auto-stock/backend/tests/test_round4_fixes_20261002.py

"""[4회차 2026-10-02] 검증 결함 회귀 — H-1 / M-2 / M-3 / L-2 / L-3 / L-4.

(M-1 reset 경합·L-1 장외 축소는 tests/test_mdd_reduction_retry_20261002.py)
주문·취소 종단은 trade_executor 가 실제로 참조하는 `te.korea_investment_api` 에 건다.
"""
from types import SimpleNamespace
from unittest.mock import AsyncMock

import pytest

from app.core.config import settings
from app.services import trade_executor as te


class _MustNotCall(BaseException):
    pass


def _boom(name):
    async def _f(*a, **k):
        raise _MustNotCall(f"{name} 가 호출되면 안 된다")
    return _f


async def _nosleep(*a, **k):
    return None


# ═════════════════════════════════════════════════════════════════════════════
# H-1 (a)(b): 매도 가격 — 낡은 배치가 대신 시장가 / 주문 직전 재산정
# ═════════════════════════════════════════════════════════════════════════════

def test_h1_price_policy_pure():
    # 전량 청산 → 시장가
    assert te._resolve_sell_order_price_v2("005930", 70000, True, True, 5.0)[1:] == (None, "market")
    # 손실 청산(부분이어도) → 시장가
    assert te._resolve_sell_order_price_v2("005930", 70000, True, False, -3.0)[1:] == (None, "market")
    # 부분 익절 → 재산정
    assert te._resolve_sell_order_price_v2("005930", 70000, True, False, 4.0)[2] == "limit_refresh"
    # 해외 → 기존 지정가 유지
    ref, px, kind = te._resolve_sell_order_price_v2("AAPL", 100.0, False, True, -5.0)
    assert kind == "limit_overseas" and px == te._adjust_order_price(100.0, "SELL", False)


class _Scal:
    def first(self):
        return None

    def all(self):
        return []


class _SellDB:
    async def execute(self, stmt):
        return SimpleNamespace(scalars=lambda: _Scal(), scalar_one_or_none=lambda: None)


@pytest.fixture
def sell_env(monkeypatch):
    import app.services.db_worker as dbw
    from app.services.loss_tracker import loss_tracker
    class _L(list):
        pass
    orders = _L()

    async def _po(is_domestic, stock_code, order_type, quantity, price, exchange_code="NASD", max_retries=3):
        orders.append({"price": price, "quantity": quantity})
        return {"rt_cd": "0", "output": {"ODNO": "0001", "ORD_TMD": "100000"}}
    monkeypatch.setattr(te, "_place_order_with_retry", _po)
    monkeypatch.setattr(te, "_acquire_order_lock", AsyncMock(return_value=True))
    monkeypatch.setattr(te, "_release_order_lock", AsyncMock(return_value=None))

    async def _noop(*a, **k):
        return None
    verifies = []

    async def _cap_verify(*a, **k):
        verifies.append(k)
    monkeypatch.setattr(te, "_verify_and_sync_execution", _cap_verify)
    monkeypatch.setattr(te, "_verify_and_sync_execution_v2", _cap_verify)
    monkeypatch.setattr(dbw, "enqueue_trade_history", _noop)
    monkeypatch.setattr(dbw, "enqueue_active_trade_upsert", _noop)
    monkeypatch.setattr(dbw, "enqueue_close_active_trade", _noop)
    monkeypatch.setattr(dbw, "enqueue_db_write", _noop)
    monkeypatch.setattr(loss_tracker, "record_trade_result_safe", AsyncMock())
    monkeypatch.setattr(loss_tracker, "save_to_db", AsyncMock())
    from app.services.daytrading.position_manager import day_trading_state
    day_trading_state.positions.pop("005930", None)
    orders.verifies = verifies  # type: ignore[attr-defined]
    return orders


def _holding(qty=10):
    return SimpleNamespace(quantity=qty, average_price=60000, profit_loss_rate=0,
                           strategy_type="swing", stock_name="삼성", current_price=70000)


async def _sell(sell_pct, current_price=70000, avg=60000):
    h = _holding()
    h.average_price = avg
    stock = {"stock_code": "005930", "strategy_type": "swing", "strategy_name": "swing",
             "remaining_pct": 1.0}
    return await te._execute_sell(
        stock, _SellDB(), h, current_price, ["x"], True, "KRX", "005930", "삼성", sell_pct=sell_pct,
    )


@pytest.mark.asyncio
async def test_h1_full_exit_is_market_order(sell_env, monkeypatch):
    monkeypatch.setattr(te.korea_investment_api, "get_current_price", _boom("get_current_price"))
    await _sell(1.0)
    assert sell_env[-1]["price"] is None, "전량 청산이 낡은 배치가 지정가로 나갔다"


@pytest.mark.asyncio
async def test_h1_partial_take_profit_reprices_before_order(sell_env, monkeypatch):
    monkeypatch.setattr(te.korea_investment_api, "get_current_price",
                        AsyncMock(return_value={"output": {"stck_prpr": "65000"}}))
    await _sell(0.5)
    assert sell_env[-1]["price"] == te._adjust_order_price(65000, "SELL", True), \
        "부분 익절 지정가가 주문 직전 현재가로 재산정되지 않았다(배치가 70000 사용)"


@pytest.mark.asyncio
async def test_h1_partial_reprice_failure_falls_back_to_market(sell_env, monkeypatch):
    async def _fail(*a, **k):
        raise RuntimeError("시세 실패")
    monkeypatch.setattr(te.korea_investment_api, "get_current_price", _fail)
    await _sell(0.5)
    assert sell_env[-1]["price"] is None


# ═════════════════════════════════════════════════════════════════════════════
# H-1 (c) / L-4: 체결 확인 — 미체결 매도 취소, 불성립 매수 CANCELLED
# ═════════════════════════════════════════════════════════════════════════════

@pytest.fixture
def verify_env(monkeypatch):
    import app.services.db_worker as dbw
    updates = []

    async def _upd(order_id, fields):
        updates.append((order_id, dict(fields)))
    monkeypatch.setattr(dbw, "enqueue_update_trade_history_by_order_id", _upd)
    monkeypatch.setattr(te.asyncio, "sleep", _nosleep)

    async def _noop(*a, **k):
        return None
    monkeypatch.setattr(te, "_delayed_sync_portfolio", _noop)
    return updates


def _exec(filled, remaining, found=True):
    return AsyncMock(return_value={"ok": True, "found": found, "filled_qty": filled,
                                   "filled_price": 70000, "remaining_qty": remaining})


async def _flush_tasks():
    import asyncio as _aio
    await _aio.sleep(0)


@pytest.mark.asyncio
async def test_h1r5_market_full_exit_never_cancelled(sell_env, monkeypatch):
    """[5회차] 시장가(전량·손절) 매도는 미체결 취소 대상이 아니다(종가 단일가·VI·하한가)."""
    monkeypatch.setattr(te.korea_investment_api, "get_current_price", _boom("get_current_price"))
    await _sell(1.0)
    await _flush_tasks()
    assert sell_env.verifies and sell_env.verifies[-1]["cancel_unfilled_limit"] is False
    assert sell_env.verifies[-1]["rollback_active_trade"] is None


@pytest.mark.asyncio
async def test_h1r5_limit_partial_passes_cancel_and_rollback_snapshot(sell_env, monkeypatch):
    monkeypatch.setattr(te.korea_investment_api, "get_current_price",
                        AsyncMock(return_value={"output": {"stck_prpr": "65000"}}))
    await _sell(0.5)
    await _flush_tasks()
    k = sell_env.verifies[-1]
    assert k["cancel_unfilled_limit"] is True
    snap = k["rollback_active_trade"]
    assert snap["quantity"] == 10 and snap["remaining_pct"] == 1.0
    assert snap.get("strategy_name") == "swing", "롤백이 다른 전략 행을 덮으면 안 된다"


@pytest.mark.asyncio
async def test_h1r5_v1_verify_never_cancels(verify_env, monkeypatch):
    """기존 시그니처(_verify_and_sync_execution) = 시장가·종류 불명 경로 → 잔량이 살아 있어도 취소 금지."""
    k = te.korea_investment_api
    monkeypatch.setattr(k, "get_order_execution", _exec(0, 5))
    monkeypatch.setattr(k, "cancel_order_v2", _boom("cancel_order(시장가)"))
    await te._verify_and_sync_execution("0001", "005930", "삼성", 5, 70000, "SELL", True, "KRX", 0, delay=0)
    assert verify_env == []


_SNAP = {"stock_code": "005930", "strategy_name": "swing", "remaining_pct": 1.0,
         "quantity": 10, "highest_since_entry": 72000.0}


@pytest.fixture
def at_capture(monkeypatch):
    import app.services.db_worker as dbw
    cap = []

    async def _u(p):
        cap.append(dict(p))
    monkeypatch.setattr(dbw, "enqueue_active_trade_upsert", _u)
    return cap


@pytest.mark.asyncio
async def test_h1r5_limit_unfilled_cancel_rolls_back_active_trade(verify_env, at_capture, monkeypatch):
    k = te.korea_investment_api
    monkeypatch.setattr(k, "get_order_execution", _exec(0, 5))
    cancel = AsyncMock(return_value={"rt_cd": "0"})
    monkeypatch.setattr(k, "cancel_order_v2", cancel)
    await te._verify_and_sync_execution_v2(
        "0001", "005930", "삼성", 5, 65000, "SELL", True, "KRX", 0, delay=0,
        cancel_unfilled_limit=True, rollback_active_trade=dict(_SNAP),
    )
    cancel.assert_awaited_once_with("0001", org_no=None, quantity=5, stock_code="005930")
    assert verify_env == [("0001", {"status": "CANCELLED", "executed_quantity": 0})]
    assert at_capture == [_SNAP], "0체결 취소인데 ActiveTrade 가 주문 전 상태로 원복되지 않았다"


@pytest.mark.asyncio
async def test_h1r5_limit_partial_fill_cancel_fixes_quantity(verify_env, at_capture, monkeypatch):
    k = te.korea_investment_api
    monkeypatch.setattr(k, "get_order_execution", _exec(2, 3))
    monkeypatch.setattr(k, "cancel_order_v2", AsyncMock(return_value={"rt_cd": "0"}))
    await te._verify_and_sync_execution_v2(
        "0001", "005930", "삼성", 5, 65000, "SELL", True, "KRX", 0, delay=0,
        cancel_unfilled_limit=True, rollback_active_trade=dict(_SNAP),
    )
    assert verify_env and verify_env[-1][1]["status"] == "COMPLETED"
    assert verify_env[-1][1]["executed_quantity"] == 2
    assert at_capture == [{"stock_code": "005930", "strategy_name": "swing", "quantity": 8}]


@pytest.mark.asyncio
async def test_h1r5_cancel_failure_logs_error_no_rollback(verify_env, at_capture, monkeypatch, caplog):
    k = te.korea_investment_api
    monkeypatch.setattr(k, "get_order_execution", _exec(0, 5))
    monkeypatch.setattr(k, "cancel_order_v2", AsyncMock(return_value={"rt_cd": "1", "msg1": "취소불가"}))
    with caplog.at_level("ERROR"):
        await te._verify_and_sync_execution_v2(
            "0001", "005930", "삼성", 5, 65000, "SELL", True, "KRX", 0, delay=0,
            cancel_unfilled_limit=True, rollback_active_trade=dict(_SNAP),
        )
    assert verify_env == [] and at_capture == []
    assert any("취소 거부" in r.message for r in caplog.records)


def test_l5_lookup_matched_order_is_never_cancel_target():
    import inspect
    src = inspect.getsource(te._execute_sell)
    i = src.index("_cancel_unfilled_limit = (")
    assert 'not order_result.get("_matched_by_lookup")' in src[i:i + 300]
    assert "order_price is not None" in src[i:i + 300] and "not _full_exit" in src[i:i + 300]


@pytest.mark.asyncio
async def test_h1_buy_live_remainder_is_not_cancelled(verify_env, monkeypatch):
    k = te.korea_investment_api
    monkeypatch.setattr(k, "get_order_execution", _exec(0, 5))
    monkeypatch.setattr(k, "cancel_order_v2", _boom("cancel_order(BUY)"))
    await te._verify_and_sync_execution("0001", "005930", "삼성", 5, 70000, "BUY", True, "KRX", 0, delay=0)
    assert verify_env == []


@pytest.mark.asyncio
async def test_l4_dead_buy_marked_cancelled(verify_env, monkeypatch):
    k = te.korea_investment_api
    monkeypatch.setattr(k, "get_order_execution", _exec(0, 0))
    monkeypatch.setattr(k, "cancel_order_v2", _boom("cancel_order"))
    await te._verify_and_sync_execution("0002", "005930", "삼성", 5, 70000, "BUY", True, "KRX", 0, delay=0)
    assert verify_env == [("0002", {"status": "CANCELLED", "executed_quantity": 0})]


# ═════════════════════════════════════════════════════════════════════════════
# M-3: 일일 스윙 한도에 반영 지연 중인 사이클 매수 합산
# ═════════════════════════════════════════════════════════════════════════════

@pytest.mark.asyncio
async def test_m3_daily_count_includes_inflight_swing_buys():
    class _DB:
        async def execute(self, stmt):
            return SimpleNamespace(scalars=lambda: SimpleNamespace(all=lambda: ["000001"]))
    te._recent_cycle_buys.clear()
    try:
        for code, st in (("000001", "swing"), ("000002", "swing"), ("000003", "manual"), ("AAPL", "swing")):
            te._note_cycle_buy_v2(code, code, 1, 1000)
            te._recent_cycle_buys[code]["strategy_type"] = st
        te._note_cycle_buy_v2("000004", "D", 1, 1000)  # 태그 없음(레거시) = 스윙 소유로 셈
        # DB 000001 ∪ 지연 중 스윙 000002·000004 (manual·해외 제외, 000001 중복 제외)
        assert await te._count_swing_buys_today_v2(_DB()) == 3
    finally:
        te._recent_cycle_buys.clear()


# ═════════════════════════════════════════════════════════════════════════════
# M-2 / L-2 / L-3: 루프
# ═════════════════════════════════════════════════════════════════════════════

class _LoopDB:
    def __init__(self, held):
        self.held = held

    async def execute(self, stmt):
        return SimpleNamespace(scalars=lambda: SimpleNamespace(all=lambda: list(self.held)))


@pytest.fixture
def loop_env(monkeypatch):
    monkeypatch.setattr(settings, "BEAR_MARKET_FILTER_ENABLED", False)
    monkeypatch.setattr(settings, "MAX_DAILY_TRADES", 2)
    monkeypatch.setattr(te, "_regime_limits_v2", lambda _r: (20, 1.0))
    monkeypatch.setattr(te.asyncio, "sleep", _nosleep)
    te._order_reject_cooldown.clear()
    te._account_reject_at = None
    te._eval_rotation_offset = 0
    seen = []

    async def _eat(stock, db):
        seen.append((stock["stock_code"], bool(stock.get("_exit_only"))))
        return {"action": "HOLD", "reason": "x"}
    monkeypatch.setattr(te, "execute_auto_trade", _eat)
    yield seen
    te._order_reject_cooldown.clear()
    te._account_reject_at = None
    te._eval_rotation_offset = 0


def _recs(codes):
    return {"recommendations_by_rule": [{"rule_name": "r", "stocks": [
        {"stock_code": c, "rule_priority": 1, "score": 100 - i} for i, c in enumerate(codes)
    ]}]}


@pytest.mark.asyncio
@pytest.mark.parametrize("count", [2, None])
async def test_m2_held_exit_eval_when_buys_blocked(loop_env, monkeypatch, count):
    """일일 한도 소진(2) / 건수 조회 실패(None) — 신규는 막고 보유는 _exit_only 로 평가."""
    monkeypatch.setattr(te, "_count_swing_buys_today_v2", AsyncMock(return_value=count))
    await te._execute_auto_trade_background_locked(_recs(["HELD", "NEW"]), _LoopDB(["HELD"]))
    assert loop_env == [("HELD", True)]


@pytest.mark.asyncio
async def test_m2_regime_gate_still_evaluates_held(loop_env, monkeypatch):
    monkeypatch.setattr(te, "_regime_limits_v2", lambda _r: (0, 0.0))
    monkeypatch.setattr(te, "_count_swing_buys_today_v2", _boom("count(국면 게이트 시 불필요)"))
    await te._execute_auto_trade_background_locked(_recs(["HELD", "NEW"]), _LoopDB(["HELD"]))
    assert loop_env == [("HELD", True)]


@pytest.mark.asyncio
async def test_l2_account_reject_pauses_all_new_buys(loop_env, monkeypatch):
    monkeypatch.setattr(te, "_count_swing_buys_today_v2", AsyncMock(return_value=0))
    te._note_order_reject_v2("X", {"rt_cd": "1", "msg_cd": settings.KIS_ACCOUNT_REJECT_MSG_CODES[0]})
    assert te._account_reject_cooldown_remaining_v2() > 0
    await te._execute_auto_trade_background_locked(_recs(["HELD", "N1", "N2"]), _LoopDB(["HELD"]))
    assert loop_env == [("HELD", True)]
    # 종목 단위 거부는 계좌 쿨다운을 걸지 않는다
    te._account_reject_at = None
    te._note_order_reject_v2("Y", {"rt_cd": "1", "msg_cd": "APBK0013"})
    assert te._account_reject_cooldown_remaining_v2() == 0.0


@pytest.mark.asyncio
async def test_l3_rotation_offset_reaches_lower_candidates(loop_env, monkeypatch):
    monkeypatch.setattr(te, "_count_swing_buys_today_v2", AsyncMock(return_value=0))
    monkeypatch.setattr(settings, "AUTO_TRADE_MAX_EVALUATIONS_PER_CYCLE", 2)
    cycles = []
    for _ in range(3):
        loop_env.clear()
        await te._execute_auto_trade_background_locked(_recs(list("ABCDE")), _LoopDB([]))
        cycles.append([c for c, _ in loop_env])
    assert cycles == [["A", "B"], ["C", "D"], ["E", "A"]], cycles


# ═════════════════════════════════════════════════════════════════════════════
# safe_place_order(_v2) msg_cd — 전송 전/후 구분 (DT 재시도 판정용)
# ═════════════════════════════════════════════════════════════════════════════
# conftest 가 테스트마다 te.safe_place_order 를 차단 스텁으로 바꾸므로, 수집 시점의
# 원본을 잡아 둔다(KIS 클래스 메서드 차단은 그대로 유지된다).
from app.services.trade_executor import (  # noqa: E402
    safe_place_order as _REAL_SAFE_PLACE_ORDER,
    safe_place_order_v2 as _REAL_SAFE_PLACE_ORDER_V2,
)


@pytest.fixture
def safe_env(monkeypatch):
    released = []
    monkeypatch.setattr(te, "_acquire_order_lock", AsyncMock(return_value=True))

    async def _rel(code, typ):
        released.append((code, typ))
    monkeypatch.setattr(te, "_release_order_lock", _rel)
    return released


def _ctx(kis):
    return SimpleNamespace(is_legacy=True, user_id=None, kis=kis)


@pytest.mark.asyncio
@pytest.mark.parametrize("variant", ["v1", "v2"])
async def test_safe_order_lock_busy_has_msg_cd(monkeypatch, variant):
    monkeypatch.setattr(te, "_acquire_order_lock", AsyncMock(return_value=False))
    k = SimpleNamespace(place_order=_boom("place_order"))
    monkeypatch.setattr(te.korea_investment_api, "place_order", _boom("place_order"))
    r = (await _REAL_SAFE_PLACE_ORDER("005930", "SELL", 1) if variant == "v1"
         else await _REAL_SAFE_PLACE_ORDER_V2(_ctx(k), "005930", "SELL", 1))
    assert r == {"rt_cd": "-1", "msg_cd": "ORDER_LOCK_BUSY", "msg1": "order_lock_busy"}


@pytest.mark.asyncio
@pytest.mark.parametrize("variant", ["v1", "v2"])
async def test_safe_order_presend_exception(safe_env, monkeypatch, variant):
    def _bad_sem(key):
        raise RuntimeError("semaphore broken")
    monkeypatch.setattr(te, "_get_order_semaphore", _bad_sem)
    k = SimpleNamespace(place_order=_boom("place_order"))
    monkeypatch.setattr(te.korea_investment_api, "place_order", _boom("place_order"))
    r = (await _REAL_SAFE_PLACE_ORDER("005930", "SELL", 1) if variant == "v1"
         else await _REAL_SAFE_PLACE_ORDER_V2(_ctx(k), "005930", "SELL", 1))
    assert r["rt_cd"] == "-1" and r["msg_cd"] == "KIS_PRESEND_EXCEPTION"
    assert safe_env, "락이 해제되지 않았다"


@pytest.mark.asyncio
@pytest.mark.parametrize("variant", ["v1", "v2"])
@pytest.mark.parametrize("mode", ["raise", "none"])
async def test_safe_order_post_send_unknown(safe_env, monkeypatch, variant, mode):
    async def _po(**kw):
        if mode == "raise":
            raise RuntimeError("read timeout")
        return None
    k = SimpleNamespace(place_order=_po)
    monkeypatch.setattr(te.korea_investment_api, "place_order", _po)
    r = (await _REAL_SAFE_PLACE_ORDER("005930", "SELL", 1) if variant == "v1"
         else await _REAL_SAFE_PLACE_ORDER_V2(_ctx(k), "005930", "SELL", 1))
    assert r["rt_cd"] == "-1" and r["msg_cd"] == "KIS_TRANSPORT_UNKNOWN"


@pytest.mark.asyncio
async def test_safe_order_success_passthrough(safe_env, monkeypatch):
    ok = {"rt_cd": "0", "output": {"ODNO": "1"}}
    monkeypatch.setattr(te.korea_investment_api, "place_order", AsyncMock(return_value=ok))
    assert await _REAL_SAFE_PLACE_ORDER("005930", "BUY", 1) == ok