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feature/is
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0e2987e66d
| Author | SHA1 | Date | |
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| 0e2987e66d | |||
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cdd5a218a7 | ||
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f3491e94e4 | ||
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342511a6ed | ||
| 2d5912dc08 |
@@ -3,6 +3,7 @@
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from __future__ import annotations
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import json
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import os
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import sqlite3
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from datetime import UTC, datetime, timezone
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from pathlib import Path
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@@ -79,6 +80,35 @@ def create_dashboard_app(db_path: str) -> FastAPI:
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total_pnl += market_status[market]["total_pnl"]
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total_decisions += market_status[market]["decision_count"]
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cb_threshold = float(os.getenv("CIRCUIT_BREAKER_PCT", "-3.0"))
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pnl_pct_rows = conn.execute(
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"""
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SELECT key, value
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FROM system_metrics
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WHERE key LIKE 'portfolio_pnl_pct_%'
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ORDER BY updated_at DESC
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LIMIT 20
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"""
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).fetchall()
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current_pnl_pct: float | None = None
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if pnl_pct_rows:
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values = [
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json.loads(row["value"]).get("pnl_pct")
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for row in pnl_pct_rows
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if json.loads(row["value"]).get("pnl_pct") is not None
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]
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if values:
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current_pnl_pct = round(min(values), 4)
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if current_pnl_pct is None:
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cb_status = "unknown"
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elif current_pnl_pct <= cb_threshold:
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cb_status = "tripped"
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elif current_pnl_pct <= cb_threshold + 1.0:
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cb_status = "warning"
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else:
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cb_status = "ok"
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return {
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"date": today,
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"markets": market_status,
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@@ -87,6 +117,11 @@ def create_dashboard_app(db_path: str) -> FastAPI:
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"total_pnl": round(total_pnl, 2),
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"decision_count": total_decisions,
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},
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"circuit_breaker": {
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"threshold_pct": cb_threshold,
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"current_pnl_pct": current_pnl_pct,
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"status": cb_status,
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},
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}
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@app.get("/api/playbook/{date_str}")
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@@ -13,6 +13,7 @@
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--muted: #9fb3c8;
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--accent: #3cb371;
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--red: #e05555;
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--warn: #e8a040;
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--border: #28455f;
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}
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* { box-sizing: border-box; margin: 0; padding: 0; }
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@@ -43,6 +44,25 @@
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}
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.refresh-btn:hover { border-color: var(--accent); color: var(--accent); }
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/* CB Gauge */
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.cb-gauge-wrap {
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display: flex; align-items: center; gap: 8px;
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font-size: 11px; color: var(--muted);
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}
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.cb-dot {
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width: 8px; height: 8px; border-radius: 50%; flex-shrink: 0;
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}
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.cb-dot.ok { background: var(--accent); }
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.cb-dot.warning { background: var(--warn); animation: pulse-warn 1.2s ease-in-out infinite; }
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.cb-dot.tripped { background: var(--red); animation: pulse-warn 0.6s ease-in-out infinite; }
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.cb-dot.unknown { background: var(--border); }
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@keyframes pulse-warn {
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0%, 100% { opacity: 1; }
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50% { opacity: 0.35; }
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}
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.cb-bar-wrap { width: 64px; height: 5px; background: rgba(255,255,255,0.08); border-radius: 3px; overflow: hidden; }
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.cb-bar-fill { height: 100%; border-radius: 3px; transition: width 0.4s, background 0.4s; }
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/* Summary cards */
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.cards { display: grid; grid-template-columns: repeat(4, 1fr); gap: 12px; margin-bottom: 20px; }
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@media (max-width: 700px) { .cards { grid-template-columns: repeat(2, 1fr); } }
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@@ -160,6 +180,13 @@
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<header>
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<h1>🐍 The Ouroboros</h1>
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<div class="header-right">
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<div class="cb-gauge-wrap" id="cb-gauge" title="Circuit Breaker">
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<span class="cb-dot unknown" id="cb-dot"></span>
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<span id="cb-label">CB --</span>
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<div class="cb-bar-wrap">
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<div class="cb-bar-fill" id="cb-bar" style="width:0%;background:var(--accent)"></div>
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</div>
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</div>
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<span id="last-updated">--</span>
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<button class="refresh-btn" onclick="refreshAll()">↺ 새로고침</button>
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</div>
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@@ -325,6 +352,38 @@
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}
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}
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function renderCbGauge(cb) {
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if (!cb) return;
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const dot = document.getElementById('cb-dot');
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const label = document.getElementById('cb-label');
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const bar = document.getElementById('cb-bar');
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const status = cb.status || 'unknown';
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const threshold = cb.threshold_pct ?? -3.0;
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const current = cb.current_pnl_pct;
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// dot color
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dot.className = `cb-dot ${status}`;
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// label
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if (current !== null && current !== undefined) {
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const sign = current > 0 ? '+' : '';
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label.textContent = `CB ${sign}${current.toFixed(2)}%`;
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} else {
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label.textContent = 'CB --';
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}
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// bar: fill = how much of the threshold has been consumed (0%=safe, 100%=tripped)
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const colorMap = { ok: 'var(--accent)', warning: 'var(--warn)', tripped: 'var(--red)', unknown: 'var(--border)' };
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bar.style.background = colorMap[status] || 'var(--border)';
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if (current !== null && current !== undefined && threshold < 0) {
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const fillPct = Math.min(Math.max((current / threshold) * 100, 0), 100);
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bar.style.width = `${fillPct}%`;
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} else {
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bar.style.width = '0%';
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}
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}
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async function fetchStatus() {
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try {
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const r = await fetch('/api/status');
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@@ -341,6 +400,7 @@
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pnlEl.className = `card-value ${n > 0 ? 'positive' : n < 0 ? 'negative' : 'neutral'}`;
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}
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document.getElementById('card-pnl-sub').textContent = `결정 ${t.decision_count ?? 0}건`;
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renderCbGauge(d.circuit_breaker);
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} catch {}
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}
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12
src/db.py
12
src/db.py
@@ -138,6 +138,18 @@ def init_db(db_path: str) -> sqlite3.Connection:
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" ON trades (stock_code, market, timestamp DESC)"
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)
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# Lightweight key-value store for trading system runtime metrics (dashboard use only)
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# Intentionally separate from the AI context tree to preserve separation of concerns.
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conn.execute(
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"""
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CREATE TABLE IF NOT EXISTS system_metrics (
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key TEXT PRIMARY KEY,
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value TEXT NOT NULL,
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updated_at TEXT NOT NULL
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)
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"""
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)
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conn.commit()
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return conn
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11
src/main.py
11
src/main.py
@@ -430,6 +430,17 @@ async def trading_cycle(
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{"volume_ratio": candidate.volume_ratio},
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)
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# Write pnl_pct to system_metrics (dashboard-only table, separate from AI context tree)
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db_conn.execute(
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"INSERT OR REPLACE INTO system_metrics (key, value, updated_at) VALUES (?, ?, ?)",
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(
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f"portfolio_pnl_pct_{market.code}",
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json.dumps({"pnl_pct": round(pnl_pct, 4)}),
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datetime.now(UTC).isoformat(),
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),
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)
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db_conn.commit()
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# Build portfolio data for global rule evaluation
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portfolio_data = {
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"portfolio_pnl_pct": pnl_pct,
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@@ -351,3 +351,65 @@ def test_positions_empty_when_no_trades(tmp_path: Path) -> None:
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body = get_positions()
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assert body["count"] == 0
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assert body["positions"] == []
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def _seed_cb_context(conn: sqlite3.Connection, pnl_pct: float, market: str = "KR") -> None:
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import json as _json
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conn.execute(
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"INSERT OR REPLACE INTO system_metrics (key, value, updated_at) VALUES (?, ?, ?)",
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(
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f"portfolio_pnl_pct_{market}",
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_json.dumps({"pnl_pct": pnl_pct}),
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"2026-02-22T10:00:00+00:00",
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),
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)
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conn.commit()
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def test_status_circuit_breaker_ok(tmp_path: Path) -> None:
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"""pnl_pct가 -2.0%보다 높으면 status=ok를 반환해야 한다."""
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db_path = tmp_path / "cb_ok.db"
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conn = init_db(str(db_path))
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_seed_cb_context(conn, -1.0)
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conn.close()
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app = create_dashboard_app(str(db_path))
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get_status = _endpoint(app, "/api/status")
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body = get_status()
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cb = body["circuit_breaker"]
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assert cb["status"] == "ok"
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assert cb["current_pnl_pct"] == -1.0
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assert cb["threshold_pct"] == -3.0
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def test_status_circuit_breaker_warning(tmp_path: Path) -> None:
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"""pnl_pct가 -2.0% 이하이면 status=warning을 반환해야 한다."""
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db_path = tmp_path / "cb_warn.db"
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conn = init_db(str(db_path))
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_seed_cb_context(conn, -2.5)
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conn.close()
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app = create_dashboard_app(str(db_path))
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get_status = _endpoint(app, "/api/status")
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body = get_status()
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assert body["circuit_breaker"]["status"] == "warning"
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def test_status_circuit_breaker_tripped(tmp_path: Path) -> None:
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"""pnl_pct가 임계값(-3.0%) 이하이면 status=tripped를 반환해야 한다."""
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db_path = tmp_path / "cb_tripped.db"
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conn = init_db(str(db_path))
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_seed_cb_context(conn, -3.5)
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conn.close()
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app = create_dashboard_app(str(db_path))
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get_status = _endpoint(app, "/api/status")
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body = get_status()
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assert body["circuit_breaker"]["status"] == "tripped"
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def test_status_circuit_breaker_unknown_when_no_data(tmp_path: Path) -> None:
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"""L7 context에 pnl_pct 데이터가 없으면 status=unknown을 반환해야 한다."""
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app = _app(tmp_path) # seed_db에는 portfolio_pnl_pct 없음
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get_status = _endpoint(app, "/api/status")
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body = get_status()
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cb = body["circuit_breaker"]
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assert cb["status"] == "unknown"
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assert cb["current_pnl_pct"] is None
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