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