shuim
a264561576
- 스윙 체결가 확인 전 executed_price NULL + fill_sweep, 진입가 resolve(ActiveTrade↔Portfolio), 0체결/부분체결 매수 장부 원복 - DT 고아 감지(근거 한정)·0체결 매도 복원·stale 점검 확대, 시간손절 -0.3% 원복 - 폴백 손절 ATR 캐시, 거래량부족-차단 신호 매수 차단, 현금 5% 유보 재적용, MDD peak/reset 수정 - KIS 서킷브레이커 청산 우회·경보, db_worker 재큐잉 순서, heartbeat·health-watch 사이드카 - 실시간 WS 재구독·41건 우선순위·다건 프레임 분할, 차트 샘플 제거·당일봉 합성, WS 서브프로토콜 인증 - 프론트: 미관리 그룹·확인 모달·차트 실시간 반영·예수금 표시 정정 - 전문가 에이전트 6종 추가(.claude/agents) - 유닛 스위트 2667 passed (소켓 차단 하), tsc OK Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01Y83Za98XsNw9zuA4FTUytN
89 lines
3.2 KiB
Python
89 lines
3.2 KiB
Python
"""[R4 2026-10-09] MDD 축소 매도 TradeHistory 가 비용 차감 순손익 + commission + 수익률을 기록한다.
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목킹 지점: 주문 종단 safe_place_order / 잔고 get_balance / 기록 종단 enqueue_trade_history(캡처).
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"""
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import pytest
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from app.core.config import settings
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from app.services import mdd_manager as mm
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from app.services import trade_executor as te
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from app.services.korea_investment_api import korea_investment_api
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class _FakeRedis:
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def __init__(self):
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self.store = {}
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async def set(self, k, v, **kw):
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self.store[k] = v
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return True
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async def get(self, k):
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return self.store.get(k)
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def _expected(avg, cur, qty):
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comm = settings.KR_COMMISSION_RATE
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tax = settings.KR_SELL_TAX_RATE_KOSPI
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cost = round(avg * qty * comm + cur * qty * comm + cur * qty * tax, 0)
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gross = (cur - avg) * qty
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return gross - cost, cost, (gross - cost) / (avg * qty) * 100
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def test_helper_deducts_costs_settings_based():
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r = mm._reduction_net_pnl_v2(10000.0, 10100.0, 30)
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net, cost, rate = _expected(10000.0, 10100.0, 30)
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assert r["net_profit_loss"] == pytest.approx(net)
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assert r["commission"] == pytest.approx(cost)
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assert r["profit_loss_rate"] == pytest.approx(rate)
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assert r["net_profit_loss"] < (10100.0 - 10000.0) * 30 # gross 보다 작다
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@pytest.mark.asyncio
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async def test_reduction_payload_has_net_pnl(monkeypatch):
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import app.core.redis as redis_mod
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monkeypatch.setattr(redis_mod, "get_redis", lambda: _FakeRedis())
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async def _nosleep(*a, **k):
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return None
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monkeypatch.setattr(mm.asyncio, "sleep", _nosleep)
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import app.core.market_schedule as _ms
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monkeypatch.setattr(_ms, "is_market_open", lambda: True)
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async def _noop(*a, **k):
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return None
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monkeypatch.setattr(mm, "_sync_active_trade_after_reduction", _noop)
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monkeypatch.setattr(mm, "_reflect_reduction", _noop)
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captured = []
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async def _cap(payload):
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captured.append(payload)
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import app.services.db_worker as dbw
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monkeypatch.setattr(dbw, "enqueue_trade_history", _cap)
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async def _bal(*a, **k):
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return {"rt_cd": "0", "output1": [
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{"pdno": "005930", "prdt_name": "X", "hldg_qty": "100", "prpr": "10100",
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"pchs_avg_pric": "10000"}]}
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async def _order(stock_code, order_type, quantity, price=None, **kw):
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return {"rt_cd": "0", "output": {"ODNO": "O1"}}
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monkeypatch.setattr(korea_investment_api, "get_balance", _bal)
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monkeypatch.setattr(te, "safe_place_order", _order)
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# 알림 fire-and-forget 태스크가 다른 테스트 루프로 새지 않게 차단
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monkeypatch.setattr(mm.MDDManager, "_spawn_mdd_alert_v2", staticmethod(lambda *a, **k: None))
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m = mm.MDDManager()
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await m.update(100.0)
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await m.update(89.0)
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await m.execute_reduction(
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{"action": "REDUCE_AND_PAUSE", "reduce_pct": 0.30, "prioritize_leverage": False}
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)
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assert len(captured) == 1
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p = captured[0]
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net, cost, rate = _expected(10000.0, 10100.0, 30)
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assert p["net_profit_loss"] == pytest.approx(net)
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assert p["commission"] == pytest.approx(cost)
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assert p["profit_loss_rate"] == pytest.approx(rate)
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assert p["strategy_type"] == "mdd_reduction"
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