Commit Graph

4 Commits

Author SHA1 Message Date
agentson
60a22d6cd4 feat: add position-aware conditions to StockCondition (#171)
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- Add unrealized_pnl_pct_above/below and holding_days_above/below fields
  to StockCondition so AI can generate rules like 'P&L > 3% → SELL'
- Evaluate new fields in ScenarioEngine.evaluate_condition() with same
  AND-combining logic as existing technical indicator fields
- Include position fields in _build_match_details() for audit logging
- Parse new fields from AI JSON response in PreMarketPlanner._parse_scenario()
- Update prompt schema example to show new position-aware condition fields
- Add 13 tests covering all new condition combinations and edge cases

Closes #171

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-20 08:27:44 +09:00
agentson
e711d6702a 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>
2026-02-08 20:41:20 +09:00
agentson
d2fc829380 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>
2026-02-08 16:23:54 +09:00
agentson
9599b188e8 feat: implement local scenario engine for playbook execution (issue #80)
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ScenarioEngine evaluates pre-defined playbook scenarios against real-time
market data with sub-100ms execution (zero API calls). Supports condition
AND-matching, global portfolio rules, and first-match-wins priority.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-08 02:23:53 +09:00