gahusb
9e5fecb369
scheduler._is_post_close_trigger: 16:00 KST ±1min detection (market day). pull_worker: - _run_post_close_cycle: daily fetch (60일) + chronos batch predict → state.chronos_predictions + state.daily_ohlcv. - update_minute_momentum_for_all: 매 cycle 마다 state.minute_momentum 갱신. - poll_loop signature 확장 (chronos optional). 45 tests pass. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
98 lines
4.2 KiB
Python
98 lines
4.2 KiB
Python
"""Tests for pull_worker (Phase 3a additions)."""
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from collections import deque
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from unittest.mock import AsyncMock, MagicMock
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import pytest
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from signal_v2.state import PollState
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async def test_minute_polling_cycle_updates_state_minute_bars():
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"""KIS REST mock 의 분봉 데이터가 state.minute_bars[ticker] deque 에 들어간다."""
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from signal_v2.pull_worker import _run_kis_minute_cycle
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state = PollState()
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state.portfolio = {"holdings": [{"ticker": "005930"}, {"ticker": "000660"}]}
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state.screener_preview = {
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"items": [{"ticker": "005930"}, {"ticker": "035720"}]
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}
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kis_client_mock = MagicMock()
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kis_client_mock.get_minute_ohlcv = AsyncMock(side_effect=[
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[{"datetime": "2026-05-18T09:00:00+09:00", "open": 78000,
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"high": 78500, "low": 77900, "close": 78300, "volume": 12345}],
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[{"datetime": "2026-05-18T09:00:00+09:00", "open": 180000,
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"high": 181000, "low": 179800, "close": 180500, "volume": 5000}],
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[{"datetime": "2026-05-18T09:00:00+09:00", "open": 51000,
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"high": 51200, "low": 50800, "close": 51100, "volume": 8000}],
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])
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kis_client_mock.get_asking_price = AsyncMock(return_value={
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"bid_total": 600, "ask_total": 400, "bid_ratio": 0.6,
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"current_price": 51100, "as_of": "2026-05-18T09:00:30+09:00",
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})
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await _run_kis_minute_cycle(kis_client_mock, state)
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# 3 unique tickers (005930, 000660, 035720)
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assert "005930" in state.minute_bars
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assert "000660" in state.minute_bars
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assert "035720" in state.minute_bars
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assert len(state.minute_bars["005930"]) >= 1
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# asking_price 만 screener-only ticker (035720) 에 들어가야 함
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# (portfolio = 005930, 000660 는 WebSocket 으로 들어옴)
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assert "035720" in state.asking_price
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def test_websocket_message_updates_state_asking_price():
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"""WebSocket callback factory → state.asking_price 갱신."""
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from signal_v2.pull_worker import make_asking_price_callback
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state = PollState()
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cb = make_asking_price_callback(state)
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cb("005930", {"bid_total": 1000, "ask_total": 800, "bid_ratio": 0.555,
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"current_price": 78500, "as_of": "2026-05-18T10:00:00+09:00"})
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assert state.asking_price["005930"]["bid_total"] == 1000
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assert "asking_price/005930" in state.last_updated
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async def test_post_close_cycle_updates_chronos_predictions():
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"""mock kis + mock chronos → state.chronos_predictions + state.daily_ohlcv 갱신."""
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from unittest.mock import AsyncMock, MagicMock
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from signal_v2.pull_worker import _run_post_close_cycle
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from signal_v2.chronos_predictor import ChronosPrediction
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from signal_v2.state import PollState
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state = PollState()
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state.portfolio = {"holdings": [{"ticker": "005930"}]}
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state.screener_preview = {"items": [{"ticker": "000660"}]}
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kis_mock = MagicMock()
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daily_005930 = [{"datetime": f"2026-05-{i+1:02d}", "open": 100, "high": 105,
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"low": 95, "close": 100 + i, "volume": 1000} for i in range(60)]
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daily_000660 = [{"datetime": f"2026-05-{i+1:02d}", "open": 200, "high": 210,
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"low": 190, "close": 200 + i, "volume": 2000} for i in range(60)]
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# _run_post_close_cycle iterates tickers and calls get_daily_ohlcv per ticker.
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# Order depends on set() so use side_effect mapping if possible, otherwise list.
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async def fake_daily(ticker, days=60):
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if ticker == "005930":
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return daily_005930
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if ticker == "000660":
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return daily_000660
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return []
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kis_mock.get_daily_ohlcv = AsyncMock(side_effect=fake_daily)
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chronos_mock = MagicMock()
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chronos_mock.predict_batch = MagicMock(return_value={
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"005930": ChronosPrediction(0.02, -0.01, 0.04, 0.85, "2026-05-18T16:00:00+09:00"),
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"000660": ChronosPrediction(0.03, -0.02, 0.06, 0.75, "2026-05-18T16:00:00+09:00"),
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})
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await _run_post_close_cycle(kis_mock, chronos_mock, state)
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assert "005930" in state.chronos_predictions
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assert "000660" in state.chronos_predictions
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assert state.chronos_predictions["005930"]["median"] == 0.02
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assert state.chronos_predictions["005930"]["conf"] == 0.85
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assert "005930" in state.daily_ohlcv
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assert "chronos/005930" in state.last_updated
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