feat: link decision outcomes to trades via decision_id (issue #92)
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Add decision_id column to trades table, capture log_decision() return
value, and update original BUY decision outcome on SELL execution.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
agentson
2026-02-14 21:36:57 +09:00
parent 56f7405baa
commit a14f944fcc
3 changed files with 180 additions and 7 deletions

View File

@@ -5,8 +5,10 @@ from unittest.mock import ANY, AsyncMock, MagicMock, patch
import pytest
from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
from src.context.layer import ContextLayer
from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
from src.db import init_db, log_trade
from src.logging.decision_logger import DecisionLogger
from src.main import safe_float, trading_cycle
from src.strategy.models import (
DayPlaybook,
@@ -44,6 +46,17 @@ def _make_hold_match(stock_code: str = "005930") -> ScenarioMatch:
)
def _make_sell_match(stock_code: str = "005930") -> ScenarioMatch:
"""Create a ScenarioMatch that returns SELL."""
return ScenarioMatch(
stock_code=stock_code,
matched_scenario=None,
action=ScenarioAction.SELL,
confidence=90,
rationale="Test sell",
)
class TestSafeFloat:
"""Test safe_float() helper function."""
@@ -1113,3 +1126,96 @@ class TestScenarioEngineIntegration:
# 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()
@pytest.mark.asyncio
async def test_sell_updates_original_buy_decision_outcome() -> None:
"""SELL should update the original BUY decision outcome in decision_logs."""
db_conn = init_db(":memory:")
decision_logger = DecisionLogger(db_conn)
buy_decision_id = decision_logger.log_decision(
stock_code="005930",
market="KR",
exchange_code="KRX",
action="BUY",
confidence=85,
rationale="Initial buy",
context_snapshot={},
input_data={},
)
log_trade(
conn=db_conn,
stock_code="005930",
action="BUY",
confidence=85,
rationale="Initial buy",
quantity=1,
price=100.0,
pnl=0.0,
market="KR",
exchange_code="KRX",
decision_id=buy_decision_id,
)
broker = MagicMock()
broker.get_orderbook = AsyncMock(
return_value={"output1": {"stck_prpr": "120", "frgn_ntby_qty": "0"}}
)
broker.get_balance = AsyncMock(
return_value={
"output2": [
{
"tot_evlu_amt": "100000",
"dnca_tot_amt": "10000",
"pchs_amt_smtl_amt": "90000",
}
]
}
)
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
overseas_broker = MagicMock()
engine = MagicMock(spec=ScenarioEngine)
engine.evaluate = MagicMock(return_value=_make_sell_match())
risk = MagicMock()
context_store = MagicMock(
get_latest_timeframe=MagicMock(return_value=None),
set_context=MagicMock(),
)
criticality_assessor = MagicMock(
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
get_timeout=MagicMock(return_value=5.0),
)
telegram = MagicMock()
telegram.notify_trade_execution = AsyncMock()
telegram.notify_fat_finger = AsyncMock()
telegram.notify_circuit_breaker = AsyncMock()
telegram.notify_scenario_matched = AsyncMock()
market = MagicMock()
market.name = "Korea"
market.code = "KR"
market.exchange_code = "KRX"
market.is_domestic = True
await trading_cycle(
broker=broker,
overseas_broker=overseas_broker,
scenario_engine=engine,
playbook=_make_playbook(),
risk=risk,
db_conn=db_conn,
decision_logger=decision_logger,
context_store=context_store,
criticality_assessor=criticality_assessor,
telegram=telegram,
market=market,
stock_code="005930",
scan_candidates={},
)
updated_buy = decision_logger.get_decision_by_id(buy_decision_id)
assert updated_buy is not None
assert updated_buy.outcome_pnl == 20.0
assert updated_buy.outcome_accuracy == 1