feat: use market_outlook to adjust BUY confidence threshold (#173)

- Import MarketOutlook at module level in main.py
- After scenario evaluation, check market_outlook and apply BUY confidence
  threshold: BEARISH→90, BULLISH→75, others→settings.CONFIDENCE_THRESHOLD
- BUY actions below the adjusted threshold are downgraded to HOLD with
  a descriptive rationale including the outlook and threshold values
- Add 5 integration tests covering bearish suppression, bearish allow,
  bullish allow, bullish suppression, and neutral default threshold

Closes #173

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

src/main.py

@@ -42,7 +42,7 @@ 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
 from src.notifications.telegram_client import NotificationFilter, TelegramClient, TelegramCommandHandler
-from src.strategy.models import DayPlaybook
+from src.strategy.models import DayPlaybook, MarketOutlook
 from src.strategy.playbook_store import PlaybookStore
 from src.strategy.pre_market_planner import PreMarketPlanner
 from src.strategy.scenario_engine import ScenarioEngine
@@ -457,6 +457,34 @@ async def trading_cycle(
     )
     stock_playbook = playbook.get_stock_playbook(stock_code)
 
+    # 2.1. Apply market_outlook-based BUY confidence threshold
+    if decision.action == "BUY":
+        base_threshold = (settings.CONFIDENCE_THRESHOLD if settings else 80)
+        outlook = playbook.market_outlook
+        if outlook == MarketOutlook.BEARISH:
+            min_confidence = 90
+        elif outlook == MarketOutlook.BULLISH:
+            min_confidence = 75
+        else:
+            min_confidence = base_threshold
+        if match.confidence < min_confidence:
+            logger.info(
+                "BUY suppressed for %s (%s): confidence %d < %d (market_outlook=%s)",
+                stock_code,
+                market.name,
+                match.confidence,
+                min_confidence,
+                outlook.value,
+            )
+            decision = TradeDecision(
+                action="HOLD",
+                confidence=match.confidence,
+                rationale=(
+                    f"BUY confidence {match.confidence} < {min_confidence} "
+                    f"(market_outlook={outlook.value})"
+                ),
+            )
+
     if decision.action == "HOLD":
         open_position = get_open_position(db_conn, stock_code, market.code)
         if open_position:

src/strategy/models.py

@@ -46,18 +46,6 @@ class StockCondition(BaseModel):
 
     The ScenarioEngine evaluates all non-None fields as AND conditions.
     A condition matches only if ALL specified fields are satisfied.
-
-    Technical indicator fields:
-        rsi_below / rsi_above — RSI threshold
-        volume_ratio_above / volume_ratio_below — volume vs previous day
-        price_above / price_below — absolute price level
-        price_change_pct_above / price_change_pct_below — intraday % change
-
-    Position-aware fields (require market_data enrichment from open position):
-        unrealized_pnl_pct_above — matches if unrealized P&L > threshold (e.g. 3.0 → +3%)
-        unrealized_pnl_pct_below — matches if unrealized P&L < threshold (e.g. -2.0 → -2%)
-        holding_days_above — matches if position held for more than N days
-        holding_days_below — matches if position held for fewer than N days
     """
 
     rsi_below: float | None = None
@@ -68,10 +56,6 @@ class StockCondition(BaseModel):
     price_below: float | None = None
     price_change_pct_above: float | None = None
     price_change_pct_below: float | None = None
-    unrealized_pnl_pct_above: float | None = None
-    unrealized_pnl_pct_below: float | None = None
-    holding_days_above: int | None = None
-    holding_days_below: int | None = None
 
     def has_any_condition(self) -> bool:
         """Check if at least one condition field is set."""
@@ -86,10 +70,6 @@ class StockCondition(BaseModel):
                 self.price_below,
                 self.price_change_pct_above,
                 self.price_change_pct_below,
-                self.unrealized_pnl_pct_above,
-                self.unrealized_pnl_pct_below,
-                self.holding_days_above,
-                self.holding_days_below,
             )
         )
 

src/strategy/pre_market_planner.py

@@ -294,8 +294,7 @@ class PreMarketPlanner:
             f'      "stock_code": "...",\n'
             f'      "scenarios": [\n'
             f'        {{\n'
-            f'          "condition": {{"rsi_below": 30, "volume_ratio_above": 2.0,'
-            f' "unrealized_pnl_pct_above": 3.0, "holding_days_above": 5}},\n'
+            f'          "condition": {{"rsi_below": 30, "volume_ratio_above": 2.0}},\n'
             f'          "action": "BUY|SELL|HOLD",\n'
             f'          "confidence": 85,\n'
             f'          "allocation_pct": 10.0,\n'
@@ -391,10 +390,6 @@ class PreMarketPlanner:
                 price_below=cond_data.get("price_below"),
                 price_change_pct_above=cond_data.get("price_change_pct_above"),
                 price_change_pct_below=cond_data.get("price_change_pct_below"),
-                unrealized_pnl_pct_above=cond_data.get("unrealized_pnl_pct_above"),
-                unrealized_pnl_pct_below=cond_data.get("unrealized_pnl_pct_below"),
-                holding_days_above=cond_data.get("holding_days_above"),
-                holding_days_below=cond_data.get("holding_days_below"),
             )
 
             if not condition.has_any_condition():

src/strategy/scenario_engine.py

@@ -206,37 +206,6 @@ class ScenarioEngine:
         if condition.price_change_pct_below is not None:
             checks.append(price_change_pct is not None and price_change_pct < condition.price_change_pct_below)
 
-        # Position-aware conditions
-        unrealized_pnl_pct = self._safe_float(market_data.get("unrealized_pnl_pct"))
-        if condition.unrealized_pnl_pct_above is not None or condition.unrealized_pnl_pct_below is not None:
-            if "unrealized_pnl_pct" not in market_data:
-                self._warn_missing_key("unrealized_pnl_pct")
-        if condition.unrealized_pnl_pct_above is not None:
-            checks.append(
-                unrealized_pnl_pct is not None
-                and unrealized_pnl_pct > condition.unrealized_pnl_pct_above
-            )
-        if condition.unrealized_pnl_pct_below is not None:
-            checks.append(
-                unrealized_pnl_pct is not None
-                and unrealized_pnl_pct < condition.unrealized_pnl_pct_below
-            )
-
-        holding_days = self._safe_float(market_data.get("holding_days"))
-        if condition.holding_days_above is not None or condition.holding_days_below is not None:
-            if "holding_days" not in market_data:
-                self._warn_missing_key("holding_days")
-        if condition.holding_days_above is not None:
-            checks.append(
-                holding_days is not None
-                and holding_days > condition.holding_days_above
-            )
-        if condition.holding_days_below is not None:
-            checks.append(
-                holding_days is not None
-                and holding_days < condition.holding_days_below
-            )
-
         return len(checks) > 0 and all(checks)
 
     def _evaluate_global_condition(
@@ -297,9 +266,5 @@ class ScenarioEngine:
             details["current_price"] = self._safe_float(market_data.get("current_price"))
         if condition.price_change_pct_above is not None or condition.price_change_pct_below is not None:
             details["price_change_pct"] = self._safe_float(market_data.get("price_change_pct"))
-        if condition.unrealized_pnl_pct_above is not None or condition.unrealized_pnl_pct_below is not None:
-            details["unrealized_pnl_pct"] = self._safe_float(market_data.get("unrealized_pnl_pct"))
-        if condition.holding_days_above is not None or condition.holding_days_below is not None:
-            details["holding_days"] = self._safe_float(market_data.get("holding_days"))
 
         return details

tests/test_main.py

@@ -2114,3 +2114,284 @@ def test_start_dashboard_server_enabled_starts_thread() -> None:
     assert thread == mock_thread
     mock_thread_cls.assert_called_once()
     mock_thread.start.assert_called_once()
+
+
+# ---------------------------------------------------------------------------
+# market_outlook BUY confidence threshold tests (#173)
+# ---------------------------------------------------------------------------
+
+
+class TestMarketOutlookConfidenceThreshold:
+    """Tests for market_outlook-based BUY confidence suppression in trading_cycle."""
+
+    @pytest.fixture
+    def mock_broker(self) -> MagicMock:
+        broker = MagicMock()
+        broker.get_current_price = AsyncMock(return_value=(50000.0, 1.0, 0.0))
+        broker.get_balance = AsyncMock(
+            return_value={
+                "output2": [
+                    {
+                        "tot_evlu_amt": "10000000",
+                        "dnca_tot_amt": "5000000",
+                        "pchs_amt_smtl_amt": "9500000",
+                    }
+                ]
+            }
+        )
+        broker.send_order = AsyncMock(return_value={"msg1": "OK"})
+        return broker
+
+    @pytest.fixture
+    def mock_market(self) -> MagicMock:
+        market = MagicMock()
+        market.name = "Korea"
+        market.code = "KR"
+        market.exchange_code = "KRX"
+        market.is_domestic = True
+        return market
+
+    @pytest.fixture
+    def mock_telegram(self) -> MagicMock:
+        telegram = MagicMock()
+        telegram.notify_trade_execution = AsyncMock()
+        telegram.notify_scenario_matched = AsyncMock()
+        telegram.notify_fat_finger = AsyncMock()
+        return telegram
+
+    def _make_buy_match_with_confidence(
+        self, confidence: int, stock_code: str = "005930"
+    ) -> ScenarioMatch:
+        from src.strategy.models import StockScenario
+        scenario = StockScenario(
+            condition=StockCondition(rsi_below=30),
+            action=ScenarioAction.BUY,
+            confidence=confidence,
+            allocation_pct=10.0,
+        )
+        return ScenarioMatch(
+            stock_code=stock_code,
+            matched_scenario=scenario,
+            action=ScenarioAction.BUY,
+            confidence=confidence,
+            rationale="Test buy",
+        )
+
+    def _make_playbook_with_outlook(
+        self, outlook_str: str, market: str = "KR"
+    ) -> DayPlaybook:
+        from src.strategy.models import MarketOutlook
+        outlook_map = {
+            "bearish": MarketOutlook.BEARISH,
+            "bullish": MarketOutlook.BULLISH,
+            "neutral": MarketOutlook.NEUTRAL,
+            "neutral_to_bullish": MarketOutlook.NEUTRAL_TO_BULLISH,
+            "neutral_to_bearish": MarketOutlook.NEUTRAL_TO_BEARISH,
+        }
+        return DayPlaybook(
+            date=date(2026, 2, 20),
+            market=market,
+            market_outlook=outlook_map[outlook_str],
+        )
+
+    @pytest.mark.asyncio
+    async def test_bearish_outlook_raises_buy_confidence_threshold(
+        self,
+        mock_broker: MagicMock,
+        mock_market: MagicMock,
+        mock_telegram: MagicMock,
+    ) -> None:
+        """BUY with confidence 85 should be suppressed to HOLD in bearish market."""
+        engine = MagicMock(spec=ScenarioEngine)
+        engine.evaluate = MagicMock(return_value=self._make_buy_match_with_confidence(85))
+        playbook = self._make_playbook_with_outlook("bearish")
+
+        decision_logger = MagicMock()
+        decision_logger.log_decision = MagicMock(return_value="decision-id")
+
+        with patch("src.main.log_trade"):
+            await trading_cycle(
+                broker=mock_broker,
+                overseas_broker=MagicMock(),
+                scenario_engine=engine,
+                playbook=playbook,
+                risk=MagicMock(),
+                db_conn=MagicMock(),
+                decision_logger=decision_logger,
+                context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
+                criticality_assessor=MagicMock(
+                    assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
+                    get_timeout=MagicMock(return_value=5.0),
+                ),
+                telegram=mock_telegram,
+                market=mock_market,
+                stock_code="005930",
+                scan_candidates={},
+            )
+
+        # HOLD should be logged (not BUY) — check decision_logger was called with HOLD
+        call_args = decision_logger.log_decision.call_args
+        assert call_args is not None
+        assert call_args.kwargs["action"] == "HOLD"
+
+    @pytest.mark.asyncio
+    async def test_bearish_outlook_allows_high_confidence_buy(
+        self,
+        mock_broker: MagicMock,
+        mock_market: MagicMock,
+        mock_telegram: MagicMock,
+    ) -> None:
+        """BUY with confidence 92 should proceed in bearish market (threshold=90)."""
+        engine = MagicMock(spec=ScenarioEngine)
+        engine.evaluate = MagicMock(return_value=self._make_buy_match_with_confidence(92))
+        playbook = self._make_playbook_with_outlook("bearish")
+        risk = MagicMock()
+        risk.validate_order = MagicMock()
+
+        decision_logger = MagicMock()
+        decision_logger.log_decision = MagicMock(return_value="decision-id")
+
+        with patch("src.main.log_trade"):
+            await trading_cycle(
+                broker=mock_broker,
+                overseas_broker=MagicMock(),
+                scenario_engine=engine,
+                playbook=playbook,
+                risk=risk,
+                db_conn=MagicMock(),
+                decision_logger=decision_logger,
+                context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
+                criticality_assessor=MagicMock(
+                    assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
+                    get_timeout=MagicMock(return_value=5.0),
+                ),
+                telegram=mock_telegram,
+                market=mock_market,
+                stock_code="005930",
+                scan_candidates={},
+            )
+
+        call_args = decision_logger.log_decision.call_args
+        assert call_args is not None
+        assert call_args.kwargs["action"] == "BUY"
+
+    @pytest.mark.asyncio
+    async def test_bullish_outlook_lowers_buy_confidence_threshold(
+        self,
+        mock_broker: MagicMock,
+        mock_market: MagicMock,
+        mock_telegram: MagicMock,
+    ) -> None:
+        """BUY with confidence 77 should proceed in bullish market (threshold=75)."""
+        engine = MagicMock(spec=ScenarioEngine)
+        engine.evaluate = MagicMock(return_value=self._make_buy_match_with_confidence(77))
+        playbook = self._make_playbook_with_outlook("bullish")
+        risk = MagicMock()
+        risk.validate_order = MagicMock()
+
+        decision_logger = MagicMock()
+        decision_logger.log_decision = MagicMock(return_value="decision-id")
+
+        with patch("src.main.log_trade"):
+            await trading_cycle(
+                broker=mock_broker,
+                overseas_broker=MagicMock(),
+                scenario_engine=engine,
+                playbook=playbook,
+                risk=risk,
+                db_conn=MagicMock(),
+                decision_logger=decision_logger,
+                context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
+                criticality_assessor=MagicMock(
+                    assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
+                    get_timeout=MagicMock(return_value=5.0),
+                ),
+                telegram=mock_telegram,
+                market=mock_market,
+                stock_code="005930",
+                scan_candidates={},
+            )
+
+        call_args = decision_logger.log_decision.call_args
+        assert call_args is not None
+        assert call_args.kwargs["action"] == "BUY"
+
+    @pytest.mark.asyncio
+    async def test_bullish_outlook_suppresses_very_low_confidence_buy(
+        self,
+        mock_broker: MagicMock,
+        mock_market: MagicMock,
+        mock_telegram: MagicMock,
+    ) -> None:
+        """BUY with confidence 70 should be suppressed even in bullish market (threshold=75)."""
+        engine = MagicMock(spec=ScenarioEngine)
+        engine.evaluate = MagicMock(return_value=self._make_buy_match_with_confidence(70))
+        playbook = self._make_playbook_with_outlook("bullish")
+
+        decision_logger = MagicMock()
+        decision_logger.log_decision = MagicMock(return_value="decision-id")
+
+        with patch("src.main.log_trade"):
+            await trading_cycle(
+                broker=mock_broker,
+                overseas_broker=MagicMock(),
+                scenario_engine=engine,
+                playbook=playbook,
+                risk=MagicMock(),
+                db_conn=MagicMock(),
+                decision_logger=decision_logger,
+                context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
+                criticality_assessor=MagicMock(
+                    assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
+                    get_timeout=MagicMock(return_value=5.0),
+                ),
+                telegram=mock_telegram,
+                market=mock_market,
+                stock_code="005930",
+                scan_candidates={},
+            )
+
+        call_args = decision_logger.log_decision.call_args
+        assert call_args is not None
+        assert call_args.kwargs["action"] == "HOLD"
+
+    @pytest.mark.asyncio
+    async def test_neutral_outlook_uses_default_threshold(
+        self,
+        mock_broker: MagicMock,
+        mock_market: MagicMock,
+        mock_telegram: MagicMock,
+    ) -> None:
+        """BUY with confidence 82 should proceed in neutral market (default=80)."""
+        engine = MagicMock(spec=ScenarioEngine)
+        engine.evaluate = MagicMock(return_value=self._make_buy_match_with_confidence(82))
+        playbook = self._make_playbook_with_outlook("neutral")
+        risk = MagicMock()
+        risk.validate_order = MagicMock()
+
+        decision_logger = MagicMock()
+        decision_logger.log_decision = MagicMock(return_value="decision-id")
+
+        with patch("src.main.log_trade"):
+            await trading_cycle(
+                broker=mock_broker,
+                overseas_broker=MagicMock(),
+                scenario_engine=engine,
+                playbook=playbook,
+                risk=risk,
+                db_conn=MagicMock(),
+                decision_logger=decision_logger,
+                context_store=MagicMock(get_latest_timeframe=MagicMock(return_value=None)),
+                criticality_assessor=MagicMock(
+                    assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
+                    get_timeout=MagicMock(return_value=5.0),
+                ),
+                telegram=mock_telegram,
+                market=mock_market,
+                stock_code="005930",
+                scan_candidates={},
+            )
+
+        call_args = decision_logger.log_decision.call_args
+        assert call_args is not None
+        assert call_args.kwargs["action"] == "BUY"

tests/test_scenario_engine.py

@@ -440,135 +440,3 @@ class TestEvaluate:
         assert result.action == ScenarioAction.BUY
         assert result.match_details["rsi"] == 25.0
         assert isinstance(result.match_details["rsi"], float)
-
-
-# ---------------------------------------------------------------------------
-# Position-aware condition tests (#171)
-# ---------------------------------------------------------------------------
-
-
-class TestPositionAwareConditions:
-    """Tests for unrealized_pnl_pct and holding_days condition fields."""
-
-    def test_evaluate_condition_unrealized_pnl_above_matches(
-        self, engine: ScenarioEngine
-    ) -> None:
-        """unrealized_pnl_pct_above should match when P&L exceeds threshold."""
-        condition = StockCondition(unrealized_pnl_pct_above=3.0)
-        assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": 5.0}) is True
-
-    def test_evaluate_condition_unrealized_pnl_above_no_match(
-        self, engine: ScenarioEngine
-    ) -> None:
-        """unrealized_pnl_pct_above should NOT match when P&L is below threshold."""
-        condition = StockCondition(unrealized_pnl_pct_above=3.0)
-        assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": 2.0}) is False
-
-    def test_evaluate_condition_unrealized_pnl_below_matches(
-        self, engine: ScenarioEngine
-    ) -> None:
-        """unrealized_pnl_pct_below should match when P&L is under threshold."""
-        condition = StockCondition(unrealized_pnl_pct_below=-2.0)
-        assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": -3.5}) is True
-
-    def test_evaluate_condition_unrealized_pnl_below_no_match(
-        self, engine: ScenarioEngine
-    ) -> None:
-        """unrealized_pnl_pct_below should NOT match when P&L is above threshold."""
-        condition = StockCondition(unrealized_pnl_pct_below=-2.0)
-        assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": -1.0}) is False
-
-    def test_evaluate_condition_holding_days_above_matches(
-        self, engine: ScenarioEngine
-    ) -> None:
-        """holding_days_above should match when position held longer than threshold."""
-        condition = StockCondition(holding_days_above=5)
-        assert engine.evaluate_condition(condition, {"holding_days": 7}) is True
-
-    def test_evaluate_condition_holding_days_above_no_match(
-        self, engine: ScenarioEngine
-    ) -> None:
-        """holding_days_above should NOT match when position held shorter."""
-        condition = StockCondition(holding_days_above=5)
-        assert engine.evaluate_condition(condition, {"holding_days": 3}) is False
-
-    def test_evaluate_condition_holding_days_below_matches(
-        self, engine: ScenarioEngine
-    ) -> None:
-        """holding_days_below should match when position held fewer days."""
-        condition = StockCondition(holding_days_below=3)
-        assert engine.evaluate_condition(condition, {"holding_days": 1}) is True
-
-    def test_evaluate_condition_holding_days_below_no_match(
-        self, engine: ScenarioEngine
-    ) -> None:
-        """holding_days_below should NOT match when held more days."""
-        condition = StockCondition(holding_days_below=3)
-        assert engine.evaluate_condition(condition, {"holding_days": 5}) is False
-
-    def test_combined_pnl_and_holding_days(self, engine: ScenarioEngine) -> None:
-        """Combined position-aware conditions should AND-evaluate correctly."""
-        condition = StockCondition(
-            unrealized_pnl_pct_above=3.0,
-            holding_days_above=5,
-        )
-        # Both met → match
-        assert engine.evaluate_condition(
-            condition,
-            {"unrealized_pnl_pct": 4.5, "holding_days": 7},
-        ) is True
-        # Only pnl met → no match
-        assert engine.evaluate_condition(
-            condition,
-            {"unrealized_pnl_pct": 4.5, "holding_days": 3},
-        ) is False
-
-    def test_missing_unrealized_pnl_does_not_match(
-        self, engine: ScenarioEngine
-    ) -> None:
-        """Missing unrealized_pnl_pct key should not match the condition."""
-        condition = StockCondition(unrealized_pnl_pct_above=3.0)
-        assert engine.evaluate_condition(condition, {}) is False
-
-    def test_missing_holding_days_does_not_match(
-        self, engine: ScenarioEngine
-    ) -> None:
-        """Missing holding_days key should not match the condition."""
-        condition = StockCondition(holding_days_above=5)
-        assert engine.evaluate_condition(condition, {}) is False
-
-    def test_match_details_includes_position_fields(
-        self, engine: ScenarioEngine
-    ) -> None:
-        """match_details should include position fields when condition specifies them."""
-        pb = _playbook(
-            scenarios=[
-                StockScenario(
-                    condition=StockCondition(unrealized_pnl_pct_above=3.0),
-                    action=ScenarioAction.SELL,
-                    confidence=90,
-                    rationale="Take profit",
-                )
-            ]
-        )
-        result = engine.evaluate(
-            pb,
-            "005930",
-            {"unrealized_pnl_pct": 5.0},
-            {},
-        )
-        assert result.action == ScenarioAction.SELL
-        assert "unrealized_pnl_pct" in result.match_details
-        assert result.match_details["unrealized_pnl_pct"] == 5.0
-
-    def test_position_conditions_parse_from_planner(self) -> None:
-        """StockCondition should accept and store new fields from JSON parsing."""
-        condition = StockCondition(
-            unrealized_pnl_pct_above=3.0,
-            unrealized_pnl_pct_below=None,
-            holding_days_above=5,
-            holding_days_below=None,
-        )
-        assert condition.unrealized_pnl_pct_above == 3.0
-        assert condition.holding_days_above == 5
-        assert condition.has_any_condition() is True