feat: implement daily trading mode with batch decisions (issue #57)
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Add API-efficient daily trading mode for Gemini Free tier compatibility:

## Features

- **Batch Decisions**: GeminiClient.decide_batch() analyzes multiple stocks
  in a single API call using compressed JSON format
- **Daily Trading Mode**: run_daily_session() executes N sessions per day
  at configurable intervals (default: 4 sessions, 6 hours apart)
- **Mode Selection**: TRADE_MODE env var switches between daily (batch)
  and realtime (per-stock) modes
- **Requirements Log**: docs/requirements-log.md tracks user feedback
  chronologically for project evolution

## Configuration

- TRADE_MODE: "daily" (default) | "realtime"
- DAILY_SESSIONS: 1-10 (default: 4)
- SESSION_INTERVAL_HOURS: 1-24 (default: 6)

## API Efficiency

- 2 markets × 4 sessions = 8 API calls/day (within Free tier 20 calls)
- 3 markets × 4 sessions = 12 API calls/day (within Free tier 20 calls)

## Testing

- 9 new batch decision tests (all passing)
- All existing tests maintained (298 passed)

## Documentation

- docs/architecture.md: Trading Modes section with daily vs realtime
- CLAUDE.md: Requirements Management section
- docs/requirements-log.md: Initial entries for API efficiency needs

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
This commit is contained in:
agentson
2026-02-05 09:28:10 +09:00
parent 71ac59794e
commit 0057de4d12
7 changed files with 861 additions and 150 deletions

View File

@@ -525,3 +525,233 @@ class GeminiClient:
DecisionCache instance or None if caching disabled
"""
return self._cache
# ------------------------------------------------------------------
# Batch Decision Making (for daily trading mode)
# ------------------------------------------------------------------
async def decide_batch(
self, stocks_data: list[dict[str, Any]]
) -> dict[str, TradeDecision]:
"""Make decisions for multiple stocks in a single API call.
This is designed for daily trading mode to minimize API usage
when working with Gemini Free tier (20 calls/day limit).
Args:
stocks_data: List of market data dictionaries, each with:
- stock_code: Stock ticker
- current_price: Current price
- market_name: Market name (optional)
- foreigner_net: Foreigner net buy/sell (optional)
Returns:
Dictionary mapping stock_code to TradeDecision
Example:
>>> stocks_data = [
... {"stock_code": "AAPL", "current_price": 185.5},
... {"stock_code": "MSFT", "current_price": 420.0},
... ]
>>> decisions = await client.decide_batch(stocks_data)
>>> decisions["AAPL"].action
'BUY'
"""
if not stocks_data:
return {}
# Build compressed batch prompt
market_name = stocks_data[0].get("market_name", "stock market")
# Format stock data as compact JSON array
compact_stocks = []
for stock in stocks_data:
compact = {
"code": stock["stock_code"],
"price": stock["current_price"],
}
if stock.get("foreigner_net", 0) != 0:
compact["frgn"] = stock["foreigner_net"]
compact_stocks.append(compact)
data_str = json.dumps(compact_stocks, ensure_ascii=False)
prompt = (
f"You are a professional {market_name} trading analyst.\n"
"Analyze the following stocks and decide whether to BUY, SELL, or HOLD each one.\n\n"
f"Stock Data: {data_str}\n\n"
"You MUST respond with ONLY a valid JSON array in this format:\n"
'[{"code": "AAPL", "action": "BUY", "confidence": 85, "rationale": "..."},\n'
' {"code": "MSFT", "action": "HOLD", "confidence": 50, "rationale": "..."}, ...]\n\n'
"Rules:\n"
"- Return one decision object per stock\n"
"- action must be exactly: BUY, SELL, or HOLD\n"
"- confidence must be 0-100\n"
"- rationale should be concise (1-2 sentences)\n"
"- Do NOT wrap JSON in markdown code blocks\n"
)
# Estimate tokens
token_count = self._optimizer.estimate_tokens(prompt)
self._total_tokens_used += token_count
logger.info(
"Requesting batch decision for %d stocks from Gemini",
len(stocks_data),
extra={"estimated_tokens": token_count},
)
try:
response = await self._client.aio.models.generate_content(
model=self._model_name,
contents=prompt,
)
raw = response.text
except Exception as exc:
logger.error("Gemini API error in batch decision: %s", exc)
# Return HOLD for all stocks on API error
return {
stock["stock_code"]: TradeDecision(
action="HOLD",
confidence=0,
rationale=f"API error: {exc}",
token_count=token_count,
cached=False,
)
for stock in stocks_data
}
# Parse batch response
return self._parse_batch_response(raw, stocks_data, token_count)
def _parse_batch_response(
self, raw: str, stocks_data: list[dict[str, Any]], token_count: int
) -> dict[str, TradeDecision]:
"""Parse batch response into a dictionary of decisions.
Args:
raw: Raw response from Gemini
stocks_data: Original stock data list
token_count: Token count for the request
Returns:
Dictionary mapping stock_code to TradeDecision
"""
if not raw or not raw.strip():
logger.warning("Empty batch response from Gemini — defaulting all to HOLD")
return {
stock["stock_code"]: TradeDecision(
action="HOLD",
confidence=0,
rationale="Empty response",
token_count=0,
cached=False,
)
for stock in stocks_data
}
# Strip markdown code fences if present
cleaned = raw.strip()
match = re.search(r"```(?:json)?\s*\n?(.*?)\n?```", cleaned, re.DOTALL)
if match:
cleaned = match.group(1).strip()
try:
data = json.loads(cleaned)
except json.JSONDecodeError:
logger.warning("Malformed JSON in batch response — defaulting all to HOLD")
return {
stock["stock_code"]: TradeDecision(
action="HOLD",
confidence=0,
rationale="Malformed JSON response",
token_count=0,
cached=False,
)
for stock in stocks_data
}
if not isinstance(data, list):
logger.warning("Batch response is not a JSON array — defaulting all to HOLD")
return {
stock["stock_code"]: TradeDecision(
action="HOLD",
confidence=0,
rationale="Invalid response format",
token_count=0,
cached=False,
)
for stock in stocks_data
}
# Build decision map
decisions: dict[str, TradeDecision] = {}
stock_codes = {stock["stock_code"] for stock in stocks_data}
for item in data:
if not isinstance(item, dict):
continue
code = item.get("code")
if not code or code not in stock_codes:
continue
# Validate required fields
if not all(k in item for k in ("action", "confidence", "rationale")):
logger.warning("Missing fields for %s — using HOLD", code)
decisions[code] = TradeDecision(
action="HOLD",
confidence=0,
rationale="Missing required fields",
token_count=0,
cached=False,
)
continue
action = str(item["action"]).upper()
if action not in VALID_ACTIONS:
logger.warning("Invalid action '%s' for %s — forcing HOLD", action, code)
action = "HOLD"
confidence = int(item["confidence"])
rationale = str(item["rationale"])
# Enforce confidence threshold
if confidence < self._confidence_threshold:
logger.info(
"Confidence %d < threshold %d for %s — forcing HOLD",
confidence,
self._confidence_threshold,
code,
)
action = "HOLD"
decisions[code] = TradeDecision(
action=action,
confidence=confidence,
rationale=rationale,
token_count=token_count // len(stocks_data), # Split token cost
cached=False,
)
self._total_decisions += 1
# Fill in missing stocks with HOLD
for stock in stocks_data:
code = stock["stock_code"]
if code not in decisions:
logger.warning("No decision for %s in batch response — using HOLD", code)
decisions[code] = TradeDecision(
action="HOLD",
confidence=0,
rationale="Not found in batch response",
token_count=0,
cached=False,
)
logger.info(
"Batch decision completed for %d stocks",
len(decisions),
extra={"tokens": token_count},
)
return decisions