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fix: add safe type casting and missing-key warnings in ScenarioEngine
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Addresses PR #102 review findings:
- _safe_float() prevents TypeError from str/Decimal/invalid market_data values
- Warning logs when condition references a key missing from market_data
- 5 new tests: string, percent string, Decimal, mixed invalid types, log check

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
agentson
2026-02-08 16:23:54 +09:00
parent 9599b188e8
commit d2fc829380
2 changed files with 73 additions and 4 deletions
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33
src/strategy/scenario_engine.py
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@@ -38,8 +38,21 @@ class ScenarioEngine:
"""Evaluates playbook scenarios against real-time market data.
No API calls — pure Python condition matching.
Expected market_data keys: "rsi", "volume_ratio", "current_price", "price_change_pct".
Callers must normalize data source keys to match this contract.
"""
@staticmethod
def _safe_float(value: Any) -> float | None:
"""Safely cast a value to float. Returns None on failure."""
if value is None:
return None
try:
return float(value)
except (ValueError, TypeError):
return None
def evaluate(
self,
playbook: DayPlaybook,
@@ -148,25 +161,37 @@ class ScenarioEngine:
checks: list[bool] = []
rsi = market_data.get("rsi")
rsi = self._safe_float(market_data.get("rsi"))
if condition.rsi_below is not None or condition.rsi_above is not None:
if "rsi" not in market_data:
logger.warning("Condition requires 'rsi' but key missing from market_data")
if condition.rsi_below is not None:
checks.append(rsi is not None and rsi < condition.rsi_below)
if condition.rsi_above is not None:
checks.append(rsi is not None and rsi > condition.rsi_above)
volume_ratio = market_data.get("volume_ratio")
volume_ratio = self._safe_float(market_data.get("volume_ratio"))
if condition.volume_ratio_above is not None or condition.volume_ratio_below is not None:
if "volume_ratio" not in market_data:
logger.warning("Condition requires 'volume_ratio' but key missing from market_data")
if condition.volume_ratio_above is not None:
checks.append(volume_ratio is not None and volume_ratio > condition.volume_ratio_above)
if condition.volume_ratio_below is not None:
checks.append(volume_ratio is not None and volume_ratio < condition.volume_ratio_below)
price = market_data.get("current_price")
price = self._safe_float(market_data.get("current_price"))
if condition.price_above is not None or condition.price_below is not None:
if "current_price" not in market_data:
logger.warning("Condition requires 'current_price' but key missing from market_data")
if condition.price_above is not None:
checks.append(price is not None and price > condition.price_above)
if condition.price_below is not None:
checks.append(price is not None and price < condition.price_below)
price_change_pct = market_data.get("price_change_pct")
price_change_pct = self._safe_float(market_data.get("price_change_pct"))
if condition.price_change_pct_above is not None or condition.price_change_pct_below is not None:
if "price_change_pct" not in market_data:
logger.warning("Condition requires 'price_change_pct' but key missing from market_data")
if condition.price_change_pct_above is not None:
checks.append(price_change_pct is not None and price_change_pct > condition.price_change_pct_above)
if condition.price_change_pct_below is not None: