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fix: deduplicate missing-key warnings and normalize match_details
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Addresses second round of PR #102 review:
- _warn_missing_key(): logs each missing key only once per engine instance
  to prevent log spam in high-frequency trading loops
- _build_match_details(): uses _safe_float() normalized values instead of
  raw market_data to ensure consistent float types in logging/analysis
- Test: verify warning fires exactly once across repeated calls
- Test: verify match_details contains normalized float values

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
agentson
2026-02-08 20:41:20 +09:00
parent d2fc829380
commit e711d6702a
2 changed files with 35 additions and 13 deletions
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27
src/strategy/scenario_engine.py
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@@ -43,6 +43,9 @@ class ScenarioEngine:
Callers must normalize data source keys to match this contract.
"""
def __init__(self) -> None:
self._warned_keys: set[str] = set()
@staticmethod
def _safe_float(value: Any) -> float | None:
"""Safely cast a value to float. Returns None on failure."""
@@ -53,6 +56,12 @@ class ScenarioEngine:
except (ValueError, TypeError):
return None
def _warn_missing_key(self, key: str) -> None:
"""Log a missing-key warning once per key per engine instance."""
if key not in self._warned_keys:
self._warned_keys.add(key)
logger.warning("Condition requires '%s' but key missing from market_data", key)
def evaluate(
self,
playbook: DayPlaybook,
@@ -164,7 +173,7 @@ class ScenarioEngine:
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")
self._warn_missing_key("rsi")
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:
@@ -173,7 +182,7 @@ class ScenarioEngine:
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")
self._warn_missing_key("volume_ratio")
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:
@@ -182,7 +191,7 @@ class ScenarioEngine:
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")
self._warn_missing_key("current_price")
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:
@@ -191,7 +200,7 @@ class ScenarioEngine:
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")
self._warn_missing_key("price_change_pct")
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:
@@ -246,16 +255,16 @@ class ScenarioEngine:
condition: StockCondition,
market_data: dict[str, Any],
) -> dict[str, Any]:
"""Build a summary of which conditions matched and their values."""
"""Build a summary of which conditions matched and their normalized values."""
details: dict[str, Any] = {}
if condition.rsi_below is not None or condition.rsi_above is not None:
details["rsi"] = market_data.get("rsi")
details["rsi"] = self._safe_float(market_data.get("rsi"))
if condition.volume_ratio_above is not None or condition.volume_ratio_below is not None:
details["volume_ratio"] = market_data.get("volume_ratio")
details["volume_ratio"] = self._safe_float(market_data.get("volume_ratio"))
if condition.price_above is not None or condition.price_below is not None:
details["current_price"] = market_data.get("current_price")
details["current_price"] = self._safe_float(market_data.get("current_price"))
if condition.price_change_pct_above is not None or condition.price_change_pct_below is not None:
details["price_change_pct"] = market_data.get("price_change_pct")
details["price_change_pct"] = self._safe_float(market_data.get("price_change_pct"))
return details