alt/services/worker/internal/socket/market_test.go
toki 9eef0b5460 test(marketdata): 미국장 공통 조회 검증을 추가한다
미국장 데이터가 들어와도 API, worker, operator가 한국장과 다른 조회 경로를 쓰면 shared-query 마일스톤을 닫을 수 없다. 기존 ListInstruments/ListBars/ImportDailyBars contract에 US market, NASDAQ venue, provider filter 케이스를 추가하고 완료 로그 기준으로 마일스톤 진행 상태를 동기화한다.
2026-06-06 19:09:49 +09:00

526 lines
18 KiB
Go

package socket
import (
"context"
"errors"
"testing"
"time"
altv1 "git.toki-labs.com/toki/alt/packages/contracts/gen/go/alt/v1"
"git.toki-labs.com/toki/alt/packages/domain/market"
"git.toki-labs.com/toki/alt/services/worker/internal/marketdata/importer"
"git.toki-labs.com/toki/alt/services/worker/internal/storage"
protoSocket "git.toki-labs.com/toki/proto-socket/go"
)
type fakeInstrumentStore struct {
listCalled bool
insts []market.Instrument
err error
}
func (f *fakeInstrumentStore) UpsertInstrument(ctx context.Context, inst market.Instrument) error {
return nil
}
func (f *fakeInstrumentStore) GetInstrument(ctx context.Context, id market.InstrumentID) (market.Instrument, error) {
return market.Instrument{}, nil
}
func (f *fakeInstrumentStore) ListInstruments(ctx context.Context) ([]market.Instrument, error) {
f.listCalled = true
return f.insts, f.err
}
type fakeBarStore struct {
gotID market.InstrumentID
gotTimeframe market.Timeframe
gotFrom time.Time
gotTo time.Time
bars []market.Bar
err error
}
func (f *fakeBarStore) UpsertBar(ctx context.Context, bar market.Bar) error { return nil }
func (f *fakeBarStore) GetBars(ctx context.Context, id market.InstrumentID, timeframe market.Timeframe, from, to time.Time) ([]market.Bar, error) {
f.gotID = id
f.gotTimeframe = timeframe
f.gotFrom = from
f.gotTo = to
return f.bars, f.err
}
type fakeDailyBarImporter struct {
gotReq importer.DailyBarRequest
called bool
result importer.Result
err error
}
func (f *fakeDailyBarImporter) ImportDailyBars(ctx context.Context, request importer.DailyBarRequest) (importer.Result, error) {
f.called = true
f.gotReq = request
return f.result, f.err
}
func validImportRequest() *altv1.ImportDailyBarsRequest {
return &altv1.ImportDailyBarsRequest{
Provider: "kis",
SelectorKind: "watchlist",
Market: altv1.Market_MARKET_KR,
Venue: altv1.Venue_VENUE_KRX,
Name: "my-watchlist",
Symbols: []string{"005930", "000660"},
FromYyyymmdd: "20260501",
ToYyyymmdd: "20260515",
}
}
func validListBarsRequest() *altv1.ListBarsRequest {
return &altv1.ListBarsRequest{
InstrumentId: "KRX:005930",
Timeframe: altv1.Timeframe_TIMEFRAME_DAILY,
FromUnixMs: time.Date(2026, 5, 1, 0, 0, 0, 0, time.UTC).UnixMilli(),
ToUnixMs: time.Date(2026, 5, 15, 0, 0, 0, 0, time.UTC).UnixMilli(),
}
}
func TestHandleListInstrumentsFiltersMarketAndProvider(t *testing.T) {
store := &fakeInstrumentStore{insts: []market.Instrument{
{ID: "KRX:005930", Market: market.MarketKR, Symbol: "005930", ProviderSymbols: map[string]string{"kis": "005930"}},
{ID: "KRX:000660", Market: market.MarketKR, Symbol: "000660", ProviderSymbols: map[string]string{"other": "000660"}},
{ID: "NASDAQ:AAPL", Market: market.MarketUS, Symbol: "AAPL", ProviderSymbols: map[string]string{"kis": "AAPL"}},
}}
resp, err := handleListInstruments(Deps{Instruments: store}, &altv1.ListInstrumentsRequest{
Market: altv1.Market_MARKET_KR,
Provider: "kis",
})
if err != nil {
t.Fatalf("unexpected error: %v", err)
}
if !store.listCalled {
t.Fatal("expected instrument store to be called")
}
if len(resp.GetInstruments()) != 1 {
t.Fatalf("expected one filtered instrument, got %d", len(resp.GetInstruments()))
}
if resp.GetInstruments()[0].GetId() != "KRX:005930" {
t.Errorf("unexpected instrument: %+v", resp.GetInstruments()[0])
}
}
func TestHandleListInstrumentsFiltersMarketAndProviderUS(t *testing.T) {
store := &fakeInstrumentStore{insts: []market.Instrument{
{ID: "KRX:005930", Market: market.MarketKR, Symbol: "005930", ProviderSymbols: map[string]string{"kis": "005930"}},
{ID: "KRX:000660", Market: market.MarketKR, Symbol: "000660", ProviderSymbols: map[string]string{"other": "000660"}},
{ID: "NASDAQ:AAPL", Market: market.MarketUS, Symbol: "AAPL", ProviderSymbols: map[string]string{"kis": "AAPL"}},
}}
resp, err := handleListInstruments(Deps{Instruments: store}, &altv1.ListInstrumentsRequest{
Market: altv1.Market_MARKET_US,
Provider: "kis",
})
if err != nil {
t.Fatalf("unexpected error: %v", err)
}
if !store.listCalled {
t.Fatal("expected instrument store to be called")
}
if len(resp.GetInstruments()) != 1 {
t.Fatalf("expected one filtered instrument, got %d", len(resp.GetInstruments()))
}
if resp.GetInstruments()[0].GetId() != "NASDAQ:AAPL" {
t.Errorf("unexpected instrument: %+v", resp.GetInstruments()[0])
}
}
func TestHandleListInstrumentsEmpty(t *testing.T) {
resp, err := handleListInstruments(Deps{Instruments: &fakeInstrumentStore{}}, &altv1.ListInstrumentsRequest{})
if err != nil {
t.Fatalf("unexpected error: %v", err)
}
if len(resp.GetInstruments()) != 0 {
t.Errorf("expected empty instruments, got %d", len(resp.GetInstruments()))
}
}
func TestHandleListInstrumentsInvalidMarket(t *testing.T) {
store := &fakeInstrumentStore{}
resp, err := handleListInstruments(Deps{Instruments: store}, &altv1.ListInstrumentsRequest{Market: altv1.Market(99)})
if err != nil {
t.Fatalf("expected typed validation response, got error: %v", err)
}
requireMarketError(t, resp.GetError(), marketErrorInvalidRequest)
if store.listCalled {
t.Error("store must not be called when validation fails")
}
}
func TestHandleListInstrumentsUnavailable(t *testing.T) {
resp, err := handleListInstruments(Deps{}, &altv1.ListInstrumentsRequest{})
if err != nil {
t.Fatalf("expected typed unavailable response, got error: %v", err)
}
requireMarketError(t, resp.GetError(), marketErrorUnavailable)
}
func TestHandleListInstrumentsStoreError(t *testing.T) {
resp, err := handleListInstruments(Deps{Instruments: &fakeInstrumentStore{err: errors.New("boom")}}, &altv1.ListInstrumentsRequest{})
if err != nil {
t.Fatalf("expected typed internal response, got error: %v", err)
}
requireMarketError(t, resp.GetError(), marketErrorInternal)
}
func TestHandleListBarsSuccess(t *testing.T) {
req := validListBarsRequest()
store := &fakeBarStore{bars: []market.Bar{{
InstrumentID: "KRX:005930",
Timeframe: market.TimeframeDaily,
Timestamp: time.UnixMilli(req.GetFromUnixMs()).UTC(),
}}}
resp, err := handleListBars(Deps{Bars: store}, req)
if err != nil {
t.Fatalf("unexpected error: %v", err)
}
if store.gotID != "KRX:005930" {
t.Errorf("instrument id mismatch: %q", store.gotID)
}
if store.gotTimeframe != market.TimeframeDaily {
t.Errorf("timeframe mismatch: %q", store.gotTimeframe)
}
if !store.gotFrom.Equal(time.UnixMilli(req.GetFromUnixMs()).UTC()) || !store.gotTo.Equal(time.UnixMilli(req.GetToUnixMs()).UTC()) {
t.Errorf("time range mismatch: got %v..%v", store.gotFrom, store.gotTo)
}
if len(resp.GetBars()) != 1 {
t.Errorf("expected 1 bar, got %d", len(resp.GetBars()))
}
}
func TestHandleListBarsSuccessUS(t *testing.T) {
req := &altv1.ListBarsRequest{
InstrumentId: "NASDAQ:AAPL",
Timeframe: altv1.Timeframe_TIMEFRAME_DAILY,
FromUnixMs: time.Date(2026, 5, 1, 0, 0, 0, 0, time.UTC).UnixMilli(),
ToUnixMs: time.Date(2026, 5, 15, 0, 0, 0, 0, time.UTC).UnixMilli(),
}
store := &fakeBarStore{bars: []market.Bar{{
InstrumentID: "NASDAQ:AAPL",
Timeframe: market.TimeframeDaily,
Timestamp: time.UnixMilli(req.GetFromUnixMs()).UTC(),
}}}
resp, err := handleListBars(Deps{Bars: store}, req)
if err != nil {
t.Fatalf("unexpected error: %v", err)
}
if store.gotID != "NASDAQ:AAPL" {
t.Errorf("instrument id mismatch: %q", store.gotID)
}
if store.gotTimeframe != market.TimeframeDaily {
t.Errorf("timeframe mismatch: %q", store.gotTimeframe)
}
if !store.gotFrom.Equal(time.UnixMilli(req.GetFromUnixMs()).UTC()) || !store.gotTo.Equal(time.UnixMilli(req.GetToUnixMs()).UTC()) {
t.Errorf("time range mismatch: got %v..%v", store.gotFrom, store.gotTo)
}
if len(resp.GetBars()) != 1 {
t.Errorf("expected 1 bar, got %d", len(resp.GetBars()))
}
}
func TestHandleListBarsValidation(t *testing.T) {
valid := validListBarsRequest()
tests := []struct {
name string
req *altv1.ListBarsRequest
}{
{"missing instrument", &altv1.ListBarsRequest{Timeframe: valid.GetTimeframe(), FromUnixMs: valid.GetFromUnixMs(), ToUnixMs: valid.GetToUnixMs()}},
{"unknown timeframe", &altv1.ListBarsRequest{InstrumentId: valid.GetInstrumentId(), Timeframe: altv1.Timeframe(99), FromUnixMs: valid.GetFromUnixMs(), ToUnixMs: valid.GetToUnixMs()}},
{"missing from", &altv1.ListBarsRequest{InstrumentId: valid.GetInstrumentId(), Timeframe: valid.GetTimeframe(), ToUnixMs: valid.GetToUnixMs()}},
{"missing to", &altv1.ListBarsRequest{InstrumentId: valid.GetInstrumentId(), Timeframe: valid.GetTimeframe(), FromUnixMs: valid.GetFromUnixMs()}},
{"inverted range", &altv1.ListBarsRequest{InstrumentId: valid.GetInstrumentId(), Timeframe: valid.GetTimeframe(), FromUnixMs: valid.GetToUnixMs(), ToUnixMs: valid.GetFromUnixMs()}},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
store := &fakeBarStore{}
resp, err := handleListBars(Deps{Bars: store}, tt.req)
if err != nil {
t.Fatalf("expected typed validation response, got error: %v", err)
}
requireMarketError(t, resp.GetError(), marketErrorInvalidRequest)
if store.gotID != "" {
t.Error("store must not be called when validation fails")
}
})
}
}
func TestHandleListBarsUnavailable(t *testing.T) {
resp, err := handleListBars(Deps{}, validListBarsRequest())
if err != nil {
t.Fatalf("expected typed unavailable response, got error: %v", err)
}
requireMarketError(t, resp.GetError(), marketErrorUnavailable)
}
func TestHandleListBarsNotFound(t *testing.T) {
resp, err := handleListBars(Deps{Bars: &fakeBarStore{err: storage.ErrInstrumentNotFound}}, validListBarsRequest())
if err != nil {
t.Fatalf("expected typed not_found response, got error: %v", err)
}
requireMarketError(t, resp.GetError(), marketErrorNotFound)
}
func TestHandleImportDailyBarsSuccess(t *testing.T) {
imp := &fakeDailyBarImporter{result: importer.Result{Instruments: 2, Bars: 20}}
resp, err := handleImportDailyBars(Deps{DailyBarImporter: imp}, validImportRequest())
if err != nil {
t.Fatalf("unexpected error: %v", err)
}
if resp.GetError() != nil {
t.Fatalf("unexpected import error: %+v", resp.GetError())
}
if !imp.called {
t.Fatal("expected importer to be called")
}
if resp.GetProvider() != "kis" || resp.GetInstrumentCount() != 2 || resp.GetBarCount() != 20 {
t.Errorf("unexpected response: %+v", resp)
}
}
func TestHandleImportDailyBarsConvertsRequest(t *testing.T) {
imp := &fakeDailyBarImporter{}
if _, err := handleImportDailyBars(Deps{DailyBarImporter: imp}, validImportRequest()); err != nil {
t.Fatalf("unexpected error: %v", err)
}
got := imp.gotReq
if got.Provider != market.ProviderKIS {
t.Errorf("provider mismatch: %q", got.Provider)
}
if got.Selector.Kind != market.UniverseSelectorWatchlist {
t.Errorf("selector kind mismatch: %q", got.Selector.Kind)
}
if got.Selector.Market != market.MarketKR || got.Selector.Venue != market.VenueKRX {
t.Errorf("selector market/venue mismatch: %q/%q", got.Selector.Market, got.Selector.Venue)
}
if got.Selector.Name != "my-watchlist" || len(got.Selector.Symbols) != 2 {
t.Errorf("selector name/symbols mismatch: %+v", got.Selector)
}
wantFrom := time.Date(2026, 5, 1, 0, 0, 0, 0, time.UTC)
wantTo := time.Date(2026, 5, 15, 0, 0, 0, 0, time.UTC)
if !got.From.Equal(wantFrom) || !got.To.Equal(wantTo) {
t.Errorf("date range mismatch: got %v..%v", got.From, got.To)
}
}
func validUSImportRequest() *altv1.ImportDailyBarsRequest {
return &altv1.ImportDailyBarsRequest{
Provider: "kis",
SelectorKind: "watchlist",
Market: altv1.Market_MARKET_US,
Venue: altv1.Venue_VENUE_NASDAQ,
Name: "us-watchlist",
Symbols: []string{"AAPL", "SPY"},
FromYyyymmdd: "20240528",
ToYyyymmdd: "20240529",
}
}
func TestHandleImportDailyBarsConvertsUSRequest(t *testing.T) {
imp := &fakeDailyBarImporter{result: importer.Result{Instruments: 2, Bars: 4}}
resp, err := handleImportDailyBars(Deps{DailyBarImporter: imp}, validUSImportRequest())
if err != nil {
t.Fatalf("unexpected error: %v", err)
}
if resp.GetError() != nil {
t.Fatalf("unexpected import error: %+v", resp.GetError())
}
if !imp.called {
t.Fatal("expected importer to be called for US watchlist")
}
// The US market/venue enums must survive the proto -> domain conversion so
// the provider can resolve the right overseas exchange.
got := imp.gotReq
if got.Provider != market.ProviderKIS {
t.Errorf("provider mismatch: %q", got.Provider)
}
if got.Selector.Market != market.MarketUS || got.Selector.Venue != market.VenueNASDAQ {
t.Errorf("selector market/venue mismatch: %q/%q, want US/NASDAQ", got.Selector.Market, got.Selector.Venue)
}
if len(got.Selector.Symbols) != 2 {
t.Errorf("selector symbols: got %d, want 2", len(got.Selector.Symbols))
}
if resp.GetInstrumentCount() != 2 || resp.GetBarCount() != 4 {
t.Errorf("unexpected counts: %+v", resp)
}
}
func TestHandleImportDailyBarsValidation(t *testing.T) {
// withImport starts from a fully valid request and mutates one field so each
// case isolates a single validation failure.
withImport := func(mut func(*altv1.ImportDailyBarsRequest)) *altv1.ImportDailyBarsRequest {
req := validImportRequest()
mut(req)
return req
}
tests := []struct {
name string
req *altv1.ImportDailyBarsRequest
}{
{"missing provider", withImport(func(r *altv1.ImportDailyBarsRequest) { r.Provider = "" })},
{"missing selector kind", withImport(func(r *altv1.ImportDailyBarsRequest) { r.SelectorKind = "" })},
{"missing symbols", withImport(func(r *altv1.ImportDailyBarsRequest) { r.Symbols = nil })},
{"unsupported market", withImport(func(r *altv1.ImportDailyBarsRequest) { r.Market = altv1.Market(99) })},
{"unsupported venue", withImport(func(r *altv1.ImportDailyBarsRequest) { r.Venue = altv1.Venue(99) })},
{"missing from date", withImport(func(r *altv1.ImportDailyBarsRequest) { r.FromYyyymmdd = "" })},
{"missing to date", withImport(func(r *altv1.ImportDailyBarsRequest) { r.ToYyyymmdd = "" })},
{"malformed from date", withImport(func(r *altv1.ImportDailyBarsRequest) { r.FromYyyymmdd = "2026-05-01" })},
{"malformed to date", withImport(func(r *altv1.ImportDailyBarsRequest) { r.ToYyyymmdd = "nope" })},
{"reversed range", withImport(func(r *altv1.ImportDailyBarsRequest) {
r.FromYyyymmdd, r.ToYyyymmdd = r.GetToYyyymmdd(), r.GetFromYyyymmdd()
})},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
imp := &fakeDailyBarImporter{}
resp, err := handleImportDailyBars(Deps{DailyBarImporter: imp}, tt.req)
if err != nil {
t.Fatalf("expected typed validation response, got error: %v", err)
}
requireMarketError(t, resp.GetError(), marketErrorInvalidRequest)
if imp.called {
t.Error("importer must not be called when validation fails")
}
})
}
}
func TestHandleImportDailyBarsUnavailable(t *testing.T) {
resp, err := handleImportDailyBars(Deps{}, validImportRequest())
if err != nil {
t.Fatalf("expected typed unavailable response, got error: %v", err)
}
requireMarketError(t, resp.GetError(), marketErrorUnavailable)
}
func TestHandleImportDailyBarsImporterError(t *testing.T) {
imp := &fakeDailyBarImporter{err: errors.New("provider boom")}
resp, err := handleImportDailyBars(Deps{DailyBarImporter: imp}, validImportRequest())
if err != nil {
t.Fatalf("expected typed internal response, got error: %v", err)
}
requireMarketError(t, resp.GetError(), marketErrorInternal)
}
func TestWorkerImportSocketRoundTrip(t *testing.T) {
imp := &fakeDailyBarImporter{result: importer.Result{Instruments: 1, Bars: 5}}
client := startBacktestWorkerTestClient(t, Deps{DailyBarImporter: imp})
resp, err := protoSocket.SendRequestTyped[*altv1.ImportDailyBarsRequest, *altv1.ImportDailyBarsResponse](
&client.Communicator,
validImportRequest(),
500*time.Millisecond,
)
if err != nil {
t.Fatalf("request should return import response without timeout: %v", err)
}
if resp.GetError() != nil {
t.Fatalf("unexpected import error: %+v", resp.GetError())
}
if resp.GetInstrumentCount() != 1 || resp.GetBarCount() != 5 {
t.Fatalf("unexpected counts: %+v", resp)
}
if !imp.called {
t.Fatal("expected importer to be called through socket")
}
}
func TestMarketHandlersCoverAllRequests(t *testing.T) {
registered := make(map[string]bool)
for _, h := range marketHandlers(Deps{}) {
if h.requestType == "" {
t.Error("handler has empty request type")
}
if h.register == nil {
t.Errorf("handler %q has nil register", h.requestType)
}
registered[h.requestType] = true
}
required := []string{
"alt.v1.ListInstrumentsRequest",
"alt.v1.ListBarsRequest",
"alt.v1.ImportDailyBarsRequest",
}
for _, req := range required {
if !registered[req] {
t.Errorf("missing handler for %q", req)
}
}
}
func TestWorkerMarketSocketValidationReturnsTypedError(t *testing.T) {
client := startBacktestWorkerTestClient(t, Deps{Bars: &fakeBarStore{}})
resp, err := protoSocket.SendRequestTyped[*altv1.ListBarsRequest, *altv1.ListBarsResponse](
&client.Communicator,
&altv1.ListBarsRequest{},
500*time.Millisecond,
)
if err != nil {
t.Fatalf("request should return typed error response without timeout: %v", err)
}
requireMarketError(t, resp.GetError(), marketErrorInvalidRequest)
}
func TestWorkerMarketSocketListBarsSuccess(t *testing.T) {
req := validListBarsRequest()
store := &fakeBarStore{bars: []market.Bar{{
InstrumentID: "KRX:005930",
Timeframe: market.TimeframeDaily,
Timestamp: time.UnixMilli(req.GetFromUnixMs()).UTC(),
}}}
client := startBacktestWorkerTestClient(t, Deps{Bars: store})
resp, err := protoSocket.SendRequestTyped[*altv1.ListBarsRequest, *altv1.ListBarsResponse](
&client.Communicator,
req,
500*time.Millisecond,
)
if err != nil {
t.Fatalf("request should return market response without timeout: %v", err)
}
if resp.GetError() != nil {
t.Fatalf("unexpected market error: %+v", resp.GetError())
}
if len(resp.GetBars()) != 1 {
t.Fatalf("expected one bar, got %d", len(resp.GetBars()))
}
if store.gotID != "KRX:005930" {
t.Fatalf("expected request to reach store, got id %q", store.gotID)
}
}
func requireMarketError(t *testing.T, errInfo *altv1.ErrorInfo, code string) {
t.Helper()
if errInfo == nil {
t.Fatalf("expected ErrorInfo code %q, got nil", code)
}
if errInfo.GetCode() != code {
t.Fatalf("expected ErrorInfo code %q, got %q (%s)", code, errInfo.GetCode(), errInfo.GetMessage())
}
if errInfo.GetMessage() == "" {
t.Fatalf("expected ErrorInfo message for code %q", code)
}
}