feat(trade-monitor): monitor 오케스트레이션 (run_cycle/loop/state_fn)

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2026-07-03 01:47:34 +09:00
parent 04aff34883
commit ce8983c1b9
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"""monitor.run_cycle — 게이트/필터/조립/격리."""
from monitor import MonitorState, filter_krx, run_cycle
from config import load_settings
from _shared.heartbeat import WorkerStats
def test_filter_krx_keeps_only_numeric6():
targets = [{"ticker": "005930"}, {"ticker": "AAPL"}, {"ticker": "00660"},
{"ticker": "000660"}, {"ticker": "0059301"}]
kept = {t["ticker"] for t in filter_krx(targets)}
assert kept == {"005930", "000660"}
class _FakeNAS:
def __init__(self, ms):
self._ms = ms
self.reported = None
async def get_monitor_set(self):
return self._ms
async def post_report(self, as_of, firing):
self.reported = {"as_of": as_of, "firing": firing}
return {"new_alerts": len(firing), "cleared": 0}
class _FakeKIS:
def __init__(self, price=100, fail_on=None):
self._price = price
self._fail_on = fail_on or set()
async def get_quote(self, ticker):
if ticker in self._fail_on:
raise RuntimeError("KIS down")
return {"price": self._price, "day_open": 99, "today_volume": 1000,
"as_of": "x"}
async def get_daily_ohlcv(self, ticker, days=250):
# 정배열 + 저가 근접 → ma20_pullback 발화 유도
return [{"open": 90, "high": 90, "low": 90, "close": 90, "volume": 1}] * 200 \
+ [{"open": 100, "high": 100, "low": 100, "close": 100, "volume": 1}] * 20
async def test_closed_session_skips_kis():
nas = _FakeNAS({"session": "closed"})
state, stats = MonitorState(), WorkerStats()
await run_cycle(nas, _FakeKIS(), state, stats, load_settings())
assert state.session_state == "market_closed"
assert nas.reported is None # report도 안 함
async def test_non_krx_skipped_and_report_sent():
nas = _FakeNAS({"session": "regular",
"buy_targets": [{"ticker": "AAPL", "name": "Apple"}],
"sell_targets": [], "buy_params": {}, "exit_params": {}})
state, stats = MonitorState(), WorkerStats()
await run_cycle(nas, _FakeKIS(), state, stats, load_settings())
assert state.session_state == "market_open"
assert nas.reported is not None
assert nas.reported["firing"] == [] # 알파벳 티커 skip → 빈 발화
async def test_firing_assembled_and_last_alert_set():
nas = _FakeNAS({"session": "regular",
"buy_targets": [{"ticker": "005930", "name": "삼성전자"}],
"sell_targets": [], "buy_params": {"pullback_pct": 0.02},
"exit_params": {}})
state, stats = MonitorState(), WorkerStats()
await run_cycle(nas, _FakeKIS(price=101), state, stats, load_settings())
conds = {f["condition"] for f in nas.reported["firing"]}
assert "buy_ma20_pullback" in conds
assert state.last_alert_at is not None
async def test_per_ticker_failure_isolated():
nas = _FakeNAS({"session": "regular",
"buy_targets": [{"ticker": "005930"}, {"ticker": "000660"}],
"sell_targets": [], "buy_params": {}, "exit_params": {}})
state, stats = MonitorState(), WorkerStats()
# 005930은 실패, 000660은 성공 → 루프가 죽지 않고 report 전송
await run_cycle(nas, _FakeKIS(fail_on={"005930"}), state, stats, load_settings())
assert nas.reported is not None
assert state.session_state == "market_open"
async def test_monitor_set_failure_sets_idle():
class _BadNAS(_FakeNAS):
async def get_monitor_set(self):
raise RuntimeError("NAS down")
nas = _BadNAS({})
state, stats = MonitorState(), WorkerStats()
await run_cycle(nas, _FakeKIS(), state, stats, load_settings())
assert state.session_state == "idle"
assert nas.reported is None