refactor: CB 게이지 pnl_pct 저장 레이어를 L7 → L6_DAILY로 변경
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portfolio_pnl_pct는 일별 성과 지표이므로 실시간 종목 데이터(L7)보다
일별 P&L 레이어(L6_DAILY)가 더 적합함. (PR #197 코드리뷰 반영)

- main.py: L7_REALTIME + ISO timestamp → L6_DAILY + date(YYYY-MM-DD)
- app.py: contexts 쿼리 layer/timeframe 조건 동기화
- tests: _seed_cb_context L6_DAILY + today 날짜로 수정

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
agentson
2026-02-22 00:33:21 +09:00
parent 342511a6ed
commit f3491e94e4
3 changed files with 13 additions and 9 deletions

View File

@@ -85,11 +85,13 @@ def create_dashboard_app(db_path: str) -> FastAPI:
""" """
SELECT key, value SELECT key, value
FROM contexts FROM contexts
WHERE layer = 'L7_REALTIME' WHERE layer = 'L6_DAILY'
AND timeframe = ?
AND key LIKE 'portfolio_pnl_pct_%' AND key LIKE 'portfolio_pnl_pct_%'
ORDER BY updated_at DESC ORDER BY updated_at DESC
LIMIT 20 LIMIT 20
""" """,
(today,),
).fetchall() ).fetchall()
current_pnl_pct: float | None = None current_pnl_pct: float | None = None
if pnl_pct_rows: if pnl_pct_rows:

View File

@@ -430,10 +430,10 @@ async def trading_cycle(
{"volume_ratio": candidate.volume_ratio}, {"volume_ratio": candidate.volume_ratio},
) )
# Store latest pnl_pct in L7 so the dashboard can display the CB gauge # Store latest pnl_pct in L6 (daily P&L layer) so the dashboard can display the CB gauge
context_store.set_context( context_store.set_context(
ContextLayer.L7_REALTIME, ContextLayer.L6_DAILY,
timeframe, datetime.now(UTC).date().isoformat(),
f"portfolio_pnl_pct_{market.code}", f"portfolio_pnl_pct_{market.code}",
{"pnl_pct": round(pnl_pct, 4)}, {"pnl_pct": round(pnl_pct, 4)},
) )

View File

@@ -355,18 +355,20 @@ def test_positions_empty_when_no_trades(tmp_path: Path) -> None:
def _seed_cb_context(conn: sqlite3.Connection, pnl_pct: float, market: str = "KR") -> None: def _seed_cb_context(conn: sqlite3.Connection, pnl_pct: float, market: str = "KR") -> None:
import json as _json import json as _json
from datetime import UTC, datetime
today = datetime.now(UTC).date().isoformat()
conn.execute( conn.execute(
""" """
INSERT OR REPLACE INTO contexts (layer, timeframe, key, value, created_at, updated_at) INSERT OR REPLACE INTO contexts (layer, timeframe, key, value, created_at, updated_at)
VALUES (?, ?, ?, ?, ?, ?) VALUES (?, ?, ?, ?, ?, ?)
""", """,
( (
"L7_REALTIME", "L6_DAILY",
"2026-02-21T10:00:00+00:00", today,
f"portfolio_pnl_pct_{market}", f"portfolio_pnl_pct_{market}",
_json.dumps({"pnl_pct": pnl_pct}), _json.dumps({"pnl_pct": pnl_pct}),
"2026-02-21T10:00:00+00:00", f"{today}T10:00:00+00:00",
"2026-02-21T10:00:00+00:00", f"{today}T10:00:00+00:00",
), ),
) )
conn.commit() conn.commit()