feat(ai_trade): emit signal에 cycle_id + expires_at 부착 (F5 part 3)

- generate_signals 진입에서 state.signal_cycle_id += 1 (emit 여부 무관 증가)
- _build_buy_signal/_build_sell_signal에 cycle_id + expires_at 필드 추가
- expires_at = as_of + settings.signal_ttl_seconds (default 300s)
- 매수/매도 양쪽 로그에 cycle=N 추가

기존 test_poll_loop_calls_generate_signals_after_cycle의 settings MagicMock에
signal_ttl_seconds=300 명시 (timedelta가 MagicMock 받으면 TypeError).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
2026-05-25 19:59:35 +09:00
parent 94a034ef38
commit e4d02b8059
3 changed files with 77 additions and 13 deletions

View File

@@ -16,6 +16,7 @@ def _settings(**overrides):
asking_bid_ratio_threshold=0.6,
confidence_threshold=0.7,
min_momentum_for_buy="strong_up",
signal_ttl_seconds=300,
)
defaults.update(overrides)
m = MagicMock()
@@ -170,3 +171,48 @@ def test_sell_signal_triggers_on_anomaly_path(dedup_mock):
assert sig["action"] == "sell"
assert sig["context"]["sell_reason"] == "anomaly"
assert sig["confidence_webai"] > 0.7
# ----- F5: cycle_id + expires_at 부착 -----
def test_emit_attaches_cycle_id_and_expires_at(dedup_mock):
"""F5 — emit signal에 cycle_id (state.signal_cycle_id) + expires_at 부착."""
from datetime import datetime, timedelta
from zoneinfo import ZoneInfo
_kst = ZoneInfo("Asia/Seoul")
state = _make_state_with_buy_candidate()
before = datetime.now(_kst)
generate_signals(state, dedup_mock, _settings(signal_ttl_seconds=300))
after = datetime.now(_kst)
sig = state.signals["005930"]
assert sig["cycle_id"] == 1
assert "expires_at" in sig
exp_dt = datetime.fromisoformat(sig["expires_at"])
assert before + timedelta(seconds=295) < exp_dt < after + timedelta(seconds=305)
def test_cycle_id_increments_each_call(dedup_mock):
"""F5 — generate_signals 호출마다 cycle_id += 1 (emit 여부 무관)."""
state = _make_state_with_buy_candidate()
generate_signals(state, dedup_mock, _settings())
assert state.signal_cycle_id == 1
# 2번째 호출 — dedup이 막아도 cycle_id는 증가
dedup_mock.is_recent.return_value = True
generate_signals(state, dedup_mock, _settings())
assert state.signal_cycle_id == 2
def test_sell_signal_also_carries_cycle_id_and_expires_at(dedup_mock):
"""F5 — sell signal도 동일하게 부착."""
from datetime import datetime
state = _make_state_with_holding(pnl_pct=-0.08, current_price=68000)
generate_signals(state, dedup_mock, _settings(signal_ttl_seconds=120))
assert "005930" in state.signals
sig = state.signals["005930"]
assert sig["action"] == "sell"
assert sig["cycle_id"] == 1
# parse expires_at as ISO — must succeed
datetime.fromisoformat(sig["expires_at"])