Files
ai-trade/ai_trade/tests/test_pull_worker.py
gahusb bea27a75cf fix(ai_trade): post-close trigger를 상태기반으로 변경 (F3)
코드 리뷰 F3: _is_post_close_trigger가 16:00:00-16:00:59 1분 윈도우만 true.
5분 sleep + 비결정적 cycle 시작시각 조합으로 영영 못 잡는 경우 존재
(예: cycle이 15:31에 시작하면 15:36, 15:41 ... 16:01에 깸).

"오늘 아직 post-close 안 돌렸고 현재 시각 ≥ 16:00" 상태기반으로 변경.
poll_loop가 last_post_close_date 변수로 일 1회 실행 보장.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-25 19:36:10 +09:00

180 lines
6.9 KiB
Python

"""Tests for pull_worker (Phase 3a additions)."""
from collections import deque
from unittest.mock import AsyncMock, MagicMock
import pytest
from ai_trade.state import PollState
async def test_minute_polling_cycle_updates_state_minute_bars():
"""KIS REST mock 의 분봉 데이터가 state.minute_bars[ticker] deque 에 들어간다."""
from ai_trade.pull_worker import _run_kis_minute_cycle
state = PollState()
state.portfolio = {"holdings": [{"ticker": "005930"}, {"ticker": "000660"}]}
state.screener_preview = {
"items": [{"ticker": "005930"}, {"ticker": "035720"}]
}
kis_client_mock = MagicMock()
kis_client_mock.get_minute_ohlcv = AsyncMock(side_effect=[
[{"datetime": "2026-05-18T09:00:00+09:00", "open": 78000,
"high": 78500, "low": 77900, "close": 78300, "volume": 12345}],
[{"datetime": "2026-05-18T09:00:00+09:00", "open": 180000,
"high": 181000, "low": 179800, "close": 180500, "volume": 5000}],
[{"datetime": "2026-05-18T09:00:00+09:00", "open": 51000,
"high": 51200, "low": 50800, "close": 51100, "volume": 8000}],
])
kis_client_mock.get_asking_price = AsyncMock(return_value={
"bid_total": 600, "ask_total": 400, "bid_ratio": 0.6,
"current_price": 51100, "as_of": "2026-05-18T09:00:30+09:00",
})
await _run_kis_minute_cycle(kis_client_mock, state)
# 3 unique tickers (005930, 000660, 035720)
assert "005930" in state.minute_bars
assert "000660" in state.minute_bars
assert "035720" in state.minute_bars
assert len(state.minute_bars["005930"]) >= 1
# asking_price 만 screener-only ticker (035720) 에 들어가야 함
# (portfolio = 005930, 000660 는 WebSocket 으로 들어옴)
assert "035720" in state.asking_price
def test_websocket_message_updates_state_asking_price():
"""WebSocket callback factory → state.asking_price 갱신."""
from ai_trade.pull_worker import make_asking_price_callback
state = PollState()
cb = make_asking_price_callback(state)
cb("005930", {"bid_total": 1000, "ask_total": 800, "bid_ratio": 0.555,
"current_price": 78500, "as_of": "2026-05-18T10:00:00+09:00"})
assert state.asking_price["005930"]["bid_total"] == 1000
assert "asking_price/005930" in state.last_updated
async def test_post_close_cycle_updates_chronos_predictions():
"""mock kis + mock chronos → state.chronos_predictions + state.daily_ohlcv 갱신."""
from unittest.mock import AsyncMock, MagicMock
from ai_trade.pull_worker import _run_post_close_cycle
from ai_trade.chronos_predictor import ChronosPrediction
from ai_trade.state import PollState
state = PollState()
state.portfolio = {"holdings": [{"ticker": "005930"}]}
state.screener_preview = {"items": [{"ticker": "000660"}]}
kis_mock = MagicMock()
daily_005930 = [{"datetime": f"2026-05-{i+1:02d}", "open": 100, "high": 105,
"low": 95, "close": 100 + i, "volume": 1000} for i in range(60)]
daily_000660 = [{"datetime": f"2026-05-{i+1:02d}", "open": 200, "high": 210,
"low": 190, "close": 200 + i, "volume": 2000} for i in range(60)]
# _run_post_close_cycle iterates tickers and calls get_daily_ohlcv per ticker.
# Order depends on set() so use side_effect mapping if possible, otherwise list.
async def fake_daily(ticker, days=60):
if ticker == "005930":
return daily_005930
if ticker == "000660":
return daily_000660
return []
kis_mock.get_daily_ohlcv = AsyncMock(side_effect=fake_daily)
chronos_mock = MagicMock()
chronos_mock.predict_batch = MagicMock(return_value={
"005930": ChronosPrediction(0.02, -0.01, 0.04, 0.85, "2026-05-18T16:00:00+09:00"),
"000660": ChronosPrediction(0.03, -0.02, 0.06, 0.75, "2026-05-18T16:00:00+09:00"),
})
await _run_post_close_cycle(kis_mock, chronos_mock, state)
assert "005930" in state.chronos_predictions
assert "000660" in state.chronos_predictions
assert state.chronos_predictions["005930"]["median"] == 0.02
assert state.chronos_predictions["005930"]["conf"] == 0.85
assert "005930" in state.daily_ohlcv
assert "chronos/005930" in state.last_updated
def test_poll_loop_calls_generate_signals_after_cycle(monkeypatch):
"""Phase 4: generate_signals 가 cycle 후 state.signals 를 갱신한다."""
from unittest.mock import MagicMock
from ai_trade.state import PollState
from ai_trade.signal_generator import generate_signals
state = PollState()
state.portfolio = {"holdings": [{
"ticker": "005930", "name": "삼성전자",
"avg_price": 75000, "current_price": 69000,
"pnl_pct": -0.08, "profit_rate": -8.0,
"quantity": 100, "broker": "키움",
}]}
state.screener_preview = {"items": []}
dedup = MagicMock()
dedup.is_recent.return_value = False
settings = MagicMock()
settings.stop_loss_pct = -0.07
settings.take_profit_pct = 0.15
settings.chronos_spread_threshold = 0.6
settings.asking_bid_ratio_threshold = 0.6
settings.confidence_threshold = 0.7
settings.min_momentum_for_buy = "strong_up"
generate_signals(state, dedup, settings)
assert "005930" in state.signals
assert state.signals["005930"]["action"] == "sell"
assert state.signals["005930"]["confidence_webai"] == 1.0
dedup.record.assert_called_with("005930", "sell", confidence=1.0)
async def test_post_close_fires_at_1601_when_not_yet_today(monkeypatch):
"""F3 — 16:01에 깬 cycle도 오늘 post_close 안 돌렸으면 호출됨 (회귀 방지)."""
from datetime import datetime as _dt
from zoneinfo import ZoneInfo as _ZI
import asyncio as _asyncio
from ai_trade import pull_worker
_kst = _ZI("Asia/Seoul")
now_at_1601 = _dt(2026, 5, 18, 16, 1, tzinfo=_kst)
class FrozenDateTime:
@staticmethod
def now(tz=None):
return now_at_1601
monkeypatch.setattr(pull_worker, "datetime", FrozenDateTime)
monkeypatch.setattr(pull_worker, "_is_market_day", lambda n: True)
monkeypatch.setattr(pull_worker, "_is_polling_window", lambda n: True)
monkeypatch.setattr(pull_worker, "_next_interval", lambda n: 0.01)
monkeypatch.setattr(pull_worker, "_run_polling_cycle", AsyncMock())
monkeypatch.setattr(pull_worker, "update_minute_momentum_for_all", lambda s: None)
post_close = AsyncMock()
monkeypatch.setattr(pull_worker, "_run_post_close_cycle", post_close)
state = MagicMock()
chronos = MagicMock()
kis = MagicMock()
shutdown = _asyncio.Event()
async def _stop_soon():
await _asyncio.sleep(0.05)
shutdown.set()
_asyncio.create_task(_stop_soon())
await pull_worker.poll_loop(
client=MagicMock(),
state=state,
shutdown=shutdown,
kis_client=kis,
chronos=chronos,
dedup=None,
settings=None,
)
assert post_close.await_count >= 1, "post-close가 16:01에 호출되지 않음 (F3 회귀)"