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>
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@@ -5,8 +5,10 @@ from unittest.mock import ANY, AsyncMock, MagicMock, patch
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import pytest
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from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
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from src.context.layer import ContextLayer
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from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
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from src.db import init_db, log_trade
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from src.logging.decision_logger import DecisionLogger
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from src.main import safe_float, trading_cycle
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from src.strategy.models import (
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DayPlaybook,
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@@ -44,6 +46,17 @@ def _make_hold_match(stock_code: str = "005930") -> ScenarioMatch:
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)
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def _make_sell_match(stock_code: str = "005930") -> ScenarioMatch:
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"""Create a ScenarioMatch that returns SELL."""
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return ScenarioMatch(
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stock_code=stock_code,
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matched_scenario=None,
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action=ScenarioAction.SELL,
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confidence=90,
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rationale="Test sell",
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)
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class TestSafeFloat:
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"""Test safe_float() helper function."""
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@@ -1113,3 +1126,96 @@ class TestScenarioEngineIntegration:
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# REDUCE_ALL is not BUY or SELL — no order sent
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mock_broker.send_order.assert_not_called()
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mock_telegram.notify_trade_execution.assert_not_called()
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@pytest.mark.asyncio
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async def test_sell_updates_original_buy_decision_outcome() -> None:
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"""SELL should update the original BUY decision outcome in decision_logs."""
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db_conn = init_db(":memory:")
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decision_logger = DecisionLogger(db_conn)
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buy_decision_id = decision_logger.log_decision(
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stock_code="005930",
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market="KR",
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exchange_code="KRX",
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action="BUY",
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confidence=85,
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rationale="Initial buy",
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context_snapshot={},
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input_data={},
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)
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log_trade(
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conn=db_conn,
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stock_code="005930",
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action="BUY",
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confidence=85,
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rationale="Initial buy",
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quantity=1,
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price=100.0,
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pnl=0.0,
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market="KR",
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exchange_code="KRX",
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decision_id=buy_decision_id,
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)
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broker = MagicMock()
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broker.get_orderbook = AsyncMock(
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return_value={"output1": {"stck_prpr": "120", "frgn_ntby_qty": "0"}}
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)
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broker.get_balance = AsyncMock(
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return_value={
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"output2": [
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{
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"tot_evlu_amt": "100000",
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"dnca_tot_amt": "10000",
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"pchs_amt_smtl_amt": "90000",
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}
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]
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}
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)
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broker.send_order = AsyncMock(return_value={"msg1": "OK"})
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overseas_broker = MagicMock()
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engine = MagicMock(spec=ScenarioEngine)
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engine.evaluate = MagicMock(return_value=_make_sell_match())
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risk = MagicMock()
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context_store = MagicMock(
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get_latest_timeframe=MagicMock(return_value=None),
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set_context=MagicMock(),
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)
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criticality_assessor = MagicMock(
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assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
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get_timeout=MagicMock(return_value=5.0),
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)
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telegram = MagicMock()
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telegram.notify_trade_execution = AsyncMock()
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telegram.notify_fat_finger = AsyncMock()
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telegram.notify_circuit_breaker = AsyncMock()
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telegram.notify_scenario_matched = AsyncMock()
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market = MagicMock()
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market.name = "Korea"
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market.code = "KR"
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market.exchange_code = "KRX"
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market.is_domestic = True
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await trading_cycle(
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broker=broker,
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overseas_broker=overseas_broker,
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scenario_engine=engine,
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playbook=_make_playbook(),
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risk=risk,
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db_conn=db_conn,
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decision_logger=decision_logger,
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context_store=context_store,
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criticality_assessor=criticality_assessor,
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telegram=telegram,
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market=market,
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stock_code="005930",
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scan_candidates={},
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)
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updated_buy = decision_logger.get_decision_by_id(buy_decision_id)
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assert updated_buy is not None
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assert updated_buy.outcome_pnl == 20.0
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assert updated_buy.outcome_accuracy == 1
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