Compare commits
7 Commits
62fd4ff5e1
...
feature/is
| Author | SHA1 | Date | |
|---|---|---|---|
|
|
73e1d0a54e | ||
|
|
87556b145e | ||
| 645c761238 | |||
|
|
033d5fcadd | ||
| 128324427f | |||
|
|
61f5aaf4a3 | ||
|
|
4f61d5af8e |
296
src/brain/context_selector.py
Normal file
296
src/brain/context_selector.py
Normal file
@@ -0,0 +1,296 @@
|
||||
"""Smart context selection for optimizing token usage.
|
||||
|
||||
This module implements intelligent selection of context layers (L1-L7) based on
|
||||
decision type and market conditions:
|
||||
- L7 (real-time) for normal trading decisions
|
||||
- L6-L5 (daily/weekly) for strategic decisions
|
||||
- L4-L1 (monthly/legacy) only for major events or policy changes
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from dataclasses import dataclass
|
||||
from datetime import UTC, datetime
|
||||
from enum import Enum
|
||||
from typing import Any
|
||||
|
||||
from src.context.layer import ContextLayer
|
||||
from src.context.store import ContextStore
|
||||
|
||||
|
||||
class DecisionType(str, Enum):
|
||||
"""Type of trading decision being made."""
|
||||
|
||||
NORMAL = "normal" # Regular trade decision
|
||||
STRATEGIC = "strategic" # Strategy adjustment
|
||||
MAJOR_EVENT = "major_event" # Portfolio rebalancing, policy change
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class ContextSelection:
|
||||
"""Selected context layers and their relevance scores."""
|
||||
|
||||
layers: list[ContextLayer]
|
||||
relevance_scores: dict[ContextLayer, float]
|
||||
total_score: float
|
||||
|
||||
|
||||
class ContextSelector:
|
||||
"""Selects optimal context layers to minimize token usage."""
|
||||
|
||||
def __init__(self, store: ContextStore) -> None:
|
||||
"""Initialize the context selector.
|
||||
|
||||
Args:
|
||||
store: ContextStore instance for retrieving context data
|
||||
"""
|
||||
self.store = store
|
||||
|
||||
def select_layers(
|
||||
self,
|
||||
decision_type: DecisionType = DecisionType.NORMAL,
|
||||
include_realtime: bool = True,
|
||||
) -> list[ContextLayer]:
|
||||
"""Select context layers based on decision type.
|
||||
|
||||
Strategy:
|
||||
- NORMAL: L7 (real-time) only
|
||||
- STRATEGIC: L7 + L6 + L5 (real-time + daily + weekly)
|
||||
- MAJOR_EVENT: All layers L1-L7
|
||||
|
||||
Args:
|
||||
decision_type: Type of decision being made
|
||||
include_realtime: Whether to include L7 real-time data
|
||||
|
||||
Returns:
|
||||
List of context layers to use (ordered by priority)
|
||||
"""
|
||||
if decision_type == DecisionType.NORMAL:
|
||||
# Normal trading: only real-time data
|
||||
return [ContextLayer.L7_REALTIME] if include_realtime else []
|
||||
|
||||
elif decision_type == DecisionType.STRATEGIC:
|
||||
# Strategic decisions: real-time + recent history
|
||||
layers = []
|
||||
if include_realtime:
|
||||
layers.append(ContextLayer.L7_REALTIME)
|
||||
layers.extend([ContextLayer.L6_DAILY, ContextLayer.L5_WEEKLY])
|
||||
return layers
|
||||
|
||||
else: # MAJOR_EVENT
|
||||
# Major events: all layers for comprehensive context
|
||||
layers = []
|
||||
if include_realtime:
|
||||
layers.append(ContextLayer.L7_REALTIME)
|
||||
layers.extend(
|
||||
[
|
||||
ContextLayer.L6_DAILY,
|
||||
ContextLayer.L5_WEEKLY,
|
||||
ContextLayer.L4_MONTHLY,
|
||||
ContextLayer.L3_QUARTERLY,
|
||||
ContextLayer.L2_ANNUAL,
|
||||
ContextLayer.L1_LEGACY,
|
||||
]
|
||||
)
|
||||
return layers
|
||||
|
||||
def score_layer_relevance(
|
||||
self,
|
||||
layer: ContextLayer,
|
||||
decision_type: DecisionType,
|
||||
current_time: datetime | None = None,
|
||||
) -> float:
|
||||
"""Calculate relevance score for a context layer.
|
||||
|
||||
Relevance is based on:
|
||||
1. Decision type (normal, strategic, major event)
|
||||
2. Layer recency (L7 > L6 > ... > L1)
|
||||
3. Data availability
|
||||
|
||||
Args:
|
||||
layer: Context layer to score
|
||||
decision_type: Type of decision being made
|
||||
current_time: Current time (defaults to now)
|
||||
|
||||
Returns:
|
||||
Relevance score (0.0 to 1.0)
|
||||
"""
|
||||
if current_time is None:
|
||||
current_time = datetime.now(UTC)
|
||||
|
||||
# Base scores by decision type
|
||||
base_scores = {
|
||||
DecisionType.NORMAL: {
|
||||
ContextLayer.L7_REALTIME: 1.0,
|
||||
ContextLayer.L6_DAILY: 0.1,
|
||||
ContextLayer.L5_WEEKLY: 0.05,
|
||||
ContextLayer.L4_MONTHLY: 0.01,
|
||||
ContextLayer.L3_QUARTERLY: 0.0,
|
||||
ContextLayer.L2_ANNUAL: 0.0,
|
||||
ContextLayer.L1_LEGACY: 0.0,
|
||||
},
|
||||
DecisionType.STRATEGIC: {
|
||||
ContextLayer.L7_REALTIME: 0.9,
|
||||
ContextLayer.L6_DAILY: 0.8,
|
||||
ContextLayer.L5_WEEKLY: 0.7,
|
||||
ContextLayer.L4_MONTHLY: 0.3,
|
||||
ContextLayer.L3_QUARTERLY: 0.2,
|
||||
ContextLayer.L2_ANNUAL: 0.1,
|
||||
ContextLayer.L1_LEGACY: 0.05,
|
||||
},
|
||||
DecisionType.MAJOR_EVENT: {
|
||||
ContextLayer.L7_REALTIME: 0.7,
|
||||
ContextLayer.L6_DAILY: 0.7,
|
||||
ContextLayer.L5_WEEKLY: 0.7,
|
||||
ContextLayer.L4_MONTHLY: 0.8,
|
||||
ContextLayer.L3_QUARTERLY: 0.8,
|
||||
ContextLayer.L2_ANNUAL: 0.9,
|
||||
ContextLayer.L1_LEGACY: 1.0,
|
||||
},
|
||||
}
|
||||
|
||||
score = base_scores[decision_type].get(layer, 0.0)
|
||||
|
||||
# Check data availability
|
||||
latest_timeframe = self.store.get_latest_timeframe(layer)
|
||||
if latest_timeframe is None:
|
||||
# No data available - reduce score significantly
|
||||
score *= 0.1
|
||||
|
||||
return score
|
||||
|
||||
def select_with_scoring(
|
||||
self,
|
||||
decision_type: DecisionType = DecisionType.NORMAL,
|
||||
min_score: float = 0.5,
|
||||
) -> ContextSelection:
|
||||
"""Select context layers with relevance scoring.
|
||||
|
||||
Args:
|
||||
decision_type: Type of decision being made
|
||||
min_score: Minimum relevance score to include a layer
|
||||
|
||||
Returns:
|
||||
ContextSelection with selected layers and scores
|
||||
"""
|
||||
all_layers = [
|
||||
ContextLayer.L7_REALTIME,
|
||||
ContextLayer.L6_DAILY,
|
||||
ContextLayer.L5_WEEKLY,
|
||||
ContextLayer.L4_MONTHLY,
|
||||
ContextLayer.L3_QUARTERLY,
|
||||
ContextLayer.L2_ANNUAL,
|
||||
ContextLayer.L1_LEGACY,
|
||||
]
|
||||
|
||||
scores = {
|
||||
layer: self.score_layer_relevance(layer, decision_type) for layer in all_layers
|
||||
}
|
||||
|
||||
# Filter by minimum score
|
||||
selected_layers = [layer for layer, score in scores.items() if score >= min_score]
|
||||
|
||||
# Sort by score (descending)
|
||||
selected_layers.sort(key=lambda layer: scores[layer], reverse=True)
|
||||
|
||||
total_score = sum(scores[layer] for layer in selected_layers)
|
||||
|
||||
return ContextSelection(
|
||||
layers=selected_layers,
|
||||
relevance_scores=scores,
|
||||
total_score=total_score,
|
||||
)
|
||||
|
||||
def get_context_data(
|
||||
self,
|
||||
layers: list[ContextLayer],
|
||||
max_items_per_layer: int = 10,
|
||||
) -> dict[str, Any]:
|
||||
"""Retrieve context data for selected layers.
|
||||
|
||||
Args:
|
||||
layers: List of context layers to retrieve
|
||||
max_items_per_layer: Maximum number of items per layer
|
||||
|
||||
Returns:
|
||||
Dictionary with context data organized by layer
|
||||
"""
|
||||
result: dict[str, Any] = {}
|
||||
|
||||
for layer in layers:
|
||||
# Get latest timeframe for this layer
|
||||
latest_timeframe = self.store.get_latest_timeframe(layer)
|
||||
if latest_timeframe:
|
||||
# Get all contexts for latest timeframe
|
||||
contexts = self.store.get_all_contexts(layer, latest_timeframe)
|
||||
|
||||
# Limit number of items
|
||||
if len(contexts) > max_items_per_layer:
|
||||
# Keep only first N items
|
||||
contexts = dict(list(contexts.items())[:max_items_per_layer])
|
||||
|
||||
result[layer.value] = contexts
|
||||
|
||||
return result
|
||||
|
||||
def estimate_context_tokens(self, context_data: dict[str, Any]) -> int:
|
||||
"""Estimate total tokens for context data.
|
||||
|
||||
Args:
|
||||
context_data: Context data dictionary
|
||||
|
||||
Returns:
|
||||
Estimated token count
|
||||
"""
|
||||
import json
|
||||
|
||||
from src.brain.prompt_optimizer import PromptOptimizer
|
||||
|
||||
# Serialize to JSON and estimate tokens
|
||||
json_str = json.dumps(context_data, ensure_ascii=False)
|
||||
return PromptOptimizer.estimate_tokens(json_str)
|
||||
|
||||
def optimize_context_for_budget(
|
||||
self,
|
||||
decision_type: DecisionType,
|
||||
max_tokens: int,
|
||||
) -> dict[str, Any]:
|
||||
"""Select and retrieve context data within a token budget.
|
||||
|
||||
Args:
|
||||
decision_type: Type of decision being made
|
||||
max_tokens: Maximum token budget for context
|
||||
|
||||
Returns:
|
||||
Optimized context data within budget
|
||||
"""
|
||||
# Start with minimal selection
|
||||
selection = self.select_with_scoring(decision_type, min_score=0.5)
|
||||
|
||||
# Retrieve data
|
||||
context_data = self.get_context_data(selection.layers)
|
||||
|
||||
# Check if within budget
|
||||
estimated_tokens = self.estimate_context_tokens(context_data)
|
||||
|
||||
if estimated_tokens <= max_tokens:
|
||||
return context_data
|
||||
|
||||
# If over budget, progressively reduce
|
||||
# 1. Reduce items per layer
|
||||
for max_items in [5, 3, 1]:
|
||||
context_data = self.get_context_data(selection.layers, max_items)
|
||||
estimated_tokens = self.estimate_context_tokens(context_data)
|
||||
if estimated_tokens <= max_tokens:
|
||||
return context_data
|
||||
|
||||
# 2. Remove lower-priority layers
|
||||
for min_score in [0.6, 0.7, 0.8, 0.9]:
|
||||
selection = self.select_with_scoring(decision_type, min_score=min_score)
|
||||
context_data = self.get_context_data(selection.layers, max_items_per_layer=1)
|
||||
estimated_tokens = self.estimate_context_tokens(context_data)
|
||||
if estimated_tokens <= max_tokens:
|
||||
return context_data
|
||||
|
||||
# Last resort: return only L7 with minimal data
|
||||
return self.get_context_data([ContextLayer.L7_REALTIME], max_items_per_layer=1)
|
||||
@@ -7,7 +7,12 @@ Includes token efficiency optimizations:
|
||||
- Prompt compression and abbreviation
|
||||
- Response caching for common scenarios
|
||||
- Smart context selection
|
||||
- Token usage tracking
|
||||
- Token usage tracking and metrics
|
||||
|
||||
Includes external data integration:
|
||||
- News sentiment analysis
|
||||
- Economic calendar events
|
||||
- Market indicators
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
@@ -15,7 +20,7 @@ from __future__ import annotations
|
||||
import json
|
||||
import logging
|
||||
import re
|
||||
from dataclasses import dataclass, field
|
||||
from dataclasses import dataclass
|
||||
from typing import Any
|
||||
|
||||
from google import genai
|
||||
|
||||
267
src/brain/prompt_optimizer.py
Normal file
267
src/brain/prompt_optimizer.py
Normal file
@@ -0,0 +1,267 @@
|
||||
"""Prompt optimization utilities for reducing token usage.
|
||||
|
||||
This module provides tools to compress prompts while maintaining decision quality:
|
||||
- Token counting
|
||||
- Text compression and abbreviation
|
||||
- Template-based prompts with variable slots
|
||||
- Priority-based context truncation
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import re
|
||||
from dataclasses import dataclass
|
||||
from typing import Any
|
||||
|
||||
# Abbreviation mapping for common terms
|
||||
ABBREVIATIONS = {
|
||||
"price": "P",
|
||||
"volume": "V",
|
||||
"current": "cur",
|
||||
"previous": "prev",
|
||||
"change": "chg",
|
||||
"percentage": "pct",
|
||||
"market": "mkt",
|
||||
"orderbook": "ob",
|
||||
"foreigner": "fgn",
|
||||
"buy": "B",
|
||||
"sell": "S",
|
||||
"hold": "H",
|
||||
"confidence": "conf",
|
||||
"rationale": "reason",
|
||||
"action": "act",
|
||||
"net": "net",
|
||||
}
|
||||
|
||||
# Reverse mapping for decompression
|
||||
REVERSE_ABBREVIATIONS = {v: k for k, v in ABBREVIATIONS.items()}
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class TokenMetrics:
|
||||
"""Metrics about token usage in a prompt."""
|
||||
|
||||
char_count: int
|
||||
word_count: int
|
||||
estimated_tokens: int # Rough estimate: ~4 chars per token
|
||||
compression_ratio: float = 1.0 # Original / Compressed
|
||||
|
||||
|
||||
class PromptOptimizer:
|
||||
"""Optimizes prompts to reduce token usage while maintaining quality."""
|
||||
|
||||
@staticmethod
|
||||
def estimate_tokens(text: str) -> int:
|
||||
"""Estimate token count for text.
|
||||
|
||||
Uses a simple heuristic: ~4 characters per token for English.
|
||||
This is approximate but sufficient for optimization purposes.
|
||||
|
||||
Args:
|
||||
text: Input text to estimate tokens for
|
||||
|
||||
Returns:
|
||||
Estimated token count
|
||||
"""
|
||||
if not text:
|
||||
return 0
|
||||
# Simple estimate: 1 token ≈ 4 characters
|
||||
return max(1, len(text) // 4)
|
||||
|
||||
@staticmethod
|
||||
def count_tokens(text: str) -> TokenMetrics:
|
||||
"""Count various metrics for a text.
|
||||
|
||||
Args:
|
||||
text: Input text to analyze
|
||||
|
||||
Returns:
|
||||
TokenMetrics with character, word, and estimated token counts
|
||||
"""
|
||||
char_count = len(text)
|
||||
word_count = len(text.split())
|
||||
estimated_tokens = PromptOptimizer.estimate_tokens(text)
|
||||
|
||||
return TokenMetrics(
|
||||
char_count=char_count,
|
||||
word_count=word_count,
|
||||
estimated_tokens=estimated_tokens,
|
||||
)
|
||||
|
||||
@staticmethod
|
||||
def compress_json(data: dict[str, Any]) -> str:
|
||||
"""Compress JSON by removing whitespace.
|
||||
|
||||
Args:
|
||||
data: Dictionary to serialize
|
||||
|
||||
Returns:
|
||||
Compact JSON string without whitespace
|
||||
"""
|
||||
return json.dumps(data, separators=(",", ":"), ensure_ascii=False)
|
||||
|
||||
@staticmethod
|
||||
def abbreviate_text(text: str, aggressive: bool = False) -> str:
|
||||
"""Apply abbreviations to reduce text length.
|
||||
|
||||
Args:
|
||||
text: Input text to abbreviate
|
||||
aggressive: If True, apply more aggressive compression
|
||||
|
||||
Returns:
|
||||
Abbreviated text
|
||||
"""
|
||||
result = text
|
||||
|
||||
# Apply word-level abbreviations (case-insensitive)
|
||||
for full, abbr in ABBREVIATIONS.items():
|
||||
# Word boundaries to avoid partial replacements
|
||||
pattern = r"\b" + re.escape(full) + r"\b"
|
||||
result = re.sub(pattern, abbr, result, flags=re.IGNORECASE)
|
||||
|
||||
if aggressive:
|
||||
# Remove articles and filler words
|
||||
result = re.sub(r"\b(a|an|the)\b", "", result, flags=re.IGNORECASE)
|
||||
result = re.sub(r"\b(is|are|was|were)\b", "", result, flags=re.IGNORECASE)
|
||||
# Collapse multiple spaces
|
||||
result = re.sub(r"\s+", " ", result)
|
||||
|
||||
return result.strip()
|
||||
|
||||
@staticmethod
|
||||
def build_compressed_prompt(
|
||||
market_data: dict[str, Any],
|
||||
include_instructions: bool = True,
|
||||
max_length: int | None = None,
|
||||
) -> str:
|
||||
"""Build a compressed prompt from market data.
|
||||
|
||||
Args:
|
||||
market_data: Market data dictionary with stock info
|
||||
include_instructions: Whether to include full instructions
|
||||
max_length: Maximum character length (truncates if needed)
|
||||
|
||||
Returns:
|
||||
Compressed prompt string
|
||||
"""
|
||||
# Abbreviated market name
|
||||
market_name = market_data.get("market_name", "KR")
|
||||
if "Korea" in market_name:
|
||||
market_name = "KR"
|
||||
elif "United States" in market_name or "US" in market_name:
|
||||
market_name = "US"
|
||||
|
||||
# Core data - always included
|
||||
core_info = {
|
||||
"mkt": market_name,
|
||||
"code": market_data["stock_code"],
|
||||
"P": market_data["current_price"],
|
||||
}
|
||||
|
||||
# Optional fields
|
||||
if "orderbook" in market_data and market_data["orderbook"]:
|
||||
ob = market_data["orderbook"]
|
||||
# Compress orderbook: keep only top 3 levels
|
||||
compressed_ob = {
|
||||
"bid": ob.get("bid", [])[:3],
|
||||
"ask": ob.get("ask", [])[:3],
|
||||
}
|
||||
core_info["ob"] = compressed_ob
|
||||
|
||||
if market_data.get("foreigner_net", 0) != 0:
|
||||
core_info["fgn_net"] = market_data["foreigner_net"]
|
||||
|
||||
# Compress to JSON
|
||||
data_str = PromptOptimizer.compress_json(core_info)
|
||||
|
||||
if include_instructions:
|
||||
# Minimal instructions
|
||||
prompt = (
|
||||
f"{market_name} trader. Analyze:\n{data_str}\n\n"
|
||||
'Return JSON: {"act":"BUY"|"SELL"|"HOLD","conf":<0-100>,"reason":"<text>"}\n'
|
||||
"Rules: act=BUY/SELL/HOLD, conf=0-100, reason=concise. No markdown."
|
||||
)
|
||||
else:
|
||||
# Data only (for cached contexts where instructions are known)
|
||||
prompt = data_str
|
||||
|
||||
# Truncate if needed
|
||||
if max_length and len(prompt) > max_length:
|
||||
prompt = prompt[:max_length] + "..."
|
||||
|
||||
return prompt
|
||||
|
||||
@staticmethod
|
||||
def truncate_context(
|
||||
context: dict[str, Any],
|
||||
max_tokens: int,
|
||||
priority_keys: list[str] | None = None,
|
||||
) -> dict[str, Any]:
|
||||
"""Truncate context data to fit within token budget.
|
||||
|
||||
Keeps high-priority keys first, then truncates less important data.
|
||||
|
||||
Args:
|
||||
context: Context dictionary to truncate
|
||||
max_tokens: Maximum token budget
|
||||
priority_keys: List of keys to keep (in order of priority)
|
||||
|
||||
Returns:
|
||||
Truncated context dictionary
|
||||
"""
|
||||
if not context:
|
||||
return {}
|
||||
|
||||
if priority_keys is None:
|
||||
priority_keys = []
|
||||
|
||||
result: dict[str, Any] = {}
|
||||
current_tokens = 0
|
||||
|
||||
# Add priority keys first
|
||||
for key in priority_keys:
|
||||
if key in context:
|
||||
value_str = json.dumps(context[key])
|
||||
tokens = PromptOptimizer.estimate_tokens(value_str)
|
||||
|
||||
if current_tokens + tokens <= max_tokens:
|
||||
result[key] = context[key]
|
||||
current_tokens += tokens
|
||||
else:
|
||||
break
|
||||
|
||||
# Add remaining keys if space available
|
||||
for key, value in context.items():
|
||||
if key in result:
|
||||
continue
|
||||
|
||||
value_str = json.dumps(value)
|
||||
tokens = PromptOptimizer.estimate_tokens(value_str)
|
||||
|
||||
if current_tokens + tokens <= max_tokens:
|
||||
result[key] = value
|
||||
current_tokens += tokens
|
||||
else:
|
||||
break
|
||||
|
||||
return result
|
||||
|
||||
@staticmethod
|
||||
def calculate_compression_ratio(original: str, compressed: str) -> float:
|
||||
"""Calculate compression ratio between original and compressed text.
|
||||
|
||||
Args:
|
||||
original: Original text
|
||||
compressed: Compressed text
|
||||
|
||||
Returns:
|
||||
Compression ratio (original_tokens / compressed_tokens)
|
||||
"""
|
||||
original_tokens = PromptOptimizer.estimate_tokens(original)
|
||||
compressed_tokens = PromptOptimizer.estimate_tokens(compressed)
|
||||
|
||||
if compressed_tokens == 0:
|
||||
return 1.0
|
||||
|
||||
return original_tokens / compressed_tokens
|
||||
@@ -24,6 +24,10 @@ class Settings(BaseSettings):
|
||||
NEWS_API_PROVIDER: str = "alphavantage" # "alphavantage" or "newsapi"
|
||||
MARKET_DATA_API_KEY: str | None = None
|
||||
|
||||
# Legacy field names (for backward compatibility)
|
||||
ALPHA_VANTAGE_API_KEY: str | None = None
|
||||
NEWSAPI_KEY: str | None = None
|
||||
|
||||
# Risk Management
|
||||
CIRCUIT_BREAKER_PCT: float = Field(default=-3.0, le=0.0)
|
||||
FAT_FINGER_PCT: float = Field(default=30.0, gt=0.0, le=100.0)
|
||||
|
||||
328
src/context/summarizer.py
Normal file
328
src/context/summarizer.py
Normal file
@@ -0,0 +1,328 @@
|
||||
"""Context summarization for efficient historical data representation.
|
||||
|
||||
This module summarizes old context data instead of including raw details:
|
||||
- Key metrics only (averages, trends, not details)
|
||||
- Rolling window (keep last N days detailed, summarize older)
|
||||
- Aggregate historical data efficiently
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from dataclasses import dataclass
|
||||
from datetime import UTC, datetime, timedelta
|
||||
from typing import Any
|
||||
|
||||
from src.context.layer import ContextLayer
|
||||
from src.context.store import ContextStore
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class SummaryStats:
|
||||
"""Statistical summary of historical data."""
|
||||
|
||||
count: int
|
||||
mean: float | None = None
|
||||
min: float | None = None
|
||||
max: float | None = None
|
||||
std: float | None = None
|
||||
trend: str | None = None # "up", "down", "flat"
|
||||
|
||||
|
||||
class ContextSummarizer:
|
||||
"""Summarizes historical context data to reduce token usage."""
|
||||
|
||||
def __init__(self, store: ContextStore) -> None:
|
||||
"""Initialize the context summarizer.
|
||||
|
||||
Args:
|
||||
store: ContextStore instance for retrieving context data
|
||||
"""
|
||||
self.store = store
|
||||
|
||||
def summarize_numeric_values(self, values: list[float]) -> SummaryStats:
|
||||
"""Summarize a list of numeric values.
|
||||
|
||||
Args:
|
||||
values: List of numeric values to summarize
|
||||
|
||||
Returns:
|
||||
SummaryStats with mean, min, max, std, and trend
|
||||
"""
|
||||
if not values:
|
||||
return SummaryStats(count=0)
|
||||
|
||||
count = len(values)
|
||||
mean = sum(values) / count
|
||||
min_val = min(values)
|
||||
max_val = max(values)
|
||||
|
||||
# Calculate standard deviation
|
||||
if count > 1:
|
||||
variance = sum((x - mean) ** 2 for x in values) / (count - 1)
|
||||
std = variance**0.5
|
||||
else:
|
||||
std = 0.0
|
||||
|
||||
# Determine trend
|
||||
trend = "flat"
|
||||
if count >= 3:
|
||||
# Simple trend: compare first third vs last third
|
||||
first_third = values[: count // 3]
|
||||
last_third = values[-(count // 3) :]
|
||||
first_avg = sum(first_third) / len(first_third)
|
||||
last_avg = sum(last_third) / len(last_third)
|
||||
|
||||
# Trend threshold: 5% change
|
||||
threshold = 0.05 * abs(first_avg) if first_avg != 0 else 0.01
|
||||
|
||||
if last_avg > first_avg + threshold:
|
||||
trend = "up"
|
||||
elif last_avg < first_avg - threshold:
|
||||
trend = "down"
|
||||
|
||||
return SummaryStats(
|
||||
count=count,
|
||||
mean=round(mean, 4),
|
||||
min=round(min_val, 4),
|
||||
max=round(max_val, 4),
|
||||
std=round(std, 4),
|
||||
trend=trend,
|
||||
)
|
||||
|
||||
def summarize_layer(
|
||||
self,
|
||||
layer: ContextLayer,
|
||||
start_date: datetime | None = None,
|
||||
end_date: datetime | None = None,
|
||||
) -> dict[str, Any]:
|
||||
"""Summarize all context data for a layer within a date range.
|
||||
|
||||
Args:
|
||||
layer: Context layer to summarize
|
||||
start_date: Start date (inclusive), None for all
|
||||
end_date: End date (inclusive), None for now
|
||||
|
||||
Returns:
|
||||
Dictionary with summarized metrics
|
||||
"""
|
||||
if end_date is None:
|
||||
end_date = datetime.now(UTC)
|
||||
|
||||
# Get all contexts for this layer
|
||||
all_contexts = self.store.get_all_contexts(layer)
|
||||
|
||||
if not all_contexts:
|
||||
return {"summary": "No data available", "count": 0}
|
||||
|
||||
# Group numeric values by key
|
||||
numeric_data: dict[str, list[float]] = {}
|
||||
text_data: dict[str, list[str]] = {}
|
||||
|
||||
for key, value in all_contexts.items():
|
||||
# Try to extract numeric values
|
||||
if isinstance(value, (int, float)):
|
||||
if key not in numeric_data:
|
||||
numeric_data[key] = []
|
||||
numeric_data[key].append(float(value))
|
||||
elif isinstance(value, dict):
|
||||
# Extract numeric fields from dict
|
||||
for subkey, subvalue in value.items():
|
||||
if isinstance(subvalue, (int, float)):
|
||||
full_key = f"{key}.{subkey}"
|
||||
if full_key not in numeric_data:
|
||||
numeric_data[full_key] = []
|
||||
numeric_data[full_key].append(float(subvalue))
|
||||
elif isinstance(value, str):
|
||||
if key not in text_data:
|
||||
text_data[key] = []
|
||||
text_data[key].append(value)
|
||||
|
||||
# Summarize numeric data
|
||||
summary: dict[str, Any] = {}
|
||||
|
||||
for key, values in numeric_data.items():
|
||||
stats = self.summarize_numeric_values(values)
|
||||
summary[key] = {
|
||||
"count": stats.count,
|
||||
"avg": stats.mean,
|
||||
"range": [stats.min, stats.max],
|
||||
"trend": stats.trend,
|
||||
}
|
||||
|
||||
# Summarize text data (just counts)
|
||||
for key, values in text_data.items():
|
||||
summary[f"{key}_count"] = len(values)
|
||||
|
||||
summary["total_entries"] = len(all_contexts)
|
||||
|
||||
return summary
|
||||
|
||||
def rolling_window_summary(
|
||||
self,
|
||||
layer: ContextLayer,
|
||||
window_days: int = 30,
|
||||
summarize_older: bool = True,
|
||||
) -> dict[str, Any]:
|
||||
"""Create a rolling window summary.
|
||||
|
||||
Recent data (within window) is kept detailed.
|
||||
Older data is summarized to key metrics.
|
||||
|
||||
Args:
|
||||
layer: Context layer to summarize
|
||||
window_days: Number of days to keep detailed
|
||||
summarize_older: Whether to summarize data older than window
|
||||
|
||||
Returns:
|
||||
Dictionary with recent (detailed) and historical (summary) data
|
||||
"""
|
||||
result: dict[str, Any] = {
|
||||
"window_days": window_days,
|
||||
"recent_data": {},
|
||||
"historical_summary": {},
|
||||
}
|
||||
|
||||
# Get all contexts
|
||||
all_contexts = self.store.get_all_contexts(layer)
|
||||
|
||||
recent_values: dict[str, list[float]] = {}
|
||||
historical_values: dict[str, list[float]] = {}
|
||||
|
||||
for key, value in all_contexts.items():
|
||||
# For simplicity, treat all numeric values
|
||||
if isinstance(value, (int, float)):
|
||||
# Note: We don't have timestamps in context keys
|
||||
# This is a simplified implementation
|
||||
# In practice, would need to check timeframe field
|
||||
|
||||
# For now, put recent data in window
|
||||
if key not in recent_values:
|
||||
recent_values[key] = []
|
||||
recent_values[key].append(float(value))
|
||||
|
||||
# Detailed recent data
|
||||
result["recent_data"] = {key: values[-10:] for key, values in recent_values.items()}
|
||||
|
||||
# Summarized historical data
|
||||
if summarize_older:
|
||||
for key, values in historical_values.items():
|
||||
stats = self.summarize_numeric_values(values)
|
||||
result["historical_summary"][key] = {
|
||||
"count": stats.count,
|
||||
"avg": stats.mean,
|
||||
"trend": stats.trend,
|
||||
}
|
||||
|
||||
return result
|
||||
|
||||
def aggregate_to_higher_layer(
|
||||
self,
|
||||
source_layer: ContextLayer,
|
||||
target_layer: ContextLayer,
|
||||
metric_key: str,
|
||||
aggregation_func: str = "mean",
|
||||
) -> float | None:
|
||||
"""Aggregate data from source layer to target layer.
|
||||
|
||||
Args:
|
||||
source_layer: Source context layer (more granular)
|
||||
target_layer: Target context layer (less granular)
|
||||
metric_key: Key of metric to aggregate
|
||||
aggregation_func: Aggregation function ("mean", "sum", "max", "min")
|
||||
|
||||
Returns:
|
||||
Aggregated value, or None if no data available
|
||||
"""
|
||||
# Get all contexts from source layer
|
||||
source_contexts = self.store.get_all_contexts(source_layer)
|
||||
|
||||
# Extract values for metric_key
|
||||
values = []
|
||||
for key, value in source_contexts.items():
|
||||
if key == metric_key and isinstance(value, (int, float)):
|
||||
values.append(float(value))
|
||||
elif isinstance(value, dict) and metric_key in value:
|
||||
subvalue = value[metric_key]
|
||||
if isinstance(subvalue, (int, float)):
|
||||
values.append(float(subvalue))
|
||||
|
||||
if not values:
|
||||
return None
|
||||
|
||||
# Apply aggregation function
|
||||
if aggregation_func == "mean":
|
||||
return sum(values) / len(values)
|
||||
elif aggregation_func == "sum":
|
||||
return sum(values)
|
||||
elif aggregation_func == "max":
|
||||
return max(values)
|
||||
elif aggregation_func == "min":
|
||||
return min(values)
|
||||
else:
|
||||
return sum(values) / len(values) # Default to mean
|
||||
|
||||
def create_compact_summary(
|
||||
self,
|
||||
layers: list[ContextLayer],
|
||||
top_n_metrics: int = 5,
|
||||
) -> dict[str, Any]:
|
||||
"""Create a compact summary across multiple layers.
|
||||
|
||||
Args:
|
||||
layers: List of context layers to summarize
|
||||
top_n_metrics: Number of top metrics to include per layer
|
||||
|
||||
Returns:
|
||||
Compact summary dictionary
|
||||
"""
|
||||
summary: dict[str, Any] = {}
|
||||
|
||||
for layer in layers:
|
||||
layer_summary = self.summarize_layer(layer)
|
||||
|
||||
# Keep only top N metrics (by count/relevance)
|
||||
metrics = []
|
||||
for key, value in layer_summary.items():
|
||||
if isinstance(value, dict) and "count" in value:
|
||||
metrics.append((key, value, value["count"]))
|
||||
|
||||
# Sort by count (descending)
|
||||
metrics.sort(key=lambda x: x[2], reverse=True)
|
||||
|
||||
# Keep top N
|
||||
top_metrics = {m[0]: m[1] for m in metrics[:top_n_metrics]}
|
||||
|
||||
summary[layer.value] = top_metrics
|
||||
|
||||
return summary
|
||||
|
||||
def format_summary_for_prompt(self, summary: dict[str, Any]) -> str:
|
||||
"""Format summary for inclusion in a prompt.
|
||||
|
||||
Args:
|
||||
summary: Summary dictionary
|
||||
|
||||
Returns:
|
||||
Formatted string for prompt
|
||||
"""
|
||||
lines = []
|
||||
|
||||
for layer, metrics in summary.items():
|
||||
if not metrics:
|
||||
continue
|
||||
|
||||
lines.append(f"{layer}:")
|
||||
for key, value in metrics.items():
|
||||
if isinstance(value, dict):
|
||||
# Format as: key: avg=X, trend=Y
|
||||
parts = []
|
||||
if "avg" in value and value["avg"] is not None:
|
||||
parts.append(f"avg={value['avg']:.2f}")
|
||||
if "trend" in value and value["trend"]:
|
||||
parts.append(f"trend={value['trend']}")
|
||||
if parts:
|
||||
lines.append(f" {key}: {', '.join(parts)}")
|
||||
else:
|
||||
lines.append(f" {key}: {value}")
|
||||
|
||||
return "\n".join(lines)
|
||||
@@ -23,7 +23,7 @@ from google import genai
|
||||
|
||||
from src.config import Settings
|
||||
from src.db import init_db
|
||||
from src.logging.decision_logger import DecisionLog, DecisionLogger
|
||||
from src.logging.decision_logger import DecisionLogger
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
@@ -21,7 +21,7 @@ from src.broker.overseas import OverseasBroker
|
||||
from src.config import Settings
|
||||
from src.context.layer import ContextLayer
|
||||
from src.context.store import ContextStore
|
||||
from src.core.criticality import CriticalityAssessor, CriticalityLevel
|
||||
from src.core.criticality import CriticalityAssessor
|
||||
from src.core.priority_queue import PriorityTaskQueue
|
||||
from src.core.risk_manager import CircuitBreakerTripped, RiskManager
|
||||
from src.db import init_db, log_trade
|
||||
|
||||
213
src/notifications/README.md
Normal file
213
src/notifications/README.md
Normal file
@@ -0,0 +1,213 @@
|
||||
# Telegram Notifications
|
||||
|
||||
Real-time trading event notifications via Telegram Bot API.
|
||||
|
||||
## Setup
|
||||
|
||||
### 1. Create a Telegram Bot
|
||||
|
||||
1. Open Telegram and message [@BotFather](https://t.me/BotFather)
|
||||
2. Send `/newbot` command
|
||||
3. Follow prompts to name your bot
|
||||
4. Save the **bot token** (looks like `1234567890:ABCdefGHIjklMNOpqrsTUVwxyz`)
|
||||
|
||||
### 2. Get Your Chat ID
|
||||
|
||||
**Option A: Using @userinfobot**
|
||||
1. Message [@userinfobot](https://t.me/userinfobot) on Telegram
|
||||
2. Send `/start`
|
||||
3. Save your numeric **chat ID** (e.g., `123456789`)
|
||||
|
||||
**Option B: Using @RawDataBot**
|
||||
1. Message [@RawDataBot](https://t.me/rawdatabot) on Telegram
|
||||
2. Look for `"id":` in the JSON response
|
||||
3. Save your numeric **chat ID**
|
||||
|
||||
### 3. Configure Environment
|
||||
|
||||
Add to your `.env` file:
|
||||
|
||||
```bash
|
||||
TELEGRAM_BOT_TOKEN=1234567890:ABCdefGHIjklMNOpqrsTUVwxyz
|
||||
TELEGRAM_CHAT_ID=123456789
|
||||
TELEGRAM_ENABLED=true
|
||||
```
|
||||
|
||||
### 4. Test the Bot
|
||||
|
||||
Start a conversation with your bot on Telegram first (send `/start`), then run:
|
||||
|
||||
```bash
|
||||
python -m src.main --mode=paper
|
||||
```
|
||||
|
||||
You should receive a startup notification.
|
||||
|
||||
## Message Examples
|
||||
|
||||
### Trade Execution
|
||||
```
|
||||
🟢 BUY
|
||||
Symbol: AAPL (United States)
|
||||
Quantity: 10 shares
|
||||
Price: 150.25
|
||||
Confidence: 85%
|
||||
```
|
||||
|
||||
### Circuit Breaker
|
||||
```
|
||||
🚨 CIRCUIT BREAKER TRIPPED
|
||||
P&L: -3.15% (threshold: -3.0%)
|
||||
Trading halted for safety
|
||||
```
|
||||
|
||||
### Fat-Finger Protection
|
||||
```
|
||||
⚠️ Fat-Finger Protection
|
||||
Order rejected: TSLA
|
||||
Attempted: 45.0% of cash
|
||||
Max allowed: 30%
|
||||
Amount: 45,000 / 100,000
|
||||
```
|
||||
|
||||
### Market Open/Close
|
||||
```
|
||||
ℹ️ Market Open
|
||||
Korea trading session started
|
||||
|
||||
ℹ️ Market Close
|
||||
Korea trading session ended
|
||||
📈 P&L: +1.25%
|
||||
```
|
||||
|
||||
### System Status
|
||||
```
|
||||
📝 System Started
|
||||
Mode: PAPER
|
||||
Markets: KRX, NASDAQ
|
||||
|
||||
System Shutdown
|
||||
Normal shutdown
|
||||
```
|
||||
|
||||
## Notification Priorities
|
||||
|
||||
| Priority | Emoji | Use Case |
|
||||
|----------|-------|----------|
|
||||
| LOW | ℹ️ | Market open/close |
|
||||
| MEDIUM | 📊 | Trade execution, system start/stop |
|
||||
| HIGH | ⚠️ | Fat-finger protection, errors |
|
||||
| CRITICAL | 🚨 | Circuit breaker trips |
|
||||
|
||||
## Rate Limiting
|
||||
|
||||
- Default: 1 message per second
|
||||
- Prevents hitting Telegram's global rate limits
|
||||
- Configurable via `rate_limit` parameter
|
||||
|
||||
## Troubleshooting
|
||||
|
||||
### No notifications received
|
||||
|
||||
1. **Check bot configuration**
|
||||
```bash
|
||||
# Verify env variables are set
|
||||
grep TELEGRAM .env
|
||||
```
|
||||
|
||||
2. **Start conversation with bot**
|
||||
- Open bot in Telegram
|
||||
- Send `/start` command
|
||||
- Bot cannot message users who haven't started a conversation
|
||||
|
||||
3. **Check logs**
|
||||
```bash
|
||||
# Look for Telegram-related errors
|
||||
python -m src.main --mode=paper 2>&1 | grep -i telegram
|
||||
```
|
||||
|
||||
4. **Verify bot token**
|
||||
```bash
|
||||
curl https://api.telegram.org/bot<YOUR_TOKEN>/getMe
|
||||
# Should return bot info (not 401 error)
|
||||
```
|
||||
|
||||
5. **Verify chat ID**
|
||||
```bash
|
||||
curl -X POST https://api.telegram.org/bot<YOUR_TOKEN>/sendMessage \
|
||||
-H 'Content-Type: application/json' \
|
||||
-d '{"chat_id": "<YOUR_CHAT_ID>", "text": "Test"}'
|
||||
# Should send a test message
|
||||
```
|
||||
|
||||
### Notifications delayed
|
||||
|
||||
- Check rate limiter settings
|
||||
- Verify network connection
|
||||
- Look for timeout errors in logs
|
||||
|
||||
### "Chat not found" error
|
||||
|
||||
- Incorrect chat ID
|
||||
- Bot blocked by user
|
||||
- Need to send `/start` to bot first
|
||||
|
||||
### "Unauthorized" error
|
||||
|
||||
- Invalid bot token
|
||||
- Token revoked (regenerate with @BotFather)
|
||||
|
||||
## Graceful Degradation
|
||||
|
||||
The system works without Telegram notifications:
|
||||
|
||||
- Missing credentials → notifications disabled automatically
|
||||
- API errors → logged but trading continues
|
||||
- Network timeouts → trading loop unaffected
|
||||
- Rate limiting → messages queued, trading proceeds
|
||||
|
||||
**Notifications never crash the trading system.**
|
||||
|
||||
## Security Notes
|
||||
|
||||
- Never commit `.env` file with credentials
|
||||
- Bot token grants full bot control
|
||||
- Chat ID is not sensitive (just a number)
|
||||
- Messages are sent over HTTPS
|
||||
- No trading credentials in notifications
|
||||
|
||||
## Advanced Usage
|
||||
|
||||
### Group Notifications
|
||||
|
||||
1. Add bot to Telegram group
|
||||
2. Get group chat ID (negative number like `-123456789`)
|
||||
3. Use group chat ID in `TELEGRAM_CHAT_ID`
|
||||
|
||||
### Multiple Recipients
|
||||
|
||||
Create multiple bots or use a broadcast group with multiple members.
|
||||
|
||||
### Custom Rate Limits
|
||||
|
||||
Not currently exposed in config, but can be modified in code:
|
||||
|
||||
```python
|
||||
telegram = TelegramClient(
|
||||
bot_token=settings.TELEGRAM_BOT_TOKEN,
|
||||
chat_id=settings.TELEGRAM_CHAT_ID,
|
||||
rate_limit=2.0, # 2 messages per second
|
||||
)
|
||||
```
|
||||
|
||||
## API Reference
|
||||
|
||||
See `telegram_client.py` for full API documentation.
|
||||
|
||||
Key methods:
|
||||
- `notify_trade_execution()` - Trade alerts
|
||||
- `notify_circuit_breaker()` - Emergency stops
|
||||
- `notify_fat_finger()` - Order rejections
|
||||
- `notify_market_open/close()` - Session tracking
|
||||
- `notify_system_start/shutdown()` - Lifecycle events
|
||||
- `notify_error()` - Error alerts
|
||||
5
src/notifications/__init__.py
Normal file
5
src/notifications/__init__.py
Normal file
@@ -0,0 +1,5 @@
|
||||
"""Real-time notifications for trading events."""
|
||||
|
||||
from src.notifications.telegram_client import TelegramClient
|
||||
|
||||
__all__ = ["TelegramClient"]
|
||||
325
src/notifications/telegram_client.py
Normal file
325
src/notifications/telegram_client.py
Normal file
@@ -0,0 +1,325 @@
|
||||
"""Telegram notification client for real-time trading alerts."""
|
||||
|
||||
import asyncio
|
||||
import logging
|
||||
import time
|
||||
from dataclasses import dataclass
|
||||
from enum import Enum
|
||||
|
||||
import aiohttp
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class NotificationPriority(Enum):
|
||||
"""Priority levels for notifications with emoji indicators."""
|
||||
|
||||
LOW = ("ℹ️", "info")
|
||||
MEDIUM = ("📊", "medium")
|
||||
HIGH = ("⚠️", "warning")
|
||||
CRITICAL = ("🚨", "critical")
|
||||
|
||||
def __init__(self, emoji: str, label: str) -> None:
|
||||
self.emoji = emoji
|
||||
self.label = label
|
||||
|
||||
|
||||
class LeakyBucket:
|
||||
"""Rate limiter using leaky bucket algorithm."""
|
||||
|
||||
def __init__(self, rate: float, capacity: int = 1) -> None:
|
||||
"""
|
||||
Initialize rate limiter.
|
||||
|
||||
Args:
|
||||
rate: Maximum requests per second
|
||||
capacity: Bucket capacity (burst size)
|
||||
"""
|
||||
self._rate = rate
|
||||
self._capacity = capacity
|
||||
self._tokens = float(capacity)
|
||||
self._last_update = time.monotonic()
|
||||
self._lock = asyncio.Lock()
|
||||
|
||||
async def acquire(self) -> None:
|
||||
"""Wait until a token is available, then consume it."""
|
||||
async with self._lock:
|
||||
now = time.monotonic()
|
||||
elapsed = now - self._last_update
|
||||
self._tokens = min(self._capacity, self._tokens + elapsed * self._rate)
|
||||
self._last_update = now
|
||||
|
||||
if self._tokens < 1.0:
|
||||
wait_time = (1.0 - self._tokens) / self._rate
|
||||
await asyncio.sleep(wait_time)
|
||||
self._tokens = 0.0
|
||||
else:
|
||||
self._tokens -= 1.0
|
||||
|
||||
|
||||
@dataclass
|
||||
class NotificationMessage:
|
||||
"""Internal notification message structure."""
|
||||
|
||||
priority: NotificationPriority
|
||||
message: str
|
||||
|
||||
|
||||
class TelegramClient:
|
||||
"""Telegram Bot API client for sending trading notifications."""
|
||||
|
||||
API_BASE = "https://api.telegram.org/bot{token}"
|
||||
DEFAULT_TIMEOUT = 5.0 # seconds
|
||||
DEFAULT_RATE = 1.0 # messages per second
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
bot_token: str | None = None,
|
||||
chat_id: str | None = None,
|
||||
enabled: bool = True,
|
||||
rate_limit: float = DEFAULT_RATE,
|
||||
) -> None:
|
||||
"""
|
||||
Initialize Telegram client.
|
||||
|
||||
Args:
|
||||
bot_token: Telegram bot token from @BotFather
|
||||
chat_id: Target chat ID (user or group)
|
||||
enabled: Enable/disable notifications globally
|
||||
rate_limit: Maximum messages per second
|
||||
"""
|
||||
self._bot_token = bot_token
|
||||
self._chat_id = chat_id
|
||||
self._enabled = enabled
|
||||
self._rate_limiter = LeakyBucket(rate=rate_limit)
|
||||
self._session: aiohttp.ClientSession | None = None
|
||||
|
||||
if not enabled:
|
||||
logger.info("Telegram notifications disabled via configuration")
|
||||
elif bot_token is None or chat_id is None:
|
||||
logger.warning(
|
||||
"Telegram notifications disabled (missing bot_token or chat_id)"
|
||||
)
|
||||
self._enabled = False
|
||||
else:
|
||||
logger.info("Telegram notifications enabled for chat_id=%s", chat_id)
|
||||
|
||||
def _get_session(self) -> aiohttp.ClientSession:
|
||||
"""Get or create aiohttp session."""
|
||||
if self._session is None or self._session.closed:
|
||||
self._session = aiohttp.ClientSession(
|
||||
timeout=aiohttp.ClientTimeout(total=self.DEFAULT_TIMEOUT)
|
||||
)
|
||||
return self._session
|
||||
|
||||
async def close(self) -> None:
|
||||
"""Close HTTP session."""
|
||||
if self._session is not None and not self._session.closed:
|
||||
await self._session.close()
|
||||
|
||||
async def _send_notification(self, msg: NotificationMessage) -> None:
|
||||
"""
|
||||
Send notification to Telegram with graceful degradation.
|
||||
|
||||
Args:
|
||||
msg: Notification message to send
|
||||
"""
|
||||
if not self._enabled:
|
||||
return
|
||||
|
||||
try:
|
||||
await self._rate_limiter.acquire()
|
||||
|
||||
formatted_message = f"{msg.priority.emoji} {msg.message}"
|
||||
url = f"{self.API_BASE.format(token=self._bot_token)}/sendMessage"
|
||||
|
||||
payload = {
|
||||
"chat_id": self._chat_id,
|
||||
"text": formatted_message,
|
||||
"parse_mode": "HTML",
|
||||
}
|
||||
|
||||
session = self._get_session()
|
||||
async with session.post(url, json=payload) as resp:
|
||||
if resp.status != 200:
|
||||
error_text = await resp.text()
|
||||
logger.error(
|
||||
"Telegram API error (status=%d): %s", resp.status, error_text
|
||||
)
|
||||
else:
|
||||
logger.debug("Telegram notification sent: %s", msg.message[:50])
|
||||
|
||||
except asyncio.TimeoutError:
|
||||
logger.error("Telegram notification timeout")
|
||||
except aiohttp.ClientError as exc:
|
||||
logger.error("Telegram notification failed: %s", exc)
|
||||
except Exception as exc:
|
||||
logger.error("Unexpected error sending notification: %s", exc)
|
||||
|
||||
async def notify_trade_execution(
|
||||
self,
|
||||
stock_code: str,
|
||||
market: str,
|
||||
action: str,
|
||||
quantity: int,
|
||||
price: float,
|
||||
confidence: float,
|
||||
) -> None:
|
||||
"""
|
||||
Notify trade execution.
|
||||
|
||||
Args:
|
||||
stock_code: Stock ticker symbol
|
||||
market: Market name (e.g., "Korea", "United States")
|
||||
action: "BUY" or "SELL"
|
||||
quantity: Number of shares
|
||||
price: Execution price
|
||||
confidence: AI confidence level (0-100)
|
||||
"""
|
||||
emoji = "🟢" if action == "BUY" else "🔴"
|
||||
message = (
|
||||
f"<b>{emoji} {action}</b>\n"
|
||||
f"Symbol: <code>{stock_code}</code> ({market})\n"
|
||||
f"Quantity: {quantity:,} shares\n"
|
||||
f"Price: {price:,.2f}\n"
|
||||
f"Confidence: {confidence:.0f}%"
|
||||
)
|
||||
await self._send_notification(
|
||||
NotificationMessage(priority=NotificationPriority.MEDIUM, message=message)
|
||||
)
|
||||
|
||||
async def notify_market_open(self, market_name: str) -> None:
|
||||
"""
|
||||
Notify market opening.
|
||||
|
||||
Args:
|
||||
market_name: Name of the market (e.g., "Korea", "United States")
|
||||
"""
|
||||
message = f"<b>Market Open</b>\n{market_name} trading session started"
|
||||
await self._send_notification(
|
||||
NotificationMessage(priority=NotificationPriority.LOW, message=message)
|
||||
)
|
||||
|
||||
async def notify_market_close(self, market_name: str, pnl_pct: float) -> None:
|
||||
"""
|
||||
Notify market closing.
|
||||
|
||||
Args:
|
||||
market_name: Name of the market
|
||||
pnl_pct: Final P&L percentage for the session
|
||||
"""
|
||||
pnl_sign = "+" if pnl_pct >= 0 else ""
|
||||
pnl_emoji = "📈" if pnl_pct >= 0 else "📉"
|
||||
message = (
|
||||
f"<b>Market Close</b>\n"
|
||||
f"{market_name} trading session ended\n"
|
||||
f"{pnl_emoji} P&L: {pnl_sign}{pnl_pct:.2f}%"
|
||||
)
|
||||
await self._send_notification(
|
||||
NotificationMessage(priority=NotificationPriority.LOW, message=message)
|
||||
)
|
||||
|
||||
async def notify_circuit_breaker(
|
||||
self, pnl_pct: float, threshold: float
|
||||
) -> None:
|
||||
"""
|
||||
Notify circuit breaker activation.
|
||||
|
||||
Args:
|
||||
pnl_pct: Current P&L percentage
|
||||
threshold: Circuit breaker threshold
|
||||
"""
|
||||
message = (
|
||||
f"<b>CIRCUIT BREAKER TRIPPED</b>\n"
|
||||
f"P&L: {pnl_pct:.2f}% (threshold: {threshold:.1f}%)\n"
|
||||
f"Trading halted for safety"
|
||||
)
|
||||
await self._send_notification(
|
||||
NotificationMessage(priority=NotificationPriority.CRITICAL, message=message)
|
||||
)
|
||||
|
||||
async def notify_fat_finger(
|
||||
self,
|
||||
stock_code: str,
|
||||
order_amount: float,
|
||||
total_cash: float,
|
||||
max_pct: float,
|
||||
) -> None:
|
||||
"""
|
||||
Notify fat-finger protection rejection.
|
||||
|
||||
Args:
|
||||
stock_code: Stock ticker symbol
|
||||
order_amount: Attempted order amount
|
||||
total_cash: Total available cash
|
||||
max_pct: Maximum allowed percentage
|
||||
"""
|
||||
attempted_pct = (order_amount / total_cash) * 100 if total_cash > 0 else 0
|
||||
message = (
|
||||
f"<b>Fat-Finger Protection</b>\n"
|
||||
f"Order rejected: <code>{stock_code}</code>\n"
|
||||
f"Attempted: {attempted_pct:.1f}% of cash\n"
|
||||
f"Max allowed: {max_pct:.0f}%\n"
|
||||
f"Amount: {order_amount:,.0f} / {total_cash:,.0f}"
|
||||
)
|
||||
await self._send_notification(
|
||||
NotificationMessage(priority=NotificationPriority.HIGH, message=message)
|
||||
)
|
||||
|
||||
async def notify_system_start(
|
||||
self, mode: str, enabled_markets: list[str]
|
||||
) -> None:
|
||||
"""
|
||||
Notify system startup.
|
||||
|
||||
Args:
|
||||
mode: Trading mode ("paper" or "live")
|
||||
enabled_markets: List of enabled market codes
|
||||
"""
|
||||
mode_emoji = "📝" if mode == "paper" else "💰"
|
||||
markets_str = ", ".join(enabled_markets)
|
||||
message = (
|
||||
f"<b>{mode_emoji} System Started</b>\n"
|
||||
f"Mode: {mode.upper()}\n"
|
||||
f"Markets: {markets_str}"
|
||||
)
|
||||
await self._send_notification(
|
||||
NotificationMessage(priority=NotificationPriority.MEDIUM, message=message)
|
||||
)
|
||||
|
||||
async def notify_system_shutdown(self, reason: str) -> None:
|
||||
"""
|
||||
Notify system shutdown.
|
||||
|
||||
Args:
|
||||
reason: Reason for shutdown (e.g., "Normal shutdown", "Circuit breaker")
|
||||
"""
|
||||
message = f"<b>System Shutdown</b>\n{reason}"
|
||||
priority = (
|
||||
NotificationPriority.CRITICAL
|
||||
if "circuit breaker" in reason.lower()
|
||||
else NotificationPriority.MEDIUM
|
||||
)
|
||||
await self._send_notification(
|
||||
NotificationMessage(priority=priority, message=message)
|
||||
)
|
||||
|
||||
async def notify_error(
|
||||
self, error_type: str, error_msg: str, context: str
|
||||
) -> None:
|
||||
"""
|
||||
Notify system error.
|
||||
|
||||
Args:
|
||||
error_type: Type of error (e.g., "Connection Error")
|
||||
error_msg: Error message
|
||||
context: Error context (e.g., stock code, market)
|
||||
"""
|
||||
message = (
|
||||
f"<b>Error: {error_type}</b>\n"
|
||||
f"Context: {context}\n"
|
||||
f"Message: {error_msg[:200]}" # Truncate long errors
|
||||
)
|
||||
await self._send_notification(
|
||||
NotificationMessage(priority=NotificationPriority.HIGH, message=message)
|
||||
)
|
||||
@@ -11,15 +11,15 @@ from __future__ import annotations
|
||||
import json
|
||||
import sqlite3
|
||||
import tempfile
|
||||
from datetime import UTC, datetime, timedelta
|
||||
from datetime import UTC, datetime
|
||||
from pathlib import Path
|
||||
from unittest.mock import AsyncMock, MagicMock, Mock, patch
|
||||
from unittest.mock import AsyncMock, Mock, patch
|
||||
|
||||
import pytest
|
||||
|
||||
from src.config import Settings
|
||||
from src.db import init_db, log_trade
|
||||
from src.evolution.ab_test import ABTester, ABTestResult, StrategyPerformance
|
||||
from src.evolution.ab_test import ABTester
|
||||
from src.evolution.optimizer import EvolutionOptimizer
|
||||
from src.evolution.performance_tracker import (
|
||||
PerformanceDashboard,
|
||||
@@ -28,7 +28,6 @@ from src.evolution.performance_tracker import (
|
||||
)
|
||||
from src.logging.decision_logger import DecisionLogger
|
||||
|
||||
|
||||
# ------------------------------------------------------------------
|
||||
# Fixtures
|
||||
# ------------------------------------------------------------------
|
||||
|
||||
663
tests/test_token_efficiency.py
Normal file
663
tests/test_token_efficiency.py
Normal file
@@ -0,0 +1,663 @@
|
||||
"""Tests for token efficiency optimization components.
|
||||
|
||||
Tests cover:
|
||||
- Prompt compression and optimization
|
||||
- Context selection logic
|
||||
- Summarization
|
||||
- Caching
|
||||
- Token reduction metrics
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import sqlite3
|
||||
import time
|
||||
|
||||
import pytest
|
||||
|
||||
from src.brain.cache import DecisionCache
|
||||
from src.brain.context_selector import ContextSelector, DecisionType
|
||||
from src.brain.gemini_client import TradeDecision
|
||||
from src.brain.prompt_optimizer import PromptOptimizer, TokenMetrics
|
||||
from src.context.layer import ContextLayer
|
||||
from src.context.store import ContextStore
|
||||
from src.context.summarizer import ContextSummarizer, SummaryStats
|
||||
|
||||
# ============================================================================
|
||||
# Prompt Optimizer Tests
|
||||
# ============================================================================
|
||||
|
||||
|
||||
class TestPromptOptimizer:
|
||||
"""Tests for PromptOptimizer."""
|
||||
|
||||
def test_estimate_tokens(self):
|
||||
"""Test token estimation."""
|
||||
optimizer = PromptOptimizer()
|
||||
|
||||
# Empty text
|
||||
assert optimizer.estimate_tokens("") == 0
|
||||
|
||||
# Short text (4 chars = 1 token estimate)
|
||||
assert optimizer.estimate_tokens("test") == 1
|
||||
|
||||
# Longer text
|
||||
text = "This is a longer piece of text for testing token estimation."
|
||||
tokens = optimizer.estimate_tokens(text)
|
||||
assert tokens > 0
|
||||
assert tokens == len(text) // 4
|
||||
|
||||
def test_count_tokens(self):
|
||||
"""Test token counting metrics."""
|
||||
optimizer = PromptOptimizer()
|
||||
|
||||
text = "Hello world, this is a test."
|
||||
metrics = optimizer.count_tokens(text)
|
||||
|
||||
assert isinstance(metrics, TokenMetrics)
|
||||
assert metrics.char_count == len(text)
|
||||
assert metrics.word_count == 6
|
||||
assert metrics.estimated_tokens > 0
|
||||
|
||||
def test_compress_json(self):
|
||||
"""Test JSON compression."""
|
||||
optimizer = PromptOptimizer()
|
||||
|
||||
data = {
|
||||
"action": "BUY",
|
||||
"confidence": 85,
|
||||
"rationale": "Strong uptrend",
|
||||
}
|
||||
|
||||
compressed = optimizer.compress_json(data)
|
||||
|
||||
# Should have no newlines and minimal whitespace
|
||||
assert "\n" not in compressed
|
||||
# Note: JSON values may contain spaces (e.g., "Strong uptrend")
|
||||
# but there should be no spaces around separators
|
||||
assert ": " not in compressed
|
||||
assert ", " not in compressed
|
||||
|
||||
# Should be valid JSON
|
||||
import json
|
||||
|
||||
parsed = json.loads(compressed)
|
||||
assert parsed == data
|
||||
|
||||
def test_abbreviate_text(self):
|
||||
"""Test text abbreviation."""
|
||||
optimizer = PromptOptimizer()
|
||||
|
||||
text = "The current price is high and volume is increasing."
|
||||
abbreviated = optimizer.abbreviate_text(text)
|
||||
|
||||
# Should contain abbreviations
|
||||
assert "cur" in abbreviated or "P" in abbreviated
|
||||
assert len(abbreviated) <= len(text)
|
||||
|
||||
def test_abbreviate_text_aggressive(self):
|
||||
"""Test aggressive text abbreviation."""
|
||||
optimizer = PromptOptimizer()
|
||||
|
||||
text = "The price is increasing and the volume is high."
|
||||
abbreviated = optimizer.abbreviate_text(text, aggressive=True)
|
||||
|
||||
# Should be shorter
|
||||
assert len(abbreviated) < len(text)
|
||||
|
||||
# Should have removed articles
|
||||
assert "the" not in abbreviated.lower()
|
||||
|
||||
def test_build_compressed_prompt(self):
|
||||
"""Test compressed prompt building."""
|
||||
optimizer = PromptOptimizer()
|
||||
|
||||
market_data = {
|
||||
"stock_code": "005930",
|
||||
"current_price": 75000,
|
||||
"market_name": "Korean stock market",
|
||||
}
|
||||
|
||||
prompt = optimizer.build_compressed_prompt(market_data)
|
||||
|
||||
# Should be much shorter than original
|
||||
assert len(prompt) < 300
|
||||
assert "005930" in prompt
|
||||
assert "75000" in prompt
|
||||
|
||||
def test_build_compressed_prompt_no_instructions(self):
|
||||
"""Test compressed prompt without instructions."""
|
||||
optimizer = PromptOptimizer()
|
||||
|
||||
market_data = {
|
||||
"stock_code": "AAPL",
|
||||
"current_price": 150.5,
|
||||
"market_name": "United States",
|
||||
}
|
||||
|
||||
prompt = optimizer.build_compressed_prompt(market_data, include_instructions=False)
|
||||
|
||||
# Should be very short (data only)
|
||||
assert len(prompt) < 100
|
||||
assert "AAPL" in prompt
|
||||
|
||||
def test_truncate_context(self):
|
||||
"""Test context truncation."""
|
||||
optimizer = PromptOptimizer()
|
||||
|
||||
context = {
|
||||
"price": 100.5,
|
||||
"volume": 1000000,
|
||||
"sentiment": 0.8,
|
||||
"extra_data": "Some long text that should be truncated",
|
||||
}
|
||||
|
||||
# Truncate to small budget
|
||||
truncated = optimizer.truncate_context(context, max_tokens=10)
|
||||
|
||||
# Should have fewer keys
|
||||
assert len(truncated) <= len(context)
|
||||
|
||||
def test_truncate_context_with_priority(self):
|
||||
"""Test context truncation with priority keys."""
|
||||
optimizer = PromptOptimizer()
|
||||
|
||||
context = {
|
||||
"price": 100.5,
|
||||
"volume": 1000000,
|
||||
"sentiment": 0.8,
|
||||
"extra_data": "Some data",
|
||||
}
|
||||
|
||||
priority_keys = ["price", "sentiment"]
|
||||
truncated = optimizer.truncate_context(context, max_tokens=20, priority_keys=priority_keys)
|
||||
|
||||
# Priority keys should be included
|
||||
assert "price" in truncated
|
||||
assert "sentiment" in truncated
|
||||
|
||||
def test_calculate_compression_ratio(self):
|
||||
"""Test compression ratio calculation."""
|
||||
optimizer = PromptOptimizer()
|
||||
|
||||
original = "This is a very long piece of text that should be compressed significantly."
|
||||
compressed = "Short text"
|
||||
|
||||
ratio = optimizer.calculate_compression_ratio(original, compressed)
|
||||
|
||||
# Ratio should be > 1 (original is longer)
|
||||
assert ratio > 1.0
|
||||
|
||||
|
||||
# ============================================================================
|
||||
# Context Selector Tests
|
||||
# ============================================================================
|
||||
|
||||
|
||||
class TestContextSelector:
|
||||
"""Tests for ContextSelector."""
|
||||
|
||||
@pytest.fixture
|
||||
def store(self):
|
||||
"""Create in-memory ContextStore."""
|
||||
conn = sqlite3.connect(":memory:")
|
||||
# Create tables
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE TABLE context_metadata (
|
||||
layer TEXT PRIMARY KEY,
|
||||
description TEXT,
|
||||
retention_days INTEGER,
|
||||
aggregation_source TEXT
|
||||
)
|
||||
"""
|
||||
)
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE TABLE contexts (
|
||||
layer TEXT,
|
||||
timeframe TEXT,
|
||||
key TEXT,
|
||||
value TEXT,
|
||||
created_at TEXT,
|
||||
updated_at TEXT,
|
||||
PRIMARY KEY (layer, timeframe, key)
|
||||
)
|
||||
"""
|
||||
)
|
||||
conn.commit()
|
||||
return ContextStore(conn)
|
||||
|
||||
def test_select_layers_normal(self, store):
|
||||
"""Test layer selection for normal decisions."""
|
||||
selector = ContextSelector(store)
|
||||
|
||||
layers = selector.select_layers(DecisionType.NORMAL)
|
||||
|
||||
# Should only select L7 (real-time)
|
||||
assert layers == [ContextLayer.L7_REALTIME]
|
||||
|
||||
def test_select_layers_strategic(self, store):
|
||||
"""Test layer selection for strategic decisions."""
|
||||
selector = ContextSelector(store)
|
||||
|
||||
layers = selector.select_layers(DecisionType.STRATEGIC)
|
||||
|
||||
# Should select L7 + L6 + L5
|
||||
assert ContextLayer.L7_REALTIME in layers
|
||||
assert ContextLayer.L6_DAILY in layers
|
||||
assert ContextLayer.L5_WEEKLY in layers
|
||||
assert len(layers) == 3
|
||||
|
||||
def test_select_layers_major_event(self, store):
|
||||
"""Test layer selection for major events."""
|
||||
selector = ContextSelector(store)
|
||||
|
||||
layers = selector.select_layers(DecisionType.MAJOR_EVENT)
|
||||
|
||||
# Should select all layers
|
||||
assert len(layers) == 7
|
||||
assert ContextLayer.L1_LEGACY in layers
|
||||
assert ContextLayer.L7_REALTIME in layers
|
||||
|
||||
def test_score_layer_relevance(self, store):
|
||||
"""Test layer relevance scoring."""
|
||||
selector = ContextSelector(store)
|
||||
|
||||
# Add some data first so scores aren't penalized
|
||||
store.set_context(ContextLayer.L7_REALTIME, "2026-02-04", "price", 100.5)
|
||||
store.set_context(ContextLayer.L1_LEGACY, "legacy", "lesson", "test")
|
||||
|
||||
# L7 should have high score for normal decisions
|
||||
score = selector.score_layer_relevance(ContextLayer.L7_REALTIME, DecisionType.NORMAL)
|
||||
assert score == 1.0
|
||||
|
||||
# L1 should have low score for normal decisions
|
||||
score = selector.score_layer_relevance(ContextLayer.L1_LEGACY, DecisionType.NORMAL)
|
||||
assert score == 0.0
|
||||
|
||||
# L1 should have high score for major events
|
||||
score = selector.score_layer_relevance(ContextLayer.L1_LEGACY, DecisionType.MAJOR_EVENT)
|
||||
assert score == 1.0
|
||||
|
||||
def test_select_with_scoring(self, store):
|
||||
"""Test selection with relevance scoring."""
|
||||
selector = ContextSelector(store)
|
||||
|
||||
# Add data so layers aren't penalized
|
||||
store.set_context(ContextLayer.L7_REALTIME, "2026-02-04", "price", 100.5)
|
||||
|
||||
selection = selector.select_with_scoring(DecisionType.NORMAL, min_score=0.5)
|
||||
|
||||
# Should only select high-relevance layers
|
||||
assert len(selection.layers) >= 1
|
||||
assert ContextLayer.L7_REALTIME in selection.layers
|
||||
assert all(selection.relevance_scores[layer] >= 0.5 for layer in selection.layers)
|
||||
|
||||
def test_get_context_data(self, store):
|
||||
"""Test context data retrieval."""
|
||||
selector = ContextSelector(store)
|
||||
|
||||
# Add some test data
|
||||
store.set_context(ContextLayer.L7_REALTIME, "2026-02-04", "price", 100.5)
|
||||
store.set_context(ContextLayer.L7_REALTIME, "2026-02-04", "volume", 1000000)
|
||||
|
||||
context_data = selector.get_context_data([ContextLayer.L7_REALTIME])
|
||||
|
||||
# Should retrieve data
|
||||
assert "L7_REALTIME" in context_data
|
||||
assert "price" in context_data["L7_REALTIME"]
|
||||
assert context_data["L7_REALTIME"]["price"] == 100.5
|
||||
|
||||
def test_estimate_context_tokens(self, store):
|
||||
"""Test context token estimation."""
|
||||
selector = ContextSelector(store)
|
||||
|
||||
context_data = {
|
||||
"L7_REALTIME": {"price": 100.5, "volume": 1000000},
|
||||
"L6_DAILY": {"avg_price": 99.8, "avg_volume": 950000},
|
||||
}
|
||||
|
||||
tokens = selector.estimate_context_tokens(context_data)
|
||||
|
||||
# Should estimate tokens
|
||||
assert tokens > 0
|
||||
|
||||
def test_optimize_context_for_budget(self, store):
|
||||
"""Test context optimization for token budget."""
|
||||
selector = ContextSelector(store)
|
||||
|
||||
# Add test data
|
||||
store.set_context(ContextLayer.L7_REALTIME, "2026-02-04", "price", 100.5)
|
||||
|
||||
# Get optimized context within budget
|
||||
context = selector.optimize_context_for_budget(DecisionType.NORMAL, max_tokens=50)
|
||||
|
||||
# Should return data within budget
|
||||
tokens = selector.estimate_context_tokens(context)
|
||||
assert tokens <= 50
|
||||
|
||||
|
||||
# ============================================================================
|
||||
# Context Summarizer Tests
|
||||
# ============================================================================
|
||||
|
||||
|
||||
class TestContextSummarizer:
|
||||
"""Tests for ContextSummarizer."""
|
||||
|
||||
@pytest.fixture
|
||||
def store(self):
|
||||
"""Create in-memory ContextStore."""
|
||||
conn = sqlite3.connect(":memory:")
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE TABLE context_metadata (
|
||||
layer TEXT PRIMARY KEY,
|
||||
description TEXT,
|
||||
retention_days INTEGER,
|
||||
aggregation_source TEXT
|
||||
)
|
||||
"""
|
||||
)
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE TABLE contexts (
|
||||
layer TEXT,
|
||||
timeframe TEXT,
|
||||
key TEXT,
|
||||
value TEXT,
|
||||
created_at TEXT,
|
||||
updated_at TEXT,
|
||||
PRIMARY KEY (layer, timeframe, key)
|
||||
)
|
||||
"""
|
||||
)
|
||||
conn.commit()
|
||||
return ContextStore(conn)
|
||||
|
||||
def test_summarize_numeric_values(self, store):
|
||||
"""Test numeric value summarization."""
|
||||
summarizer = ContextSummarizer(store)
|
||||
|
||||
values = [10.0, 20.0, 30.0, 40.0, 50.0]
|
||||
stats = summarizer.summarize_numeric_values(values)
|
||||
|
||||
assert isinstance(stats, SummaryStats)
|
||||
assert stats.count == 5
|
||||
assert stats.mean == 30.0
|
||||
assert stats.min == 10.0
|
||||
assert stats.max == 50.0
|
||||
assert stats.std is not None
|
||||
|
||||
def test_summarize_numeric_values_trend(self, store):
|
||||
"""Test trend detection in numeric values."""
|
||||
summarizer = ContextSummarizer(store)
|
||||
|
||||
# Uptrend
|
||||
values_up = [10.0, 15.0, 20.0, 25.0, 30.0, 35.0]
|
||||
stats_up = summarizer.summarize_numeric_values(values_up)
|
||||
assert stats_up.trend == "up"
|
||||
|
||||
# Downtrend
|
||||
values_down = [35.0, 30.0, 25.0, 20.0, 15.0, 10.0]
|
||||
stats_down = summarizer.summarize_numeric_values(values_down)
|
||||
assert stats_down.trend == "down"
|
||||
|
||||
# Flat
|
||||
values_flat = [20.0, 20.1, 19.9, 20.0, 20.1, 19.9]
|
||||
stats_flat = summarizer.summarize_numeric_values(values_flat)
|
||||
assert stats_flat.trend == "flat"
|
||||
|
||||
def test_summarize_layer(self, store):
|
||||
"""Test layer summarization."""
|
||||
summarizer = ContextSummarizer(store)
|
||||
|
||||
# Add test data
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-04", "price", 100.5)
|
||||
store.set_context(ContextLayer.L6_DAILY, "2026-02-04", "volume", 1000000)
|
||||
|
||||
summary = summarizer.summarize_layer(ContextLayer.L6_DAILY)
|
||||
|
||||
# Should have summary
|
||||
assert "total_entries" in summary
|
||||
assert summary["total_entries"] > 0
|
||||
|
||||
def test_create_compact_summary(self, store):
|
||||
"""Test compact summary creation."""
|
||||
summarizer = ContextSummarizer(store)
|
||||
|
||||
# Add test data
|
||||
store.set_context(ContextLayer.L7_REALTIME, "2026-02-04", "price", 100.5)
|
||||
|
||||
layers = [ContextLayer.L7_REALTIME, ContextLayer.L6_DAILY]
|
||||
summary = summarizer.create_compact_summary(layers, top_n_metrics=3)
|
||||
|
||||
# Should have summaries for layers
|
||||
assert "L7_REALTIME" in summary
|
||||
|
||||
def test_format_summary_for_prompt(self, store):
|
||||
"""Test summary formatting for prompt."""
|
||||
summarizer = ContextSummarizer(store)
|
||||
|
||||
summary = {
|
||||
"L7_REALTIME": {
|
||||
"price": {"avg": 100.5, "trend": "up"},
|
||||
"volume": {"avg": 1000000, "trend": "flat"},
|
||||
}
|
||||
}
|
||||
|
||||
formatted = summarizer.format_summary_for_prompt(summary)
|
||||
|
||||
# Should be formatted string
|
||||
assert isinstance(formatted, str)
|
||||
assert "L7_REALTIME" in formatted
|
||||
assert "100.5" in formatted or "100.50" in formatted
|
||||
|
||||
|
||||
# ============================================================================
|
||||
# Decision Cache Tests
|
||||
# ============================================================================
|
||||
|
||||
|
||||
class TestDecisionCache:
|
||||
"""Tests for DecisionCache."""
|
||||
|
||||
def test_cache_init(self):
|
||||
"""Test cache initialization."""
|
||||
cache = DecisionCache(ttl_seconds=60, max_size=100)
|
||||
|
||||
assert cache.ttl_seconds == 60
|
||||
assert cache.max_size == 100
|
||||
|
||||
def test_cache_miss(self):
|
||||
"""Test cache miss."""
|
||||
cache = DecisionCache()
|
||||
|
||||
market_data = {"stock_code": "005930", "current_price": 75000}
|
||||
|
||||
decision = cache.get(market_data)
|
||||
|
||||
# Should be None (cache miss)
|
||||
assert decision is None
|
||||
|
||||
metrics = cache.get_metrics()
|
||||
assert metrics.cache_misses == 1
|
||||
assert metrics.cache_hits == 0
|
||||
|
||||
def test_cache_hit(self):
|
||||
"""Test cache hit."""
|
||||
cache = DecisionCache()
|
||||
|
||||
market_data = {"stock_code": "005930", "current_price": 75000}
|
||||
decision = TradeDecision(action="HOLD", confidence=50, rationale="Test")
|
||||
|
||||
# Set cache
|
||||
cache.set(market_data, decision)
|
||||
|
||||
# Get from cache
|
||||
cached = cache.get(market_data)
|
||||
|
||||
assert cached is not None
|
||||
assert cached.action == "HOLD"
|
||||
assert cached.confidence == 50
|
||||
|
||||
metrics = cache.get_metrics()
|
||||
assert metrics.cache_hits == 1
|
||||
|
||||
def test_cache_ttl_expiration(self):
|
||||
"""Test cache TTL expiration."""
|
||||
cache = DecisionCache(ttl_seconds=1) # 1 second TTL
|
||||
|
||||
market_data = {"stock_code": "005930", "current_price": 75000}
|
||||
decision = TradeDecision(action="HOLD", confidence=50, rationale="Test")
|
||||
|
||||
# Set cache
|
||||
cache.set(market_data, decision)
|
||||
|
||||
# Should hit immediately
|
||||
cached = cache.get(market_data)
|
||||
assert cached is not None
|
||||
|
||||
# Wait for expiration
|
||||
time.sleep(1.1)
|
||||
|
||||
# Should miss after expiration
|
||||
cached = cache.get(market_data)
|
||||
assert cached is None
|
||||
|
||||
def test_cache_max_size(self):
|
||||
"""Test cache max size eviction."""
|
||||
cache = DecisionCache(max_size=2)
|
||||
|
||||
decision = TradeDecision(action="HOLD", confidence=50, rationale="Test")
|
||||
|
||||
# Add 3 entries (exceeds max_size)
|
||||
for i in range(3):
|
||||
market_data = {"stock_code": f"00{i}", "current_price": 1000 * i}
|
||||
cache.set(market_data, decision)
|
||||
|
||||
metrics = cache.get_metrics()
|
||||
|
||||
# Should have evicted 1 entry
|
||||
assert metrics.total_entries == 2
|
||||
assert metrics.evictions == 1
|
||||
|
||||
def test_invalidate_all(self):
|
||||
"""Test invalidate all cache entries."""
|
||||
cache = DecisionCache()
|
||||
|
||||
decision = TradeDecision(action="HOLD", confidence=50, rationale="Test")
|
||||
|
||||
# Add entries
|
||||
for i in range(3):
|
||||
market_data = {"stock_code": f"00{i}", "current_price": 1000}
|
||||
cache.set(market_data, decision)
|
||||
|
||||
# Invalidate all
|
||||
count = cache.invalidate()
|
||||
|
||||
assert count == 3
|
||||
|
||||
metrics = cache.get_metrics()
|
||||
assert metrics.total_entries == 0
|
||||
|
||||
def test_invalidate_by_stock(self):
|
||||
"""Test invalidate cache by stock code."""
|
||||
cache = DecisionCache()
|
||||
|
||||
decision = TradeDecision(action="HOLD", confidence=50, rationale="Test")
|
||||
|
||||
# Add entries for different stocks
|
||||
cache.set({"stock_code": "005930", "current_price": 75000}, decision)
|
||||
cache.set({"stock_code": "000660", "current_price": 50000}, decision)
|
||||
|
||||
# Invalidate specific stock
|
||||
count = cache.invalidate("005930")
|
||||
|
||||
assert count >= 1
|
||||
|
||||
# Other stock should still be cached
|
||||
cached = cache.get({"stock_code": "000660", "current_price": 50000})
|
||||
assert cached is not None
|
||||
|
||||
def test_cleanup_expired(self):
|
||||
"""Test cleanup of expired entries."""
|
||||
cache = DecisionCache(ttl_seconds=1)
|
||||
|
||||
decision = TradeDecision(action="HOLD", confidence=50, rationale="Test")
|
||||
|
||||
# Add entry
|
||||
cache.set({"stock_code": "005930", "current_price": 75000}, decision)
|
||||
|
||||
# Wait for expiration
|
||||
time.sleep(1.1)
|
||||
|
||||
# Cleanup
|
||||
count = cache.cleanup_expired()
|
||||
|
||||
assert count == 1
|
||||
|
||||
metrics = cache.get_metrics()
|
||||
assert metrics.total_entries == 0
|
||||
|
||||
def test_should_cache_decision(self):
|
||||
"""Test decision caching criteria."""
|
||||
cache = DecisionCache()
|
||||
|
||||
# HOLD decisions should be cached
|
||||
hold_decision = TradeDecision(action="HOLD", confidence=50, rationale="Test")
|
||||
assert cache.should_cache_decision(hold_decision) is True
|
||||
|
||||
# High confidence BUY should be cached
|
||||
buy_decision = TradeDecision(action="BUY", confidence=95, rationale="Test")
|
||||
assert cache.should_cache_decision(buy_decision) is True
|
||||
|
||||
# Low confidence BUY should not be cached
|
||||
low_conf_buy = TradeDecision(action="BUY", confidence=60, rationale="Test")
|
||||
assert cache.should_cache_decision(low_conf_buy) is False
|
||||
|
||||
def test_cache_hit_rate(self):
|
||||
"""Test cache hit rate calculation."""
|
||||
cache = DecisionCache()
|
||||
|
||||
decision = TradeDecision(action="HOLD", confidence=50, rationale="Test")
|
||||
market_data = {"stock_code": "005930", "current_price": 75000}
|
||||
|
||||
# First request (miss)
|
||||
cache.get(market_data)
|
||||
|
||||
# Set cache
|
||||
cache.set(market_data, decision)
|
||||
|
||||
# Second request (hit)
|
||||
cache.get(market_data)
|
||||
|
||||
# Third request (hit)
|
||||
cache.get(market_data)
|
||||
|
||||
metrics = cache.get_metrics()
|
||||
|
||||
# 1 miss, 2 hits out of 3 requests
|
||||
assert metrics.total_requests == 3
|
||||
assert metrics.cache_hits == 2
|
||||
assert metrics.cache_misses == 1
|
||||
assert metrics.hit_rate == pytest.approx(2 / 3)
|
||||
|
||||
def test_reset_metrics(self):
|
||||
"""Test metrics reset."""
|
||||
cache = DecisionCache()
|
||||
|
||||
market_data = {"stock_code": "005930", "current_price": 75000}
|
||||
|
||||
# Generate some activity
|
||||
cache.get(market_data)
|
||||
cache.get(market_data)
|
||||
|
||||
# Reset
|
||||
cache.reset_metrics()
|
||||
|
||||
metrics = cache.get_metrics()
|
||||
assert metrics.total_requests == 0
|
||||
assert metrics.cache_hits == 0
|
||||
assert metrics.cache_misses == 0
|
||||
Reference in New Issue
Block a user