Compare commits
9 Commits
feat/v2-2-
...
feature/is
| Author | SHA1 | Date | |
|---|---|---|---|
|
|
63f4e49d88 | ||
|
|
e0a6b307a2 | ||
| 75320eb587 | |||
|
|
afb31b7f4b | ||
| a429a9f4da | |||
|
|
d9763def85 | ||
| ab7f0444b2 | |||
|
|
6b3960a3a4 | ||
| 6cad8e74e1 |
@@ -9,6 +9,7 @@ dependencies = [
|
||||
"pydantic-settings>=2.1,<3",
|
||||
"google-genai>=1.0,<2",
|
||||
"scipy>=1.11,<2",
|
||||
"fastapi>=0.110,<1",
|
||||
]
|
||||
|
||||
[project.optional-dependencies]
|
||||
|
||||
5
src/dashboard/__init__.py
Normal file
5
src/dashboard/__init__.py
Normal file
@@ -0,0 +1,5 @@
|
||||
"""FastAPI dashboard package for observability APIs."""
|
||||
|
||||
from src.dashboard.app import create_dashboard_app
|
||||
|
||||
__all__ = ["create_dashboard_app"]
|
||||
349
src/dashboard/app.py
Normal file
349
src/dashboard/app.py
Normal file
@@ -0,0 +1,349 @@
|
||||
"""FastAPI application for observability dashboard endpoints."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import sqlite3
|
||||
from datetime import UTC, datetime
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
from fastapi import FastAPI, HTTPException, Query
|
||||
from fastapi.responses import FileResponse
|
||||
|
||||
|
||||
def create_dashboard_app(db_path: str) -> FastAPI:
|
||||
"""Create dashboard FastAPI app bound to a SQLite database path."""
|
||||
app = FastAPI(title="The Ouroboros Dashboard", version="1.0.0")
|
||||
app.state.db_path = db_path
|
||||
|
||||
@app.get("/")
|
||||
def index() -> FileResponse:
|
||||
index_path = Path(__file__).parent / "static" / "index.html"
|
||||
return FileResponse(index_path)
|
||||
|
||||
@app.get("/api/status")
|
||||
def get_status() -> dict[str, Any]:
|
||||
today = datetime.now(UTC).date().isoformat()
|
||||
with _connect(db_path) as conn:
|
||||
markets = ["KR", "US"]
|
||||
market_status: dict[str, Any] = {}
|
||||
total_trades = 0
|
||||
total_pnl = 0.0
|
||||
total_decisions = 0
|
||||
for market in markets:
|
||||
trade_row = conn.execute(
|
||||
"""
|
||||
SELECT COUNT(*) AS c, COALESCE(SUM(pnl), 0.0) AS p
|
||||
FROM trades
|
||||
WHERE DATE(timestamp) = ? AND market = ?
|
||||
""",
|
||||
(today, market),
|
||||
).fetchone()
|
||||
decision_row = conn.execute(
|
||||
"""
|
||||
SELECT COUNT(*) AS c
|
||||
FROM decision_logs
|
||||
WHERE DATE(timestamp) = ? AND market = ?
|
||||
""",
|
||||
(today, market),
|
||||
).fetchone()
|
||||
playbook_row = conn.execute(
|
||||
"""
|
||||
SELECT status
|
||||
FROM playbooks
|
||||
WHERE date = ? AND market = ?
|
||||
LIMIT 1
|
||||
""",
|
||||
(today, market),
|
||||
).fetchone()
|
||||
market_status[market] = {
|
||||
"trade_count": int(trade_row["c"] if trade_row else 0),
|
||||
"total_pnl": float(trade_row["p"] if trade_row else 0.0),
|
||||
"decision_count": int(decision_row["c"] if decision_row else 0),
|
||||
"playbook_status": playbook_row["status"] if playbook_row else None,
|
||||
}
|
||||
total_trades += market_status[market]["trade_count"]
|
||||
total_pnl += market_status[market]["total_pnl"]
|
||||
total_decisions += market_status[market]["decision_count"]
|
||||
|
||||
return {
|
||||
"date": today,
|
||||
"markets": market_status,
|
||||
"totals": {
|
||||
"trade_count": total_trades,
|
||||
"total_pnl": round(total_pnl, 2),
|
||||
"decision_count": total_decisions,
|
||||
},
|
||||
}
|
||||
|
||||
@app.get("/api/playbook/{date_str}")
|
||||
def get_playbook(date_str: str, market: str = Query("KR")) -> dict[str, Any]:
|
||||
with _connect(db_path) as conn:
|
||||
row = conn.execute(
|
||||
"""
|
||||
SELECT date, market, status, playbook_json, generated_at,
|
||||
token_count, scenario_count, match_count
|
||||
FROM playbooks
|
||||
WHERE date = ? AND market = ?
|
||||
""",
|
||||
(date_str, market),
|
||||
).fetchone()
|
||||
if row is None:
|
||||
raise HTTPException(status_code=404, detail="playbook not found")
|
||||
return {
|
||||
"date": row["date"],
|
||||
"market": row["market"],
|
||||
"status": row["status"],
|
||||
"playbook": json.loads(row["playbook_json"]),
|
||||
"generated_at": row["generated_at"],
|
||||
"token_count": row["token_count"],
|
||||
"scenario_count": row["scenario_count"],
|
||||
"match_count": row["match_count"],
|
||||
}
|
||||
|
||||
@app.get("/api/scorecard/{date_str}")
|
||||
def get_scorecard(date_str: str, market: str = Query("KR")) -> dict[str, Any]:
|
||||
key = f"scorecard_{market}"
|
||||
with _connect(db_path) as conn:
|
||||
row = conn.execute(
|
||||
"""
|
||||
SELECT value
|
||||
FROM contexts
|
||||
WHERE layer = 'L6_DAILY' AND timeframe = ? AND key = ?
|
||||
""",
|
||||
(date_str, key),
|
||||
).fetchone()
|
||||
if row is None:
|
||||
raise HTTPException(status_code=404, detail="scorecard not found")
|
||||
return {"date": date_str, "market": market, "scorecard": json.loads(row["value"])}
|
||||
|
||||
@app.get("/api/performance")
|
||||
def get_performance(market: str = Query("all")) -> dict[str, Any]:
|
||||
with _connect(db_path) as conn:
|
||||
if market == "all":
|
||||
by_market_rows = conn.execute(
|
||||
"""
|
||||
SELECT market,
|
||||
COUNT(*) AS total_trades,
|
||||
SUM(CASE WHEN pnl > 0 THEN 1 ELSE 0 END) AS wins,
|
||||
SUM(CASE WHEN pnl < 0 THEN 1 ELSE 0 END) AS losses,
|
||||
COALESCE(SUM(pnl), 0.0) AS total_pnl,
|
||||
COALESCE(AVG(confidence), 0.0) AS avg_confidence
|
||||
FROM trades
|
||||
GROUP BY market
|
||||
ORDER BY market
|
||||
"""
|
||||
).fetchall()
|
||||
combined = _performance_from_rows(by_market_rows)
|
||||
return {
|
||||
"market": "all",
|
||||
"combined": combined,
|
||||
"by_market": [
|
||||
_row_to_performance(row)
|
||||
for row in by_market_rows
|
||||
],
|
||||
}
|
||||
|
||||
row = conn.execute(
|
||||
"""
|
||||
SELECT market,
|
||||
COUNT(*) AS total_trades,
|
||||
SUM(CASE WHEN pnl > 0 THEN 1 ELSE 0 END) AS wins,
|
||||
SUM(CASE WHEN pnl < 0 THEN 1 ELSE 0 END) AS losses,
|
||||
COALESCE(SUM(pnl), 0.0) AS total_pnl,
|
||||
COALESCE(AVG(confidence), 0.0) AS avg_confidence
|
||||
FROM trades
|
||||
WHERE market = ?
|
||||
GROUP BY market
|
||||
""",
|
||||
(market,),
|
||||
).fetchone()
|
||||
if row is None:
|
||||
return {"market": market, "metrics": _empty_performance(market)}
|
||||
return {"market": market, "metrics": _row_to_performance(row)}
|
||||
|
||||
@app.get("/api/context/{layer}")
|
||||
def get_context_layer(
|
||||
layer: str,
|
||||
timeframe: str | None = Query(default=None),
|
||||
limit: int = Query(default=100, ge=1, le=1000),
|
||||
) -> dict[str, Any]:
|
||||
with _connect(db_path) as conn:
|
||||
if timeframe is None:
|
||||
rows = conn.execute(
|
||||
"""
|
||||
SELECT timeframe, key, value, updated_at
|
||||
FROM contexts
|
||||
WHERE layer = ?
|
||||
ORDER BY updated_at DESC
|
||||
LIMIT ?
|
||||
""",
|
||||
(layer, limit),
|
||||
).fetchall()
|
||||
else:
|
||||
rows = conn.execute(
|
||||
"""
|
||||
SELECT timeframe, key, value, updated_at
|
||||
FROM contexts
|
||||
WHERE layer = ? AND timeframe = ?
|
||||
ORDER BY key
|
||||
LIMIT ?
|
||||
""",
|
||||
(layer, timeframe, limit),
|
||||
).fetchall()
|
||||
|
||||
entries = [
|
||||
{
|
||||
"timeframe": row["timeframe"],
|
||||
"key": row["key"],
|
||||
"value": json.loads(row["value"]),
|
||||
"updated_at": row["updated_at"],
|
||||
}
|
||||
for row in rows
|
||||
]
|
||||
return {
|
||||
"layer": layer,
|
||||
"timeframe": timeframe,
|
||||
"count": len(entries),
|
||||
"entries": entries,
|
||||
}
|
||||
|
||||
@app.get("/api/decisions")
|
||||
def get_decisions(
|
||||
market: str = Query("KR"),
|
||||
limit: int = Query(default=50, ge=1, le=500),
|
||||
) -> dict[str, Any]:
|
||||
with _connect(db_path) as conn:
|
||||
rows = conn.execute(
|
||||
"""
|
||||
SELECT decision_id, timestamp, stock_code, market, exchange_code,
|
||||
action, confidence, rationale, context_snapshot, input_data,
|
||||
outcome_pnl, outcome_accuracy
|
||||
FROM decision_logs
|
||||
WHERE market = ?
|
||||
ORDER BY timestamp DESC
|
||||
LIMIT ?
|
||||
""",
|
||||
(market, limit),
|
||||
).fetchall()
|
||||
decisions = []
|
||||
for row in rows:
|
||||
decisions.append(
|
||||
{
|
||||
"decision_id": row["decision_id"],
|
||||
"timestamp": row["timestamp"],
|
||||
"stock_code": row["stock_code"],
|
||||
"market": row["market"],
|
||||
"exchange_code": row["exchange_code"],
|
||||
"action": row["action"],
|
||||
"confidence": row["confidence"],
|
||||
"rationale": row["rationale"],
|
||||
"context_snapshot": json.loads(row["context_snapshot"]),
|
||||
"input_data": json.loads(row["input_data"]),
|
||||
"outcome_pnl": row["outcome_pnl"],
|
||||
"outcome_accuracy": row["outcome_accuracy"],
|
||||
}
|
||||
)
|
||||
return {"market": market, "count": len(decisions), "decisions": decisions}
|
||||
|
||||
@app.get("/api/scenarios/active")
|
||||
def get_active_scenarios(
|
||||
market: str = Query("US"),
|
||||
date_str: str | None = Query(default=None),
|
||||
limit: int = Query(default=50, ge=1, le=500),
|
||||
) -> dict[str, Any]:
|
||||
if date_str is None:
|
||||
date_str = datetime.now(UTC).date().isoformat()
|
||||
|
||||
with _connect(db_path) as conn:
|
||||
rows = conn.execute(
|
||||
"""
|
||||
SELECT timestamp, stock_code, action, confidence, rationale, context_snapshot
|
||||
FROM decision_logs
|
||||
WHERE market = ? AND DATE(timestamp) = ?
|
||||
ORDER BY timestamp DESC
|
||||
LIMIT ?
|
||||
""",
|
||||
(market, date_str, limit),
|
||||
).fetchall()
|
||||
matches: list[dict[str, Any]] = []
|
||||
for row in rows:
|
||||
snapshot = json.loads(row["context_snapshot"])
|
||||
scenario_match = snapshot.get("scenario_match", {})
|
||||
if not isinstance(scenario_match, dict) or not scenario_match:
|
||||
continue
|
||||
matches.append(
|
||||
{
|
||||
"timestamp": row["timestamp"],
|
||||
"stock_code": row["stock_code"],
|
||||
"action": row["action"],
|
||||
"confidence": row["confidence"],
|
||||
"rationale": row["rationale"],
|
||||
"scenario_match": scenario_match,
|
||||
}
|
||||
)
|
||||
return {"market": market, "date": date_str, "count": len(matches), "matches": matches}
|
||||
|
||||
return app
|
||||
|
||||
|
||||
def _connect(db_path: str) -> sqlite3.Connection:
|
||||
conn = sqlite3.connect(db_path)
|
||||
conn.row_factory = sqlite3.Row
|
||||
return conn
|
||||
|
||||
|
||||
def _row_to_performance(row: sqlite3.Row) -> dict[str, Any]:
|
||||
wins = int(row["wins"] or 0)
|
||||
losses = int(row["losses"] or 0)
|
||||
total = int(row["total_trades"] or 0)
|
||||
win_rate = round((wins / (wins + losses) * 100), 2) if (wins + losses) > 0 else 0.0
|
||||
return {
|
||||
"market": row["market"],
|
||||
"total_trades": total,
|
||||
"wins": wins,
|
||||
"losses": losses,
|
||||
"win_rate": win_rate,
|
||||
"total_pnl": round(float(row["total_pnl"] or 0.0), 2),
|
||||
"avg_confidence": round(float(row["avg_confidence"] or 0.0), 2),
|
||||
}
|
||||
|
||||
|
||||
def _performance_from_rows(rows: list[sqlite3.Row]) -> dict[str, Any]:
|
||||
total_trades = 0
|
||||
wins = 0
|
||||
losses = 0
|
||||
total_pnl = 0.0
|
||||
confidence_weighted = 0.0
|
||||
for row in rows:
|
||||
market_total = int(row["total_trades"] or 0)
|
||||
market_conf = float(row["avg_confidence"] or 0.0)
|
||||
total_trades += market_total
|
||||
wins += int(row["wins"] or 0)
|
||||
losses += int(row["losses"] or 0)
|
||||
total_pnl += float(row["total_pnl"] or 0.0)
|
||||
confidence_weighted += market_total * market_conf
|
||||
win_rate = round((wins / (wins + losses) * 100), 2) if (wins + losses) > 0 else 0.0
|
||||
avg_confidence = round(confidence_weighted / total_trades, 2) if total_trades > 0 else 0.0
|
||||
return {
|
||||
"market": "all",
|
||||
"total_trades": total_trades,
|
||||
"wins": wins,
|
||||
"losses": losses,
|
||||
"win_rate": win_rate,
|
||||
"total_pnl": round(total_pnl, 2),
|
||||
"avg_confidence": avg_confidence,
|
||||
}
|
||||
|
||||
|
||||
def _empty_performance(market: str) -> dict[str, Any]:
|
||||
return {
|
||||
"market": market,
|
||||
"total_trades": 0,
|
||||
"wins": 0,
|
||||
"losses": 0,
|
||||
"win_rate": 0.0,
|
||||
"total_pnl": 0.0,
|
||||
"avg_confidence": 0.0,
|
||||
}
|
||||
61
src/dashboard/static/index.html
Normal file
61
src/dashboard/static/index.html
Normal file
@@ -0,0 +1,61 @@
|
||||
<!doctype html>
|
||||
<html lang="en">
|
||||
<head>
|
||||
<meta charset="UTF-8" />
|
||||
<meta name="viewport" content="width=device-width, initial-scale=1.0" />
|
||||
<title>The Ouroboros Dashboard</title>
|
||||
<style>
|
||||
:root {
|
||||
--bg: #0b1724;
|
||||
--panel: #12263a;
|
||||
--fg: #e6eef7;
|
||||
--muted: #9fb3c8;
|
||||
--accent: #3cb371;
|
||||
}
|
||||
body {
|
||||
margin: 0;
|
||||
font-family: ui-monospace, SFMono-Regular, Menlo, monospace;
|
||||
background: radial-gradient(circle at top left, #173b58, var(--bg));
|
||||
color: var(--fg);
|
||||
}
|
||||
.wrap {
|
||||
max-width: 900px;
|
||||
margin: 48px auto;
|
||||
padding: 0 16px;
|
||||
}
|
||||
.card {
|
||||
background: color-mix(in oklab, var(--panel), black 12%);
|
||||
border: 1px solid #28455f;
|
||||
border-radius: 12px;
|
||||
padding: 20px;
|
||||
}
|
||||
h1 {
|
||||
margin-top: 0;
|
||||
}
|
||||
code {
|
||||
color: var(--accent);
|
||||
}
|
||||
li {
|
||||
margin: 6px 0;
|
||||
color: var(--muted);
|
||||
}
|
||||
</style>
|
||||
</head>
|
||||
<body>
|
||||
<div class="wrap">
|
||||
<div class="card">
|
||||
<h1>The Ouroboros Dashboard API</h1>
|
||||
<p>Use the following endpoints:</p>
|
||||
<ul>
|
||||
<li><code>/api/status</code></li>
|
||||
<li><code>/api/playbook/{date}?market=KR</code></li>
|
||||
<li><code>/api/scorecard/{date}?market=KR</code></li>
|
||||
<li><code>/api/performance?market=all</code></li>
|
||||
<li><code>/api/context/{layer}</code></li>
|
||||
<li><code>/api/decisions?market=KR</code></li>
|
||||
<li><code>/api/scenarios/active?market=US</code></li>
|
||||
</ul>
|
||||
</div>
|
||||
</div>
|
||||
</body>
|
||||
</html>
|
||||
80
src/main.py
80
src/main.py
@@ -22,12 +22,14 @@ from src.broker.overseas import OverseasBroker
|
||||
from src.config import Settings
|
||||
from src.context.aggregator import ContextAggregator
|
||||
from src.context.layer import ContextLayer
|
||||
from src.context.scheduler import ContextScheduler
|
||||
from src.context.store import ContextStore
|
||||
from src.core.criticality import CriticalityAssessor
|
||||
from src.core.priority_queue import PriorityTaskQueue
|
||||
from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected, RiskManager
|
||||
from src.db import get_latest_buy_trade, init_db, log_trade
|
||||
from src.evolution.daily_review import DailyReviewer
|
||||
from src.evolution.optimizer import EvolutionOptimizer
|
||||
from src.logging.decision_logger import DecisionLogger
|
||||
from src.logging_config import setup_logging
|
||||
from src.markets.schedule import MarketInfo, get_next_market_open, get_open_markets
|
||||
@@ -744,6 +746,7 @@ async def _handle_market_close(
|
||||
telegram: TelegramClient,
|
||||
context_aggregator: ContextAggregator,
|
||||
daily_reviewer: DailyReviewer,
|
||||
evolution_optimizer: EvolutionOptimizer | None = None,
|
||||
) -> None:
|
||||
"""Handle market-close tasks: notify, aggregate, review, and store context."""
|
||||
await telegram.notify_market_close(market_name, 0.0)
|
||||
@@ -771,6 +774,75 @@ async def _handle_market_close(
|
||||
f"Lessons: {', '.join(scorecard.lessons) if scorecard.lessons else 'N/A'}"
|
||||
)
|
||||
|
||||
if evolution_optimizer is not None:
|
||||
await _run_evolution_loop(
|
||||
evolution_optimizer=evolution_optimizer,
|
||||
telegram=telegram,
|
||||
market_code=market_code,
|
||||
market_date=market_date,
|
||||
)
|
||||
|
||||
|
||||
def _run_context_scheduler(
|
||||
scheduler: ContextScheduler, now: datetime | None = None,
|
||||
) -> None:
|
||||
"""Run periodic context scheduler tasks and log when anything executes."""
|
||||
result = scheduler.run_if_due(now=now)
|
||||
if any(
|
||||
[
|
||||
result.weekly,
|
||||
result.monthly,
|
||||
result.quarterly,
|
||||
result.annual,
|
||||
result.legacy,
|
||||
result.cleanup,
|
||||
]
|
||||
):
|
||||
logger.info(
|
||||
(
|
||||
"Context scheduler ran (weekly=%s, monthly=%s, quarterly=%s, "
|
||||
"annual=%s, legacy=%s, cleanup=%s)"
|
||||
),
|
||||
result.weekly,
|
||||
result.monthly,
|
||||
result.quarterly,
|
||||
result.annual,
|
||||
result.legacy,
|
||||
result.cleanup,
|
||||
)
|
||||
|
||||
|
||||
async def _run_evolution_loop(
|
||||
evolution_optimizer: EvolutionOptimizer,
|
||||
telegram: TelegramClient,
|
||||
market_code: str,
|
||||
market_date: str,
|
||||
) -> None:
|
||||
"""Run evolution loop once at US close (end of trading day)."""
|
||||
if market_code != "US":
|
||||
return
|
||||
|
||||
try:
|
||||
pr_info = await evolution_optimizer.evolve()
|
||||
except Exception as exc:
|
||||
logger.warning("Evolution loop failed on %s: %s", market_date, exc)
|
||||
return
|
||||
|
||||
if pr_info is None:
|
||||
logger.info("Evolution loop skipped on %s (no actionable failures)", market_date)
|
||||
return
|
||||
|
||||
try:
|
||||
await telegram.send_message(
|
||||
"<b>Evolution Update</b>\n"
|
||||
f"Date: {market_date}\n"
|
||||
f"PR: {pr_info.get('title', 'N/A')}\n"
|
||||
f"Branch: {pr_info.get('branch', 'N/A')}\n"
|
||||
f"Status: {pr_info.get('status', 'N/A')}"
|
||||
)
|
||||
except Exception as exc:
|
||||
logger.warning("Evolution notification failed on %s: %s", market_date, exc)
|
||||
|
||||
|
||||
async def run(settings: Settings) -> None:
|
||||
"""Main async loop — iterate over open markets on a timer."""
|
||||
@@ -782,6 +854,11 @@ async def run(settings: Settings) -> None:
|
||||
decision_logger = DecisionLogger(db_conn)
|
||||
context_store = ContextStore(db_conn)
|
||||
context_aggregator = ContextAggregator(db_conn)
|
||||
context_scheduler = ContextScheduler(
|
||||
aggregator=context_aggregator,
|
||||
store=context_store,
|
||||
)
|
||||
evolution_optimizer = EvolutionOptimizer(settings)
|
||||
|
||||
# V2 proactive strategy components
|
||||
context_selector = ContextSelector(context_store)
|
||||
@@ -1015,6 +1092,7 @@ async def run(settings: Settings) -> None:
|
||||
while not shutdown.is_set():
|
||||
# Wait for trading to be unpaused
|
||||
await pause_trading.wait()
|
||||
_run_context_scheduler(context_scheduler, now=datetime.now(UTC))
|
||||
|
||||
try:
|
||||
await run_daily_session(
|
||||
@@ -1053,6 +1131,7 @@ async def run(settings: Settings) -> None:
|
||||
while not shutdown.is_set():
|
||||
# Wait for trading to be unpaused
|
||||
await pause_trading.wait()
|
||||
_run_context_scheduler(context_scheduler, now=datetime.now(UTC))
|
||||
|
||||
# Get currently open markets
|
||||
open_markets = get_open_markets(settings.enabled_market_list)
|
||||
@@ -1073,6 +1152,7 @@ async def run(settings: Settings) -> None:
|
||||
telegram=telegram,
|
||||
context_aggregator=context_aggregator,
|
||||
daily_reviewer=daily_reviewer,
|
||||
evolution_optimizer=evolution_optimizer,
|
||||
)
|
||||
except Exception as exc:
|
||||
logger.warning("Market close notification failed: %s", exc)
|
||||
|
||||
@@ -95,10 +95,17 @@ class PreMarketPlanner:
|
||||
try:
|
||||
# 1. Gather context
|
||||
context_data = self._gather_context()
|
||||
self_market_scorecard = self.build_self_market_scorecard(market, today)
|
||||
cross_market = self.build_cross_market_context(market, today)
|
||||
|
||||
# 2. Build prompt
|
||||
prompt = self._build_prompt(market, candidates, context_data, cross_market)
|
||||
prompt = self._build_prompt(
|
||||
market,
|
||||
candidates,
|
||||
context_data,
|
||||
self_market_scorecard,
|
||||
cross_market,
|
||||
)
|
||||
|
||||
# 3. Call Gemini
|
||||
market_data = {
|
||||
@@ -176,6 +183,37 @@ class PreMarketPlanner:
|
||||
lessons=scorecard_data.get("lessons", []),
|
||||
)
|
||||
|
||||
def build_self_market_scorecard(
|
||||
self, market: str, today: date | None = None,
|
||||
) -> dict[str, Any] | None:
|
||||
"""Build previous-day scorecard for the same market."""
|
||||
if today is None:
|
||||
today = date.today()
|
||||
timeframe = (today - timedelta(days=1)).isoformat()
|
||||
scorecard_key = f"scorecard_{market}"
|
||||
scorecard_data = self._context_store.get_context(
|
||||
ContextLayer.L6_DAILY, timeframe, scorecard_key
|
||||
)
|
||||
|
||||
if scorecard_data is None:
|
||||
return None
|
||||
|
||||
if isinstance(scorecard_data, str):
|
||||
try:
|
||||
scorecard_data = json.loads(scorecard_data)
|
||||
except (json.JSONDecodeError, TypeError):
|
||||
return None
|
||||
|
||||
if not isinstance(scorecard_data, dict):
|
||||
return None
|
||||
|
||||
return {
|
||||
"date": timeframe,
|
||||
"total_pnl": float(scorecard_data.get("total_pnl", 0.0)),
|
||||
"win_rate": float(scorecard_data.get("win_rate", 0.0)),
|
||||
"lessons": scorecard_data.get("lessons", []),
|
||||
}
|
||||
|
||||
def _gather_context(self) -> dict[str, Any]:
|
||||
"""Gather strategic context using ContextSelector."""
|
||||
layers = self._context_selector.select_layers(
|
||||
@@ -189,6 +227,7 @@ class PreMarketPlanner:
|
||||
market: str,
|
||||
candidates: list[ScanCandidate],
|
||||
context_data: dict[str, Any],
|
||||
self_market_scorecard: dict[str, Any] | None,
|
||||
cross_market: CrossMarketContext | None,
|
||||
) -> str:
|
||||
"""Build a structured prompt for Gemini to generate scenario JSON."""
|
||||
@@ -212,6 +251,18 @@ class PreMarketPlanner:
|
||||
if cross_market.lessons:
|
||||
cross_market_text += f"- Lessons: {'; '.join(cross_market.lessons[:3])}\n"
|
||||
|
||||
self_market_text = ""
|
||||
if self_market_scorecard:
|
||||
self_market_text = (
|
||||
f"\n## My Market Previous Day ({market})\n"
|
||||
f"- Date: {self_market_scorecard['date']}\n"
|
||||
f"- P&L: {self_market_scorecard['total_pnl']:+.2f}%\n"
|
||||
f"- Win Rate: {self_market_scorecard['win_rate']:.0f}%\n"
|
||||
)
|
||||
lessons = self_market_scorecard.get("lessons", [])
|
||||
if lessons:
|
||||
self_market_text += f"- Lessons: {'; '.join(lessons[:3])}\n"
|
||||
|
||||
context_text = ""
|
||||
if context_data:
|
||||
context_text = "\n## Strategic Context\n"
|
||||
@@ -225,6 +276,7 @@ class PreMarketPlanner:
|
||||
f"You are a pre-market trading strategist for the {market} market.\n"
|
||||
f"Generate structured trading scenarios for today.\n\n"
|
||||
f"## Candidates (from volatility scanner)\n{candidates_text}\n"
|
||||
f"{self_market_text}"
|
||||
f"{cross_market_text}"
|
||||
f"{context_text}\n"
|
||||
f"## Instructions\n"
|
||||
|
||||
270
tests/test_dashboard.py
Normal file
270
tests/test_dashboard.py
Normal file
@@ -0,0 +1,270 @@
|
||||
"""Tests for FastAPI dashboard endpoints."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import sqlite3
|
||||
from pathlib import Path
|
||||
|
||||
import pytest
|
||||
|
||||
pytest.importorskip("fastapi")
|
||||
from fastapi.testclient import TestClient
|
||||
|
||||
from src.dashboard.app import create_dashboard_app
|
||||
from src.db import init_db
|
||||
|
||||
|
||||
def _seed_db(conn: sqlite3.Connection) -> None:
|
||||
conn.execute(
|
||||
"""
|
||||
INSERT INTO playbooks (
|
||||
date, market, status, playbook_json, generated_at,
|
||||
token_count, scenario_count, match_count
|
||||
) VALUES (?, ?, ?, ?, ?, ?, ?, ?)
|
||||
""",
|
||||
(
|
||||
"2026-02-14",
|
||||
"KR",
|
||||
"ready",
|
||||
json.dumps({"market": "KR", "stock_playbooks": []}),
|
||||
"2026-02-14T08:30:00+00:00",
|
||||
123,
|
||||
2,
|
||||
1,
|
||||
),
|
||||
)
|
||||
conn.execute(
|
||||
"""
|
||||
INSERT INTO contexts (layer, timeframe, key, value, created_at, updated_at)
|
||||
VALUES (?, ?, ?, ?, ?, ?)
|
||||
""",
|
||||
(
|
||||
"L6_DAILY",
|
||||
"2026-02-14",
|
||||
"scorecard_KR",
|
||||
json.dumps({"market": "KR", "total_pnl": 1.5, "win_rate": 60.0}),
|
||||
"2026-02-14T15:30:00+00:00",
|
||||
"2026-02-14T15:30:00+00:00",
|
||||
),
|
||||
)
|
||||
conn.execute(
|
||||
"""
|
||||
INSERT INTO contexts (layer, timeframe, key, value, created_at, updated_at)
|
||||
VALUES (?, ?, ?, ?, ?, ?)
|
||||
""",
|
||||
(
|
||||
"L7_REALTIME",
|
||||
"2026-02-14T10:00:00+00:00",
|
||||
"volatility_KR_005930",
|
||||
json.dumps({"momentum_score": 70.0}),
|
||||
"2026-02-14T10:00:00+00:00",
|
||||
"2026-02-14T10:00:00+00:00",
|
||||
),
|
||||
)
|
||||
conn.execute(
|
||||
"""
|
||||
INSERT INTO decision_logs (
|
||||
decision_id, timestamp, stock_code, market, exchange_code,
|
||||
action, confidence, rationale, context_snapshot, input_data
|
||||
) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
|
||||
""",
|
||||
(
|
||||
"d-kr-1",
|
||||
"2026-02-14T09:10:00+00:00",
|
||||
"005930",
|
||||
"KR",
|
||||
"KRX",
|
||||
"BUY",
|
||||
85,
|
||||
"signal matched",
|
||||
json.dumps({"scenario_match": {"rsi": 28.0}}),
|
||||
json.dumps({"current_price": 70000}),
|
||||
),
|
||||
)
|
||||
conn.execute(
|
||||
"""
|
||||
INSERT INTO decision_logs (
|
||||
decision_id, timestamp, stock_code, market, exchange_code,
|
||||
action, confidence, rationale, context_snapshot, input_data
|
||||
) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
|
||||
""",
|
||||
(
|
||||
"d-us-1",
|
||||
"2026-02-14T21:10:00+00:00",
|
||||
"AAPL",
|
||||
"US",
|
||||
"NASDAQ",
|
||||
"SELL",
|
||||
80,
|
||||
"no match",
|
||||
json.dumps({"scenario_match": {}}),
|
||||
json.dumps({"current_price": 200}),
|
||||
),
|
||||
)
|
||||
conn.execute(
|
||||
"""
|
||||
INSERT INTO trades (
|
||||
timestamp, stock_code, action, confidence, rationale,
|
||||
quantity, price, pnl, market, exchange_code, selection_context, decision_id
|
||||
) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
|
||||
""",
|
||||
(
|
||||
"2026-02-14T09:11:00+00:00",
|
||||
"005930",
|
||||
"BUY",
|
||||
85,
|
||||
"buy",
|
||||
1,
|
||||
70000,
|
||||
2.0,
|
||||
"KR",
|
||||
"KRX",
|
||||
None,
|
||||
"d-kr-1",
|
||||
),
|
||||
)
|
||||
conn.execute(
|
||||
"""
|
||||
INSERT INTO trades (
|
||||
timestamp, stock_code, action, confidence, rationale,
|
||||
quantity, price, pnl, market, exchange_code, selection_context, decision_id
|
||||
) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
|
||||
""",
|
||||
(
|
||||
"2026-02-14T21:11:00+00:00",
|
||||
"AAPL",
|
||||
"SELL",
|
||||
80,
|
||||
"sell",
|
||||
1,
|
||||
200,
|
||||
-1.0,
|
||||
"US",
|
||||
"NASDAQ",
|
||||
None,
|
||||
"d-us-1",
|
||||
),
|
||||
)
|
||||
conn.commit()
|
||||
|
||||
|
||||
def _client(tmp_path: Path) -> TestClient:
|
||||
db_path = tmp_path / "dashboard_test.db"
|
||||
conn = init_db(str(db_path))
|
||||
_seed_db(conn)
|
||||
conn.close()
|
||||
app = create_dashboard_app(str(db_path))
|
||||
return TestClient(app)
|
||||
|
||||
|
||||
def test_index_serves_html(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/")
|
||||
assert resp.status_code == 200
|
||||
assert "The Ouroboros Dashboard API" in resp.text
|
||||
|
||||
|
||||
def test_status_endpoint(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/status")
|
||||
assert resp.status_code == 200
|
||||
body = resp.json()
|
||||
assert "KR" in body["markets"]
|
||||
assert "US" in body["markets"]
|
||||
assert "totals" in body
|
||||
|
||||
|
||||
def test_playbook_found(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/playbook/2026-02-14?market=KR")
|
||||
assert resp.status_code == 200
|
||||
assert resp.json()["market"] == "KR"
|
||||
|
||||
|
||||
def test_playbook_not_found(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/playbook/2026-02-15?market=KR")
|
||||
assert resp.status_code == 404
|
||||
|
||||
|
||||
def test_scorecard_found(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/scorecard/2026-02-14?market=KR")
|
||||
assert resp.status_code == 200
|
||||
assert resp.json()["scorecard"]["total_pnl"] == 1.5
|
||||
|
||||
|
||||
def test_scorecard_not_found(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/scorecard/2026-02-15?market=KR")
|
||||
assert resp.status_code == 404
|
||||
|
||||
|
||||
def test_performance_all(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/performance?market=all")
|
||||
assert resp.status_code == 200
|
||||
body = resp.json()
|
||||
assert body["market"] == "all"
|
||||
assert body["combined"]["total_trades"] == 2
|
||||
assert len(body["by_market"]) == 2
|
||||
|
||||
|
||||
def test_performance_market_filter(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/performance?market=KR")
|
||||
assert resp.status_code == 200
|
||||
body = resp.json()
|
||||
assert body["market"] == "KR"
|
||||
assert body["metrics"]["total_trades"] == 1
|
||||
|
||||
|
||||
def test_performance_empty_market(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/performance?market=JP")
|
||||
assert resp.status_code == 200
|
||||
assert resp.json()["metrics"]["total_trades"] == 0
|
||||
|
||||
|
||||
def test_context_layer_all(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/context/L7_REALTIME")
|
||||
assert resp.status_code == 200
|
||||
body = resp.json()
|
||||
assert body["layer"] == "L7_REALTIME"
|
||||
assert body["count"] == 1
|
||||
|
||||
|
||||
def test_context_layer_timeframe_filter(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/context/L6_DAILY?timeframe=2026-02-14")
|
||||
assert resp.status_code == 200
|
||||
body = resp.json()
|
||||
assert body["count"] == 1
|
||||
assert body["entries"][0]["key"] == "scorecard_KR"
|
||||
|
||||
|
||||
def test_decisions_endpoint(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/decisions?market=KR")
|
||||
assert resp.status_code == 200
|
||||
body = resp.json()
|
||||
assert body["count"] == 1
|
||||
assert body["decisions"][0]["decision_id"] == "d-kr-1"
|
||||
|
||||
|
||||
def test_scenarios_active_filters_non_matched(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/scenarios/active?market=KR&date_str=2026-02-14")
|
||||
assert resp.status_code == 200
|
||||
body = resp.json()
|
||||
assert body["count"] == 1
|
||||
assert body["matches"][0]["stock_code"] == "005930"
|
||||
|
||||
|
||||
def test_scenarios_active_empty_when_no_matches(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/scenarios/active?market=US&date_str=2026-02-14")
|
||||
assert resp.status_code == 200
|
||||
assert resp.json()["count"] == 0
|
||||
@@ -1,16 +1,23 @@
|
||||
"""Tests for main trading loop integration."""
|
||||
|
||||
from datetime import UTC, date
|
||||
from datetime import UTC, date, datetime
|
||||
from unittest.mock import ANY, AsyncMock, MagicMock, patch
|
||||
|
||||
import pytest
|
||||
|
||||
from src.context.layer import ContextLayer
|
||||
from src.context.scheduler import ScheduleResult
|
||||
from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
|
||||
from src.db import init_db, log_trade
|
||||
from src.evolution.scorecard import DailyScorecard
|
||||
from src.logging.decision_logger import DecisionLogger
|
||||
from src.main import _handle_market_close, safe_float, trading_cycle
|
||||
from src.main import (
|
||||
_handle_market_close,
|
||||
_run_context_scheduler,
|
||||
_run_evolution_loop,
|
||||
safe_float,
|
||||
trading_cycle,
|
||||
)
|
||||
from src.strategy.models import (
|
||||
DayPlaybook,
|
||||
ScenarioAction,
|
||||
@@ -1295,3 +1302,155 @@ async def test_handle_market_close_without_lessons_stores_once() -> None:
|
||||
)
|
||||
|
||||
assert reviewer.store_scorecard_in_context.call_count == 1
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_handle_market_close_triggers_evolution_for_us() -> None:
|
||||
telegram = MagicMock()
|
||||
telegram.notify_market_close = AsyncMock()
|
||||
telegram.send_message = AsyncMock()
|
||||
|
||||
context_aggregator = MagicMock()
|
||||
reviewer = MagicMock()
|
||||
reviewer.generate_scorecard.return_value = DailyScorecard(
|
||||
date="2026-02-14",
|
||||
market="US",
|
||||
total_decisions=2,
|
||||
buys=1,
|
||||
sells=1,
|
||||
holds=0,
|
||||
total_pnl=3.0,
|
||||
win_rate=50.0,
|
||||
avg_confidence=80.0,
|
||||
scenario_match_rate=100.0,
|
||||
)
|
||||
reviewer.generate_lessons = AsyncMock(return_value=[])
|
||||
|
||||
evolution_optimizer = MagicMock()
|
||||
evolution_optimizer.evolve = AsyncMock(return_value=None)
|
||||
|
||||
await _handle_market_close(
|
||||
market_code="US",
|
||||
market_name="United States",
|
||||
market_timezone=UTC,
|
||||
telegram=telegram,
|
||||
context_aggregator=context_aggregator,
|
||||
daily_reviewer=reviewer,
|
||||
evolution_optimizer=evolution_optimizer,
|
||||
)
|
||||
|
||||
evolution_optimizer.evolve.assert_called_once()
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_handle_market_close_skips_evolution_for_kr() -> None:
|
||||
telegram = MagicMock()
|
||||
telegram.notify_market_close = AsyncMock()
|
||||
telegram.send_message = AsyncMock()
|
||||
|
||||
context_aggregator = MagicMock()
|
||||
reviewer = MagicMock()
|
||||
reviewer.generate_scorecard.return_value = DailyScorecard(
|
||||
date="2026-02-14",
|
||||
market="KR",
|
||||
total_decisions=1,
|
||||
buys=1,
|
||||
sells=0,
|
||||
holds=0,
|
||||
total_pnl=1.0,
|
||||
win_rate=100.0,
|
||||
avg_confidence=90.0,
|
||||
scenario_match_rate=100.0,
|
||||
)
|
||||
reviewer.generate_lessons = AsyncMock(return_value=[])
|
||||
|
||||
evolution_optimizer = MagicMock()
|
||||
evolution_optimizer.evolve = AsyncMock(return_value=None)
|
||||
|
||||
await _handle_market_close(
|
||||
market_code="KR",
|
||||
market_name="Korea",
|
||||
market_timezone=UTC,
|
||||
telegram=telegram,
|
||||
context_aggregator=context_aggregator,
|
||||
daily_reviewer=reviewer,
|
||||
evolution_optimizer=evolution_optimizer,
|
||||
)
|
||||
|
||||
evolution_optimizer.evolve.assert_not_called()
|
||||
|
||||
|
||||
def test_run_context_scheduler_invokes_scheduler() -> None:
|
||||
"""Scheduler helper should call run_if_due with provided datetime."""
|
||||
scheduler = MagicMock()
|
||||
scheduler.run_if_due = MagicMock(return_value=ScheduleResult(cleanup=True))
|
||||
|
||||
_run_context_scheduler(scheduler, now=datetime(2026, 2, 14, tzinfo=UTC))
|
||||
|
||||
scheduler.run_if_due.assert_called_once()
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_run_evolution_loop_skips_non_us_market() -> None:
|
||||
optimizer = MagicMock()
|
||||
optimizer.evolve = AsyncMock()
|
||||
telegram = MagicMock()
|
||||
telegram.send_message = AsyncMock()
|
||||
|
||||
await _run_evolution_loop(
|
||||
evolution_optimizer=optimizer,
|
||||
telegram=telegram,
|
||||
market_code="KR",
|
||||
market_date="2026-02-14",
|
||||
)
|
||||
|
||||
optimizer.evolve.assert_not_called()
|
||||
telegram.send_message.assert_not_called()
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_run_evolution_loop_notifies_when_pr_generated() -> None:
|
||||
optimizer = MagicMock()
|
||||
optimizer.evolve = AsyncMock(
|
||||
return_value={
|
||||
"title": "[Evolution] New strategy: v20260214_050000",
|
||||
"branch": "evolution/v20260214_050000",
|
||||
"status": "ready_for_review",
|
||||
}
|
||||
)
|
||||
telegram = MagicMock()
|
||||
telegram.send_message = AsyncMock()
|
||||
|
||||
await _run_evolution_loop(
|
||||
evolution_optimizer=optimizer,
|
||||
telegram=telegram,
|
||||
market_code="US",
|
||||
market_date="2026-02-14",
|
||||
)
|
||||
|
||||
optimizer.evolve.assert_called_once()
|
||||
telegram.send_message.assert_called_once()
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_run_evolution_loop_notification_error_is_ignored() -> None:
|
||||
optimizer = MagicMock()
|
||||
optimizer.evolve = AsyncMock(
|
||||
return_value={
|
||||
"title": "[Evolution] New strategy: v20260214_050000",
|
||||
"branch": "evolution/v20260214_050000",
|
||||
"status": "ready_for_review",
|
||||
}
|
||||
)
|
||||
telegram = MagicMock()
|
||||
telegram.send_message = AsyncMock(side_effect=RuntimeError("telegram down"))
|
||||
|
||||
await _run_evolution_loop(
|
||||
evolution_optimizer=optimizer,
|
||||
telegram=telegram,
|
||||
market_code="US",
|
||||
market_date="2026-02-14",
|
||||
)
|
||||
|
||||
optimizer.evolve.assert_called_once()
|
||||
telegram.send_message.assert_called_once()
|
||||
|
||||
@@ -88,6 +88,7 @@ def _make_planner(
|
||||
token_count: int = 200,
|
||||
context_data: dict | None = None,
|
||||
scorecard_data: dict | None = None,
|
||||
scorecard_map: dict[tuple[str, str, str], dict | None] | None = None,
|
||||
) -> PreMarketPlanner:
|
||||
"""Create a PreMarketPlanner with mocked dependencies."""
|
||||
if not gemini_response:
|
||||
@@ -106,7 +107,14 @@ def _make_planner(
|
||||
|
||||
# Mock ContextStore
|
||||
store = MagicMock()
|
||||
store.get_context = MagicMock(return_value=scorecard_data)
|
||||
if scorecard_map is not None:
|
||||
store.get_context = MagicMock(
|
||||
side_effect=lambda layer, timeframe, key: scorecard_map.get(
|
||||
(layer.value if hasattr(layer, "value") else layer, timeframe, key)
|
||||
)
|
||||
)
|
||||
else:
|
||||
store.get_context = MagicMock(return_value=scorecard_data)
|
||||
|
||||
# Mock ContextSelector
|
||||
selector = MagicMock()
|
||||
@@ -282,6 +290,30 @@ class TestGeneratePlaybook:
|
||||
)
|
||||
planner._context_selector.get_context_data.assert_called_once()
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_generate_playbook_injects_self_and_cross_scorecards(self) -> None:
|
||||
scorecard_map = {
|
||||
(ContextLayer.L6_DAILY.value, "2026-02-07", "scorecard_KR"): {
|
||||
"total_pnl": -1.0,
|
||||
"win_rate": 40,
|
||||
"lessons": ["Tighten entries"],
|
||||
},
|
||||
(ContextLayer.L6_DAILY.value, "2026-02-07", "scorecard_US"): {
|
||||
"total_pnl": 1.5,
|
||||
"win_rate": 62,
|
||||
"index_change_pct": 0.9,
|
||||
"lessons": ["Follow momentum"],
|
||||
},
|
||||
}
|
||||
planner = _make_planner(scorecard_map=scorecard_map)
|
||||
|
||||
await planner.generate_playbook("KR", [_candidate()], today=date(2026, 2, 8))
|
||||
|
||||
call_market_data = planner._gemini.decide.call_args.args[0]
|
||||
prompt = call_market_data["prompt_override"]
|
||||
assert "My Market Previous Day (KR)" in prompt
|
||||
assert "Other Market (US)" in prompt
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# _parse_response
|
||||
@@ -481,6 +513,32 @@ class TestBuildCrossMarketContext:
|
||||
assert ctx is None
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# build_self_market_scorecard
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
|
||||
class TestBuildSelfMarketScorecard:
|
||||
def test_reads_previous_day_scorecard(self) -> None:
|
||||
scorecard = {"total_pnl": -1.2, "win_rate": 45, "lessons": ["Reduce overtrading"]}
|
||||
planner = _make_planner(scorecard_data=scorecard)
|
||||
|
||||
data = planner.build_self_market_scorecard("KR", today=date(2026, 2, 8))
|
||||
|
||||
assert data is not None
|
||||
assert data["date"] == "2026-02-07"
|
||||
assert data["total_pnl"] == -1.2
|
||||
assert data["win_rate"] == 45
|
||||
assert "Reduce overtrading" in data["lessons"]
|
||||
planner._context_store.get_context.assert_called_once_with(
|
||||
ContextLayer.L6_DAILY, "2026-02-07", "scorecard_KR"
|
||||
)
|
||||
|
||||
def test_missing_scorecard_returns_none(self) -> None:
|
||||
planner = _make_planner(scorecard_data=None)
|
||||
assert planner.build_self_market_scorecard("US", today=date(2026, 2, 8)) is None
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# _build_prompt
|
||||
# ---------------------------------------------------------------------------
|
||||
@@ -491,7 +549,7 @@ class TestBuildPrompt:
|
||||
planner = _make_planner()
|
||||
candidates = [_candidate(code="005930", name="Samsung")]
|
||||
|
||||
prompt = planner._build_prompt("KR", candidates, {}, None)
|
||||
prompt = planner._build_prompt("KR", candidates, {}, None, None)
|
||||
|
||||
assert "005930" in prompt
|
||||
assert "Samsung" in prompt
|
||||
@@ -505,7 +563,7 @@ class TestBuildPrompt:
|
||||
win_rate=60, index_change_pct=0.8, lessons=["Cut losses early"],
|
||||
)
|
||||
|
||||
prompt = planner._build_prompt("KR", [_candidate()], {}, cross)
|
||||
prompt = planner._build_prompt("KR", [_candidate()], {}, None, cross)
|
||||
|
||||
assert "Other Market (US)" in prompt
|
||||
assert "+1.50%" in prompt
|
||||
@@ -515,7 +573,7 @@ class TestBuildPrompt:
|
||||
planner = _make_planner()
|
||||
context = {"L6_DAILY": {"win_rate": 0.65, "total_pnl": 2.5}}
|
||||
|
||||
prompt = planner._build_prompt("KR", [_candidate()], context, None)
|
||||
prompt = planner._build_prompt("KR", [_candidate()], context, None, None)
|
||||
|
||||
assert "Strategic Context" in prompt
|
||||
assert "L6_DAILY" in prompt
|
||||
@@ -523,15 +581,30 @@ class TestBuildPrompt:
|
||||
|
||||
def test_prompt_contains_max_scenarios(self) -> None:
|
||||
planner = _make_planner()
|
||||
prompt = planner._build_prompt("KR", [_candidate()], {}, None)
|
||||
prompt = planner._build_prompt("KR", [_candidate()], {}, None, None)
|
||||
|
||||
assert f"Max {planner._settings.MAX_SCENARIOS_PER_STOCK} scenarios" in prompt
|
||||
|
||||
def test_prompt_market_name(self) -> None:
|
||||
planner = _make_planner()
|
||||
prompt = planner._build_prompt("US", [_candidate()], {}, None)
|
||||
prompt = planner._build_prompt("US", [_candidate()], {}, None, None)
|
||||
assert "US market" in prompt
|
||||
|
||||
def test_prompt_contains_self_market_scorecard(self) -> None:
|
||||
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