Merge pull request 'feat: DailyScorecard 모델 정의 (issue #90)' (#118) from feature/issue-90-scorecard-model into main
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Reviewed-on: #118
This commit was merged in pull request #118.
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@@ -7,6 +7,7 @@ from src.evolution.performance_tracker import (
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PerformanceTracker,
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StrategyMetrics,
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)
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from src.evolution.scorecard import DailyScorecard
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__all__ = [
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"EvolutionOptimizer",
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@@ -16,4 +17,5 @@ __all__ = [
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"PerformanceTracker",
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"PerformanceDashboard",
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"StrategyMetrics",
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"DailyScorecard",
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]
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25
src/evolution/scorecard.py
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25
src/evolution/scorecard.py
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@@ -0,0 +1,25 @@
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"""Daily scorecard model for end-of-day performance review."""
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from __future__ import annotations
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from dataclasses import dataclass, field
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@dataclass
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class DailyScorecard:
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"""Structured daily performance snapshot for a single market."""
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date: str
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market: str
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total_decisions: int
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buys: int
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sells: int
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holds: int
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total_pnl: float
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win_rate: float
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avg_confidence: float
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scenario_match_rate: float
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top_winners: list[str] = field(default_factory=list)
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top_losers: list[str] = field(default_factory=list)
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lessons: list[str] = field(default_factory=list)
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cross_market_note: str = ""
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81
tests/test_scorecard.py
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81
tests/test_scorecard.py
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@@ -0,0 +1,81 @@
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"""Tests for DailyScorecard model."""
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from __future__ import annotations
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from src.evolution.scorecard import DailyScorecard
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def test_scorecard_initialization() -> None:
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scorecard = DailyScorecard(
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date="2026-02-08",
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market="KR",
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total_decisions=10,
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buys=3,
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sells=2,
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holds=5,
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total_pnl=1234.5,
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win_rate=60.0,
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avg_confidence=78.5,
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scenario_match_rate=70.0,
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top_winners=["005930", "000660"],
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top_losers=["035420"],
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lessons=["Avoid chasing breakouts"],
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cross_market_note="US volatility spillover",
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)
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assert scorecard.market == "KR"
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assert scorecard.total_decisions == 10
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assert scorecard.total_pnl == 1234.5
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assert scorecard.top_winners == ["005930", "000660"]
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assert scorecard.lessons == ["Avoid chasing breakouts"]
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assert scorecard.cross_market_note == "US volatility spillover"
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def test_scorecard_defaults() -> None:
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scorecard = DailyScorecard(
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date="2026-02-08",
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market="US",
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total_decisions=0,
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buys=0,
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sells=0,
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holds=0,
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total_pnl=0.0,
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win_rate=0.0,
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avg_confidence=0.0,
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scenario_match_rate=0.0,
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)
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assert scorecard.top_winners == []
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assert scorecard.top_losers == []
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assert scorecard.lessons == []
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assert scorecard.cross_market_note == ""
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def test_scorecard_list_isolation() -> None:
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a = DailyScorecard(
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date="2026-02-08",
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market="KR",
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total_decisions=1,
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buys=1,
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sells=0,
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holds=0,
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total_pnl=10.0,
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win_rate=100.0,
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avg_confidence=90.0,
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scenario_match_rate=100.0,
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)
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b = DailyScorecard(
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date="2026-02-08",
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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=-5.0,
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win_rate=0.0,
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avg_confidence=60.0,
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scenario_match_rate=50.0,
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)
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a.top_winners.append("005930")
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assert b.top_winners == []
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