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

@@ -440,3 +440,135 @@ class TestEvaluate:
assert result.action == ScenarioAction.BUY
assert result.match_details["rsi"] == 25.0
assert isinstance(result.match_details["rsi"], float)
# ---------------------------------------------------------------------------
# Position-aware condition tests (#171)
# ---------------------------------------------------------------------------
class TestPositionAwareConditions:
"""Tests for unrealized_pnl_pct and holding_days condition fields."""
def test_evaluate_condition_unrealized_pnl_above_matches(
self, engine: ScenarioEngine
) -> None:
"""unrealized_pnl_pct_above should match when P&L exceeds threshold."""
condition = StockCondition(unrealized_pnl_pct_above=3.0)
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": 5.0}) is True
def test_evaluate_condition_unrealized_pnl_above_no_match(
self, engine: ScenarioEngine
) -> None:
"""unrealized_pnl_pct_above should NOT match when P&L is below threshold."""
condition = StockCondition(unrealized_pnl_pct_above=3.0)
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": 2.0}) is False
def test_evaluate_condition_unrealized_pnl_below_matches(
self, engine: ScenarioEngine
) -> None:
"""unrealized_pnl_pct_below should match when P&L is under threshold."""
condition = StockCondition(unrealized_pnl_pct_below=-2.0)
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": -3.5}) is True
def test_evaluate_condition_unrealized_pnl_below_no_match(
self, engine: ScenarioEngine
) -> None:
"""unrealized_pnl_pct_below should NOT match when P&L is above threshold."""
condition = StockCondition(unrealized_pnl_pct_below=-2.0)
assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": -1.0}) is False
def test_evaluate_condition_holding_days_above_matches(
self, engine: ScenarioEngine
) -> None:
"""holding_days_above should match when position held longer than threshold."""
condition = StockCondition(holding_days_above=5)
assert engine.evaluate_condition(condition, {"holding_days": 7}) is True
def test_evaluate_condition_holding_days_above_no_match(
self, engine: ScenarioEngine
) -> None:
"""holding_days_above should NOT match when position held shorter."""
condition = StockCondition(holding_days_above=5)
assert engine.evaluate_condition(condition, {"holding_days": 3}) is False
def test_evaluate_condition_holding_days_below_matches(
self, engine: ScenarioEngine
) -> None:
"""holding_days_below should match when position held fewer days."""
condition = StockCondition(holding_days_below=3)
assert engine.evaluate_condition(condition, {"holding_days": 1}) is True
def test_evaluate_condition_holding_days_below_no_match(
self, engine: ScenarioEngine
) -> None:
"""holding_days_below should NOT match when held more days."""
condition = StockCondition(holding_days_below=3)
assert engine.evaluate_condition(condition, {"holding_days": 5}) is False
def test_combined_pnl_and_holding_days(self, engine: ScenarioEngine) -> None:
"""Combined position-aware conditions should AND-evaluate correctly."""
condition = StockCondition(
unrealized_pnl_pct_above=3.0,
holding_days_above=5,
)
# Both met → match
assert engine.evaluate_condition(
condition,
{"unrealized_pnl_pct": 4.5, "holding_days": 7},
) is True
# Only pnl met → no match
assert engine.evaluate_condition(
condition,
{"unrealized_pnl_pct": 4.5, "holding_days": 3},
) is False
def test_missing_unrealized_pnl_does_not_match(
self, engine: ScenarioEngine
) -> None:
"""Missing unrealized_pnl_pct key should not match the condition."""
condition = StockCondition(unrealized_pnl_pct_above=3.0)
assert engine.evaluate_condition(condition, {}) is False
def test_missing_holding_days_does_not_match(
self, engine: ScenarioEngine
) -> None:
"""Missing holding_days key should not match the condition."""
condition = StockCondition(holding_days_above=5)
assert engine.evaluate_condition(condition, {}) is False
def test_match_details_includes_position_fields(
self, engine: ScenarioEngine
) -> None:
"""match_details should include position fields when condition specifies them."""
pb = _playbook(
scenarios=[
StockScenario(
condition=StockCondition(unrealized_pnl_pct_above=3.0),
action=ScenarioAction.SELL,
confidence=90,
rationale="Take profit",
)
]
)
result = engine.evaluate(
pb,
"005930",
{"unrealized_pnl_pct": 5.0},
{},
)
assert result.action == ScenarioAction.SELL
assert "unrealized_pnl_pct" in result.match_details
assert result.match_details["unrealized_pnl_pct"] == 5.0
def test_position_conditions_parse_from_planner(self) -> None:
"""StockCondition should accept and store new fields from JSON parsing."""
condition = StockCondition(
unrealized_pnl_pct_above=3.0,
unrealized_pnl_pct_below=None,
holding_days_above=5,
holding_days_below=None,
)
assert condition.unrealized_pnl_pct_above == 3.0
assert condition.holding_days_above == 5
assert condition.has_any_condition() is True