Merge pull request 'feat: main.py에 일일 리뷰 연결 (issue #93)' (#122) from feature/issue-93-daily-review-integration into main
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Reviewed-on: #122
This commit was merged in pull request #122.
This commit is contained in:
51
src/main.py
51
src/main.py
@@ -27,6 +27,7 @@ from src.core.criticality import CriticalityAssessor
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from src.core.priority_queue import PriorityTaskQueue
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from src.core.priority_queue import PriorityTaskQueue
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from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected, RiskManager
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from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected, RiskManager
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from src.db import get_latest_buy_trade, init_db, log_trade
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from src.db import get_latest_buy_trade, init_db, log_trade
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from src.evolution.daily_review import DailyReviewer
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from src.logging.decision_logger import DecisionLogger
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from src.logging.decision_logger import DecisionLogger
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from src.logging_config import setup_logging
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from src.logging_config import setup_logging
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from src.markets.schedule import MarketInfo, get_next_market_open, get_open_markets
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from src.markets.schedule import MarketInfo, get_next_market_open, get_open_markets
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@@ -736,6 +737,41 @@ async def run_daily_session(
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logger.info("Daily trading session completed")
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logger.info("Daily trading session completed")
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async def _handle_market_close(
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market_code: str,
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market_name: str,
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market_timezone: Any,
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telegram: TelegramClient,
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context_aggregator: ContextAggregator,
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daily_reviewer: DailyReviewer,
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) -> None:
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"""Handle market-close tasks: notify, aggregate, review, and store context."""
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await telegram.notify_market_close(market_name, 0.0)
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market_date = datetime.now(market_timezone).date().isoformat()
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context_aggregator.aggregate_daily_from_trades(
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date=market_date,
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market=market_code,
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)
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scorecard = daily_reviewer.generate_scorecard(market_date, market_code)
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daily_reviewer.store_scorecard_in_context(scorecard)
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lessons = await daily_reviewer.generate_lessons(scorecard)
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if lessons:
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scorecard.lessons = lessons
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daily_reviewer.store_scorecard_in_context(scorecard)
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await telegram.send_message(
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f"<b>Daily Review ({market_code})</b>\n"
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f"Date: {scorecard.date}\n"
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f"Decisions: {scorecard.total_decisions}\n"
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f"P&L: {scorecard.total_pnl:+.2f}\n"
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f"Win Rate: {scorecard.win_rate:.2f}%\n"
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f"Lessons: {', '.join(scorecard.lessons) if scorecard.lessons else 'N/A'}"
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)
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async def run(settings: Settings) -> None:
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async def run(settings: Settings) -> None:
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"""Main async loop — iterate over open markets on a timer."""
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"""Main async loop — iterate over open markets on a timer."""
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broker = KISBroker(settings)
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broker = KISBroker(settings)
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@@ -751,6 +787,7 @@ async def run(settings: Settings) -> None:
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context_selector = ContextSelector(context_store)
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context_selector = ContextSelector(context_store)
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scenario_engine = ScenarioEngine()
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scenario_engine = ScenarioEngine()
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playbook_store = PlaybookStore(db_conn)
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playbook_store = PlaybookStore(db_conn)
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daily_reviewer = DailyReviewer(db_conn, context_store, gemini_client=brain)
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pre_market_planner = PreMarketPlanner(
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pre_market_planner = PreMarketPlanner(
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gemini_client=brain,
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gemini_client=brain,
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context_store=context_store,
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context_store=context_store,
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@@ -1029,13 +1066,13 @@ async def run(settings: Settings) -> None:
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market_info = MARKETS.get(market_code)
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market_info = MARKETS.get(market_code)
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if market_info:
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if market_info:
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await telegram.notify_market_close(market_info.name, 0.0)
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await _handle_market_close(
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market_date = datetime.now(
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market_code=market_code,
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market_info.timezone
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market_name=market_info.name,
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).date().isoformat()
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market_timezone=market_info.timezone,
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context_aggregator.aggregate_daily_from_trades(
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telegram=telegram,
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date=market_date,
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context_aggregator=context_aggregator,
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market=market_code,
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daily_reviewer=daily_reviewer,
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)
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)
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except Exception as exc:
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except Exception as exc:
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logger.warning("Market close notification failed: %s", exc)
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logger.warning("Market close notification failed: %s", exc)
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@@ -1,6 +1,6 @@
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"""Tests for main trading loop integration."""
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"""Tests for main trading loop integration."""
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from datetime import date
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from datetime import UTC, date
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from unittest.mock import ANY, AsyncMock, MagicMock, patch
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from unittest.mock import ANY, AsyncMock, MagicMock, patch
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import pytest
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import pytest
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@@ -8,8 +8,9 @@ import pytest
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from src.context.layer import ContextLayer
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from src.context.layer import ContextLayer
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from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
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from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
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from src.db import init_db, log_trade
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from src.db import init_db, log_trade
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from src.evolution.scorecard import DailyScorecard
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from src.logging.decision_logger import DecisionLogger
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from src.logging.decision_logger import DecisionLogger
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from src.main import safe_float, trading_cycle
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from src.main import _handle_market_close, safe_float, trading_cycle
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from src.strategy.models import (
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from src.strategy.models import (
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DayPlaybook,
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DayPlaybook,
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ScenarioAction,
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ScenarioAction,
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@@ -1219,3 +1220,78 @@ async def test_sell_updates_original_buy_decision_outcome() -> None:
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assert updated_buy is not None
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assert updated_buy is not None
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assert updated_buy.outcome_pnl == 20.0
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assert updated_buy.outcome_pnl == 20.0
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assert updated_buy.outcome_accuracy == 1
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assert updated_buy.outcome_accuracy == 1
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@pytest.mark.asyncio
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async def test_handle_market_close_runs_daily_review_flow() -> None:
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"""Market close should aggregate, create scorecard, lessons, and notify."""
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telegram = MagicMock()
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telegram.notify_market_close = AsyncMock()
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telegram.send_message = AsyncMock()
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context_aggregator = MagicMock()
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reviewer = MagicMock()
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reviewer.generate_scorecard.return_value = DailyScorecard(
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date="2026-02-14",
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market="KR",
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total_decisions=3,
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buys=1,
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sells=1,
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holds=1,
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total_pnl=12.5,
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win_rate=50.0,
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avg_confidence=75.0,
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scenario_match_rate=66.7,
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)
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reviewer.generate_lessons = AsyncMock(return_value=["Cut losers faster"])
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await _handle_market_close(
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market_code="KR",
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market_name="Korea",
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market_timezone=UTC,
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telegram=telegram,
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context_aggregator=context_aggregator,
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daily_reviewer=reviewer,
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)
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telegram.notify_market_close.assert_called_once_with("Korea", 0.0)
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context_aggregator.aggregate_daily_from_trades.assert_called_once()
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reviewer.generate_scorecard.assert_called_once()
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assert reviewer.store_scorecard_in_context.call_count == 2
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reviewer.generate_lessons.assert_called_once()
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telegram.send_message.assert_called_once()
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@pytest.mark.asyncio
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async def test_handle_market_close_without_lessons_stores_once() -> None:
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"""If no lessons are generated, scorecard should be stored once."""
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telegram = MagicMock()
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telegram.notify_market_close = AsyncMock()
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telegram.send_message = AsyncMock()
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context_aggregator = MagicMock()
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reviewer = MagicMock()
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reviewer.generate_scorecard.return_value = DailyScorecard(
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date="2026-02-14",
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market="US",
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total_decisions=1,
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buys=0,
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sells=1,
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holds=0,
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total_pnl=-3.0,
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win_rate=0.0,
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avg_confidence=65.0,
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scenario_match_rate=100.0,
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)
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reviewer.generate_lessons = AsyncMock(return_value=[])
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await _handle_market_close(
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market_code="US",
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market_name="United States",
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market_timezone=UTC,
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telegram=telegram,
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context_aggregator=context_aggregator,
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daily_reviewer=reviewer,
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)
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assert reviewer.store_scorecard_in_context.call_count == 1
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