126 lines
3.7 KiB
Python
126 lines
3.7 KiB
Python
#!/usr/bin/env python3
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"""실매 ↔ 백테 포트폴리오·유니버스 슬롯 정합 검증."""
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from __future__ import annotations
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import os
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import sys
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sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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from datetime import datetime as dt
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from typing import Dict, List
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from kis_trader.utils.live_portfolio_common import (
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filter_candidates_by_history_universe,
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live_portfolio_budget_full,
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live_universe_slot_align_enabled,
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portfolio_strategy_key,
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resolve_live_buy_qty,
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resolve_live_total_budget_krw,
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slot_key_from_dt,
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)
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class _FakeDB:
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def __init__(self, rows: List[Dict]):
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self._rows = rows
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def get_universe_at(
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self, *, strategy_id: str, at_time: str, history_source: str = "kiwoom",
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) -> List[Dict]:
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eligible = [
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r for r in self._rows
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if r["event_time"] <= at_time
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and r.get("strategy_id", strategy_id) == strategy_id
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]
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if not eligible:
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return []
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et = max(r["event_time"] for r in eligible)
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return [
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{"code": r["code"], "name": r["name"]}
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for r in eligible if r["event_time"] == et
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]
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def _ok(msg: str) -> None:
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print(f" OK {msg}")
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def _fail(msg: str) -> None:
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print(f" FAIL {msg}")
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raise SystemExit(1)
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def main() -> None:
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print("=== live_portfolio_common 단위 ===")
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when = dt(2026, 7, 2, 9, 31, 25)
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sk = slot_key_from_dt(when, 1)
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if sk != "202607020931":
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_fail(f"slot_key {sk}")
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_ok(f"slot_key={sk}")
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if portfolio_strategy_key("SHORT") != "TAIL":
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_fail("SHORT→TAIL mapping")
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_ok("SHORT→TAIL")
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tb = resolve_live_total_budget_krw("BREAKOUT", max_stocks=20, slot_money=300_000)
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if tb <= 0:
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_fail(f"total_budget={tb}")
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_ok(f"BREAKOUT total_budget={tb:,.0f}")
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holdings = {"005930": {"buy_price": 70000, "qty": 5}}
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full = live_portfolio_budget_full(holdings, "BREAKOUT", 300_000, 20)
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_ok(f"budget_full={full}")
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qty, invest, rej = resolve_live_buy_qty(
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70000, {}, "BREAKOUT", 300_000, max_stocks=20, invest_cap=300_000,
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)
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if qty < 1 or rej:
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_fail(f"buy_qty qty={qty} rej={rej}")
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_ok(f"buy_qty qty={qty} invest={invest:,.0f}")
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db = _FakeDB([
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{"event_time": "2026-07-02 09:30:00", "code": "005930", "name": "삼성"},
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{"event_time": "2026-07-02 09:30:00", "code": "000660", "name": "SK"},
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{"event_time": "2026-07-02 09:31:10", "code": "005930", "name": "삼성"},
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])
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cands = [
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{"code": "005930", "name": "삼성"},
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{"code": "035720", "name": "카카오"},
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]
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out, dropped = filter_candidates_by_history_universe(
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cands, db, "BREAKOUT", when=when,
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)
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if len(out) != 1 or out[0]["code"] != "005930" or dropped != 1:
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_fail(f"universe filter out={out} dropped={dropped}")
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_ok("universe history ∩ live candidates")
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print("=== 전략 import ===")
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from kis_trader.strategies import ( # noqa: WPS433
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BreakoutStrategy,
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DbBandStrategy,
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MomentumStrategy,
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RangeBreakStrategy,
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ScalpingStrategy,
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TailCatchStrategy,
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)
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for cls in (
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BreakoutStrategy, ScalpingStrategy, MomentumStrategy,
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RangeBreakStrategy, TailCatchStrategy, DbBandStrategy,
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):
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_ok(cls.__name__)
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print("=== 슬롯 정합 플래그 ===")
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for sid in ("BREAKOUT", "SCALP", "MOMENTUM", "RANGE_BREAK", "SHORT", "UPDOW", "DBBAND"):
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en = live_universe_slot_align_enabled(sid)
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print(f" {sid}: universe_slot={en}")
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print("\n✅ verify_live_portfolio_align 전부 통과")
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if __name__ == "__main__":
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try:
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main()
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except SystemExit:
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sys.exit(1)
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