feat: DailyScorecard model for per-market performance review (issue #90)
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- Add DailyScorecard dataclass with market-scoped fields
- Fields: date, market, decisions, pnl, win_rate, scenario_match_rate, lessons, cross_market_note
- Export from src/evolution/__init__.py

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
agentson
2026-02-10 04:25:37 +09:00
parent 0685d62f9c
commit c95102a0bd
3 changed files with 108 additions and 0 deletions

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@@ -7,6 +7,7 @@ from src.evolution.performance_tracker import (
PerformanceTracker, PerformanceTracker,
StrategyMetrics, StrategyMetrics,
) )
from src.evolution.scorecard import DailyScorecard
__all__ = [ __all__ = [
"EvolutionOptimizer", "EvolutionOptimizer",
@@ -16,4 +17,5 @@ __all__ = [
"PerformanceTracker", "PerformanceTracker",
"PerformanceDashboard", "PerformanceDashboard",
"StrategyMetrics", "StrategyMetrics",
"DailyScorecard",
] ]

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@@ -0,0 +1,25 @@
"""Daily scorecard model for end-of-day performance review."""
from __future__ import annotations
from dataclasses import dataclass, field
@dataclass
class DailyScorecard:
"""Structured daily performance snapshot for a single market."""
date: str
market: str
total_decisions: int
buys: int
sells: int
holds: int
total_pnl: float
win_rate: float
avg_confidence: float
scenario_match_rate: float
top_winners: list[str] = field(default_factory=list)
top_losers: list[str] = field(default_factory=list)
lessons: list[str] = field(default_factory=list)
cross_market_note: str = ""

81
tests/test_scorecard.py Normal file
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@@ -0,0 +1,81 @@
"""Tests for DailyScorecard model."""
from __future__ import annotations
from src.evolution.scorecard import DailyScorecard
def test_scorecard_initialization() -> None:
scorecard = DailyScorecard(
date="2026-02-08",
market="KR",
total_decisions=10,
buys=3,
sells=2,
holds=5,
total_pnl=1234.5,
win_rate=60.0,
avg_confidence=78.5,
scenario_match_rate=70.0,
top_winners=["005930", "000660"],
top_losers=["035420"],
lessons=["Avoid chasing breakouts"],
cross_market_note="US volatility spillover",
)
assert scorecard.market == "KR"
assert scorecard.total_decisions == 10
assert scorecard.total_pnl == 1234.5
assert scorecard.top_winners == ["005930", "000660"]
assert scorecard.lessons == ["Avoid chasing breakouts"]
assert scorecard.cross_market_note == "US volatility spillover"
def test_scorecard_defaults() -> None:
scorecard = DailyScorecard(
date="2026-02-08",
market="US",
total_decisions=0,
buys=0,
sells=0,
holds=0,
total_pnl=0.0,
win_rate=0.0,
avg_confidence=0.0,
scenario_match_rate=0.0,
)
assert scorecard.top_winners == []
assert scorecard.top_losers == []
assert scorecard.lessons == []
assert scorecard.cross_market_note == ""
def test_scorecard_list_isolation() -> None:
a = DailyScorecard(
date="2026-02-08",
market="KR",
total_decisions=1,
buys=1,
sells=0,
holds=0,
total_pnl=10.0,
win_rate=100.0,
avg_confidence=90.0,
scenario_match_rate=100.0,
)
b = DailyScorecard(
date="2026-02-08",
market="US",
total_decisions=1,
buys=0,
sells=1,
holds=0,
total_pnl=-5.0,
win_rate=0.0,
avg_confidence=60.0,
scenario_match_rate=50.0,
)
a.top_winners.append("005930")
assert b.top_winners == []