feat: implement L1-L7 context tree for multi-layered memory management

Implements Pillar 2 (Multi-layered Context Management) with a 7-tier hierarchical memory system from real-time market data to generational trading wisdom. ## New Modules - `src/context/layer.py`: ContextLayer enum and metadata config - `src/context/store.py`: ContextStore for CRUD operations - `src/context/aggregator.py`: Bottom-up aggregation (L7→L6→...→L1) ## Database Changes - Added `contexts` table for hierarchical data storage - Added `context_metadata` table for layer configuration - Indexed by layer, timeframe, and updated_at for fast queries ## Context Layers - L1 (Legacy): Cumulative wisdom (kept forever) - L2 (Annual): Yearly metrics (10 years retention) - L3 (Quarterly): Strategy pivots (3 years) - L4 (Monthly): Portfolio rebalancing (2 years) - L5 (Weekly): Stock selection (1 year) - L6 (Daily): Trade logs (90 days) - L7 (Real-time): Live market data (7 days) ## Tests - 18 new tests in `tests/test_context.py` - 100% coverage on context modules - All 72 tests passing (54 existing + 18 new) ## Documentation - Added `docs/context-tree.md` with comprehensive guide - Updated `CLAUDE.md` architecture section - Includes usage examples and best practices Closes #15 Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
2026-02-04 14:12:29 +09:00
parent 3c676c2b8d
commit 917b68eb81
8 changed files with 1255 additions and 4 deletions
--- a/tests/test_context.py
+++ b/tests/test_context.py
@@ -0,0 +1,350 @@
+"""Tests for the multi-layered context management system."""
+
+from __future__ import annotations
+
+import sqlite3
+from datetime import UTC, datetime, timedelta
+
+import pytest
+
+from src.context.aggregator import ContextAggregator
+from src.context.layer import LAYER_CONFIG, ContextLayer
+from src.context.store import ContextStore
+from src.db import init_db, log_trade
+
+
+@pytest.fixture
+def db_conn() -> sqlite3.Connection:
+    """Provide an in-memory database connection."""
+    return init_db(":memory:")
+
+
+@pytest.fixture
+def store(db_conn: sqlite3.Connection) -> ContextStore:
+    """Provide a ContextStore instance."""
+    return ContextStore(db_conn)
+
+
+@pytest.fixture
+def aggregator(db_conn: sqlite3.Connection) -> ContextAggregator:
+    """Provide a ContextAggregator instance."""
+    return ContextAggregator(db_conn)
+
+
+class TestContextStore:
+    """Test suite for ContextStore CRUD operations."""
+
+    def test_set_and_get_context(self, store: ContextStore) -> None:
+        """Test setting and retrieving a context value."""
+        store.set_context(ContextLayer.L6_DAILY, "2026-02-04", "total_pnl", 1234.56)
+
+        value = store.get_context(ContextLayer.L6_DAILY, "2026-02-04", "total_pnl")
+        assert value == 1234.56
+
+    def test_get_nonexistent_context(self, store: ContextStore) -> None:
+        """Test retrieving a non-existent context returns None."""
+        value = store.get_context(ContextLayer.L6_DAILY, "2026-02-04", "nonexistent")
+        assert value is None
+
+    def test_update_existing_context(self, store: ContextStore) -> None:
+        """Test updating an existing context value."""
+        store.set_context(ContextLayer.L6_DAILY, "2026-02-04", "total_pnl", 100.0)
+        store.set_context(ContextLayer.L6_DAILY, "2026-02-04", "total_pnl", 200.0)
+
+        value = store.get_context(ContextLayer.L6_DAILY, "2026-02-04", "total_pnl")
+        assert value == 200.0
+
+    def test_get_all_contexts_for_layer(self, store: ContextStore) -> None:
+        """Test retrieving all contexts for a specific layer."""
+        store.set_context(ContextLayer.L6_DAILY, "2026-02-04", "total_pnl", 100.0)
+        store.set_context(ContextLayer.L6_DAILY, "2026-02-04", "trade_count", 10)
+        store.set_context(ContextLayer.L6_DAILY, "2026-02-04", "win_rate", 60.5)
+
+        contexts = store.get_all_contexts(ContextLayer.L6_DAILY, "2026-02-04")
+        assert len(contexts) == 3
+        assert contexts["total_pnl"] == 100.0
+        assert contexts["trade_count"] == 10
+        assert contexts["win_rate"] == 60.5
+
+    def test_get_latest_timeframe(self, store: ContextStore) -> None:
+        """Test getting the most recent timeframe for a layer."""
+        store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "total_pnl", 100.0)
+        store.set_context(ContextLayer.L6_DAILY, "2026-02-03", "total_pnl", 200.0)
+        store.set_context(ContextLayer.L6_DAILY, "2026-02-02", "total_pnl", 150.0)
+
+        latest = store.get_latest_timeframe(ContextLayer.L6_DAILY)
+        # Latest by updated_at, which should be the last one set
+        assert latest == "2026-02-02"
+
+    def test_delete_old_contexts(
+        self, store: ContextStore, db_conn: sqlite3.Connection
+    ) -> None:
+        """Test deleting contexts older than a cutoff date."""
+        # Insert contexts with specific old timestamps
+        # (bypassing set_context which uses current time)
+        old_date = "2026-01-01T00:00:00+00:00"
+        new_date = "2026-02-01T00:00:00+00:00"
+
+        db_conn.execute(
+            """
+            INSERT INTO contexts (layer, timeframe, key, value, created_at, updated_at)
+            VALUES (?, ?, ?, ?, ?, ?)
+            """,
+            (ContextLayer.L6_DAILY.value, "2026-01-01", "total_pnl", "100.0", old_date, old_date),
+        )
+        db_conn.execute(
+            """
+            INSERT INTO contexts (layer, timeframe, key, value, created_at, updated_at)
+            VALUES (?, ?, ?, ?, ?, ?)
+            """,
+            (ContextLayer.L6_DAILY.value, "2026-02-01", "total_pnl", "200.0", new_date, new_date),
+        )
+        db_conn.commit()
+
+        # Delete contexts before 2026-01-15
+        cutoff = "2026-01-15T00:00:00+00:00"
+        deleted = store.delete_old_contexts(ContextLayer.L6_DAILY, cutoff)
+
+        # Should delete the 2026-01-01 context
+        assert deleted == 1
+        assert store.get_context(ContextLayer.L6_DAILY, "2026-02-01", "total_pnl") == 200.0
+        assert store.get_context(ContextLayer.L6_DAILY, "2026-01-01", "total_pnl") is None
+
+    def test_cleanup_expired_contexts(
+        self, store: ContextStore, db_conn: sqlite3.Connection
+    ) -> None:
+        """Test automatic cleanup based on retention policies."""
+        # Set old contexts for L7 (7 day retention)
+        old_date = (datetime.now(UTC) - timedelta(days=10)).isoformat()
+        db_conn.execute(
+            """
+            INSERT INTO contexts (layer, timeframe, key, value, created_at, updated_at)
+            VALUES (?, ?, ?, ?, ?, ?)
+            """,
+            (ContextLayer.L7_REALTIME.value, "2026-01-01", "price", "100.0", old_date, old_date),
+        )
+        db_conn.commit()
+
+        deleted_counts = store.cleanup_expired_contexts()
+
+        # Should delete the old L7 context (10 days > 7 day retention)
+        assert deleted_counts[ContextLayer.L7_REALTIME] == 1
+
+        # L1 has no retention limit, so nothing should be deleted
+        assert deleted_counts[ContextLayer.L1_LEGACY] == 0
+
+    def test_context_metadata_initialized(
+        self, store: ContextStore, db_conn: sqlite3.Connection
+    ) -> None:
+        """Test that context metadata is properly initialized."""
+        cursor = db_conn.execute("SELECT COUNT(*) FROM context_metadata")
+        count = cursor.fetchone()[0]
+
+        # Should have metadata for all 7 layers
+        assert count == 7
+
+        # Verify L1 metadata
+        cursor = db_conn.execute(
+            "SELECT description, retention_days FROM context_metadata WHERE layer = ?",
+            (ContextLayer.L1_LEGACY.value,),
+        )
+        row = cursor.fetchone()
+        assert row is not None
+        assert "Cumulative trading history" in row[0]
+        assert row[1] is None  # No retention limit for L1
+
+
+class TestContextAggregator:
+    """Test suite for ContextAggregator."""
+
+    def test_aggregate_daily_from_trades(
+        self, aggregator: ContextAggregator, db_conn: sqlite3.Connection
+    ) -> None:
+        """Test aggregating daily metrics from trades."""
+        date = "2026-02-04"
+
+        # Create sample trades
+        log_trade(db_conn, "005930", "BUY", 85, "Good signal", quantity=10, price=70000, pnl=500)
+        log_trade(db_conn, "000660", "SELL", 90, "Take profit", quantity=5, price=50000, pnl=1500)
+        log_trade(db_conn, "035720", "HOLD", 75, "Wait", quantity=0, price=0, pnl=0)
+
+        # Manually set timestamps to the target date
+        db_conn.execute(
+            f"UPDATE trades SET timestamp = '{date}T10:00:00+00:00'"
+        )
+        db_conn.commit()
+
+        # Aggregate
+        aggregator.aggregate_daily_from_trades(date)
+
+        # Verify L6 contexts
+        store = aggregator.store
+        assert store.get_context(ContextLayer.L6_DAILY, date, "trade_count") == 3
+        assert store.get_context(ContextLayer.L6_DAILY, date, "buys") == 1
+        assert store.get_context(ContextLayer.L6_DAILY, date, "sells") == 1
+        assert store.get_context(ContextLayer.L6_DAILY, date, "holds") == 1
+        assert store.get_context(ContextLayer.L6_DAILY, date, "total_pnl") == 2000.0
+        assert store.get_context(ContextLayer.L6_DAILY, date, "unique_stocks") == 3
+        # 2 wins, 0 losses
+        assert store.get_context(ContextLayer.L6_DAILY, date, "win_rate") == 100.0
+
+    def test_aggregate_weekly_from_daily(self, aggregator: ContextAggregator) -> None:
+        """Test aggregating weekly metrics from daily."""
+        week = "2026-W06"
+
+        # Set daily contexts
+        aggregator.store.set_context(ContextLayer.L6_DAILY, "2026-02-02", "total_pnl", 100.0)
+        aggregator.store.set_context(ContextLayer.L6_DAILY, "2026-02-03", "total_pnl", 200.0)
+        aggregator.store.set_context(ContextLayer.L6_DAILY, "2026-02-02", "avg_confidence", 80.0)
+        aggregator.store.set_context(ContextLayer.L6_DAILY, "2026-02-03", "avg_confidence", 85.0)
+
+        # Aggregate
+        aggregator.aggregate_weekly_from_daily(week)
+
+        # Verify L5 contexts
+        store = aggregator.store
+        weekly_pnl = store.get_context(ContextLayer.L5_WEEKLY, week, "weekly_pnl")
+        avg_conf = store.get_context(ContextLayer.L5_WEEKLY, week, "avg_confidence")
+
+        assert weekly_pnl == 300.0
+        assert avg_conf == 82.5
+
+    def test_aggregate_monthly_from_weekly(self, aggregator: ContextAggregator) -> None:
+        """Test aggregating monthly metrics from weekly."""
+        month = "2026-02"
+
+        # Set weekly contexts
+        aggregator.store.set_context(ContextLayer.L5_WEEKLY, "2026-W05", "weekly_pnl", 100.0)
+        aggregator.store.set_context(ContextLayer.L5_WEEKLY, "2026-W06", "weekly_pnl", 200.0)
+        aggregator.store.set_context(ContextLayer.L5_WEEKLY, "2026-W07", "weekly_pnl", 150.0)
+
+        # Aggregate
+        aggregator.aggregate_monthly_from_weekly(month)
+
+        # Verify L4 contexts
+        store = aggregator.store
+        monthly_pnl = store.get_context(ContextLayer.L4_MONTHLY, month, "monthly_pnl")
+        assert monthly_pnl == 450.0
+
+    def test_aggregate_quarterly_from_monthly(self, aggregator: ContextAggregator) -> None:
+        """Test aggregating quarterly metrics from monthly."""
+        quarter = "2026-Q1"
+
+        # Set monthly contexts for Q1 (Jan, Feb, Mar)
+        aggregator.store.set_context(ContextLayer.L4_MONTHLY, "2026-01", "monthly_pnl", 1000.0)
+        aggregator.store.set_context(ContextLayer.L4_MONTHLY, "2026-02", "monthly_pnl", 2000.0)
+        aggregator.store.set_context(ContextLayer.L4_MONTHLY, "2026-03", "monthly_pnl", 1500.0)
+
+        # Aggregate
+        aggregator.aggregate_quarterly_from_monthly(quarter)
+
+        # Verify L3 contexts
+        store = aggregator.store
+        quarterly_pnl = store.get_context(ContextLayer.L3_QUARTERLY, quarter, "quarterly_pnl")
+        assert quarterly_pnl == 4500.0
+
+    def test_aggregate_annual_from_quarterly(self, aggregator: ContextAggregator) -> None:
+        """Test aggregating annual metrics from quarterly."""
+        year = "2026"
+
+        # Set quarterly contexts for all 4 quarters
+        aggregator.store.set_context(ContextLayer.L3_QUARTERLY, "2026-Q1", "quarterly_pnl", 4500.0)
+        aggregator.store.set_context(ContextLayer.L3_QUARTERLY, "2026-Q2", "quarterly_pnl", 5000.0)
+        aggregator.store.set_context(ContextLayer.L3_QUARTERLY, "2026-Q3", "quarterly_pnl", 4800.0)
+        aggregator.store.set_context(ContextLayer.L3_QUARTERLY, "2026-Q4", "quarterly_pnl", 5200.0)
+
+        # Aggregate
+        aggregator.aggregate_annual_from_quarterly(year)
+
+        # Verify L2 contexts
+        store = aggregator.store
+        annual_pnl = store.get_context(ContextLayer.L2_ANNUAL, year, "annual_pnl")
+        assert annual_pnl == 19500.0
+
+    def test_aggregate_legacy_from_annual(self, aggregator: ContextAggregator) -> None:
+        """Test aggregating legacy metrics from all annual data."""
+        # Set annual contexts for multiple years
+        aggregator.store.set_context(ContextLayer.L2_ANNUAL, "2024", "annual_pnl", 10000.0)
+        aggregator.store.set_context(ContextLayer.L2_ANNUAL, "2025", "annual_pnl", 15000.0)
+        aggregator.store.set_context(ContextLayer.L2_ANNUAL, "2026", "annual_pnl", 20000.0)
+
+        # Aggregate
+        aggregator.aggregate_legacy_from_annual()
+
+        # Verify L1 contexts
+        store = aggregator.store
+        total_pnl = store.get_context(ContextLayer.L1_LEGACY, "LEGACY", "total_pnl")
+        years_traded = store.get_context(ContextLayer.L1_LEGACY, "LEGACY", "years_traded")
+        avg_annual_pnl = store.get_context(ContextLayer.L1_LEGACY, "LEGACY", "avg_annual_pnl")
+
+        assert total_pnl == 45000.0
+        assert years_traded == 3
+        assert avg_annual_pnl == 15000.0
+
+    def test_run_all_aggregations(
+        self, aggregator: ContextAggregator, db_conn: sqlite3.Connection
+    ) -> None:
+        """Test running all aggregations from L7 to L1."""
+        date = "2026-02-04"
+
+        # Create sample trades
+        log_trade(db_conn, "005930", "BUY", 85, "Good signal", quantity=10, price=70000, pnl=1000)
+
+        # Set timestamp
+        db_conn.execute(f"UPDATE trades SET timestamp = '{date}T10:00:00+00:00'")
+        db_conn.commit()
+
+        # Run all aggregations
+        aggregator.run_all_aggregations()
+
+        # Verify data exists in each layer
+        store = aggregator.store
+        assert store.get_context(ContextLayer.L6_DAILY, date, "total_pnl") == 1000.0
+        current_week = datetime.now(UTC).strftime("%Y-W%V")
+        assert store.get_context(ContextLayer.L5_WEEKLY, current_week, "weekly_pnl") is not None
+        # Further layers depend on time alignment, just verify no crashes
+
+
+class TestLayerMetadata:
+    """Test suite for layer metadata configuration."""
+
+    def test_all_layers_have_metadata(self) -> None:
+        """Test that all 7 layers have metadata defined."""
+        assert len(LAYER_CONFIG) == 7
+
+        for layer in ContextLayer:
+            assert layer in LAYER_CONFIG
+
+    def test_layer_retention_policies(self) -> None:
+        """Test layer retention policies are correctly configured."""
+        # L1 should have no retention limit
+        assert LAYER_CONFIG[ContextLayer.L1_LEGACY].retention_days is None
+
+        # L7 should have the shortest retention (7 days)
+        assert LAYER_CONFIG[ContextLayer.L7_REALTIME].retention_days == 7
+
+        # L2 should have a long retention (10 years)
+        assert LAYER_CONFIG[ContextLayer.L2_ANNUAL].retention_days == 365 * 10
+
+    def test_layer_aggregation_chain(self) -> None:
+        """Test that the aggregation chain is properly configured."""
+        # L7 has no source (leaf layer)
+        assert LAYER_CONFIG[ContextLayer.L7_REALTIME].aggregation_source is None
+
+        # L6 aggregates from L7
+        assert LAYER_CONFIG[ContextLayer.L6_DAILY].aggregation_source == ContextLayer.L7_REALTIME
+
+        # L5 aggregates from L6
+        assert LAYER_CONFIG[ContextLayer.L5_WEEKLY].aggregation_source == ContextLayer.L6_DAILY
+
+        # L4 aggregates from L5
+        assert LAYER_CONFIG[ContextLayer.L4_MONTHLY].aggregation_source == ContextLayer.L5_WEEKLY
+
+        # L3 aggregates from L4
+        assert LAYER_CONFIG[ContextLayer.L3_QUARTERLY].aggregation_source == ContextLayer.L4_MONTHLY
+
+        # L2 aggregates from L3
+        assert LAYER_CONFIG[ContextLayer.L2_ANNUAL].aggregation_source == ContextLayer.L3_QUARTERLY
+
+        # L1 aggregates from L2
+        assert LAYER_CONFIG[ContextLayer.L1_LEGACY].aggregation_source == ContextLayer.L2_ANNUAL