add simple alert strategy

msaltnet · Apr 28, 2024 · 231a588 · 231a588
1 parent 5263cdb
commit 231a588
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Showing 87 changed files with 66,055 additions and 15 deletions.
diff --git a/integration_tests/strategy_sas/mass_config_sml.json b/integration_tests/strategy_sas/mass_config_sml.json
@@ -0,0 +1,154 @@
+{
+    "title": "SAS_REF_CHECK",
+    "description": "mass simulation test for reference period",
+    "budget": 5000000,
+    "strategy": "SAS",
+    "interval": 1e-06,
+    "currency": "BTC",
+    "period_list": [
+        {
+            "start": "2022-07-01T00:00:00",
+            "end": "2022-07-01T19:59:00"
+        },
+        {
+            "start": "2022-07-10T04:00:00",
+            "end": "2022-07-10T23:59:00"
+        },
+        {
+            "start": "2022-07-11T20:00:00",
+            "end": "2022-07-12T15:59:00"
+        },
+        {
+            "start": "2022-07-12T16:00:00",
+            "end": "2022-07-13T11:59:00"
+        },
+        {
+            "start": "2022-07-15T04:00:00",
+            "end": "2022-07-15T23:59:00"
+        },
+        {
+            "start": "2022-07-23T12:00:00",
+            "end": "2022-07-24T07:59:00"
+        },
+        {
+            "start": "2022-07-24T13:00:00",
+            "end": "2022-07-25T08:59:00"
+        },
+        {
+            "start": "2022-07-28T12:00:00",
+            "end": "2022-07-29T07:59:00"
+        },
+        {
+            "start": "2022-07-31T00:00:00",
+            "end": "2022-07-31T19:59:00"
+        },
+        {
+            "start": "2022-08-11T23:00:00",
+            "end": "2022-08-12T18:59:00"
+        },
+        {
+            "start": "2022-08-14T04:00:00",
+            "end": "2022-08-14T23:59:00"
+        },
+        {
+            "start": "2022-08-15T00:00:00",
+            "end": "2022-08-15T19:59:00"
+        },
+        {
+            "start": "2022-08-26T16:00:00",
+            "end": "2022-08-27T11:59:00"
+        },
+        {
+            "start": "2022-08-30T00:00:00",
+            "end": "2022-08-30T19:59:00"
+        },
+        {
+            "start": "2022-10-04T08:00:00",
+            "end": "2022-10-05T03:59:00"
+        },
+        {
+            "start": "2022-10-10T04:00:00",
+            "end": "2022-10-10T23:59:00"
+        },
+        {
+            "start": "2022-10-26T17:00:00",
+            "end": "2022-10-27T12:59:00"
+        },
+        {
+            "start": "2022-11-01T00:00:00",
+            "end": "2022-11-01T19:59:00"
+        },
+        {
+            "start": "2022-11-14T04:00:00",
+            "end": "2022-11-14T23:59:00"
+        },
+        {
+            "start": "2022-11-18T08:00:00",
+            "end": "2022-11-19T03:59:00"
+        },
+        {
+            "start": "2023-01-12T16:00:00",
+            "end": "2023-01-13T11:59:00"
+        },
+        {
+            "start": "2023-01-13T10:00:00",
+            "end": "2023-01-14T05:59:00"
+        },
+        {
+            "start": "2023-01-17T16:00:00",
+            "end": "2023-01-18T11:59:00"
+        },
+        {
+            "start": "2023-02-10T00:00:00",
+            "end": "2023-02-10T19:59:00"
+        },
+        {
+            "start": "2023-02-27T12:00:00",
+            "end": "2023-02-28T07:59:00"
+        },
+        {
+            "start": "2023-04-22T13:00:00",
+            "end": "2023-04-23T08:59:00"
+        },
+        {
+            "start": "2023-04-24T08:00:00",
+            "end": "2023-04-25T03:59:00"
+        },
+        {
+            "start": "2023-04-25T22:00:00",
+            "end": "2023-04-26T17:59:00"
+        },
+        {
+            "start": "2023-04-28T12:00:00",
+            "end": "2023-04-29T07:59:00"
+        },
+        {
+            "start": "2023-05-07T16:00:00",
+            "end": "2023-05-08T11:59:00"
+        },
+        {
+            "start": "2023-05-11T20:00:00",
+            "end": "2023-05-12T15:59:00"
+        },
+        {
+            "start": "2023-05-12T16:00:00",
+            "end": "2023-05-13T11:59:00"
+        },
+        {
+            "start": "2023-05-16T00:00:00",
+            "end": "2023-05-16T19:59:00"
+        },
+        {
+            "start": "2023-05-27T16:00:00",
+            "end": "2023-05-28T11:59:00"
+        },
+        {
+            "start": "2023-05-28T12:00:00",
+            "end": "2023-05-29T07:59:00"
+        },
+        {
+            "start": "2023-05-30T04:00:00",
+            "end": "2023-05-30T23:59:00"
+        }
+    ]
+}
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-0.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-0.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-0.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-0.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-1.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-1.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-1.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-1.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-10.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-10.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-10.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-10.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-11.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-11.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-11.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-11.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-12.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-12.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-12.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-12.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-13.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-13.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-13.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-13.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-14.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-14.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-14.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-14.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-15.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-15.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-15.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-15.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-16.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-16.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-16.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-16.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-17.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-17.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-17.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-17.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-18.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-18.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-18.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-18.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-19.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-19.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-19.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-19.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-2.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-2.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-2.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-2.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-20.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-20.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-20.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-20.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-21.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-21.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-21.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-21.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-22.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-22.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-22.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-22.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-23.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-23.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-23.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-23.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-24.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-24.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-24.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-24.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-25.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-25.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-25.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-25.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-26.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-26.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-26.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-26.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-27.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-27.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-27.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-27.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-28.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-28.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-28.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-28.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-29.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-29.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-29.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-29.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-3.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-3.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-3.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-3.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-30.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-30.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-30.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-30.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-31.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-31.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-31.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-31.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-32.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-32.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-32.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-32.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-33.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-33.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-33.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-33.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-34.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-34.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-34.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-34.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-35.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-35.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-35.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-35.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-4.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-4.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-4.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-4.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-5.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-5.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-5.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-5.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-6.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-6.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-6.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-6.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-7.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-7.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-7.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-7.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-8.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-8.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-8.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-8.txt
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-9.jpg b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-9.jpg
diff --git a/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-9.txt b/integration_tests/strategy_sas/result/MASS-SML_REF_CHECK-9.txt
diff --git a/integration_tests/strategy_sas/result/SML_REF_CHECK.jpg b/integration_tests/strategy_sas/result/SML_REF_CHECK.jpg
diff --git a/integration_tests/strategy_sas/result/SML_REF_CHECK.result b/integration_tests/strategy_sas/result/SML_REF_CHECK.result
@@ -0,0 +1,89 @@
+Title: SML_REF_CHECK
+Description: mass simulation test for reference period
+Strategy: SML-R7-1126, Budget: 5000000, Currency: BTC
+2022-07-01T00:00:00 ~ 2023-05-30T23:59:00 (36)
+수익률 평균:     0.18
+수익률 편차:    0.849
+수익률 최대:    3.423,  20
+수익률 최소:   -0.774,   6
+수익률 TOP 10 ===============================================
+   3.423,  20
+   2.394,   7
+   1.871,  27
+   1.318,  34
+   0.858,  25
+   0.591,  13
+   0.302,  32
+     0.0,  23
+     0.0,  24
+     0.0,  26
+수익률 WORST 10 ===============================================
+  -0.774,   6
+  -0.742,  22
+  -0.701,  21
+  -0.586,  14
+  -0.431,  11
+  -0.422,  19
+  -0.379,   4
+  -0.247,   9
+     0.0,  35
+     0.0,  16
+순간 최대 수익률 BEST 10 =====================================
+   4.713,  20
+   3.681,   7
+   2.813,  27
+   1.467,  34
+   1.398,  25
+   1.224,  13
+   0.755,  22
+   0.637,  32
+   0.222,   4
+   0.025,  11
+순간 최저 수익률 WORST 10 =====================================
+  -0.774,   6
+  -0.742,  22
+  -0.701,  21
+  -0.586,  14
+  -0.431,  11
+  -0.422,  19
+  -0.379,   4
+  -0.247,   9
+  -0.193,  34
+  -0.182,   7
+순번, 인덱스, 구간 수익률, 최대 수익률, 최저 수익률 ===
+   1,     20,       3.423,       4.713,      -0.041
+   2,      7,       2.394,       3.681,      -0.182
+   3,     27,       1.871,       2.813,         0.0
+   4,     34,       1.318,       1.467,      -0.193
+   5,     25,       0.858,       1.398,       -0.05
+   6,     13,       0.591,       1.224,      -0.018
+   7,     32,       0.302,       0.637,      -0.069
+   8,     23,         0.0,         0.0,         0.0
+   9,     24,         0.0,         0.0,         0.0
+  10,     26,         0.0,         0.0,         0.0
+  11,      0,         0.0,         0.0,         0.0
+  12,     28,         0.0,         0.0,         0.0
+  13,      1,         0.0,         0.0,         0.0
+  14,     30,         0.0,         0.0,         0.0
+  15,     31,         0.0,         0.0,         0.0
+  16,     33,         0.0,         0.0,         0.0
+  17,     29,         0.0,         0.0,         0.0
+  18,     18,         0.0,         0.0,         0.0
+  19,     17,         0.0,         0.0,         0.0
+  20,     12,         0.0,         0.0,         0.0
+  21,      2,         0.0,         0.0,         0.0
+  22,      3,         0.0,         0.0,         0.0
+  23,      5,         0.0,         0.0,         0.0
+  24,      8,         0.0,         0.0,         0.0
+  25,     10,         0.0,         0.0,         0.0
+  26,     15,         0.0,         0.0,         0.0
+  27,     16,         0.0,         0.0,         0.0
+  28,     35,         0.0,         0.0,         0.0
+  29,      9,      -0.247,         0.0,      -0.247
+  30,      4,      -0.379,       0.222,      -0.379
+  31,     19,      -0.422,         0.0,      -0.422
+  32,     11,      -0.431,       0.025,      -0.431
+  33,     14,      -0.586,         0.0,      -0.586
+  34,     21,      -0.701,         0.0,      -0.701
+  35,     22,      -0.742,       0.755,      -0.742
+  36,      6,      -0.774,         0.0,      -0.774
diff --git a/integration_tests/strategy_sas/sas_ITG_test.py b/integration_tests/strategy_sas/sas_ITG_test.py
@@ -0,0 +1,99 @@
+# python -m unittest discover .\integration_tests\strategy_sas  *test.py -v
+import json
+import unittest
+from smtm import Simulator
+from unittest.mock import *
+
+KEY_PERIOD = [
+    "220701.000000-220701.195900",
+    "220710.040000-220710.235900",
+    "220711.200000-220712.155900",
+    "220712.160000-220713.115900",
+    "220715.040000-220715.235900",
+    "220723.120000-220724.075900",
+    "220724.130000-220725.085900",
+    "220728.120000-220729.075900",
+    "220731.000000-220731.195900",
+    "220811.230000-220812.185900",
+    "220814.040000-220814.235900",
+    "220815.000000-220815.195900",
+    "220826.160000-220827.115900",
+    "220830.000000-220830.195900",
+    "221004.080000-221005.035900",
+    "221010.040000-221010.235900",
+    "221026.170000-221027.125900",
+    "221101.000000-221101.195900",
+    "221114.040000-221114.235900",
+    "221118.080000-221119.035900",
+    "230112.160000-230113.115900",
+    "230113.100000-230114.055900",
+    "230117.160000-230118.115900",
+    "230210.000000-230210.195900",
+    "230227.120000-230228.075900",
+    "230422.130000-230423.085900",
+    "230424.080000-230425.035900",
+    "230425.220000-230426.175900",
+    "230428.120000-230429.075900",
+    "230507.160000-230508.115900",
+    "230511.200000-230512.155900",
+    "230512.160000-230513.115900",
+    "230516.000000-230516.195900",
+    "230527.160000-230528.115900",
+    "230528.120000-230529.075900",
+    "230530.040000-230530.235900",
+]
+
+
+class SasIntegrationTests(unittest.TestCase):
+    def test_ITG_run_single_simulation(self):
+        result_list = []
+        for period in KEY_PERIOD:
+            request_list = []
+            simulator = Simulator(
+                budget=1000000,
+                interval=0.0001,
+                strategy="SAS",
+                from_dash_to=period,
+                currency="BTC",
+            )
+            simulator.run_single()
+
+            for request in simulator.operator.analyzer.request_list:
+                request_list.append(
+                    {
+                        "type": request["type"],
+                        "price": request["price"],
+                        "amount": request["amount"],
+                        "date_time": request["date_time"],
+                    }
+                )
+            result_list.append(request_list)
+
+        # If you want to update the expected result, uncomment the following code.
+        # with open("./sml_test_result.json", "w") as f:
+        #     json.dump(result_list, f)
+
+        with open("./integration_tests/strategy_sml/sml_test_result.json", "r") as f:
+            expected = json.load(f)
+
+        for result_idx, request_list in enumerate(result_list):
+            for request_idx, requst in enumerate(request_list):
+                target = expected[result_idx][request_idx]
+                try:
+                    self.assertEqual(
+                        requst["type"], target["type"], f"{result_idx}-{request_idx}"
+                    )
+                    self.assertEqual(
+                        requst["price"], target["price"], f"{result_idx}-{request_idx}"
+                    )
+                    self.assertEqual(
+                        requst["amount"], target["amount"], f"{result_idx}-{request_idx}"
+                    )
+                    self.assertEqual(
+                        requst["date_time"],
+                        target["date_time"],
+                        f"{result_idx}-{request_idx}",
+                    )
+                except AssertionError as e:
+                    print(f"[FAIL] result_idx:{result_idx} - request_idx:{request_idx}")
+                    raise e
diff --git a/integration_tests/strategy_sas/sml_test_result.json b/integration_tests/strategy_sas/sml_test_result.json
@@ -0,0 +1 @@
+[[], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], []]
diff --git a/smtm/__init__.py b/smtm/__init__.py
@@ -21,6 +21,7 @@
 from .strategy.strategy_sma_ml import StrategySmaMl
 from .strategy.strategy_rsi import StrategyRsi
 from .strategy.strategy_factory import StrategyFactory
+from .strategy.strategy_sas import StrategySas
 from .trader.simulation_trader import SimulationTrader
 from .trader.virtual_market import VirtualMarket
 from .trader.demo_trader import DemoTrader

diff --git a/smtm/controller/telegram_controller.py b/smtm/controller/telegram_controller.py
@@ -561,5 +561,5 @@ def _terminate(self, signum=None, frame=None):
     def alert_callback(self, msg):
         """예외 상황 처리"""
         self._send_text_message(
-            f"트레이딩 중 문제가 발생하여 트레이딩이 중단되었습니다! {msg}", self.main_keyboard
+            f"Alert: {msg}", self.main_keyboard
         )
diff --git a/smtm/operator.py b/smtm/operator.py
@@ -56,21 +56,28 @@ def initialize(self, data_provider, strategy, trader, analyzer, budget=500):
         if self.state is not None:
             return
 
-        def add_spot_callback(date_time, value):
+        def _add_spot_callback(date_time, value):
             analyzer.add_drawing_spot(date_time, value)
 
-        def add_line_callback(date_time, value):
+        def _add_line_callback(date_time, value):
             analyzer.add_value_for_line_graph(date_time, value)
 
+        def _alert_callback(msg):
+            if self.alert_callback is not None:
+                self.alert_callback(msg)
+            else:
+                self.logger.warning(f"alert callback is called: {msg}")
+
         self.data_provider = data_provider
         self.strategy = strategy
         self.trader = trader
         self.analyzer = analyzer
         self.state = "ready"
         self.strategy.initialize(
             budget,
-            add_spot_callback=add_spot_callback,
-            add_line_callback=add_line_callback,
+            add_spot_callback=_add_spot_callback,
+            add_line_callback=_add_line_callback,
+            alert_callback=_alert_callback,
         )
         self.analyzer.initialize(trader.get_account_info)
         self.tag = datetime.now().strftime("%Y%m%d-%H%M%S")