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

@@ -206,6 +206,37 @@ class ScenarioEngine:
if condition.price_change_pct_below is not None:
checks.append(price_change_pct is not None and price_change_pct < condition.price_change_pct_below)
# Position-aware conditions
unrealized_pnl_pct = self._safe_float(market_data.get("unrealized_pnl_pct"))
if condition.unrealized_pnl_pct_above is not None or condition.unrealized_pnl_pct_below is not None:
if "unrealized_pnl_pct" not in market_data:
self._warn_missing_key("unrealized_pnl_pct")
if condition.unrealized_pnl_pct_above is not None:
checks.append(
unrealized_pnl_pct is not None
and unrealized_pnl_pct > condition.unrealized_pnl_pct_above
)
if condition.unrealized_pnl_pct_below is not None:
checks.append(
unrealized_pnl_pct is not None
and unrealized_pnl_pct < condition.unrealized_pnl_pct_below
)
holding_days = self._safe_float(market_data.get("holding_days"))
if condition.holding_days_above is not None or condition.holding_days_below is not None:
if "holding_days" not in market_data:
self._warn_missing_key("holding_days")
if condition.holding_days_above is not None:
checks.append(
holding_days is not None
and holding_days > condition.holding_days_above
)
if condition.holding_days_below is not None:
checks.append(
holding_days is not None
and holding_days < condition.holding_days_below
)
return len(checks) > 0 and all(checks)
def _evaluate_global_condition(
@@ -266,5 +297,9 @@ class ScenarioEngine:
details["current_price"] = self._safe_float(market_data.get("current_price"))
if condition.price_change_pct_above is not None or condition.price_change_pct_below is not None:
details["price_change_pct"] = self._safe_float(market_data.get("price_change_pct"))
if condition.unrealized_pnl_pct_above is not None or condition.unrealized_pnl_pct_below is not None:
details["unrealized_pnl_pct"] = self._safe_float(market_data.get("unrealized_pnl_pct"))
if condition.holding_days_above is not None or condition.holding_days_below is not None:
details["holding_days"] = self._safe_float(market_data.get("holding_days"))
return details