72de8d534e
vol_breakout 멀티종목 tick, vol_live HTML 모니터, 마감 봉만 저장하는 캔들 다운로드, 텔레그램 체결 알림, cron/watch 감시 스크립트 및 테스트를 포함한다. Co-authored-by: Cursor <cursoragent@cursor.com>
78 lines
2.2 KiB
Python
78 lines
2.2 KiB
Python
"""exchange reconcile 단위 테스트."""
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from __future__ import annotations
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from datetime import datetime, timedelta
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from bithumb.operations.exchange_reconcile import (
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_match_orders_to_signals,
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_trade_from_exchange_order,
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)
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def test_match_orders_to_signals_by_side_and_time() -> None:
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"""같은 side·시간 창 안에서 주문-신호 1:1 매칭."""
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sig_dt = datetime(2026, 6, 14, 10, 48, 0)
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signals = [
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{"datetime": sig_dt.strftime("%Y-%m-%d %H:%M:%S"), "side": "buy", "bar_index": 1},
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]
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order_dt = sig_dt + timedelta(minutes=30)
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orders = [
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{
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"uuid": "order-1",
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"side": "bid",
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"created_at": order_dt.isoformat(),
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"executed_volume": "0.001",
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"executed_funds": "100000",
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},
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]
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matches = _match_orders_to_signals(
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orders,
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signals,
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match_window_min=720,
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known_uuids=set(),
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)
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assert len(matches) == 1
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assert matches[0][0]["side"] == "buy"
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assert matches[0][1]["uuid"] == "order-1"
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def test_match_skips_known_uuid() -> None:
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"""이미 history에 있는 uuid는 재매칭하지 않는다."""
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sig_dt = datetime(2026, 6, 14, 11, 0, 0)
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signals = [
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{"datetime": sig_dt.strftime("%Y-%m-%d %H:%M:%S"), "side": "sell", "bar_index": 2},
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]
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orders = [
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{
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"uuid": "already-used",
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"side": "ask",
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"created_at": (sig_dt + timedelta(minutes=5)).isoformat(),
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"executed_volume": "0.001",
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"executed_funds": "100000",
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},
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]
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matches = _match_orders_to_signals(
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orders,
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signals,
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match_window_min=720,
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known_uuids={"already-used"},
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)
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assert matches == []
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def test_trade_from_exchange_order_buy() -> None:
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"""매수 체결 → executed TradeResult."""
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sig = {"datetime": "2026-06-14 10:48:00", "side": "buy", "price": 140_000_000.0}
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order = {
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"uuid": "x",
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"side": "bid",
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"executed_volume": "0.002",
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"executed_funds": "280000",
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}
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trade = _trade_from_exchange_order(sig, order)
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assert trade.executed is True
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assert trade.side == "buy"
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assert trade.order_coin == 0.002
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assert trade.api_response == order
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