feat: L7 real-time context write with market-scoped keys (issue #85)
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- Add L7_REALTIME writes in trading_cycle() for volatility, price, rsi, volume_ratio
- Normalize key format to {metric}_{market}_{stock_code} across scanner and main
- Fix existing key mismatch between scanner writes and main reads
- Remove unused MarketScanner dead code

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
agentson
2026-02-10 04:21:52 +09:00
parent 9d9ade14eb
commit c4e31be27a
4 changed files with 101 additions and 15 deletions

View File

@@ -1,11 +1,12 @@
"""Tests for main trading loop integration."""
from datetime import date
from unittest.mock import AsyncMock, MagicMock, patch
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.main import safe_float, trading_cycle
from src.strategy.models import (
DayPlaybook,
@@ -810,6 +811,69 @@ class TestScenarioEngineIntegration:
assert "portfolio_pnl_pct" in portfolio_data
assert "total_cash" in portfolio_data
@pytest.mark.asyncio
async def test_trading_cycle_sets_l7_context_keys(
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,
) -> None:
"""Test L7 context is written with market-scoped keys."""
from src.analysis.smart_scanner import ScanCandidate
engine = MagicMock(spec=ScenarioEngine)
engine.evaluate = MagicMock(return_value=_make_hold_match())
playbook = _make_playbook()
context_store = MagicMock(get_latest_timeframe=MagicMock(return_value=None))
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=context_store,
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={"KR": {"005930": candidate}},
)
context_store.set_context.assert_any_call(
ContextLayer.L7_REALTIME,
ANY,
"volatility_KR_005930",
{"momentum_score": 50.0, "volume_surge": 1.0, "price_change_1m": 0.0},
)
context_store.set_context.assert_any_call(
ContextLayer.L7_REALTIME,
ANY,
"price_KR_005930",
{"current_price": 50000.0},
)
context_store.set_context.assert_any_call(
ContextLayer.L7_REALTIME,
ANY,
"rsi_KR_005930",
{"rsi": 25.0},
)
context_store.set_context.assert_any_call(
ContextLayer.L7_REALTIME,
ANY,
"volume_ratio_KR_005930",
{"volume_ratio": 3.5},
)
@pytest.mark.asyncio
async def test_scan_candidates_market_scoped(
self, mock_broker: MagicMock, mock_market: MagicMock, mock_telegram: MagicMock,