gahusb
5dbb11ac83
BE 회신(holdings_intel.py:109-118)에 맞춰 반전 기준을 price<day_open → price<day_high×climax_close_pct(윗꼬리)로 변경. - kis_client.get_quote에 day_high(stck_hgpr) 추가 - monitor._build_ctx가 day_high를 ctx로 전달 - climax_vol_x·climax_close_pct를 monitor-set exit_params에서 읽기 (fallback: TM_CLIMAX_VOL_MULT/0.97) - 테스트 36/36 (climax exit_params 2건 추가) Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01N83vbXEA8h83GMXQcg8fxD
96 lines
3.7 KiB
Python
96 lines
3.7 KiB
Python
"""monitor.run_cycle — 게이트/필터/조립/격리."""
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from monitor import MonitorState, filter_krx, run_cycle
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from config import load_settings
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from _shared.heartbeat import WorkerStats
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def test_filter_krx_keeps_only_numeric6():
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targets = [{"ticker": "005930"}, {"ticker": "AAPL"}, {"ticker": "00660"},
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{"ticker": "000660"}, {"ticker": "0059301"}]
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kept = {t["ticker"] for t in filter_krx(targets)}
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assert kept == {"005930", "000660"}
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class _FakeNAS:
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def __init__(self, ms):
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self._ms = ms
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self.reported = None
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async def get_monitor_set(self):
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return self._ms
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async def post_report(self, as_of, firing):
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self.reported = {"as_of": as_of, "firing": firing}
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return {"new_alerts": len(firing), "cleared": 0}
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class _FakeKIS:
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def __init__(self, price=100, fail_on=None):
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self._price = price
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self._fail_on = fail_on or set()
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async def get_quote(self, ticker):
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if ticker in self._fail_on:
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raise RuntimeError("KIS down")
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return {"price": self._price, "day_open": 99, "day_high": 100,
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"today_volume": 1000, "as_of": "x"}
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async def get_daily_ohlcv(self, ticker, days=250):
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# 정배열 + 저가 근접 → ma20_pullback 발화 유도
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return [{"open": 90, "high": 90, "low": 90, "close": 90, "volume": 1}] * 200 \
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+ [{"open": 100, "high": 100, "low": 100, "close": 100, "volume": 1}] * 20
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async def test_closed_session_skips_kis():
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nas = _FakeNAS({"session": "closed"})
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state, stats = MonitorState(), WorkerStats()
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await run_cycle(nas, _FakeKIS(), state, stats, load_settings())
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assert state.session_state == "market_closed"
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assert nas.reported is None # report도 안 함
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async def test_non_krx_skipped_and_report_sent():
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nas = _FakeNAS({"session": "regular",
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"buy_targets": [{"ticker": "AAPL", "name": "Apple"}],
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"sell_targets": [], "buy_params": {}, "exit_params": {}})
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state, stats = MonitorState(), WorkerStats()
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await run_cycle(nas, _FakeKIS(), state, stats, load_settings())
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assert state.session_state == "market_open"
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assert nas.reported is not None
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assert nas.reported["firing"] == [] # 알파벳 티커 skip → 빈 발화
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async def test_firing_assembled_and_last_alert_set():
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nas = _FakeNAS({"session": "regular",
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"buy_targets": [{"ticker": "005930", "name": "삼성전자"}],
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"sell_targets": [], "buy_params": {"pullback_pct": 0.02},
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"exit_params": {}})
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state, stats = MonitorState(), WorkerStats()
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await run_cycle(nas, _FakeKIS(price=101), state, stats, load_settings())
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conds = {f["condition"] for f in nas.reported["firing"]}
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assert "buy_ma20_pullback" in conds
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assert state.last_alert_at is not None
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async def test_per_ticker_failure_isolated():
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nas = _FakeNAS({"session": "regular",
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"buy_targets": [{"ticker": "005930"}, {"ticker": "000660"}],
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"sell_targets": [], "buy_params": {}, "exit_params": {}})
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state, stats = MonitorState(), WorkerStats()
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# 005930은 실패, 000660은 성공 → 루프가 죽지 않고 report 전송
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await run_cycle(nas, _FakeKIS(fail_on={"005930"}), state, stats, load_settings())
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assert nas.reported is not None
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assert state.session_state == "market_open"
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async def test_monitor_set_failure_sets_idle():
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class _BadNAS(_FakeNAS):
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async def get_monitor_set(self):
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raise RuntimeError("NAS down")
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nas = _BadNAS({})
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state, stats = MonitorState(), WorkerStats()
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await run_cycle(nas, _FakeKIS(), state, stats, load_settings())
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assert state.session_state == "idle"
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assert nas.reported is None
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