auto-stock/backend/tests/test_dt_restore_verify_r3_20261009.py

"""[2026-10-09 하드닝 R3] DT 기동 복원 검증 + 원장 재구성 연패의 왕복 기준 회귀 테스트.

결함 1 (MEDIUM): restore_from_db 가 closed_today·KIS 실보유를 보지 않고 당일 active day_trade 행을
  인메모리로 되살려, 청산 큐 유실 뒤 재기동하면 이미 판 물량을 일반 청산 경로가 다시 팔 수 있었다.
  → verify_restored_today_positions_v2 (장중 복원 경로 _restore_lost_today_positions_impl 과 같은 규칙).
결함 2 (LOW): Redis 미스 시 원장 재구성의 연패가 마지막 레그 기준이라 실시간 왕복 기준(R2-4)과 달랐다.
"""
import inspect
from datetime import datetime, timedelta
from types import SimpleNamespace
from unittest.mock import AsyncMock, patch

import pytest

from app.core.config import settings
from app.services.daytrading import exit_service as xs
from app.services.daytrading import position_manager as pm
from app.services.daytrading.position_manager import DayTradingState


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


class _KISDown(Exception):
    pass


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 _no_db():
    raise _MustNotCall("DB 조회가 일어나면 안 된다")


async def _no_kis():
    raise _MustNotCall("KIS 잔고 조회가 일어나면 안 된다")


def _holdings(mapping):
    async def _f():
        return {c: {"hldg": q, "sellable": q} for c, q in mapping.items()}
    return _f


async def _kis_down():
    raise _KISDown("balance down")


def _today_at(h=9, m=10):
    return datetime.combine(pm._today_kst(), datetime.min.time()).replace(hour=h, minute=m)


def _pos(qty, entry_time=None, restored=True):
    return {
        "stock_name": "T", "strategy": "day_trade", "entry_price": 10_000.0,
        "stop_loss": 9_800.0, "target_price": 10_300.0, "quantity": qty,
        "highest_price": 10_000.0, "entry_time": entry_time or _today_at(),
        "reason": "", "order_id": "", **({"restored_from_db": True} if restored else {}),
    }


@pytest.fixture(autouse=True)
def _notify():
    m = AsyncMock(return_value=None)
    with patch.object(pm, "_notify_daily_state_impl", m):
        yield m


def _state(**positions):
    st = DayTradingState()
    st.begin_restore()
    st.positions.update(positions)
    return st


# ── 결함 1: 기동 복원 검증 ────────────────────────────────────────────────────

@pytest.mark.asyncio
async def test_closed_today_restored_position_is_held_back_and_alerted(_notify):
    """전량 청산 후 close 큐 유실 → active 행이 남아 복원돼도 DT 전량 청산 기록이면 되살리지 않는다.

    [R2 하드닝] 근거는 closed_today(재진입 차단)가 아니라 remove_position 이 남기는 dt_exited_today.
    """
    st = _state(A00001=_pos(7))
    st.closed_today.add("A00001")
    st.dt_exited_today.add("A00001")
    r = await st.verify_restored_today_positions_v2(session_factory=_no_db, holdings_fetcher=_no_kis)
    assert "A00001" not in st.positions
    assert r["held"] == ["A00001"]
    assert "A00001" in st.closed_today  # 재진입 차단 유지
    _notify.assert_awaited_once()


@pytest.mark.asyncio
async def test_kis_holding_minus_swing_below_row_qty_is_held_back(_notify):
    """실보유 7주 중 스윙 4주 → DT 가용 3주 < 행 7주: 복원하면 스윙 물량을 판다(§3.5)."""
    st = _state(A00002=_pos(7))
    swing = [SimpleNamespace(stock_code="A00002", quantity=4)]
    r = await st.verify_restored_today_positions_v2(
        session_factory=_factory(swing), holdings_fetcher=_holdings({"A00002": 7}),
    )
    assert "A00002" not in st.positions
    assert r["held"] == ["A00002"] and r["unverified"] is False
    _notify.assert_awaited_once()
    assert "A00002" not in st.closed_today  # 잔고가 맞으면 장중 복원이 다시 잡을 수 있게


@pytest.mark.asyncio
async def test_partial_sell_upsert_lost_row_qty_exceeds_holding_is_held_back():
    """분할 매도 후 잔량 upsert 유실 — 행 10주, 실보유 5주 → 보류."""
    st = _state(A00003=_pos(10))
    r = await st.verify_restored_today_positions_v2(
        session_factory=_factory([]), holdings_fetcher=_holdings({"A00003": 5}),
    )
    assert r["held"] == ["A00003"] and "A00003" not in st.positions


@pytest.mark.asyncio
async def test_consistent_position_is_kept(_notify):
    st = _state(A00004=_pos(7))
    p = st.positions["A00004"]
    swing = [SimpleNamespace(stock_code="A00004", quantity=3)]
    r = await st.verify_restored_today_positions_v2(
        session_factory=_factory(swing), holdings_fetcher=_holdings({"A00004": 10}),
    )
    assert st.positions["A00004"] is p
    assert r["held"] == [] and r["checked"] == 1
    _notify.assert_not_awaited()


@pytest.mark.asyncio
async def test_prior_day_and_non_restored_positions_are_not_touched():
    """전일 진입분은 close_stale_positions 담당, 복원 표식 없는 포지션은 대상 아님."""
    yday = _today_at() - timedelta(days=1)
    st = _state(S00001=_pos(5, entry_time=yday), N00001=_pos(5, restored=False))
    st.closed_today |= {"S00001", "N00001"}
    r = await st.verify_restored_today_positions_v2(session_factory=_no_db, holdings_fetcher=_no_kis)
    assert set(st.positions) == {"S00001", "N00001"}
    assert r["checked"] == 0


@pytest.mark.asyncio
async def test_unverified_holds_back_when_orphan_detect_enabled(_notify):
    """판정 불가(KIS 장애) → 장중 close_stale_positions 가 같은 규칙으로 재복원하므로 보류(경보는 warning)."""
    st = _state(A00005=_pos(3))
    with patch.object(settings, "DAY_TRADE_ORPHAN_DETECT_ENABLED", True):
        r = await st.verify_restored_today_positions_v2(
            session_factory=_factory([]), holdings_fetcher=_kis_down,
        )
    assert r["unverified"] is True and r["held"] == ["A00005"]
    assert "A00005" not in st.positions
    _notify.assert_not_awaited()


@pytest.mark.asyncio
async def test_unverified_keeps_when_orphan_detect_disabled():
    """재복원 경로가 없으면 보류는 곧 손절 공백 — 유지하고 error."""
    st = _state(A00006=_pos(3))
    with patch.object(settings, "DAY_TRADE_ORPHAN_DETECT_ENABLED", False):
        r = await st.verify_restored_today_positions_v2(
            session_factory=_factory([]), holdings_fetcher=_kis_down,
        )
    assert r["unverified"] is True and r["held"] == []
    assert "A00006" in st.positions


@pytest.mark.asyncio
async def test_db_failure_is_unverified_and_skips_kis():
    def _db_down():
        raise _KISDown("db down")
    st = _state(A00007=_pos(3))
    with patch.object(settings, "DAY_TRADE_ORPHAN_DETECT_ENABLED", True):
        r = await st.verify_restored_today_positions_v2(session_factory=_db_down, holdings_fetcher=_no_kis)
    assert r["unverified"] is True and "A00007" not in st.positions


@pytest.mark.asyncio
async def test_default_fetcher_is_exit_service_holdings_common_terminal():
    """기본 잔고 조회는 exit_service._fetch_kis_holdings_v2_impl (장중 복원 경로와 같은 소스)."""
    st = _state(A00008=_pos(3))
    m = AsyncMock(side_effect=_KISDown("blocked"))
    with patch.object(xs, "_fetch_kis_holdings_v2_impl", m), \
         patch.object(settings, "DAY_TRADE_ORPHAN_DETECT_ENABLED", True):
        r = await st.verify_restored_today_positions_v2(session_factory=_factory([]))
    m.assert_awaited_once()
    assert r["unverified"] is True


def test_restore_from_db_signature_unchanged_and_scheduler_wires_verify():
    assert list(inspect.signature(DayTradingState.restore_from_db).parameters) == ["self", "db"]
    from app.services.daytrading import scheduler as sch
    src = inspect.getsource(sch)
    i_restore = src.index("restore_from_db(db)")
    i_verify = src.index("verify_restored_today_positions_v3()")  # [C-2 r9] v2 → v3 (v3 가 v2 를 감쌈)
    i_stale = src.index('close_stale_positions(), "기동 시')
    assert i_restore < i_verify < i_stale


# ── 결함 2: 원장 재구성 연패 = 왕복 순손익 ─────────────────────────────────────

def _row(i, code, order_type, net=None):
    return SimpleNamespace(
        id=i, stock_code=code, order_type=order_type, status="COMPLETED", exit_reason="",
        net_profit_loss=net, strategy_type="daytrading", created_at=_today_at(9, 10 + i),
    )


def test_partial_profit_then_small_loss_is_round_trip_win():
    """+1.5R 분할 +3,000 뒤 잔량 -300 → 왕복 +2,700 = 이익 → 연패 리셋 (실시간 R2-4 와 동일)."""
    rows = [
        _row(0, "L00001", "BUY"), _row(1, "L00001", "SELL", -500.0),
        _row(2, "L00002", "BUY"), _row(3, "L00002", "SELL", -500.0),
        _row(4, "P00001", "BUY"), _row(5, "P00001", "SELL", 3000.0), _row(6, "P00001", "SELL", -300.0),
    ]
    r = pm._rebuild_daily_state_from_rows(rows)
    assert r["loss_streak_today"] == 0
    assert r["daily_pnl"] == pytest.approx(-500.0 - 500.0 + 3000.0 - 300.0)


def test_partial_small_profit_then_big_loss_is_round_trip_loss():
    rows = [_row(0, "P00002", "BUY"), _row(1, "P00002", "SELL", 100.0), _row(2, "P00002", "SELL", -300.0)]
    assert pm._rebuild_daily_state_from_rows(rows)["loss_streak_today"] == 1


def test_rebuild_streak_matches_realtime_round_trip_rule():
    """재구성 결과 = 실시간 _apply_round_trip_streak_v2 를 같은 왕복 순서로 적용한 결과."""
    trips = [("A", [-10.0]), ("B", [500.0, -20.0]), ("C", [-5.0]), ("D", [50.0, -80.0]), ("E", [0.0])]
    rows, i = [], 0
    for code, legs in trips:
        rows.append(_row(i, code, "BUY")); i += 1
        for leg in legs:
            rows.append(_row(i, code, "SELL", leg)); i += 1
    rebuilt = pm._rebuild_daily_state_from_rows(rows)["loss_streak_today"]

    st = xs.day_trading_state
    saved = st.loss_streak_today
    try:
        st.loss_streak_today = 0
        for _code, legs in trips:
            xs._apply_round_trip_streak_v2(sum(legs))
        realtime = st.loss_streak_today
    finally:
        st.loss_streak_today = saved
    assert rebuilt == realtime == 2