auto-stock/backend/tests/test_dt_exit_partial_fill_pnl_20261009.py

"""DT 매도 미종결 부분체결 손익 계상 회귀 테스트 (2026-10-09, 하드닝 루프 R1 — exit_service.py).

결함: fill 확인이 terminal=False 이고 0 < filled < quantity 일 때 `_on_fill` 이
`dt_net_pnl(entry, avg, quantity)` 와 `total_amount = avg × quantity` 로 **미체결분까지 체결가로**
계상했다(장부·daily_pnl 오염).
수정: `_sell_fill_pnl_impl` — 체결분은 체결가, 미체결분은 신호가 추정, 거래대금·체결수량은 체결분만.

목킹 원칙(CLAUDE.md §4.1): 주문 공통 종단(`safe_place_order`)과 체결 조회 종단
(`fill_reconciler.korea_investment_api.get_todays_orders`)은 BaseException 발생형으로 막는다.
기대값은 dt_net_pnl(settings 기반 비용) 로 계산한다 — 비용률 하드코딩 없음.
"""
from unittest.mock import AsyncMock, MagicMock, patch

import pytest

from app.services.daytrading import exit_service as es
from app.services.daytrading import fill_reconciler
from app.services.daytrading.position_manager import day_trading_state


class MustNotBeCalled(BaseException):
    """호출되면 안 되는 경로 (except Exception 에 삼켜지지 않게 BaseException)."""


def _boom(name):
    async def _f(*a, **k):
        raise MustNotBeCalled(f"호출 금지 경로 도달: {name}")
    return _f


CODE = "333333"
ENTRY = 10_000.0
SIGNAL = 9_800.0
QTY = 4


@pytest.fixture(autouse=True)
def _env():
    saved_pnl = day_trading_state.daily_pnl
    saved_pos = dict(day_trading_state.positions)
    day_trading_state.positions.clear()
    with patch.object(day_trading_state, "save_daily_state", AsyncMock(return_value=True)), \
            patch("app.services.trade_executor.safe_place_order", _boom("safe_place_order")), \
            patch.object(fill_reconciler.korea_investment_api, "get_todays_orders",
                         _boom("get_todays_orders")), \
            patch.object(es, "_alert_once_v2", MagicMock()):
        yield
    day_trading_state.daily_pnl = saved_pnl
    day_trading_state.positions.clear()
    day_trading_state.positions.update(saved_pos)


def _pos():
    return {"stock_name": "테스트", "strategy": "VWAP", "entry_price": ENTRY, "quantity": QTY,
            "stop_loss": 9_700.0, "highest_price": ENTRY, "reason": "VWAP 반등"}


async def _run_with(info, count_daily_pnl=True):
    pos = _pos()
    recorded = es.dt_net_pnl(ENTRY, SIGNAL, QTY, pos)["net_profit_loss"]
    day_trading_state.daily_pnl = recorded if count_daily_pnl else 0.0
    captured = {}

    def _sched(code, order_id, side, qty, cb):
        captured["cb"] = cb
        return object()

    upd = AsyncMock()
    with patch.object(es.fill_reconciler, "schedule_v2", _sched), \
            patch("app.services.db_worker.enqueue_update_trade_history_by_order_id", upd):
        es._schedule_sell_fill_reconcile_v2(
            stock_code=CODE, pos=pos, order_id="0000555", signal_price=SIGNAL, quantity=QTY,
            entry_price=ENTRY, recorded_net=recorded, count_daily_pnl=count_daily_pnl,
        )
        await captured["cb"](info)
    return pos, recorded, upd.await_args.args[1]


@pytest.mark.asyncio
async def test_non_terminal_partial_fill_books_only_filled_at_avg():
    avg, filled = 9_500.0, 1
    pos, recorded, payload = await _run_with({"terminal": False, "filled_qty": filled, "avg_price": avg})
    blended = (avg * filled + SIGNAL * (QTY - filled)) / QTY  # 체결분 체결가 + 미체결분 신호가
    expect = es.dt_net_pnl(ENTRY, blended, QTY, pos)["net_profit_loss"]
    wrong = es.dt_net_pnl(ENTRY, avg, QTY, pos)["net_profit_loss"]  # 옛 계산(전량을 체결가로)
    assert float(payload["net_profit_loss"]) == pytest.approx(round(expect, 2), abs=0.01)
    assert float(payload["net_profit_loss"]) != pytest.approx(round(wrong, 2), abs=0.01)
    assert float(payload["total_amount"]) == pytest.approx(avg * filled)
    assert payload["executed_quantity"] == filled
    assert day_trading_state.daily_pnl == pytest.approx(expect)


@pytest.mark.asyncio
async def test_full_fill_unchanged():
    avg = 9_750.0
    pos, recorded, payload = await _run_with({"terminal": True, "filled_qty": QTY, "avg_price": avg})
    expect = es.dt_net_pnl(ENTRY, avg, QTY, pos)
    assert float(payload["net_profit_loss"]) == pytest.approx(round(expect["net_profit_loss"], 2), abs=0.01)
    assert float(payload["total_amount"]) == pytest.approx(avg * QTY)
    assert float(payload["commission"]) == pytest.approx(expect["total_cost"])
    assert "executed_quantity" not in payload
    assert day_trading_state.daily_pnl == pytest.approx(expect["net_profit_loss"])


@pytest.mark.asyncio
async def test_non_terminal_partial_stale_goes_to_stale_pnl_not_daily():
    before = es._stale_realized_pnl
    try:
        avg, filled = 9_500.0, 2
        pos, recorded, _ = await _run_with(
            {"terminal": False, "filled_qty": filled, "avg_price": avg}, count_daily_pnl=False)
        blended = (avg * filled + SIGNAL * (QTY - filled)) / QTY
        expect = es.dt_net_pnl(ENTRY, blended, QTY, pos)["net_profit_loss"]
        assert es._stale_realized_pnl - before == pytest.approx(expect - recorded)
        assert day_trading_state.daily_pnl == 0.0  # 전일·고아 손익은 당일 미반영(§7)
    finally:
        es._stale_realized_pnl = before


def test_sell_fill_pnl_impl_linear_identity():
    """전량 체결과 '체결분+미체결분(같은 가격)' 합이 같아야 한다(dt_net_pnl 선형성)."""
    pos = _pos()
    full = es._sell_fill_pnl_impl(ENTRY, SIGNAL, SIGNAL, QTY, QTY, pos)
    split = es._sell_fill_pnl_impl(ENTRY, SIGNAL, SIGNAL, 1, QTY, pos)
    assert split["net_profit_loss"] == pytest.approx(full["net_profit_loss"])
    assert split["total_cost"] == pytest.approx(full["total_cost"])
    assert split["executed_quantity"] == 1 and split["is_partial"] is True
    assert full["is_partial"] is False