auto-stock/backend/tests/test_dt_daily_state_rebuild_r2_20261009.py

"""[2026-10-09 하드닝 R2] DT 일일 안전장치 복원의 Redis 단일 소스 fail-open 회귀 테스트.

결함: load_daily_state() 가 Redis 에서만 복원 → Redis 재기동·volatile-lru 축출·저장 실패 뒤
재기동하면 daily_pnl=0 / 연패 0 / closed_today=∅ 로 같은 날 매매를 재개했다(warning 만).
수정: Redis 미스 시 당일 TradeHistory(SELECT 전용)로 재구성, 실패하면 DT 신규 진입 차단 +
텔레그램 + 재시도.
"""
import asyncio
import inspect
from datetime import datetime
from types import SimpleNamespace
from unittest.mock import AsyncMock, patch

import pytest

from app.core.config import settings
from app.services.day_trading_strategy import is_daily_loss_exceeded
from app.services.daytrading import position_manager as pm
from app.services.daytrading.position_manager import DayTradingState


class _DBDown(Exception):
    pass


def _row(i, code, order_type, net=None, status="COMPLETED", reason="", strategy="daytrading"):
    now = datetime.combine(pm._today_kst(), datetime.min.time()).replace(hour=9, minute=10 + i)
    return SimpleNamespace(
        id=i, stock_code=code, order_type=order_type, status=status, exit_reason=reason,
        net_profit_loss=net, strategy_type=strategy, created_at=now,
    )


class _Result:
    def __init__(self, rows):
        self._rows = rows

    def scalars(self):
        return self

    def all(self):
        return list(self._rows)


class _Session:
    def __init__(self, rows):
        self._rows = rows

    async def __aenter__(self):
        return self

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

    async def execute(self, *_a, **_k):
        return _Result(self._rows)


def _factory(rows):
    return lambda: _Session(rows)


def _raising_factory():
    def _f():
        raise _DBDown("db down")
    return _f


@pytest.fixture(autouse=True)
def _isolate():
    pm._daily_state_retry_task = None
    notify = AsyncMock(return_value=None)
    with patch.object(DayTradingState, "save_daily_state", AsyncMock(return_value=True)), \
         patch("app.services.telegram_notifier.telegram_notifier.notify_system_warning", notify):
        yield notify
    t = pm._daily_state_retry_task
    if t is not None and not t.done():
        t.cancel()
    pm._daily_state_retry_task = None


def _state():
    st = DayTradingState()
    st.begin_restore()
    return st


def _assets_setter(st, value):
    async def _ensure():
        st.last_total_assets = value
        return value
    return _ensure


def _losses_over_limit(total_assets):
    """-3% 한도(settings)를 넘는 손실 3건(연패 3)."""
    per = abs(float(settings.DAY_TRADE_DAILY_LOSS_LIMIT)) * total_assets / 2
    return [
        _row(0, "A00001", "BUY"), _row(1, "A00001", "SELL", -per),
        _row(2, "A00002", "BUY"), _row(3, "A00002", "SELL", -per),
        _row(4, "A00003", "BUY"), _row(5, "A00003", "SELL", -1000.0, reason="시간손절 30분"),
    ]


# ── 1. Redis 미스 → 원장으로 -3% 한도·3연패·재진입 차단 복원 ────────────────────

def test_rebuild_restores_loss_limit_streak_and_closed_today():
    async def _t():
        st = _state()
        assets = 10_000_000.0
        rows = _losses_over_limit(assets)
        with patch("app.services.daytrading.exit_service._ensure_total_assets_for_exit_impl",
                   _assets_setter(st, assets)):
            ok = await st.rebuild_daily_state_after_redis_miss_v2(_factory(rows))
        assert ok is True
        assert st.daily_state_unverified is False
        assert st.daily_state_source == "trade_history"
        expected = sum(float(r.net_profit_loss) for r in rows if r.order_type == "SELL")
        assert st.daily_pnl == pytest.approx(expected)
        assert is_daily_loss_exceeded(st.last_total_assets, st.daily_pnl) is True
        assert st.loss_streak_today == 3  # 시간손절도 당일 연패에 포함(§5.1)
        assert st.is_cooldown_active() is True
        assert {"A00001", "A00002", "A00003"} <= st.closed_today
        assert st.is_closed_today("A00001")
    asyncio.run(_t())


def test_stale_and_orphan_sells_excluded_from_daily_pnl_but_block_reentry():
    async def _t():
        st = _state()
        st.last_total_assets = 10_000_000.0
        rows = [
            _row(0, "S00001", "SELL", -500_000.0, reason="전일 미청산 포지션 강제 청산 (진입일 x)"),
            _row(1, "S00002", "SELL", -400_000.0, reason="DT 고아 잔고 청산 (진입일 x)"),
            _row(2, "S00003", "SELL", -300_000.0, reason="손절"),  # 당일 BUY 없음 = 전일분
            _row(3, "B00001", "BUY"), _row(4, "B00001", "SELL", 2_000.0),
        ]
        ok = await st.rebuild_daily_state_after_redis_miss_v2(_factory(rows))
        assert ok is True
        assert st.daily_pnl == pytest.approx(2_000.0)
        assert st.loss_streak_today == 0
        assert {"S00001", "S00002", "S00003", "B00001"} <= st.closed_today
    asyncio.run(_t())


def test_stale_prefixes_match_exit_service_reasons():
    from app.services.daytrading import exit_service as es
    src = inspect.getsource(es)
    for p in pm._STALE_EXIT_REASON_PREFIXES:
        assert p in src, f"exit_service 의 전일·고아 청산 사유 문자열과 동기화 필요: {p}"


def test_partial_sell_not_counted_as_full_close_and_cancelled_ignored():
    rows = [
        _row(0, "P00001", "BUY"),
        _row(1, "L00001", "BUY"), _row(2, "L00001", "SELL", -100.0),
        _row(3, "P00001", "SELL", 900.0),  # 분할 익절 — 연패 리셋하지 않음
        _row(4, "L00002", "BUY"), _row(5, "L00002", "SELL", -100.0),
        _row(6, "P00001", "SELL", -50.0),  # 잔량 전량 — 레그는 손실이나 왕복 +850 (R3: 이익 → 리셋)
        _row(7, "C00001", "BUY"), _row(8, "C00001", "SELL", -99_999.0, status="CANCELLED"),
        _row(9, "W00001", "SELL", 10.0, strategy="swing"),
        _row(10, "L00003", "BUY"), _row(11, "L00003", "SELL", -100.0),
    ]
    r = pm._rebuild_daily_state_from_rows(rows)
    # [R3] L1(-) → 1, L2(-) → 2, P 왕복 +850 → 0, L3(-) → 1. 분할 레그 단독으로는 리셋하지 않는다.
    assert r["loss_streak_today"] == 1
    assert r["daily_pnl"] == pytest.approx(-100.0 + 900.0 - 100.0 - 50.0 - 100.0)
    assert "C00001" in r["closed_today"] and "C00001" not in r["dt_exited_today"]
    assert "W00001" in r["closed_today"]  # 전략 간 당일 쿨다운


def test_no_rows_is_verified_empty_state():
    async def _t():
        st = _state()
        ok = await st.rebuild_daily_state_after_redis_miss_v2(_factory([]))
        assert ok is True
        assert st.daily_state_unverified is False
        assert st.is_cooldown_active() is False
    asyncio.run(_t())


# ── 2. 재구성 실패 → 신규 진입 차단 + 텔레그램 + 재시도로 해제 ────────────────────

def test_db_failure_blocks_entry_and_alerts(_isolate):
    async def _t():
        st = _state()
        with patch.object(pm, "_DAILY_STATE_REBUILD_RETRY_SEC", 3600.0):
            ok = await st.rebuild_daily_state_after_redis_miss_v2(_raising_factory())
        assert ok is False
        assert st.daily_state_unverified is True
        assert "db down" in st.daily_state_unverified_reason
        assert st.is_cooldown_active() is True
        assert _isolate.await_count == 1
        assert pm._daily_state_retry_task is not None
    asyncio.run(_t())


def test_retry_clears_block_when_db_recovers(_isolate):
    async def _t():
        st = _state()
        calls = {"n": 0}
        rows = [_row(0, "R00001", "BUY"), _row(1, "R00001", "SELL", 1_000.0)]

        def _flaky():
            calls["n"] += 1
            if calls["n"] == 1:
                raise _DBDown("db down")
            return _Session(rows)

        with patch.object(pm, "_DAILY_STATE_REBUILD_RETRY_SEC", 0.01):
            ok = await st.rebuild_daily_state_after_redis_miss_v2(_flaky)
            assert ok is False and st.is_cooldown_active() is True
            await asyncio.wait_for(pm._daily_state_retry_task, timeout=2.0)
        assert st.daily_state_unverified is False
        assert st.is_cooldown_active() is False
        assert st.daily_pnl == pytest.approx(1_000.0)
        assert _isolate.await_count == 2  # 차단 알림 + 해제 알림
    asyncio.run(_t())


def test_loss_without_total_assets_stays_blocked():
    """손실인데 분모 0 → is_daily_loss_exceeded 가 무조건 False 라 한도 무력화 → 미검증 유지."""
    async def _t():
        st = _state()
        rows = [_row(0, "X00001", "BUY"), _row(1, "X00001", "SELL", -1_000_000.0)]
        boom = AsyncMock(side_effect=_DBDown("kis down"))
        with patch("app.services.daytrading.exit_service._ensure_total_assets_for_exit_impl", boom), \
             patch.object(pm, "_DAILY_STATE_REBUILD_RETRY_SEC", 3600.0):
            ok = await st.rebuild_daily_state_after_redis_miss_v2(_factory(rows))
        assert boom.await_count == 1
        assert ok is False
        assert st.daily_pnl == pytest.approx(-1_000_000.0)
        assert st.is_cooldown_active() is True
    asyncio.run(_t())


def test_merge_is_conservative_with_in_memory_values():
    async def _t():
        st = _state()
        st.last_total_assets = 10_000_000.0
        st.daily_pnl = -5_000.0
        st.loss_streak_today = 2
        st.closed_today = {"M00001"}
        rows = [_row(0, "N00001", "BUY"), _row(1, "N00001", "SELL", -3_000.0)]
        await st.rebuild_daily_state_after_redis_miss_v2(_factory(rows))
        assert st.daily_pnl == pytest.approx(-5_000.0)  # min, 이중 합산 아님
        assert st.loss_streak_today == 2
        assert st.closed_today == {"M00001", "N00001"}
    asyncio.run(_t())


def test_new_day_reset_clears_unverified_block():
    st = _state()
    st.daily_state_unverified = True
    st.last_reset_date = None
    assert st.reset_if_new_day() is True
    assert st.daily_state_unverified is False
    assert st.is_cooldown_active() is False


# ── 3. 배선 ─────────────────────────────────────────────────────────────────

def test_scheduler_calls_rebuild_only_after_redis_miss():
    from app.services.daytrading import scheduler as sched
    ssrc = inspect.getsource(sched.daytrading_scheduler)
    i_load = ssrc.index("load_daily_state()")
    i_rebuild = ssrc.index("rebuild_daily_state_after_redis_miss_v2()")
    assert ssrc.index("begin_restore()") < i_load < i_rebuild


def test_exit_paths_do_not_consult_entry_block():
    """미검증 차단은 진입만 막는다 — 청산 경로가 is_cooldown_active 를 보면 안 된다(§8.1-11)."""
    from app.services.daytrading import exit_service as es
    assert "is_cooldown_active" not in inspect.getsource(es)