auto-stock/backend/tests/test_swing_exit_hardening_r4_20261009.py

"""스윙 청산 하드닝 R4 (2026-10-09) — swing/exit_service 회귀 테스트.

#1 [HIGH] '전체 오류'·'보유 종목 전부 예외'가 정상 반환되어 스케줄러가 매 사이클 성공으로 기록 →
   연속 실패·무완료 경보 우회. 이제 실행 결과(seq/ok)를 남기고 스케줄러가 실패로 집계한다.
   종목별 연속 예외 카운터 + 임계 경보.
#2 [MEDIUM] 스윙 매도 KIS 업무거부가 매 주기 무경보 재시도. 이제 종목별 연속 거부 카운터 +
   임계 경보, 계좌 단위 거부(KIS_ACCOUNT_REJECT_MSG_CODES)는 1회째 즉시 경보, /health degraded.

규약(CLAUDE.md §4.1): 주문 목은 공통 종단(safe_place_order), 실패 주입은 예외 발생형,
임계·거부 코드는 settings/모듈 기본값 참조(하드코딩 금지).
"""
from datetime import timedelta
from types import SimpleNamespace
from unittest.mock import AsyncMock, MagicMock

import pytest

import app.services.mean_reversion_strategy as mr
from app.core.config import settings
from app.services.mean_reversion_strategy import ExitSignal

OK = {"rt_cd": "0", "output": {"ODNO": "9"}}


class _SessionCM:
    def __init__(self, db=None):
        self.db = db if db is not None else MagicMock()

    async def __aenter__(self):
        return self.db

    async def __aexit__(self, *a):
        return False


@pytest.fixture(autouse=True)
def _reset(monkeypatch):
    import app.services.swing.exit_service as es
    import app.services.swing.scheduler as sch
    import app.services.telegram_notifier as tn
    for name in ("_pending_unknown_sells", "_last_live_prices", "_last_atr",
                 "_presell_check_failures", "_no_price_skips", "_recent_exits",
                 "_swing_exit_error_counts", "_swing_sell_reject_counts", "_swing_sell_reject_last"):
        monkeypatch.setattr(es, name, {})
    monkeypatch.setattr(es, "_exit_run_state_v2", {
        "seq": 0, "ok": True, "error": None, "holdings": 0, "errored": 0, "errors": [],
    })
    from app.core import log_throttle
    log_throttle.reset_for_tests()
    import app.services.adaptive_strategy as ad
    monkeypatch.setattr(ad, "get_current_adaptive_params", lambda: SimpleNamespace(fallback_used=True))
    monkeypatch.setattr(mr.strategy_cfg, "get", lambda k, d=None: None)
    import app.services.trade_executor as te
    monkeypatch.setattr(te, "_delayed_sync_portfolio", AsyncMock())
    # 텔레그램 실전송 차단(예외 발생형) + 경보 수집
    monkeypatch.setattr(tn.telegram_notifier, "send_message",
                        AsyncMock(side_effect=AssertionError("텔레그램 실전송 금지")))
    sch._exit_health.update({
        "last_success_at": None, "market_open_since": None,
        "consecutive_failures": 0, "last_error": None, "timeouts": 0,
    })
    monkeypatch.setattr(sch, "_alert_sent_at", {})
    alerts = []
    monkeypatch.setattr(sch, "_notify_throttled_v2",
                        lambda key, category, message, repeat_sec=None: alerts.append((key, message)) or True)
    return SimpleNamespace(es=es, sch=sch, alerts=alerts)


def _holding(code, price):
    from app.core.timeutil import now_kst
    return SimpleNamespace(stock_code=code, stock_name="T", quantity=10, average_price=10000,
                           current_price=price, market="KRX", updated_at=now_kst())


def _env(monkeypatch, *, codes=("005930",), price=8000, order=None, holdings_exc=None, at_exc=None):
    """기본: 평균 10000 → 현재가 8000 손절 신호(check_exit_signal 목) → 매도 주문."""
    import app.services.swing.exit_service as es
    import app.services.trade_executor as te
    import app.services.db_worker as dbw
    import app.services.portfolio_cache_bridge as pcb
    from app.core.timeutil import now_kst
    from app.services.daytrading.position_manager import day_trading_state

    holdings = [_holding(c, price) for c in codes]
    if holdings_exc is not None:
        monkeypatch.setattr(es, "get_swing_holdings", AsyncMock(side_effect=holdings_exc))
    else:
        monkeypatch.setattr(es, "get_swing_holdings", AsyncMock(return_value=holdings))
    monkeypatch.setattr(es, "check_market_regime", AsyncMock(return_value={"regime_200d": "bull"}))
    at = SimpleNamespace(strategy_name="swing", remaining_pct=1.0, highest_since_entry=None,
                         created_at=now_kst() - timedelta(days=2), entry_reason=None, entry_price=10000)
    if at_exc is not None:
        monkeypatch.setattr(es, "get_swing_active_trade", AsyncMock(side_effect=at_exc))
    else:
        monkeypatch.setattr(es, "get_swing_active_trade", AsyncMock(return_value=at))
    api = MagicMock()
    bars = [{"stck_clpr": str(price + (i % 3) * 50), "stck_hgpr": str(price + 200 + (i % 3) * 50),
             "stck_lwpr": str(price - 200 + (i % 3) * 50)} for i in range(30)]
    api.get_daily_chart = AsyncMock(return_value={"output2": bars})
    api.get_current_price = AsyncMock(return_value={"output": {"stck_prpr": str(price)}})
    api.get_balance = AsyncMock(return_value={"rt_cd": "0", "output1": [
        {"pdno": c, "hldg_qty": "10", "ord_psbl_qty": "10"} for c in codes]})
    monkeypatch.setattr(es, "korea_investment_api", api)
    monkeypatch.setattr(es, "check_exit_signal", lambda **kw: ExitSignal(
        action="SELL_ALL", reason="손절 테스트", sell_pct=1.0))
    monkeypatch.setattr(day_trading_state, "positions", {})
    monkeypatch.setattr(day_trading_state, "save_daily_state", AsyncMock())
    sent = []
    state = {"order": order}

    async def _spo(**kw):
        sent.append((kw["stock_code"], kw["quantity"]))
        return state["order"]
    monkeypatch.setattr(te, "safe_place_order", _spo)
    monkeypatch.setattr(es, "enqueue_trade_history", AsyncMock())
    monkeypatch.setattr(es, "enqueue_close_active_trade", AsyncMock())
    monkeypatch.setattr(dbw, "enqueue_active_trade_upsert", AsyncMock())
    monkeypatch.setattr(dbw, "enqueue_db_write", AsyncMock())
    monkeypatch.setattr(pcb, "reflect_sell", AsyncMock())
    monkeypatch.setattr(es, "_schedule_swing_sell_fill_check_v2", MagicMock())
    monkeypatch.setattr(es, "_prior_position_realized_net_v2", AsyncMock(return_value=None))
    monkeypatch.setattr(es.loss_tracker, "record_trade_result_safe", AsyncMock())
    monkeypatch.setattr(es.loss_tracker, "save_to_db", AsyncMock())
    return SimpleNamespace(es=es, sent=sent, state=state)


async def _cycle(es):
    es._recent_exits.clear()
    return await es.check_and_execute_exit_v2(MagicMock())


# ═══════════════════════════════════════════════════════════════════════════
# #1 — 전체 오류 / 전 종목 예외가 실패로 집계
# ═══════════════════════════════════════════════════════════════════════════

@pytest.mark.asyncio
async def test_total_error_recorded_as_failed_run(monkeypatch, _reset):
    env = _env(monkeypatch, holdings_exc=RuntimeError("QueuePool limit reached"))
    exits, ok, errors = await env.es.check_and_execute_exit_v2_impl(MagicMock())
    assert exits == [] and ok is False
    assert any("QueuePool" in e for e in errors)
    st = env.es.get_last_exit_run_status_v2()
    assert st["seq"] == 1 and st["ok"] is False
    assert "exit_run_failed" in env.es.get_swing_exit_health_v2()["degraded_reasons"]


@pytest.mark.asyncio
async def test_scheduler_records_failure_on_swallowed_total_error(monkeypatch, _reset):
    """[재현 반전] 이전: 전체 오류인데 _record_exit_success_v2 → 경보 영구 미발동."""
    import app.services.swing.fill_sweep as fs
    sch = _reset.sch
    _env(monkeypatch, holdings_exc=RuntimeError("db pool exhausted"))
    monkeypatch.setattr(sch, "AsyncSessionLocal", lambda: _SessionCM())
    monkeypatch.setattr(fs, "sweep_unconfirmed_fills_v2", AsyncMock(return_value=0))
    threshold = sch._DEFAULT_EXIT_FAIL_ALERT_COUNT
    for _ in range(threshold):
        await sch._run_exit_phase_v2()
    assert sch._exit_health["last_success_at"] is None
    assert sch._exit_health["consecutive_failures"] == threshold
    assert "db pool exhausted" in str(sch._exit_health["last_error"])
    assert any(k == "exit_failures" for k, _ in _reset.alerts)


@pytest.mark.asyncio
async def test_scheduler_success_when_run_ok(monkeypatch, _reset):
    import app.services.swing.fill_sweep as fs
    sch = _reset.sch
    _env(monkeypatch, codes=())  # 무보유 — 정상
    monkeypatch.setattr(sch, "AsyncSessionLocal", lambda: _SessionCM())
    monkeypatch.setattr(fs, "sweep_unconfirmed_fills_v2", AsyncMock(return_value=0))
    sch._exit_health["consecutive_failures"] = 2
    await sch._run_exit_phase_v2()
    assert sch._exit_health["consecutive_failures"] == 0
    assert sch._exit_health["last_success_at"] is not None


@pytest.mark.asyncio
async def test_scheduler_mocked_exit_keeps_success_semantics(monkeypatch, _reset):
    """목으로 대체돼 실행 seq 가 안 바뀌면(이번 실행 결과 없음) 이전 실패 상태에 끌려가지 않는다."""
    import app.services.swing.fill_sweep as fs
    sch, es = _reset.sch, _reset.es
    es._exit_run_state_v2.update({"seq": 5, "ok": False, "error": "old"})
    monkeypatch.setattr(sch, "check_and_execute_exit_v2", AsyncMock(return_value=[]))
    monkeypatch.setattr(sch, "AsyncSessionLocal", lambda: _SessionCM())
    monkeypatch.setattr(fs, "sweep_unconfirmed_fills_v2", AsyncMock(return_value=0))
    await sch._run_exit_phase_v2()
    assert sch._exit_health["consecutive_failures"] == 0


@pytest.mark.asyncio
async def test_all_holdings_raising_is_failed_run(monkeypatch, _reset):
    env = _env(monkeypatch, codes=("005930", "000660"), order=OK, at_exc=RuntimeError("orm boom"))
    exits, ok, errors = await env.es.check_and_execute_exit_v2_impl(MagicMock())
    assert ok is False and exits == [] and env.sent == []
    st = env.es.get_last_exit_run_status_v2()
    assert st["holdings"] == 2 and st["errored"] == 2
    assert "전부" in st["error"]


@pytest.mark.asyncio
async def test_partial_symbol_error_run_ok_but_symbol_alert_at_threshold(monkeypatch, _reset):
    env = _env(monkeypatch, codes=("005930", "000660"), order=OK)
    es = env.es
    real_at = es.get_swing_active_trade

    async def _at(db, code, *a, **kw):
        if code == "000660":
            raise RuntimeError("bad row")
        return await real_at(db, code, *a, **kw)
    monkeypatch.setattr(es, "get_swing_active_trade", _at)
    threshold = es._exit_alert_threshold_v2(
        "SWING_EXIT_SYMBOL_ERROR_ALERT_COUNT", es._DEFAULT_EXIT_SYMBOL_ERROR_ALERT_COUNT)
    for i in range(threshold):
        _ok_before = [k for k, _ in _reset.alerts]
        await _cycle(es)
        st = es.get_last_exit_run_status_v2()
        assert st["ok"] is True and st["errored"] == 1
        if i < threshold - 1:
            assert "exit_symbol_error:000660" not in _ok_before
    assert es._swing_exit_error_counts["000660"] == threshold
    assert "005930" not in es._swing_exit_error_counts
    assert ("exit_symbol_error:000660" in [k for k, _ in _reset.alerts])
    assert "exit_symbol_errors" in es.get_swing_exit_health_v2()["degraded_reasons"]
    # 복구되면 카운터 해제
    monkeypatch.setattr(es, "get_swing_active_trade", real_at)
    await _cycle(es)
    assert "000660" not in es._swing_exit_error_counts
    assert "exit_symbol_errors" not in es.get_swing_exit_health_v2()["degraded_reasons"]


# ═══════════════════════════════════════════════════════════════════════════
# #2 — 매도 거부 연속 집계 · 경보 · health
# ═══════════════════════════════════════════════════════════════════════════

@pytest.mark.asyncio
async def test_sell_reject_counts_and_alerts_at_threshold_then_clears(monkeypatch, _reset):
    reject = {"rt_cd": "1", "msg_cd": "APBK0919", "msg1": "거래정지 종목"}
    env = _env(monkeypatch, order=reject)
    es = env.es
    threshold = es._exit_alert_threshold_v2("SWING_SELL_REJECT_ALERT_COUNT", es._DEFAULT_SELL_REJECT_ALERT_COUNT)
    for i in range(threshold):
        await _cycle(es)
        assert es._swing_sell_reject_counts["005930"] == i + 1
        keys = [k for k, _ in _reset.alerts]
        assert ("sell_reject:005930" in keys) == (i + 1 >= threshold)
    assert len(env.sent) == threshold  # 손절 재시도 자체는 계속(가드가 매도를 막지 않는다)
    h = es.get_swing_exit_health_v2()
    assert "swing_sell_rejects" in h["degraded_reasons"]
    assert "swing_sell_account_reject" not in h["degraded_reasons"]
    assert "swing_sell_rejects" in _reset.sch.get_swing_scheduler_health_v2()["degraded_reasons"]
    # 접수 성공 → 해제
    env.state["order"] = OK
    await _cycle(es)
    assert "005930" not in es._swing_sell_reject_counts
    assert "swing_sell_rejects" not in es.get_swing_exit_health_v2()["degraded_reasons"]


@pytest.mark.asyncio
async def test_account_reject_alerts_immediately(monkeypatch, _reset):
    codes = list(settings.KIS_ACCOUNT_REJECT_MSG_CODES or [])
    assert codes, "KIS_ACCOUNT_REJECT_MSG_CODES 가 비어 있으면 이 경보는 비활성"
    env = _env(monkeypatch, order={"rt_cd": "1", "msg_cd": codes[0], "msg1": "계좌 거부"})
    await _cycle(env.es)
    keys = [k for k, _ in _reset.alerts]
    assert keys.count("sell_reject_account") == 1
    h = env.es.get_swing_exit_health_v2()
    assert "swing_sell_account_reject" in h["degraded_reasons"]
    assert "swing_sell_account_reject" in _reset.sch.get_swing_scheduler_health_v2()["degraded_reasons"]


@pytest.mark.asyncio
async def test_reject_counter_pruned_when_holding_gone(monkeypatch, _reset):
    env = _env(monkeypatch, order={"rt_cd": "1", "msg_cd": "APBK0919", "msg1": "x"})
    await _cycle(env.es)
    assert env.es._swing_sell_reject_counts.get("005930") == 1
    _env(monkeypatch, codes=())
    await _cycle(env.es)
    assert env.es._swing_sell_reject_counts == {}


@pytest.mark.asyncio
async def test_notify_failure_does_not_break_exit(monkeypatch, _reset):
    """경보 예약이 예외를 내도 카운터는 갱신되고 청산 루프는 계속(가드는 try 밖)."""
    sch = _reset.sch

    def _boom(*a, **kw):
        raise RuntimeError("no loop")
    monkeypatch.setattr(sch, "_notify_throttled_v2", _boom)
    env = _env(monkeypatch, codes=("005930", "000660"),
               order={"rt_cd": "1", "msg_cd": list(settings.KIS_ACCOUNT_REJECT_MSG_CODES)[0], "msg1": "x"})
    await _cycle(env.es)
    assert env.es._swing_sell_reject_counts == {"005930": 1, "000660": 1}
    assert env.es.get_last_exit_run_status_v2()["ok"] is True


def test_threshold_rejects_disable_values(monkeypatch):
    import app.services.swing.exit_service as es
    monkeypatch.setattr(es, "settings", SimpleNamespace(SWING_SELL_REJECT_ALERT_COUNT=0))
    assert es._exit_alert_threshold_v2("SWING_SELL_REJECT_ALERT_COUNT", 3) == 3
    monkeypatch.setattr(es, "settings", SimpleNamespace(SWING_SELL_REJECT_ALERT_COUNT="abc"))
    assert es._exit_alert_threshold_v2("SWING_SELL_REJECT_ALERT_COUNT", 3) == 3
    monkeypatch.setattr(es, "settings", SimpleNamespace(SWING_SELL_REJECT_ALERT_COUNT=5))
    assert es._exit_alert_threshold_v2("SWING_SELL_REJECT_ALERT_COUNT", 3) == 5