Merge pull request 'fix: market_data에 unrealized_pnl_pct/holding_days 추가하여 SELL 시나리오 정상화 (#259)' (#263) from feature/issue-259-market-data-pnl-holding-days into main

Reviewed-on: #263

src/db.py

@@ -254,7 +254,7 @@ def get_open_position(
     """Return open position if latest trade is BUY, else None."""
     cursor = conn.execute(
         """
-        SELECT action, decision_id, price, quantity
+        SELECT action, decision_id, price, quantity, timestamp
         FROM trades
         WHERE stock_code = ?
           AND market = ?
@@ -266,7 +266,7 @@ def get_open_position(
     row = cursor.fetchone()
     if not row or row[0] != "BUY":
         return None
-    return {"decision_id": row[1], "price": row[2], "quantity": row[3]}
+    return {"decision_id": row[1], "price": row[2], "quantity": row[3], "timestamp": row[4]}
 
 
 def get_recent_symbols(

src/main.py

@@ -576,6 +576,22 @@ async def trading_cycle(
         market_data["rsi"] = candidate.rsi
         market_data["volume_ratio"] = candidate.volume_ratio
 
+    # Enrich market_data with holding info for SELL/HOLD scenario conditions
+    open_pos = get_open_position(db_conn, stock_code, market.code)
+    if open_pos and current_price > 0:
+        entry_price = safe_float(open_pos.get("price"), 0.0)
+        if entry_price > 0:
+            market_data["unrealized_pnl_pct"] = (
+                (current_price - entry_price) / entry_price * 100
+            )
+        entry_ts = open_pos.get("timestamp")
+        if entry_ts:
+            try:
+                entry_date = datetime.fromisoformat(entry_ts).date()
+                market_data["holding_days"] = (datetime.now(UTC).date() - entry_date).days
+            except (ValueError, TypeError):
+                pass
+
     # 1.3. Record L7 real-time context (market-scoped keys)
     timeframe = datetime.now(UTC).isoformat()
     context_store.set_context(