동기화로 유입된 포지션(ActiveTrade 행 없음)에 1차 익절(50%)이 매 사이클 반복 실행돼 전량 청산되는 문제 수정 (2026-09-22 두산에너빌리티 18→9→0주). - exit_service: 부분매도 시 ActiveTrade 없으면 필수 키 포함해 생성, Portfolio 잔량 즉시 감소 - db_worker: 필수 키 없는 ActiveTrade 신규 upsert는 재시도 대신 경고 후 스킵 - portfolio.py sync 청산 경로 동일 수정 - 회귀 테스트 추가 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
124 lines
5.7 KiB
Python
124 lines
5.7 KiB
Python
"""ActiveTrade 행이 없는 스윙 포지션의 부분매도 중복 실행 회귀 테스트.
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2026-09-22 두산에너빌리티(034020): 동기화로 유입된 포지션(ActiveTrade 없음)에
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"1차 익절(50%)"이 2분 간격으로 두 번 실행돼 전량 청산됨.
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원인: exit_service가 remaining_pct 갱신 upsert에 quantity/entry_price를 넣지 않아
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db_worker의 신규 INSERT가 NOT NULL 위반 → remaining_pct 미저장 + Portfolio.quantity 미감소.
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"""
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import asyncio
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from decimal import Decimal
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from types import SimpleNamespace
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from unittest.mock import AsyncMock, patch
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import pytest
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from sqlalchemy.ext.asyncio import AsyncSession, async_sessionmaker, create_async_engine
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from sqlalchemy import select
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from app.models.models import Base, Portfolio, ActiveTrade
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from app.services.mean_reversion_strategy import ExitSignal
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from app.services import db_worker
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from app.services.swing import exit_service
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def _daily_chart(n=30, close=86200.0):
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return {"output2": [
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{"stck_clpr": str(close), "stck_hgpr": str(close * 1.01), "stck_lwpr": str(close * 0.99)}
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for _ in range(n)
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]}
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async def _drain(queue, session_factory):
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"""db_worker 로직으로 큐를 처리 (실제 워커 코드 경로 사용)."""
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with patch.object(db_worker, "AsyncSessionLocal", session_factory), \
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patch.object(db_worker, "get_db_task_queue", return_value=queue):
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worker = asyncio.create_task(db_worker.db_writer_worker())
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await queue.join()
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worker.cancel()
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try:
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await worker
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except (asyncio.CancelledError, Exception):
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pass
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@pytest.mark.asyncio
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async def test_partial_exit_without_active_trade_runs_once():
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engine = create_async_engine("sqlite+aiosqlite:///:memory:")
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async with engine.begin() as conn:
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await conn.run_sync(lambda c: Base.metadata.create_all(c, tables=[Portfolio.__table__, ActiveTrade.__table__]))
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Session = async_sessionmaker(engine, class_=AsyncSession, expire_on_commit=False)
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async with Session() as s:
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s.add(Portfolio(
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stock_code="034020", stock_name="두산에너빌리티", quantity=18,
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average_price=Decimal("85589"), current_price=Decimal("86200"),
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strategy_type="swing",
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))
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await s.commit()
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queue = asyncio.Queue()
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partial = ExitSignal(action="SELL_PARTIAL", reason="1차 익절(50%): RSI(55.2)>=55", sell_pct=0.5)
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order_ok = {"rt_cd": "0", "output": {"ODNO": "0000002153"}}
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api = SimpleNamespace(
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get_current_price=AsyncMock(return_value={"output": {"stck_prpr": "86200"}}),
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get_daily_chart=AsyncMock(return_value=_daily_chart()),
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)
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place_order = AsyncMock(return_value=order_ok)
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with patch.object(exit_service, "korea_investment_api", api), \
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patch.object(exit_service, "check_market_regime", AsyncMock(return_value={"regime_200d": "bull"})), \
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patch.object(exit_service, "check_exit_signal", return_value=partial), \
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patch.object(exit_service, "calculate_atr", return_value=1500.0), \
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patch.object(exit_service, "calculate_rsi", return_value=55.2), \
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patch.object(exit_service, "calculate_bollinger", return_value=(90000.0, 85370.0, 80000.0)), \
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patch("app.services.trade_executor.safe_place_order", place_order), \
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patch.object(db_worker, "db_task_queue", queue), \
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patch.object(exit_service.loss_tracker, "record_trade_result_safe", AsyncMock()), \
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patch.object(exit_service.loss_tracker, "save_to_db", AsyncMock()):
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# 1차 사이클: 18주 → 9주 매도
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async with Session() as s:
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exits = await exit_service.check_and_execute_exit_v2(s)
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assert len(exits) == 1 and exits[0]["sell_quantity"] == 9
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await _drain(queue, Session)
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async with Session() as s:
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at = (await s.execute(select(ActiveTrade).where(ActiveTrade.stock_code == "034020"))).scalars().all()
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pf = (await s.execute(select(Portfolio).where(Portfolio.stock_code == "034020"))).scalar_one()
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assert len(at) == 1, "부분매도 후 ActiveTrade 행이 생성돼야 함"
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assert float(at[0].remaining_pct) == 0.5
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assert at[0].quantity == 9 and float(at[0].entry_price) == 85589.0
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assert pf.quantity == 9, "부분매도 후 Portfolio 잔량이 즉시 감소해야 함"
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# 2차 사이클: remaining_pct=0.5 → check_exit_signal에 전달되는 값으로 재실행 차단 확인
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seen = {}
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def _capture(**kw):
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seen.update(kw)
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return None
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with patch.object(exit_service, "check_exit_signal", side_effect=_capture):
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async with Session() as s:
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exits2 = await exit_service.check_and_execute_exit_v2(s)
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assert exits2 == []
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assert seen["remaining_pct"] == 0.5
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assert place_order.await_count == 1, "매도 주문은 한 번만 나가야 함"
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await engine.dispose()
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@pytest.mark.asyncio
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async def test_db_worker_skips_active_trade_insert_without_required_keys():
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"""필수 키 없는 신규 upsert는 IntegrityError 재시도 대신 스킵."""
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engine = create_async_engine("sqlite+aiosqlite:///:memory:")
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async with engine.begin() as conn:
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await conn.run_sync(lambda c: Base.metadata.create_all(c, tables=[Portfolio.__table__, ActiveTrade.__table__]))
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Session = async_sessionmaker(engine, class_=AsyncSession, expire_on_commit=False)
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queue = asyncio.Queue()
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await queue.put({"type": "upsert_active_trade", "data": {"stock_code": "000000", "remaining_pct": 0.5}})
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await asyncio.wait_for(_drain(queue, Session), timeout=5) # 재시도(1+2+4초) 없이 즉시 끝나야 함
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async with Session() as s:
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rows = (await s.execute(select(ActiveTrade))).scalars().all()
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assert rows == []
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await engine.dispose()
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