────────────────────────────────
@pytest.mark.asyncio
async def test_balance_single_page(monkeypatch):
api = _bare_api()
seq = _Seq([(_page(["A", "B"]), {"tr_cont": "D"})])
monkeypatch.setattr(api, "_make_request", seq, raising=False)
out = await api.get_balance_all_v2()
assert [r["pdno"] for r in out["output1"]] == ["A", "B"]
assert out["_pages"] == 1 and "_partial" not in out
assert out["output2"] == [{"tot_evlu_amt": "1000"}]
assert len(seq.calls) == 1 and seq.calls[0]["endpoint"] == BAL_EP
@pytest.mark.asyncio
async def test_balance_three_pages_merge_dedupe(monkeypatch):
api = _bare_api()
p1 = _page(["A", "B"], nk="N1", fk="F1")
p2 = _page(["B", "C"], nk="N2", fk="F2")
p2["output2"] = [{"tot_evlu_amt": "999"}]
p3 = _page(["D"])
seq = _Seq([(p1, {"tr_cont": "F"}), (p2, {"tr_cont": "M"}), (p3, {"tr_cont": "D"})])
monkeypatch.setattr(api, "_make_request", seq, raising=False)
out = await api.get_balance_all_v2()
assert [r["pdno"] for r in out["output1"]] == ["A", "B", "C", "D"]
assert out["_pages"] == 3 and "_partial" not in out
assert out["output2"] == [{"tot_evlu_amt": "1000"}] # 첫 페이지 것
assert seq.calls[0]["extra_headers"] is None
assert seq.calls[1]["extra_headers"] == {"tr_cont": "N"}
assert seq.calls[1]["params"]["CTX_AREA_NK100"] == "N1"
assert seq.calls[1]["params"]["CTX_AREA_FK100"] == "F1"
assert seq.calls[2]["params"]["CTX_AREA_NK100"] == "N2"
@pytest.mark.asyncio
async def test_balance_second_page_exception_partial(monkeypatch):
api = _bare_api()
seq = _Seq([(_page(["A"], nk="N1"), {"tr_cont": "F"}), RuntimeError("boom")])
monkeypatch.setattr(api, "_make_request", seq, raising=False)
out = await api.get_balance_all_v2()
assert out["_partial"] is True and out["_pages"] == 1
assert [r["pdno"] for r in out["output1"]] == ["A"]
@pytest.mark.asyncio
async def test_balance_second_page_rt_cd_fail_partial(monkeypatch):
api = _bare_api()
seq = _Seq([(_page(["A"], nk="N1"), {"tr_cont": "F"}), (_page([], rt="1"), {})])
monkeypatch.setattr(api, "_make_request", seq, raising=False)
out = await api.get_balance_all_v2()
assert out["_partial"] is True and out["_pages"] == 1
@pytest.mark.asyncio
async def test_balance_missing_ctx_is_partial(monkeypatch):
api = _bare_api()
seq = _Seq([(_page(["A"], nk=""), {"tr_cont": "M"})])
monkeypatch.setattr(api, "_make_request", seq, raising=False)
out = await api.get_balance_all_v2()
assert out["_partial"] is True and len(seq.calls) == 1
@pytest.mark.asyncio
async def test_balance_max_pages_cap(monkeypatch):
api = _bare_api()
cap = settings.KIS_BALANCE_MAX_PAGES
items = [(_page([f"S{i}"], nk=f"N{i}"), {"tr_cont": "M"}) for i in range(cap + 3)]
seq = _Seq(items)
monkeypatch.setattr(api, "_make_request", seq, raising=False)
out = await api.get_balance_all_v2()
assert len(seq.calls) == cap
assert out["_pages"] == cap and out["_partial"] is True
assert len(out["output1"]) == cap
@pytest.mark.asyncio
async def test_balance_first_page_failure_same_as_get_balance(monkeypatch):
api = _bare_api()
bad = _page([], rt="1")
monkeypatch.setattr(api, "_make_request", _Seq([(bad, {"tr_cont": "F"})]), raising=False)
out = await api.get_balance_all_v2()
assert out is bad and "_pages" not in out
monkeypatch.setattr(api, "_make_request", _Seq([RuntimeError("down")]), raising=False)
with pytest.raises(RuntimeError):
await api.get_balance_all_v2()
@pytest.mark.asyncio
async def test_balance_params_match_get_balance(monkeypatch):
"""첫 페이지 요청 파라미터가 기존 get_balance() 와 동일해야 한다(get_balance 는 conftest 가 차단 → 고정값 비교)."""
api = _bare_api()
seq = _Seq([(_page(["A"]), {})])
monkeypatch.setattr(api, "_make_request", seq, raising=False)
await api.get_balance_all_v2()
assert seq.calls[0]["params"] == {
"CANO": "12345678", "ACNT_PRDT_CD": "01", "AFHR_FLPR_YN": "N", "OFL_YN": "",
"INQR_DVSN": "02", "UNPR_DVSN": "01", "FUND_STTL_ICLD_YN": "N",
"FNCG_AMT_AUTO_RDPT_YN": "N", "PRCS_DVSN": "01", "CTX_AREA_FK100": "", "CTX_AREA_NK100": "",
}
@pytest.mark.asyncio
async def test_balance_unmocked_hits_conftest_block(monkeypatch):
"""목킹 없이 호출하면 conftest 의 _get_access_token 차단(BaseException)이 그대로 올라와야 한다."""
api, client = _net_api(monkeypatch, _Resp(200, {"rt_cd": "0"}), patch_token=False)
api.account_number = "1234567801"
with pytest.raises(BaseException) as ei:
await api.get_balance_all_v2()
assert type(ei.value).__name__ == "KISCallBlocked"
assert client.calls == []
# ── D-2 ──────────────────────────────────────────────────────────────────
class _Resp:
def __init__(self, status=200, body=None):
self.status_code, self._b, self.headers, self.text = status, body or {}, {}, ""
def json(self):
return self._b
class _Client:
def __init__(self, resp):
self.resp, self.calls = resp, []
async def request(self, method, url, **k):
self.calls.append(url)
if isinstance(self.resp, BaseException):
raise self.resp
return self.resp
def _net_api(monkeypatch, resp, patch_token=True):
api = kia.KoreaInvestmentAPI.__new__(kia.KoreaInvestmentAPI)
api.circuit_breaker = kia.CircuitBreaker(failure_threshold=2, recovery_timeout=120)
api.monitor = kia.APICallMonitor()
api.semaphore = asyncio.Semaphore(2)
api._throttle_lock = asyncio.Lock()
api.last_request_time = None
api.min_request_interval = 0
api.max_retries = 0
api.retry_delay = 0
api.retry_backoff = 1
api.timeout = 1
api.app_key = api.app_secret = "x"
api.base_url = "http://x"
client = _Client(resp)
async def _tok(*a, **k):
return "tok"
async def _cl():
return client
if patch_token:
monkeypatch.setattr(api, "_get_access_token", _tok, raising=False)
monkeypatch.setattr(api, "_get_http_client", _cl, raising=False)
return api, client
def _open(api):
for _ in range(api.circuit_breaker.failure_threshold):
api.circuit_breaker.record_failure()
assert api.circuit_breaker.state == CircuitBreakerState.OPEN
@pytest.mark.asyncio
@pytest.mark.parametrize("ep", [BAL_EP, PRICE_EP, CCLD_EP])
async def test_exempt_reads_pass_gate_when_open(monkeypatch, ep):
api, client = _net_api(monkeypatch, _Resp(200, {"rt_cd": "0"}))
_open(api)
out, _ = await api._make_request("GET", ep, "X")
assert out["rt_cd"] == "0" and len(client.calls) == 1
@pytest.mark.asyncio
async def test_non_exempt_read_still_blocked(monkeypatch):
api, client = _net_api(monkeypatch, _Resp(200, {"rt_cd": "0"}))
_open(api)
with pytest.raises(Exception, match="Circuit breaker open"):
await api._make_request("GET", DAILY_EP, "X")
assert client.calls == []
@pytest.mark.asyncio
async def test_exempt_success_while_open_keeps_breaker_open(monkeypatch):
"""[D-2b] OPEN 중 면제 성공은 record_success 하지 않는다 → 여전히 OPEN."""
api, client = _net_api(monkeypatch, _Resp(200, {"rt_cd": "0"}))
_open(api)
cnt = api.circuit_breaker.failure_count
out, _ = await api._make_request("GET", PRICE_EP, "X")
assert out["rt_cd"] == "0" and len(client.calls) == 1
assert api.circuit_breaker.state == CircuitBreakerState.OPEN
assert api.circuit_breaker.failure_count == cnt
@pytest.mark.asyncio
async def test_exempt_failure_while_open_not_recorded(monkeypatch):
"""[D-2b] OPEN 중 면제 실패는 last_failure_time·failure_count 를 건드리지 않는다."""
api, _ = _net_api(monkeypatch, RuntimeError("conn reset"))
_open(api)
api.circuit_breaker.last_failure_time -= 50 # 경과 시간 표시
lft, cnt = api.circuit_breaker.last_failure_time, api.circuit_breaker.failure_count
with pytest.raises(RuntimeError):
await api._make_request("GET", BAL_EP, "X")
assert api.circuit_breaker.last_failure_time == lft
assert api.circuit_breaker.failure_count == cnt
assert api.circuit_breaker.state == CircuitBreakerState.OPEN
@pytest.mark.asyncio
async def test_exempt_does_not_consume_half_open_probe(monkeypatch):
"""[D-2b] 복구 대기 경과 후에도 면제 호출은 HALF_OPEN 전이를 일으키지 않고 집계도 없다."""
api, _ = _net_api(monkeypatch, _Resp(200, {"rt_cd": "0"}))
_open(api)
api.circuit_breaker.last_failure_time -= api.circuit_breaker.recovery_timeout + 1
await api._make_request("GET", CCLD_EP, "X")
assert api.circuit_breaker.state == CircuitBreakerState.OPEN
@pytest.mark.asyncio
async def test_exempt_failure_while_closed_is_counted(monkeypatch):
"""[D-2b] CLOSED 중 면제 실패는 기존대로 집계(장애 감지 유지)."""
api, _ = _net_api(monkeypatch, RuntimeError("conn reset"))
assert api.circuit_breaker.state == CircuitBreakerState.CLOSED
with pytest.raises(RuntimeError):
await api._make_request("GET", BAL_EP, "X")
assert api.circuit_breaker.failure_count == 1
with pytest.raises(RuntimeError):
await api._make_request("GET", PRICE_EP, "X")
assert api.circuit_breaker.state == CircuitBreakerState.OPEN # threshold=2
@pytest.mark.asyncio
async def test_non_exempt_half_open_probe_success_closes(monkeypatch):
"""[D-2b] OPEN 해제는 비면제 조회의 HALF_OPEN 프로브 성공으로만."""
api, client = _net_api(monkeypatch, _Resp(200, {"rt_cd": "0"}))
_open(api)
api.circuit_breaker.last_failure_time -= api.circuit_breaker.recovery_timeout + 1
await api._make_request("GET", DAILY_EP, "X")
assert len(client.calls) == 1
assert api.circuit_breaker.state == CircuitBreakerState.CLOSED
@pytest.mark.asyncio
async def test_uncounted_flag_does_not_leak_to_next_call(monkeypatch):
"""면제 호출 후 컨텍스트 플래그가 초기화돼 이어지는 비면제 실패는 집계된다."""
api, client = _net_api(monkeypatch, _Resp(200, {"rt_cd": "0"}))
_open(api)
await api._make_request("GET", PRICE_EP, "X")
assert kia._BREAKER_UNCOUNTED.get() is False
api.circuit_breaker.last_failure_time -= api.circuit_breaker.recovery_timeout + 1
client.resp = RuntimeError("down")
lft = api.circuit_breaker.last_failure_time
with pytest.raises(RuntimeError):
await api._make_request("GET", DAILY_EP, "X") # HALF_OPEN 프로브 실패 → 집계
assert api.circuit_breaker.last_failure_time > lft
def test_exempt_set_excludes_orders():
assert set(kia.KoreaInvestmentAPI._CIRCUIT_EXEMPT_READ_ENDPOINTS).isdisjoint(
kia.KoreaInvestmentAPI._NON_IDEMPOTENT_ENDPOINTS)
assert kia.DAILY_CCLD_ENDPOINT in kia.KoreaInvestmentAPI._CIRCUIT_EXEMPT_READ_ENDPOINTS
# ── D-3 ──────────────────────────────────────────────────────────────────
def _ccld(monkeypatch, api, item):
async def _f(*a, **k):
if isinstance(item, BaseException):
raise item
return item, {}
monkeypatch.setattr(api, "_daily_ccld_fetch_v2", _f, raising=False)
@pytest.mark.asyncio
async def test_orders_v2_success_list(monkeypatch):
api = _bare_api()
_ccld(monkeypatch, api, {"rt_cd": "0", "output1": [{"odno": "1"}]})
assert await api.get_todays_orders_v2("005930") == [{"odno": "1"}]
_ccld(monkeypatch, api, {"rt_cd": "0", "output1": []})
assert await api.get_todays_orders_v2() == []
_ccld(monkeypatch, api, {"rt_cd": "0", "output1": {"odno": "2"}})
assert await api.get_todays_orders_v2() == [{"odno": "2"}]
@pytest.mark.asyncio
async def test_orders_v2_rt_cd_fail_none_legacy_empty(monkeypatch):
api = _bare_api()
_ccld(monkeypatch, api, {"rt_cd": "1", "msg_cd": "X"})
assert await api.get_todays_orders_v2() is None
assert await api._get_todays_orders_impl(strict=False) == []
@pytest.mark.asyncio
async def test_orders_v2_exception_none_legacy_empty(monkeypatch):
api = _bare_api()
_ccld(monkeypatch, api, RuntimeError("timeout"))
assert await api.get_todays_orders_v2() is None
assert await api._get_todays_orders_impl(strict=False) == []
@pytest.mark.asyncio
async def test_orders_v2_unparseable_none(monkeypatch):
api = _bare_api()
_ccld(monkeypatch, api, {"rt_cd": "0", "output1": "garbage"})
assert await api.get_todays_orders_v2() is None
assert await api._get_todays_orders_impl(strict=False) == ["garbage"] # 기존 동작 불변
_ccld(monkeypatch, api, ["not-a-dict"])
assert await api.get_todays_orders_v2() is None
def test_legacy_get_todays_orders_delegates_non_strict():
import inspect
src = inspect.getsource(kia.KoreaInvestmentAPI._get_todays_orders_impl)
assert "None if strict else []" in src