fix: market_data에 unrealized_pnl_pct/holding_days 추가하여 SELL 시나리오 정상화 (#259)
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trading_cycle()의 market_data에 보유 포지션 정보가 없어
Condition requires 'unrealized_pnl_pct' but key missing from market_data 경고 발생.
보유 종목(NVDA 등)의 take-profit/stop-loss 시나리오가 평가 불가하여 HOLD(confidence=0) 고착.

- get_open_position()에 timestamp 컬럼 추가
- market_data 구성 시 open_position 조회 후 아래 키 추가:
  - unrealized_pnl_pct: (current_price - entry_price) / entry_price * 100
  - holding_days: 매수일로부터 경과 일수

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
agentson
2026-02-26 00:23:28 +09:00
parent 3e777a5ab8
commit 7aa5fedc12
2 changed files with 18 additions and 2 deletions

View File

@@ -254,7 +254,7 @@ def get_open_position(
"""Return open position if latest trade is BUY, else None."""
cursor = conn.execute(
"""
SELECT action, decision_id, price, quantity
SELECT action, decision_id, price, quantity, timestamp
FROM trades
WHERE stock_code = ?
AND market = ?
@@ -266,7 +266,7 @@ def get_open_position(
row = cursor.fetchone()
if not row or row[0] != "BUY":
return None
return {"decision_id": row[1], "price": row[2], "quantity": row[3]}
return {"decision_id": row[1], "price": row[2], "quantity": row[3], "timestamp": row[4]}
def get_recent_symbols(

View File

@@ -576,6 +576,22 @@ async def trading_cycle(
market_data["rsi"] = candidate.rsi
market_data["volume_ratio"] = candidate.volume_ratio
# Enrich market_data with holding info for SELL/HOLD scenario conditions
open_pos = get_open_position(db_conn, stock_code, market.code)
if open_pos and current_price > 0:
entry_price = safe_float(open_pos.get("price"), 0.0)
if entry_price > 0:
market_data["unrealized_pnl_pct"] = (
(current_price - entry_price) / entry_price * 100
)
entry_ts = open_pos.get("timestamp")
if entry_ts:
try:
entry_date = datetime.fromisoformat(entry_ts).date()
market_data["holding_days"] = (datetime.now(UTC).date() - entry_date).days
except (ValueError, TypeError):
pass
# 1.3. Record L7 real-time context (market-scoped keys)
timeframe = datetime.now(UTC).isoformat()
context_store.set_context(