auto-stock/backend/tests/test_swing_r6_fallback_stop_20261002.py

"""스윙 6회차 — 대체가 손절의 고변동 판정(H-1)·연속 skip 경보(M-4)·로그 없는 except(Low).

H-1 재현: 고변동 종목(ATR/종가 > 3%)이 -8% 일 때 실시세 주기에는 고변동 손절(-10%)이라 보유,
시세 조회 1회 실패(대체가) 주기에는 일봉 미조회 → ATR None → 일반 손절(-7%)로 시장가 오손절.
수정: 직전 정상 지표 경로의 ATR 을 캐시해 대체가 판정에 쓰고, 없으면 가장 느슨한 손절률.
"""
import logging
import time
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


@pytest.fixture(autouse=True)
def _reset(monkeypatch):
    import app.services.swing.exit_service as es
    for name in ("_pending_unknown_sells", "_last_live_prices", "_last_atr",
                 "_presell_check_failures", "_no_price_skips"):
        monkeypatch.setattr(es, name, {})
    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)


def _env(monkeypatch, *, avg=10000, price, prices, high_vol=True, holding_updated_ago=30):
    """prices: get_current_price 응답 순서(Exception 이면 조회 실패)."""
    import app.services.swing.exit_service as es
    import app.services.trade_executor as te
    from app.core.timeutil import now_kst
    holding = SimpleNamespace(stock_code="005930", stock_name="T", quantity=10, average_price=avg,
                              current_price=price, market="KRX",
                              updated_at=now_kst() - timedelta(seconds=holding_updated_ago))
    monkeypatch.setattr(es, "get_swing_holdings", AsyncMock(return_value=[holding]))
    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)
    monkeypatch.setattr(es, "get_swing_active_trade", AsyncMock(return_value=at))
    api = MagicMock()
    rng = 250 if high_vol else 40  # 고변동: ATR≈500(>3%)
    bars = [{"stck_clpr": str(price + 100 + (i % 3) * 50), "stck_hgpr": str(price + 100 + rng + (i % 3) * 50),
             "stck_lwpr": str(price + 100 - rng + (i % 3) * 50)} for i in range(30)]
    api.get_daily_chart = AsyncMock(return_value={"output2": bars})
    queue = list(prices)

    async def _gcp(code):
        p = queue.pop(0) if queue else RuntimeError("no more")
        if isinstance(p, Exception):
            raise p
        return {"output": {"stck_prpr": str(p)}}
    api.get_current_price = _gcp
    api.get_balance = AsyncMock(return_value={"rt_cd": "0", "output1": [
        {"pdno": "005930", "hldg_qty": "10", "ord_psbl_qty": "10"}]})
    monkeypatch.setattr(es, "korea_investment_api", api)
    from app.services.daytrading.position_manager import day_trading_state
    monkeypatch.setattr(day_trading_state, "positions", {})
    orders = []

    async def _spo(**kw):
        orders.append(kw["quantity"])
        return {"rt_cd": "1", "msg_cd": "X", "msg1": "stop here"}
    monkeypatch.setattr(te, "safe_place_order", _spo)
    return es, orders


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


@pytest.mark.asyncio
async def test_h1_high_vol_stale_quote_uses_cached_atr(monkeypatch):
    """[재현 반전] 실시세 주기 보유(-8%, 고변동) → 시세 실패 주기에도 보유(이전: -7% 오손절)."""
    es, orders = _env(monkeypatch, price=9200, prices=[9200, RuntimeError("EGW00201")])
    await _cycle(es)
    assert orders == []
    assert "005930" in es._last_atr
    await _cycle(es)
    assert orders == []


@pytest.mark.asyncio
async def test_h1_stale_without_atr_uses_loosest_stop(monkeypatch):
    loosest = -max(abs(settings.STOP_LOSS_PERCENT), abs(settings.STOP_LOSS_HIGH_VOL))
    tight = -min(abs(settings.STOP_LOSS_PERCENT), abs(settings.STOP_LOSS_HIGH_VOL))
    between = int(10000 * (1 + (tight + loosest) / 2 / 100))  # 타이트 손절 초과·느슨 손절 미만
    es, orders = _env(monkeypatch, price=between, prices=[RuntimeError("down")])
    await _cycle(es)
    assert orders == []
    beyond = int(10000 * (1 + (loosest - 1) / 100))
    es2, orders2 = _env(monkeypatch, price=beyond, prices=[RuntimeError("down")])
    await _cycle(es2)
    assert orders2 == [10]


@pytest.mark.asyncio
async def test_h1_cached_low_vol_atr_keeps_normal_stop(monkeypatch):
    """캐시된 ATR 이 저변동이면 일반 손절률 그대로(완화는 ATR 을 모를 때만)."""
    floor = -abs(settings.STOP_LOSS_PERCENT)
    below = int(10000 * (1 + (floor - 1) / 100))
    es, orders = _env(monkeypatch, price=below, prices=[RuntimeError("down")])
    from app.core.timeutil import now_kst
    es._last_atr["005930"] = (below * 0.01, time.monotonic(), now_kst())  # ATR 1%
    await _cycle(es)
    assert orders == [10]


@pytest.mark.asyncio
async def test_h1_expired_or_pre_entry_atr_ignored(monkeypatch):
    floor = -abs(settings.STOP_LOSS_PERCENT)
    below = int(10000 * (1 + (floor - 1) / 100))  # 일반 손절 초과, 느슨 손절 미만
    from app.core.timeutil import now_kst
    age = float(settings.SWING_FALLBACK_PRICE_MAX_AGE_SEC) + 60
    es, orders = _env(monkeypatch, price=below, prices=[RuntimeError("down")])
    es._last_atr["005930"] = (below * 0.01, time.monotonic() - age, now_kst() - timedelta(seconds=age))
    await _cycle(es)
    assert orders == []  # 만료된 저변동 ATR 무시 → 느슨한 손절
    es2, orders2 = _env(monkeypatch, price=below, prices=[RuntimeError("down")])
    es2._last_atr["005930"] = (below * 0.01, time.monotonic(), now_kst() - timedelta(days=5))  # 진입 이전
    await _cycle(es2)
    assert orders2 == []


def test_stale_fallback_stop_pct_v2_resolver_failure_floor(monkeypatch):
    import app.services.swing.exit_service as es

    def _boom(*a, **k):
        raise RuntimeError("x")
    monkeypatch.setattr(mr, "resolve_swing_stop_params_v2", _boom)
    assert es._stale_fallback_stop_pct_v2("005930", 10000.0, None) == -max(
        abs(settings.STOP_LOSS_PERCENT), abs(settings.STOP_LOSS_HIGH_VOL))


# ── M-4 연속 skip 경보 ────────────────────────────────────────────────────

@pytest.mark.asyncio
async def test_m4_no_price_skip_alerts_per_stock(monkeypatch):
    n = int(settings.SWING_FALLBACK_SKIP_ALERT_AFTER)
    age = float(settings.SWING_FALLBACK_PRICE_MAX_AGE_SEC) + 60
    es, orders = _env(monkeypatch, price=8000, prices=[RuntimeError("down")] * (n + 1),
                      holding_updated_ago=age)
    import app.services.telegram_notifier as tn
    notify = AsyncMock()
    monkeypatch.setattr(tn.telegram_notifier, "notify_system_warning", notify)
    for _ in range(n - 1):
        await _cycle(es)
    notify.assert_not_awaited()
    await _cycle(es)
    notify.assert_awaited_once()
    assert "005930" in notify.await_args.args[1]
    assert orders == []


@pytest.mark.asyncio
async def test_m4_skip_counter_resets_on_live_price(monkeypatch):
    age = float(settings.SWING_FALLBACK_PRICE_MAX_AGE_SEC) + 60
    es, _ = _env(monkeypatch, price=10000, prices=[RuntimeError("down"), 10000],
                 holding_updated_ago=age)
    await _cycle(es)
    assert es._no_price_skips.get("005930") == 1
    await _cycle(es)
    assert "005930" not in es._no_price_skips


# ── Low: 로그 없는 except → warning ───────────────────────────────────────

@pytest.mark.asyncio
async def test_low_regime_and_dt_lookup_failures_warn(monkeypatch, caplog):
    es, _ = _env(monkeypatch, price=10000, prices=[10000])
    monkeypatch.setattr(es, "check_market_regime", AsyncMock(side_effect=RuntimeError("regime")))
    from app.services.daytrading.position_manager import day_trading_state

    class _Boom:
        def get(self, *a):
            raise RuntimeError("dt state")
    monkeypatch.setattr(day_trading_state, "positions", _Boom())
    with caplog.at_level(logging.WARNING, logger=es.logger.name):
        await _cycle(es)
    msgs = [r.getMessage() for r in caplog.records if r.levelno >= logging.WARNING]
    assert any("시장 국면 조회 실패" in m for m in msgs)
    assert any("DT 보유분 조회 실패" in m for m in msgs)