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

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