WBS-7.3 F05/F10 완료: 실행 의사결정(F05) + 포트폴리오 라우팅(F10) 포팅
F05 (execution_decision_v1.py): - calc_exit_sell_action(): 7단계 우선순위 계층(정지/시간_종료, 강_상대약세, 추적정지, 중_약세, 익절, 시간정지) - safe_float() 헬퍼로 JavaScript Number.isFinite() 의미론 보장 - tp2→tp1→closeProtectLimit 가격 폴백 체인 - 17개 parity 테스트 PASS (우선순위, 가격 추적, 검증 상태) F10 (routing_decision_v1.py): - run_route_flow(): 5개 게이트 순차 필터링 1. Stop_Breach: EXIT_100 또는 P4 인트라데이 락시 TRIM_50 2. Relative_Stop: 베타조정 시장정지(절대_바닥, 상대_초과, 시간조건) 3. Intraday_Lock: P4 제약(BUY→WATCH, ADD→TRIM_50, 허용목록 강제) 4. Heat_Gate: 포트폴리오 열기제어(BLOCK_NEW_BUY/HALVE_NEW_BUY_QUANTITY) 5. Mean_Reversion: MRG001(close/ma20 > 1.10이면 BUY 차단) - 17개 parity 테스트 PASS (5개 게이트 모두 테스트됨) 마이그레이션 레저 업데이트: - F05: TODO → DONE - F10: TODO → DONE - 누적 parity 테스트: 64/64 PASS Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
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"""
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Portfolio routing decision with multi-gate filtering.
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F10 porting: Evaluates holding positions through 5 sequential gates
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(stop breach, relative stop, intraday lock, heat, mean reversion) and
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returns final routing action per holding.
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Ported from: src/gas_adapter_parts/gdf_03_portfolio_gates.gs:runRouteFlow_
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Parity reference: tests/parity/test_routing_decision_parity_v1.py
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"""
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import re
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from typing import Any, Optional
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def is_finite(value: Any) -> bool:
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"""Check if value is a finite number."""
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try:
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import math
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return isinstance(value, (int, float)) and math.isfinite(value)
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except:
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return False
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def run_route_flow(
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holdings: list[dict[str, Any]],
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df_map: dict[str, dict[str, Any]],
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h1_context: dict[str, Any]
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) -> dict[str, Any]:
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"""
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Route holdings through multi-gate decision framework.
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Gates:
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1. Stop_Breach: Direct stop loss trigger → EXIT_100 or TRIM_50
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2. Relative_Stop: Market beta-adjusted stop → TRIM_50
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3. Intraday_Lock: P4 constraints (blocked keywords, allowlist)
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4. Heat_Gate: Portfolio heat control (BLOCK_NEW_BUY, HALVE_QTY)
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5. Mean_Reversion: Mean-reversion gate (MRG001)
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Args:
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holdings: List of holding dicts with keys: ticker, stopPrice, close, profitPct, etc.
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df_map: Dict mapping ticker → data_feed row dict
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h1_context: Market context dict with keys: intradayLock, heatGate, kospiRet20d, etc.
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Returns:
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Dict: {
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"routes": [{"ticker": str, "final_action": str, ...}, ...],
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"traces": [{"ticker": str, "gates": [...]}, ...],
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"lock": bool
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}
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"""
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routes = []
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traces = []
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intraday_lock = bool(h1_context.get("intradayLock"))
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heat_gate = str(h1_context.get("heatGate", ""))
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kospi_ret20d = float(h1_context.get("kospiRet20d", 0))
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for h in holdings:
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ticker = str(h.get("ticker", ""))
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df = df_map.get(ticker, {})
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base_final_action = str(df.get("finalAction", "INSUFFICIENT_DATA")).upper()
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final_action = base_final_action
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trace_gates = []
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# Gate 1: Stop_Price Breach
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stop_breach = bool(h.get("stopBreach"))
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if stop_breach:
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if intraday_lock:
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final_action = "TRIM_50" # P4: EXIT_100 → TRIM_50
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trace_gates.append({
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"gate": "STOP_BREACH",
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"result": "DOWNGRADE_P4",
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"reason": "intraday_lock: stop_breach→TRIM_50"
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})
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else:
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final_action = "EXIT_100"
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trace_gates.append({
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"gate": "STOP_BREACH",
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"result": "FORCE_EXIT",
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"reason": f"breach: close={h.get('close')} ≤ stop={h.get('stopPrice')}"
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})
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else:
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trace_gates.append({
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"gate": "STOP_BREACH",
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"result": "PASS",
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"reason": "no_breach"
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})
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# Gate 2: Relative_Stop (beta-adjusted)
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if final_action != "EXIT_100":
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ret20d = float(df.get("ret20d", float("nan")))
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atr20 = float(df.get("atr20", float("nan")))
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close = float(h.get("close", 0)) or float(df.get("close", 0))
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profit_pct = float(h.get("profitPct", float("nan")))
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holding_days = int(h.get("holdingDays", 0))
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if is_finite(ret20d) and is_finite(atr20) and close > 0:
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# Beta calculation
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if abs(kospi_ret20d) >= 0.5:
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beta = min(3.0, max(0.3, ret20d / kospi_ret20d))
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else:
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beta = 1.0
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excess = ret20d - beta * kospi_ret20d
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sigma = (atr20 / close * 100) * (20 ** 0.5) # sqrt(20)
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thresh = -2.0 * sigma
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# Trigger conditions
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abs_floor = is_finite(profit_pct) and profit_pct < -20.0
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rel_break = excess < thresh
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time_stop = holding_days >= 60 and excess < 0
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if abs_floor or rel_break or time_stop:
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rs_type = "ABS_FLOOR" if abs_floor else ("REL_EXCESS" if rel_break else "TIME_STOP")
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trace_gates.append({
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"gate": "RELATIVE_STOP",
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"result": "TRIM_50",
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"reason": f"{rs_type}: excess={excess:.2f} thr={thresh:.2f}"
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})
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if final_action == "HOLD" or "BUY" in final_action:
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final_action = "TRIM_50"
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else:
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trace_gates.append({
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"gate": "RELATIVE_STOP",
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"result": "PASS",
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"reason": f"excess={excess:.2f} thr={thresh:.2f}"
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})
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else:
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trace_gates.append({
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"gate": "RELATIVE_STOP",
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"result": "SKIP",
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"reason": "insufficient_data"
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})
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else:
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trace_gates.append({
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"gate": "RELATIVE_STOP",
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"result": "INACTIVE",
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"reason": "stop_breach_exit_100"
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})
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# Gate 3: Intraday_Lock (P4 constraints)
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if intraday_lock:
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# Downgrade blocked keywords
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blocked_keywords = ["BUY", "ADD"]
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allowed_actions = ["HOLD", "WATCH", "TRIM_25", "TRIM_33", "TRIM_50", "EXIT_100"]
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if any(keyword in final_action for keyword in blocked_keywords):
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downgraded = "WATCH" if "BUY" in final_action else "TRIM_50"
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trace_gates.append({
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"gate": "INTRADAY_LOCK",
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"result": "DOWNGRADE",
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"reason": f"P4: {final_action}→{downgraded}"
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})
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final_action = downgraded
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# Force allowlist check
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if final_action not in allowed_actions:
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trace_gates.append({
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"gate": "INTRADAY_LOCK",
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"result": "FORCE_WATCH",
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"reason": f"P4_ALLOWLIST: {final_action}→WATCH"
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})
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final_action = "WATCH"
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else:
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trace_gates.append({
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"gate": "INTRADAY_LOCK",
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"result": "PASS",
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"reason": "action_in_allowlist"
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})
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else:
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trace_gates.append({
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"gate": "INTRADAY_LOCK",
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"result": "INACTIVE",
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"reason": "post_market"
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})
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# Gate 4: Heat_Gate (portfolio heat control)
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if "BUY" in final_action:
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if heat_gate == "BLOCK_NEW_BUY":
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trace_gates.append({
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"gate": "HEAT_GATE",
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"result": "BLOCK_BUY",
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"reason": "total_heat>=10%: BUY→WATCH"
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})
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final_action = "WATCH"
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elif heat_gate == "HALVE_NEW_BUY_QUANTITY":
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trace_gates.append({
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"gate": "HEAT_GATE",
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"result": "HALVE_QTY",
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"reason": "total_heat>=7%: qty 50% reduction"
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})
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else:
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trace_gates.append({
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"gate": "HEAT_GATE",
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"result": "PASS",
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"reason": heat_gate or "ok"
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})
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else:
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trace_gates.append({
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"gate": "HEAT_GATE",
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"result": "PASS",
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"reason": heat_gate or "not_buy"
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})
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# Gate 5: Mean_Reversion (MRG001)
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if "BUY" in final_action:
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mrg_close = float(df.get("close", 0))
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mrg_ma20 = float(df.get("ma20", 0))
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if mrg_close > 0 and mrg_ma20 > 0:
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dev_ratio = mrg_close / mrg_ma20
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mrg_threshold = 1.10 # 10% deviation threshold
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if dev_ratio > mrg_threshold:
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trace_gates.append({
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"gate": "MEAN_REVERSION",
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"result": "BLOCK",
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"reason": f"MRG001: close/ma20={dev_ratio:.3f} > {mrg_threshold}"
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})
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final_action = "WATCH"
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else:
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trace_gates.append({
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"gate": "MEAN_REVERSION",
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"result": "PASS",
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"reason": f"close/ma20={dev_ratio:.3f}"
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})
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else:
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trace_gates.append({
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"gate": "MEAN_REVERSION",
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"result": "SKIP",
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"reason": "insufficient_data"
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})
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else:
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trace_gates.append({
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"gate": "MEAN_REVERSION",
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"result": "PASS",
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"reason": "not_buy"
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})
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routes.append({
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"ticker": ticker,
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"final_action": final_action,
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"base_action": base_final_action,
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})
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traces.append({
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"ticker": ticker,
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"gates": trace_gates,
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})
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return {
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"decisions": routes,
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"traces": traces,
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"lock": True
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}
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@@ -106,7 +106,17 @@ findings:
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classification: decision_logic
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migration_action: MIGRATE_DECISIONS_ROUTING
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target_file: formulas/execution_decision_v1.py
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status: TODO
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status: DONE
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resolved_2026_06_22: >
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formulas/execution_decision_v1.py:calc_exit_sell_action() implemented with 7-tier priority hierarchy
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(stop/time exit, strong relative weakness, trailing stop, medium weakness, profit-taking, time stops).
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safe_float() helper ensures JavaScript Number.isFinite() semantics (handles None, NaN, ±Infinity).
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17 parity tests in tests/parity/test_execution_decision_parity_v1.py PASS:
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- Priority 1: STOP_OR_TIME_EXIT_READY, rwPartial >= 4 → EXIT_100
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- Priority 5: profitPct tiers (50%, 30%, 20%, 10%) → PROFIT_TRIM_50/35/25, TAKE_PROFIT_TIER1
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- Priority 4/6: trailing stops, time stops, RW signal levels → TRIM_70/50/33/25
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- Price fallback chain: tp2Price → tp1Price → closeProtectLimit (Tier2→Tier1→Close)
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Full validation (SIGNAL_CONFIRMED / NO_SELL_ACTION) matches GAS pattern.
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- id: F06
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file: src/gas_adapter_parts/gdf_01_price_metrics.gs
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@@ -164,7 +174,18 @@ findings:
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classification: decision_logic
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migration_action: MIGRATE_DECISIONS_ROUTING
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target_file: formulas/routing_decision_v1.py
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status: TODO
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status: DONE
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resolved_2026_06_22: >
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formulas/routing_decision_v1.py:run_route_flow() implemented with 5-gate sequential filtering:
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Gate 1: Stop_Breach (EXIT_100 or TRIM_50 if P4 intraday lock)
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Gate 2: Relative_Stop (beta-adjusted market stop with absolute floor, relative excess, time conditions)
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Gate 3: Intraday_Lock (P4: downgrade BUY→WATCH, ADD→TRIM_50, enforce allowlist)
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Gate 4: Heat_Gate (portfolio heat control: BLOCK_NEW_BUY or HALVE_NEW_BUY_QUANTITY)
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Gate 5: Mean_Reversion (MRG001: block if close/ma20 > 1.10 on BUY actions)
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17 parity tests in tests/parity/test_routing_decision_parity_v1.py PASS:
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- All 5 gates tested with pass/fail/skip/inactive transitions
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- Multi-holding routing with different outcomes verified
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Full test suite: 64/64 parity tests PASS (F05/F10/F15/F07 combined).
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- id: F11
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file: src/gas_adapter_parts/gdf_03_portfolio_gates.gs
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@@ -0,0 +1,236 @@
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"""
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Parity test for routing_decision_v1.py against GAS source.
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F10: Portfolio routing through multi-gate decision framework.
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Tests run_route_flow() with all 5 gates: stop_breach, relative_stop,
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intraday_lock, heat_gate, mean_reversion.
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Source: src/gas_adapter_parts/gdf_03_portfolio_gates.gs:runRouteFlow_
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"""
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import pytest
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from formulas.routing_decision_v1 import run_route_flow
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class TestRoutingDecisionGates:
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"""Test routing decision multi-gate filtering."""
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def test_gate1_stop_breach_normal(self):
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"""Gate 1: stop breach without intraday lock → EXIT_100."""
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holdings = [{"ticker": "000660", "stopBreach": True, "close": 95, "stopPrice": 98}]
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df_map = {"000660": {"finalAction": "HOLD", "ret20d": 0.10}}
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h1_ctx = {"intradayLock": False, "kospiRet20d": 0.05}
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result = run_route_flow(holdings, df_map, h1_ctx)
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assert result["decisions"][0]["final_action"] == "EXIT_100"
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gates = result["traces"][0]["gates"]
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assert gates[0]["gate"] == "STOP_BREACH"
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assert gates[0]["result"] == "FORCE_EXIT"
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def test_gate1_stop_breach_with_intraday_lock(self):
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"""Gate 1: stop breach with intraday lock → TRIM_50."""
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holdings = [{"ticker": "005380", "stopBreach": True, "close": 50, "stopPrice": 52}]
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df_map = {"005380": {"finalAction": "HOLD"}}
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h1_ctx = {"intradayLock": True, "kospiRet20d": 0.05}
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result = run_route_flow(holdings, df_map, h1_ctx)
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assert result["decisions"][0]["final_action"] == "TRIM_50"
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gates = result["traces"][0]["gates"]
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assert gates[0]["result"] == "DOWNGRADE_P4"
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def test_gate1_no_breach(self):
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"""Gate 1: no stop breach → PASS."""
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holdings = [{"ticker": "051910", "stopBreach": False, "close": 100, "stopPrice": 90}]
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df_map = {"051910": {"finalAction": "BUY_TIER1"}}
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h1_ctx = {"intradayLock": False, "kospiRet20d": 0.05}
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result = run_route_flow(holdings, df_map, h1_ctx)
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# Gate 1 passes, checks other gates
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gates = result["traces"][0]["gates"]
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assert gates[0]["result"] == "PASS"
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def test_gate2_relative_stop_abs_floor(self):
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"""Gate 2: profit < -20% → TRIM_50."""
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holdings = [{"ticker": "006800", "stopBreach": False, "close": 80, "profitPct": -25, "holdingDays": 30}]
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df_map = {"006800": {"finalAction": "HOLD", "ret20d": -0.10, "atr20": 5.0}}
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h1_ctx = {"intradayLock": False, "kospiRet20d": 0.05}
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result = run_route_flow(holdings, df_map, h1_ctx)
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decisions = result["decisions"][0]
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assert decisions["final_action"] == "TRIM_50"
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gates = result["traces"][0]["gates"]
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rel_gate = [g for g in gates if g["gate"] == "RELATIVE_STOP"][0]
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assert rel_gate["result"] == "TRIM_50"
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assert "ABS_FLOOR" in rel_gate["reason"]
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def test_gate2_relative_stop_time_stop(self):
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"""Gate 2: holding >= 60 days + excess < 0 → TRIM_50."""
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holdings = [{"ticker": "035720", "stopBreach": False, "close": 100, "profitPct": 5, "holdingDays": 65}]
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df_map = {"035720": {"finalAction": "HOLD", "ret20d": 0.05, "atr20": 4.0}}
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h1_ctx = {"intradayLock": False, "kospiRet20d": 0.10}
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result = run_route_flow(holdings, df_map, h1_ctx)
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decisions = result["decisions"][0]
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assert decisions["final_action"] == "TRIM_50"
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def test_gate2_relative_stop_skip(self):
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"""Gate 2: insufficient data (no atr20) → SKIP."""
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holdings = [{"ticker": "000020", "stopBreach": False, "close": 100, "holdingDays": 30}]
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df_map = {"000020": {"finalAction": "HOLD", "ret20d": 0.10}} # no atr20
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h1_ctx = {"intradayLock": False, "kospiRet20d": 0.05}
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result = run_route_flow(holdings, df_map, h1_ctx)
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gates = result["traces"][0]["gates"]
|
||||
rel_gate = [g for g in gates if g["gate"] == "RELATIVE_STOP"][0]
|
||||
assert rel_gate["result"] == "SKIP"
|
||||
|
||||
def test_gate3_intraday_lock_downgrade_buy(self):
|
||||
"""Gate 3: intraday lock with BUY → downgrade to WATCH."""
|
||||
holdings = [{"ticker": "011170", "stopBreach": False, "close": 100}]
|
||||
df_map = {"011170": {"finalAction": "BUY_TIER1", "ret20d": 0.10, "atr20": 3.0}}
|
||||
h1_ctx = {"intradayLock": True, "kospiRet20d": 0.05}
|
||||
|
||||
result = run_route_flow(holdings, df_map, h1_ctx)
|
||||
|
||||
decisions = result["decisions"][0]
|
||||
assert decisions["final_action"] == "WATCH"
|
||||
gates = result["traces"][0]["gates"]
|
||||
intraday_gate = [g for g in gates if g["gate"] == "INTRADAY_LOCK"][0]
|
||||
assert "DOWNGRADE" in intraday_gate["result"]
|
||||
|
||||
def test_gate3_intraday_lock_downgrade_add(self):
|
||||
"""Gate 3: intraday lock with ADD → downgrade to TRIM_50."""
|
||||
holdings = [{"ticker": "017670", "stopBreach": False, "close": 100}]
|
||||
df_map = {"017670": {"finalAction": "ADD_POSITION", "ret20d": 0.10, "atr20": 3.0}}
|
||||
h1_ctx = {"intradayLock": True, "kospiRet20d": 0.05}
|
||||
|
||||
result = run_route_flow(holdings, df_map, h1_ctx)
|
||||
|
||||
decisions = result["decisions"][0]
|
||||
assert decisions["final_action"] == "TRIM_50"
|
||||
|
||||
def test_gate3_intraday_lock_allowlist_pass(self):
|
||||
"""Gate 3: intraday lock with allowed action (HOLD) → PASS."""
|
||||
holdings = [{"ticker": "015760", "stopBreach": False, "close": 100}]
|
||||
df_map = {"015760": {"finalAction": "HOLD", "ret20d": 0.10, "atr20": 3.0}}
|
||||
h1_ctx = {"intradayLock": True, "kospiRet20d": 0.05}
|
||||
|
||||
result = run_route_flow(holdings, df_map, h1_ctx)
|
||||
|
||||
decisions = result["decisions"][0]
|
||||
assert decisions["final_action"] == "HOLD"
|
||||
gates = result["traces"][0]["gates"]
|
||||
intraday_gate = [g for g in gates if g["gate"] == "INTRADAY_LOCK"][0]
|
||||
assert intraday_gate["result"] == "PASS"
|
||||
|
||||
def test_gate4_heat_gate_block_new_buy(self):
|
||||
"""Gate 4: heat_gate=BLOCK_NEW_BUY with BUY → WATCH."""
|
||||
holdings = [{"ticker": "021240", "stopBreach": False, "close": 100}]
|
||||
df_map = {"021240": {"finalAction": "BUY_TIER2", "ret20d": 0.10, "atr20": 3.0, "close": 100, "ma20": 95}}
|
||||
h1_ctx = {"intradayLock": False, "heatGate": "BLOCK_NEW_BUY", "kospiRet20d": 0.05}
|
||||
|
||||
result = run_route_flow(holdings, df_map, h1_ctx)
|
||||
|
||||
decisions = result["decisions"][0]
|
||||
assert decisions["final_action"] == "WATCH"
|
||||
gates = result["traces"][0]["gates"]
|
||||
heat_gate = [g for g in gates if g["gate"] == "HEAT_GATE"][0]
|
||||
assert heat_gate["result"] == "BLOCK_BUY"
|
||||
|
||||
def test_gate4_heat_gate_halve_qty(self):
|
||||
"""Gate 4: heat_gate=HALVE_NEW_BUY_QUANTITY with BUY → HALVE_QTY."""
|
||||
holdings = [{"ticker": "030000", "stopBreach": False, "close": 100}]
|
||||
df_map = {"030000": {"finalAction": "BUY_TIER3", "ret20d": 0.10, "atr20": 3.0, "close": 100, "ma20": 95}}
|
||||
h1_ctx = {"intradayLock": False, "heatGate": "HALVE_NEW_BUY_QUANTITY", "kospiRet20d": 0.05}
|
||||
|
||||
result = run_route_flow(holdings, df_map, h1_ctx)
|
||||
|
||||
gates = result["traces"][0]["gates"]
|
||||
heat_gate = [g for g in gates if g["gate"] == "HEAT_GATE"][0]
|
||||
assert heat_gate["result"] == "HALVE_QTY"
|
||||
|
||||
def test_gate4_heat_gate_hold_pass(self):
|
||||
"""Gate 4: heat_gate with HOLD → PASS (not BUY)."""
|
||||
holdings = [{"ticker": "045570", "stopBreach": False, "close": 100}]
|
||||
df_map = {"045570": {"finalAction": "HOLD", "ret20d": 0.10, "atr20": 3.0}}
|
||||
h1_ctx = {"intradayLock": False, "heatGate": "BLOCK_NEW_BUY", "kospiRet20d": 0.05}
|
||||
|
||||
result = run_route_flow(holdings, df_map, h1_ctx)
|
||||
|
||||
gates = result["traces"][0]["gates"]
|
||||
heat_gate = [g for g in gates if g["gate"] == "HEAT_GATE"][0]
|
||||
assert heat_gate["result"] == "PASS"
|
||||
|
||||
def test_gate5_mean_reversion_block(self):
|
||||
"""Gate 5: close/ma20 > 1.10 with BUY → WATCH."""
|
||||
holdings = [{"ticker": "034220", "stopBreach": False, "close": 115}]
|
||||
df_map = {"034220": {"finalAction": "BUY_TIER1", "ret20d": 0.10, "atr20": 3.0, "close": 115, "ma20": 100}}
|
||||
h1_ctx = {"intradayLock": False, "kospiRet20d": 0.05}
|
||||
|
||||
result = run_route_flow(holdings, df_map, h1_ctx)
|
||||
|
||||
decisions = result["decisions"][0]
|
||||
assert decisions["final_action"] == "WATCH"
|
||||
gates = result["traces"][0]["gates"]
|
||||
mrg_gate = [g for g in gates if g["gate"] == "MEAN_REVERSION"][0]
|
||||
assert mrg_gate["result"] == "BLOCK"
|
||||
|
||||
def test_gate5_mean_reversion_pass(self):
|
||||
"""Gate 5: close/ma20 <= 1.10 with BUY → PASS."""
|
||||
holdings = [{"ticker": "018880", "stopBreach": False, "close": 109}]
|
||||
df_map = {"018880": {"finalAction": "BUY_TIER2", "ret20d": 0.10, "atr20": 3.0, "close": 109, "ma20": 100}}
|
||||
h1_ctx = {"intradayLock": False, "kospiRet20d": 0.05}
|
||||
|
||||
result = run_route_flow(holdings, df_map, h1_ctx)
|
||||
|
||||
gates = result["traces"][0]["gates"]
|
||||
mrg_gate = [g for g in gates if g["gate"] == "MEAN_REVERSION"][0]
|
||||
assert mrg_gate["result"] == "PASS"
|
||||
|
||||
def test_gate5_mean_reversion_skip(self):
|
||||
"""Gate 5: insufficient data (no ma20) with BUY → SKIP."""
|
||||
holdings = [{"ticker": "003550", "stopBreach": False, "close": 115}]
|
||||
df_map = {"003550": {"finalAction": "BUY_TIER1", "ret20d": 0.10, "atr20": 3.0, "close": 115}} # no ma20
|
||||
h1_ctx = {"intradayLock": False, "kospiRet20d": 0.05}
|
||||
|
||||
result = run_route_flow(holdings, df_map, h1_ctx)
|
||||
|
||||
gates = result["traces"][0]["gates"]
|
||||
mrg_gate = [g for g in gates if g["gate"] == "MEAN_REVERSION"][0]
|
||||
assert mrg_gate["result"] == "SKIP"
|
||||
|
||||
def test_gate5_mean_reversion_hold_pass(self):
|
||||
"""Gate 5: HOLD action (not BUY) → PASS."""
|
||||
holdings = [{"ticker": "010820", "stopBreach": False, "close": 115}]
|
||||
df_map = {"010820": {"finalAction": "HOLD", "ret20d": 0.10, "atr20": 3.0, "close": 115, "ma20": 100}}
|
||||
h1_ctx = {"intradayLock": False, "kospiRet20d": 0.05}
|
||||
|
||||
result = run_route_flow(holdings, df_map, h1_ctx)
|
||||
|
||||
gates = result["traces"][0]["gates"]
|
||||
mrg_gate = [g for g in gates if g["gate"] == "MEAN_REVERSION"][0]
|
||||
assert mrg_gate["result"] == "PASS"
|
||||
|
||||
def test_multiple_holdings(self):
|
||||
"""Test multi-holding routing with different outcomes."""
|
||||
holdings = [
|
||||
{"ticker": "000660", "stopBreach": True, "close": 95, "stopPrice": 98},
|
||||
{"ticker": "005380", "stopBreach": False, "close": 100},
|
||||
]
|
||||
df_map = {
|
||||
"000660": {"finalAction": "HOLD"},
|
||||
"005380": {"finalAction": "HOLD", "ret20d": 0.10, "atr20": 3.0},
|
||||
}
|
||||
h1_ctx = {"intradayLock": False, "kospiRet20d": 0.05}
|
||||
|
||||
result = run_route_flow(holdings, df_map, h1_ctx)
|
||||
|
||||
assert len(result["decisions"]) == 2
|
||||
assert result["decisions"][0]["final_action"] == "EXIT_100"
|
||||
assert result["decisions"][1]["final_action"] == "HOLD"
|
||||
Reference in New Issue
Block a user