fix: enforce take_profit_pct in HOLD evaluation loop (#163)
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HOLD 판정 후 보유 포지션에 대해 stop_loss와 함께 take_profit도 체크하도록 수정.
AI가 생성한 take_profit_pct가 실제 거래 로직에 반영되지 않던 구조적 결함 수정.

- HOLD 블록에서 loss_pct >= take_profit_threshold 조건 추가
- stop_loss와 상호 배타적으로 동작 (stop_loss 우선 체크)
- take_profit 기본값 3.0% (playbook 없는 경우 적용)
- 테스트 2개 추가:
  - test_hold_overridden_to_sell_when_take_profit_triggered
  - test_hold_not_overridden_when_between_stop_loss_and_take_profit

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
agentson
2026-02-20 03:00:52 +09:00
parent ff5ff736d8
commit 5844ec5ad3
2 changed files with 219 additions and 0 deletions

View File

@@ -387,8 +387,10 @@ async def trading_cycle(
if entry_price > 0:
loss_pct = (current_price - entry_price) / entry_price * 100
stop_loss_threshold = -2.0
take_profit_threshold = 3.0
if stock_playbook and stock_playbook.scenarios:
stop_loss_threshold = stock_playbook.scenarios[0].stop_loss_pct
take_profit_threshold = stock_playbook.scenarios[0].take_profit_pct
if loss_pct <= stop_loss_threshold:
decision = TradeDecision(
@@ -406,6 +408,22 @@ async def trading_cycle(
loss_pct,
stop_loss_threshold,
)
elif loss_pct >= take_profit_threshold:
decision = TradeDecision(
action="SELL",
confidence=90,
rationale=(
f"Take-profit triggered ({loss_pct:.2f}% >= "
f"{take_profit_threshold:.2f}%)"
),
)
logger.info(
"Take-profit override for %s (%s): %.2f%% >= %.2f%%",
stock_code,
market.name,
loss_pct,
take_profit_threshold,
)
logger.info(
"Decision for %s (%s): %s (confidence=%d)",
stock_code,