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6 Commits
feat/v2-2-
...
feature/is
| Author | SHA1 | Date | |
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afb31b7f4b | ||
| a429a9f4da | |||
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d9763def85 | ||
| ab7f0444b2 | |||
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6b3960a3a4 | ||
| 6cad8e74e1 |
77
src/main.py
77
src/main.py
@@ -22,12 +22,14 @@ from src.broker.overseas import OverseasBroker
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from src.config import Settings
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from src.context.aggregator import ContextAggregator
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from src.context.layer import ContextLayer
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from src.context.scheduler import ContextScheduler
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from src.context.store import ContextStore
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from src.core.criticality import CriticalityAssessor
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from src.core.priority_queue import PriorityTaskQueue
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from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected, RiskManager
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from src.db import get_latest_buy_trade, init_db, log_trade
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from src.evolution.daily_review import DailyReviewer
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from src.evolution.optimizer import EvolutionOptimizer
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from src.logging.decision_logger import DecisionLogger
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from src.logging_config import setup_logging
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from src.markets.schedule import MarketInfo, get_next_market_open, get_open_markets
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@@ -744,6 +746,7 @@ async def _handle_market_close(
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telegram: TelegramClient,
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context_aggregator: ContextAggregator,
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daily_reviewer: DailyReviewer,
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evolution_optimizer: EvolutionOptimizer | None = None,
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) -> None:
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"""Handle market-close tasks: notify, aggregate, review, and store context."""
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await telegram.notify_market_close(market_name, 0.0)
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@@ -771,6 +774,72 @@ async def _handle_market_close(
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f"Lessons: {', '.join(scorecard.lessons) if scorecard.lessons else 'N/A'}"
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)
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if evolution_optimizer is not None:
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await _run_evolution_loop(
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evolution_optimizer=evolution_optimizer,
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telegram=telegram,
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market_code=market_code,
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market_date=market_date,
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)
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def _run_context_scheduler(
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scheduler: ContextScheduler, now: datetime | None = None,
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) -> None:
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"""Run periodic context scheduler tasks and log when anything executes."""
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result = scheduler.run_if_due(now=now)
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if any(
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[
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result.weekly,
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result.monthly,
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result.quarterly,
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result.annual,
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result.legacy,
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result.cleanup,
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]
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):
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logger.info(
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(
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"Context scheduler ran (weekly=%s, monthly=%s, quarterly=%s, "
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"annual=%s, legacy=%s, cleanup=%s)"
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),
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result.weekly,
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result.monthly,
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result.quarterly,
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result.annual,
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result.legacy,
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result.cleanup,
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)
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async def _run_evolution_loop(
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evolution_optimizer: EvolutionOptimizer,
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telegram: TelegramClient,
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market_code: str,
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market_date: str,
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) -> None:
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"""Run evolution loop once at US close (end of trading day)."""
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if market_code != "US":
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return
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try:
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pr_info = await evolution_optimizer.evolve()
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except Exception as exc:
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logger.warning("Evolution loop failed on %s: %s", market_date, exc)
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return
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if pr_info is None:
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logger.info("Evolution loop skipped on %s (no actionable failures)", market_date)
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return
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await telegram.send_message(
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"<b>Evolution Update</b>\n"
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f"Date: {market_date}\n"
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f"PR: {pr_info.get('title', 'N/A')}\n"
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f"Branch: {pr_info.get('branch', 'N/A')}\n"
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f"Status: {pr_info.get('status', 'N/A')}"
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)
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async def run(settings: Settings) -> None:
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"""Main async loop — iterate over open markets on a timer."""
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@@ -782,6 +851,11 @@ async def run(settings: Settings) -> None:
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decision_logger = DecisionLogger(db_conn)
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context_store = ContextStore(db_conn)
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context_aggregator = ContextAggregator(db_conn)
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context_scheduler = ContextScheduler(
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aggregator=context_aggregator,
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store=context_store,
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)
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evolution_optimizer = EvolutionOptimizer(settings)
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# V2 proactive strategy components
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context_selector = ContextSelector(context_store)
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@@ -1015,6 +1089,7 @@ async def run(settings: Settings) -> None:
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while not shutdown.is_set():
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# Wait for trading to be unpaused
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await pause_trading.wait()
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_run_context_scheduler(context_scheduler, now=datetime.now(UTC))
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try:
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await run_daily_session(
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@@ -1053,6 +1128,7 @@ async def run(settings: Settings) -> None:
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while not shutdown.is_set():
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# Wait for trading to be unpaused
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await pause_trading.wait()
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_run_context_scheduler(context_scheduler, now=datetime.now(UTC))
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# Get currently open markets
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open_markets = get_open_markets(settings.enabled_market_list)
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@@ -1073,6 +1149,7 @@ async def run(settings: Settings) -> None:
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telegram=telegram,
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context_aggregator=context_aggregator,
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daily_reviewer=daily_reviewer,
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evolution_optimizer=evolution_optimizer,
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)
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except Exception as exc:
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logger.warning("Market close notification failed: %s", exc)
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@@ -95,10 +95,17 @@ class PreMarketPlanner:
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try:
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# 1. Gather context
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context_data = self._gather_context()
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self_market_scorecard = self.build_self_market_scorecard(market, today)
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cross_market = self.build_cross_market_context(market, today)
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# 2. Build prompt
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prompt = self._build_prompt(market, candidates, context_data, cross_market)
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prompt = self._build_prompt(
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market,
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candidates,
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context_data,
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self_market_scorecard,
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cross_market,
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)
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# 3. Call Gemini
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market_data = {
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@@ -176,6 +183,37 @@ class PreMarketPlanner:
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lessons=scorecard_data.get("lessons", []),
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)
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def build_self_market_scorecard(
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self, market: str, today: date | None = None,
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) -> dict[str, Any] | None:
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"""Build previous-day scorecard for the same market."""
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if today is None:
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today = date.today()
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timeframe = (today - timedelta(days=1)).isoformat()
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scorecard_key = f"scorecard_{market}"
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scorecard_data = self._context_store.get_context(
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ContextLayer.L6_DAILY, timeframe, scorecard_key
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)
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if scorecard_data is None:
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return None
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if isinstance(scorecard_data, str):
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try:
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scorecard_data = json.loads(scorecard_data)
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except (json.JSONDecodeError, TypeError):
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return None
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if not isinstance(scorecard_data, dict):
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return None
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return {
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"date": timeframe,
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"total_pnl": float(scorecard_data.get("total_pnl", 0.0)),
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"win_rate": float(scorecard_data.get("win_rate", 0.0)),
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"lessons": scorecard_data.get("lessons", []),
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}
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def _gather_context(self) -> dict[str, Any]:
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"""Gather strategic context using ContextSelector."""
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layers = self._context_selector.select_layers(
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@@ -189,6 +227,7 @@ class PreMarketPlanner:
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market: str,
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candidates: list[ScanCandidate],
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context_data: dict[str, Any],
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self_market_scorecard: dict[str, Any] | None,
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cross_market: CrossMarketContext | None,
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) -> str:
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"""Build a structured prompt for Gemini to generate scenario JSON."""
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@@ -212,6 +251,18 @@ class PreMarketPlanner:
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if cross_market.lessons:
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cross_market_text += f"- Lessons: {'; '.join(cross_market.lessons[:3])}\n"
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self_market_text = ""
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if self_market_scorecard:
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self_market_text = (
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f"\n## My Market Previous Day ({market})\n"
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f"- Date: {self_market_scorecard['date']}\n"
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f"- P&L: {self_market_scorecard['total_pnl']:+.2f}%\n"
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f"- Win Rate: {self_market_scorecard['win_rate']:.0f}%\n"
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)
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lessons = self_market_scorecard.get("lessons", [])
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if lessons:
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self_market_text += f"- Lessons: {'; '.join(lessons[:3])}\n"
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context_text = ""
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if context_data:
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context_text = "\n## Strategic Context\n"
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@@ -225,6 +276,7 @@ class PreMarketPlanner:
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f"You are a pre-market trading strategist for the {market} market.\n"
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f"Generate structured trading scenarios for today.\n\n"
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f"## Candidates (from volatility scanner)\n{candidates_text}\n"
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f"{self_market_text}"
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f"{cross_market_text}"
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f"{context_text}\n"
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f"## Instructions\n"
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@@ -1,16 +1,23 @@
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"""Tests for main trading loop integration."""
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from datetime import UTC, date
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from datetime import UTC, date, datetime
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from unittest.mock import ANY, AsyncMock, MagicMock, patch
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import pytest
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from src.context.layer import ContextLayer
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from src.context.scheduler import ScheduleResult
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from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
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from src.db import init_db, log_trade
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from src.evolution.scorecard import DailyScorecard
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from src.logging.decision_logger import DecisionLogger
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from src.main import _handle_market_close, safe_float, trading_cycle
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from src.main import (
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_handle_market_close,
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_run_context_scheduler,
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_run_evolution_loop,
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safe_float,
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trading_cycle,
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)
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from src.strategy.models import (
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DayPlaybook,
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ScenarioAction,
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@@ -1295,3 +1302,55 @@ async def test_handle_market_close_without_lessons_stores_once() -> None:
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)
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assert reviewer.store_scorecard_in_context.call_count == 1
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def test_run_context_scheduler_invokes_scheduler() -> None:
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"""Scheduler helper should call run_if_due with provided datetime."""
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scheduler = MagicMock()
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scheduler.run_if_due = MagicMock(return_value=ScheduleResult(cleanup=True))
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_run_context_scheduler(scheduler, now=datetime(2026, 2, 14, tzinfo=UTC))
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scheduler.run_if_due.assert_called_once()
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@pytest.mark.asyncio
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async def test_run_evolution_loop_skips_non_us_market() -> None:
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optimizer = MagicMock()
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optimizer.evolve = AsyncMock()
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telegram = MagicMock()
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telegram.send_message = AsyncMock()
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await _run_evolution_loop(
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evolution_optimizer=optimizer,
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telegram=telegram,
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market_code="KR",
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market_date="2026-02-14",
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)
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optimizer.evolve.assert_not_called()
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telegram.send_message.assert_not_called()
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@pytest.mark.asyncio
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async def test_run_evolution_loop_notifies_when_pr_generated() -> None:
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optimizer = MagicMock()
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optimizer.evolve = AsyncMock(
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return_value={
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"title": "[Evolution] New strategy: v20260214_050000",
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"branch": "evolution/v20260214_050000",
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"status": "ready_for_review",
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}
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)
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telegram = MagicMock()
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telegram.send_message = AsyncMock()
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await _run_evolution_loop(
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evolution_optimizer=optimizer,
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telegram=telegram,
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market_code="US",
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market_date="2026-02-14",
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)
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optimizer.evolve.assert_called_once()
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telegram.send_message.assert_called_once()
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@@ -88,6 +88,7 @@ def _make_planner(
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token_count: int = 200,
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context_data: dict | None = None,
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scorecard_data: dict | None = None,
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scorecard_map: dict[tuple[str, str, str], dict | None] | None = None,
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) -> PreMarketPlanner:
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"""Create a PreMarketPlanner with mocked dependencies."""
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if not gemini_response:
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@@ -106,6 +107,13 @@ def _make_planner(
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# Mock ContextStore
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store = MagicMock()
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if scorecard_map is not None:
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store.get_context = MagicMock(
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side_effect=lambda layer, timeframe, key: scorecard_map.get(
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(layer.value if hasattr(layer, "value") else layer, timeframe, key)
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)
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)
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else:
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store.get_context = MagicMock(return_value=scorecard_data)
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# Mock ContextSelector
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@@ -282,6 +290,30 @@ class TestGeneratePlaybook:
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)
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planner._context_selector.get_context_data.assert_called_once()
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@pytest.mark.asyncio
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async def test_generate_playbook_injects_self_and_cross_scorecards(self) -> None:
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scorecard_map = {
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(ContextLayer.L6_DAILY.value, "2026-02-07", "scorecard_KR"): {
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"total_pnl": -1.0,
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"win_rate": 40,
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"lessons": ["Tighten entries"],
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},
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(ContextLayer.L6_DAILY.value, "2026-02-07", "scorecard_US"): {
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"total_pnl": 1.5,
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"win_rate": 62,
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"index_change_pct": 0.9,
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"lessons": ["Follow momentum"],
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},
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}
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planner = _make_planner(scorecard_map=scorecard_map)
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await planner.generate_playbook("KR", [_candidate()], today=date(2026, 2, 8))
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call_market_data = planner._gemini.decide.call_args.args[0]
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prompt = call_market_data["prompt_override"]
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assert "My Market Previous Day (KR)" in prompt
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assert "Other Market (US)" in prompt
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# ---------------------------------------------------------------------------
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# _parse_response
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@@ -481,6 +513,32 @@ class TestBuildCrossMarketContext:
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assert ctx is None
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# ---------------------------------------------------------------------------
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# build_self_market_scorecard
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# ---------------------------------------------------------------------------
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class TestBuildSelfMarketScorecard:
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def test_reads_previous_day_scorecard(self) -> None:
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scorecard = {"total_pnl": -1.2, "win_rate": 45, "lessons": ["Reduce overtrading"]}
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planner = _make_planner(scorecard_data=scorecard)
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data = planner.build_self_market_scorecard("KR", today=date(2026, 2, 8))
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assert data is not None
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assert data["date"] == "2026-02-07"
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assert data["total_pnl"] == -1.2
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assert data["win_rate"] == 45
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assert "Reduce overtrading" in data["lessons"]
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planner._context_store.get_context.assert_called_once_with(
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ContextLayer.L6_DAILY, "2026-02-07", "scorecard_KR"
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)
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def test_missing_scorecard_returns_none(self) -> None:
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planner = _make_planner(scorecard_data=None)
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assert planner.build_self_market_scorecard("US", today=date(2026, 2, 8)) is None
|
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|
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# ---------------------------------------------------------------------------
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# _build_prompt
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# ---------------------------------------------------------------------------
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@@ -491,7 +549,7 @@ class TestBuildPrompt:
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planner = _make_planner()
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candidates = [_candidate(code="005930", name="Samsung")]
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|
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prompt = planner._build_prompt("KR", candidates, {}, None)
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prompt = planner._build_prompt("KR", candidates, {}, None, None)
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assert "005930" in prompt
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assert "Samsung" in prompt
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@@ -505,7 +563,7 @@ class TestBuildPrompt:
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win_rate=60, index_change_pct=0.8, lessons=["Cut losses early"],
|
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)
|
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|
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prompt = planner._build_prompt("KR", [_candidate()], {}, cross)
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prompt = planner._build_prompt("KR", [_candidate()], {}, None, cross)
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assert "Other Market (US)" in prompt
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assert "+1.50%" in prompt
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@@ -515,7 +573,7 @@ class TestBuildPrompt:
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planner = _make_planner()
|
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context = {"L6_DAILY": {"win_rate": 0.65, "total_pnl": 2.5}}
|
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|
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prompt = planner._build_prompt("KR", [_candidate()], context, None)
|
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prompt = planner._build_prompt("KR", [_candidate()], context, None, None)
|
||||
|
||||
assert "Strategic Context" in prompt
|
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assert "L6_DAILY" in prompt
|
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@@ -523,15 +581,30 @@ class TestBuildPrompt:
|
||||
|
||||
def test_prompt_contains_max_scenarios(self) -> None:
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planner = _make_planner()
|
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prompt = planner._build_prompt("KR", [_candidate()], {}, None)
|
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prompt = planner._build_prompt("KR", [_candidate()], {}, None, None)
|
||||
|
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assert f"Max {planner._settings.MAX_SCENARIOS_PER_STOCK} scenarios" in prompt
|
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|
||||
def test_prompt_market_name(self) -> None:
|
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planner = _make_planner()
|
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prompt = planner._build_prompt("US", [_candidate()], {}, None)
|
||||
prompt = planner._build_prompt("US", [_candidate()], {}, None, None)
|
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assert "US market" in prompt
|
||||
|
||||
def test_prompt_contains_self_market_scorecard(self) -> None:
|
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planner = _make_planner()
|
||||
self_scorecard = {
|
||||
"date": "2026-02-07",
|
||||
"total_pnl": -0.8,
|
||||
"win_rate": 45.0,
|
||||
"lessons": ["Avoid midday entries"],
|
||||
}
|
||||
prompt = planner._build_prompt("KR", [_candidate()], {}, self_scorecard, None)
|
||||
|
||||
assert "My Market Previous Day (KR)" in prompt
|
||||
assert "2026-02-07" in prompt
|
||||
assert "-0.80%" in prompt
|
||||
assert "Avoid midday entries" in prompt
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# _extract_json
|
||||
|
||||
Reference in New Issue
Block a user