feat: integrate DailyReviewer into market close flow (issue #93)
Some checks failed
CI / test (pull_request) Has been cancelled
Some checks failed
CI / test (pull_request) Has been cancelled
Extract _handle_market_close() helper that runs EOD aggregation, generates scorecard with optional AI lessons, and sends Telegram summary. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
51
src/main.py
51
src/main.py
@@ -27,6 +27,7 @@ from src.core.criticality import CriticalityAssessor
|
||||
from src.core.priority_queue import PriorityTaskQueue
|
||||
from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected, RiskManager
|
||||
from src.db import get_latest_buy_trade, init_db, log_trade
|
||||
from src.evolution.daily_review import DailyReviewer
|
||||
from src.logging.decision_logger import DecisionLogger
|
||||
from src.logging_config import setup_logging
|
||||
from src.markets.schedule import MarketInfo, get_next_market_open, get_open_markets
|
||||
@@ -736,6 +737,41 @@ async def run_daily_session(
|
||||
logger.info("Daily trading session completed")
|
||||
|
||||
|
||||
async def _handle_market_close(
|
||||
market_code: str,
|
||||
market_name: str,
|
||||
market_timezone: Any,
|
||||
telegram: TelegramClient,
|
||||
context_aggregator: ContextAggregator,
|
||||
daily_reviewer: DailyReviewer,
|
||||
) -> None:
|
||||
"""Handle market-close tasks: notify, aggregate, review, and store context."""
|
||||
await telegram.notify_market_close(market_name, 0.0)
|
||||
|
||||
market_date = datetime.now(market_timezone).date().isoformat()
|
||||
context_aggregator.aggregate_daily_from_trades(
|
||||
date=market_date,
|
||||
market=market_code,
|
||||
)
|
||||
|
||||
scorecard = daily_reviewer.generate_scorecard(market_date, market_code)
|
||||
daily_reviewer.store_scorecard_in_context(scorecard)
|
||||
|
||||
lessons = await daily_reviewer.generate_lessons(scorecard)
|
||||
if lessons:
|
||||
scorecard.lessons = lessons
|
||||
daily_reviewer.store_scorecard_in_context(scorecard)
|
||||
|
||||
await telegram.send_message(
|
||||
f"<b>Daily Review ({market_code})</b>\n"
|
||||
f"Date: {scorecard.date}\n"
|
||||
f"Decisions: {scorecard.total_decisions}\n"
|
||||
f"P&L: {scorecard.total_pnl:+.2f}\n"
|
||||
f"Win Rate: {scorecard.win_rate:.2f}%\n"
|
||||
f"Lessons: {', '.join(scorecard.lessons) if scorecard.lessons else 'N/A'}"
|
||||
)
|
||||
|
||||
|
||||
async def run(settings: Settings) -> None:
|
||||
"""Main async loop — iterate over open markets on a timer."""
|
||||
broker = KISBroker(settings)
|
||||
@@ -751,6 +787,7 @@ async def run(settings: Settings) -> None:
|
||||
context_selector = ContextSelector(context_store)
|
||||
scenario_engine = ScenarioEngine()
|
||||
playbook_store = PlaybookStore(db_conn)
|
||||
daily_reviewer = DailyReviewer(db_conn, context_store, gemini_client=brain)
|
||||
pre_market_planner = PreMarketPlanner(
|
||||
gemini_client=brain,
|
||||
context_store=context_store,
|
||||
@@ -1029,13 +1066,13 @@ async def run(settings: Settings) -> None:
|
||||
|
||||
market_info = MARKETS.get(market_code)
|
||||
if market_info:
|
||||
await telegram.notify_market_close(market_info.name, 0.0)
|
||||
market_date = datetime.now(
|
||||
market_info.timezone
|
||||
).date().isoformat()
|
||||
context_aggregator.aggregate_daily_from_trades(
|
||||
date=market_date,
|
||||
market=market_code,
|
||||
await _handle_market_close(
|
||||
market_code=market_code,
|
||||
market_name=market_info.name,
|
||||
market_timezone=market_info.timezone,
|
||||
telegram=telegram,
|
||||
context_aggregator=context_aggregator,
|
||||
daily_reviewer=daily_reviewer,
|
||||
)
|
||||
except Exception as exc:
|
||||
logger.warning("Market close notification failed: %s", exc)
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
"""Tests for main trading loop integration."""
|
||||
|
||||
from datetime import date
|
||||
from datetime import UTC, date
|
||||
from unittest.mock import ANY, AsyncMock, MagicMock, patch
|
||||
|
||||
import pytest
|
||||
@@ -8,8 +8,9 @@ import pytest
|
||||
from src.context.layer import ContextLayer
|
||||
from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
|
||||
from src.db import init_db, log_trade
|
||||
from src.evolution.scorecard import DailyScorecard
|
||||
from src.logging.decision_logger import DecisionLogger
|
||||
from src.main import safe_float, trading_cycle
|
||||
from src.main import _handle_market_close, safe_float, trading_cycle
|
||||
from src.strategy.models import (
|
||||
DayPlaybook,
|
||||
ScenarioAction,
|
||||
@@ -1219,3 +1220,78 @@ async def test_sell_updates_original_buy_decision_outcome() -> None:
|
||||
assert updated_buy is not None
|
||||
assert updated_buy.outcome_pnl == 20.0
|
||||
assert updated_buy.outcome_accuracy == 1
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_handle_market_close_runs_daily_review_flow() -> None:
|
||||
"""Market close should aggregate, create scorecard, lessons, and notify."""
|
||||
telegram = MagicMock()
|
||||
telegram.notify_market_close = AsyncMock()
|
||||
telegram.send_message = AsyncMock()
|
||||
|
||||
context_aggregator = MagicMock()
|
||||
reviewer = MagicMock()
|
||||
reviewer.generate_scorecard.return_value = DailyScorecard(
|
||||
date="2026-02-14",
|
||||
market="KR",
|
||||
total_decisions=3,
|
||||
buys=1,
|
||||
sells=1,
|
||||
holds=1,
|
||||
total_pnl=12.5,
|
||||
win_rate=50.0,
|
||||
avg_confidence=75.0,
|
||||
scenario_match_rate=66.7,
|
||||
)
|
||||
reviewer.generate_lessons = AsyncMock(return_value=["Cut losers faster"])
|
||||
|
||||
await _handle_market_close(
|
||||
market_code="KR",
|
||||
market_name="Korea",
|
||||
market_timezone=UTC,
|
||||
telegram=telegram,
|
||||
context_aggregator=context_aggregator,
|
||||
daily_reviewer=reviewer,
|
||||
)
|
||||
|
||||
telegram.notify_market_close.assert_called_once_with("Korea", 0.0)
|
||||
context_aggregator.aggregate_daily_from_trades.assert_called_once()
|
||||
reviewer.generate_scorecard.assert_called_once()
|
||||
assert reviewer.store_scorecard_in_context.call_count == 2
|
||||
reviewer.generate_lessons.assert_called_once()
|
||||
telegram.send_message.assert_called_once()
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_handle_market_close_without_lessons_stores_once() -> None:
|
||||
"""If no lessons are generated, scorecard should be stored once."""
|
||||
telegram = MagicMock()
|
||||
telegram.notify_market_close = AsyncMock()
|
||||
telegram.send_message = AsyncMock()
|
||||
|
||||
context_aggregator = MagicMock()
|
||||
reviewer = MagicMock()
|
||||
reviewer.generate_scorecard.return_value = DailyScorecard(
|
||||
date="2026-02-14",
|
||||
market="US",
|
||||
total_decisions=1,
|
||||
buys=0,
|
||||
sells=1,
|
||||
holds=0,
|
||||
total_pnl=-3.0,
|
||||
win_rate=0.0,
|
||||
avg_confidence=65.0,
|
||||
scenario_match_rate=100.0,
|
||||
)
|
||||
reviewer.generate_lessons = AsyncMock(return_value=[])
|
||||
|
||||
await _handle_market_close(
|
||||
market_code="US",
|
||||
market_name="United States",
|
||||
market_timezone=UTC,
|
||||
telegram=telegram,
|
||||
context_aggregator=context_aggregator,
|
||||
daily_reviewer=reviewer,
|
||||
)
|
||||
|
||||
assert reviewer.store_scorecard_in_context.call_count == 1
|
||||
|
||||
Reference in New Issue
Block a user