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feat: integrate scenario engine and playbook into main trading loop (issue #84)

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Replace brain.decide() with scenario_engine.evaluate() in trading_cycle
and brain.decide_batch() with per-stock scenario evaluation in
run_daily_session. Initialize PreMarketPlanner, ScenarioEngine, and
PlaybookStore in run(). Add pre-market playbook generation on market
open (1 Gemini call per market per day), market_data enrichment from
scanner metrics (rsi, volume_ratio), portfolio_data for global rules,
scenario match notifications, and playbook lifecycle management.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
agentson
2026-02-08 22:24:19 +09:00
parent 6fba7c7ae8
commit 98c4a2413c
2 changed files with 603 additions and 90 deletions
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433
tests/test_main.py
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@@ -1,12 +1,42 @@
"""Tests for main trading loop telegram integration."""
"""Tests for main trading loop integration."""
import asyncio
from datetime import date
from unittest.mock import AsyncMock, MagicMock, patch
import pytest
from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
from src.main import safe_float, trading_cycle
from src.strategy.models import DayPlaybook, ScenarioAction, StockCondition, StockPlaybook, StockScenario
from src.strategy.scenario_engine import ScenarioEngine, ScenarioMatch
def _make_playbook(market: str = "KR") -> DayPlaybook:
"""Create a minimal empty playbook for testing."""
return DayPlaybook(date=date(2026, 2, 8), market=market)
def _make_buy_match(stock_code: str = "005930") -> ScenarioMatch:
"""Create a ScenarioMatch that returns BUY."""
return ScenarioMatch(
stock_code=stock_code,
matched_scenario=None,
action=ScenarioAction.BUY,
confidence=85,
rationale="Test buy",
)
def _make_hold_match(stock_code: str = "005930") -> ScenarioMatch:
"""Create a ScenarioMatch that returns HOLD."""
return ScenarioMatch(
stock_code=stock_code,
matched_scenario=None,
action=ScenarioAction.HOLD,
confidence=0,
rationale="No scenario conditions met",
)
class TestSafeFloat:
@@ -81,15 +111,16 @@ class TestTradingCycleTelegramIntegration:
return broker
@pytest.fixture
def mock_brain(self) -> MagicMock:
"""Create mock brain that decides to buy."""
brain = MagicMock()
decision = MagicMock()
decision.action = "BUY"
decision.confidence = 85
decision.rationale = "Test buy"
brain.decide = AsyncMock(return_value=decision)
return brain
def mock_scenario_engine(self) -> MagicMock:
"""Create mock scenario engine that returns BUY."""
engine = MagicMock(spec=ScenarioEngine)
engine.evaluate = MagicMock(return_value=_make_buy_match())
return engine
@pytest.fixture
def mock_playbook(self) -> DayPlaybook:
"""Create a minimal day playbook."""
return _make_playbook()
@pytest.fixture
def mock_risk(self) -> MagicMock:
@@ -134,6 +165,7 @@ class TestTradingCycleTelegramIntegration:
telegram.notify_trade_execution = AsyncMock()
telegram.notify_fat_finger = AsyncMock()
telegram.notify_circuit_breaker = AsyncMock()
telegram.notify_scenario_matched = AsyncMock()
return telegram
@pytest.fixture
@@ -151,7 +183,8 @@ class TestTradingCycleTelegramIntegration:
self,
mock_broker: MagicMock,
mock_overseas_broker: MagicMock,
mock_brain: MagicMock,
mock_scenario_engine: MagicMock,
mock_playbook: DayPlaybook,
mock_risk: MagicMock,
mock_db: MagicMock,
mock_decision_logger: MagicMock,
@@ -165,7 +198,8 @@ class TestTradingCycleTelegramIntegration:
await trading_cycle(
broker=mock_broker,
overseas_broker=mock_overseas_broker,
brain=mock_brain,
scenario_engine=mock_scenario_engine,
playbook=mock_playbook,
risk=mock_risk,
db_conn=mock_db,
decision_logger=mock_decision_logger,
@@ -190,7 +224,8 @@ class TestTradingCycleTelegramIntegration:
self,
mock_broker: MagicMock,
mock_overseas_broker: MagicMock,
mock_brain: MagicMock,
mock_scenario_engine: MagicMock,
mock_playbook: DayPlaybook,
mock_risk: MagicMock,
mock_db: MagicMock,
mock_decision_logger: MagicMock,
@@ -208,7 +243,8 @@ class TestTradingCycleTelegramIntegration:
await trading_cycle(
broker=mock_broker,
overseas_broker=mock_overseas_broker,
brain=mock_brain,
scenario_engine=mock_scenario_engine,
playbook=mock_playbook,
risk=mock_risk,
db_conn=mock_db,
decision_logger=mock_decision_logger,
@@ -228,7 +264,8 @@ class TestTradingCycleTelegramIntegration:
self,
mock_broker: MagicMock,
mock_overseas_broker: MagicMock,
mock_brain: MagicMock,
mock_scenario_engine: MagicMock,
mock_playbook: DayPlaybook,
mock_risk: MagicMock,
mock_db: MagicMock,
mock_decision_logger: MagicMock,
@@ -250,7 +287,8 @@ class TestTradingCycleTelegramIntegration:
await trading_cycle(
broker=mock_broker,
overseas_broker=mock_overseas_broker,
brain=mock_brain,
scenario_engine=mock_scenario_engine,
playbook=mock_playbook,
risk=mock_risk,
db_conn=mock_db,
decision_logger=mock_decision_logger,
@@ -275,7 +313,8 @@ class TestTradingCycleTelegramIntegration:
self,
mock_broker: MagicMock,
mock_overseas_broker: MagicMock,
mock_brain: MagicMock,
mock_scenario_engine: MagicMock,
mock_playbook: DayPlaybook,
mock_risk: MagicMock,
mock_db: MagicMock,
mock_decision_logger: MagicMock,
@@ -299,7 +338,8 @@ class TestTradingCycleTelegramIntegration:
await trading_cycle(
broker=mock_broker,
overseas_broker=mock_overseas_broker,
brain=mock_brain,
scenario_engine=mock_scenario_engine,
playbook=mock_playbook,
risk=mock_risk,
db_conn=mock_db,
decision_logger=mock_decision_logger,
@@ -319,7 +359,8 @@ class TestTradingCycleTelegramIntegration:
self,
mock_broker: MagicMock,
mock_overseas_broker: MagicMock,
mock_brain: MagicMock,
mock_scenario_engine: MagicMock,
mock_playbook: DayPlaybook,
mock_risk: MagicMock,
mock_db: MagicMock,
mock_decision_logger: MagicMock,
@@ -329,18 +370,15 @@ class TestTradingCycleTelegramIntegration:
mock_market: MagicMock,
) -> None:
"""Test no trade notification sent when decision is HOLD."""
# Change brain decision to HOLD
decision = MagicMock()
decision.action = "HOLD"
decision.confidence = 50
decision.rationale = "Insufficient signal"
mock_brain.decide = AsyncMock(return_value=decision)
# Scenario engine returns HOLD
mock_scenario_engine.evaluate = MagicMock(return_value=_make_hold_match())
with patch("src.main.log_trade"):
await trading_cycle(
broker=mock_broker,
overseas_broker=mock_overseas_broker,
brain=mock_brain,
scenario_engine=mock_scenario_engine,
playbook=mock_playbook,
risk=mock_risk,
db_conn=mock_db,
decision_logger=mock_decision_logger,
@@ -472,15 +510,16 @@ class TestOverseasBalanceParsing:
return market
@pytest.fixture
def mock_brain_hold(self) -> MagicMock:
"""Create mock brain that always holds."""
brain = MagicMock()
decision = MagicMock()
decision.action = "HOLD"
decision.confidence = 50
decision.rationale = "Testing balance parsing"
brain.decide = AsyncMock(return_value=decision)
return brain
def mock_scenario_engine_hold(self) -> MagicMock:
"""Create mock scenario engine that always returns HOLD."""
engine = MagicMock(spec=ScenarioEngine)
engine.evaluate = MagicMock(return_value=_make_hold_match("AAPL"))
return engine
@pytest.fixture
def mock_playbook(self) -> DayPlaybook:
"""Create a minimal playbook."""
return _make_playbook("US")
@pytest.fixture
def mock_risk(self) -> MagicMock:
@@ -517,14 +556,17 @@ class TestOverseasBalanceParsing:
@pytest.fixture
def mock_telegram(self) -> MagicMock:
"""Create mock telegram client."""
return MagicMock()
telegram = MagicMock()
telegram.notify_scenario_matched = AsyncMock()
return telegram
@pytest.mark.asyncio
async def test_overseas_balance_list_format(
self,
mock_domestic_broker: MagicMock,
mock_overseas_broker_with_list: MagicMock,
mock_brain_hold: MagicMock,
mock_scenario_engine_hold: MagicMock,
mock_playbook: DayPlaybook,
mock_risk: MagicMock,
mock_db: MagicMock,
mock_decision_logger: MagicMock,
@@ -539,7 +581,8 @@ class TestOverseasBalanceParsing:
await trading_cycle(
broker=mock_domestic_broker,
overseas_broker=mock_overseas_broker_with_list,
brain=mock_brain_hold,
scenario_engine=mock_scenario_engine_hold,
playbook=mock_playbook,
risk=mock_risk,
db_conn=mock_db,
decision_logger=mock_decision_logger,
@@ -559,7 +602,8 @@ class TestOverseasBalanceParsing:
self,
mock_domestic_broker: MagicMock,
mock_overseas_broker_with_dict: MagicMock,
mock_brain_hold: MagicMock,
mock_scenario_engine_hold: MagicMock,
mock_playbook: DayPlaybook,
mock_risk: MagicMock,
mock_db: MagicMock,
mock_decision_logger: MagicMock,
@@ -574,7 +618,8 @@ class TestOverseasBalanceParsing:
await trading_cycle(
broker=mock_domestic_broker,
overseas_broker=mock_overseas_broker_with_dict,
brain=mock_brain_hold,
scenario_engine=mock_scenario_engine_hold,
playbook=mock_playbook,
risk=mock_risk,
db_conn=mock_db,
decision_logger=mock_decision_logger,
@@ -594,7 +639,8 @@ class TestOverseasBalanceParsing:
self,
mock_domestic_broker: MagicMock,
mock_overseas_broker_with_empty: MagicMock,
mock_brain_hold: MagicMock,
mock_scenario_engine_hold: MagicMock,
mock_playbook: DayPlaybook,
mock_risk: MagicMock,
mock_db: MagicMock,
mock_decision_logger: MagicMock,
@@ -609,7 +655,8 @@ class TestOverseasBalanceParsing:
await trading_cycle(
broker=mock_domestic_broker,
overseas_broker=mock_overseas_broker_with_empty,
brain=mock_brain_hold,
scenario_engine=mock_scenario_engine_hold,
playbook=mock_playbook,
risk=mock_risk,
db_conn=mock_db,
decision_logger=mock_decision_logger,
@@ -629,7 +676,8 @@ class TestOverseasBalanceParsing:
self,
mock_domestic_broker: MagicMock,
mock_overseas_broker_with_empty_price: MagicMock,
mock_brain_hold: MagicMock,
mock_scenario_engine_hold: MagicMock,
mock_playbook: DayPlaybook,
mock_risk: MagicMock,
mock_db: MagicMock,
mock_decision_logger: MagicMock,
@@ -644,7 +692,8 @@ class TestOverseasBalanceParsing:
await trading_cycle(
broker=mock_domestic_broker,
overseas_broker=mock_overseas_broker_with_empty_price,
brain=mock_brain_hold,
scenario_engine=mock_scenario_engine_hold,
playbook=mock_playbook,
risk=mock_risk,
db_conn=mock_db,
decision_logger=mock_decision_logger,
@@ -658,3 +707,299 @@ class TestOverseasBalanceParsing:
# Verify price API was called
mock_overseas_broker_with_empty_price.get_overseas_price.assert_called_once()
class TestScenarioEngineIntegration:
"""Test scenario engine integration in trading_cycle."""
@pytest.fixture
def mock_broker(self) -> MagicMock:
"""Create mock broker with standard domestic data."""
broker = MagicMock()
broker.get_orderbook = AsyncMock(
return_value={
"output1": {"stck_prpr": "50000", "frgn_ntby_qty": "100"}
}
)
broker.get_balance = AsyncMock(
return_value={
"output2": [
{
"tot_evlu_amt": "10000000",
"dnca_tot_amt": "5000000",
"pchs_amt_smtl_amt": "9500000",
}
]
}
)
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
return broker
@pytest.fixture
def mock_market(self) -> MagicMock:
"""Create mock KR market."""
market = MagicMock()
market.name = "Korea"
market.code = "KR"
market.exchange_code = "KRX"
market.is_domestic = True
return market
@pytest.fixture
def mock_telegram(self) -> MagicMock:
"""Create mock telegram with all notification methods."""
telegram = MagicMock()
telegram.notify_trade_execution = AsyncMock()
telegram.notify_scenario_matched = AsyncMock()
telegram.notify_fat_finger = AsyncMock()
return telegram
@pytest.mark.asyncio
async def test_scenario_engine_called_with_enriched_market_data(
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
) -> None:
"""Test scenario engine receives market_data enriched with scanner metrics."""
from src.analysis.smart_scanner import ScanCandidate
engine = MagicMock(spec=ScenarioEngine)
engine.evaluate = MagicMock(return_value=_make_hold_match())
playbook = _make_playbook()
candidate = ScanCandidate(
stock_code="005930", name="Samsung", price=50000,
volume=1000000, volume_ratio=3.5, rsi=25.0,
signal="oversold", score=85.0,
)
with patch("src.main.log_trade"):
await trading_cycle(
broker=mock_broker,
overseas_broker=MagicMock(),
scenario_engine=engine,
playbook=playbook,
risk=MagicMock(),
db_conn=MagicMock(),
decision_logger=MagicMock(),
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
criticality_assessor=MagicMock(
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
get_timeout=MagicMock(return_value=5.0),
),
telegram=mock_telegram,
market=mock_market,
stock_code="005930",
scan_candidates={"005930": candidate},
)
# Verify evaluate was called
engine.evaluate.assert_called_once()
call_args = engine.evaluate.call_args
market_data = call_args[0][2] # 3rd positional arg
portfolio_data = call_args[0][3] # 4th positional arg
# Scanner data should be enriched into market_data
assert market_data["rsi"] == 25.0
assert market_data["volume_ratio"] == 3.5
assert market_data["current_price"] == 50000.0
# Portfolio data should include pnl
assert "portfolio_pnl_pct" in portfolio_data
assert "total_cash" in portfolio_data
@pytest.mark.asyncio
async def test_scenario_engine_called_without_scanner_data(
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
) -> None:
"""Test scenario engine works when stock has no scan candidate."""
engine = MagicMock(spec=ScenarioEngine)
engine.evaluate = MagicMock(return_value=_make_hold_match())
playbook = _make_playbook()
with patch("src.main.log_trade"):
await trading_cycle(
broker=mock_broker,
overseas_broker=MagicMock(),
scenario_engine=engine,
playbook=playbook,
risk=MagicMock(),
db_conn=MagicMock(),
decision_logger=MagicMock(),
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
criticality_assessor=MagicMock(
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
get_timeout=MagicMock(return_value=5.0),
),
telegram=mock_telegram,
market=mock_market,
stock_code="005930",
scan_candidates={}, # No scanner data
)
# Should still work, just without rsi/volume_ratio
engine.evaluate.assert_called_once()
market_data = engine.evaluate.call_args[0][2]
assert "rsi" not in market_data
assert "volume_ratio" not in market_data
assert market_data["current_price"] == 50000.0
@pytest.mark.asyncio
async def test_scenario_matched_notification_sent(
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
) -> None:
"""Test telegram notification sent when a scenario matches."""
# Create a match with matched_scenario (not None)
scenario = StockScenario(
condition=StockCondition(rsi_below=30),
action=ScenarioAction.BUY,
confidence=88,
rationale="RSI oversold bounce",
)
match = ScenarioMatch(
stock_code="005930",
matched_scenario=scenario,
action=ScenarioAction.BUY,
confidence=88,
rationale="RSI oversold bounce",
match_details={"rsi": 25.0},
)
engine = MagicMock(spec=ScenarioEngine)
engine.evaluate = MagicMock(return_value=match)
with patch("src.main.log_trade"):
await trading_cycle(
broker=mock_broker,
overseas_broker=MagicMock(),
scenario_engine=engine,
playbook=_make_playbook(),
risk=MagicMock(),
db_conn=MagicMock(),
decision_logger=MagicMock(),
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
criticality_assessor=MagicMock(
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
get_timeout=MagicMock(return_value=5.0),
),
telegram=mock_telegram,
market=mock_market,
stock_code="005930",
scan_candidates={},
)
# Scenario matched notification should be sent
mock_telegram.notify_scenario_matched.assert_called_once()
call_kwargs = mock_telegram.notify_scenario_matched.call_args.kwargs
assert call_kwargs["stock_code"] == "005930"
assert call_kwargs["action"] == "BUY"
assert "rsi=25.0" in call_kwargs["condition_summary"]
@pytest.mark.asyncio
async def test_no_scenario_matched_notification_on_default_hold(
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
) -> None:
"""Test no scenario notification when default HOLD is returned."""
engine = MagicMock(spec=ScenarioEngine)
engine.evaluate = MagicMock(return_value=_make_hold_match())
with patch("src.main.log_trade"):
await trading_cycle(
broker=mock_broker,
overseas_broker=MagicMock(),
scenario_engine=engine,
playbook=_make_playbook(),
risk=MagicMock(),
db_conn=MagicMock(),
decision_logger=MagicMock(),
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
criticality_assessor=MagicMock(
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
get_timeout=MagicMock(return_value=5.0),
),
telegram=mock_telegram,
market=mock_market,
stock_code="005930",
scan_candidates={},
)
# No scenario matched notification for default HOLD
mock_telegram.notify_scenario_matched.assert_not_called()
@pytest.mark.asyncio
async def test_decision_logger_receives_scenario_match_details(
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
) -> None:
"""Test decision logger context includes scenario match details."""
match = ScenarioMatch(
stock_code="005930",
matched_scenario=None,
action=ScenarioAction.HOLD,
confidence=0,
rationale="No match",
match_details={"rsi": 45.0, "volume_ratio": 1.2},
)
engine = MagicMock(spec=ScenarioEngine)
engine.evaluate = MagicMock(return_value=match)
decision_logger = MagicMock()
with patch("src.main.log_trade"):
await trading_cycle(
broker=mock_broker,
overseas_broker=MagicMock(),
scenario_engine=engine,
playbook=_make_playbook(),
risk=MagicMock(),
db_conn=MagicMock(),
decision_logger=decision_logger,
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
criticality_assessor=MagicMock(
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
get_timeout=MagicMock(return_value=5.0),
),
telegram=mock_telegram,
market=mock_market,
stock_code="005930",
scan_candidates={},
)
decision_logger.log_decision.assert_called_once()
call_kwargs = decision_logger.log_decision.call_args.kwargs
assert "scenario_match" in call_kwargs["context_snapshot"]
assert call_kwargs["context_snapshot"]["scenario_match"]["rsi"] == 45.0
@pytest.mark.asyncio
async def test_reduce_all_does_not_execute_order(
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
) -> None:
"""Test REDUCE_ALL action does not trigger order execution."""
match = ScenarioMatch(
stock_code="005930",
matched_scenario=None,
action=ScenarioAction.REDUCE_ALL,
confidence=100,
rationale="Global rule: portfolio loss > 2%",
)
engine = MagicMock(spec=ScenarioEngine)
engine.evaluate = MagicMock(return_value=match)
with patch("src.main.log_trade"):
await trading_cycle(
broker=mock_broker,
overseas_broker=MagicMock(),
scenario_engine=engine,
playbook=_make_playbook(),
risk=MagicMock(),
db_conn=MagicMock(),
decision_logger=MagicMock(),
context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
criticality_assessor=MagicMock(
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
get_timeout=MagicMock(return_value=5.0),
),
telegram=mock_telegram,
market=mock_market,
stock_code="005930",
scan_candidates={},
)
# REDUCE_ALL is not BUY or SELL — no order sent
mock_broker.send_order.assert_not_called()
mock_telegram.notify_trade_execution.assert_not_called()