- 스윙 체결가 확인 전 executed_price NULL + fill_sweep, 진입가 resolve(ActiveTrade↔Portfolio), 0체결/부분체결 매수 장부 원복 - DT 고아 감지(근거 한정)·0체결 매도 복원·stale 점검 확대, 시간손절 -0.3% 원복 - 폴백 손절 ATR 캐시, 거래량부족-차단 신호 매수 차단, 현금 5% 유보 재적용, MDD peak/reset 수정 - KIS 서킷브레이커 청산 우회·경보, db_worker 재큐잉 순서, heartbeat·health-watch 사이드카 - 실시간 WS 재구독·41건 우선순위·다건 프레임 분할, 차트 샘플 제거·당일봉 합성, WS 서브프로토콜 인증 - 프론트: 미관리 그룹·확인 모달·차트 실시간 반영·예수금 표시 정정 - 전문가 에이전트 6종 추가(.claude/agents) - 유닛 스위트 2667 passed (소켓 차단 하), tsc OK Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01Y83Za98XsNw9zuA4FTUytN
86 lines
2.8 KiB
Python
86 lines
2.8 KiB
Python
"""schedulers.py 하드닝 R4 — 매수 0건 조기 탐지(퍼널 집계 / 0건 경보 판정)."""
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import asyncio
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from datetime import date, datetime
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import pytest
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import pytz
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from app.services import schedulers as S
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KST = pytz.timezone("Asia/Seoul")
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WED = date(2026, 10, 7)
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def _at(d, h, m=0):
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return KST.localize(datetime(d.year, d.month, d.day, h, m))
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@pytest.fixture(autouse=True)
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def _reset(monkeypatch):
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S._ENTRY_FUNNEL.update(day=None, blocks={}, attempts=0, last_alert_day=None)
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monkeypatch.setattr(S, "now_kst", lambda: _at(WED, 11))
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def test_funnel_top_sorted_and_daily_reset(monkeypatch):
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for g, n in (("mdd", 1), ("ml_hold", 5), ("circuit", 3)):
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S.record_entry_gate_block_v2(g, n)
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S.record_entry_attempt_v2()
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f = S.get_entry_funnel_v2(2)
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assert f["blocks_top"] == [("ml_hold", 5), ("circuit", 3)] and f["attempts"] == 1
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monkeypatch.setattr(S, "now_kst", lambda: _at(date(2026, 10, 8), 10))
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assert S.get_entry_funnel_v2()["blocks_top"] == []
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S.record_entry_gate_block_v2("mdd")
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assert S._ENTRY_FUNNEL["blocks"] == {"mdd": 1}
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def test_gate_cardinality_capped():
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for i in range(S._ENTRY_FUNNEL_MAX_GATES + 10):
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S.record_entry_gate_block_v2(f"g{i}")
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assert len(S._ENTRY_FUNNEL["blocks"]) <= S._ENTRY_FUNNEL_MAX_GATES + 1
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def test_record_never_raises(monkeypatch):
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def boom():
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raise RuntimeError("x")
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monkeypatch.setattr(S, "now_kst", boom)
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S.record_entry_gate_block_v2("a")
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S.record_entry_attempt_v2()
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def test_zero_buy_decide():
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h = S._zero_buy_alert_hours_v2()
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ok = _at(WED, 13)
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assert S._zero_buy_decide_v2(ok, 0, "bull", None, h)
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assert not S._zero_buy_decide_v2(ok, 1, "bull", None, h)
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assert not S._zero_buy_decide_v2(ok, 0, "bear", None, h)
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assert not S._zero_buy_decide_v2(ok, 0, "bull", WED, h)
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assert not S._zero_buy_decide_v2(_at(WED, 10), 0, "bull", None, h)
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assert not S._zero_buy_decide_v2(_at(WED, 16), 0, "bull", None, h)
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assert not S._zero_buy_decide_v2(_at(date(2026, 10, 10), 13), 0, "bull", None, h)
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def test_alert_hours_uses_settings(monkeypatch):
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from types import SimpleNamespace
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monkeypatch.setattr(S, "settings", SimpleNamespace(ZERO_BUY_ALERT_HOURS=1.5))
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assert S._zero_buy_alert_hours_v2() == 1.5
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monkeypatch.setattr(S, "settings", SimpleNamespace(ZERO_BUY_ALERT_HOURS=-1))
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assert S._zero_buy_alert_hours_v2() == 3.0
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def test_count_today_buys_groups_and_defaults_swing():
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class R:
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def all(self):
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return [(None, 2), ("daytrading", 3)]
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class DB:
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async def execute(self, q):
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return R()
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out = asyncio.run(S._count_today_buys_v2(DB()))
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assert out == {"swing": 2, "daytrading": 3}
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def test_format_includes_buys_and_top():
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S.record_entry_gate_block_v2("ml_hold", 4)
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t = S._format_funnel_v2({"swing": 0})
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assert "BUY 0건" in t and "ml_hold" in t
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