feat: integrate DailyReviewer into market close flow (issue #93)
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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:
agentson
2026-02-14 23:13:57 +09:00
parent cc637a9738
commit 392422992b
2 changed files with 122 additions and 9 deletions

View File

@@ -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)

View File

@@ -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