전체적인 리팩토링

tests/autotrade/order-guard-cost.test.ts

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+import assert from "node:assert/strict";
+import test from "node:test";
+import { clampExecutableOrderQuantity } from "../../lib/autotrade/executable-order-quantity";
+import {
+  estimateBuyUnitCost,
+  estimateOrderCost,
+  resolveExecutionCostProfile,
+} from "../../lib/autotrade/execution-cost";
+
+test("SELL 차단: 보유 없음/매도가능 없음", () => {
+  const result = clampExecutableOrderQuantity({
+    side: "sell",
+    requestedQuantity: 1,
+    holdingQuantity: 0,
+    sellableQuantity: 0,
+  });
+
+  assert.equal(result.ok, false);
+  assert.equal(result.quantity, 0);
+});
+
+test("SELL 제한: 보유보다 큰 수량 또는 매도가능 부족 시 clamp", () => {
+  const result = clampExecutableOrderQuantity({
+    side: "sell",
+    requestedQuantity: 5,
+    holdingQuantity: 10,
+    sellableQuantity: 3,
+  });
+
+  assert.equal(result.ok, true);
+  assert.equal(result.quantity, 3);
+  assert.equal(result.adjusted, true);
+});
+
+test("BUY 제한: 최대 매수 가능 수량으로 clamp", () => {
+  const result = clampExecutableOrderQuantity({
+    side: "buy",
+    requestedQuantity: 4,
+    maxBuyQuantity: 2,
+  });
+
+  assert.equal(result.ok, true);
+  assert.equal(result.quantity, 2);
+  assert.equal(result.adjusted, true);
+});
+
+test("수수료/세금 추정: buy/sell 순액 계산", () => {
+  const profile = resolveExecutionCostProfile();
+  const buyUnitCost = estimateBuyUnitCost(10_000, profile);
+  const buy = estimateOrderCost({
+    side: "buy",
+    price: 10_000,
+    quantity: 10,
+    profile,
+  });
+  const sell = estimateOrderCost({
+    side: "sell",
+    price: 10_000,
+    quantity: 10,
+    profile,
+  });
+
+  assert.ok(buyUnitCost > 10_000);
+  assert.ok(buy.netAmount > buy.grossAmount);
+  assert.ok(sell.netAmount < sell.grossAmount);
+  assert.ok(sell.taxAmount >= 0);
+});
+

tests/autotrade/risk-budget.test.ts

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+import assert from "node:assert/strict";
+import test from "node:test";
+import {
+  calculateEffectiveAllocationAmount,
+  calculateEffectiveDailyLossLimit,
+  resolveValidationCashBalance,
+  resolveOrderQuantity,
+} from "../../lib/autotrade/risk";
+
+test("allocationPercent와 allocationAmount를 함께 반영해 실주문 예산 계산", () => {
+  assert.equal(calculateEffectiveAllocationAmount(2_000_000, 10, 500_000), 200_000);
+  assert.equal(calculateEffectiveAllocationAmount(2_000_000, 30, 300_000), 300_000);
+  assert.equal(calculateEffectiveAllocationAmount(2_000_000, 0, 300_000), 0);
+  assert.equal(calculateEffectiveAllocationAmount(0, 30, 300_000), 0);
+});
+
+test("dailyLossPercent와 dailyLossAmount를 함께 반영해 실손실 한도 계산", () => {
+  assert.equal(calculateEffectiveDailyLossLimit(200_000, 2, 50_000), 4_000);
+  assert.equal(calculateEffectiveDailyLossLimit(200_000, 10, 5_000), 5_000);
+  assert.equal(calculateEffectiveDailyLossLimit(200_000, 0, 5_000), 5_000);
+});
+
+test("매수 수량은 비용 포함 단가 기준으로 계산", () => {
+  const quantity = resolveOrderQuantity({
+    side: "buy",
+    price: 10_000,
+    unitCost: 10_015,
+    requestedQuantity: undefined,
+    effectiveAllocationAmount: 100_000,
+    maxOrderAmountRatio: 1,
+  });
+
+  assert.equal(quantity, 9);
+});
+
+test("매수 수량: 비율 상한으로 0주여도 전체 예산 1주 가능하면 최소 1주 허용", () => {
+  const quantity = resolveOrderQuantity({
+    side: "buy",
+    price: 16_730,
+    unitCost: 16_730,
+    requestedQuantity: undefined,
+    effectiveAllocationAmount: 21_631,
+    maxOrderAmountRatio: 0.25,
+  });
+
+  assert.equal(quantity, 1);
+});
+
+test("매도 수량은 예산과 무관하게 요청값 기준(이후 보유/매도가능 검증)", () => {
+  const quantity = resolveOrderQuantity({
+    side: "sell",
+    price: 10_000,
+    requestedQuantity: 3,
+    effectiveAllocationAmount: 1_000,
+    maxOrderAmountRatio: 0.1,
+  });
+
+  assert.equal(quantity, 3);
+});
+
+test("검증 기준 자금: 예수금/매수가능금액 중 보수적인 값 사용", () => {
+  const bothAvailable = resolveValidationCashBalance({
+    cashBalance: 500_000,
+    orderableCash: 430_000,
+  });
+  assert.equal(bothAvailable.cashBalance, 430_000);
+  assert.equal(bothAvailable.source, "min_of_both");
+
+  const onlyOrderable = resolveValidationCashBalance({
+    cashBalance: 0,
+    orderableCash: 36_664,
+  });
+  assert.equal(onlyOrderable.cashBalance, 36_664);
+  assert.equal(onlyOrderable.source, "orderable_cash");
+
+  const onlyCash = resolveValidationCashBalance({
+    cashBalance: 120_000,
+    orderableCash: 0,
+  });
+  assert.equal(onlyCash.cashBalance, 120_000);
+  assert.equal(onlyCash.source, "cash_balance");
+});