4 Commits

Author SHA1 Message Date
agentson
4fc4a57036 test: 테스트 커버리지 77% → 80% 달성 (issue #204)
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신규/추가 테스트:
- tests/test_logging_config.py: JSONFormatter, setup_logging 전체 커버 (14줄)
- tests/test_strategies_base.py: BaseStrategy 추상 클래스 커버 (6줄)
- tests/test_backup.py: BackupExporter 미커버 경로(빈 CSV, compress=True CSV,
  포맷 실패 로깅, 기본 formats) + CloudStorage boto3 모킹 테스트 20개 (113줄)
- tests/test_context.py: ContextSummarizer 전체 커버 22개 테스트 (50줄)

총 815개 테스트 통과, TOTAL 커버리지 80% (1046줄 미커버 / 5225줄 전체)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 12:48:08 +09:00
agentson
78021d4695 feat: EOD aggregation with market filter (issue #86)
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- Add market parameter to aggregate_daily_from_trades() for per-market L6 aggregation
- Store market-scoped keys (total_pnl_KR, win_rate_US, etc.) in L6/L5/L4 layers
- Hook aggregate_daily_from_trades() into market close detection in run()
- Update tests for market-scoped context keys

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-10 04:23:49 +09:00
agentson
f03cc6039b fix: derive all aggregation timeframes from trade timestamp (#112)
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run_all_aggregations() previously used datetime.now(UTC) for weekly
through annual layers while using the trade date only for daily,
causing data misalignment on backfill. Now all layers consistently
use the latest trade timestamp. Also adds "Z" suffix handling for
fromisoformat() compatibility and strengthens test assertions to
verify L4-L2 layer values end-to-end.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-10 00:40:28 +09:00
agentson
917b68eb81 feat: implement L1-L7 context tree for multi-layered memory management
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Implements Pillar 2 (Multi-layered Context Management) with a 7-tier
hierarchical memory system from real-time market data to generational
trading wisdom.

## New Modules
- `src/context/layer.py`: ContextLayer enum and metadata config
- `src/context/store.py`: ContextStore for CRUD operations
- `src/context/aggregator.py`: Bottom-up aggregation (L7→L6→...→L1)

## Database Changes
- Added `contexts` table for hierarchical data storage
- Added `context_metadata` table for layer configuration
- Indexed by layer, timeframe, and updated_at for fast queries

## Context Layers
- L1 (Legacy): Cumulative wisdom (kept forever)
- L2 (Annual): Yearly metrics (10 years retention)
- L3 (Quarterly): Strategy pivots (3 years)
- L4 (Monthly): Portfolio rebalancing (2 years)
- L5 (Weekly): Stock selection (1 year)
- L6 (Daily): Trade logs (90 days)
- L7 (Real-time): Live market data (7 days)

## Tests
- 18 new tests in `tests/test_context.py`
- 100% coverage on context modules
- All 72 tests passing (54 existing + 18 new)

## Documentation
- Added `docs/context-tree.md` with comprehensive guide
- Updated `CLAUDE.md` architecture section
- Includes usage examples and best practices

Closes #15

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
2026-02-04 14:12:29 +09:00