feat: add position-aware conditions to StockCondition (#171)
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- Add unrealized_pnl_pct_above/below and holding_days_above/below fields
  to StockCondition so AI can generate rules like 'P&L > 3% → SELL'
- Evaluate new fields in ScenarioEngine.evaluate_condition() with same
  AND-combining logic as existing technical indicator fields
- Include position fields in _build_match_details() for audit logging
- Parse new fields from AI JSON response in PreMarketPlanner._parse_scenario()
- Update prompt schema example to show new position-aware condition fields
- Add 13 tests covering all new condition combinations and edge cases

Closes #171

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
agentson
2026-02-20 08:27:44 +09:00
parent 03f8d220a4
commit 60a22d6cd4
4 changed files with 193 additions and 1 deletions

View File

@@ -46,6 +46,18 @@ class StockCondition(BaseModel):
The ScenarioEngine evaluates all non-None fields as AND conditions.
A condition matches only if ALL specified fields are satisfied.
Technical indicator fields:
rsi_below / rsi_above — RSI threshold
volume_ratio_above / volume_ratio_below — volume vs previous day
price_above / price_below — absolute price level
price_change_pct_above / price_change_pct_below — intraday % change
Position-aware fields (require market_data enrichment from open position):
unrealized_pnl_pct_above — matches if unrealized P&L > threshold (e.g. 3.0 → +3%)
unrealized_pnl_pct_below — matches if unrealized P&L < threshold (e.g. -2.0 → -2%)
holding_days_above — matches if position held for more than N days
holding_days_below — matches if position held for fewer than N days
"""
rsi_below: float | None = None
@@ -56,6 +68,10 @@ class StockCondition(BaseModel):
price_below: float | None = None
price_change_pct_above: float | None = None
price_change_pct_below: float | None = None
unrealized_pnl_pct_above: float | None = None
unrealized_pnl_pct_below: float | None = None
holding_days_above: int | None = None
holding_days_below: int | None = None
def has_any_condition(self) -> bool:
"""Check if at least one condition field is set."""
@@ -70,6 +86,10 @@ class StockCondition(BaseModel):
self.price_below,
self.price_change_pct_above,
self.price_change_pct_below,
self.unrealized_pnl_pct_above,
self.unrealized_pnl_pct_below,
self.holding_days_above,
self.holding_days_below,
)
)