upbit-trader/archive/tests/test_tick_trader.py

"""tick_trader 핵심 로직 단위 테스트.

실행:
    .venv/bin/python3 -m pytest tests/test_tick_trader.py -v

테스트 대상:
    - update_positions: Trail Stop 발동 시점 / peak 초기화
    - _advance_stage: cascade 단계 전환 / trail 전환
    - check_filled_positions: 체결 확인 / 단계 시간 초과
    - enter_position: sell_uuid=None(주문실패)일 때 즉시 Trail Stop 방지
"""
import sys, os
from datetime import datetime, timedelta
from unittest.mock import patch, MagicMock

sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))

# 환경변수 Mock — 실제 API 키 불필요
os.environ.setdefault('ACCESS_KEY', 'test')
os.environ.setdefault('SECRET_KEY', 'test')
os.environ.setdefault('SIMULATION_MODE', 'true')
os.environ.setdefault('MAX_POSITIONS', '3')
os.environ.setdefault('MAX_BUDGET', '15000000')
os.environ.setdefault('ORACLE_USER', 'x')
os.environ.setdefault('ORACLE_PASSWORD', 'x')
os.environ.setdefault('ORACLE_DSN', 'x')
os.environ.setdefault('TELEGRAM_TRADE_TOKEN', 'x')
os.environ.setdefault('TELEGRAM_CHAT_ID', '0')

# pyupbit 임포트 전 Mock 처리
with patch('pyupbit.Upbit'), patch('pyupbit.WebSocketManager'):
    import importlib
    import daemons.tick_trader as tt

TICKER = 'KRW-TEST'


def _make_pos(entry_price=1000.0, seconds_ago=0, sell_uuid='uuid-1', stage=0):
    """테스트용 포지션 딕셔너리 생성."""
    return {
        'entry_price':    entry_price,
        'entry_ts':       datetime.now() - timedelta(seconds=seconds_ago),
        'running_peak':   entry_price,
        'qty':            100.0,
        'stage':          stage,
        'sell_uuid':      sell_uuid,
        'sell_price':     entry_price * 1.02,
        'trail_peak_set': False,
    }


# ── update_positions ──────────────────────────────────────────────────────────

class TestUpdatePositions:

    def setup_method(self):
        tt.positions.clear()

    def test_trail_stop_does_not_fire_before_stage3_end(self):
        """③ 종료(300s) 이전에는 sell_uuid=None이어도 Trail Stop 발동 안 함."""
        tt.positions[TICKER] = _make_pos(
            entry_price=1000, seconds_ago=10, sell_uuid=None, stage=4
        )
        with patch.object(tt, 'do_sell_market') as mock_sell:
            tt.update_positions({TICKER: 900.0})   # -10% 하락이어도
            mock_sell.assert_not_called()

    def test_trail_stop_fires_after_stage3_end(self):
        """300s 경과 후 peak 대비 0.8% 이상 하락 시 Trail Stop 발동."""
        tt.positions[TICKER] = _make_pos(
            entry_price=1000, seconds_ago=310, sell_uuid=None, stage=4
        )
        # 300s 이후 peak 설정 — 첫 틱에 running_peak = 1100 초기화
        tt.positions[TICKER]['trail_peak_set'] = True
        tt.positions[TICKER]['running_peak']   = 1100.0

        with patch.object(tt, 'do_sell_market', return_value=1091.0) as mock_sell, \
             patch.object(tt, '_record_exit') as mock_exit:
            tt.update_positions({TICKER: 1091.0})   # 1100→1091 = -0.82%
            mock_sell.assert_called_once()
            mock_exit.assert_called_once_with(TICKER, 1091.0, 'trail')

    def test_trail_stop_not_fire_with_sell_uuid_set(self):
        """sell_uuid가 있으면(지정가 대기 중) Trail Stop 발동 안 함."""
        tt.positions[TICKER] = _make_pos(
            entry_price=1000, seconds_ago=400, sell_uuid='uuid-1', stage=3
        )
        tt.positions[TICKER]['trail_peak_set'] = True
        tt.positions[TICKER]['running_peak']   = 1100.0

        with patch.object(tt, 'do_sell_market') as mock_sell:
            tt.update_positions({TICKER: 900.0})
            mock_sell.assert_not_called()

    def test_peak_initialized_to_current_price_at_300s(self):
        """300s 첫 틱에서 running_peak이 진입가 아닌 현재가로 초기화된다."""
        pos = _make_pos(entry_price=1000, seconds_ago=305, sell_uuid=None, stage=4)
        pos['trail_peak_set'] = False
        tt.positions[TICKER] = pos

        with patch.object(tt, 'do_sell_market'):
            tt.update_positions({TICKER: 950.0})   # 진입가보다 낮은 현재가

        assert tt.positions[TICKER]['running_peak'] == 950.0, \
            "running_peak이 현재가(950)로 초기화되어야 함"
        assert tt.positions[TICKER]['trail_peak_set'] is True

    def test_trail_stop_does_not_fire_on_peak_init_tick(self):
        """peak 초기화 첫 틱에서는 drop=0이므로 Trail Stop 발동 안 함."""
        pos = _make_pos(entry_price=1000, seconds_ago=305, sell_uuid=None, stage=4)
        pos['trail_peak_set'] = False
        tt.positions[TICKER] = pos

        with patch.object(tt, 'do_sell_market') as mock_sell:
            tt.update_positions({TICKER: 850.0})   # 진입가 대비 -15%
            mock_sell.assert_not_called()   # 초기화 틱이므로 발동 안 함

    def test_submit_fail_sell_uuid_none_no_trail_before_300s(self):
        """
        [회귀] HOLO 버그 재현: ① 지정가 제출 실패(sell_uuid=None) + 진입 2초 후
        → Trail Stop이 발동하면 안 됨.
        """
        tt.positions[TICKER] = _make_pos(
            entry_price=97, seconds_ago=2, sell_uuid=None, stage=0
        )
        with patch.object(tt, 'do_sell_market') as mock_sell:
            tt.update_positions({TICKER: 95.0})    # -2.06% 하락
            mock_sell.assert_not_called()          # 300s 이전이므로 발동 안 함


# ── _advance_stage ────────────────────────────────────────────────────────────

class TestAdvanceStage:

    def setup_method(self):
        tt.positions.clear()

    def test_advance_from_stage0_to_stage1(self):
        """① → ② 단계 전환 시 sell_uuid 갱신."""
        tt.positions[TICKER] = _make_pos(stage=0, sell_uuid='old-uuid')
        with patch.object(tt, 'cancel_order_safe'), \
             patch.object(tt, 'submit_limit_sell', return_value='new-uuid'):
            tt._advance_stage(TICKER)

        pos = tt.positions[TICKER]
        assert pos['stage'] == 1
        assert pos['sell_uuid'] == 'new-uuid'
        assert abs(pos['sell_price'] - 1000 * 1.01) < 0.01

    def test_advance_to_trail_stage(self):
        """마지막 cascade 단계 → ⑤ Trail 전환 시 sell_uuid=None."""
        tt.positions[TICKER] = _make_pos(stage=len(tt.CASCADE_STAGES) - 1)
        with patch.object(tt, 'cancel_order_safe'), \
             patch.object(tt, 'submit_limit_sell'):
            tt._advance_stage(TICKER)

        pos = tt.positions[TICKER]
        assert pos['stage'] == len(tt.CASCADE_STAGES)
        assert pos['sell_uuid'] is None

    def test_advance_submit_fail_sell_uuid_none(self):
        """지정가 재주문 실패(submit_limit_sell=None) 시 sell_uuid=None — Trail 비활성 확인."""
        tt.positions[TICKER] = _make_pos(stage=0, seconds_ago=50)
        with patch.object(tt, 'cancel_order_safe'), \
             patch.object(tt, 'submit_limit_sell', return_value=None):
            tt._advance_stage(TICKER)

        pos = tt.positions[TICKER]
        assert pos['sell_uuid'] is None
        # Trail Stop은 300s 미경과이므로 update_positions에서 발동 안 해야 함
        with patch.object(tt, 'do_sell_market') as mock_sell:
            tt.update_positions({TICKER: 500.0})   # -50% 하락이어도
            mock_sell.assert_not_called()


# ── check_filled_positions ────────────────────────────────────────────────────

class TestCheckFilledPositions:

    def setup_method(self):
        tt.positions.clear()

    def test_done_order_records_exit(self):
        """체결 완료(done) 시 _record_exit 호출 (실거래 모드)."""
        tt.positions[TICKER] = _make_pos(stage=0, sell_uuid='u1', seconds_ago=10)
        with patch.object(tt, 'check_order_state', return_value=('done', 1020.0)), \
             patch.object(tt, '_record_exit') as mock_exit, \
             patch.object(tt, 'SIM_MODE', False):
            tt.check_filled_positions()
            mock_exit.assert_called_once_with(TICKER, 1020.0, '①')

    def test_timeout_advances_stage(self):
        """단계 시간 초과 시 _advance_stage 호출."""
        stage_end = tt.CASCADE_STAGES[0][1]  # 40s
        tt.positions[TICKER] = _make_pos(stage=0, sell_uuid='u1',
                                         seconds_ago=stage_end + 5)
        with patch.object(tt, 'check_order_state', return_value=('wait', None)), \
             patch.object(tt, '_advance_stage') as mock_advance:
            tt.check_filled_positions()
            mock_advance.assert_called_once_with(TICKER)

    def test_cancelled_order_resubmits(self):
        """주문 취소(cancel) 감지 시 _advance_stage 호출 (실거래 모드)."""
        tt.positions[TICKER] = _make_pos(stage=1, sell_uuid='u1', seconds_ago=50)
        with patch.object(tt, 'check_order_state', return_value=('cancel', None)), \
             patch.object(tt, '_advance_stage') as mock_advance, \
             patch.object(tt, 'SIM_MODE', False):
            tt.check_filled_positions()
            mock_advance.assert_called_once_with(TICKER)

    def test_trail_stage_skipped(self):
        """Trail 단계(sell_uuid=None)는 check_filled_positions에서 스킵."""
        tt.positions[TICKER] = _make_pos(stage=4, sell_uuid=None, seconds_ago=4000)
        with patch.object(tt, 'check_order_state') as mock_state:
            tt.check_filled_positions()
            mock_state.assert_not_called()